Search results for: pump estimator

Authors: Morteza Ahmadifar, Sarah Bahari Derakhshan

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Leakage is one of the most important problems that water distribution networks face which first reason is high-pressure existence. There are many approaches to control this excess pressure, which using pressure reducing valves (PRVs) or reducing pipe diameter are ones. On the other hand, Pumps are using electricity or fossil fuels to supply needed pressure in distribution networks but excess pressure are made in some branches due to topology problems and water networks’ variables, therefore using pressure valves will be inevitable. Although using PRVs is inevitable but it leads to waste electricity or fuels used by pumps because PRVs just waste excess hydraulic pressure to lower it. Pumps working in reverse or Pumps as Turbine (called PAT in this article) are easily available and also effective sources of reducing the equipment cost in small hydropower plants. Urban areas of developing countries are facing increasing in area and maybe water scarcity in near future. These cities need wider water networks which make it hard to predict, control and have a better operation in the urban water cycle. Using more energy and therefore more pollution, slower repairing services, more user dissatisfaction and more leakage are these networks’ serious problems. Therefore, more effective systems are needed to monitor and act in these complicated networks than what is used now. In this article a new approach is proposed and evaluated: Using PAT to produce enough energy for remote valves and sensors in the water network. These sensors can be used to determine the discharge, pressure, water quality and other important network characteristics. With the help of remote valves pipeline discharge can be controlled so Instead of wasting excess hydraulic pressure which may be destructive in some cases, obtaining extra pressure from pipeline and producing clean electricity used by remote instruments is this articles’ goal. Furthermore, due to increasing the area of network there is unwanted high pressure in some critical points which is not destructive but lowering the pressure results to longer lifetime for pipeline networks without users’ dissatisfaction. This strategy proposed in this article, leads to use PAT widely for pressure containment and producing energy needed for remote valves and sensors like what happens in supervisory control and data acquisition (SCADA) systems which make it easy for us to monitor, receive data from urban water cycle and make any needed changes in discharge and pressure of pipelines easily and remotely. This is a clean project of energy production without significant environmental impacts and can be used in urban drinking water networks, without any problem for consumers which leads to a stable and dynamic network which lowers leakage and pollution.

Keywords: clean energies, pump as turbine, remote control, urban water distribution network

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Authors: Jinyong Yao, Hongzhi Li, Chao Du, Jiao Li

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Reliability of long-term storage products is related to the availability of the whole system, and the evaluation of storage life is of great necessity. These products are usually highly reliable and little failure information can be collected. In this paper, an analytical method based on data from accelerated storage life test is proposed to evaluate the reliability index of the long-term storage products. Firstly, singularities are eliminated by data normalization and residual analysis. Secondly, with the pre-processed data, the degradation path model is built to obtain the pseudo life values. Then by life distribution hypothesis, we can get the estimator of parameters in high stress levels and verify failure mechanisms consistency. Finally, the life distribution under the normal stress level is extrapolated via the acceleration model and evaluation of the true average life available. An application example with the camera stabilization device is provided to illustrate the methodology we proposed.

Keywords: accelerated storage life test, failure mechanisms consistency, life distribution, reliability

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Authors: Reinhard Haas, Amela Ajanovic

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In recent years especially electricity generation from intermittent sources like wind and solar has increased remarkably. To balance electricity supply over time calls for storages has been launched. Because intermittency also exists over longer periods – months, years, especially the need for long-term electricity storages is discussed. The major conclusions of our analysis are: (i) Despite many calls for a prophylactic construction of new storage capacities with respect to all centralized long-term storage technologies the future perspectives will be much less promising than currently indicated in several papers and discussions; (ii) new long term hydro storages will not become economically attractive in general in the next decades; however, daily storages will remain the cheapest option and the most likely to be competitive; (iii) For PtG-technologies it will also become very hard to compete in the electricity markets despite a high technological learning potential. Yet, for hydrogen and methane there are prospects for use in the transport sector.

Keywords: storages, electricity markets, power-to-gas, hydro pump storages, economics

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Authors: Napat Watjanatepin, Wikorn Wong-Satiean

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The objective of this research is to design and construct the PV-Wind hybrid autonomous system for the greenhouse plantation, and analyze the technical performance of the PV-Wind energy system. This design depends on the water consumption in the greenhouse by using 24 of the fogging mist each with the capability of 24 liter/min. The operating time is 4 times per day, each round for 15 min. The fogging system is being driven by water pump with AC motor rating 0.5 hp. The load energy consumed is around 1.125 kWh/d. The designing results of the PV-Wind hybrid energy system is that sufficient energy could be generated by this system. The results of this study can be applied as a technical data reference for other areas in the central part of Thailand.

