Search results for: Discrete Cuckoo Optimization Algorithm (DCOA)

Authors: Ferinar Moaidi, Mahdi Moaidi

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Environmental issues and the ever-increasing in demand of electrical energy make it necessary to have distributed generation (DG) resources in the power system. In this research, in order to realize the goals of reducing losses and improving the voltage profile in a microgrid, the allocation and sizing of DGs have been used. The proposed Genetic Algorithm (GA) is described from the array of artificial intelligence methods for solving the problem. The algorithm is implemented on the IEEE 33 buses network. This study is presented in two scenarios, primarily to illustrate the effect of location and determination of DGs has been done to reduce losses and improve the voltage profile. On the other hand, decisions made with the one-level assumptions of load are not universally accepted for all levels of load. Therefore, in this study, load modelling is performed and the results are presented for multi-levels load state.

Keywords: distributed generation, genetic algorithm, microgrid, load modelling, loss reduction, voltage improvement

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Authors: Miroslav Popelka, Jakub Nožička

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In this paper we deal with using Lego Mindstorms in simulation of robotic systems with respect to cost reduction. Lego Mindstorms kit contains broad variety of hardware components which are required to simulate, program and test the robotics systems in practice. Algorithm programming went in development environment supplied together with Lego kit as in programming language C# as well. Algorithm following the line, which we dealt with in this paper, uses theoretical findings from area of controlling circuits. PID controller has been chosen as controlling circuit whose individual components were experimentally adjusted for optimal motion of robot tracking the line. Data which are determined to process by algorithm are collected by sensors which scan the interface between black and white surfaces followed by robot. Based on discovered facts Lego Mindstorms can be considered for low-cost and capable kit to simulate real robotics systems.

Keywords: LEGO Mindstorms, PID controller, low-cost robotics systems, line follower, sensors, programming language C#, EV3 Home Edition Software

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Authors: Xun Li, Haojie Wang

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Federated learning is a kind of distributed training and centralized training mode, which is of great value in the protection of user privacy. In order to solve the problem that the model is vulnerable to backdoor attacks in federated learning, a backdoor attack detection method based on a weighted k-medoids algorithm is proposed. First of all, this paper collates the update parameters of the client to construct a vector group, then uses the principal components analysis (PCA) algorithm to extract the corresponding feature information from the vector group, and finally uses the improved k-medoids clustering algorithm to identify the normal and backdoor update parameters. In this paper, the backdoor is implanted in the federation learning model through the model replacement attack method in the simulation experiment, and the update parameters from the attacker are effectively detected and removed by the defense method proposed in this paper.

Keywords: federated learning, backdoor attack, PCA, k-medoids, backdoor defense

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Authors: Hosuk Shin, Young-Hyun Seo, Eunhak Lee, Seung-Young Kho

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Currently, in Seoul, users have the privilege to avoid riding crowded buses with the installation of Bus Information System (BIS). BIS has three levels of on-board bus ridership level information (spacious, normal, and crowded). However, there are flaws in the system due to it being real time which could provide incomplete information to the user. For example, a bus comes to the station, and on the BIS it shows that the bus is crowded, but on the stop that the user is waiting many people get off, which would mean that this station the information should show as normal or spacious. To fix this problem, this study predicts the bus ridership level using smart card data to provide more accurate information about the passenger ridership level on the bus. An Artificial Neural Network (ANN) is an interconnected group of nodes, that was created based on the human brain. Forecasting has been one of the major applications of ANN due to the data-driven self-adaptive methods of the algorithm itself. According to the results, the ANN algorithm was stable and robust with somewhat small error ratio, so the results were rational and reasonable.

