Search results for: stochastic extreme wind load
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4928

Search results for: stochastic extreme wind load

4268 Contagion of the Global Financial Crisis and Its Impact on Systemic Risk in the Banking System: Extreme Value Theory Analysis in Six Emerging Asia Economies

Authors: Ratna Kuswardani

Abstract:

This paper aims to study the impact of recent Global Financial Crisis (GFC) on 6 selected emerging Asian economies (Indonesia, Malaysia, Thailand, Philippines, Singapore, and South Korea). We first figure out the contagion of GFC from the US and Europe to the selected emerging Asian countries by studying the tail dependence of market stock returns between those countries. We apply the concept of Extreme Value Theory (EVT) to model the dependence between multiple returns series of variables under examination. We explore the factors causing the contagion between the regions. We find dependencies between markets that are influenced by their size, especially for large markets in emerging Asian countries that tend to have a higher dependency to the market in the more advanced country such as the U.S. and some countries in Europe. The results also suggest that the dependencies between market returns and bank stock returns in the same region tend to be higher than dependencies between these returns across two different regions. We extend our analysis by studying the impact of GFC on the systemic in the banking system. We also find that larger institution has more dependencies with the market stock, suggesting that larger size bank can cause disruption in the market. Further, the higher probability of extreme loss can be seen during the crisis period, which is shown by the non-linear dependency between the pre-crisis and the post-crisis period. Finally, our analysis suggests that systemic risk appears in the domestic banking systems in emerging Asia, as shown by the extreme dependencies within banks in the system. Overall, our results provide caution to policy makers and investors alike on the possible contagion of the impact of global financial crisis across different markets.

Keywords: contagion, extreme value theory, global financial crisis, systemic risk

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4267 Unlocking Green Hydrogen Potential: A Machine Learning-Based Assessment

Authors: Said Alshukri, Mazhar Hussain Malik

Abstract:

Green hydrogen is hydrogen produced using renewable energy sources. In the last few years, Oman aimed to reduce its dependency on fossil fuels. Recently, the hydrogen economy has become a global trend, and many countries have started to investigate the feasibility of implementing this sector. Oman created an alliance to establish the policy and rules for this sector. With motivation coming from both global and local interest in green hydrogen, this paper investigates the potential of producing hydrogen from wind and solar energies in three different locations in Oman, namely Duqm, Salalah, and Sohar. By using machine learning-based software “WEKA” and local metrological data, the project was designed to figure out which location has the highest wind and solar energy potential. First, various supervised models were tested to obtain their prediction accuracy, and it was found that the Random Forest (RF) model has the best prediction performance. The RF model was applied to 2021 metrological data for each location, and the results indicated that Duqm has the highest wind and solar energy potential. The system of one wind turbine in Duqm can produce 8335 MWh/year, which could be utilized in the water electrolysis process to produce 88847 kg of hydrogen mass, while a solar system consisting of 2820 solar cells is estimated to produce 1666.223 MWh/ year which is capable of producing 177591 kg of hydrogen mass.

Keywords: green hydrogen, machine learning, wind and solar energies, WEKA, supervised models, random forest

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4266 Computational Fluid Dynamics (CFD) Calculations of the Wind Turbine with an Adjustable Working Surface

Authors: Zdzislaw Kaminski, Zbigniew Czyz, Krzysztof Skiba

Abstract:

This paper discusses the CFD simulation of a flow around a rotor of a Vertical Axis Wind Turbine. Numerical simulation, unlike experiments, enables us to validate project assumptions when it is designed and avoid a costly preparation of a model or a prototype for a bench test. CFD simulation enables us to compare characteristics of aerodynamic forces acting on rotor working surfaces and define operational parameters like torque or power generated by a turbine assembly. This research focused on the rotor with the blades capable of modifying their working surfaces, i.e. absorbing wind kinetic energy. The operation of this rotor is based on adjusting angular aperture α of the top and bottom parts of the blades mounted on an axis. If this angular aperture α increases, the working surface which absorbs wind kinetic energy also increases. The operation of turbines is characterized by parameters like the angular aperture of blades, power, torque, speed for a given wind speed. These parameters have an impact on the efficiency of assemblies. The distribution of forces acting on the working surfaces in our turbine changes according to the angular velocity of the rotor. Moreover, the resultant force from the force acting on an advancing blade and retreating blade should be as high as possible. This paper is part of the research to improve an efficiency of a rotor assembly. Therefore, using simulation, the courses of the above parameters were studied in three full rotations individually for each of the blades for three angular apertures of blade working surfaces, i.e. 30 °, 60 °, 90 °, at three wind speeds, i.e. 4 m / s, 6 m / s, 8 m / s and rotor speeds ranging from 100 to 500 rpm. Finally, there were created the characteristics of torque coefficients and power as a function of time for each blade separately and for the entire rotor. Accordingly, the correlation between the turbine rotor power as a function of wind speed for varied values of rotor rotational speed. By processing this data, the correlation between the power of the turbine rotor and its rotational speed for each of the angular aperture of the working surfaces was specified. Finally, the optimal values, i.e. of the highest output power for given wind speeds were read. The research results in receiving the basic characteristics of turbine rotor power as a function of wind speed for the three angular apertures of the blades. Given the nature of rotor operation, the growth in the output turbine can be estimated if angular aperture of the blades increases. The controlled adjustment of angle α enables a smooth adjustment of power generated by a turbine rotor. If wind speed is significant, this type of adjustment enables this output power to remain at the same level (by reducing angle α) with no risk of damaging a construction. This work has been financed by the Polish Ministry of Science and Higher Education.

