Search results for: transmission optimization

Authors: Cahit Perkgöz

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Artificial intelligence has brought new approaches to solving problems in almost every research field in recent years. One of these topics is shape design and optimization, which has the possibility of applications in many fields, such as nanotechnology and electronics. A properly constructed cost function can eliminate the need for labeled data required in deep learning and create desired shapes. In this work, the network parameters are optimized differentially, which differs from traditional approaches. The methods are tested for physics-related structures and successful results are obtained. This work is supported by Eskişehir Technical University scientific research project (Project No: 20ADP090)

Keywords: deep learning, shape design, optimization, artificial intelligence

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Authors: Mayada Attia Ibrahim

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Evaluating and developing the electroplating production process is a key challenge in this type of process. The process is influenced by several factors such as process parameters, process costs, and production environments. Analyzing and optimizing all these factors together requires extensive analytical techniques that are not available in real-case industrial entities. This paper presents a practice-based framework for the evaluation and optimization of some of the crucial factors that affect the costs and production times associated with this type of process, energy costs, material costs, and product flow times. The proposed approach uses Design of Experiments, Discrete-Event Simulation, and Theory of Constraints were respectively used to identify the most significant factors affecting the production process and simulate a real production line to recognize the effect of these factors and assign possible bottlenecks. Several scenarios are generated as corrective strategies for improving the production line. Following that, data envelopment analysis CCR input-oriented DEA model is used to evaluate and optimize the suggested scenarios.

Keywords: electroplating process, simulation, design of experiment, performance optimization, theory of constraints, data envelopment analysis

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Authors: N. R. Putra, A. H. Abdul Aziz, A. S. Zaini, Z. Idham, F. Idrus, M. Z. Bin Zullyadini, M. A. Che Yunus

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The content of omega-3 in soybean oil is important in the development of infants and is an alternative for the omega-3 in fish oils. The investigation of extraction of soybean oil is needed to obtain the bioactive compound in the extract. Supercritical carbon dioxide extraction is modern and green technology to extract herbs and plants to obtain high quality extract due to high diffusivity and solubility of the solvent. The aim of this study was to obtain the optimum condition of soybean oil extraction by modified supercritical carbon dioxide. The soybean oil was extracted by using modified supercritical carbon dioxide (SC-CO₂) under the temperatures of 40, 60, 80 °C, pressures of 150, 250, 350 Bar, and constant flow-rate of 10 g/min as the parameters of extraction processes. An experimental design was performed in order to optimize three important parameters of SC-CO₂ extraction which are pressure (X₁), temperature (X₂) to achieve optimum yields of soybean oil. Box Behnken Design was applied for experimental design. From the optimization process, the optimum condition of extraction of soybean oil was obtained at pressure 338 Bar and temperature 80 °C with oil yield of 2.713 g. Effect of pressure is significant on the extraction of soybean oil by modified supercritical carbon dioxide. Increasing of pressure will increase the oil yield of soybean oil.

Keywords: soybean oil, SC-CO₂ extraction, yield, optimization

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Authors: Omojokun Gabriel Aju

