Search results for: optimal gap position

Authors: Zohreh Mohammadi, Jan Kaspar, Peter Lohmander, Robert Marusak, Harald Vacik, Ljusk Ola Eriksson

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Storms are important damaging agents in European forest ecosystems. In the latest decades, significant economic losses in European forestry occurred due to storms. This study investigates the problem of optimal harvest planning when forest stands risk to be felled by storms. One of the most applicable mathematical methods which are being used to optimize forest management is stochastic dynamic programming (SDP). This method belongs to the adaptive optimization class. Sequential decisions, such as harvest decisions, can be optimized based on sequential information about events that cannot be perfectly predicted, such as the future storms and the future states of wind protection from other forest stands. In this paper, stochastic dynamic programming is used to maximize the expected present value of the profits from an area consisting of several forest stands. The region of analysis is the Czech Republic. The harvest decisions, in a particular time period, should be simultaneously taken in all neighbor stands. The reason is that different stands protect each other from possible winds. The optimal harvest age of a particular stand is a function of wind speed and different wind protection effects. The optimal harvest age often decreases with wind speed, but it cannot be determined for one stand at a time. When we consider a particular stand, this stand also protects other stands. Furthermore, the particular stand is protected by neighbor stands. In some forest stands, it may even be rational to increase the harvest age under the influence of stronger winds, in order to protect more valuable stands in the neighborhood. It is important to integrate wind risk in forestry decision-making.

Keywords: Czech republic, forest stands, stochastic dynamic programming, wind risk

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Authors: Peter Egri, Tamas Kis

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Scheduling problems have been studied by the algorithmic mechanism design research from the beginning. This paper is focusing on a practically important, but theoretically rather neglected field: the project scheduling problem where the jobs connected by precedence constraints compete for various nonrenewable resources, such as materials. Although the centralized problem can be solved in polynomial-time by applying the algorithm of Carlier and Rinnooy Kan from the Eighties, obtaining materials in a decentralized environment is usually far from optimal. It can be observed in practical production scheduling situations that project managers tend to cache the required materials as soon as possible in order to avoid later delays due to material shortages. This greedy practice usually leads both to excess stocks for some projects and materials, and simultaneously, to shortages for others. The aim of this study is to develop a model for the material allocation problem of a production plant, where a central decision maker—the inventory—should assign the resources arriving at different points in time to the jobs. Since the actual due dates are not known by the inventory, the mechanism design approach is applied with the projects as the self-interested agents. The goal of the mechanism is to elicit the required information and allocate the available materials such that it minimizes the maximal tardiness among the projects. It is assumed that except the due dates, the inventory is familiar with every other parameters of the problem. A further requirement is that due to practical considerations monetary transfer is not allowed. Therefore a mechanism without money is sought which excludes some widely applied solutions such as the Vickrey–Clarke–Groves scheme. In this work, a type of Serial Dictatorship Mechanism (SDM) is presented for the studied problem, including a polynomial-time algorithm for computing the material allocation. The resulted mechanism is both truthful and Pareto optimal. Thus the randomization over the possible priority orderings of the projects results in a universally truthful and Pareto optimal randomized mechanism. However, it is shown that in contrast to problems like the many-to-many matching market, not every Pareto optimal solution can be generated with an SDM. In addition, no performance guarantee can be given compared to the optimal solution, therefore this approximation characteristic is investigated with experimental study. All in all, the current work studies a practically relevant scheduling problem and presents a novel truthful material allocation mechanism which eliminates the potential benefit of the greedy behavior that negatively influences the outcome. The resulted allocation is also shown to be Pareto optimal, which is the most widely used criteria describing a necessary condition for a reasonable solution.

Keywords: material allocation, mechanism without money, polynomial-time mechanism, project scheduling

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Authors: Sasibhushan Yengala, Nelson Muthu, Subramani Kanagaraj

