Search results for: dynamic of networks
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 6531

Search results for: dynamic of networks

5181 Evaluating the Perception of Roma in Europe through Social Network Analysis

Authors: Giulia I. Pintea

Abstract:

The Roma people are a nomadic ethnic group native to India, and they are one of the most prevalent minorities in Europe. In the past, Roma were enslaved and they were imprisoned in concentration camps during the Holocaust; today, Roma are subject to hate crimes and are denied access to healthcare, education, and proper housing. The aim of this project is to analyze how the public perception of the Roma people may be influenced by antiziganist and pro-Roma institutions in Europe. In order to carry out this project, we used social network analysis to build two large social networks: The antiziganist network, which is composed of institutions that oppress and racialize Roma, and the pro-Roma network, which is composed of institutions that advocate for and protect Roma rights. Measures of centrality, density, and modularity were obtained to determine which of the two social networks is exerting the greatest influence on the public’s perception of Roma in European societies. Furthermore, data on hate crimes on Roma were gathered from the Organization for Security and Cooperation in Europe (OSCE). We analyzed the trends in hate crimes on Roma for several European countries for 2009-2015 in order to see whether or not there have been changes in the public’s perception of Roma, thus helping us evaluate which of the two social networks has been more influential. Overall, the results suggest that there is a greater and faster exchange of information in the pro-Roma network. However, when taking the hate crimes into account, the impact of the pro-Roma institutions is ambiguous, due to differing patterns among European countries, suggesting that the impact of the pro-Roma network is inconsistent. Despite antiziganist institutions having a slower flow of information, the hate crime patterns also suggest that the antiziganist network has a higher impact on certain countries, which may be due to institutions outside the political sphere boosting the spread of antiziganist ideas and information to the European public.

Keywords: applied mathematics, oppression, Roma people, social network analysis

Procedia PDF Downloads 277
5180 Neural Networks and Genetic Algorithms Approach for Word Correction and Prediction

Authors: Rodrigo S. Fonseca, Antônio C. P. Veiga

Abstract:

Aiming at helping people with some movement limitation that makes typing and communication difficult, there is a need to customize an assistive tool with a learning environment that helps the user in order to optimize text input, identifying the error and providing the correction and possibilities of choice in the Portuguese language. The work presents an Orthographic and Grammatical System that can be incorporated into writing environments, improving and facilitating the use of an alphanumeric keyboard, using a prototype built using a genetic algorithm in addition to carrying out the prediction, which can occur based on the quantity and position of the inserted letters and even placement in the sentence, ensuring the sequence of ideas using a Long Short Term Memory (LSTM) neural network. The prototype optimizes data entry, being a component of assistive technology for the textual formulation, detecting errors, seeking solutions and informing the user of accurate predictions quickly and effectively through machine learning.

Keywords: genetic algorithm, neural networks, word prediction, machine learning

Procedia PDF Downloads 194
5179 Numerical Simulation of the Dynamic Behavior of a LaNi5 Water Pumping System

Authors: Miled Amel, Ben Maad Hatem, Askri Faouzi, Ben Nasrallah Sassi

Abstract:

Metal hydride water pumping system uses hydrogen as working fluid to pump water for low head and high discharge. The principal operation of this pump is based on the desorption of hydrogen at high pressure and its absorption at low pressure by a metal hydride. This work is devoted to study a concept of the dynamic behavior of a metal hydride pump using unsteady model and LaNi5 as hydriding alloy. This study shows that with MHP, it is possible to pump 340l/kg-cycle of water in 15 000s using 1 Kg of LaNi5 at a desorption temperature of 360 K, a pumping head equal to 5 m and a desorption gear ratio equal to 33. This study reveals also that the error given by the steady model, using LaNi5 is about 2%.A dimensional mathematical model and the governing equations of the pump were presented to predict the coupled heat and mass transfer within the MHP. Then, a numerical simulation is carried out to present the time evolution of the specific water discharge and to test the effect of different parameters (desorption temperature, absorption temperature, desorption gear ratio) on the performance of the water pumping system (specific water discharge, pumping efficiency and pumping time). In addition, a comparison between results obtained with steady and unsteady model is performed with different hydride mass. Finally, a geometric configuration of the reactor is simulated to optimize the pumping time.

Keywords: dynamic behavior, LaNi5, performance of water pumping system, unsteady model

Procedia PDF Downloads 205
5178 The Design, Control and Dynamic Performance of an Interior Permanent Magnet Synchronous Generator for Wind Power System

Authors: Olusegun Solomon

Abstract:

This paper describes the concept for the design and maximum power point tracking control for an interior permanent magnet synchronous generator wind turbine system. Two design concepts are compared to outline the effect of magnet design on the performance of the interior permanent magnet synchronous generator. An approximate model that includes the effect of core losses has been developed for the machine to simulate the dynamic performance of the wind energy system. An algorithm for Maximum Power Point Tracking control is included to describe the process for maximum power extraction.

