Further Advances in Forecasting Day-Ahead Electricity Prices Using Time Series Models

Guirguis, Hany S.,Felder, Frank A. The Korean Institute of Electrical Engineers 2004 KIEE International Transactions on Power Engineeri Vol.a4 No.3

Forecasting prices in electricity markets is critical for consumers and producers in planning their operations and managing their price risk. We utilize the generalized autoregressive conditionally heteroskedastic (GARCH) method to forecast the electricity prices in two regions of New York: New York City and Central New York State. We contrast the one-day forecasts of the GARCH against techniques such as dynamic regression, transfer function models, and exponential smoothing. We also examine the effect on our forecasting of omitting some of the extreme values in the electricity prices. We show that accounting for the extreme values and the heteroskedactic variance in the electricity price time-series can significantly improve the accuracy of the forecasting. Additionally, we document the higher volatility in New York City electricity prices. Differences in volatility between regions are important in the pricing of electricity options and for analyzing market performance.

Accounting for Extreme Values in GARCH Forecasts of Day-Ahead Electricity Prices

Guirguis Hany S.,Felder Frank A. The Korean Institute of Electrical Engineers 2005 KIEE International Transactions on Power Engineeri Vol.a5 No.3

We employ a new technique to account for extreme values when using the generalized autoregressive conditionally heteroskedastic (GARCH) methodology to forecast day-ahead electricity prices in New York City.

Bayān al-Naskh in the Qurʾān: An Interpretive Device

( Youssry Guirguis ) 삼육대학교 선교와사회문제연구소 2022 Asia-Africa Journal of Mission and Ministry(AAMM) Vol.26 No.-

Abrogation (al-Naskh) has been a subject of various studies by Muslim scholars throughout the centuries. Muslim scholars not only emphasized the study of al-Naskh but also highlighted its science. Abrogation is given in the Arabic language (Fī al-Lughah) for two meanings. One of them is transferring and copying (al-naql), and it includes abrogation of the book, which is to convert information from one book to another book. The second is the termination and modification (al- Taḥwīl) of something, it is said that the sun abrogated the shadow, i.e., it took it away and nullified it. Abrogation in terminology means the removal of what has been established from the legal ruling by a lax discourse. The notion of abrogation was initially used to refer to Qurʾānic verses that were removed from its corpus. It is a method of exegesis that was introduced by Muslim scholars to bring reconciliation between contradictory verses in the Qurʾān. Muslim scholars see the concept of al-Naskh as a perfect mechanism that reflects Allāh’s omnipotence. He has the power to change any ruling with another at any point. It should be noted that the idea of al-Naskh does not bring any changes in Allāh’s knowledge. The word abrogation in Islam is the removal of a previous legal ruling, with legal evidence that is later than it. It can be defined as the “removal of an Islamic command by a legally valid argument” (Al-Zurqani, 1998, vol. 2, p. 460). It should be stressed that there are different kinds of al-Naskh in the Qurʾān. This paper discusses the idea of Bayān al-Naskh as an interpretive device, its different categories, and its benefits.

Further Advances in Forecasting Day-Ahead Electricity Prices Using Time Series Models

Hany S. Guirguis,Frank A. Felder 대한전기학회 2004 KIEE International Transactions on Power Engineeri Vol.a4 No.3

Accounting for Extreme Values in GARCH Forecasts of Day-Ahead Electricity Prices

Hany S. Guirguis,Frank A. Felder 대한전기학회 2005 KIEE International Transactions on Power Engineeri Vol.a5 No.3

Morphological and macrostructural studies of dog cranial bone demineralized with different acids

Gehan T. El-Bassyouni,Osiris W. Guirguis,Wafa I. Abdel-Fattah 한국물리학회 2013 Current Applied Physics Vol.13 No.5

Strong and weak acids were chosen for the bone decalcification process. Demineralization of dog cranial bone was carried out using 0.6 M concentration of either of hydrochloric, lactic or citric acid. Consequent morphologic changes were correlated with the developed chemistry, porosity and structure through XRD and FT-IR of the matrices. The dielectric permittivity, loss angle, relaxation dielectric loss as well as a.c. electrical conductivity as functions of frequency and temperature were measured. Zeta potential was evaluated at physiologic pH and temperature and correlated with the developed structures. The results prove lower dielectric properties of demineralized matrices compared to control and exhibited high dissipation of electric energy with more than one relaxation mechanism. This variation proves that the spectral behavior depended on the nature of the bone matrix which resulted from the phase compositions of bone and its crystallite size. The behavior of the obtained results is attributed to the differences of the demineralizing acids and their consequent actions on the matrices, i.e., the differences in the materials.