Keywords: PV-Wind hybrid autonomous system, greenhouse plantation, fogging system, central part of Thailand

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Authors: Sina Kazemi, Farshid Torabi, Todd Peterson

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Drilling in shale formations is frequently time-consuming, challenging, and fraught with mechanical failures such as stuck pipes or hole packing off when the cutting removal rate is not sufficient to clean the bottom hole. Crossing the heavy oil shale and sand reservoirs with active shale and microfractures is generally associated with severe fluid losses causing a reduction in the rate of the cuttings removal. These circumstances compromise a well’s integrity and result in a lower rate of penetration (ROP). This study presents collective results of field studies and theoretical analysis conducted on data from South Pars and North Dome in an Iran-Qatar offshore field. Solutions to complications related to drilling in shale formations are proposed through systemically analyzing and applying modeling techniques to select field mud logging data. Field data measurements during actual drilling operations indicate that in a shale formation where the return flow of polymer mud was almost lost in the upper dolomite layer, the performance of hole cleaning and ROP progressively change when higher string rotations are initiated. Likewise, it was observed that this effect minimized the force of rotational torque and improved well integrity in the subsequent casing running. Given similar geologic conditions and drilling operations in reservoirs targeting shale as the producing zone like the Bakken formation within the Williston Basin and Lloydminster, Saskatchewan, a drill bench dynamic modeling simulation was used to simulate borehole cleaning efficiency and mud optimization. The results obtained by altering RPM (string revolution per minute) at the same pump rate and optimized mud properties exhibit a positive correlation with field measurements. The field investigation and developed model in this report show that increasing the speed of string revolution as far as geomechanics and drilling bit conditions permit can minimize the risk of mechanically stuck pipes while reaching a higher than expected ROP in shale formations. Data obtained from modeling and field data analysis, optimized drilling parameters, and hole cleaning procedures are suggested for minimizing the risk of a hole packing off and enhancing well integrity in shale reservoirs. Whereas optimization of ROP at a lower pump rate maintains the wellbore stability, it saves time for the operator while reducing carbon emissions and fatigue of mud motors and power supply engines.

Keywords: ROP, circulating density, drilling parameters, return flow, shale reservoir, well integrity

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Authors: Siti Noor Suzila Maqsood-Ul-Haque, Ummi Kalthum Ibrahim, Norekanadirah Abdul Rahman

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Banana are rich in vitamins, potassium and carbohydrate.The objective for this research work is to produce banana milk powder that can help children that suffers from constipation. Two types of the most common dryers used for this purpose are the spray and freeze dryer. The effects of the type of dryers, pump feed speed in the spray dryer and the ratio proportion of the banana milk powder were investigated in the study. The result indicate that increasing proportion ratio of the banana milk powder produce lower yield of the powder.From the result it is also concluded that speed 2 is more suitable in the production of the banana milk powder since the value of the moisture content is lower.

Keywords: freeze dryer, spray dryer, moisture content, dissolution, banana, milk

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Authors: Iman Janghorban Esfahani

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Due to the increased use of irrigation in agriculture, the importance and need for highly reliable water pumping systems have significantly increased. The pumping of the groundwater is essential to provide water for both drip and furrow irrigation to increase the agricultural yield, especially in arid regions that suffer from scarcities of surface water. The most common irrigation pumping systems (IPS) consume conventional energies through the use of electric motors and generators or connecting to the electricity grid. Due to the shortage and transportation difficulties of fossil fuels, and unreliable access to the electricity grid, especially in the rural areas, and the adverse environmental impacts of fossil fuel usage, such as greenhouse gas (GHG) emissions, the need for renewable energy sources such as photovoltaic systems (PVS) as an alternative way of powering irrigation pumping systems is urgent. Integration of the photovoltaic systems with irrigation pumping systems as the Photovoltaic Powered-Irrigation Pumping System (PVP-IPS) can avoid fossil fuel dependency and the subsequent greenhouse gas emissions, as well as ultimately lower energy costs and improve efficiency, which made PVP-IPS systems as an environmentally and economically efficient solution for agriculture irrigation in every region. The greatest problem faced by integration of PVP with IPS systems is matching the intermittence of the energy supply with the dynamic water demand. The best solution to overcome the intermittence is to incorporate a storage system into the PVP-IPS to provide water-on-demand as a highly reliable stand-alone irrigation pumping system. The water storage tank (WST) is the most common storage device for PVP-IPS systems. In the integrated PVP-IPS with a water storage tank (PVP-IPS-WST), a water storage tank stores the water pumped by the IPS in excess of the water demand and then delivers it when demands are high. The Freshwater pinch analysis (FWaPA) as an alternative to mathematical modeling was used by other researchers for retrofitting the off-grid battery less photovoltaic-powered reverse osmosis system. However, the Freshwater pinch analysis has not been used to integrate the photovoltaic systems with irrigation pumping system with water storage tanks. In this study, FWaPA graphical and numerical tools were used for retrofitting an existing PVP-IPS system located in Salahadin, Republic of Iraq. The plant includes a 5 kW submersible water pump and 7.5 kW solar PV system. The Freshwater Composite Curve as the graphical tool and Freashwater Storage Cascade Table as the numerical tool were constructed to determine the minimum required outsourced water during operation, optimal amount of delivered electricity to the water pump, and optimal size of the water storage tank for one-year operation data. The results of implementing the FWaPA on the case study show that the PVP-IPS system with a WST as the reliable system can reduce outsourced water by 95.41% compare to the PVP-IPS system without storage tank.