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The abstract reports on the design related to a modular and affordable standing cum sitting device to meet the requirements of paraplegic patients of the different physiques. Paraplegic patients need the assistance of an external arrangement to the lower limbs and trunk to help patients adopt the correct posture while standing abreast gravity. This support can be from a tilt table or a standing frame which the patient can use to stay in a vertical posture. Standing frames are devices fitting to support a person in a weight-bearing posture. Commonly, these devices support and lift the end-user in shifting from a sitting position to a standing position. The merits of standing for a paraplegic patient with a spinal injury are numerous. Even when there is limited control on muscles that ordinarily support the user using the standing frame in a vertical position, the standing stance improves the blood pressure, increases bone density, improves resilience and scope of motion, and improves the user's feelings of well-being by letting the patient stand. One limitation with standing frames is that these devices are typically function definitely; cannot be used for different purposes. Therefore, users are often compelled to purchase more than one of these devices, each being purposefully built for definite activities. Another concern frequent in standing frames is manoeuvrability; it is crucial to provide a convenient adjustment scope for all users. Thus, there is a need to provide a standing frame with multiple uses that can be economical for a larger population. There is also a need to equip added readjustment means in a standing frame to lessen the shear and to accommodate a broad range of users. The proposed Versatile Standing cum Sitting Device (VSD) is designed to change from standing to a comfortable sitting position using a series of mechanisms. First, a locking mechanism is provided to lock the VSD in a standing stance. Second, a dampening mechanism is provided to make sure that the VSD shifts from a standing to a sitting position gradually when the lock mechanism gets disengaged. An adjustment option is offered for the height of the headrest via the use of lock knobs. This device can be used in clinics for rehabilitation purposes irrespective of patient's anthropometric data due to its modular adjustments. It can facilitate the patient's daily life routine while in therapy and giving the patient the comfort to sit when tired. The device also provides the availability of rehabilitation to a common person.

Keywords: paraplegic, rehabilitation, spinal cord injury, standing frame

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Authors: Pawel Martynowicz

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Vibrations are a crucial problem for slender structures such as towers, masts, chimneys, wind turbines, bridges, high buildings, etc., that is why most of them are equipped with vibration attenuation or fatigue reduction solutions. In this work, a slender structure (i.e., wind turbine tower-nacelle model) equipped with nonlinear, semiactive tuned vibration absorber(s) is analyzed. For this study purposes, magnetorheological (MR) dampers are used as semiactive actuators. Several optimal-based approaches to structural vibration attenuation are investigated against the standard ‘ground-hook’ law and passive tuned vibration absorber(s) implementations. The common approach to optimal control of nonlinear systems is offline computation of the optimal solution, however, so determined open loop control suffers from lack of robustness to uncertainties (e.g., unmodelled dynamics, perturbations of external forces or initial conditions), and thus perturbation control techniques are often used. However, proper linearization may be an issue for highly nonlinear systems with implicit relations between state, co-state, and control. The main contribution of the author is the development as well as numerical and experimental verification of the Pontriagin maximum-principle-based vibration control concepts that produce directly actuator control input (not the demanded force), thus force tracking algorithm that results in control inaccuracy is entirely omitted. These concepts, including one-step optimal control, quasi-optimal control, and optimal-based modified ‘ground-hook’ law, can be directly implemented in online and real-time feedback control for periodic (or semi-periodic) disturbances with invariant or time-varying parameters, as well as for non-periodic, transient or random disturbances, what is a limitation for some other known solutions. No offline calculation, excitations/disturbances assumption or vibration frequency determination is necessary, moreover, all of the nonlinear actuator (MR damper) force constraints, i.e., no active forces, lower and upper saturation limits, hysteresis-type dynamics, etc., are embedded in the control technique, thus the solution is optimal or suboptimal for the assumed actuator, respecting its limitations. Depending on the selected method variant, a moderate or decisive reduction in the computational load is possible compared to other methods of nonlinear optimal control, while assuring the quality and robustness of the vibration reduction system, as well as considering multi-pronged operational aspects, such as possible minimization of the amplitude of the deflection and acceleration of the vibrating structure, its potential and/or kinetic energy, required actuator force, control input (e.g. electric current in the MR damper coil) and/or stroke amplitude. The developed solutions are characterized by high vibration reduction efficiency – the obtained maximum values of the dynamic amplification factor are close to 2.0, while for the best of the passive systems, these values exceed 3.5.

Keywords: magnetorheological damper, nonlinear tuned vibration absorber, optimal control, real-time structural vibration attenuation, wind turbines

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Authors: Eunice Christabel Chukwu

