Search results for: transfer matrix
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4839

Search results for: transfer matrix

1089 Voltage Stabilization of Hybrid PV and Battery Systems by Considering Temperature and Irradiance Changes in Standalone Operation

Authors: S. Jalilzadeh, S. M. Mohseni Bonab

Abstract:

Solar and battery energy storage systems are very useful for consumers who live in deprived areas and do not have access to electricity distribution networks. Nowadays one of the problems that photo voltaic systems (PV) have changing of output power in temperature and irradiance variations, which directly affects the load that is connected to photo voltaic systems. In this paper, with considering the fact that the solar array varies with change in temperature and solar power radiation, a voltage stabilizer system of a load connected to photo voltaic array is designed to stabilize the load voltage and to transfer surplus power of the battery. Also, in proposed hybrid system, the needed load power amount is supplemented considering the voltage stabilization in standalone operation for supplying unbalanced AC load. Electrical energy storage system for voltage control and improvement of the performance of PV by a DC/DC converter is connected to the DC bus. The load is also feed by an AC/DC converter. In this paper, when the voltage increases in its reference limit, the battery gets charged by the photo voltaic array and when it decreases in its defined limit, the power gets injected to the DC bus by this battery. The constant of DC bus Voltage is the cause for the reduced harmonics generated by the inverter. In addition, a series of filters are provided in the inverter output in to reduced harmonics. The inverter control circuit is designed that the voltage and frequency of the load remain almost constant at different load conditions. This paper has focused on controlling strategies of converters to improve their performance.

Keywords: photovoltaic array (PV), DC/DC Boost converter, battery converter, inverters control

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1088 Formation of in-situ Ceramic Phase in N220 Nano Carbon Containing Low Carbon Mgo-C Refractory

Authors: Satyananda Behera, Ritwik Sarkar

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In iron and steel industries, MgO–C refractories are widely used in basic oxygen furnaces, electric arc furnaces and steel ladles due to their excellent corrosion resistance, thermal shock resistance, and other excellent hot properties. Conventionally magnesia carbon refractories contain about 8-20 wt% of carbon but the use of carbon is also associate with disadvantages like oxidation, low fracture strength, high heat loss and higher carbon pick up in steel. So, MgO-C refractory having low carbon content without compromising the beneficial properties is the challenge. Nano carbon, having finer particles, can mix and distribute within the entire matrix uniformly and can result in improved mechanical, thermo-mechanical, corrosion and other refractory properties. Previous experiences with the use of nano carbon in low carbon MgO-C refractory have indicated an optimum range of use of nano carbon around 1 wt%. This optimum nano carbon content was used in MgO-C compositions with flaky graphite followed by aluminum and silicon metal powder as an anti-oxidant. These low carbon MgO-C refractory compositions were prepared by conventional manufacturing techniques. At the same time 16 wt. % flaky graphite containing conventional MgO-C refractory was also prepared parallel under similar conditions. The developed products were characterized for various refractory related properties. Nano carbon containing compositions showed better mechanical, thermo-mechanical properties, and oxidation resistance compared to that of conventional composition. Improvement in the properties is associated with the formation of in-situ ceramic phase-like aluminum carbide, silicon carbide, and magnesium aluminum spinel. Higher surface area and higher reactivity of N220 nano carbon black resulted in greater formation in-situ ceramic phases, even at a much lower amount. Nano carbon containing compositions were found to have improved properties in MgO-C refractories compared to that of the conventional ones at much lower total carbon content.

Keywords: N220nano carbon black, refractory properties, conventionally manufacturing techniques, conventional magnesia carbon refractories

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1087 Incidences and Chemico-Mobility of Toxic Heavy Metals in Environmental Samples

Authors: I. Hilia, C. Hange, F. Hakala, M. Matheus, C. Jansen, J. Hidinwa, O. Awofolu

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The article reports on the occurrences, level, and mobility of selected trace metals in environmental samples. The conceptual basis was to examine the possible influence of anthropogenic activities and the impact on human and environmental health. Environmental samples (soil, plant and lower animal) were randomly collected from stratified study/sampling areas, preserved and pre-treated before analysis. Mineral acid digestion procedure was employed for the isolation of metallic contents in samples, and elemental qualitative and quantitative analysis was by ICP-OES. Analytical protocol was validated through the quality assurance process and was found acceptable with quantitative metallic recoveries in the range of 85-90%; hence considered applicable for the analyses of environmental samples. The mean concentration of analysed metals in soil samples ranged from 53.2- 2532.8 mg/kg (Cu); 59.5- 2020.1 mg/kg (Zn); 1.80 – 21.26 mg/kg (Cd) and 19.6- 140.9 mg/kg (Pb). The mean level in grass samples ranged from 9.33 – 38.63 mg/kg (Cu); 64.20-105.18 mg/kg (Zn); 0.28–0.73 mg/kg (Cd) and 0.53 -16.26 mg/kg (Pb) while the mean level in lower animal sample (beetle) varied from 9.6 - 105.3 mg/kg (Cu); 134.1-297.2 mg/kg (Zn); 0.63 – 3.78 (Cd) and 8.0 – 29.1 mg/kg (Pb) across sample collection points (SCPs) 1-4 respectively. Metallic transfer factors (TFs) were in the order Zn >Cd > Cu > Pb with metal Pollution Indices (MPIs) in the order SCP1 > SCP2 > SCP3 > SCP4. About 60-70 % of analysed metals were above the maximum allowable limits (MALs) in soil and plant samples. Results obtained revealed the general prevalence of analysed metals at all sampled sites with indication of metallic mobility across the food chain which portrayed dire consequences for environmental and human health. Systematic environmental remediation and pollution abatement strategies are recommended.

Keywords: trace metals, pollution, human health, Incidences, ICP-OES

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1086 Indian Emigration to Gulf Countries: Opportunities and Challenges

Authors: Sudhaveni Naresh

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International migration is an important subject and gaining more significance andinterest among scholars in recent years. It is defined as crossing of the boundaries of political or administrative units for a certain minimum period for reasons such as education, employment, etc.International migration is not new for India because it has a long history with the Gulf region since ancient period. India is also one of the largest migrant-sending countries after China in the world. Migration towards the Gulf region became more prominent during early 1970s due to oil boom which led to rapid increase in the demand for foreign labour. Of 25 million Indian emigrants are living across the world, about six million Indian emigrants working in the Gulf. Most of these migrants were either unskilled or semi-skilled. Both the pull and push factors behind labour emigrate to Gulf countries. India is world’s leading receiver of remittances and the flow of remittances to India has been increasing steadily since the 1970s. In 2011-12, it was about 4 percent of GDP.Emigrants play a significant role in the economic development and growth of the country via the remittances and knowledge and skill transfer. Scholars see remittances as vital tool in the development for origin country. This paper examines the recent trend and pattern of migration from India to Gulf countries and explores impact of remittances on emigrants’ families at home country. It also highlights opportunities, challenges and the need for strengthening multilateral cooperation to transform migration into an efficient, orderly and humane process.The study propose to undertake a primary survey for this purpose. Both quantitative and qualitative research methods will be used to study the above issues.