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Communication network is a process of exchanging data between two or more devices via some forms of transmission medium using communication protocols. The data could be in form of text, images, audio, video or numbers which can be grouped into FTP, Email, HTTP, VOIP or Video applications. The effectiveness of such data exchange will be proved if they are accurately delivered within specified time. While some senders will not really mind when the data is actually received by the receiving device, inasmuch as it is acknowledged to have been received by the receiver. The time a data takes to get to a receiver could be very important to another sender, as any delay could cause serious problem or even in some cases rendered the data useless. The validity or invalidity of a data after delay will therefore definitely depend on the type of data (information). It is therefore imperative for the network device (such as router) to be able to differentiate among the packets which are time sensitive and those that are not, when they are passing through the same network. So, here is where the queuing disciplines comes to play, to handle network resources when such network is designed to service widely varying types of traffics and manage the available resources according to the configured policies. Therefore, as part of the resources allocation mechanisms, a router within the network must implement some queuing discipline that governs how packets (data) are buffered while waiting to be transmitted. The implementation of the queuing discipline will regulate how the packets are buffered while waiting to be transmitted. In achieving this, various queuing disciplines are being used to control the transmission of these packets, by determining which of the packets get the highest priority, less priority and which packets are dropped. The queuing discipline will therefore control the packets latency by determining how long a packet can wait to be transmitted or dropped. The common queuing disciplines are first-in-first-out queuing, Priority queuing and Weighted-fair queuing (FIFO, PQ and WFQ). This paper critically evaluates and analyse through the use of Optimized Network Evaluation Tool (OPNET) Modeller, Version 14.5 the effects of three queuing disciplines (FIFO, PQ and WFQ) on the performance of 5 different applications (FTP, HTTP, E-Mail, Voice and Video) within specified parameters using packets sent, packets received and transmission delay as performance metrics. The paper finally suggests some ways in which networks can be designed to provide better transmission performance while using these queuing disciplines.

Keywords: applications, first-in-first-out queuing (FIFO), optimised network evaluation tool (OPNET), packets, priority queuing (PQ), queuing discipline, weighted-fair queuing (WFQ)

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Authors: Kapse Swapnil, K. Shankar

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Aiming at optimizing the weight and deflection of cantilever beam subjected to maximum stress and maximum deflection, Multi-objective Particle Swarm Optimization (MOPSO) with Utopia Point based local search is implemented. Utopia point is used to govern the search towards the Pareto Optimal set. The elite candidates obtained during the iterations are stored in an archive according to non-dominated sorting and also the archive is truncated based on least crowding distance. Local search is also performed on elite candidates and the most diverse particle is selected as the global best. This method is implemented on standard test functions and it is observed that the improved algorithm gives better convergence and diversity as compared to NSGA-II in fewer iterations. Implementation on practical structural problem shows that in 5 to 6 iterations, the improved algorithm converges with better diversity as evident by the improvement of cantilever beam on an average of 0.78% and 9.28% in the weight and deflection respectively compared to NSGA-II.

Keywords: Utopia point, multi-objective particle swarm optimization, local search, cantilever beam

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Authors: Cesar Hernández, Diego Giral, Fernando Santa

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The spectral handoff is important in cognitive wireless networks to ensure an adequate quality of service and performance for secondary user communications. This work proposes a benchmarking of performance of the three spectrum handoff models: VIKOR, SAW and MEW. Four evaluation metrics are used. These metrics are, accumulative average of failed handoffs, accumulative average of handoffs performed, accumulative average of transmission bandwidth and, accumulative average of the transmission delay. As a difference with related work, the performance of the three spectrum handoff models was validated with captured data of spectral occupancy in experiments realized at the GSM frequency band (824 MHz-849 MHz). These data represent the actual behavior of the licensed users for this wireless frequency band. The results of the comparative show that VIKOR Algorithm provides 15.8% performance improvement compared to a SAW Algorithm and, 12.1% better than the MEW Algorithm.

Keywords: cognitive radio, decision making, MEW, SAW, spectrum handoff, VIKOR

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Authors: Nakul V. Naphade, Sandra G. L. Persiani, Yew Wah Wong, Pramod S. Kamath, Avinash H. Anantharam, Hui Ling Aw, Yann Grynberg