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Introduction: Diabetes is a chronic medical condition which is characterized by high levels of glucose in the blood and urine; it is usually diagnosed by means of a glucose tolerance test (GTT). Diabetes can cause a range of health problems if left unmanaged, as it can lead to serious complications. It is essential to manage the condition effectively, particularly in the workplace where the impact on work productivity can be significant. This paper discusses the modelling of optimal control of diabetes in the workplace using a control theory approach. Background: Diabetes mellitus is a condition caused by too much glucose in the blood. Insulin, a hormone produced by the pancreas, controls the blood sugar level by regulating the production and storage of glucose. In diabetes, there may be a decrease in the body’s ability to respond to insulin or a decrease in insulin produced by the pancreas which will lead to abnormalities in the metabolism of carbohydrates, proteins, and fats. In addition to the health implications, the condition can also have a significant impact on work productivity, as employees with uncontrolled diabetes are at risk of absenteeism, reduced performance, and increased healthcare costs. While several interventions are available to manage diabetes, the most effective approach is to control blood glucose levels through a combination of lifestyle modifications and medication. Methodology: The control theory approach involves modelling the dynamics of the system and designing a controller that can regulate the system to achieve optimal performance. In the case of diabetes, the system dynamics can be modelled using a mathematical model that describes the relationship between insulin, glucose, and other variables. The controller can then be designed to regulate the glucose levels to maintain them within a healthy range. Results: The modelling of optimal control of diabetes in the workplace using a control theory approach has shown promising results. The model has been able to predict the optimal dose of insulin required to maintain glucose levels within a healthy range, taking into account the individual’s lifestyle, medication regimen, and other relevant factors. The approach has also been used to design interventions that can improve diabetes management in the workplace, such as regular glucose monitoring and education programs. Conclusion: The modelling of optimal control of diabetes in the workplace using a control theory approach has significant potential to improve diabetes management and work productivity. By using a mathematical model and a controller to regulate glucose levels, the approach can help individuals with diabetes to achieve optimal health outcomes while minimizing the impact of the condition on their work performance. Further research is needed to validate the model and develop interventions that can be implemented in the workplace.

Keywords: mathematical model, blood, insulin, pancreas, model, glucose

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Authors: Siti Indati Mustapa, Hussain Ali Bekhet

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Transportation sector represents more than 40% of total energy consumption in Malaysia. This sector is a major user of fossils based fuels, and it is increasingly being highlighted as the sector which contributes least to CO2 emission reduction targets. Considering this fact, this paper attempts to investigate the problem of reducing CO2 emission using linear programming approach. An optimization model which is used to investigate the optimal level of CO2 emission reduction in the road transport sector is presented. In this paper, scenarios have been used to demonstrate the emission reduction model: (1) utilising alternative fuel scenario, (2) improving fuel efficiency scenario, (3) removing fuel subsidy scenario, (4) reducing demand travel, (5) optimal scenario. This study finds that fuel balancing can contribute to the reduction of the amount of CO2 emission by up to 3%. Beyond 3% emission reductions, more stringent measures that include fuel switching, fuel efficiency improvement, demand travel reduction and combination of mitigation measures have to be employed. The model revealed that the CO2 emission reduction in the road transportation can be reduced by 38.3% in the optimal scenario.

Keywords: CO2 emission, fuel consumption, optimization, linear programming, transportation sector, Malaysia

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Authors: Bongsik Park, Jae Hyun Park, Jae-Yeol Cho

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Mixed structure, which is a kind of hybrid system, is incorporating steel beam and prestressed concrete beam. Hybrid bridge adopting mixed structure have some merits. Main span length can be made longer by using steel as main span material. In case of cable-stayed bridge having asymmetric span length, negative reaction at side span can be restrained without extra restraining devices by using weight difference between main span material and side span material. However angle of refraction might happen because of rigidity difference between materials and stress concentration also might happen because of abnormal loading transmission at joint in the hybrid bridge. Therefore the joint might be a weak point of the structural system and it needs to pay attention to design of the joint. However, design codes and standards about the joint in the hybrid-bridge have not been established so the joint designs in most of construction cases have been very conservative or followed previous design without extra verification. In this study parametric study using finite element analysis for optimal design of hybrid bridge joint is conducted. Before parametric study, finite element analysis was conducted based on previous experimental data and it is verified that analysis result approximated experimental data. Based on the finite element analysis results, parametric study was conducted. The parameters were selected as those have influences on joint behavior. Based on the parametric study results, optimal design of hybrid bridge joint has been determined.

Keywords: parametric study, optimal design, hybrid bridge, finite element analysis

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Authors: J. Jayasuriya

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In this research paper, a procedure for installing and assessment of a solar PV plant to generate optimal solar energy SPAV hostel at Vijayawada city was analyzed. The hostel was experiencing power disruption and had a need for an unceasing energy source. The solar panel is one of the best solutions to obtain uninterrupted clean renewable energy for an institutional building as it neither makes din nor pollutes the atmosphere. The electricity usage per month was initially measured to discriminate the energy change. The solar array was installed with its financial and environmental assessment considering recent market prices. All the aspects related to a solar PV plant were considered for the feasibility and efficiency of PV plant near this site i.e., the orientation of the site, the size and shape of the terrace, the sun path were considered while installing panels. Various precautions were taken to intercept the factors which cause interference in energy generation, with respect to temperature, overshadowing, the wiring of panels, pollution etc. The solar panels were frequently installed, monitored and maintained properly to procure optimal energy output. Result obtained with the assessment of the proposed plant and deflation in the electric bill will show the maximal energy that can be generated in a month on that particular site.