Keywords: development, international migration, remittances, unskilled labour

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1085 Determination of Stress-Strain Curve of Duplex Stainless Steel Welds

Authors: Carolina Payares-Asprino

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Dual-phase duplex stainless steel comprised of ferrite and austenite has shown high strength and corrosion resistance in many aggressive environments. Joining duplex alloys is challenging due to several embrittling precipitates and metallurgical changes during the welding process. The welding parameters strongly influence the quality of a weld joint. Therefore, it is necessary to quantify the weld bead’s integral properties as a function of welding parameters, especially when part of the weld bead is removed through a machining process due to aesthetic reasons or to couple the elements in the in-service structure. The present study uses the existing stress-strain model to predict the stress-strain curves for duplex stainless-steel welds under different welding conditions. Having mathematical expressions that predict the shape of the stress-strain curve is advantageous since it reduces the experimental work in obtaining the tensile test. In analysis and design, such stress-strain modeling simplifies the time of operations by being integrated into calculation tools, such as the finite element program codes. The elastic zone and the plastic zone of the curve can be defined by specific parameters, generating expressions that simulate the curve with great precision. There are empirical equations that describe the stress-strain curves. However, they only refer to the stress-strain curve for the stainless steel, but not when the material is under the welding process. It is a significant contribution to the applications of duplex stainless steel welds. For this study, a 3x3 matrix with a low, medium, and high level for each of the welding parameters were applied, giving a total of 27 weld bead plates. Two tensile specimens were manufactured from each welded plate, resulting in 54 tensile specimens for testing. When evaluating the four models used to predict the stress-strain curve in the welded specimens, only one model (Rasmussen) presented a good correlation in predicting the strain stress curve.

Keywords: duplex stainless steels, modeling, stress-stress curve, tensile test, welding

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1084 Strategy in Controlling Rice-Field Conversion in Pangkep Regency, South Sulawesi, Indonesia

Authors: Nurliani, Ida Rosada

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The national rice consumption keeps increasing along with raising income of the households and the rapid growth of population. However, food availability, particularly rice, is limited. Impacts of rice-field conversion have run cumulatively, as we can see on potential losses of rice and crops production, as well as work opportunity that keeps increasing year-by-year. Therefore, it requires policy recommendation to control rice-field conversion through economic, social, and ecological approaches. The research was a survey method intended to: (1) Identify internal factors; quality and productivity of the land as the cause of land conversion, (2) Identify external factors of land conversion, value of the rice-field and the competitor’s land, workforce absorption, and regulation, as well as (3) Formulate strategies in controlling rice-field conversion. Population of the research was farmers who applied land conversion at Pangkep Regency, South Sulawesi. Samples were determined using the incidental sampling method. Data analysis used productivity analysis, land quality analysis, total economic value analysis, and SWOT analysis. Results of the research showed that the quality of rice-field was low as well as productivity of the grains (unhulled-rice). So that, average productivity of the grains and quality of rice-field were low as well. Total economic value of rice-field was lower than the economic value of the embankment. Workforce absorption value on rice-field was higher than on the embankment. Strategies in controlling such rice-field conversion can be done by increasing rice-field productivity, improving land quality, applying cultivation technique of specific location, improving the irrigation lines, and socializing regulation and sanction about the transfer of land use.

Keywords: land conversion, quality of rice-field, productivity, land economic value.

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1083 A Finite Element/Finite Volume Method for Dam-Break Flows over Deformable Beds

Authors: Alia Alghosoun, Ashraf Osman, Mohammed Seaid

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A coupled two-layer finite volume/finite element method was proposed for solving dam-break flow problem over deformable beds. The governing equations consist of the well-balanced two-layer shallow water equations for the water flow and a linear elastic model for the bed deformations. Deformations in the topography can be caused by a brutal localized force or simply by a class of sliding displacements on the bathymetry. This deformation in the bed is a source of perturbations, on the water surface generating water waves which propagate with different amplitudes and frequencies. Coupling conditions at the interface are also investigated in the current study and two mesh procedure is proposed for the transfer of information through the interface. In the present work a new procedure is implemented at the soil-water interface using the finite element and two-layer finite volume meshes with a conservative distribution of the forces at their intersections. The finite element method employs quadratic elements in an unstructured triangular mesh and the finite volume method uses the Rusanove to reconstruct the numerical fluxes. The numerical coupled method is highly efficient, accurate, well balanced, and it can handle complex geometries as well as rapidly varying flows. Numerical results are presented for several test examples of dam-break flows over deformable beds. Mesh convergence study is performed for both methods, the overall model provides new insight into the problems at minimal computational cost.

Keywords: dam-break flows, deformable beds, finite element method, finite volume method, hybrid techniques, linear elasticity, shallow water equations

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1082 Limited Component Evaluation of the Effect of Regular Cavities on the Sheet Metal Element of the Steel Plate Shear Wall

Authors: Seyyed Abbas Mojtabavi, Mojtaba Fatzaneh Moghadam, Masoud Mahdavi

Abstract:

Steel Metal Shear Wall is one of the most common and widely used energy dissipation systems in structures, which is used today as a damping system due to the increase in the construction of metal structures. In the present study, the shear wall of the steel plate with dimensions of 5×3 m and thickness of 0.024 m was modeled with 2 floors of total height from the base level with finite element method in Abaqus software. The loading is done as a concentrated load at the upper point of the shear wall on the second floor based on step type buckle. The mesh in the model is applied in two directions of length and width of the shear wall, equal to 0.02 and 0.033, respectively, and the mesh in the models is of sweep type. Finally, it was found that the steel plate shear wall with cavity (CSPSW) compared to the SPSW model, S (Mises), Smax (In-Plane Principal), Smax (In-Plane Principal-ABS), Smax (Min Principal) increased by 53%, 70%, 68% and 43%, respectively. The presence of cavities has led to an increase in the estimated stresses, but their presence has caused critical stresses and critical deformations created to be removed from the inner surface of the shear wall and transferred to the desired sections (regular cavities) which can be suggested as a solution in seismic design and improvement of the structure to transfer possible damage during the earthquake and storm to the desired and pre-designed location in the structure.