Keywords: smartcard data, ANN, bus, ridership

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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: 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: Vaishali D. Khairnar

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The main aim is to provide lower-latency and highly reliable communication facilities for vehicles in the automobile industry; vehicle-to-everything (V2X) communication basically intends to increase expressway road security and its effectiveness. The Ultra-Reliable Low-Latency Communications (URLLC) algorithm and cellular networks are applied in combination with Mobile Broadband (MBB). This is particularly used in express way safety-based driving applications. Expressway vehicle drivers (humans) will communicate in V2X systems using the sixth-generation (6G) communication systems which have very high-speed mobility features. As a result, we need to determine how to ensure reliable and consistent wireless communication links and improve the quality to increase channel gain, which is becoming a challenge that needs to be addressed. To overcome this challenge, we proposed a unique multi-user scheduling algorithm for ultra-massive multiple-input multiple-output (MIMO) systems using 6G. In wideband wireless network access in case of high traffic and also in medium traffic conditions, moreover offering quality-of-service (QoS) to distinct service groups with synchronized contemporaneous traffic on the highway like the Mumbai-Pune expressway becomes a critical problem. Opportunist MAC (OMAC) is a way of proposing communication across a wireless communication link that can change in space and time and might overcome the above-mentioned challenge. Therefore, a multi-user scheduling algorithm is proposed for MIMO systems using a cross-layered MAC protocol to achieve URLLC and high reliability in V2X communication.

Keywords: ultra-reliable low latency communications, vehicle-to-everything communication, multiple-input multiple-output systems, multi-user scheduling algorithm

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Authors: Masoud Mohammadpour, Blair Carlson, Radovan Kovacevic

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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

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Authors: Deepak Kumar, Debasish Deb, Reena Mamgain

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Radar signal processing requires high number crunching capability. Most often this is achieved using multiprocessor platform. Though multiprocessor platform provides the capability of meeting the real time computational challenges, the architecture of the same along with mapping of the algorithm on the architecture plays a vital role in efficiently using the platform. Towards this, along with standard performance metrics, few additional metrics are defined which helps in evaluating the multiprocessor platform along with the algorithm mapping. A generic multiprocessor architecture can not suit all the processing requirements. Depending on the system requirement and type of algorithms used, the most suitable architecture for the given problem is decided. In the paper, we study different architectures and quantify the different performance metrics which enables comparison of different architectures for their merit. We also carried out case study of different architectures and their efficiency depending on parallelism exploited on algorithm or data or both.

Keywords: radar signal processing, multiprocessor architecture, efficiency, load imbalance, buffer requirement, pipeline, parallel, hybrid, cluster of processors (COPs)

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

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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

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Authors: Feng-Sheng Wang, Chao-Ting Cheng

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Developing a drug from conception to launch is costly and time-consuming. Computer-aided methods can reduce research costs and accelerate the development process during the early drug discovery and development stages. This study developed a fuzzy multi-objective hierarchical optimization framework for identifying potential anticancer targets in a metabolic model. First, RNA-seq expression data of colorectal cancer samples and their healthy counterparts were used to reconstruct tissue-specific genome-scale metabolic models. The aim of the optimization framework was to identify anticancer targets that lead to cancer cell death and evaluate metabolic flux perturbations in normal cells that have been caused by cancer treatment. Four objectives were established in the optimization framework to evaluate the mortality of cancer cells for treatment and to minimize side effects causing toxicity-induced tumorigenesis on normal cells and smaller metabolic perturbations. Through fuzzy set theory, a multiobjective optimization problem was converted into a trilevel maximizing decision-making (MDM) problem. The applied nested hybrid differential evolution was applied to solve the trilevel MDM problem using two nutrient media to identify anticancer targets in the genome-scale metabolic model of colorectal cancer, respectively. Using Dulbecco’s Modified Eagle Medium (DMEM), the computational results reveal that the identified anticancer targets were mostly involved in cholesterol biosynthesis, pyrimidine and purine metabolisms, glycerophospholipid biosynthetic pathway and sphingolipid pathway. However, using Ham’s medium, the genes involved in cholesterol biosynthesis were unidentifiable. A comparison of the uptake reactions for the DMEM and Ham’s medium revealed that no cholesterol uptake reaction was included in DMEM. Two additional media, i.e., a cholesterol uptake reaction was included in DMEM and excluded in HAM, were respectively used to investigate the relationship of tumor cell growth with nutrient components and anticancer target genes. The genes involved in the cholesterol biosynthesis were also revealed to be determinable if a cholesterol uptake reaction was not induced when the cells were in the culture medium. However, the genes involved in cholesterol biosynthesis became unidentifiable if such a reaction was induced.