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Achieving zero-energy targets in existing buildings is known to be a difficult task requiring important cuts in the building energy consumption, which in many cases clash with the functional necessities of the building wherever the on-site energy generation is unable to match the overall energy consumption. Between the building’s consumption optimization limit and the energy, target stretches a case-specific optimization grey zone, which requires tailored intervention and enhanced user’s commitment. In the view of the future adoption of more stringent energy-efficiency targets in the context of hot-humid tropical climates, this study aims to define the energy optimization grey zone by assessing the energy-efficiency limit in the state-of-the-art typical mid- and high-rise full AC office buildings, through the integration of currently available technologies. Energy models of two code-compliant generic office-building typologies were developed as a baseline, a 20-storey ‘high-rise’ and a 7-storey ‘mid-rise’. Design iterations carried out on the energy models with advanced market ready technologies in lighting, envelope, plug load management and ACMV systems and controls, lead to a representative energy model of the current maximum technical potential. The simulations showed that ZEB targets could be achieved in fully AC buildings under an average of seven floors only by compromising on energy-intense facilities (as full AC, unlimited power-supply, standard user behaviour, etc.). This paper argues that drastic changes must be made in tropical buildings to span the energy optimization grey zone and achieve zero energy. Fully air-conditioned areas must be rethought, while smart technologies must be integrated with an aggressive involvement and motivation of the users to synchronize with the new system’s energy savings goal.

Keywords: energy simulation, office building, tropical climate, zero energy buildings

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Authors: K. Asanimoghadam, M. Salahi, A. Jamalian

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Data envelopment analysis is an approach to measure the efficiency of decision making units with multiple inputs and outputs. The structure of many decision making units also has decision-making subunits that are not considered in most data envelopment analysis models. Also, the inputs and outputs of the decision-making units usually are considered desirable, while in some real-world problems, the nature of some inputs or outputs are undesirable. In this thesis, we study the evaluation of the efficiency of two stage decision-making units, where some outputs are undesirable using two non-radial models, the SBM and the ASBM models. We formulate the nonlinear ASBM model as a second order cone optimization problem. Finally, we compare two models for both external and internal evaluation approaches for two real world example in the presence of undesirable outputs. The results show that, in both external and internal evaluations, the overall efficiency of ASBM model is greater than or equal to the overall efficiency value of the SBM model, and in internal evaluation, the ASBM model is more flexible than the SBM model.

Keywords: network DEA, conic optimization, undesirable output, SBM

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Authors: Bonnie Pollak

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As the world continues to suffer grievous injuries, future generations will suffer from trauma that was inflicted on innocent victims. Trauma can result from refugees fleeing their homes, exposure to warfare, loss of loved ones, and lack of shelter and basic necessities. The Holocaust continues to cause pain even though WWII ended nearly 80 years ago. One cannot forget the inhumane treatment and murder of relatives. The pain and trauma may continue for generations. The purpose of the Final Solution was to eliminate Jews in totality. Though Hitler’s plan was not successful, he managed to cause trauma that will continue with no end date in sight. “The Effects of Trauma and Secondary Trauma,” Trauma can cause life-long challenges, eating disorders, cardiovascular disease, cancer, sleeping difficulties, fear of going outside, guilt, separation problems, and epigenetic changes. Secondary Trauma, witnessing a loved one in danger or hearing about the danger, can cause similar symptoms as seen in primary trauma. The transmission of trauma was demonstrated in children of Holocaust survivors and in communities where oppression was commonplace. We are witnessing a repeat of widescale death and horrific injuries today in Ukraine and in other parts of the world, where concern for pain and trauma is not acknowledged by perpetrators. Lessons from the Holocaust can be applied to help others who have been traumatized by widescale terrorism resulting in death of loved ones, loss of home and shelter, food and other life-sustaining measures. The world must help victims by providing basic necessities but also by using trauma-informed care, focusing on strength and resilience, and helping individuals to feel pride in their identity.