Keywords: steel plate shear wall, abacus software, finite element method, , boundary element, seismic structural improvement, von misses stress

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1081 Decomposition of Solidification Carbides during Cyclic Thermal Treatments in a Co-Based Alloy Deposit Applied to Stainless Steel

Authors: Sellidj Abdelaziz, Lebaili Soltane

Abstract:

A cobalt-based alloy type Co-Cr-Ni-WC was deposited by plasma transferred arc projection (PTA) on a stainless steel valve. The alloy is characterized at the equilibrium by a solid solution Co (γ) mainly dendritic, and eutectic carbides M₇C₃ and ηM₆C. At the deposit/substrate interface, this microstructure is modified by the fast cooling mode of the alloy when applied in the liquid state on the relatively cold steel substrate. The structure formed in this case is heterogeneous and metastable phases can occur and evolve over temperature service. Coating properties and reliability are directly related to microstructures formed during deposition. We were interested more particularly in this microstructure formed during the solidification of the deposit in the region of the interface joining the soldered couple and its evolution during cyclic heat treatments at temperatures similar to those of the thermal environment of the valve. The characterization was carried out by SEM-EDS microprobe CAMECA, XRD, and micro hardness profiles. The deposit obtained has a linear and regular appearance that is free of cracks and with little porosity. The morphology of the microstructure represents solidification stages that are relatively fast with a temperature gradient high at the beginning of the interface by forming a plane front solid solution Co (γ). It gradually changes with the decreasing temperature gradient by getting farther from the junction towards the outer limit of the deposit. The matrix takes the forms: cellular, mixed (cells and dendrites) and dendritic. Dendritic growth is done according to primary ramifications in the direction of the heat removal which takes place in the direction perpendicular to the interface, towards the external surface of the deposit, following secondary and tertiary undeveloped arms. The eutectic carbides M₇C₃ and ηM₆C formed are very thin and are located in the intercellular and interdendritic spaces of the solid solution Co (γ).

Keywords: Co-Ni-Cr-W-C alloy, solid deposit, microstructure, carbides, cyclic heat treatment

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1080 Earthquake Forecasting Procedure Due to Diurnal Stress Transfer by the Core to the Crust

Authors: Hassan Gholibeigian, Kazem Gholibeigian

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In this paper, our goal is determination of loading versus time in crust. For this goal, we present a computational procedure to propose a cumulative strain energy time profile which can be used to predict the approximate location and time of the next major earthquake (M > 4.5) along a specific fault, which we believe, is more accurate than many of the methods presently in use. In the coming pages, after a short review of the research works presently going on in the area of earthquake analysis and prediction, earthquake mechanisms in both the jerk and sequence earthquake direction is discussed, then our computational procedure is presented using differential equations of equilibrium which govern the nonlinear dynamic response of a system of finite elements, modified with an extra term to account for the jerk produced during the quake. We then employ Von Mises developed model for the stress strain relationship in our calculations, modified with the addition of an extra term to account for thermal effects. For calculation of the strain energy the idea of Pulsating Mantle Hypothesis (PMH) is used. This hypothesis, in brief, states that the mantle is under diurnal cyclic pulsating loads due to unbalanced gravitational attraction of the sun and the moon. A brief discussion is done on the Denali fault as a case study. The cumulative strain energy is then graphically represented versus time. At the end, based on some hypothetic earthquake data, the final results are verified.

Keywords: pulsating mantle hypothesis, inner core’s dislocation, outer core’s bulge, constitutive model, transient hydro-magneto-thermo-mechanical load, diurnal stress, jerk, fault behaviour

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1079 Analysis of Seismic Waves Generated by Blasting Operations and their Response on Buildings

Authors: S. Ziaran, M. Musil, M. Cekan, O. Chlebo

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The paper analyzes the response of buildings and industrially structures on seismic waves (low frequency mechanical vibration) generated by blasting operations. The principles of seismic analysis can be applied for different kinds of excitation such as: earthquakes, wind, explosions, random excitation from local transportation, periodic excitation from large rotating and/or machines with reciprocating motion, metal forming processes such as forging, shearing and stamping, chemical reactions, construction and earth moving work, and other strong deterministic and random energy sources caused by human activities. The article deals with the response of seismic, low frequency, mechanical vibrations generated by nearby blasting operations on a residential home. The goal was to determine the fundamental natural frequencies of the measured structure; therefore it is important to determine the resonant frequencies to design a suitable modal damping. The article also analyzes the package of seismic waves generated by blasting (Primary waves – P-waves and Secondary waves S-waves) and investigated the transfer regions. For the detection of seismic waves resulting from an explosion, the Fast Fourier Transform (FFT) and modal analysis, in the frequency domain, is used and the signal was acquired and analyzed also in the time domain. In the conclusions the measured results of seismic waves caused by blasting in a nearby quarry and its effect on a nearby structure (house) is analyzed. The response on the house, including the fundamental natural frequency and possible fatigue damage is also assessed.

Keywords: building structure, seismic waves, spectral analysis, structural response

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1078 Experimental Study of Reflective Roof as a Passive Cooling Method in Homes Under the Paradigm of Appropriate Technology

Authors: Javier Ascanio Villabona, Brayan Eduardo Tarazona Romero, Camilo Leonardo Sandoval Rodriguez, Arly Dario Rincon, Omar Lengerke Perez

Abstract:

Efficient energy consumption in the housing sector in relation to refrigeration is a concern in the construction and rehabilitation of houses in tropical areas. Thermal comfort is aggravated by heat gain on the roof surface by heat gains. Thus, in the group of passive cooling techniques, one of the practices and technologies in solar control that provide improvements in comfortable conditions are thermal insulation or geometric changes of the roofs. On the other hand, methods with reflection and radiation are the methods used to decrease heat gain by facilitating the removal of excess heat inside a building to maintain a comfortable environment. Since the potential of these techniques varies in different climatic zones, their application in different zones should be examined. This research is based on the experimental study of a prototype of a roof radiator as a method of passive cooling in homes, which was developed through an experimental research methodology making measurements in a prototype built by means of the paradigm of appropriate technology, with the aim of establishing an initial behavior of the internal temperature resulting from the climate of the external environment. As a starting point, a selection matrix was made to identify the typologies of passive cooling systems to model the system and its subsequent implementation, establishing its constructive characteristics. Step followed by the measurement of the climatic variables (outside the prototype) and microclimatic variables (inside the prototype) to obtain a database to be analyzed. As a final result, the decrease in temperature that occurs inside the chamber with respect to the outside temperature was evidenced. likewise, a linearity in its behavior in relation to the variations of the climatic variables.