Keywords: Cancer metabolism, genome-scale metabolic model, constraint-based model, multilevel optimization, fuzzy optimization, hybrid differential evolution

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Authors: Di Yao, Gunther Prokop, Kay Buttner

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Dynamic parameters, including the center of gravity, mass and inertia moments of vehicle, play an essential role in vehicle simulation, collision test and real-time control of vehicle active systems. To identify the important vehicle dynamic parameters, a systematic parameter identification procedure is studied in this work. In the first step of the procedure, a conceptual parallel manipulator (virtual test rig), which possesses three rotational degrees-of-freedom, is firstly proposed. To realize kinematic characteristics of the conceptual parallel manipulator, the kinematic analysis consists of inverse kinematic and singularity architecture is carried out. Based on the Euler's rotation equations for rigid body dynamics, the dynamic model of parallel manipulator and derivation of measurement matrix for parameter identification are presented subsequently. In order to reduce the sensitivity of parameter identification to measurement noise and other unexpected disturbances, a parameter optimization process of searching for optimal exciting trajectory of parallel manipulator is conducted in the following section. For this purpose, the 321-Euler-angles defined by parameterized finite-Fourier-series are primarily used to describe the general exciting trajectory of parallel manipulator. To minimize the condition number of measurement matrix for achieving better parameter identification accuracy, the unknown coefficients of parameterized finite-Fourier-series are estimated by employing an iterative algorithm based on MATLAB®. Meanwhile, the iterative algorithm will ensure the parallel manipulator still keeps in an achievable working status during the execution of optimal exciting trajectory. It is showed that the proposed procedure and methods in this work can effectively identify the vehicle dynamic parameters and could be an important application of parallel manipulator in the fields of parameter identification and test rig development.

Keywords: parameter identification, parallel manipulator, singularity architecture, dynamic modelling, exciting trajectory

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Authors: Tommy Krieger, Klaus Gruendler

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We present a novel approach for measuring democracy, which enables a very detailed and sensitive index. This method is based on Support Vector Machines, a mathematical algorithm for pattern recognition. Our implementation evaluates 188 countries in the period between 1981 and 2011. The Support Vector Machines Democracy Index (SVMDI) is continuously on the 0-1-Interval and robust to variations in the numerical process parameters. The algorithm introduced here can be used for every concept of democracy without additional adjustments, and due to its flexibility it is also a valuable tool for comparison studies.

Keywords: democracy, democracy index, machine learning, support vector machines

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Authors: Mourad Hrizi

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In this paper, we study the inverse problem of reconstructing an interior interface D appearing in the elliptic partial differential equation: Δu+χ(D)u=0 from the knowledge of the boundary measurements. This problem arises from a semiconductor transistor model. We propose a new shape reconstruction procedure that is based on the Kohn-Vogelius formulation and the topological sensitivity method. The inverse problem is formulated as a topology optimization one. A topological sensitivity analysis is derived from a function. The unknown subdomain D is reconstructed using a level-set curve of the topological gradient. Finally, we give several examples to show the viability of our proposed method.

Keywords: inverse problem, topological optimization, topological gradient, Kohn-Vogelius formulation

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Authors: Rahman Mofidi, Sina Rahimi, Farnoosh Darban

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Communication plays a key role in today’s world, and to support it, the quality of service has the highest priority. It is very important to differentiate between traffic based on priority level. Some traffic classes should be a higher priority than other classes. It is also necessary to give high priority to customers who have more payment for better service, however, without influence on other customers. So to realize that, we will require effective quality of service methods. To ensure the optimal performance of the network in accordance with the quality of service is an important goal for all operators in the mobile network. In this work, we propose an algorithm based on control parameters which it’s based on user feedback that aims at minimizing the access to system transmit power and thus improving the network key performance indicators and increasing the quality of service. This feedback that is known as channel quality indicator (CQI) indicates the received signal level of the user. We aim at proposing an algorithm in control parameter criterion to study improving the quality of service and throughput in a cellular network at the simulated environment. In this work we tried to parameter values have close to their actual level. Simulation results show that the proposed algorithm improves the system throughput and thus satisfies users' throughput and improves service to set up a successful call.