Keywords: transmission of intergenerational trauma, impact on religious beliefs and practices, 2nd generation, identity

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Authors: Avent Grange, Frederic Bertrand, Jean-Baptiste Droin, Amandine Marrel, Jean-Henry Ferrasse, Olivier Boutin

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CEA and its industrial partners are designing a gas Power Conversion System (PCS) based on a Brayton cycle for the ASTRID Sodium-cooled Fast Reactor. Investigations of control and regulation requirements to operate this PCS during operating, incidental and accidental transients are necessary to adapt core heat removal. To this aim, we developed a methodology to optimize the thermal-hydraulic behavior of the reactor during normal operations, incidents and accidents. This methodology consists of a multi-objective optimization for a specific sequence, whose aim is to increase component lifetime by reducing simultaneously several thermal stresses and to bring the reactor into a stable state. Furthermore, the multi-objective optimization complies with safety and operating constraints. Operating, incidental and accidental sequences use specific regulations to control the thermal-hydraulic reactor behavior, each of them is defined by a setpoint, a controller and an actuator. In the multi-objective problem, the parameters used to solve the optimization are the setpoints and the settings of the controllers associated with the regulations included in the sequence. In this way, the methodology allows designers to define an optimized and specific control strategy of the plant for the studied sequence and hence to adapt PCS piloting at its best. The multi-objective optimization is performed by evolutionary algorithms coupled to surrogate models built on variables computed by the thermal-hydraulic system code, CATHARE2. The methodology is applied to a loss of off-site power sequence. Three variables are controlled: the sodium outlet temperature of the sodium-gas heat exchanger, turbomachine rotational speed and water flow through the heat sink. These regulations are chosen in order to minimize thermal stresses on the gas-gas heat exchanger, on the sodium-gas heat exchanger and on the vessel. The main results of this work are optimal setpoints for the three regulations. Moreover, Proportional-Integral-Derivative (PID) control setting is considered and efficient actuators used in controls are chosen through sensitivity analysis results. Finally, the optimized regulation system and the reactor control procedure, provided by the optimization process, are verified through a direct CATHARE2 calculation.

Keywords: gas power conversion system, loss of off-site power, multi-objective optimization, regulation, sodium fast reactor, surrogate model

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Authors: A. Hidalgo, A. Desportes, E. Bonin, A. Kadaoui, T. Bouaricha

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Present paper is concerned with portfolio management with Black-Litterman (B-L) model. Considered stocks are exclusively limited to large companies stocks on US market. Results obtained by application of the model are presented. From analysis of collected Dow Jones stock data, remarkable explicit analytical expression of optimal B-L parameter τ, which scales dispersion of normal distribution of assets mean return, is proposed in terms of standard deviation of covariance matrix. Implementation has been developed in Matlab environment to split optimization in Markovitz sense from specific elements related to B-L representation.

Keywords: Black-Litterman, Markowitz, market data, portfolio manager opinion

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Authors: Stephen Akong Takim

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This study focused on the optimization of the flexural strength of bio-composite samples of palm kernel, whelks, clams, periwinkles shells and bamboo fiber reinforced with resin for engineering applications. The aim of the study was to formulate different samples of bio-composite reinforced with resin for engineering applications and to evaluate the flexural strength of the fabricated composite. The hand lay-up technique was used for the composites produced by incorporating different percentage compositions of the shells/fiber (10%, 15%, 20%, 25% and 30%) into varied proportions of epoxy resin and catalyst. The cured samples, after 24 hours, were subjected to tensile, impact, flexural and water absorption tests. The experiments were conducted using the Taguchi optimization method L25 (5x5) with five design parameters and five level combinations in Minitab 18 statistical software. The results showed that the average value of flexural was 114.87MPa when compared to the unreinforced 72.33MPa bio-composite. The study recommended that agricultural waste, like palm kernel shells, whelk shells, clams, periwinkle shells and bamboo fiber, should be converted into important engineering applications.

Keywords: bio-composite, resin, palm kernel shells, welk shells, periwinkle shells, bamboo fiber, Taguchi techniques and engineering application

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Authors: Konstantinos Metaxiotis, Konstantinos Liagkouras

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The objective of this study is to examine the performance of three well-known multiobjective evolutionary algorithms for solving optimization problems. The first algorithm is the Non-dominated Sorting Genetic Algorithm-II (NSGA-II), the second one is the Strength Pareto Evolutionary Algorithm 2 (SPEA-2), and the third one is the Multiobjective Evolutionary Algorithms based on decomposition (MOEA/D). The examined multiobjective algorithms are analyzed and tested on the ZDT set of test functions by three performance metrics. The results indicate that the NSGA-II performs better than the other two algorithms based on three performance metrics.