Keywords: irrigation, photovoltaic, pinch analysis, pumping, solar energy

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Authors: Alexander David Natanson

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This paper focuses on the effect of Sanctuary and Immigration and Customs Enforcement (ICE) policies on local economies. "Sanctuary cities" refers to municipal jurisdictions that limit their cooperation with the federal government's efforts to enforce immigration. Using county-level data from the American Community Survey and ICE data on economic indicators from 2006 to 2018, this study isolates the effects of local immigration policies on U.S. counties. The investigation is accomplished by simultaneously studying the policies' effects in counties where immigrants' families are persecuted via collaboration with Immigration and Customs Enforcement (ICE), in contrast to counties that provide protections. The analysis includes a difference-in-difference & two-way fixed effect model. Results are robust to nearest-neighbor matching, after the random assignment of treatment, after running estimations using different cutoffs for immigration policies, and with a regression discontinuity model comparing bordering counties with opposite policies. Results are also robust after restricting the data to a single-year policy adoption, using the Sun and Abraham estimator, and with event-study estimation to deal with the staggered treatment issue. In addition, the study reverses the estimation to understand what drives the decision to choose policies to detect the presence of reverse causality biases in the estimated policy impact on economic factors. The evidence demonstrates that providing protections to undocumented immigrants increases economic activity. The estimates show gains in per capita income ranging from 3.1 to 7.2, median wages between 1.7 to 2.6, and GDP between 2.4 to 4.1 percent. Regarding labor, sanctuary counties saw increases in total employment between 2.3 to 4 percent, and the unemployment rate declined from 12 to 17 percent. The data further shows that ICE policies have no statistically significant effects on income, median wages, or GDP but adverse effects on total employment, with declines from 1 to 2 percent, mostly in rural counties, and an increase in unemployment of around 7 percent in urban counties. In addition, results show a decline in the foreign-born population in ICE counties but no changes in sanctuary counties. The study also finds similar results for sanctuary counties when separating the data between urban, rural, educational attainment, gender, ethnic groups, economic quintiles, and the number of business establishments. The takeaway from this study is that institutional inclusion creates the dynamic nature of an economy, as inclusion allows for economic expansion due to the extension of fundamental freedoms to newcomers. Inclusive policies show positive effects on economic outcomes with no evident increase in population. To make sense of these results, the hypothesis and theoretical model propose that inclusive immigration policies play an essential role in conditioning the effect of immigration by decreasing uncertainties and constraints for immigrants' interaction in their communities, decreasing the cost from fear of deportation or the constant fear of criminalization and optimize their human capital.

Keywords: inclusive and exclusive institutions, post matching, fixed effect, time trend, regression discontinuity, difference-in-difference, randomization inference and sun, Abraham estimator

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Authors: Katarzyna Bialik-Wąs, Klaudia Pluta, Dagmara Malina, Małgorzata Miastkowska