Keywords: quality of service, key performance indicators, control parameter, channel quality indicator

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Authors: Seyed Mahdi Jameii, Arash Nikdel, Seyed Mohsen Jameii

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Energy efficiency is an important issue in the field of Wireless Sensor Networks (WSNs). So, minimizing the energy consumption in this kind of networks should be an essential consideration. Sleep/wake scheduling mechanism is an efficient approach to handling this issue. In this paper, we propose a Genetic Algorithm-based Sleep-Wake up Area Coverage protocol called GA-SWAC. The proposed protocol puts the minimum of nodes in active mode and adjusts the sensing radius of each active node to decrease the energy consumption while maintaining the network’s coverage. The proposed protocol is simulated. The results demonstrate the efficiency of the proposed protocol in terms of coverage ratio, number of active nodes and energy consumption.

Keywords: wireless sensor networks, genetic algorithm, coverage, connectivity

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Authors: Leili Esmaeilani, Jafar Ghaisari, Mohsen Ahmadian

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Hammerstein–Wiener model is a block-oriented model where a linear dynamic system is surrounded by two static nonlinearities at its input and output and could be used to model various processes. This paper contains an optimization approach method for analysing the problem of Hammerstein–Wiener systems identification. The method relies on reformulate the identification problem; solve it as constraint quadratic problem and analysing its solutions. During the formulation of the problem, effects of adding noise to both input and output signals of nonlinear blocks and disturbance to linear block, in the emerged equations are discussed. Additionally, the possible parametric form of matrix operations to reduce the equation size is presented. To analyse the possible solutions to the mentioned system of equations, a method to reduce the difference between the number of equations and number of unknown variables by formulate and importing existing knowledge about nonlinear functions is presented. Obtained equations are applied to an instance H–W system to validate the results and illustrate the proposed method.

Keywords: identification, Hammerstein-Wiener, optimization, quantization

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Authors: Mohamed Ghorab

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Local generated and distributed system for thermal and electrical energy is sighted in the near future to reduce transmission losses instead of the centralized system. Distributed Energy Resources (DER) is designed at different sizes (small and medium) and it is incorporated in energy distribution between the hubs. The energy generated from each technology at each hub should meet the local energy demands. Economic and environmental enhancement can be achieved when there are interaction and energy exchange between the hubs. Network energy system and CO₂ optimization between different six hubs presented Canadian community level are investigated in this study. Three different scenarios of technology systems are studied to meet both thermal and electrical demand loads for the six hubs. The conventional system is used as the first technology system and a reference case study. The conventional system includes boiler to provide the thermal energy, but the electrical energy is imported from the utility grid. The second technology system includes combined heat and power (CHP) system to meet the thermal demand loads and part of the electrical demand load. The third scenario has integration systems of CHP and Organic Rankine Cycle (ORC) where the thermal waste energy from the CHP system is used by ORC to generate electricity. General Algebraic Modeling System (GAMS) is used to model DER system optimization based on energy economics and CO₂ emission analyses. The results are compared with the conventional energy system. The results show that scenarios 2 and 3 provide an annual total cost saving of 21.3% and 32.3 %, respectively compared to the conventional system (scenario 1). Additionally, Scenario 3 (CHP & ORC systems) provides 32.5% saving in CO₂ emission compared to conventional system subsequent case 2 (CHP system) with a value of 9.3%.  

Keywords: distributed energy resources, network energy system, optimization, microgeneration system

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Authors: Harshit Mittal, Neeraj Garg

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Hand symbol recognition is a pivotal component in the domain of computer vision, with far-reaching applications spanning sign language interpretation, human-computer interaction, and accessibility. This research paper discusses the approach with the integration of the Canny Edge algorithm and convolutional neural network. The significance of this study lies in its potential to enhance communication and accessibility for individuals with hearing impairments or those engaged in gesture-based interactions with technology. In the experiment mentioned, the data is manually collected by the authors from the webcam using Python codes, to increase the dataset augmentation, is applied to original images, which makes the model more compatible and advanced. Further, the dataset of about 6000 coloured images distributed equally in 5 classes (i.e., 1, 2, 3, 4, 5) are pre-processed first to gray images and then by the Canny Edge algorithm with threshold 1 and 2 as 150 each. After successful data building, this data is trained on the Convolutional Neural Network model, giving accuracy: 0.97834, precision: 0.97841, recall: 0.9783, and F1 score: 0.97832. For user purposes, a block of codes is built in Python to enable a window for hand symbol recognition. This research, at its core, seeks to advance the field of computer vision by providing an advanced perspective on hand sign recognition. By leveraging the capabilities of the Canny Edge algorithm and convolutional neural network, this study contributes to the ongoing efforts to create more accurate, efficient, and accessible solutions for individuals with diverse communication needs.