Keywords: computational fluid dynamics, numerical analysis, renewable energy, wind turbine

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4265 Stochastic Response of an Airfoil and Its Effects on Limit Cycle Oscillations’ Behavior under Stall Flutter Regime

Authors: Ketseas Dimitris

Abstract:

In this work, we investigate the effect of noise on a classical two-degree-of-freedom pitch-plunge aeroelastic system. The inlet velocity of the flow is modelled as a stochastically varying parameter by the Ornstein-Uhlenbeck (OU) stochastic process. The system is a 2D airfoil, and the elastic problem is simulated using linear springs. We study the manifestation of Limit Cycle Oscillations (LCO) that correspond to the varying fluid velocity under the dynamic stall regime. We aim to delve into the unexplored facets of the classical pitch-plunge aeroelastic system, seeking a comprehensive understanding of how parametric noise influences the occurrence of LCO and expands the boundaries of its known behavior.

Keywords: aerodynamics, aeroelasticity, computational fluid mechanics, stall flutter, stochastical processes, limit cycle oscillation

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4264 The Impacts of Land Use Change and Extreme Precipitation Events on Ecosystem Services

Authors: Szu-Hua Wang

Abstract:

Urban areas contain abundant potential biochemical storages and renewable and non-renewable flows. Urban natural environments for breeding natural assets and urban economic development for maintaining urban functions can be analyzed form the concept of ecological economic system. Land use change and ecosystem services change are resulting from the interactions between human activities and environments factually. Land use change due to human activities is the major cause of climate change, leading to serious impacts on urban ecosystem services, including provisioning services, regulating services, cultural services and supporting services. However, it lacks discussion on the interactions among urban land use change, ecosystem services change, and extreme precipitation events. Energy synthesis can use the same measure standard unit, solar energy, for different energy resources (e.g. sunlight, water, fossil fuels, minerals, etc.) and analyze contributions of various natural environmental resources on human economic systems. Therefore, this research adopts the concept of ecological, economic systems and energy synthesis for analyzing dynamic spatial impacts of land use change on ecosystem services, using the Taipei area as a case study. The analysis results show that changes in land use in the Taipei area, especially the conversion of natural lands and agricultural lands to urban lands, affect the ecosystem services negatively. These negative effects become more significant during the extreme precipitation events.

Keywords: urban ecological economic system, extreme precipitation events, ecosystem services, energy

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4263 The Improvement of Turbulent Heat Flux Parameterizations in Tropical GCMs Simulations Using Low Wind Speed Excess Resistance Parameter

Authors: M. O. Adeniyi, R. T. Akinnubi

Abstract:

The parameterization of turbulent heat fluxes is needed for modeling land-atmosphere interactions in Global Climate Models (GCMs). However, current GCMs still have difficulties with producing reliable turbulent heat fluxes for humid tropical regions, which may be due to inadequate parameterization of the roughness lengths for momentum (z0m) and heat (z0h) transfer. These roughness lengths are usually expressed in term of excess resistance factor (κB^(-1)), and this factor is used to account for different resistances for momentum and heat transfers. In this paper, a more appropriate excess resistance factor (〖 κB〗^(-1)) suitable for low wind speed condition was developed and incorporated into the aerodynamic resistance approach (ARA) in the GCMs. Also, the performance of various standard GCMs κB^(-1) schemes developed for high wind speed conditions were assessed. Based on the in-situ surface heat fluxes and profile measurements of wind speed and temperature from Nigeria Micrometeorological Experimental site (NIMEX), new κB^(-1) was derived through application of the Monin–Obukhov similarity theory and Brutsaert theoretical model for heat transfer. Turbulent flux parameterizations with this new formula provides better estimates of heat fluxes when compared with others estimated using existing GCMs κB^(-1) schemes. The derived κB^(-1) MBE and RMSE in the parameterized QH ranged from -1.15 to – 5.10 Wm-2 and 10.01 to 23.47 Wm-2, while that of QE ranged from - 8.02 to 6.11 Wm-2 and 14.01 to 18.11 Wm-2 respectively. The derived 〖 κB〗^(-1) gave better estimates of QH than QE during daytime. The derived 〖 κB〗^(-1)=6.66〖 Re〗_*^0.02-5.47, where Re_* is the Reynolds number. The derived κB^(-1) scheme which corrects a well documented large overestimation of turbulent heat fluxes is therefore, recommended for most regional models within the tropic where low wind speed is prevalent.

Keywords: humid, tropic, excess resistance factor, overestimation, turbulent heat fluxes

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4262 Finite Element Analysis of Debonding Propagation in FM73 Joint under Static Loading

Authors: Reza Hedayati, Meysam Jahanbakhshi

Abstract:

In this work, Fracture Mechanics is used to predict crack propagation in the adhesive joining aluminum and composite plates. Three types of loadings and two types of glass-epoxy composite sequences: [0/90]2s and [0/45/-45/90]s are considered for the composite plate. Therefore, 2*3=6 cases are considered and their results are compared. The debonding initiation load, complete debonding load, crack face profile and load-displacement diagram have been compared for the six cases.