Keywords: appropriate technology, enveloping, energy efficiency, passive cooling

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1077 Study on the Effects of Geometrical Parameters of Helical Fins on Heat Transfer Enhancement of Finned Tube Heat Exchangers

Authors: H. Asadi, H. Naderan Tahan

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The aim of this paper is to investigate the effect of geometrical properties of helical fins in double pipe heat exchangers. On the other hand, the purpose of this project is to derive the hydraulic and thermal design tables and equations of double heat exchangers with helical fins. The numerical modeling is implemented to calculate the considered parameters. Design tables and correlated equations are generated by repeating the parametric numerical procedure for different fin geometries. Friction factor coefficient and Nusselt number are calculated for different amounts of Reynolds, fluid Prantle and fin twist angles for the range of laminar fluid flow in annular tube with helical fins. Results showed that friction factor coefficient and Nusselt number will be increased for higher Reynolds numbers and fins’ twist angles in general. These two parameters follow different patterns in response to Reynolds number increment. Thermal performance factor is defined to analyze these different patterns. Temperature and velocity contours are plotted against twist angle and number of fins to describe the changes in flow patterns in different geometries of twisted finned annulus. Finally twisted finned annulus friction factor coefficient, Nusselt Number and thermal performance factor are correlated by simulating the model in different design points.

Keywords: double pipe heat exchangers, heat exchanger performance, twisted fins, computational fluid dynamics

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1076 Establishment and Characterization of a Dentigerous Cyst Cell Line

Authors: Muñiz-Lino Marcos Agustín, Vazquez Borbolla Jessica, Licéaga-Escalera Carlos

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The ectomesenchymal tissues involved in tooth development and their remnants are the origin of different odontogenic lesions, including tumors and cysts of the jaws, with a wide range of clinical behaviors. Dentigerous cyst (DC) represents approximately 20% of all cases of odontogenic cysts, and it has been demonstrated that it can develop benign and malignant odontogenic tumors. DC is characterized by bone destruction of the area surrounding the crown of a tooth which has not erupted and it contain is liquid. The treatment of odontogenic tumors and cysts usually are partial or total removal of the jaw, causing important secondary co-morbidities. However, molecules implicated in DC pathogenesis as well in its development to odontogenic tumors remains unknown. A cellular model may be useful to study these molecules, but that model has not been established yet. Here, we reported the establishment of a cell culture derived from a dentigerous cyst. This cell line was named DeCy-1. In spite of its ectomesenchymal morphology, DeCy-1 cells express epithelial markers such as cytokeratins 5, 6, and 8. Furthermore, these cells express the ODAM protein, which is present in odontogenesis and in dental follicle, indicating that DeCy-1 cells derived from odontogenic epithelium. Analysis by electron microscopy of this cell line showed that it has a high vesicular activity, suggesting that DeCy-1 could secrete molecules that may be involved in DC pathogenesis. Thus, secreted proteins were analyzed by PAGE-SDS, where we observed approximately 11 bands. In addition, the capacity of these secretions to degrade proteins was analyzed by gelatin substrate zymography. A degradation band of about 62 kDa was found in these assays. Western blot assays suggested that the matrix metalloproteinase 2 (MMP-2) is responsible of this protease activity. Thus, our results indicate that the establishment of a cell line derived from DC is a useful in vitro model to study the biology of this odontogenic lesion and its participation in the development of odontogenic tumors.

Keywords: dentigerous cyst, MMP20, cancer, cell culture

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1075 Sound Absorbing and Thermal Insulating Properties of Natural Fibers (Coir/Jute) Hybrid Composite Materials for Automotive Textiles

Authors: Robel Legese Meko

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Natural fibers have been used as end-of-life textiles and made into textile products which have become a well-proven and effective way of processing. Nowadays, resources to make primary synthetic fibers are becoming less and less as the world population is rising. Hence it is necessary to develop processes to fabricate textiles that are easily converted to composite materials. Acoustic comfort is closely related to the concept of sound absorption and includes protection against noise. This research paper presents an experimental study on sound absorption coefficients, for natural fiber composite materials: a natural fiber (Coir/Jute) with different blend proportions of raw materials mixed with rigid polyurethane foam as a binder. The natural fiber composite materials were characterized both acoustically (sound absorption coefficient SAC) and also in terms of heat transfer (thermal conductivity). The acoustic absorption coefficient was determined using the impedance tube method according to the ASTM Standard (ASTM E 1050). The influence of the structure of these materials on the sound-absorbing properties was analyzed. The experimental results signify that the porous natural coir/jute composites possess excellent performance in the absorption of high-frequency sound waves, especially above 2000 Hz, and didn’t induce a significant change in the thermal conductivity of the composites. Thus, the sound absorption performances of natural fiber composites based on coir/jute fiber materials promote environmentally friendly solutions.

Keywords: coir/jute fiber, sound absorption coefficients, compression molding, impedance tube, thermal insulating properties, SEM analysis

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1074 Preliminary Studies of Transient Stability for the 380 kV Connection West-Central of Saudi Electricity Company

Authors: S. Raja Mohamed, M. H Shwehdi, D. Devaraj

Abstract:

This paper is to present and discuss the new planned 380 kV transmission line performance under steady and transient states. Dynamic modeling and analysis of such inter-tie, which is, proposed to transfer energy from west to south and vice versa will be demonstrated and discussed. The west-central-south inter-tie links Al-Aula-Zaba-Tabuk-Tubajal-Jawf-Hail. It is essential to investigate the transient over-voltage to assure steady and stable transmission over such inter-tie. Saudi Electricity Company (SEC) has been improving its grid to make the whole country as an interconnected system. Already east, central and west were interconnected, yet mostly each is fed with its local generation. The SEC is planning to establish many inter-ties to strengthen the transient stability of its grid. The paper studies one of the important links of 380 kV, 220 km between Tabouk and Tubarjal, which is a step towards connecting the West with the South region. Modeling and analysis using some softwares will be utilized under different scenarios. Adoption of methods to stabilize and increase its power transmission are also discussed. Improvement of power system transients has been controlled by FACTS elements such the Static Var Compensators (SVC) receiving a wide interest since many technical studies have proven their effects on damping system oscillations and stability enhancement. Illustrations of the transient at each main generating or load bus will be checked in all inter-tie links. A brief review of possible means to solve the transient over-voltage problem using different FACTS element modeling will be discussed.