Keywords: permanent magnet synchronous generator, wind power system, wind turbine

Procedia PDF Downloads 222
5177 Event Driven Dynamic Clustering and Data Aggregation in Wireless Sensor Network

Authors: Ashok V. Sutagundar, Sunilkumar S. Manvi

Abstract:

Energy, delay and bandwidth are the prime issues of wireless sensor network (WSN). Energy usage optimization and efficient bandwidth utilization are important issues in WSN. Event triggered data aggregation facilitates such optimal tasks for event affected area in WSN. Reliable delivery of the critical information to sink node is also a major challenge of WSN. To tackle these issues, we propose an event driven dynamic clustering and data aggregation scheme for WSN that enhances the life time of the network by minimizing redundant data transmission. The proposed scheme operates as follows: (1) Whenever the event is triggered, event triggered node selects the cluster head. (2) Cluster head gathers data from sensor nodes within the cluster. (3) Cluster head node identifies and classifies the events out of the collected data using Bayesian classifier. (4) Aggregation of data is done using statistical method. (5) Cluster head discovers the paths to the sink node using residual energy, path distance and bandwidth. (6) If the aggregated data is critical, cluster head sends the aggregated data over the multipath for reliable data communication. (7) Otherwise aggregated data is transmitted towards sink node over the single path which is having the more bandwidth and residual energy. The performance of the scheme is validated for various WSN scenarios to evaluate the effectiveness of the proposed approach in terms of aggregation time, cluster formation time and energy consumed for aggregation.

Keywords: wireless sensor network, dynamic clustering, data aggregation, wireless communication

Procedia PDF Downloads 451
5176 Dynamic of Nonlinear Duopoly Game with Heterogeneous Players

Authors: Jixiang Zhang, Yanhua Wang

Abstract:

A dynamic of Bertrand duopoly game is analyzed, where players use different production methods and choose their prices with bounded rationality. The equilibriums of the corresponding discrete dynamical systems are investigated. The stability conditions of Nash equilibrium under a local adjustment process are studied. The stability conditions of Nash equilibrium under a local adjustment process are studied. The stability of Nash equilibrium, as some parameters of the model are varied, gives rise to complex dynamics such as cycles of higher order and chaos. On this basis, we discover that an increase of adjustment speed of bounded rational player can make Bertrand market sink into the chaotic state. Finally, the complex dynamics, bifurcations and chaos are displayed by numerical simulation.

Keywords: Bertrand duopoly model, discrete dynamical system, heterogeneous expectations, nash equilibrium

Procedia PDF Downloads 415
5175 System Identification of Timber Masonry Walls Using Shaking Table Test

Authors: Timir Baran Roy, Luis Guerreiro, Ashutosh Bagchi

Abstract:

Dynamic study is important in order to design, repair and rehabilitation of structures. It has played an important role in the behavior characterization of structures; such as bridges, dams, high-rise buildings etc. There had been a substantial development in this area over the last few decades, especially in the field of dynamic identification techniques of structural systems. Frequency Domain Decomposition (FDD) and Time Domain Decomposition are most commonly used methods to identify modal parameters; such as natural frequency, modal damping, and mode shape. The focus of the present research is to study the dynamic characteristics of typical timber masonry walls commonly used in Portugal. For that purpose, a multi-storey structural prototypes of such walls have been tested on a seismic shake table at the National Laboratory for Civil Engineering, Portugal (LNEC). Signal processing has been performed of the output response, which is collected from the shaking table experiment of the prototype using accelerometers. In the present work signal processing of the output response, based on the input response has been done in two ways: FDD and Stochastic Subspace Identification (SSI). In order to estimate the values of the modal parameters, algorithms for FDD are formulated, and parametric functions for the SSI are computed. Finally, estimated values from both the methods are compared to measure the accuracy of both the techniques.

Keywords: frequency domain decomposition (fdd), modal parameters, signal processing, stochastic subspace identification (ssi), time domain decomposition

Procedia PDF Downloads 264
5174 Decision Support System for Fetus Status Evaluation Using Cardiotocograms

Authors: Oyebade K. Oyedotun

Abstract:

The cardiotocogram is a technical recording of the heartbeat rate and uterine contractions of a fetus during pregnancy. During pregnancy, several complications can occur to both the mother and the fetus; hence it is very crucial that medical experts are able to find technical means to check the healthiness of the mother and especially the fetus. It is very important that the fetus develops as expected in stages during the pregnancy period; however, the task of monitoring the health status of the fetus is not that which is easily achieved as the fetus is not wholly physically available to medical experts for inspection. Hence, doctors have to resort to some other tests that can give an indication of the status of the fetus. One of such diagnostic test is to obtain cardiotocograms of the fetus. From the analysis of the cardiotocograms, medical experts can determine the status of the fetus, and therefore necessary medical interventions. Generally, medical experts classify examined cardiotocograms into ‘normal’, ‘suspect’, or ‘pathological’. This work presents an artificial neural network based decision support system which can filter cardiotocograms data, producing the corresponding statuses of the fetuses. The capability of artificial neural network to explore the cardiotocogram data and learn features that distinguish one class from the others has been exploited in this research. In this research, feedforward and radial basis neural networks were trained on a publicly available database to classify the processed cardiotocogram data into one of the three classes: ‘normal’, ‘suspect’, or ‘pathological’. Classification accuracies of 87.8% and 89.2% were achieved during the test phase of the trained network for the feedforward and radial basis neural networks respectively. It is the hope that while the system described in this work may not be a complete replacement for a medical expert in fetus status evaluation, it can significantly reinforce the confidence in medical diagnosis reached by experts.

Keywords: decision support, cardiotocogram, classification, neural networks

Procedia PDF Downloads 333
5173 The Effect of a 12 Week Rhythmic Movement Intervention on Selected Biomotor Abilities on Academy Rugby Players

Authors: Jocelyn Solomons, Kraak

Abstract:

Rhythmic movement, also referred to as “dance”, involves the execution of different motor skills as well as the integration and sequencing of actions between limbs, timing and spatial precision. The aim of this study was therefore to investigate and compare the effect of a 16-week rhythmic movement intervention on flexibility, dynamic balance, agility, power and local muscular endurance of academy rugby players in the Western Cape, according to positional groups. Players (N ¼ 54) (age 18.66 0.81 years; height 1.76 0.69 cm; weight 76.77 10.69 kg), were randomly divided into a treatment-control [TCA] (n ¼ 28) and a control-treatment [CTB] (n ¼ 26) group. In this crossover experimental design, the interaction effect of the treatment order and the treatment time between the TCA and CTB group, was determined. Results indicated a statistically significant improvement (p < 0.05) in agility2 (p ¼ 0.06), power2 (p ¼ 0.05), local muscular endurance1 (p ¼ 0.01) & 3 (p ¼ 0.01) and dynamic balance (p < 0.01). Likewise, forwards and backs also showed statistically significant improvements (p < 0.05) per positional groups. Therefore, a rhythmic movement intervention has the potential to improve rugby-specific bio-motor skills and furthermore, improve positional specific skills should it be designed with positional groups in mind. Future studies should investigate, not only the effect of rhythmic movement on improving specific rugby bio-motor skills, but the potential of its application as an alternative training method during off- season (or detraining phases) or as a recovery method.

Keywords: agility, dance, dynamic balance, flexibility, local muscular endurance, power, training

Procedia PDF Downloads 62
5172 Control of a Stewart Platform for Minimizing Impact Energy in Simulating Spacecraft Docking Operations

Authors: Leonardo Herrera, Shield B. Lin, Stephen J. Montgomery-Smith, Ziraguen O. Williams

Abstract:

Three control algorithms: Proportional-Integral-Derivative, Linear-Quadratic-Gaussian, and Linear-Quadratic-Gaussian with the shift, were applied to the computer simulation of a one-directional dynamic model of a Stewart Platform. The goal was to compare the dynamic system responses under the three control algorithms and to minimize the impact energy when simulating spacecraft docking operations. Equations were derived for the control algorithms and the input and output of the feedback control system. Using MATLAB, Simulink diagrams were created to represent the three control schemes. A switch selector was used for the convenience of changing among different controllers. The simulation demonstrated the controller using the algorithm of Linear-Quadratic-Gaussian with the shift resulting in the lowest impact energy.

Keywords: controller, Stewart platform, docking operation, spacecraft

Procedia PDF Downloads 51
5171 Dynamic Exergy Analysis for the Built Environment: Fixed or Variable Reference State

Authors: Valentina Bonetti

Abstract:

Exergy analysis successfully helps optimizing processes in various sectors. In the built environment, a second-law approach can enhance potential interactions between constructions and their surrounding environment and minimise fossil fuel requirements. Despite the research done in this field in the last decades, practical applications are hard to encounter, and few integrated exergy simulators are available for building designers. Undoubtedly, an obstacle for the diffusion of exergy methods is the strong dependency of results on the definition of its 'reference state', a highly controversial issue. Since exergy is the combination of energy and entropy by means of a reference state (also called "reference environment", or "dead state"), the reference choice is crucial. Compared to other classical applications, buildings present two challenging elements: They operate very near to the reference state, which means that small variations have relevant impacts, and their behaviour is dynamical in nature. Not surprisingly then, the reference state definition for the built environment is still debated, especially in the case of dynamic assessments. Among the several characteristics that need to be defined, a crucial decision for a dynamic analysis is between a fixed reference environment (constant in time) and a variable state, which fluctuations follow the local climate. Even if the latter selection is prevailing in research, and recommended by recent and widely-diffused guidelines, the fixed reference has been analytically demonstrated as the only choice which defines exergy as a proper function of the state in a fluctuating environment. This study investigates the impact of that crucial choice: Fixed or variable reference. The basic element of the building energy chain, the envelope, is chosen as the object of investigation as common to any building analysis. Exergy fluctuations in the building envelope of a case study (a typical house located in a Mediterranean climate) are confronted for each time-step of a significant summer day, when the building behaviour is highly dynamical. Exergy efficiencies and fluxes are not familiar numbers, and thus, the more easy-to-imagine concept of exergy storage is used to summarize the results. Trends obtained with a fixed and a variable reference (outside air) are compared, and their meaning is discussed under the light of the underpinning dynamical energy analysis. As a conclusion, a fixed reference state is considered the best choice for dynamic exergy analysis. Even if the fixed reference is generally only contemplated as a simpler selection, and the variable state is often stated as more accurate without explicit justifications, the analytical considerations supporting the adoption of a fixed reference are confirmed by the usefulness and clarity of interpretation of its results. Further discussion is needed to address the conflict between the evidence supporting a fixed reference state and the wide adoption of a fluctuating one. A more robust theoretical framework, including selection criteria of the reference state for dynamical simulations, could push the development of integrated dynamic tools and thus spread exergy analysis for the built environment across the common practice.

Keywords: exergy, reference state, dynamic, building

Procedia PDF Downloads 226
5170 Lyapunov-Based Tracking Control for Nonholonomic Wheeled Mobile Robot

Authors: Raouf Fareh, Maarouf Saad, Sofiane Khadraoui, Tamer Rabie

Abstract:

This paper presents a tracking control strategy based on Lyapunov approach for nonholonomic wheeled mobile robot. This control strategy consists of two levels. First, a kinematic controller is developed to adjust the right and left wheel velocities. Using this velocity control law, the stability of the tracking error is guaranteed using Lyapunov approach. This kinematic controller cannot be generated directly by the motors. To overcome this problem, the second level of the controllers, dynamic control, is designed. This dynamic control law is developed based on Lyapunov theory in order to track the desired trajectories of the mobile robot. The stability of the tracking error is proved using Lupunov and Barbalat approaches. Simulation results on a nonholonomic wheeled mobile robot are given to demonstrate the feasibility and effectiveness of the presented approach.

Keywords: mobile robot, trajectory tracking, Lyapunov, stability

Procedia PDF Downloads 373
5169 Study of Energy Efficient and Quality of Service Based Routing Protocols in Wireless Sensor Networking

Authors: Sachin Sharma

Abstract:

A wireless sensor network (WSN) consists of a large number of sensor nodes which are deployed over an area to perform local computations based on information gathered from the surroundings. With the increasing demand for real-time applications in WSN, real-time critical events anticipate an efficient quality-of-service (QoS) based routing for data delivery from the network infrastructure. Hence, maximizing the lifetime of the network through minimizing the energy is an important challenge in WSN; sensors cannot be easily replaced or recharged due to their ad-hoc deployment in a hazardous environment. Considerable research has been focused on developing robust energy efficient QoS based routing protocols. The main focus of this article is primarily on periodical cycling schemes which represent the most compatible technique for energy saving and we also focus on the data-driven approaches that can be used to improve the energy efficiency. Finally, we will make a review on some communication protocols proposed for sensor networks.

Keywords: energy efficient, quality of service, wireless sensor networks, MAC

Procedia PDF Downloads 348
5168 Automatic Lead Qualification with Opinion Mining in Customer Relationship Management Projects

Authors: Victor Radich, Tania Basso, Regina Moraes

Abstract:

Lead qualification is one of the main procedures in Customer Relationship Management (CRM) projects. Its main goal is to identify potential consumers who have the ideal characteristics to establish a profitable and long-term relationship with a certain organization. Social networks can be an important source of data for identifying and qualifying leads since interest in specific products or services can be identified from the users’ expressed feelings of (dis)satisfaction. In this context, this work proposes the use of machine learning techniques and sentiment analysis as an extra step in the lead qualification process in order to improve it. In addition to machine learning models, sentiment analysis or opinion mining can be used to understand the evaluation that the user makes of a particular service, product, or brand. The results obtained so far have shown that it is possible to extract data from social networks and combine the techniques for a more complete classification.