Keywords: solar efficiency, building sustainability, PV panel, solar energy

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Authors: Ahmed Altalb

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Fertilizers are natural materials, or industrial contain nutrients, which help to improve soil fertility and is considered (nitrogen, phosphorus, and potassium) is important elements for the growth of crops properly. Fertilization is necessary in order to improve the quality of agricultural products and the recovery in agricultural activities. The use of organic fertilizers and chemical lead to reduce the loss of nutrients in agricultural soils, and this leads to an increase in the production of agricultural crops. Fertilizers are one of the key factors in the increase of agricultural production as well as other factors such as irrigation and improved seeds and Prevention and others; the fertilizers will continue to be a cornerstone of the agriculture in order to produce the food to feed of world population. The use of fertilizers has become commonplace today, especially the chemical fertilizers for the development of agricultural production, due to the provision of nutrients for plants and in high concentrations and easily dissolves in water and ease of use. The choose the right type of fertilizer depends on the soil type and the type of crop. In this subject, find the relationship between the agricultural extension and the optimal use of fertilizers. The extension plays the important role in the advise and educate of farmers in how they optimal use the fertilizers in a scientific way. This article aims to identify the concept the fertilizers. Identify the role of fertilizers in increasing the agricultural production, identify the role of agricultural extension in the optimal use of fertilizers and rural development.

Keywords: agricultural, extension, fertilizers, production

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Authors: Milagros Jaén-Vargas, Javier García Martínez, Karla Miriam Reyes Leiva, María Fernanda Trujillo-Guerrero, Francisco Fernandes, Sérgio Barroso Gonçalves, Miguel Tavares Silva, Daniel Simões Lopes, José Javier Serrano Olmedo

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Human Activity Recognition (HAR) is having a growing impact in creating new applications and is responsible for emerging new technologies. Also, the use of wearable sensors is an important key to exploring the human body's behavior when performing activities. Hence, the use of these dispositive is less invasive and the person is more comfortable. In this study, a database that includes three activities is used. The activities were acquired from inertial measurement unit sensors (IMU) and motion capture systems (MOCAP). The main objective is differentiating the performance from four Deep Learning (DL) models: Deep Neural Network (DNN), Convolutional Neural Network (CNN), Recurrent Neural Network (RNN) and hybrid model Convolutional Neural Network-Long Short-Term Memory (CNN-LSTM), when considering acceleration, velocity and position and evaluate if integrating the IMU acceleration to obtain velocity and position represent an increment in performance when it works as input to the DL models. Moreover, compared with the same type of data provided by the MOCAP system. Despite the acceleration data is cleaned when integrating, results show a minimal increase in accuracy for the integrated signals.

Keywords: HAR, IMU, MOCAP, acceleration, velocity, position, feature maps

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Authors: Rim Chang Hyon, Song Hak Jin, Song Kwang Hyok, Jong Ki Hun

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The calibration of the articulated arm coordinate measuring machine (AACMM) is key to improving calibration accuracy and saving calibration time. To reduce the time consumed for calibration, we should choose the proper calibration gauges and develop a reasonable calibration method. In addition, we should get the exact optimal solution by accurately removing the rough errors within the experimental data. In this paper, we present a calibration method of the portable coordinate measuring arm (PCMA) using the 1.2m long bar guage with cone-holes. First, we determine the locations of the bar gauge and establish an optimal objective function for identifying the structural parameter errors. Next, we make a mathematical model of the calibration algorithm and present a new mathematical method to remove the rough errors within calibration data. Finally, we find the optimal solution to identify the kinematic parameter errors by using Levenberg-Marquardt algorithm. The experimental results show that our calibration method is very effective in saving the calibration time and improving the calibration accuracy.

Keywords: AACMM, kinematic model, parameter identify, measurement accuracy, calibration

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Authors: Guanqiao Wang, Hongyang Yu

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There is a lot of repetitive work in the traditional construction industry. These repetitive tasks can significantly improve production efficiency by replacing manual tasks with robots. There- fore, robots appear more and more frequently in the construction industry. Navigation and positioning are very important tasks for construction robots, and the requirements for accuracy of positioning are very high. Traditional indoor robots mainly use radiofrequency or vision methods for positioning. Compared with ordinary robots, the indoor plastering robot needs to be positioned closer to the wall for wall plastering, so the requirements for construction positioning accuracy are higher, and the traditional navigation positioning method has a large error, which will cause the robot to move. Without the exact position, the wall cannot be plastered, or the error of plastering the wall is large. A new positioning method is proposed, which is assisted by line lasers and uses image processing-based positioning to perform more accurate positioning on the traditional positioning work. In actual work, filter, edge detection, Hough transform and other operations are performed on the images captured by the camera. Each time the position of the laser line is found, it is compared with the standard value, and the position of the robot is moved or rotated to complete the positioning work. The experimental results show that the actual positioning error is reduced to less than 0.5 mm by this accurate positioning method.