Keywords: hand symbol recognition, computer vision, Canny edge algorithm, convolutional neural network

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Authors: Belgherbi Aicha, Bessaid Abdelhafid

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In the recent years a great deal of research work has been devoted to the development of semi-automatic and automatic techniques for the analysis of abdominal CT images. The first and fundamental step in all these studies is the semi-automatic liver and spleen segmentation that is still an open problem. In this paper, a semi-automatic liver and spleen segmentation method by the mathematical morphology based on watershed algorithm has been proposed. Our algorithm is currency in two parts. In the first, we seek to determine the region of interest by applying the morphological to extract the liver and spleen. The second step consists to improve the quality of the image gradient. In this step, we propose a method for improving the image gradient to reduce the over-segmentation problem by applying the spatial filters followed by the morphological filters. Thereafter we proceed to the segmentation of the liver, spleen. The aim of this work is to develop a method for semi-automatic segmentation liver and spleen based on watershed algorithm, improve the accuracy and the robustness of the liver and spleen segmentation and evaluate a new semi-automatic approach with the manual for liver segmentation. To validate the segmentation technique proposed, we have tested it on several images. Our segmentation approach is evaluated by comparing our results with the manual segmentation performed by an expert. The experimental results are described in the last part of this work. The system has been evaluated by computing the sensitivity and specificity between the semi-automatically segmented (liver and spleen) contour and the manually contour traced by radiological experts. Liver segmentation has achieved the sensitivity and specificity; sens Liver=96% and specif Liver=99% respectively. Spleen segmentation achieves similar, promising results sens Spleen=95% and specif Spleen=99%.

Keywords: CT images, liver and spleen segmentation, anisotropic diffusion filter, morphological filters, watershed algorithm

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Authors: Jinghui Peng, Shanyu Tang, Jia Li

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Steganalysis seeks to detect the presence of secret data embedded in cover objects, and there is an imminent demand to detect hidden messages in streaming media. This paper shows how a steganalysis algorithm based on Fast Fourier Transform (FFT) can be used to detect the existence of secret data embedded in streaming media. The proposed algorithm uses machine parameter characteristics and a network sniffer to determine whether the Internet traffic contains streaming channels. The detected streaming data is then transferred from the time domain to the frequency domain through FFT. The distributions of power spectra in the frequency domain between original VoIP streams and stego VoIP streams are compared in turn using t-test, achieving the p-value of 7.5686E-176 which is below the threshold. The results indicate that the proposed FFT-based steganalysis algorithm is effective in detecting the secret data embedded in VoIP streaming media.

Keywords: steganalysis, security, Fast Fourier Transform, streaming media

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Authors: Ghita Benayad

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Asset allocation, which affects the long-term profitability of portfolios by distributing assets to fulfill a range of investment objectives, is the cornerstone of investment management in the dynamic and complicated world of financial markets. This paper offers a technique for optimizing strategic asset allocation with the goal of improving portfolio performance by addressing the inherent complexity and uncertainty of the market through the use of Principal Component Analysis (PCA) in a multi-objective modeling framework. The study's first section starts with a critical evaluation of conventional asset allocation techniques, highlighting how poorly they are able to capture the intricate relationships between assets and the volatile nature of the market. In order to overcome these challenges, the project suggests a PCA-driven methodology that isolates important characteristics influencing asset returns by decreasing the dimensionality of the investment universe. This decrease provides a stronger basis for asset allocation decisions by facilitating a clearer understanding of market structures and behaviors. Using a multi-objective optimization model, the project builds on this foundation by taking into account a number of performance metrics at once, including risk minimization, return maximization, and the accomplishment of predetermined investment goals like regulatory compliance or sustainability standards. This model provides a more comprehensive understanding of investor preferences and portfolio performance in comparison to conventional single-objective optimization techniques. While applying the PCA-driven multi-objective optimization model to historical market data, aiming to construct portfolios better under different market situations. As compared to portfolios produced from conventional asset allocation methodologies, the results show that portfolios optimized using the proposed method display improved risk-adjusted returns, more resilience to market downturns, and better alignment with specified investment objectives. The study also looks at the implications of this PCA technique for portfolio management, including the prospect that it might give investors a more advanced framework for navigating financial markets. The findings suggest that by combining PCA with multi-objective optimization, investors may obtain a more strategic and informed asset allocation that is responsive to both market conditions and individual investment preferences. In conclusion, this capstone project improves the field of financial engineering by creating a sophisticated asset allocation optimization model that integrates PCA with multi-objective optimization. In addition to raising concerns about the condition of asset allocation today, the proposed method of portfolio management opens up new avenues for research and application in the area of investment techniques.