Keywords: adhesive joint, debonding, fracture, LEFM, APDL

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4261 Forecasting Issues in Energy Markets within a Reg-ARIMA Framework

Authors: Ilaria Lucrezia Amerise

Abstract:

Electricity markets throughout the world have undergone substantial changes. Accurate, reliable, clear and comprehensible modeling and forecasting of different variables (loads and prices in the first instance) have achieved increasing importance. In this paper, we describe the actual state of the art focusing on reg-SARMA methods, which have proven to be flexible enough to accommodate the electricity price/load behavior satisfactory. More specifically, we will discuss: 1) The dichotomy between point and interval forecasts; 2) The difficult choice between stochastic (e.g. climatic variation) and non-deterministic predictors (e.g. calendar variables); 3) The confrontation between modelling a single aggregate time series or creating separated and potentially different models of sub-series. The noteworthy point that we would like to make it emerge is that prices and loads require different approaches that appear irreconcilable even though must be made reconcilable for the interests and activities of energy companies.

Keywords: interval forecasts, time series, electricity prices, reg-SARIMA methods

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4260 Improvement of Ventilation and Thermal Comfort Using the Atrium Design for Traditional Folk Houses-Fujian Earthen Building

Authors: Ying-Ming Su

Abstract:

Fujian earthen building which was known as a classic for ecological buildings was listed on the world heritage in 2008 (UNESCO) in China. Its design strategy can be applied to modern architecture planning and design. This study chose two different cases (Round Atrium: Er-Yi Building, Double Round Atrium: Zhen-Chen Building) of earthen building in Fu-Jian to compare the ventilation effects of different atrium forms. We adopt field measurements and computational fluid dynamics (CFD) simulation of temperature, humidity, and wind environment to identify the relationship between external environment and atrium about comfort and to confirm the relationship about atrium H/W (height/width). Results indicate that, through the atrium convection effect, it makes the natural wind guides to each space surrounded and keeps indoor comfort. It illustrates that the smaller the ratio of the H/W which is the relationship between the height and the width of an atrium is, the greater the wind speed generated within the street valley. Moreover, the wind speed is very close to the reference wind speed. This field measurement verifies that the value of H/W has great influence of solar radiation heat and sunshine shadows. The ventilation efficiency is: Er-Yi Building (H/W =0.2778) > Zhen-Chen Building (H/W=0.3670). Comparing the cases with the same shape but with different H/W, through the different size patios, airflow revolves in the atriums and can be brought into each interior space. The atrium settings meet the need of building ventilation, and can adjust the humidity and temperature within the buildings. It also creates good ventilation effect.

Keywords: traditional folk houses, atrium, tulou, ventilation, building microclimate

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4259 Stochastic Edge Based Anomaly Detection for Supervisory Control and Data Acquisitions Systems: Considering the Zambian Power Grid

Authors: Lukumba Phiri, Simon Tembo, Kumbuso Joshua Nyoni

Abstract:

In Zambia recent initiatives by various power operators like ZESCO, CEC, and consumers like the mines to upgrade power systems into smart grids target an even tighter integration with information technologies to enable the integration of renewable energy sources, local and bulk generation, and demand response. Thus, for the reliable operation of smart grids, its information infrastructure must be secure and reliable in the face of both failures and cyberattacks. Due to the nature of the systems, ICS/SCADA cybersecurity and governance face additional challenges compared to the corporate networks, and critical systems may be left exposed. There exist control frameworks internationally such as the NIST framework, however, there are generic and do not meet the domain-specific needs of the SCADA systems. Zambia is also lagging in cybersecurity awareness and adoption, therefore there is a concern about securing ICS controlling key infrastructure critical to the Zambian economy as there are few known facts about the true posture. In this paper, we introduce a stochastic Edged-based Anomaly Detection for SCADA systems (SEADS) framework for threat modeling and risk assessment. SEADS enables the calculation of steady-steady probabilities that are further applied to establish metrics like system availability, maintainability, and reliability.

Keywords: anomaly, availability, detection, edge, maintainability, reliability, stochastic

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4258 Prediction of Crack Propagation in Bonded Joints Using Fracture Mechanics

Authors: Reza Hedayati, Meysam Jahanbakhshi

Abstract:

In this work, Fracture Mechanics is used to predict crack propagation in the adhesive jointing aluminum and composite plates. Three types of loadings and two types of glass-epoxy composite sequences: [0/90]2s and [0/45/-45/90]s are considered for the composite plate. Therefore 2*3=6 cases are considered and their results are compared. The debonding initiation load, complete debonding load, crack face profile and load-displacement diagram have been compared for the six cases.