Keywords: transient stability, static var compensator, central-west interconnected system, damping controller, Saudi Electricity Company

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1073 Phase Composition Analysis of Ternary Alloy Materials for Gas Turbine Applications

Authors: Mayandi Ramanathan

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Gas turbine blades see the most aggressive thermal stress conditions within the engine, due to high Turbine Entry Temperatures in the range of 1500 to 1600°C. The blades rotate at very high rotation rates and remove a significant amount of thermal power from the gas stream. At high temperatures, the major component failure mechanism is a creep. During its service over time under high thermal loads, the blade will deform, lengthen and rupture. High strength and stiffness in the longitudinal direction up to elevated service temperatures are certainly the most needed properties of turbine blades and gas turbine components. The proposed advanced Ti alloy material needs a process that provides a strategic orientation of metallic ordering, uniformity in composition and high metallic strength. The chemical composition of the proposed Ti alloy material (25% Ta/(Al+Ta) ratio), unlike Ti-47Al-2Cr-2Nb, has less excess Al that could limit the service life of turbine blades. Properties and performance of Ti-47Al-2Cr-2Nb and Ti-6Al-4V materials will be compared with that of the proposed Ti alloy material to generalize the performance metrics of various gas turbine components. This paper will involve the summary of the effects of additive manufacturing and heat treatment process conditions on the changes in the phase composition, grain structure, lattice structure of the material, tensile strength, creep strain rate, thermal expansion coefficient and fracture toughness at different temperatures. Based on these results, additive manufacturing and heat treatment process conditions will be optimized to fabricate turbine blade with Ti-43Al matrix alloyed with an optimized amount of refractory Ta metal. Improvement in service temperature of the turbine blades and corrosion resistance dependence on the coercivity of the alloy material will be reported. A correlation of phase composition and creep strain rate will also be discussed.

Keywords: high temperature materials, aerospace, specific strength, creep strain, phase composition

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1072 Coupled Space and Time Homogenization of Viscoelastic-Viscoplastic Composites

Authors: Sarra Haouala, Issam Doghri

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In this work, a multiscale computational strategy is proposed for the analysis of structures, which are described at a refined level both in space and in time. The proposal is applied to two-phase viscoelastic-viscoplastic (VE-VP) reinforced thermoplastics subjected to large numbers of cycles. The main aim is to predict the effective long time response while reducing the computational cost considerably. The proposed computational framework is a combination of the mean-field space homogenization based on the generalized incrementally affine formulation for VE-VP composites, and the asymptotic time homogenization approach for coupled isotropic VE-VP homogeneous solids under large numbers of cycles. The time homogenization method is based on the definition of micro and macro-chronological time scales, and on asymptotic expansions of the unknown variables. First, the original anisotropic VE-VP initial-boundary value problem of the composite material is decomposed into coupled micro-chronological (fast time scale) and macro-chronological (slow time-scale) problems. The former is purely VE, and solved once for each macro time step, whereas the latter problem is nonlinear and solved iteratively using fully implicit time integration. Second, mean-field space homogenization is used for both micro and macro-chronological problems to determine the micro and macro-chronological effective behavior of the composite material. The response of the matrix material is VE-VP with J2 flow theory assuming small strains. The formulation exploits the return-mapping algorithm for the J2 model, with its two steps: viscoelastic predictor and plastic corrections. The proposal is implemented for an extended Mori-Tanaka scheme, and verified against finite element simulations of representative volume elements, for a number of polymer composite materials subjected to large numbers of cycles.

Keywords: asymptotic expansions, cyclic loadings, inclusion-reinforced thermoplastics, mean-field homogenization, time homogenization

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1071 Network Conditioning and Transfer Learning for Peripheral Nerve Segmentation in Ultrasound Images

Authors: Harold Mauricio Díaz-Vargas, Cristian Alfonso Jimenez-Castaño, David Augusto Cárdenas-Peña, Guillermo Alberto Ortiz-Gómez, Alvaro Angel Orozco-Gutierrez

Abstract:

Precise identification of the nerves is a crucial task performed by anesthesiologists for an effective Peripheral Nerve Blocking (PNB). Now, anesthesiologists use ultrasound imaging equipment to guide the PNB and detect nervous structures. However, visual identification of the nerves from ultrasound images is difficult, even for trained specialists, due to artifacts and low contrast. The recent advances in deep learning make neural networks a potential tool for accurate nerve segmentation systems, so addressing the above issues from raw data. The most widely spread U-Net network yields pixel-by-pixel segmentation by encoding the input image and decoding the attained feature vector into a semantic image. This work proposes a conditioning approach and encoder pre-training to enhance the nerve segmentation of traditional U-Nets. Conditioning is achieved by the one-hot encoding of the kind of target nerve a the network input, while the pre-training considers five well-known deep networks for image classification. The proposed approach is tested in a collection of 619 US images, where the best C-UNet architecture yields an 81% Dice coefficient, outperforming the 74% of the best traditional U-Net. Results prove that pre-trained models with the conditional approach outperform their equivalent baseline by supporting learning new features and enriching the discriminant capability of the tested networks.

Keywords: nerve segmentation, U-Net, deep learning, ultrasound imaging, peripheral nerve blocking

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1070 Ultrasound-Assisted Extraction of Carotenoids from Tangerine Peel Using Ostrich Oil as a Green Solvent and Optimization of the Process by Response Surface Methodology

Authors: Fariba Tadayon, Nika Gharahgolooyan, Ateke Tadayon, Mostafa Jafarian

Abstract:

Carotenoid pigments are a various group of lipophilic compounds that generate the yellow to red colors of many plants, foods and flowers. A well-known type of carotenoids which is pro-vitamin A is β-carotene. Due to the color of citrus fruit’s peel, the peel can be a good source of different carotenoids. Ostrich oil is one of the most valuable foundations in many branches of industry, medicine, cosmetics and nutrition. The animal-based ostrich oil could be considered as an alternative and green solvent. Following this study, wastes of citrus peel will recycle by a simple method and extracted carotenoids can increase properties of ostrich oil. In this work, a simple and efficient method for extraction of carotenoids from tangerine peel was designed. Ultrasound-assisted extraction (UAE) showed significant effect on the extraction rate by increasing the mass transfer rate. Ostrich oil can be used as a green solvent in many studies to eliminate petroleum-based solvents. Since tangerine peel is a complex source of different carotenoids separation and determination was performed by high-performance liquid chromatography (HPLC). In addition, the ability of ostrich oil and sunflower oil in carotenoid extraction from tangerine peel and carrot was compared. The highest yield of β-carotene extracted from tangerine peel using sunflower oil and ostrich oil were 75.741 and 88.110 (mg/L), respectively. Optimization of the process was achieved by response surface methodology (RSM) and the optimal extraction conditions were tangerine peel powder particle size of 0.180 mm, ultrasonic intensity of 19 W/cm2 and sonication time of 30 minutes.