Keywords: asset allocation, portfolio optimization, principle component analysis, multi-objective modelling, financial market

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Authors: Hamidoddin Yousife

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Drilling optimization requires a prediction of drilling rate of penetration (ROP) since it provides a significant reduction in drilling costs. There are several factors that can have an impact on the ROP, both controllable and uncontrollable. Numerous drilling penetration rate models have been considered based on drilling parameters. This papers considered the effect of proper drilling parameter selection such as bit, Mud Type, applied weight on bit (WOB), Revolution per minutes (RPM), and flow rate on drilling optimization and drilling cost reduction. A predicted analysis is used in real-time drilling performance to determine the optimal drilling operation. As a result of these modeling studies, the real data collected from three directional wells at Azadegan oil fields, Iran, was verified and adjusted to determine the drillability of a specific formation. Simulation results and actual drilling results show significant improvements in inaccuracy. Once simulations had been validated, optimum drilling parameters and equipment specifications were determined by varying weight on bit (WOB), rotary speed (RPM), hydraulics (hydraulic pressure), and bit specification for each well until the highest drilling rate was achieved. To evaluate the potential operational and economic benefits of optimizing results, a qualitative and quantitative analysis of the data was performed.

Keywords: drlling, cost, optimization, parameters

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Authors: Masood Ahmad, Ataul Aziz Ikram, Ishtiaq Wahid

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Wireless sensor network (WSN) is the interconnection of mobile wireless nodes with limited energy and memory. These networks can be deployed formany critical applications like military operations, rescue management, fire detection and so on. In flat routing structure, every node plays an equal role of sensor and router. The topology may change very frequently due to the mobile nature of nodes in WSNs. The topology maintenance may produce more overhead messages. To avoid topology maintenance overhead messages, an optimized cluster based mobile wireless sensor network using memetic algorithm is proposed in this paper. The nodes in this network are first divided into clusters. The cluster leaders then transmit data to that base station. The network is validated through extensive simulation study. The results show that the proposed technique has superior results compared to existing techniques.

Keywords: WSN, routing, cluster based, meme, memetic algorithm

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Authors: Mijoh A. Gbededo, Kapila Liyanage, Ilias Oraifige

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Decision making for sustainable manufacturing design and management requires critical considerations due to the complexity and partly conflicting issues of economic, social and environmental factors. Although there are tools capable of assessing the combination of one or two of the sustainability factors, the frameworks have not adequately integrated all the three factors. Case study and review of existing simulation applications also shows the approach lacks integration of the sustainability factors. In this paper we discussed the development of a simulation based framework for support of a holistic assessment of sustainable manufacturing design and management. To achieve this, a strategic approach is introduced to investigate the strengths and weaknesses of the existing decision supporting tools. Investigation reveals that Discrete Event Simulation (DES) can serve as a rock base for other Life Cycle Analysis frameworks. Simio-DES application optimizes systems for both economic and competitive advantage, Granta CES EduPack and SimaPro collate data for Material Flow Analysis and environmental Life Cycle Assessment, while social and stakeholders’ analysis is supported by Analytical Hierarchy Process, a Multi-Criteria Decision Analysis method. Such a common and integrated framework creates a platform for companies to build a computer simulation model of a real system and assess the impact of alternative solutions before implementing a chosen solution.