Keywords: fracture, adhesive joint, debonding, APDL, LEFM

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4257 Non-Linear Load-Deflection Response of Shape Memory Alloys-Reinforced Composite Cylindrical Shells under Uniform Radial Load

Authors: Behrang Tavousi Tehrani, Mohammad-Zaman Kabir

Abstract:

Shape memory alloys (SMA) are often implemented in smart structures as the active components. Their ability to recover large displacements has been used in many applications, including structural stability/response enhancement and active structural acoustic control. SMA wires or fibers can be embedded with composite cylinders to increase their critical buckling load, improve their load-deflection behavior, and reduce the radial deflections under various thermo-mechanical loadings. This paper presents a semi-analytical investigation on the non-linear load-deflection response of SMA-reinforced composite circular cylindrical shells. The cylinder shells are under uniform external pressure load. Based on first-order shear deformation shell theory (FSDT), the equilibrium equations of the structure are derived. One-dimensional simplified Brinson’s model is used for determining the SMA recovery force due to its simplicity and accuracy. Airy stress function and Galerkin technique are used to obtain non-linear load-deflection curves. The results are verified by comparing them with those in the literature. Several parametric studies are conducted in order to investigate the effect of SMA volume fraction, SMA pre-strain value, and SMA activation temperature on the response of the structure. It is shown that suitable usage of SMA wires results in a considerable enhancement in the load-deflection response of the shell due to the generation of the SMA tensile recovery force.

Keywords: airy stress function, cylindrical shell, Galerkin technique, load-deflection curve, recovery stress, shape memory alloy

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4256 Contribution to Improving the DFIG Control Using a Multi-Level Inverter

Authors: Imane El Karaoui, Mohammed Maaroufi, Hamid Chaikhy

Abstract:

Doubly Fed Induction Generator (DFIG) is one of the most reliable wind generator. Major problem in wind power generation is to generate Sinusoidal signal with very low THD on variable speed caused by inverter two levels used. This paper presents a multi-level inverter whose objective is to reduce the THD and the dimensions of the output filter. This work proposes a three-level NPC-type inverter, the results simulation are presented demonstrating the efficiency of the proposed inverter.

Keywords: DFIG, multilevel inverter, NPC inverter, THD, induction machine

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4255 Payment Subsidies for Environmentally-Friendly Agriculture on Rice Production in Japan

Authors: Danielle Katrina Santos, Koji Shimada

Abstract:

Environmentally-friendly agriculture has been promoted for over two decades as a response to the environmental challenges brought by climate change and biological loss. Located above the equator, it is possible that Japan may benefit from future climate change, yet Japan is also a rarely developed country located in the Asian Monsoon climate region, making it vulnerable to the impacts of climate change. In this regard, the Japanese government has initiated policies to adapt to the adverse effects of climate change through the promotion and popularization of environmentally-friendly farming practices. This study aims to determine profit efficiency among environmentally-friendly rice farmers in Shiga Prefecture using the Stochastic Frontier Approach. A cross-sectional survey was conducted among 66 farmers from top rice-producing cities through a structured questionnaire. Results showed that the gross farm income of environmentally-friendly rice farmers was higher by JPY 316,223.00/ha. Production costs were also found to be higher among environmentally-friendly rice farmers, especially on labor costs, which accounted for 32% of the total rice production cost. The resulting net farm income of environmentally-friendly rice farmers was only higher by JPY 18,044/ha. Results from the stochastic frontier analysis further showed that the profit efficiency of conventional farmers was only 69% as compared to environmentally-friendly rice farmers who had a profit efficiency of 76%. Furthermore, environmentally-friendly agriculture participation, other types of subsidy, educational level, and farm size were significant factors positively influencing profit efficiency. The study concluded that substitution of environmentally-friendly agriculture for conventional rice farming would result in an increased profit efficiency due to the direct payment subsidy and price premium received. The direct government policies that would strengthen the popularization of environmentally-friendly agriculture to increase the production of environmentally-friendly products and reduce pollution load to the Lake Biwa ecosystem.

Keywords: profit efficiency, environmentally-friendly agriculture, rice farmers, direct payment subsidies

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4254 Methods Employed to Mitigate Wind Damage on Ancient Egyptian Architecture

Authors: Hossam Mohamed Abdelfattah Helal Hegazi

Abstract:

Winds and storms are considered crucial weathering factors, representing primary causes of destruction and erosion for all materials on the Earth's surface. This naturally includes historical structures, with the impact of winds and storms intensifying their deterioration, particularly when carrying high-hardness sand particles during their passage across the ground. Ancient Egyptians utilized various methods to prevent wind damage to their ancient architecture throughout the ancient Egyptian periods . One of the techniques employed by ancient Egyptians was the use of clay or compacted earth as a filling material between opposing walls made of stone, bricks, or mud bricks. The walls made of reeds or woven tree branches were covered with clay to prevent the infiltration of winds and rain, enhancing structural integrity, this method was commonly used in hollow layers . Additionally, Egyptian engineers innovated a type of adobe brick with uniformly leveled sides, manufactured from dried clay. They utilized stone barriers, constructed wind traps, and planted trees in rows parallel to the prevailing wind direction. Moreover, they employed receptacles to drain rainwater resulting from wind-loaded rain and used mortar to fill gaps in roofs and structures. Furthermore, proactive measures such as the removal of sand from around historical and archaeological buildings were taken to prevent adverse effects

Keywords: winds, storms, weathering, destruction, erosion, materials, Earth's surface, historical structures, impact

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4253 Evaluating the Impact of Extreme Weather (Flooding) Experience on Climate Change Perceptions in Accra, Ghana

Authors: Bright Annang Baah

Abstract:

Evaluating public perceptions of climate change risk and the elements that impact them has been shown to be critical in developing support for climate change action. Previous research has found a variety of elements, including the experience of extreme weather events, that impact public perceptions and worries about climate change. However, little is known about the public's perception of climate change risks and the variables that influence them in developing countries. Using a household survey, this study attempted to evaluate respondents' risk perceptions of climate change, as well as the impact of flooding experience on such beliefs. The findings demonstrate that flood victims have a greater risk perception and are more concerned about climate change than non-victims. Concerns regarding the effects of climate change, on the other hand, were found to be the lowest when compared to other pressing challenges confronting the country. This study's findings contribute to the understanding of climate change risk perception and the impact of extreme weather events from the perspective of a developing nation.