Keywords: MOEAs, multiobjective optimization, ZDT test functions, evolutionary algorithms

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Authors: Mahdi Pirmoradian, Olayinka Adigun, Christos Politis

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Cooperative spectrum sensing is a crucial challenge in cognitive radio networks. Cooperative sensing can increase the reliability of spectrum hole detection, optimize sensing time and reduce delay in cooperative networks. In this paper, an efficient central capacity optimization algorithm is proposed to minimize cooperative sensing time in a homogenous sensor network using OR decision rule subject to the detection and false alarm probabilities constraints. The evaluation results reveal significant improvement in the sensing time and normalized capacity of the cognitive sensors.

Keywords: cooperative networks, normalized capacity, sensing time

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Authors: Wadea Ameen

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Rapid prototyping (RP) technology, such as fused deposition modeling (FDM), is gaining popularity because it can produce functioning components with intricate geometric patterns in a reasonable amount of time. A multitude of process variables influences the quality of manufactured parts. In this study, four important process parameters such as layer thickness, model interior fill style, support fill style and orientation are considered. Their influence on three responses, such as build time, model material, and support material, is studied. Experiments are conducted based on factorial design, and the results are presented.

Keywords: fused deposition modeling, factorial design, optimization, 3D printing

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Authors: Shafqat Wahab, Waseem Tahir, Manzoor Ahmad, Sarfraz Khan, M. Azam

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Optimization and analysis of tool flank wear width and surface finish of alloy steel rods are studied in the presence of cryogenic media (LN2) by using Tungsten Carbide Insert (CNMG 120404- WF 4215). Robust design concept of Taguchi L9(34) method and ANOVA is applied to determine the contribution of key cutting parameters and their optimum conditions. Through analysis, it revealed that cryogenic impact is more significant in reduction of the tool flank wear width while surface finish is mostly dependent on feed rate.

Keywords: turning, cryogenic fluid, liquid nitrogen, flank wear, surface roughness, taguchi

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Authors: Tawfik Thelaidjia, Salah Chenikher

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Bearing fault diagnosis has attracted significant attention over the past few decades. It consists of two major parts: vibration signal feature extraction and condition classification for the extracted features. In this paper, feature extraction from faulty bearing vibration signals is performed by a combination of the signal’s Kurtosis and features obtained through the preprocessing of the vibration signal samples using Db2 discrete wavelet transform at the fifth level of decomposition. In this way, a 7-dimensional vector of the vibration signal feature is obtained. After feature extraction from vibration signal, the support vector machine (SVM) was applied to automate the fault diagnosis procedure. To improve the classification accuracy for bearing fault prediction, particle swarm optimization (PSO) is employed to simultaneously optimize the SVM kernel function parameter and the penalty parameter. The results have shown feasibility and effectiveness of the proposed approach

Keywords: condition monitoring, discrete wavelet transform, fault diagnosis, kurtosis, machine learning, particle swarm optimization, roller bearing, rotating machines, support vector machine, vibration measurement

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Authors: Md Shohidul Islam, Jongmyon Kim, Ui-pil Chong

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Medical image is an integral part of e-health care and e-diagnosis system. Medical image watermarking is widely used to protect patients’ information from malicious alteration and manipulation. The watermarked medical images are transmitted over the internet among patients, primary and referred physicians. The images are highly prone to corruption in the wireless transmission medium due to various noises, deflection, and refractions. Distortion in the received images leads to faulty watermark detection and inappropriate disease diagnosis. To address the issue, this paper utilizes error correction code (ECC) with (8, 4) Hamming code in an existing watermarking system. In addition, we implement the high complex ECC on a graphics processing units (GPU) to accelerate and support real-time requirement. Experimental results show that GPU achieves considerable speedup over the sequential CPU implementation, while maintaining 100% ECC efficiency.