Implementation of Schnorr Signcryption Algorithm on DSP

Aya Elshobaky,Mohamed Rasslan,Shawkat Guirguis 보안공학연구지원센터 2015 International Journal of Security and Its Applicat Vol.9 No.11

The lack of data security in public mobile telecommunication system increases the need for a strong data protection and security mechanisms. Cryptography is considered as one of the key elements that provides security for mobile systems. Signcryption algorithm, which is based on public key cryptography, provides both confidentiality and authenticity in one step. Moreover, hardware implementations of cryptographic algorithms provide scalable solutions to enhance the level of security of the existing hardware. In this paper, we present a case study on using a DSP board to construct a secure communication channel. We use the constructed DSP board as a hardware cryptosystem to increase the security of transmitted data using any mobile communication system. We evaluate the performance by computing the consumed time by encryption/decryption process, while implementing the Schnorr Signcryption scheme on a DSP. Furtheremore, we propose an enhanced model of applying multiple DSP using pipelines and parallelization technique to decrease the consumed time in the whole process.

A predictive model to guide management of the overlap region between target volume and organs at risk in prostate cancer volumetric modulated arc therapy

Malcolm D,Mattes,Jennifer C,Lee,Sara Elnaiem,Adel Guirguis,N,C,Ikoro,Hani Ashamalla 대한방사선종양학회 2014 Radiation Oncology Journal Vol.32 No.1

Purpose: The goal of this study is to determine whether the magnitude of overlap between planning target volume (PTV) and rectum (Rectumoverlap) or PTV and bladder (Bladderoverlap) in prostate cancer volumetric-modulated arc therapy (VMAT) is predictive of the dose-volume relationships achieved after optimization, and to identify predictive equations and cutoff values using these overlap volumes beyond which the Quantitative Analyses of Normal Tissue Effects in the Clinic (QUANTEC) dose-volume constraints are unlikely to be met. Materials and Methods: Fifty-seven patients with prostate cancer underwent VMAT planning using identical optimization conditions and normalization. The PTV (for the 50.4 Gy primary plan and 30.6 Gy boost plan) included 5 to 10 mm margins around the prostate and seminal vesicles. Pearson correlations, linear regression analyses, and receiver operating characteristic (ROC) curves were used to correlate the percentage overlap with dose-volume parameters. Results: The percentage Rectumoverlap and Bladderoverlap correlated with sparing of that organ but minimally impacted other dose-volume parameters, predicted the primary plan rectum V45 and bladder V50 with R2 = 0.78 and R2 = 0.83, respectively, and predicted the boost plan rectum V30 and bladder V30 with R2 = 0.53 and R2 = 0.81, respectively. The optimal cutoff value of boost Rectumoverlap to predict rectum V75 >15% was 3.5% (sensitivity 100%, specificity 94%, p < 0.01), and the optimal cutoff value of boost Bladderoverlap to predict bladder V80 >10% was 5.0% (sensitivity 83%, specificity 100%, p < 0.01). Conclusion: The degree of overlap between PTV and bladder or rectum can be used to accurately guide physicians on the use of interventions to limit the extent of the overlap region prior to optimization.