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In recent years, biocompatible hydrogels have been used more and more in medical applications, especially as modern dressings and drug delivery systems. The main goal of this research was the characteristics of bio-hybrid hydrogel materials incorporated with the nanocarrier-drug system, which enable the release in a gradual and prolonged manner, up to 7 days. Therefore, the use of such a combination will provide protection against mechanical damage and adequate hydration. The proposed bio-hybrid hydrogels are characterized by: transparency, biocompatibility, good mechanical strength, and the dual release system, which allows for gradual delivery of the active substance, even up to 7 days. Bio-hybrid hydrogels based on sodium alginate (SA), poly(vinyl alcohol) (PVA), glycerine, and Aloe vera solution (AV) were obtained through the chemical crosslinking method using poly(ethylene glycol) diacrylate as a crosslinking agent. Additionally, a nanocarrier-drug system was incorporated into SA/PVA/AV hydrogel matrix. Here, studies were focused on the release profiles of active substances from bio-hybrid hydrogels using the USP4 method (DZF II Flow-Through System, Erweka GmbH, Langen, Germany). The equipment incorporated seven in-line flow-through diffusion cells. The membrane was placed over support with an orifice of 1,5 cm in diameter (diffusional area, 1.766 cm²). All the cells were placed in a cell warmer connected with the Erweka heater DH 2000i and the Erweka piston pump HKP 720. The piston pump transports the receptor fluid via seven channels to the flow-through cells and automatically adapts the setting of the flow rate. All volumes were measured by gravimetric methods by filling the chambers with Milli-Q water and assuming a density of 1 g/ml. All the determinations were made in triplicate for each cell. The release study of the model active substance was carried out using a regenerated cellulose membrane Spectra/Por®Dialysis Membrane MWCO 6-8,000 Carl Roth® Company. These tests were conducted in buffer solutions – PBS at pH 7.4. A flow rate of receptor fluid of about 4 ml /1 min was selected. The experiments were carried out for 7 days at a temperature of 37°C. The released concentration of the model drug in the receptor solution was analyzed using UV-Vis spectroscopy (Perkin Elmer Company). Additionally, the following properties of the modified materials were studied: physicochemical, structural (FT-IR analysis), morphological (SEM analysis). Finally, the cytotoxicity tests using in vitro method were conducted. The obtained results exhibited that the dual release system allows for the gradual and prolonged delivery of the active substances, even up to 7 days.

Keywords: wound dressings, SA/PVA hydrogels, nanocarrier-drug system, USP4 method

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Authors: Z. Soleymani, M. Amirzadeh

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Quality Function Deployment (QFD) was developed in 1960 in Japan and introduced in 1983 in America and Europe. The paper presents a real application of this technique in a way that the method of applying QFD in design and production aero fuel pumps has been considered. While designing a product and in order to apply system engineering process, the first step is identification customer needs then its transition to engineering parameters. Since each change in deign after production process leads to extra human costs and also increase in products quality risk, QFD can make benefits in sale by meeting customer expectations. Since the needs identified as well, the use of QFD tool can lead to increase in communications and less deviation in design and production phases, finally it leads to produce the products with defined technical attributes.

Keywords: customer voice, engineering parameters, gear pump, QFD

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Authors: Sarah Abdourraziq, Rachid Elbachtiri

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The use of solar energy as a source for pumping water is one of the promising areas in the photovoltaic (PV) application. The energy of photovoltaic pumping systems (PVPS) can be widely improved by employing an MPPT algorithm. This will lead consequently to maximize the electrical motor speed of the system. This paper presents a modified incremental conductance (IncCond) MPPT algorithm with direct control method applied to a standalone PV pumping system. The influence of the algorithm parameters on system behavior is investigated and compared with the traditional (INC) method. The studied system consists of a PV panel, a DC-DC boost converter, and a PMDC motor-pump. The simulation of the system by MATLAB-SIMULINK is carried out. Simulation results found are satisfactory.

Keywords: photovoltaic pumping system (PVPS), incremental conductance (INC), MPPT algorithm, boost converter

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Authors: M. N. Amrani, H. Abanou, A. Dib

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In this paper, we proposed a strategy for optimizing the performance for a pumping structure constituted by an induction motor coupled to a centrifugal pump and improving existing results in this context. The considered system is supplied by a photovoltaic generator (GPV) through two static converters piloted in an independent manner. We opted for a maximum power point tracking (MPPT) control method based on the Neuro - Fuzzy, which is well known for its stability and robustness. To improve the induction motor performance, we use the concept of Direct Torque Control (DTC) and PID controller for motor speed to pilot the working of the induction motor. Simulations of the proposed approach give interesting results compared to the existing control strategies in this field. The model of the proposed system is simulated by MATLAB/Simulink.