Keywords: medical image watermarking, e-health system, error correction, Hamming code, GPU

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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: M. I. Youssef, A. E. Emam, M. Abd Elghany

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The performance of wireless communication systems is affected mainly by the environment of its associated channel, which is characterized by dynamic and unpredictable behavior. In this paper, different statistical earth-satellite channel models are studied with emphasize on two main models, first is the Rice-Log normal model, due to its representation for the environment including shadowing and multi-path components that affect the propagated signal along its path, and a three-state model that take into account different fading conditions (clear area, moderate shadow and heavy shadowing). The provided models are based on AWGN, Rician, Rayleigh, and log-normal distributions were their Probability Density Functions (PDFs) are presented. The transmission system Bit Error Rate (BER), Peak-Average-Power Ratio (PAPR), and the channel capacity vs. fading models are measured and analyzed. These simulations are implemented using MATLAB tool, and the results had shown the performance of transmission system over different channel models.

Keywords: fading channels, MIMO communication, RNS scheme, statistical modeling

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Authors: Nadia Allouache

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The use of solar energy in cooling systems is an interesting alternative to the increasing demand of energy in the world and more specifically in southern countries where the needs of refrigeration and air conditioning are tremendous. This technique is even more attractive with regards to environmental issues. This study focuses on performances analysis and optimization of solar reactor of an adsorption cooling machine working with activated carbon-methanol pair. The modeling of the adsorption cooling machine requires the resolution of the equation describing the energy and mass transfer in the tubular adsorber that is the most important component of the machine. The results show the poor heat conduction inside the porous medium and the resistance between the metallic wall and the bed engender the important temperature gradient and a great difference between the metallic wall and the bed temperature; this is considered as the essential causes decreasing the performances of the machine. For fixed conditions of functioning, the total desorbed mass presents a maximum for an optimal value of the height of the adsorber; this implies the existence of an optimal dimensioning of the adsorber.

Keywords: solar cooling system, performances Analysis, optimization, heat and mass transfer, activated carbon-methanol pair, numerical modeling

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Authors: Poojan Vora, Hardik Pancholi, Sanket Tajane, Harsh Shah, Elias Keedy

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The global COVID-19 pandemic has affected the industry drastically in many ways. Even though the vaccine is being distributed quickly and despite the decreasing number of positive cases, testing is projected to remain a key aspect of the ‘new normal’. Improving existing plant layout and improving safety within the facility are of great importance in today’s industries because of the need to ensure productivity optimization and reduce safety risks. In practice, it is essential for any manufacturing plant to reduce nonvalue adding steps such as the movement of materials and rearrange similar processes. In the current pandemic situation, optimized layouts will not only increase safety measures but also decrease the fixed cost per unit manufactured. In our case study, we carefully studied the existing layout and the manufacturing steps of a new Texas start-up company that manufactures COVID testing kits. The effects of production rate are incorporated with the computerized relative allocation of facilities technique (CRAFT) algorithm to improve the plant layout and estimate the optimization parameters. Our work reduces the company’s material handling time and increases their daily production. Real data from the company are used in the case study to highlight the importance of colleges in fostering small business needs and improving the collaboration between college researchers and industries by using existing models to advance best practices.