Keywords: β-carotene, carotenoids, citrus peel, ostrich oil, response surface methodology, ultrasound-assisted extraction

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1069 Aerodynamic Interference of Propellers Group with Adjustable Mutual Position

Authors: Michal Biały, Krzysztof Skiba, Zdzislaw Kaminski

Abstract:

The research results of the influence of the adjustable mutual position of the propellers for getting optimal lift force on a specially designed bench. The bench consists of frame with electric motors and with attached propellers. Engines were arranged in a matrix of two columns and three rows. The distance between the columns averages from 0 to 20”, while the engine was placed at a height of 8”, 15.5” and 23.6”. By adjusting the tilt of an electric motor, an angle of the propeller in the range of 0° to 60°, by 15° was controlled. Propellers with a diameter of 8" and pitch of 4.5” were driven by brushless model engines Roxxy BL-Outrunner 2827/26 with a power of 110W (each). Rotational speed control of electric motors were realized parallel for all propellers. The speed adjustment was realized using an aggregate of radio-controlled regulators. Electric power supplied to the engines from zero to maximum power, by the setting for every 14W, was controlled by radio system. Measurement system was placed on a laboratory scale. The lift was measured and recorded by an electronic scale. The lift force for different configurations of propellers arrangement was recorded during the test. All propellers were driven in one rotational direction and in different directions when they were in the same pairs. Propellers were driven concurrently and contra-concurrently along one of the columns and along the selected rows. During the tests, except the lift, parameters such as: rotational speed of propellers, voltage and current to the electric engines were recorded. The main aim of the research was to show the influence of aerodynamic interference between the propellers to receive lift force depending on the drive configuration of individual propellers. The research has shown that, this interference exists. The increase of the lift force for a distance between columns above 26.6” was noticed during the driving propellers in different directions. The optimum tilt angle of the propeller was 45°. Furthermore there has been also approx. 12% increase of the lift for propellers driven alternately in column and contra-concurrently in relation to the contra-rotating drive in the row.

Keywords: aerodynamic, interference, lift force, propeller, propulsion system

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1068 Performance the SOFA and APACHEII Scoring System to Predicate the Mortality of the ICU Cases

Authors: Yu-Chuan Huang

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Introduction: There is a higher mortality rate for unplanned transfer to intensive care units. It also needs a longer length of stay and makes the intensive care unit beds cannot be effectively used. It affects the immediate medical treatment of critically ill patients, resulting in a drop in the quality of medical care. Purpose: The purpose of this study was using SOFA and APACHEII score to analyze the mortality rate of the cases transferred from ED to ICU. According to the score that should be provide an appropriate care as early as possible. Methods: This study was a descriptive experimental design. The sample size was estimated at 220 to reach a power of 0.8 for detecting a medium effect size of 0.30, with a 0.05 significance level, using G-power. Considering an estimated follow-up loss, the required sample size was estimated as 242 participants. Data were calculated by medical system of SOFA and APACHEII score that cases transferred from ED to ICU in 2016. Results: There were 233 participants meet the study. The medical records showed 33 participants’ mortality. Age and sex with QSOFA , SOFA and sex with APACHEII showed p>0.05. Age with APCHHII in ED and ICU showed r=0.150, 0,268 (p < 0.001**). The score with mortality risk showed: ED QSOFA is r=0.235 (p < 0.001**), exp(B)=1.685(p = 0.007); ICU SOFA 0.78 (p < 0.001**), exp(B)=1.205(p < 0.001). APACHII in ED and ICU showed r= 0.253, 0.286 (p < 0.001**), exp(B) = 1.041,1.073(p = 0.017,0.001). For SOFA, a cutoff score of above 15 points was identified as a predictor of the 95% mortality risk. Conclusions: The SOFA and APACHE II were calculated based on initial laboratory data in the Emergency Department, and during the first 24 hours of ICU admission. In conclusion, the SOFA and APACHII score is significantly associated with mortality and strongly predicting mortality. Early predictors of morbidity and mortality, which we can according the predicting score, and provide patients with a detail assessment and proper care, thereby reducing mortality and length of stay.

Keywords: SOFA, APACHEII, mortality, ICU

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1067 Performance Investigation of Silica Gel Fluidized Bed

Authors: Sih-Li Chen, Chih-Hao Chen, Chi-Tong Chan

Abstract:

Poor ventilation and high carbon dioxide (CO2) concentrations lead to the formation of sick buildings. This problem cannot simply be resolved by introducing fresh air from outdoor environments because this creates extra loads on indoor air-conditioning systems. Desiccants are widely used in air conditioning systems in tropical and subtropical regions with high humidity to reduce the latent heat load from fresh air. Desiccants are usually used as a packed-bed type, which is low cost, to combine with air-conditioning systems. Nevertheless, the pressure drop of a packed bed is too high, and the heat of adsorption caused by the adsorption process lets the temperature of the outlet air increase, bringing about an extra heat load, so the high pressure drop and the increased temperature of the outlet air are energy consumption sources needing to be resolved. For this reason, the gas-solid fluidised beds that have high heat and mass transfer rates, uniform properties and low pressure drops are very suitable for use in air-conditioning systems.This study experimentally investigates the performance of silica gel fluidized bed device which applying to an air conditioning system. In the experiments, commercial silica gel particles were filled in the two beds and to form a fixed packed bed and a fluidized bed. The results indicated that compared to the fixed packed bed device, the total adsorption and desorption by amounts of fluidized bed for 40 minutes increased 20.6% and 19.9% respectively when the bed height was 10 cm and superficial velocity was set to 2 m/s. In addition, under this condition, the pressure drop and outlet air temperature raise were reduced by 36.0% and 30.0%. Given the above results, application of the silica gel fluidized bed to air conditioning systems has great energy-saving potential.