Keywords: lead qualification, sentiment analysis, opinion mining, machine learning, CRM, lead scoring

Procedia PDF Downloads 85
5167 Poster : Incident Signals Estimation Based on a Modified MCA Learning Algorithm

Authors: Rashid Ahmed , John N. Avaritsiotis

Abstract:

Many signal subspace-based approaches have already been proposed for determining the fixed Direction of Arrival (DOA) of plane waves impinging on an array of sensors. Two procedures for DOA estimation based neural networks are presented. First, Principal Component Analysis (PCA) is employed to extract the maximum eigenvalue and eigenvector from signal subspace to estimate DOA. Second, minor component analysis (MCA) is a statistical method of extracting the eigenvector associated with the smallest eigenvalue of the covariance matrix. In this paper, we will modify a Minor Component Analysis (MCA(R)) learning algorithm to enhance the convergence, where a convergence is essential for MCA algorithm towards practical applications. The learning rate parameter is also presented, which ensures fast convergence of the algorithm, because it has direct effect on the convergence of the weight vector and the error level is affected by this value. MCA is performed to determine the estimated DOA. Preliminary results will be furnished to illustrate the convergences results achieved.

Keywords: Direction of Arrival, neural networks, Principle Component Analysis, Minor Component Analysis

Procedia PDF Downloads 451
5166 A New Design Methodology for Partially Reconfigurable Systems-on-Chip

Authors: Roukaya Dalbouchi, Abdelkrin Zitouni

Abstract:

In this paper, we propose a novel design methodology for Dynamic Partial Reconfigurable (DPR) system. This type of system has the property of being able to be modified after its design and during its execution. The suggested design methodology is generic in terms of granularity, number of modules, and reconfigurable region and suitable for any type of modern application. It is based on the interconnection between several design stages. The recommended methodology represents a guide for the design of DPR architectures that meet compromise reconfiguration/performance. To validate the proposed methodology, we use as an application a video watermarking. The comparison result shows that the proposed methodology supports all stages of DPR architecture design and characterized by a high abstraction level. It provides a dynamic/partial reconfigurable architecture; it guarantees material efficiency, the flexibility of reconfiguration, and superior performance in terms of frequency and power consumption.

Keywords: dynamically reconfigurable system, block matching algorithm, partial reconfiguration, motion vectors, video watermarking

Procedia PDF Downloads 95
5165 Membrane Distillation Process Modeling: Dynamical Approach

Authors: Fadi Eleiwi, Taous Meriem Laleg-Kirati

Abstract:

This paper presents a complete dynamic modeling of a membrane distillation process. The model contains two consistent dynamic models. A 2D advection-diffusion equation for modeling the whole process and a modified heat equation for modeling the membrane itself. The complete model describes the temperature diffusion phenomenon across the feed, membrane, permeate containers and boundary layers of the membrane. It gives an online and complete temperature profile for each point in the domain. It explains heat conduction and convection mechanisms that take place inside the process in terms of mathematical parameters, and justify process behavior during transient and steady state phases. The process is monitored for any sudden change in the performance at any instance of time. In addition, it assists maintaining production rates as desired, and gives recommendations during membrane fabrication stages. System performance and parameters can be optimized and controlled using this complete dynamic model. Evolution of membrane boundary temperature with time, vapor mass transfer along the process, and temperature difference between membrane boundary layers are depicted and included. Simulations were performed over the complete model with real membrane specifications. The plots show consistency between 2D advection-diffusion model and the expected behavior of the systems as well as literature. Evolution of heat inside the membrane starting from transient response till reaching steady state response for fixed and varying times is illustrated.

Keywords: membrane distillation, dynamical modeling, advection-diffusion equation, thermal equilibrium, heat equation

Procedia PDF Downloads 272
5164 Static and Dynamic Analysis of Timoshenko Microcantilever Using the Finite Element Method

Authors: Mohammad Tahmasebipour, Hosein Salarpour

Abstract:

Micro cantilevers are one of the components used in the manufacture of micro-electromechanical systems. Epoxy microcantilevers have a variety of applications in the manufacture of micro-sensors and micro-actuators. In this paper, the Timoshenko Micro cantilever was statically and dynamically analyzed using the finite element method. First, all boundary conditions and initial conditions governing micro cantilevers were considered. The effect of size on the deflection, angle of rotation, natural frequencies, and mode shapes were then analyzed and evaluated under different frequencies. It was observed that an increased micro cantilever thickness reduces the deflection, rotation, and resonant frequency. A good agreement was observed between our results and those obtained by the couple stress theory, the classical theory, and the strain gradient elasticity theory.