Keywords: climate change risk perception, harsh weather, perceived concern, Accra, Ghana

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4252 Artificial Neural Networks Controller for Power System Voltage Improvement

Authors: Sabir Messalti, Bilal Boudjellal, Azouz Said

Abstract:

In this paper, power system Voltage improvement using wind turbine is presented. Two controllers are used: a PI controller and Artificial Neural Networks (ANN) controllers are studied to control of the power flow exchanged between the wind turbine and the power system in order to improve the bus voltage. The wind turbine is based on a doubly-fed induction generator (DFIG) controlled by field-oriented control. Indirect control is used to control of the reactive power flow exchanged between the DFIG and the power system. The proposed controllers are tested on power system for large voltage disturbances.

Keywords: artificial neural networks controller, DFIG, field-oriented control, PI controller, power system voltage improvement

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4251 A Discrete Element Method Centrifuge Model of Monopile under Cyclic Lateral Loads

Authors: Nuo Duan, Yi Pik Cheng

Abstract:

This paper presents the data of a series of two-dimensional Discrete Element Method (DEM) simulations of a large-diameter rigid monopile subjected to cyclic loading under a high gravitational force. At present, monopile foundations are widely used to support the tall and heavy wind turbines, which are also subjected to significant from wind and wave actions. A safe design must address issues such as rotations and changes in soil stiffness subject to these loadings conditions. Design guidance on the issue is limited, so are the availability of laboratory and field test data. The interpretation of these results in sand, such as the relation between loading and displacement, relies mainly on empirical correlations to pile properties. Regarding numerical models, most data from Finite Element Method (FEM) can be found. They are not comprehensive, and most of the FEM results are sensitive to input parameters. The micro scale behaviour could change the mechanism of the soil-structure interaction. A DEM model was used in this paper to study the cyclic lateral loads behaviour. A non-dimensional framework is presented and applied to interpret the simulation results. The DEM data compares well with various set of published experimental centrifuge model test data in terms of lateral deflection. The accumulated permanent pile lateral displacements induced by the cyclic lateral loads were found to be dependent on the characteristics of the applied cyclic load, such as the extent of the loading magnitudes and directions.

Keywords: cyclic loading, DEM, numerical modelling, sands

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4250 DFIG-Based Wind Turbine with Shunt Active Power Filter Controlled by Double Nonlinear Predictive Controller

Authors: Abderrahmane El Kachani, El Mahjoub Chakir, Anass Ait Laachir, Abdelhamid Niaaniaa, Jamal Zerouaoui, Tarik Jarou

Abstract:

This paper presents a wind turbine based on the doubly fed induction generator (DFIG) connected to the utility grid through a shunt active power filter (SAPF). The whole system is controlled by a double nonlinear predictive controller (DNPC). A Taylor series expansion is used to predict the outputs of the system. The control law is calculated by optimization of the cost function. The first nonlinear predictive controller (NPC) is designed to ensure the high performance tracking of the rotor speed and regulate the rotor current of the DFIG, while the second one is designed to control the SAPF in order to compensate the harmonic produces by the three-phase diode bridge supplied by a passive circuit (rd, Ld). As a result, we obtain sinusoidal waveforms of the stator voltage and stator current. The proposed nonlinear predictive controllers (NPCs) are validated via simulation on a 1.5 MW DFIG-based wind turbine connected to an SAPF. The results obtained appear to be satisfactory and promising.

Keywords: wind power, doubly fed induction generator, shunt active power filter, double nonlinear predictive controller

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4249 A Comparative Study of Generalized Autoregressive Conditional Heteroskedasticity (GARCH) and Extreme Value Theory (EVT) Model in Modeling Value-at-Risk (VaR)

Authors: Longqing Li

Abstract:

The paper addresses the inefficiency of the classical model in measuring the Value-at-Risk (VaR) using a normal distribution or a Student’s t distribution. Specifically, the paper focuses on the one day ahead Value-at-Risk (VaR) of major stock market’s daily returns in US, UK, China and Hong Kong in the most recent ten years under 95% confidence level. To improve the predictable power and search for the best performing model, the paper proposes using two leading alternatives, Extreme Value Theory (EVT) and a family of GARCH models, and compares the relative performance. The main contribution could be summarized in two aspects. First, the paper extends the GARCH family model by incorporating EGARCH and TGARCH to shed light on the difference between each in estimating one day ahead Value-at-Risk (VaR). Second, to account for the non-normality in the distribution of financial markets, the paper applies Generalized Error Distribution (GED), instead of the normal distribution, to govern the innovation term. A dynamic back-testing procedure is employed to assess the performance of each model, a family of GARCH and the conditional EVT. The conclusion is that Exponential GARCH yields the best estimate in out-of-sample one day ahead Value-at-Risk (VaR) forecasting. Moreover, the discrepancy of performance between the GARCH and the conditional EVT is indistinguishable.