Keywords: fluidized bed, packed bed, silica gel, adsorption, desorption, pressure drop

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1066 Research on the Aeration Systems’ Efficiency of a Lab-Scale Wastewater Treatment Plant

Authors: Oliver Marunțălu, Elena Elisabeta Manea, Lăcrămioara Diana Robescu, Mihai Necșoiu, Gheorghe Lăzăroiu, Dana Andreya Bondrea

Abstract:

In order to obtain efficient pollutants removal in small-scale wastewater treatment plants, uniform water flow has to be achieved. The experimental setup, designed for treating high-load wastewater (leachate), consists of two aerobic biological reactors and a lamellar settler. Both biological tanks were aerated by using three different types of aeration systems - perforated pipes, membrane air diffusers and tube ceramic diffusers. The possibility of homogenizing the water mass with each of the air diffusion systems was evaluated comparatively. The oxygen concentration was determined by optical sensors with data logging. The experimental data was analyzed comparatively for all three different air dispersion systems aiming to identify the oxygen concentration variation during different operational conditions. The Oxygenation Capacity was calculated for each of the three systems and used as performance and selection parameter. The global mass transfer coefficients were also evaluated as important tools in designing the aeration system. Even though using the tubular porous diffusers leads to higher oxygen concentration compared to the perforated pipe system (which provides medium-sized bubbles in the aqueous solution), it doesn’t achieve the threshold limit of 80% oxygen saturation in less than 30 minutes. The study has shown that the optimal solution for the studied configuration was the radial air diffusers which ensure an oxygen saturation of 80% in 20 minutes. An increment of the values was identified when the air flow was increased.

Keywords: flow, aeration, bioreactor, oxygen concentration

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1065 Framework for the Assessment of National Systems of Innovation in Biotechnology

Authors: Andrea Schiffauerova, Amnah Alzeyoudi

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This paper studies patterns of innovation within national constitutional context. Its objective is to examine national systems of innovation in biotechnology in six leading innovative countries: the US, Japan, Germany, the UK, France and Canada. The framework proposed for this purpose consists of specific factors considered critical for the development of national systems of innovation, which are industry size, innovative activities, area of specialization, industry structure, national policy, the level of government intervention, the stock of knowledge in universities and industries, knowledge transfer from universities to industry and country-specific conditions for start-ups. The paper then uses the framework to provide detailed cross-country comparisons while highlighting particular features of national institutional context which affect the creation and diffusion of scientific knowledge within the system. The study is primarily based on the extensive survey of literature and it is complemented by the quantitative analysis of the patent data extracted from the United States Patent and Trademark Office (USPTO). The empirical analysis provides numerous insights and greatly complements the data gained from the literature and other sources. The final cross-country comparative analysis identifies three patterns followed by the national innovation systems in the six countries. The proposed cross-country relative positioning analysis may help in drawing policy implications and strategies leading to the enhancement of national competitive advantage and innovation capabilities of nations.

Keywords: comparative analysis, framework, national systems of innovation, patent analysis, United States Patent and Trademark Office (USPTO)

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1064 Sex-Dependent Fitness Improvement of Hercules Beetle Larvae by Amendment of Thermophile-Fermented Compost to Humus

Authors: Futo Asano, Yusuke Yatsushiro, Hirokuni Miyamoto, Hiroaki Kodama

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A thermophile-fermented compost is produced using small fishes, crabs, and shrimps under a high temperature (approximately 75℃) by fermentation-associated self-heating. This compost has been used as a feed additive for pigs and hens in Japan, and the fecundity of this livestock is enhanced. Firmicutes is a dominant phylum in the microbial composition of the compost. We first reported that improvement of female larval fitness of Hercules beetle can be achieved by amendment of this compost to the humus. When the 90-d-old larvae were reared for subsequent 72 days in the humus with this compost, the growth of female larvae was significantly enhanced when compared with the growth of female larvae in the humus without the compost. In contrast, the growth of male larvae in the compost-free humus was the same as the larvae grow in the compost-amended humus. The bacterial composition of the feces of larvae was determined at 0 days and 46 days after transfer to the humus with or without the compost. The most dominant bacterium in the feces was Xylanimonas. Interestingly, the growth improvement of female larvae was associated with an increased abundance of Mollicutes in the fecal samples. These results indicate that the compost act as a probiotic material for enhancing the female larvae growth by supporting Mollicutes. Here, we tried to isolate Mollicutes from the contents of the midgut and hindgut of the 3rd instar female larvae of the Hercules beetle. These gut contents were spread onto a selective agar medium for Mollicutes (PPLO agar broth, BD Difco, NJ, USA). Although we isolated none of the Mollicutes until now, several bacteria that are closely related to Xylanimonas and Luteimicrobium were isolated. These isolates have xylanase and glucanase (CMCase) activities. We show the gut bacterial profiles of larvae and discuss how the fitness of female larvae of the Hercules beetle is improved by the compost.

Keywords: compost, beetle, mollicutes, woody biomass

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1063 Ambient Electrospray Deposition: An Efficient Technique to Immobilize Laccase on Cheap Electrodes With Unprecedented Reuse and Storage Performances

Authors: Mattea Carmen Castrovilli, Antonella Cartoni

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Electrospray ionisation (ESI), a well-established technique widely used to produce ion beams of biomolecules in mass spectrometry (ESI-MS), can be used for ambient soft landing of enzymes on a specific substrate. In this work, we show how the ambient electrospray deposition (ESD) technique can be successfully exploited for manufacturing a promising, green-friendly electrochemical amperometric laccase-based biosensor with unprecedented reuse and storage performance. These biosensors have been manufactured by spraying a laccase solution of 2μg/μL at 20% of methanol on a commercial carbon screen printed electrode (C-SPE) using a custom ESD set-up. The laccase-based ESD biosensor has been tested against catechol compounds in the linear range 2-100 μM, with a limit of detection of 1.7 μM, without interference from cadmium, chrome, arsenic, and zinc and without any memory effects, but showing a matrix effect in lake and well water. The ESD biosensor shows enhanced performances compared to the ones fabricated with other immobilization methods, like drop-casting. Indeed, it retains 100% activity up to two months of storage at ambient conditions without any special care and working stability up to 63 measurements on the same electrode just prepared and 20 on a one-year-old electrode subjected to redeposition together with a 100% resistance to use of the same electrode in subsequent days. The ESD method is a one-step, environmentally friendly method that allows the deposition of the bio-recognition layer without using any additional chemicals. The promising results in terms of storage and working stability also obtained with the more fragile lactate oxidase enzyme suggest these improvements should be attributed to the ESD technique rather than to the bioreceptor, highlighting how the ESD could be useful in reducing pollution from disposable devices. Acknowledgment: The understanding at the molecular level of this promising biosensor by using different spectroscopies, microscopies and analytical techniques is the subject of our PRIN 2022 project ESILARANTE.