Keywords: microcantilever, microsensor; epoxy, dynamic behavior, static behavior, finite element method

Procedia PDF Downloads 416
5163 Social Discussion Networks during the Covid-19 Pandemic: A Study of College Students Core Discussion Groups

Authors: Regan Harper, Song Yang, Douglas Adams

Abstract:

During the historically unprecedent time of Covid-19 pandemic, we survey college students with social issue generators to measure their core discussion groups. For the total 191 students, we elicit 847 conversation partners (alters) with our five social issue generators such as school closing, facemasks, collegiate sports, race and policing, and social inequality, producing an average of 4.43 alters per respondent. The core discussion groups of our sample are very gender balanced, with female alters slightly outnumbering male alters. However, the core discussion groups are racially homogenous, consisting of mostly white students (around or above 80 percent). Explanatory analyses reveal that gender and race of respondents significantly impact the size, gender composition, and racial composition of their core discussion networks. We discuss those major findings and implications of future studies in our conclusion section.

Keywords: core discussion groups, social issue generators, ego-centric network, Covid-19 pandemic

Procedia PDF Downloads 91
5162 A Multi Agent Based Protection Scheme for Smart Distribution Network in Presence of Distributed Energy Resources

Authors: M. R. Ebrahimi, B. Mahdaviani

Abstract:

Conventional electric distribution systems are radial in nature, supplied at one end through a main source. These networks generally have a simple protection system usually implemented using fuses, re-closers, and over-current relays. Recently, great attention has been paid to applying Distributed energy resources (DERs) throughout electric distribution systems. Presence of such generation in a network leads to losing coordination of protection devices. Therefore, it is desired to develop an algorithm which is capable of protecting distribution systems that include DER. On the other hand smart grid brings opportunities to the power system. Fast advancement in communication and measurement techniques accelerates the development of multi agent system (MAS). So in this paper, a new approach for the protection of distribution networks in the presence of DERs is presented base on MAS. The proposed scheme has been implemented on a sample 27-bus distribution network.

Keywords: distributed energy resource, distribution network, protection, smart grid, multi agent system

Procedia PDF Downloads 608
5161 Volatility Spillover and Hedging Effectiveness between Gold and Stock Markets: Evidence for BRICS Countries

Authors: Walid Chkili

Abstract:

This paper investigates the dynamic relationship between gold and stock markets using data for BRICS counties. For this purpose, we estimate three multivariate GARCH models (namely CCC, DCC and BEKK) for weekly stock and gold data. Our main objective is to examine time variations in conditional correlations between the two assets and to check the effectiveness use of gold as a hedge for equity markets. Empirical results reveal that dynamic conditional correlations switch between positive and negative values over the period under study. This correlation is negative during the major financial crises suggesting that gold can act as a safe haven during the major stress period of stock markets. We also evaluate the implications for portfolio diversification and hedging effectiveness for the pair gold/stock. Our findings suggest that adding gold in the stock portfolio enhance its risk-adjusted return.

Keywords: gold, financial markets, hedge, multivariate GARCH

Procedia PDF Downloads 472
5160 A Simple Fluid Dynamic Model for Slippery Pulse Pattern in Traditional Chinese Pulse Diagnosis

Authors: Yifang Gong

Abstract:

Pulse diagnosis is one of the most important diagnosis methods in traditional Chinese medicine. It is also the trickiest method to learn. It is known as that it can only to be sensed not explained. This becomes a serious threat to the survival of this diagnostic method. However, there are a large amount of experiences accumulated during the several thousand years of practice of Chinese doctors. A pulse pattern called 'Slippery pulse' is one of the indications of pregnancy. A simple fluid dynamic model is proposed to simulate the effects of the existence of a placenta. The placenta is modeled as an extra plenum in an extremely simplified fluid network model. It is found that because of the existence of the extra plenum, indeed the pulse pattern shows a secondary peak in one pulse period. As for the author’s knowledge, this work is the first time to show the link between Pulse diagnoses and basic physical principle. Key parameters which might affect the pattern are also investigated.

Keywords: Chinese medicine, flow network, pregnancy, pulse

Procedia PDF Downloads 384
5159 Knowledge Representation Based on Interval Type-2 CFCM Clustering

Authors: Lee Myung-Won, Kwak Keun-Chang

Abstract:

This paper is concerned with knowledge representation and extraction of fuzzy if-then rules using Interval Type-2 Context-based Fuzzy C-Means clustering (IT2-CFCM) with the aid of fuzzy granulation. This proposed clustering algorithm is based on information granulation in the form of IT2 based Fuzzy C-Means (IT2-FCM) clustering and estimates the cluster centers by preserving the homogeneity between the clustered patterns from the IT2 contexts produced in the output space. Furthermore, we can obtain the automatic knowledge representation in the design of Radial Basis Function Networks (RBFN), Linguistic Model (LM), and Adaptive Neuro-Fuzzy Networks (ANFN) from the numerical input-output data pairs. We shall focus on a design of ANFN in this paper. The experimental results on an estimation problem of energy performance reveal that the proposed method showed a good knowledge representation and performance in comparison with the previous works.