Keywords: computerized relative allocation of facilities technique, facilities planning, optimization, start-up business

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Authors: Michael A. Sprayberry, Vincent C. Paquit

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Process parameter optimization in metal powder bed electron beam melting (MPBEBM) is crucial to ensure the technology's repeatability, control, and industry-continued adoption. Despite continued efforts to address the challenges via the traditional design of experiments and process mapping techniques, there needs to be more successful in an on-the-fly optimization framework that can be adapted to MPBEBM systems. Additionally, data-intensive physics-based modeling and simulation methods are difficult to support by a metal AM alloy or system due to cost restrictions. To mitigate the challenge of resource-intensive experiments and models, this paper introduces a Multi-Objective Reinforcement Learning (MORL) methodology defined as an optimization problem for MPBEBM. An off-policy MORL framework based on policy gradient is proposed to discover optimal sets of beam power (P) – beam velocity (v) combinations to maintain a steady-state melt pool depth and phase transformation. For this, an experimentally validated Eagar-Tsai melt pool model is used to simulate the MPBEBM environment, where the beam acts as the agent across the P – v space to maximize returns for the uncertain powder bed environment producing a melt pool and phase transformation closer to the optimum. The culmination of the training process yields a set of process parameters {power, speed, hatch spacing, layer depth, and preheat} where the state (P,v) with the highest returns corresponds to a refined process parameter mapping. The resultant objects and mapping of returns to the P-v space show convergence with experimental observations. The framework, therefore, provides a model-free multi-objective approach to discovery without the need for trial-and-error experiments.

Keywords: additive manufacturing, metal powder bed fusion, reinforcement learning, process parameter optimization

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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: Yu-Ting Tsai, Chiun-Chieh Hsu, Yu-Chun Chu

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In recent years, due to the development of wireless network technology, many researchers have devoted to the study of wireless sensor networks. The applications of wireless sensor network mainly use the sensor nodes to collect the required information, and send the information back to the users. Since the sensed area is difficult to reach, there are many restrictions on the design of the sensor nodes, where the most important restriction is the limited energy of sensor nodes. Because of the limited energy, researchers proposed a number of ways to reduce energy consumption and balance the load of sensor nodes in order to increase the network lifetime. In this paper, we proposed the Energy-Balanced Clustering method with Auxiliary Members on Wireless Sensor Networks（EBCAM）based on the cluster routing. The main purpose is to balance the energy consumption on the sensed area and average the distribution of dead nodes in order to avoid excessive energy consumption because of the increasing in transmission distance. In addition, we use the residual energy and average energy consumption of the nodes within the cluster to choose the cluster heads, use the multi hop transmission method to deliver the data, and dynamically adjust the transmission radius according to the load conditions. Finally, we use the auxiliary cluster members to change the delivering path according to the residual energy of the cluster head in order to its load. Finally, we compare the proposed method with the related algorithms via simulated experiments and then analyze the results. It reveals that the proposed method outperforms other algorithms in the numbers of used rounds and the average energy consumption.

Keywords: auxiliary nodes, cluster, load balance, routing algorithm, wireless sensor network

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Authors: Naimi Abdelhamid, Othmane Abdelkhalek

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With the current rise in the demand of electrical energy, present-day power systems which are large and complex, will continue to grow in both size and complexity. Flexible AC Transmission System (FACTS) controllers provide new facilities, both in steady state power flow control and dynamic stability control. Thyristor Controlled Series Capacitor (TCSC) is one of FACTS equipment, which is used for power flow control of active power in electric power system and for increase of capacities of transmission lines. In this paper, a Backstepping Power Flow Controller (BPFC) for TCSC in multimachine power system is developed and tested. The simulation results show that the TCSC proposed controller is capable of controlling the transmitted active power and improving the transient stability when compared with conventional PI Power Flow Controller (PIPFC).

Keywords: FACTS, thyristor controlled series capacitor (TCSC), backstepping, BPFC, PIPFC

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Authors: Saru Arora, Anurag Sharma, Harsukhpreet Singh

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To meet the growing need of high data rate and bandwidth, various efforts has been made nowadays for the efficient communication systems. Optical Code Division Multiple Access over Free space optics communication system seems an effective role for providing transmission at high data rate with low bit error rate and low amount of multiple access interference. This paper demonstrates the OCDMA over FSO communication system up to the range of 7000 m at a data rate of 5 Gbps. Initially, the 8 user OCDMA-FSO system is simulated and pseudo orthogonal codes are used for encoding. Also, the simulative analysis of various performance parameters like power and core effective area that are having an effect on the Bit error rate (BER) of the system is carried out. The simulative analysis reveals that the length of the transmission is limited by the multi-access interference (MAI) effect which arises when the number of users increases in the system.