Keywords: indoor plastering robot, navigation, precise positioning, line laser, image processing

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Authors: Marc S. Paolella, Pawel Polak

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The paper proposes a framework for large-scale portfolio optimization which accounts for all the major stylized facts of multivariate financial returns, including volatility clustering, dynamics in the dependency structure, asymmetry, heavy tails, and non-ellipticity. It introduces a so-called risk fear portfolio strategy which combines portfolio optimization with active risk monitoring. The former selects optimal portfolio weights. The latter, independently, initiates market exit in case of excessive risks. The strategy agrees with the stylized fact of stock market major sell-offs during the initial stage of market downturns. The advantages of the new framework are illustrated with an extensive empirical study. It leads to superior multivariate density and Value-at-Risk forecasting, and better portfolio performance. The proposed risk fear portfolio strategy outperforms various competing types of optimal portfolios, even in the presence of conservative transaction costs and frequent rebalancing. The risk monitoring of the optimal portfolio can serve as an early warning system against large market risks. In particular, the new strategy avoids all the losses during the 2008 financial crisis, and it profits from the subsequent market recovery.

Keywords: comfort, financial crises, portfolio optimization, risk monitoring

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Authors: Hasliza A. Rahim, Fareq Malek, Nur A. M. Affendi, Azuwa Ali, Norshafinash Saudin, Latifah Mohamed

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This paper presents the experimental investigation of on-body channel fading at 2.45 GHz considering two effects of the user body movement; stationary and mobile. A pair of body-worn antennas was utilized in this measurement campaign. A statistical analysis was performed by comparing the measured on-body path loss to five well-known distributions; lognormal, normal, Nakagami, Weibull and Rayleigh. The results showed that the average path loss of moving arm varied higher than the path loss in sitting position for upper-arm-to-left-chest link, up to 3.5 dB. The analysis also concluded that the Nakagami distribution provided the best fit for most of on-body static link path loss in standing still and sitting position, while the arm movement can be best described by log-normal distribution.

Keywords: on-body channel communications, fading characteristics, statistical model, body movement

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Authors: Yassir Abdelrazig, Ren Moses

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Roadway planning and design is a very complex process involving five key phases before a project is completed; planning, project development, final design, right-of-way, and construction. The planning phase for a new roadway transportation project is a very critical phase as it greatly affects all latter phases of the project. A location study is usually performed during the preliminary planning phase in a new roadway project. The objective of the location study is to develop alignment alternatives that are cost efficient considering land acquisition and construction costs. This paper describes a methodology to develop optimal preliminary roadway alignments utilizing spatial-data. Four optimization criteria are taken into consideration; roadway length, land cost, land slope, and environmental impacts. The basic concept of the methodology is to convert the proposed project area into a grid, which represents the search space for an optimal alignment. The aforementioned optimization criteria are represented in each of the grid’s cells. A spatial-data optimization technique is utilized to find the optimal alignment in the search space based on the four optimization criteria. Two case studies for new roadway projects in Duval County in the State of Florida are presented to illustrate the methodology. The optimization output alignments are compared to the proposed Florida Department of Transportation (FDOT) alignments. The comparison is based on right-of-way costs for the alignments. For both case studies, the right-of-way costs for the developed optimal alignments were found to be significantly lower than the FDOT alignments.

Keywords: gemoetric design, optimization, planning, roadway planning, roadway design

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Authors: Karthikeyan Kalirajan, Ashok Joshi

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An optimization problem is to setup to maximize the terminal kinetic energy of a maneuverable reentry vehicle (MaRV). The target location, the impact angle is given as constraints. The MaRV uses an explicit guidance law called Vector guidance. This law has two gains which are taken as decision variables. The problem is to find the optimal value of these gains which will result in minimum miss distance and impact angle error. Using a simple 3DOF non-rotating flat earth model and Lockheed martin HP-MARV as the reentry vehicle, the nature of solutions of the optimization problem is studied. This is achieved by carrying out a parametric study for a range of closed loop gain values and the corresponding impact angle error and the miss distance values are generated. The results show that there are well defined lower and upper bounds on the gains that result in near optimal terminal guidance solution. It is found from this study, that there exist common permissible regions (values of gains) where all constraints are met. Moreover, the permissible region lies between flat regions and hence the optimization algorithm has to be chosen carefully. It is also found that, only one of the gain values is independent and that the other dependent gain value is related through a simple straight-line expression. Moreover, to reduce the computational burden of finding the optimal value of two gains, a guidance law called Diveline guidance is discussed, which uses single gain. The derivation of the Diveline guidance law from Vector guidance law is discussed in this paper.