Keywords: discrete event simulation, life cycle sustainability analysis, manufacturing, sustainability

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Authors: Weiying Wang, Qi Li, Huiwen Deng, Weirong Chen

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The abrupt light change and uneven illumination will make the PV system get rid of constant output power, which will affect the efficiency of the grid connected inverter as well as the stability of the system. To solve this problem, this paper presents a strategy to control the stability of photovoltaic power system under the condition of partial shading of PV array, leading to constant power output, improving the capacity of resisting interferences. Firstly, a photovoltaic cell model considering the partial shading is established, and the backtracking search algorithm is used as the maximum power point to track algorithm under complex illumination. Then, the energy storage system based on the constant power control strategy is used to achieve constant power output. Finally, the effectiveness and correctness of the proposed control method are verified by the joint simulation of MATLAB/Simulink and RTLAB simulation platform.

Keywords: backtracking search algorithm, constant power control, hybrid system, partial shading, stability

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Authors: Julia Cristina Bonaldo, Christophe L. Martin, Severine Romero Baivier, Stephane Mazerat

Abstract:

Alumina refractories are commonly used in steel and foundry industries. These refractories are prepared through a powder metallurgy route. They are a mixture of hard alumina particles and graphite platelets embedded into a soft carbonic matrix (binder). The powder can be cold pressed isostatically or uniaxially, depending on the application. The compact is then fired to obtain the final product. The quality of the product is governed by the microstructure of the composite and by the process parameters. The compaction behavior and the mechanical properties of the fired product depend greatly on the amount of each phase, on their morphology and on the initial microstructure. In order to better understand the link between these parameters and the macroscopic behavior, we use the Discrete Element Method (DEM) to simulate the compaction process and the fracture behavior of the fired composite. These simulations are coupled with well-designed experiments. Four mixes with various amounts of Al₂O₃ and binder were tested both experimentally and numerically. In DEM, each particle is modelled and the interactions between particles are taken into account through appropriate contact or bonding laws. Here, we model a bimodal mixture of large Al₂O₃ and small Al₂O₃ covered with a soft binder. This composite is itself mixed with graphite platelets. X-ray tomography images are used to analyze the morphologies of the different components. Large Al₂O₃ particles and graphite platelets are modelled in DEM as sets of particles bonded together. The binder is modelled as a soft shell that covers both large and small Al₂O₃ particles. When two particles with binder indent each other, they first interact through this soft shell. Once a critical indentation is reached (towards the end of compaction), hard Al₂O₃ - Al₂O₃ contacts appear. In accordance with experimental data, DEM simulations show that the amount of Al₂O₃ and the amount of binder play a major role for the compaction behavior. The graphite platelets bend and break during the compaction, also contributing to the macroscopic stress. Firing step is modeled in DEM by ascribing bonds to particles which contact each other after compaction. The fracture behavior of the compacted mixture is also simulated and compared with experimental data. Both diametrical tests (Brazilian tests) and triaxial tests are carried out. Again, the link between the amount of Al₂O₃ particles and the fracture behavior is investigated. The methodology described here can be generalized to other particulate materials that are used in the ceramic industry.

Keywords: cold compaction, composites, discrete element method, refractory materials, x-ray tomography

Procedia PDF Downloads 129

Authors: Zongyan Li, Matt Best

Abstract:

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

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

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Authors: Andrey A. Chernousov, Ben Y. B. Chan

Abstract:

The use of the low-cost paraffinic phase change material can be rather effective in smart building envelopes in the South China region. Particular attention has to be paid to the PCM optimization as an exploitation conditions and the envelope insulation changes its thermal characteristics. The studied smart building envelope consists of a reinforced aluminum exterior, polymeric insulation foam, phase change material and reinforced interior gypsum board. A prototype sample was tested to validate the numerical scheme using EnergryPlus software. Three scenarios of insulation thermal resistance loss (ΔR/R = 0%, 25%, 50%) were compared with the different PCM thicknesses (tP=0, 1, 2.5, 5 mm). The comparisons were carried out for a west facing enveloped office building (50 storey). PCM optimization was applied to find the maximum efficiency for the different ΔR/R cases. It was found, during the optimization, that the PCM is an important smart component, lowering the peak energy demand up to 2.7 times. The results are not influenced by the insulation aging in terms of ΔR/R during long-term exploitation. In hot and humid climates like Hong Kong, the insulation core of the smart systems is recommended to be laminated completely. This can be very helpful in achieving an acceptable payback period.

Keywords: smart building envelope, thermal performance, phase change material, energy efficiency, large-scale sandwich panel

Procedia PDF Downloads 710