Keywords: Value-at-Risk, Extreme Value Theory, conditional EVT, backtesting

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4248 Load Forecasting in Microgrid Systems with R and Cortana Intelligence Suite

Authors: F. Lazzeri, I. Reiter

Abstract:

Energy production optimization has been traditionally very important for utilities in order to improve resource consumption. However, load forecasting is a challenging task, as there are a large number of relevant variables that must be considered, and several strategies have been used to deal with this complex problem. This is especially true also in microgrids where many elements have to adjust their performance depending on the future generation and consumption conditions. The goal of this paper is to present a solution for short-term load forecasting in microgrids, based on three machine learning experiments developed in R and web services built and deployed with different components of Cortana Intelligence Suite: Azure Machine Learning, a fully managed cloud service that enables to easily build, deploy, and share predictive analytics solutions; SQL database, a Microsoft database service for app developers; and PowerBI, a suite of business analytics tools to analyze data and share insights. Our results show that Boosted Decision Tree and Fast Forest Quantile regression methods can be very useful to predict hourly short-term consumption in microgrids; moreover, we found that for these types of forecasting models, weather data (temperature, wind, humidity and dew point) can play a crucial role in improving the accuracy of the forecasting solution. Data cleaning and feature engineering methods performed in R and different types of machine learning algorithms (Boosted Decision Tree, Fast Forest Quantile and ARIMA) will be presented, and results and performance metrics discussed.

Keywords: time-series, features engineering methods for forecasting, energy demand forecasting, Azure Machine Learning

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4247 The Impact of Undisturbed Flow Speed on the Correlation of Aerodynamic Coefficients as a Function of the Angle of Attack for the Gyroplane Body

Authors: Zbigniew Czyz, Krzysztof Skiba, Miroslaw Wendeker

Abstract:

This paper discusses the results of aerodynamic investigation of the Tajfun gyroplane body designed by a Polish company, Aviation Artur Trendak. This gyroplane has been studied as a 1:8 scale model. Scaling objects for aerodynamic investigation is an inherent procedure in any kind of designing. If scaling, the criteria of similarity need to be satisfied. The basic criteria of similarity are geometric, kinematic and dynamic. Despite the results of aerodynamic research are often reduced to aerodynamic coefficients, one should pay attention to how values of coefficients behave if certain criteria are to be satisfied. To satisfy the dynamic criterion, for example, the Reynolds number should be focused on. This is the correlation of inertial to viscous forces. With the multiplied flow speed by the specific dimension as a numerator (with a constant kinematic viscosity coefficient), flow speed in a wind tunnel research should be increased as many times as an object is decreased. The aerodynamic coefficients specified in this research depend on the real forces that act on an object, its specific dimension, medium speed and variations in its density. Rapid prototyping with a 3D printer was applied to create the research object. The research was performed with a T-1 low-speed wind tunnel (its diameter of the measurement volume is 1.5 m) and a six-element aerodynamic internal scales, WDP1, at the Institute of Aviation in Warsaw. This T-1 wind tunnel is low-speed continuous operation with open space measurement. The research covered a number of the selected speeds of undisturbed flow, i.e. V = 20, 30 and 40 m/s, corresponding to the Reynolds numbers (as referred to 1 m) Re = 1.31∙106, 1.96∙106, 2.62∙106 for the angles of attack ranging -15° ≤ α ≤ 20°. Our research resulted in basic aerodynamic characteristics and observing the impact of undisturbed flow speed on the correlation of aerodynamic coefficients as a function of the angle of attack of the gyroplane body. If the speed of undisturbed flow in the wind tunnel changes, the aerodynamic coefficients are significantly impacted. At speed from 20 m/s to 30 m/s, drag coefficient, Cx, changes by 2.4% up to 9.9%, whereas lift coefficient, Cz, changes by -25.5% up to 15.7% if the angle of attack of 0° excluded or by -25.5% up to 236.9% if the angle of attack of 0° included. Within the same speed range, the coefficient of a pitching moment, Cmy, changes by -21.1% up to 7.3% if the angles of attack -15° and -10° excluded or by -142.8% up to 618.4% if the angle of attack -15° and -10° included. These discrepancies in the coefficients of aerodynamic forces definitely need to consider while designing the aircraft. For example, if load of certain aircraft surfaces is calculated, additional correction factors definitely need to be applied. This study allows us to estimate the discrepancies in the aerodynamic forces while scaling the aircraft. This work has been financed by the Polish Ministry of Science and Higher Education.