Keywords: solar energy, pumping photovoltaic system, maximum power point tracking, direct torque Control (DTC), PID regulator

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Authors: Mamdouh Y. Saleh, Gaber El Enany, Medhat H. Elzahar, Moustafa H. Omran

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The discharge limits of industrial wastewater effluents are subjected to regulations which are getting more restricted with time. A former research occurred in Port Said city studied the efficiency of treating industrial wastewater using the first stage (A-stage) of the multiple-stage plant (AB-system).From the results of this former research, the effluent treated wastewater has high rates of total dissolved solids (TDS) and chemical oxygen demand (COD). The purpose of this paper is to improve the treatment process in removing TDS and COD. So a pilot plant was constructed at wastewater pump station in the industrial area in the south of Port Said. Experimental work was divided into several groups adding powdered limestone with different dosages to wastewater, and for each group wastewater was filtered after being mixed with activated carbon. pH and TSS as variables were also studied. Significant removals of TDS and COD were observed in these experiments showing that using effective adsorbents can aid such removals to a large extent.

Keywords: adsorption, filtration, synthetic wastewater, TDS removal, COD removal

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Authors: Sarah Abdourraziq

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Photovoltaic (PV) water pumping system is one of the most used and important applications in the field of solar energy. However, the cost and the efficiency are still a concern, especially with continued change of solar radiation and temperature. Then, the improvement of the efficiency of the system components is a good solution to reducing the cost. The use of maximum power point tracking (MPPT) algorithms to track the output maximum power point (MPP) of the PV panel is very important to improve the efficiency of the whole system. In this paper, we will present a definition of the functioning of MPPT technique, and a detailed model of each component of PV pumping system with Matlab-Simulink, the results shows the influence of the changing of solar radiation and temperature in the output characteristics of PV panel, which influence in the efficiency of the system. Our system consists of a PV generator, a boost converter, a motor-pump set, and storage tank.

Keywords: PV panel, boost converter, MPPT, MPP, PV pumping system

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Authors: Rajesh Singh, Kailash Kale

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In this paper, the Binomial process type occurrence of software failures is considered and failure intensity has been characterized by one parameter Rayleigh class Software Reliability Growth Model (SRGM). The proposed SRGM is mathematical function of parameters namely; total number of failures i.e. η-0 and scale parameter i.e. η-1. It is assumed that very little or no information is available about both these parameters and then considering non-informative priors for both these parameters, the Bayes estimators for the parameters η-0 and η-1 have been obtained under square error loss function. The proposed Bayes estimators are compared with their corresponding maximum likelihood estimators on the basis of risk efficiencies obtained by Monte Carlo simulation technique. It is concluded that both the proposed Bayes estimators of total number of failures and scale parameter perform well for proper choice of execution time.

Keywords: binomial process, non-informative prior, maximum likelihood estimator (MLE), rayleigh class, software reliability growth model (SRGM)

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Authors: Kouzi Katia

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This paper proposes a Direct Torque Control (DTC) algorithm of dual Stator Induction Motor (DSIM) drive using two approach intelligent techniques: Artificial Neural Network (ANN) approach replaces the switching table selector block of conventional DTC and Mamdani Fuzzy Logic controller (FLC) is used for stator resistance estimation. The fuzzy estimation method is based on an online stator resistance correction through the variations of stator current estimation error and its variation. The fuzzy logic controller gives the future stator resistance increment at the output. The main advantage of suggested algorithm control is to reduce the hardware complexity of conventional selectors, to avoid the drive instability that may occur in certain situation and ensure the tracking of the actual of the stator resistance. The effectiveness of the technique and the improvement of the whole system performance are proved by results.

Keywords: artificial neural network, direct torque control, dual stator induction motor, fuzzy logic estimator, switching table

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Authors: Al Omari Moahmmed Ahmed

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These papers describe the Bayesian Estimator using Markov Chain Monte Carlo and Lindley’s approximation and the maximum likelihood estimation of the Weibull distribution with Type-I censored data. The maximum likelihood method can’t estimate the shape parameter in closed forms, although it can be solved by numerical methods. Moreover, the Bayesian estimates of the parameters, the survival and hazard functions cannot be solved analytically. Hence Markov Chain Monte Carlo method and Lindley’s approximation are used, where the full conditional distribution for the parameters of Weibull distribution are obtained via Gibbs sampling and Metropolis-Hastings algorithm (HM) followed by estimate the survival and hazard functions. The methods are compared to Maximum Likelihood counterparts and the comparisons are made with respect to the Mean Square Error (MSE) and absolute bias to determine the better method in scale and shape parameters, the survival and hazard functions.