Keywords: FSO, PSO, bit error rate (BER), opti system simulation, multiple access interference (MAI), q-factor

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Authors: Muhammad Umair, Syed Qasim Gilani

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A technique using Independent Component Analysis (ICA) for blind receiver signal processing is investigated. The problem of the receiver signal processing is viewed as of signal equalization and implementation imperfections compensation. Based on this, a model similar to a general ICA problem is developed for the received signal. Then, the use of ICA technique for blind signal equalization in the time domain is presented. The equalization is regarded as a signal separation problem, since the desired signal is separated from interference terms. This problem is addressed in the paper by over-sampling of the received signal. By using ICA for equalization, besides channel equalization, other transmission imperfections such as Direct current (DC) bias offset, carrier phase and In phase Quadrature phase imbalance will also be corrected. Simulation results for a system using 16-Quadraure Amplitude Modulation(QAM) are presented to show the performance of the proposed scheme.

Keywords: blind equalization, blind signal separation, equalization, independent component analysis, transmission impairments, QAM receiver

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Authors: Masoud Mohammadpour, Blair Carlson, Radovan Kovacevic

Abstract:

The quality of laser welded-brazed (LWB) joints were strongly dependent on the main process parameters, therefore the effect of laser power (3.2–4 kW), welding speed (60–80 mm/s) and wire feed rate (70–90 mm/s) on mechanical strength and surface roughness were investigated in this study. The comprehensive optimization process by means of response surface methodology (RSM) and desirability function was used for multi-criteria optimization. The experiments were planned based on Box– Behnken design implementing linear and quadratic polynomial equations for predicting the desired output properties. Finally, validation experiments were conducted on an optimized process condition which exhibited good agreement between the predicted and experimental results. AlSi3Mn1 was selected as the filler material for joining aluminum alloy 6022 and hot-dip galvanized steel in coach peel configuration. The high scanning speed could control the thickness of IMC as thin as 5 µm. The thermal simulations of joining process were conducted by the Finite Element Method (FEM), and results were validated through experimental data. The Fe/Al interfacial thermal history evidenced that the duration of critical temperature range (700–900 °C) in this high scanning speed process was less than 1 s. This short interaction time leads to the formation of reaction-control IMC layer instead of diffusion-control mechanisms.

Keywords: laser welding-brazing, finite element, response surface methodology (RSM), multi-response optimization, cross-beam laser

Procedia PDF Downloads 352

Authors: Henrik Prinzhorn, Peter Nyhuis, Johannes Wagner, Peter Burggräf, Torben Schmitz, Christina Reuter

Abstract:

Assembling large-scale products, such as airplanes, locomotives, or wind turbines, involves frequent process interruptions induced by e.g. delayed material deliveries or missing availability of resources. This leads to a negative impact on the logistical performance of a producer of xxl-products. In industrial practice, in case of interruptions, the identification, evaluation and eventually the selection of an alternative order of assembly activities (‘assembly alternative’) leads to an enormous challenge, especially if an optimized logistical decision should be reached. Therefore, in this paper, an innovative, optimization model for the identification of assembly alternatives that addresses the given problem is presented. It describes make-to-order, large-scale product assembly processes as a resource constrained project scheduling (RCPS) problem which follows given restrictions in practice. For the evaluation of the assembly alternative, a cost-based definition of the logistical objectives (delivery reliability, inventory, make-span and workload) is presented.

Keywords: assembly scheduling, large-scale products, make-to-order, optimization, rescheduling

Procedia PDF Downloads 459