Keywords: aerodynamics, criteria of similarity, gyroplane, research tunnel

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4246 The Intensity of Load Experienced by Female Basketball Players during Competitive Games

Authors: Tomas Vencurik, Jiri Nykodym

Abstract:

This study compares the intensity of game load among player positions and between the 1st and the 2nd half of the games. Two guards, three forwards, and three centers (female basketball players) participated in this study. The heart rate (HR) and its development were monitored during two competitive games. Statistically insignificant differences in the intensity of game load were recorded between guards, forwards, and centers below and above 85% of the maximal heart rate (HRmax) and in the mean HR as % of HRmax (87.81±3.79%, 87.02±4.37%, and 88.76±3.54%, respectively). Moreover, when the 1st and the 2nd half of the games were compared in the mean HR (87.89±4.18% vs. 88.14±3.63% of HRmax), no statistical significance was recorded. This information can be useful for coaching staff, to manage and to precisely plan the training process.

Keywords: game load, heart rate, player positions, the 1st, the 2nd half of the games

Procedia PDF Downloads 571
4245 Optimization and Feasibility Analysis of a PV/Wind/ Battery Hybrid Energy Conversion

Authors: Doaa M. Atia, Faten H. Fahmy, Ninet M. A. El-Rahman, Hassan T. Dorra

Abstract:

In this paper, the optimum design for renewable energy system powered an aquaculture pond was determined. Hybrid Optimization Model for Electric Renewable (HOMER) software program, which is developed by U.S National Renewable Energy Laboratory (NREL), is used for analyzing the feasibility of the stand-alone and hybrid system in this study. HOMER program determines whether renewable energy resources satisfy hourly electric demand or not. The program calculates energy balance for every 8760 hours in a year to simulate operation of the system. This optimization compares the demand for the electrical energy for each hour of the year with the energy supplied by the system for that hour and calculates the relevant energy flow for each component in the model. The essential principle is to minimize the total system cost while HOMER ensures control of the system. Moreover the feasibility analysis of the energy system is also studied. Wind speed, solar irradiance, interest rate and capacity shortage are the parameters which are taken into consideration. The simulation results indicate that the hybrid system is the best choice in this study, yielding lower net present cost. Thus, it provides higher system performance than PV or wind stand-alone systems.

Keywords: wind stand-alone system, photovoltaic stand-alone system, hybrid system, optimum system sizing, feasibility, cost analysis

Procedia PDF Downloads 341
4244 Dynamic Test for Stability of Columns in Sway Mode

Authors: Elia Efraim, Boris Blostotsky

Abstract:

Testing of columns in sway mode is performed in order to determine the maximal allowable load limited by plastic deformations or their end connections and a critical load limited by columns stability. Motivation to determine accurate value of critical force is caused by its using as follow: - critical load is maximal allowable load for given column configuration and can be used as criterion of perfection; - it is used in calculation prescribed by standards for design of structural elements under combined action of compression and bending; - it is used for verification of theoretical analysis of stability at various end conditions of columns. In the present work a new non-destructive method for determination of columns critical buckling load in sway mode is proposed. The method allows performing measurements during the tests under loads that exceeds the columns critical load without losing its stability. The possibility of such loading is achieved by structure of the loading system. The system is performed as frame with rigid girder, one of the columns is the tested column and the other is additional two-hinged strut. Loading of the frame is carried out by the flexible traction element attached to the girder. The load applied on the tested column can achieve values that exceed the critical load by choice of parameters of the traction element and the additional strut. The system lateral stiffness and the column critical load are obtained by the dynamic method. The experiment planning and the comparison between the experimental and theoretical values were performed based on the developed dependency of lateral stiffness of the system on vertical load, taking into account semi-rigid connections of the column's ends. The agreement between the obtained results was established. The method can be used for testing of real full-size columns in industrial conditions.

Keywords: buckling, columns, dynamic method, end-fixity factor, sway mode

Procedia PDF Downloads 351
4243 Urban Growth Analysis Using Multi-Temporal Satellite Images, Non-stationary Decomposition Methods and Stochastic Modeling

Authors: Ali Ben Abbes, ImedRiadh Farah, Vincent Barra

Abstract:

Remotely sensed data are a significant source for monitoring and updating databases for land use/cover. Nowadays, changes detection of urban area has been a subject of intensive researches. Timely and accurate data on spatio-temporal changes of urban areas are therefore required. The data extracted from multi-temporal satellite images are usually non-stationary. In fact, the changes evolve in time and space. This paper is an attempt to propose a methodology for changes detection in urban area by combining a non-stationary decomposition method and stochastic modeling. We consider as input of our methodology a sequence of satellite images I1, I2, … In at different periods (t = 1, 2, ..., n). Firstly, a preprocessing of multi-temporal satellite images is applied. (e.g. radiometric, atmospheric and geometric). The systematic study of global urban expansion in our methodology can be approached in two ways: The first considers the urban area as one same object as opposed to non-urban areas (e.g. vegetation, bare soil and water). The objective is to extract the urban mask. The second one aims to obtain a more knowledge of urban area, distinguishing different types of tissue within the urban area. In order to validate our approach, we used a database of Tres Cantos-Madrid in Spain, which is derived from Landsat for a period (from January 2004 to July 2013) by collecting two frames per year at a spatial resolution of 25 meters. The obtained results show the effectiveness of our method.