Keywords: weibull distribution, bayesian method, markov chain mote carlo, survival and hazard functions

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Authors: Justin Reverdi, Sixin Zhang, Saïd Aoues, Fabrice Gamboa, Serge Gratton, Thomas Pellegrini

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In vapor cycle systems, the mass flow sensor plays a key role for different monitoring and control purposes. However, physical sensors can be inaccurate, heavy, cumbersome, expensive, or highly sensitive to vibrations, which is especially problematic when embedded into an aircraft. The conception of a virtual sensor, based on other standard sensors, is a good alternative. This paper has two main objectives. Firstly, a data-driven model using a convolutional neural network is proposed to estimate the mass flow of the compressor. We show that it significantly outperforms the standard polynomial regression model (thermodynamic maps) in terms of the standard MSE metric and engineer performance metrics. Secondly, a semi-automatic segmentation method is proposed to compute the engineer performance metrics for real datasets, as the standard MSE metric may pose risks in analyzing the dynamic behavior of vapor cycle systems.

Keywords: deep learning, convolutional neural network, vapor cycle system, virtual sensor

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Authors: Jagtar Singh, Kulwinder Singh

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Slurry erosion is a type of erosion wherein material is removed from the target surface due to impingement of solid particles entrained in liquid medium. Slurry erosion performance of deep cryogenic treatment on impeller steel SS 316 L has been investigated. Slurry collected from an actual irrigation pump used as the abrasive media in an erosion test rig. An attempt has been made to study the effect of velocity of fluid and impingement angle by constant concentration (ppm) on the slurry erosion behavior of these cryotreated steels under different experimental conditions. The slurry erosion wear analysis of cryotreated and untreated steels was done. The slurry erosion performance of cryotreated SS 316L impeller steel has been found to superior to that of untreated steel. Metallurgical investigation, hardness as well as %age of carbide in both types of steel was also investigated.

Keywords: deep cryogenic treatment, impeller, Irrigation pumps SS316L, slurry erosion

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Authors: Sam Rasoulzadeh, Atefeh Mousavi

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Fluidized bed reactors are known as highly exothermic and endothermic according to uniformity in temperature as a safe and effective mean for catalytic reactors. In these reactors, a wide range of catalyst particles can be used and by using a continuous operation proceed to produce in succession. Providing optimal conditions for the operation of these types of reactors will prevent the exorbitant costs necessary to carry out laboratory work. In this regard, a hydrodynamic analysis was carried out with heat transfer in the solid-gas fluidized bed reactor for solar thermal applications. The results showed that in the fluid flow the input of the reactor has a lower temperature than the outlet, and when the fluid is passing from the reactor, the heat transfer happens between cylinder and solar panel and fluid. It increases the fluid temperature in the outlet pump and also the kinetic energy of the fluid has been raised in the outlet areas.

Keywords: heat transfer, solar reactor, fluidized bed reactor, CFD, computational fluid dynamics

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Authors: Fu Jinyu, Lin Jinguan

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This paper introduces a novel approach that unifies two types of models: one is the continuous-time jump-diffusion used to model high-frequency data, and the other is discrete-time GQARCH employed to model low-frequency financial data by embedding the discrete GQARCH structure with jumps in the instantaneous volatility process. This model is named “GQARCH-It\^{o} -Jumps mode.” We adopt the realized range-based threshold estimation for high-frequency financial data rather than the realized return-based volatility estimators, which entail the loss of intra-day information of the price movement. Meanwhile, a quasi-likelihood function for the low-frequency GQARCH structure with jumps is developed for the parametric estimate. The asymptotic theories are mainly established for the proposed estimators in the case of finite activity jumps. Moreover, simulation studies are implemented to check the finite sample performance of the proposed methodology. Specifically, it is demonstrated that how our proposed approaches can be practically used on some financial data.

Keywords: It\^{o} process, GQARCH, leverage effects, threshold, realized range-based volatility estimator, quasi-maximum likelihood estimate

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Authors: Juan F. Muñoz-Rosas, Rosa M. García-Fernández, Encarnación Álvarez-Verdejo, Pablo J. Moya-Fernández

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Poverty measurement is a very important topic in many studies in social sciences. One of the most important indicators when measuring poverty is the low income proportion. This indicator gives the proportion of people of a population classified as poor. This indicator is generally unknown, and for this reason, it is estimated by using survey data, which are obtained by official surveys carried out by many statistical agencies such as Eurostat. The main feature of the mentioned survey data is the fact that they contain several variables. The variable used to estimate the low income proportion is called as the variable of interest. The survey data may contain several additional variables, also named as the auxiliary variables, related to the variable of interest, and if this is the situation, they could be used to improve the estimation of the low income proportion. In this paper, we use Monte Carlo simulation studies to analyze numerically the performance of estimators based on several auxiliary variables. In this simulation study, we considered real data sets obtained from the 2011 European Union Survey on Income and Living Condition. Results derived from this study indicate that the estimators based on auxiliary variables are more accurate than the naive estimator.