Keywords: Marv guidance, reentry trajectory, trajectory optimization, guidance gain selection

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Authors: Levicatus Mugenyi, Joaniter Nankabirwa, Emmanuel Arinaitwe, John Rek, Niel Hens, Moses Kamya, Grant Dorsey

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Background: Indoor residual spraying (IRS) reduces vector densities and malaria transmission, however, the most effective spraying intervals for IRS have not been well established. We aim to estimate the optimal timing interval for IRS using a modeling approach. Methods: We use a generalized additive model to estimate the optimal timing interval for IRS using the predicted malaria incidence. The model is applied to post IRS cohort clinical data from children aged 0.5–10 years in selected households in Tororo, historically a high malaria transmission setting in Uganda. Six rounds of IRS were implemented in Tororo during the study period (3 rounds with bendiocarb: December 2014 to December 2015, and 3 rounds with actellic: June 2016 to July 2018). Results: Monthly incidence of malaria from October 2014 to February 2019 decreased from 3.25 to 0.0 per person-years in the children under 5 years, and 1.57 to 0.0 for 5-10 year-olds. The optimal time interval for IRS differed between bendiocarb and actellic and by IRS round. It was estimated to be 17 and 40 weeks after the first round of bendiocarb and actellic, respectively. After the third round of actellic, 36 weeks was estimated to be optimal. However, we could not estimate from the data the optimal time after the second and third rounds of bendiocarb and after the second round of actellic. Conclusion: We conclude that to sustain the effect of IRS in a high-medium transmission setting, the second rounds of bendiocarb need to be applied roughly 17 weeks and actellic 40 weeks after the first round, and the timing differs for subsequent rounds. The amount of rainfall did not influence the trend in malaria incidence after IRS, as well as the IRS timing intervals. Our results suggest that shorter intervals for the IRS application can be more effective compared to the current practice, which is about 24 weeks for bendiocarb and 48 weeks for actellic. However, when considering our findings, one should account for the cost and drug resistance associated with IRS. We also recommend that the timing and incidence should be monitored in the future to improve these estimates.

Keywords: incidence, indoor residual spraying, generalized additive model, malaria

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Authors: Zahra Hatami, Hesham Ali, David Volkman

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Selecting a portfolio for investing is a crucial decision for individuals and legal entities. In the last two decades, with economic globalization, a stream of financial innovations has rushed to the aid of financial institutions. The importance of selecting stocks for the portfolio is always a challenging task for investors. This study aims to create a financial network to identify optimal portfolios using network centralities metrics. This research presents a community detection technique of superior stocks that can be described as an optimal stock portfolio to be used by investors. By using the advantages of a network and its property in extracted communities, a group of stocks was selected for each of the various time periods. The performance of the optimal portfolios compared to the famous index. Their Sharpe ratio was calculated in a timely manner to evaluate their profit for making decisions. The analysis shows that the selected potential portfolio from stocks with low centrality measurement can outperform the market; however, they have a lower Sharpe ratio than stocks with high centrality scores. In other words, stocks with low centralities could outperform the S&P500 yet have a lower Sharpe ratio than high central stocks.

Keywords: portfolio management performance, network analysis, centrality measurements, Sharpe ratio

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Authors: Garry A. Einicke, Langford B. White

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This paper describes an optimum filter and smoother for recovering a Markov process message from noisy measurements. The developments follow from an equivalence between a state space model and a hidden Markov chain. The ensuing filter and smoother employ transition probability matrices and approximate probability distribution vectors. The properties of the optimum solutions are retained, namely, the estimates are unbiased and minimize the variance of the output estimation error, provided that the assumed parameter set are correct. Methods for estimating unknown parameters from noisy measurements are discussed. Signal recovery examples are described in which performance benefits are demonstrated at an increased calculation cost.

Keywords: optimal filtering, smoothing, Markov chains

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Authors: Yin Zhang, Kai Qiao, Xiyang Zhi, Jinnan Gong, Jianming Hu

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In order to effectively detect aerial targets over long distances, an optimal matching design method of space-based optical payload is proposed. Firstly, main factors affecting optical detectability of small targets under complex environment are analyzed based on the full link of a detection system, including band center, band width and spatial resolution. Then a performance characterization model representing the relationship between image signal-to-noise ratio (SCR) and the above influencing factors is established to describe a detection system. Finally, an optimal matching design example is demonstrated for a typical aerial target by simulating and analyzing its SCR under different scene clutter coupling with multi-scale characteristics, and the optimized detection band and spatial resolution are presented. The method can provide theoretical basis and scientific guidance for space-based detection system design, payload specification demonstration and information processing algorithm optimization.