Keywords: multi-temporal satellite image, urban growth, non-stationary, stochastic model

Procedia PDF Downloads 430
4242 Attitude and Perception of Non-emergency Vehicle Drivers on Roads Towards Medical Emergency Vehicles: The Role of Empathy and Pro-Social Skills

Authors: Purnima K Bajre, Rujula Talloo

Abstract:

A variety of vehicles are driven on roads such as private vehicles, commercial vehicles, public vehicles, and emergency service vehicles (EMV). Drivers driving different vehicles can have attitude differences towards emergency service vehicles which in turn affects their likelihood to give way to them. The present review aims to understand the factors that mediate this yielding behavior of drivers towards EMVs. Through extensive review of available literature, factors such as effects of lights and sirens, cognitive load, age of the driver, driving general experience, traffic load, drivers’ experience and training with EMVs and drivers’ attitude towards EMV drivers, have emerged as mediating factors. Whereas cognitive load is the most researched area and is observed to be associated negatively with on road drivers’ attitudes towards EMVs, there is a paucity of research to understand the relationships between empathy, pro-social skills, and on road drivers’ attitude towards EMVs.

Keywords: cognitive load, emergency service vehicle, empathy, traffic load

Procedia PDF Downloads 34
4241 Influence of Improved Roughage Quality and Period of Meal Termination on Digesta Load in the Digestive Organs of Goats

Authors: Rasheed A. Adebayo, Mehluli M. Moyo, Ignatius V. Nsahlai

Abstract:

Ruminants are known to relish roughage for productivity but the effect of its quality on digesta load in rumen, omasum, abomasum and other distal organs of the digestive tract is yet unknown. Reticulorumen fill is a strong indicator for long-term control of intake in ruminants. As such, the measurement and prediction of digesta load in these compartments may be crucial to productivity in the ruminant industry. The current study aimed at determining the effect of (a) diet quality on digesta load in digestive organs of goats, and (b) period of meal termination on the reticulorumen fill and digesta load in other distal compartments of the digestive tract of goats. Goats were fed with urea-treated hay (UTH), urea-sprayed hay (USH) and non-treated hay (NTH). At the end of eight weeks of a feeding trial period, upon termination of a meal in the morning, afternoon or evening, all goats were slaughtered in random groups of three per day to measure reticulorumen fill and digesta loads in other distal compartments of the digestive tract. Both diet quality and period affected (P < 0.05) the measure of reticulorumen fill. However, reticulorumen fill in the evening was larger (P < 0.05) than afternoon, while afternoon was similar (P > 0.05) to morning. Also, diet quality affected (P < 0.05) the wet omasal digesta load, wet abomasum, dry abomasum and dry caecum digesta loads but did not affect (P > 0.05) both wet and dry digesta loads in other compartments of the digestive tract. Period of measurement did not affect (P > 0.05) the wet omasal digesta load, and both wet and dry digesta loads in other compartments of the digestive tract except wet abomasum digesta load (P < 0.05) and dry caecum digesta load (P < 0.05). Both wet and dry reticulorumen fill were correlated (P < 0.05) with omasum (r = 0.623) and (r = 0.723), respectively. In conclusion, reticulorumen fill of goats decreased by improving the roughage quality; and the period of meal termination and measurement of the fill is a key factor to the quantity of digesta load.

Keywords: digesta, goats, meal termination, reticulo-rumen fill

Procedia PDF Downloads 373
4240 Forecasting Silver Commodity Prices Using Geometric Brownian Motion: A Stochastic Approach

Authors: Sina Dehghani, Zhikang Rong

Abstract:

Historically, a variety of approaches have been taken to forecast commodity prices due to the significant implications of these values on the global economy. An accurate forecasting tool for a valuable commodity would significantly benefit investors and governmental agencies. Silver, in particular, has grown significantly as a commodity in recent years due to its use in healthcare and technology. This manuscript aims to utilize the Geometric Brownian Motion predictive model to forecast silver commodity prices over multiple 3-year periods. The results of the study indicate that the model has several limitations, particularly its inability to work effectively over longer periods of time, but still was extremely effective over shorter time frames. This study sets a baseline for silver commodity forecasting with GBM, and the model could be further strengthened with refinement.

Keywords: geometric Brownian motion, commodity, risk management, volatility, stochastic behavior, price forecasting

Procedia PDF Downloads 25
4239 A Review on Control of a Grid Connected Permanent Magnet Synchronous Generator Based Variable Speed Wind Turbine

Authors: Eman M. Eissa, Hany M. Hasanin, Mahmoud Abd-Elhamid, S. M. Muyeen, T. Fernando, H. H. C. Iu

Abstract:

Among all available wind energy conversion systems (WECS), the direct driven permanent magnet synchronous generator integrated with power electronic interfaces is becoming popular due to its capability of extracting optimal energy capture, reduced mechanical stresses, no need to external excitation current, meaning less losses, and more compact size. Simple structure, low maintenance cost; and its decoupling control performance is much less sensitive to the parameter variations of the generator. This paper attempts to present a review of the control and optimization strategies of WECS based on permanent magnet synchronous generator (PMSG) and overview the most recent research trends in this field. The main aims of this review include; the generalized overall WECS starting from turbines, generators, and control strategies including converters, maximum power point tracking (MPPT), ending with DC-link control. The optimization methods of the controller parameters necessary to guarantee the operation of the system efficiently and safely, especially when connected to the power grid are also presented.

Keywords: control and optimization techniques, permanent magnet synchronous generator, variable speed wind turbines, wind energy conversion system

Procedia PDF Downloads 227