Keywords: IT2-FCM, IT2-CFCM, context-based fuzzy clustering, adaptive neuro-fuzzy network, knowledge representation

Procedia PDF Downloads 322
5158 Providing Additional Advantages for STATCOM in Power Systems by Integration of Energy Storage Device

Authors: Reza Sedaghati

Abstract:

The use of Flexible AC Transmission System (FACTS) devices in a power system can potentially overcome limitations of the present mechanically controlled transmission system. Also, the advance of technology makes possible to include new energy storage devices in the electrical power system. The integration of Superconducting Magnetic Energy Storage (SMES) into Static Synchronous Compensator (STATCOM) can lead to increase their flexibility in improvement of power system dynamic behaviour by exchanging both active and reactive powers with power grids. This paper describes structure and behaviour of SMES, specifications and performance principles of the STATCOM/SMES compensator. Moreover, the benefits and effectiveness of integrated SMES with STATCOM in power systems is presented. Also, the performance of the STATCOM/SMES compensator is evaluated using an IEEE 3-bus system through the dynamic simulation by PSCAD/EMTDC software.

Keywords: STATCOM/SMES compensator, chopper, converter, energy storage system, power systems

Procedia PDF Downloads 565
5157 Modeling and Stability Analysis of Viral Propagation in Wireless Mesh Networking

Authors: Haowei Chen, Kaiqi Xiong

Abstract:

This paper aims to answer how malware will propagate in Wireless Mesh Networks (WMNs) and how communication radius and distributed density of nodes affects the process of spreading. The above analysis is essential for devising network-wide strategies to counter malware. We answer these questions by developing an improved dynamical system that models malware propagation in the area where nodes were uniformly distributed. The proposed model captures both the spatial and temporal dynamics regarding the malware spreading process. Equilibrium and stability are also discussed based on the threshold of the system. If the threshold is less than one, the infected nodes disappear, and if the threshold is greater than one, the infected nodes asymptotically stabilize at the endemic equilibrium. Numerical simulations are investigated about communication radius and distributed density of nodes in WMNs, which allows us to draw various insights that can be used to guide security defense.

Keywords: Bluetooth security, malware propagation, wireless mesh networks, stability analysis

Procedia PDF Downloads 98
5156 Nonlinear Aerodynamic Parameter Estimation of a Supersonic Air to Air Missile by Using Artificial Neural Networks

Authors: Tugba Bayoglu

Abstract:

Aerodynamic parameter estimation is very crucial in missile design phase, since accurate high fidelity aerodynamic model is required for designing high performance and robust control system, developing high fidelity flight simulations and verification of computational and wind tunnel test results. However, in literature, there is not enough missile aerodynamic parameter identification study for three main reasons: (1) most air to air missiles cannot fly with constant speed, (2) missile flight test number and flight duration are much less than that of fixed wing aircraft, (3) variation of the missile aerodynamic parameters with respect to Mach number is higher than that of fixed wing aircraft. In addition to these challenges, identification of aerodynamic parameters for high wind angles by using classical estimation techniques brings another difficulty in the estimation process. The reason for this, most of the estimation techniques require employing polynomials or splines to model the behavior of the aerodynamics. However, for the missiles with a large variation of aerodynamic parameters with respect to flight variables, the order of the proposed model increases, which brings computational burden and complexity. Therefore, in this study, it is aimed to solve nonlinear aerodynamic parameter identification problem for a supersonic air to air missile by using Artificial Neural Networks. The method proposed will be tested by using simulated data which will be generated with a six degree of freedom missile model, involving a nonlinear aerodynamic database. The data will be corrupted by adding noise to the measurement model. Then, by using the flight variables and measurements, the parameters will be estimated. Finally, the prediction accuracy will be investigated.

Keywords: air to air missile, artificial neural networks, open loop simulation, parameter identification

Procedia PDF Downloads 279
5155 Geovisualization of Human Mobility Patterns in Los Angeles Using Twitter Data

Authors: Linna Li

Abstract:

The capability to move around places is doubtless very important for individuals to maintain good health and social functions. People’s activities in space and time have long been a research topic in behavioral and socio-economic studies, particularly focusing on the highly dynamic urban environment. By analyzing groups of people who share similar activity patterns, many socio-economic and socio-demographic problems and their relationships with individual behavior preferences can be revealed. Los Angeles, known for its large population, ethnic diversity, cultural mixing, and entertainment industry, faces great transportation challenges such as traffic congestion, parking difficulties, and long commuting. Understanding people’s travel behavior and movement patterns in this metropolis sheds light on potential solutions to complex problems regarding urban mobility. This project visualizes people’s trajectories in Greater Los Angeles (L.A.) Area over a period of two months using Twitter data. A Python script was used to collect georeferenced tweets within the Greater L.A. Area including Ventura, San Bernardino, Riverside, Los Angeles, and Orange counties. Information associated with tweets includes text, time, location, and user ID. Information associated with users includes name, the number of followers, etc. Both aggregated and individual activity patterns are demonstrated using various geovisualization techniques. Locations of individual Twitter users were aggregated to create a surface of activity hot spots at different time instants using kernel density estimation, which shows the dynamic flow of people’s movement throughout the metropolis in a twenty-four-hour cycle. In the 3D geovisualization interface, the z-axis indicates time that covers 24 hours, and the x-y plane shows the geographic space of the city. Any two points on the z axis can be selected for displaying activity density surface within a particular time period. In addition, daily trajectories of Twitter users were created using space-time paths that show the continuous movement of individuals throughout the day. When a personal trajectory is overlaid on top of ancillary layers including land use and road networks in 3D visualization, the vivid representation of a realistic view of the urban environment boosts situational awareness of the map reader. A comparison of the same individual’s paths on different days shows some regular patterns on weekdays for some Twitter users, but for some other users, their daily trajectories are more irregular and sporadic. This research makes contributions in two major areas: geovisualization of spatial footprints to understand travel behavior using the big data approach and dynamic representation of activity space in the Greater Los Angeles Area. Unlike traditional travel surveys, social media (e.g., Twitter) provides an inexpensive way of data collection on spatio-temporal footprints. The visualization techniques used in this project are also valuable for analyzing other spatio-temporal data in the exploratory stage, thus leading to informed decisions about generating and testing hypotheses for further investigation. The next step of this research is to separate users into different groups based on gender/ethnic origin and compare their daily trajectory patterns.

Keywords: geovisualization, human mobility pattern, Los Angeles, social media

Procedia PDF Downloads 119
5154 STATCOM’s Contribution to the Improvement of Voltage Plan and Power Flow in an Electrical Transmission Network

Authors: M. Adjabi, A. Amiar, P. O. Logerais

Abstract:

Flexible Alternative Current Systems Transmission (FACTS) are used since nearly four decades and present very good dynamic performances. The purpose of this work is to study the behavior of a system where Static Compensator (STATCOM) is located at the midpoint of a transmission line which is the idea of the project functioning in disturbed modes with various levels of load. The studied model and starting from the analysis of various alternatives will lead to the checking of the aptitude of the STATCOM to maintain the voltage plan and to improve the power flow in electro-energetic system which is the east region of Algerian 400 kV transmission network. The steady state performance of STATCOM’s controller is analyzed through computer simulations with Matlab/Simulink program. The simulation results have demonstrated that STATCOM can be effectively applied in power transmission systems to solve the problems of poor dynamic performance and voltage regulation.

Keywords: STATCOM, reactive power, power flow, voltage plan, Algerian network

Procedia PDF Downloads 569
5153 STATCOM's Contribution to the Improvement of Voltage Plan and Power Flow in an Electrical Transmission Network

Authors: M. Adjabi, A. Amiar, P. O. Logerais

Abstract:

Flexible Alternative Current Systems Transmission (FACTS) are used since nearly four decades and present very good dynamic performances. The purpose of this work is to study the behavior of a system where Static Compensator (STATCOM) is located at the midpoint of a transmission line which is the idea of the project functioning in disturbed modes with various levels of load. The studied model and starting from the analysis of various alternatives will lead to the checking of the aptitude of the STATCOM to maintain the voltage plan and to improve the power flow in electro-energetic system which is the east region of Algerian 400 kV transmission network. The steady state performance of STATCOM’s controller is analyzed through computer simulations with Matlab/Simulink program. The simulation results have demonstrated that STATCOM can be effectively applied in power transmission systems to solve the problems of poor dynamic performance and voltage regulation.

Keywords: STATCOM, reactive power, power flow, voltage plan, Algerian network

Procedia PDF Downloads 600
5152 Embedded Hw-Sw Reconfigurable Techniques For Wireless Sensor Network Applications

Authors: B. Kirubakaran, C. Rajasekaran

Abstract:

Reconfigurable techniques are used in many engineering and industrial applications for the efficient data transmissions through the wireless sensor networks. Nowadays most of the industrial applications are work for try to minimize the size and cost. During runtime the reconfigurable technique avoid the unwanted hang and delay in the system performance. In recent world Field Programmable Gate Array (FPGA) as one of the most efficient reconfigurable device and widely used for most of the hardware and software reconfiguration applications. In this paper, the work deals with whatever going to make changes in the hardware and software during runtime it’s should not affect the current running process that’s the main objective of the paper our changes be done in a parallel manner at the same time concentrating the cost and power transmission problems during data trans-receiving. Analog sensor (Temperature) as an input for the controller (PIC) through that control the FPGA digital sensors in generalized manner.

Keywords: field programmable gate array, peripheral interrupt controller, runtime reconfigurable techniques, wireless sensor networks

Procedia PDF Downloads 407