Keywords: space-based detection, aerial targets, optical system design, detectability characterization

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Authors: Meimei Zheng

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Product personalization could not only bring new profits to companies but also provide the direction of long-term development for companies. However, the characteristics of personalized product cause some new problems. This paper investigates how companies make decisions on the supply of personalized products when facing different customer attitudes to personalized product and service, constraints due to limited capacity and updates of personalized demand information. This study will provide optimal decisions for companies to develop personalized markets, resulting in promoting business transformation and improving business competitiveness.

Keywords: demand forecast updating, limited capacity, personalized products, optimization

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Authors: Zongyan Li, Matt Best

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This paper presents an optimization method for reducing the number of input channels and the complexity of the feed-forward NARX neural network (NN) without compromising the accuracy of the NN model. By utilizing the correlation analysis method, the most significant regressors are selected to form the input layer of the NN structure. An application of vehicle dynamic model identification is also presented in this paper to demonstrate the optimization technique and the optimal input layer structure and the optimal number of neurons for the neural network is investigated.

Keywords: correlation analysis, F-ratio, levenberg-marquardt, MSE, NARX, neural network, optimisation

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Authors: Tomoaki Hashimoto

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Recently, feedback control systems using random dither quantizers have been proposed for linear discrete-time systems. However, the constraints imposed on state and control variables have not yet been taken into account for the design of feedback control systems with random dither quantization. Model predictive control is a kind of optimal feedback control in which control performance over a finite future is optimized with a performance index that has a moving initial and terminal time. An important advantage of model predictive control is its ability to handle constraints imposed on state and control variables. Based on the model predictive control approach, the objective of this paper is to present a control method that satisfies probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization. In other words, this paper provides a method for solving the optimal control problems subject to probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization.

Keywords: optimal control, stochastic systems, random dither, quantization

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Authors: Artiya Sopharak, Tosaphol Ratniyomchai, Thanatchai Kulworawanichpong

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This paper presents an energy-saving study of Mass Rapid Transit (MRT) using an optimal train coasting operation. For the dynamic train movement with four modes of operation, including accelerating mode, constant speed or cruising mode, coasting mode, and braking mode are considered in this study. The acceleration rate, the deceleration rate, and the starting coasting point are taken into account the optimal train speed profile during coasting mode with considering the energy saving and acceptable travel time comparison to the based case with no coasting operation. In this study, the mathematical method as a Quadratic Search Method (QDS) is conducted to carry out the optimization problem. A single train of MRT services between two stations with a distance of 2 km and a maximum speed of 80 km/h is taken to be the case study. Regarding the coasting mode operation, the results show that the longer distance of costing mode, the less energy consumption in cruising mode and the less braking energy. On the other hand, the shorter distance of coasting mode, the more energy consumption in cruising mode and the more braking energy.

Keywords: energy saving, coasting mode, mass rapid transit, quadratic search method

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Authors: Dharminer Singh, Sanjeev Yadav, Pravakar Mohanty

Abstract:

In this work, gasification of groundnut shell was carried out in an air bubbling fluidized bed gasifier. Atmospheric air used as gasification agent in the gasifier. The groundnut shell used for gasification was in powder form and the locally available river sand was used as bed material. Conventional charcoal was used for heating sand bed. Two cyclones were used for proper segregation of char particles and for proper cleaning and cooling the product gas. Experiments were performed on different equivalence ratio (ER) 0.3 - 0.33 by varying feeding rate 36 - 32.8 kg/h of biomass and by keeping the air flow rate constant at bed temperature between 700 °C – 800 °C. Performance of gasifier was evaluated on the basis of different parameters such as cold gas efficiency, carbon conversion efficiency (CCE), Tar and Suspended particles matter (SPM) generation, gas yield, and Higher heating value (HHV) of gas. The optimal ER value for gasification of groundnut shell (GNS) powder in an air bubbling fluidized bed gasifier was found to be 0.31. Cold gas efficiency and CCE value at optimal ER was found to be 63.7 %, and 91 %, respectively. Concentration of Tar and SPM, HHV of gas, and gas yield at optimal ER was found to be 11.88 g/Nm3, 2.38 MJ/Nm3, and 2.01m3/kg, respectively. In the product gas, concentrations of CO, CO2, CH4 and H2 were found to be 12.94%, 13.5%, 5.74% and 13.77%, respectively. At ER 0.31, it was observed that bed temperature of gasifier was in steady state for long time at 714 °C with 5 – 10 °C fluctuation.