Keywords: inclusion probability, poverty, poverty line, survey sampling

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Authors: Ehsan Mehryaar, Reza Bushehri

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One of the principal parameters defining the clay soil dynamic response is the strain-shear modulus relation. Predicting the strain and, subsequently, shear modulus reduction of the soil is essential for performance analysis of structures exposed to earthquake and dynamic loadings. Many soil properties affect soil’s dynamic behavior. In order to capture those effects, in this study, a database containing 1193 data points consists of maximum shear modulus, strain, moisture content, initial void ratio, plastic limit, liquid limit, initial confining pressure resulting from dynamic laboratory testing of 21 clays is collected for predicting the shear modulus vs. strain curve of soil. A model based on an extreme gradient boosting technique is proposed. A tree-structured parzan estimator hyper-parameter tuning algorithm is utilized simultaneously to find the best hyper-parameters for the model. The performance of the model is compared to the existing empirical equations using the coefficient of correlation and root mean square error.

Keywords: XGBoost, hyper-parameter tuning, soil shear modulus, dynamic response

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Authors: Said Ettaieb, Kamel Hamrouni, Su Ruan

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This paper presents a new method based both on Active Shape Model and a priori knowledge about the spatio-temporal shape variation for tracking deformable structures in medical imaging. The main idea is to exploit the a priori knowledge of shape that exists in ASM and introduce new knowledge about the shape variation over time. The aim is to define a new more stable method, allowing the reliable detection of structures whose shape changes considerably in time. This method can also be used for the three-dimensional segmentation by replacing the temporal component by the third spatial axis (z). The proposed method is applied for the functional and morphological study of the heart pump. The functional aspect was studied through temporal sequences of scintigraphic images and morphology was studied through MRI volumes. The obtained results are encouraging and show the performance of the proposed method.

Keywords: active shape model, a priori knowledge, spatiotemporal shape variation, deformable structures, medical images

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Authors: Behrooz Khalilloo, Hamid Shahriari, Emad Roghanian

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Process capability indices (PCIs) are important concepts of statistical quality control and measure the capability of processes and how much processes are meeting certain specifications. An important issue in statistical quality control is parameter estimation. Under the assumption of multivariate normality, the distribution parameters, mean vector and variance-covariance matrix must be estimated, when they are unknown. Classic estimation methods like method of moment estimation (MME) or maximum likelihood estimation (MLE) makes good estimation of the population parameters when data are not contaminated. But when outliers exist in the data, MME and MLE make weak estimators of the population parameters. So we need some estimators which have good estimation in the presence of outliers. In this work robust M-estimators for estimating these parameters are used and based on robust parameter estimators, robust process capability indices are introduced. The performances of these robust estimators in the presence of outliers and their effects on process capability indices are evaluated by real and simulated multivariate data. The results indicate that the proposed robust capability indices perform much better than the existing process capability indices.

Keywords: multivariate process capability indices, robust M-estimator, outlier, multivariate quality control, statistical quality control

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Authors: Mahmoud Hassan

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Understanding the impact of market- and non-market-based environmental policy instruments on renewable energy consumption (REC) is crucial for the design and choice of policy packages. This study aims to empirically investigate the effect of environmental policy stringency index (EPS) and its components on REC in 27 OECD countries over the period from 1990 to 2015, and then use the results to identify what the appropriate environmental policy mix should look like. By relying on the two-step system GMM estimator, we provide evidence that increasing environmental policy stringency as a whole promotes renewable energy consumption in these 27 developed economies. Moreover, policymakers are able, through the market- and non-market-based environmental policy instruments, to increase the use of renewable energy. However, not all of these instruments are effective for achieving this goal. The results indicate that R&D subsidies and trading schemes have a positive and significant impact on REC, while taxes, feed-in tariff and emission standards have not a significant effect. Furthermore, R&D subsidies are more effective than trading schemes for stimulating the use of clean energy. These findings proved to be robust across the three alternative panel techniques used.