Keywords: reuse, storage performance, immobilization, electrospray deposition, biosensor, laccase, catechol detection, green chemistry

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1062 An Investigation on the Pulse Electrodeposition of Ni-TiO2/TiO2 Multilayer Structures

Authors: S. Mohajeri

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Electrocodeposition of Ni-TiO2 nanocomposite single layers and Ni-TiO2/TiO2 multilayers from Watts bath containing TiO2 sol was carried out on copper substrate. Pulse plating and pulse reverse plating techniques were applied to facilitate higher incorporations of TiO2 nanoparticles in Ni-TiO2 nanocomposite single layers, and the results revealed that by prolongation of the current-off durations and the anodic cycles, deposits containing 11.58 wt.% and 13.16 wt.% TiO2 were produced, respectively. Multilayer coatings which consisted of Ni-TiO2 and TiO2-rich layers were deposited by pulse potential deposition through limiting the nickel deposition by diffusion control mechanism. The TiO2-rich layers thickness and accordingly, the content of TiO2 reinforcement reached 104 nm and 18.47 wt.%, respectively in the optimum condition. The phase structure and surface morphology of the nanocomposite coatings were characterized by X-ray diffraction (XRD) and scanning electron microscopy (SEM). The cross sectional morphology and line scans of the layers were studied by field emission scanning electron microscopy (FESEM). It was confirmed that the preferred orientations and the crystallite sizes of nickel matrix were influenced by the deposition technique parameters, and higher contents of codeposited TiO2 nanoparticles refined the microstructure. The corrosion behavior of the coatings in 1M NaCl and 0.5M H2SO4 electrolytes were compared by means of potentiodynamic polarization and electrochemical impedance spectroscopy (EIS) techniques. Increase of corrosion resistance and the passivation tendency were favored by TiO2 incorporation, while the degree of passivation declined as embedded particles disturbed the continuity of passive layer. The role of TiO2 incorporation on the improvement of mechanical properties including hardness, elasticity, scratch resistance and friction coefficient was investigated by the means of atomic force microscopy (AFM). Hydrophilicity and wettability of the composite coatings were investigated under UV illumination, and the water contact angle of the multilayer was reduced to 7.23° after 1 hour of UV irradiation.

Keywords: electrodeposition, hydrophilicity, multilayer, pulse-plating

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1061 Radiation Safety Factor of Education and Research Institution in Republic of Korea

Authors: Yeo Ryeong Jeon, Pyong Kon Cho, Eun Ok Han, Hyon Chul Jang, Yong Min Kim

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This study surveyed on recognition related to radiation safety for radiation safety managers and workers those who have been worked in Republic of Korea education and research institution. At present, South Korea has no guideline and manual of radiation safety for education and research institution. Therefore, we tried to find an educational basis for development of radiation safety guideline and manual. To check the level of knowledge, attitude, and behavior about radiation safety, we used the questionnaire that consisted of 29 questions against knowledge, attitude and behavior, 4 questions against self-efficacy and expectation based on four factors (radiation source, human, organizational and physical environment) of the Haddon's matrix. Responses were collected between May 4 and June 30, 2015. We analyzed questionnaire by means of IBM SPSS/WIN 15 which well known as statistical package for social science. The data were compared with mean, standard deviation, Pearson's correlation, ANOVA (analysis of variance) and regression analysis. 180 copies of the questionnaire were returned from 60 workplaces. The overall mean results for behavior level was relatively lower than knowledge and attitude level. In particular, organizational environment factor on the radiation safety management indicated the lowest behavior level. Most of the factors were correlated in Pearson’s correlation analysis, especially between knowledge of human factors and behavior of human factors (Pearson’s correlation coefficient 0.809, P<.01). When analysis performed in line with the main radiation source type, institutions where have been used only opened RI (radioisotope) behavior level was the lowest among all subjects. Finally, knowledge of radiation source factor (β=0.556, P<.001) and human factor(β=0.376, P<.001) had the greatest impact in terms of behavior practice. Radiation safety managers and workers think positively about radiation safety management, but are poorly informed organizational environment of their institution. Thus, each institution need to efforts to settlement of radiation safety culture. Also, pedagogical interventions for improving knowledge on radiation safety needs in terms of safety accident prevention.

Keywords: radiation safety management, factor analysis, SPSS, republic of Korea

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1060 Predicting Returns Volatilities and Correlations of Stock Indices Using Multivariate Conditional Autoregressive Range and Return Models

Authors: Shay Kee Tan, Kok Haur Ng, Jennifer So-Kuen Chan

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This paper extends the conditional autoregressive range (CARR) model to multivariate CARR (MCARR) model and further to the two-stage MCARR-return model to model and forecast volatilities, correlations and returns of multiple financial assets. The first stage model fits the scaled realised Parkinson volatility measures using individual series and their pairwise sums of indices to the MCARR model to obtain in-sample estimates and forecasts of volatilities for these individual and pairwise sum series. Then covariances are calculated to construct the fitted variance-covariance matrix of returns which are imputed into the stage-two return model to capture the heteroskedasticity of assets’ returns. We investigate different choices of mean functions to describe the volatility dynamics. Empirical applications are based on the Standard and Poor 500, Dow Jones Industrial Average and Dow Jones United States Financial Service Indices. Results show that the stage-one MCARR models using asymmetric mean functions give better in-sample model fits than those based on symmetric mean functions. They also provide better out-of-sample volatility forecasts than those using CARR models based on two robust loss functions with the scaled realised open-to-close volatility measure as the proxy for the unobserved true volatility. We also find that the stage-two return models with constant means and multivariate Student-t errors give better in-sample fits than the Baba, Engle, Kraft, and Kroner type of generalized autoregressive conditional heteroskedasticity (BEKK-GARCH) models. The estimates and forecasts of value-at-risk (VaR) and conditional VaR based on the best MCARR-return models for each asset are provided and tested using Kupiec test to confirm the accuracy of the VaR forecasts.

Keywords: range-based volatility, correlation, multivariate CARR-return model, value-at-risk, conditional value-at-risk

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