Keywords: air bubbling fluidized bed gasifier, groundnut shell powder, equivalence ratio (ER), cold gas efficiency, carbon conversion efficiency (CCE), high heating value (HHV)

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Authors: Abhishek Jha, Manoj Kumar

Abstract:

This paper proposes a new type of two wheels differential type odometry to estimate the next position and orientation of mobile robots. The proposed odometry is composed for two independent wheels with respective encoders. The two wheels rotate independently, and the change is determined by the difference in the velocity of the two wheels. Angular velocities of the two wheels are measured by rotary encoders. A mathematical model is proposed for the mobile robots to precisely move towards the goal. Using measured values of the two encoders, the current displacement vector of a mobile robot is calculated by kinematics of the mathematical model. Using the displacement vector, the next position and orientation of the mobile robot are estimated by proposed odometry. Result of simulator experiment by the developed odometry is shown.

Keywords: mobile robot, odometry, unicycle, differential type, encoders, infrared range sensors, kinematic model

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Authors: Wen-Tsung Ho, Ku-Kuang Chang, Hsin-Yuan Chang

Abstract:

In this study, we consider an economic lot-size batch-shipment scheduling problem (ELBSP) with extended basic period (EBP) and power-of-two (PoT) policies. In this problem, the supplier using a single facility to manufacture multiple products and equally sized batches are then delivered by the supplier to buyers over an infinite planning horizon. Further, the extended basic period (EBP) and power-of-two (PoT) policy are utilized. Relaxing the production schedule converts the ELBSP to an economic lot-size batch-shipment problem (ELBP) with EBP and PoT policies, and a nonlinear integer programming model of the ELBP is constructed. Using the replenishment cycle division and recursive tightening methods, optimal solutions are then solved separately for each product. The sum of these optimal solutions is the lower bound of the ELBSP. A proposed heuristic method with polynomial complexity is then applied to figure out the near-optimal solutions of the ELBSP. Numerical example is presented to confirm the efficacy of the proposed method.

Keywords: economic lot-size scheduling problem, extended basic period, replenishment cycle division, recursive tightening, power-of-two

Procedia PDF Downloads 337

Authors: Sourabh Joshi, Geetinder Kaur, Sarabjit Kaur, Gulwatanpreet Singh, Geetika Mannan

Abstract:

In this paper, we have use an algorithm that able to obtain an optimal solution to travelling salesman problem from a huge search space, quickly. This algorithm is based upon the ant colony optimization technique and employees roulette wheel selection mechanism. To illustrate it more clearly, a program has been implemented which is based upon this algorithm, that presents the changing process of route iteration in a more intuitive way. In the event, we had find the optimal path between hundred cities and also calculate the distance between two cities.

Keywords: ant colony, optimization, travelling salesman problem, roulette wheel selection

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Authors: Hashim Ali, Sheheryar Khan

Abstract:

Security for applications is always been a keen issue of concern. In general, security is to allow access of grant to legal user or to deny non-authorized access to the system. Shoulder surfing is an observation technique to hack an account or to enter into a system. When a malicious observer is capturing or recording the fingers of a user while he is entering sensitive inputs (PIN, Passwords etc.) and may be able to observe user’s password credential. It is very rigorous for a novice user to prevent himself from shoulder surfing or unaided observer in a public place while accessing his account. In order to secure the user account, there are five factors of authentication; they are: “(i) something you have, (ii) something you are, (iii) something you know, (iv) somebody you know, (v) something you process”. A technique has been developed of fifth-factor authentication “something you process” to provide novel approach to the user. In this paper, we have applied position based operational code authentication in such a way to more easy and user friendly to the user.

Keywords: shoulder surfing, malicious observer, sensitive inputs, authentication

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Authors: Sukant Mehra, Parth Gupta, Varun Arora, Sarvoday Singh, Amit Kohli

Abstract:

The study was emphasised on dry sliding wear behavior of AISI 1042 steel. Dry sliding wear tests were performed using pin-on-disk apparatus under normal loads of 5, 7.5 and 10 kgf and at speeds 600, 750 and 900 rpm. Response surface methodology (RSM) was utilized for finding optimal values of process parameter and experiment was based on rotatable, central composite design (CCD). It was found that the wear followed linear pattern with the load and rpm. The obtained optimal process parameters have been predicted and verified by confirmation experiments.

Keywords: central composite design (CCD), optimization, response surface methodology (RSM), wear

Procedia PDF Downloads 574