Comparison study of intensity modulated arc therapy using single or multiple arcs to intensity modulated radiation therapy for high-risk prostate cancer

Hani Ashamalla,Ajay Tejwani,Ioannis Parameritis,Uma Swamy,Pei Ching Luo,Adel Guirguis,Amir Lavaf 대한방사선종양학회 2013 Radiation Oncology Journal Vol.31 No.2

Purpose: Intensity modulated arc therapy (IMAT) is a form of intensity modulated radiation therapy (IMRT) that delivers dose in single or multiple arcs. We compared IMRT plans versus single-arc field (1ARC) and multi-arc fields (3ARC) IMAT plans in high-risk prostate cancer. Materials and Methods: Sixteen patients were studied. Prostate (PTV_P), right pelvic (PTV_RtLN) and left pelvic lymph nodes (PTV_LtLN), and organs at risk were contoured. PTV_P, PTV_RtLN, and PTV_LtLN received 50.40 Gy followed by a boost to PTV_B of 28.80 Gy. Three plans were per patient generated: IMRT, 1ARC, and 3ARC. We recorded the dose to the PTV, the mean dose (D_MEAN) to the organs at risk, and volume covered by the 50% isodose. Efficiency was evaluated by monitor units (MU) and beam on time (BOT). Conformity index (CI), Paddick gradient index, and homogeneity index (HI) were also calculated. Results: Average Radiation Therapy Oncology Group CI was 1.17, 1.20, and 1.15 for IMRT, 1ARC, and 3ARC, respectively. The plans’ HI were within 1% of each other. The D_MEAN of bladder was within 2% of each other. The rectum D_MEAN in IMRT plans was 10% lower dose than the arc plans (p < 0.0001). The GI of the 3ARC was superior to IMRT by 27.4% (p = 0.006). The average MU was highest in the IMRT plans (1686) versus 1ARC (575) versus 3ARC (1079). The average BOT was 6 minutes for IMRT compared to 1.3 and 2.9 for 1ARC and 3ARC IMAT (p < 0.05). Conclusion: For high-risk prostate cancer, IMAT may offer a favorable dose gradient profile, conformity, MU and BOT compared to IMRT.

A predictive model to guide management of the overlap region between target volume and organs at risk in prostate cancer volumetric modulated arc therapy

Mattes, Malcolm D.,Lee, Jennifer C.,Elnaiem, Sara,Guirguis, Adel,Ikoro, N.C.,Ashamalla, Hani The Korean Society for Radiation Oncology 2014 Radiation Oncology Journal Vol.32 No.1

Purpose: The goal of this study is to determine whether the magnitude of overlap between planning target volume (PTV) and rectum ($Rectum_{overlap}$) or PTV and bladder ($Bladder_{overlap}$) in prostate cancer volumetric-modulated arc therapy (VMAT) is predictive of the dose-volume relationships achieved after optimization, and to identify predictive equations and cutoff values using these overlap volumes beyond which the Quantitative Analyses of Normal Tissue Effects in the Clinic (QUANTEC) dose-volume constraints are unlikely to be met. Materials and Methods: Fifty-seven patients with prostate cancer underwent VMAT planning using identical optimization conditions and normalization. The PTV (for the 50.4 Gy primary plan and 30.6 Gy boost plan) included 5 to 10 mm margins around the prostate and seminal vesicles. Pearson correlations, linear regression analyses, and receiver operating characteristic (ROC) curves were used to correlate the percentage overlap with dose-volume parameters. Results: The percentage $Rectum_{overlap}$ and $Bladder_{overlap}$ correlated with sparing of that organ but minimally impacted other dose-volume parameters, predicted the primary plan rectum $V_{45}$ and bladder $V_{50}$ with $R^2$ = 0.78 and $R^2$ = 0.83, respectively, and predicted the boost plan rectum $V_{30}$ and bladder $V_{30}$ with $R^2$ = 0.53 and $R^2$ = 0.81, respectively. The optimal cutoff value of boost $Rectum_{overlap}$ to predict rectum $V_{75}$ >15% was 3.5% (sensitivity 100%, specificity 94%, p < 0.01), and the optimal cutoff value of boost $Bladder_{overlap}$ to predict bladder $V_{80}$ >10% was 5.0% (sensitivity 83%, specificity 100%, p < 0.01). Conclusion: The degree of overlap between PTV and bladder or rectum can be used to accurately guide physicians on the use of interventions to limit the extent of the overlap region prior to optimization.