Keywords: environmental policy stringency, renewable energy consumption, two-step system-GMM estimation, linear dynamic panel data model

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Authors: Guillaume Morin-Duponchelle, Ahmed Nait Chabane, Benoit Zerr, Pierre Schoesetters

Abstract:

Industrial inspection can be achieved through robotic systems, allowing visual and chemical servoing. A popular scheme for visual servo-controlled robotic is the image-based servoing sys-tems. In this paper, an approach of visual and chemical servoing of a hexapod robot using a visual and chemical Jacobian matrix are proposed. The basic idea behind the visual Jacobian matrix is modeling the differential relationship between the camera system and the robotic control system to detect and track accurately points of interest in confined environments. This approach allows the robot to easily detect and navigates to the QR code or seeks a gas source localization using surge cast algorithm. To track the QR code target, a visual servoing based on Jacobian matrix is used. For chemical servoing, three gas sensors are embedded on the hexapod. A Jacobian matrix applied to the gas concentration measurements allows estimating the direction of the main gas source. The effectiveness of the proposed scheme is first demonstrated on simulation. Finally, a hexapod prototype is designed and built and the experimental validation of the approach is presented and discussed.

Keywords: chemical servoing, hexapod robot, Jacobian matrix, visual servoing, navigation

Procedia PDF Downloads 103

Authors: Altoumi Alndalusi

Abstract:

The work examines the aqueous corrosion behavior of grades of stain less steel which are used as corrosion resistant castings for applications such as valve and pump bodies. The corrosion behavior of steels in the as-cast condition has been examined using potentiostatic studies to illustrate the need for correct thermal treatment. A metallurgical examination and chemical analysis were carried out to establish the morphology of the steel structure. Heat treatment was carried out in order to compare damage in relation to microstructure. Optical and scanning electron microscopy examinations confirmed that the austenitic steels suffers from severe localized inter-dendritic pitting attack, while non homogenized castings highly alloyed duplex steels gave inferior corrosion resistance. Through the heat treatment conditions a significant of phase transformation of the duplex steel C were occurred (from ferrite to austenite and sigma plus carbides) and were gave reduction resistance.

Keywords: cast, corrosion, duplex stainless, heat treatment, material, steel

Procedia PDF Downloads 155

Authors: Paul Han, Jun-Geol Baek

Abstract:

In the flat panel display industry, the scheduler and dispatching system to meet production target quantities and the deadline of production are the major production management system which controls each facility production order and distribution of WIP (Work in Process). In dispatching system, delivery time is a key factor for the time when a lot can be supplied to the facility. In this paper, we use survival analysis methods to identify main factors and a forecasting model of delivery time. Of survival analysis techniques to select important explanatory variables, the cox proportional hazard model is used to. To make a prediction model, the Accelerated Failure Time (AFT) model was used. Performance comparisons were conducted with two other models, which are the technical statistics model based on transfer history and the linear regression model using same explanatory variables with AFT model. As a result, the Mean Square Error (MSE) criteria, the AFT model decreased by 33.8% compared to the existing prediction model, decreased by 5.3% compared to the linear regression model. This survival analysis approach is applicable to implementing a delivery time estimator in display manufacturing. And it can contribute to improve the productivity and reliability of production management system.

Keywords: delivery time, survival analysis, Cox PH model, accelerated failure time model

Procedia PDF Downloads 510

Authors: Markus Stralla

Abstract:

This study employs a GMM framework to examine the impact of potential regulatory intervention regarding the occupations of supervisory board members in cooperative banking. To achieve insights, the study proceeds in two different ways. First, it investigates the changes in board structure prior and following to the German Act to Strengthen Financial Market and Insurance Supervision (FinVAG). Second, the study estimates the influence of Ph.D.Share, professional concentration and supervisory power on bank-risk changes in consideration of the implementation of FinVAG. Therefore, the study is based on a sample of 246 German cooperative banks from 2006-2011 while applying four different measures of bank risk, namely credit-, equity-, liquidity-risk, and Z-Score, with the former three also being addressed in FinVAG. Results indicate that the implementation of FinVAG results in (most likely unintentional) structural changes, especially at the expense of farmers, and affects all risk measures and relations between risk measures and supervisory board characteristics in a risk-reducing and therefore intended way. To disentangle the complex relationship between board characteristics and risk measures, the study utilizes two-step system GMM estimator to account for unobserved heterogeneity and simultaneity in order to reduce endogeneity problems. The findings may be especially relevant for stakeholders, regulators, supervisors and managers.

Keywords: bank governance, bank risk-taking, board of directors, regulation

Procedia PDF Downloads 411