Search results for: robust optimization

Authors: Willian C. De Brito, Hernan D. C. Munoz, Erlan V. C. Carvalho, Helder L. C. De Oliveira

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In order to improve commute time for small distance trips and relieve large cities traffic, a new transport category has been the subject of research and new designs worldwide. The air taxi travel market promises to change the way people live and commute by using the concept of vehicles with the ability to take-off and land vertically and to provide passenger’s transport equivalent to a car, with mobility within large cities and between cities. Today’s civil air transport remains costly and accounts for 2% of the man-made CO₂ emissions. Taking advantage of this scenario, many companies have developed their own Vertical Take Off and Landing (VTOL) design, seeking to meet comfort, safety, low cost and flight time requirements in a sustainable way. Thus, the use of green power supplies, especially batteries, and fully electric power plants is the most common choice for these arising aircrafts. However, it is still a challenge finding a feasible way to handle with the use of batteries rather than conventional petroleum-based fuels. The batteries are heavy and have an energy density still below from those of gasoline, diesel or kerosene. Therefore, despite all the clear advantages, all electric aircrafts (AEA) still have low flight autonomy and high operational cost, since the batteries must be recharged or replaced. In this sense, this paper addresses a way to optimize the energy consumption in a typical mission of an aerial taxi aircraft. The approach and landing procedure was chosen to be the subject of an optimization genetic algorithm, while final programming can be adapted for take-off and flight level changes as well. A real tilt rotor aircraft with fully electric power plant data was used to fit the derived dynamic equations of motion. Although a tilt rotor design is used as a proof of concept, it is possible to change the optimization to be applied for other design concepts, even those with independent motors for hover and cruise flight phases. For a given trajectory, the best set of control variables are calculated to provide the time history response for aircraft´s attitude, rotors RPM and thrust direction (or vertical and horizontal thrust, for independent motors designs) that, if followed, results in the minimum electric power consumption through that landing path. Safety, comfort and design constraints are assumed to give representativeness to the solution. Results are highly dependent on these constraints. For the tested cases, performance improvement ranged from 5 to 10% changing initial airspeed, altitude, flight path angle, and attitude.

Keywords: air taxi travel, all electric aircraft, batteries, energy consumption, genetic algorithm, landing performance, optimization, performance improvement, tilt rotor, VTOL design

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Authors: Changho Han, Jaemin Lee, Li Hua, Seokkwon Jeong

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Design of membership function ranges in fuzzy logic control (FLC) is presented for robust control of a variable speed refrigeration system (VSRS). The criterion values of the membership function ranges can be carried out from the static experimental data, and two different values are offered to compare control performance. Some simulations and real experiments for the VSRS were conducted to verify the validity of the designed membership functions. The experimental results showed good agreement with the simulation results, and the error change rate and its sampling time strongly affected the control performance at transient state of the VSRS.

Keywords: variable speed refrigeration system, fuzzy logic control, membership function range, control performance

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Authors: Sello Mokwena, Monyepao Thabang

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In this study, we propose a comprehensive approach to address the challenges in person re-identification models. By combining a centroid tracking algorithm with a Siamese convolutional neural network model, our method excels in detecting, tracking, and capturing robust person features across non-overlapping camera views. The algorithm efficiently identifies individuals in the camera network, while the neural network extracts fine-grained global features for precise cross-image comparisons. The approach's effectiveness is further accentuated by leveraging the camera network topology for guidance. Our empirical analysis on benchmark datasets highlights its competitive performance, particularly evident when background subtraction techniques are selectively applied, underscoring its potential in advancing person re-identification techniques.

Keywords: camera network, convolutional neural network topology, person tracking, person re-identification, siamese

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Authors: Gianna Zou

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Propensity score matching (PSM), introduced by Paul R. Rosenbaum and Donald Rubin in 1983, is a popular statistical matching technique which tries to estimate the treatment effects by taking into account covariates that could impact the efficacy of study medication in clinical trials. PSM can be used to reduce the bias due to confounding variables. However, PSM assumes that the response values are normally distributed. In some cases, this assumption may not be held. In this paper, a machine learning method - Bayesian Additive Regression Tree (BART), is used as a more robust method of matching. BART can work well when models are misspecified since it can be used to model heterogeneous treatment effects. Moreover, it has the capability to handle non-linear main effects and multiway interactions. In this research, a BART Matching Method (BMM) is proposed to provide a more reliable matching method over PSM. By comparing the analysis results from PSM and BMM, BMM can perform well and has better prediction capability when the response values are not normally distributed.

Keywords: BART, Bayesian, matching, regression

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Authors: S. A. Al-Qallaf, S. A. Al-Mawsawi, A. Haider

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In order to evaluate the performance of a unified power flow controller (UPFC), mathematical models for steady state and dynamic analysis are to be developed. The steady state model is mainly concerned with the incorporation of the UPFC in load flow studies. Several load flow models for UPFC have been introduced in literature, and one of the most reliable models is the decoupled UPFC model. In spite of UPFC decoupled load flow model simplicity, it is more robust compared to other UPFC load flow models and it contains unique capabilities. Some shortcoming such as additional set of nonlinear equations are to be solved separately after the load flow solution is obtained. The aim of this study is to investigate the different control strategies that can be realized in the decoupled load flow model (individual control and combined control), and the impact of the location of the UPFC in the network on its control parameters.

Keywords: UPFC, decoupled model, load flow, control parameters

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Authors: Sendi Zohra, Belhadjsalah Hedi, Labergere Carl, Saanouni Khemais

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The modeling of mechanical problems including both material and geometric nonlinearities with Finite Element Method (FEM) remains challenging. Meshless methods offer special properties to get rid of well-known drawbacks of the FEM. The main objective of Meshless Methods is to eliminate the difficulty of meshing and remeshing the entire structure by simply insertion or deletion of nodes, and alleviate other problems associated with the FEM, such as element distortion, locking and others. In this study, a robust numerical implementation of an Element Free Galerkin Method for an elastoplastic coupled to damage problem is presented. Several results issued from the numerical simulations by a DynamicExplicit resolution scheme are analyzed and critically compared with Element Finite Method results. Finally, different numerical examples are carried out to demonstrate the efficiency of this method.

Keywords: damage, dynamic explicit, elastoplasticity, isotropic hardening, meshless

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Authors: Saurabh Ahluwalia, Sul Kassicieh

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The conventional wisdom has maintained that being in proximity to entrepreneurial ecosystems helps startups to raise financing, develop and grow. In this paper, we examine the effect of a major component of an entrepreneurial ecosystem- financial or venture capital clusters on the exit of a startup through mergers and acquisitions (M&A). We find that the presence of a venture capitalist in a venture capital (VC) cluster is a major success factor for M&A exits. The location of startups in the top VC clusters did not turn out to be significant for success. Our results are robust to different specifications of the model that use different time periods, types of success, the reputation of VC, industry and the quality of the startup company. Our results provide evidence for VCs, startups and policymakers who want to better understand the components of entrepreneurial ecosystems and their relation to the M&A exits of startups.

Keywords: financial institution, mergers and acquisitions, startup financing, venture capital

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Authors: Mamiza Haq

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This paper examines the relevance of bank capital and charter value on bank insolvency and liquidity risks. Using an unbalanced panel of 2,111 unique local banks across 22 countries over 1998-2012, we find that both bank capital and charter value lower insolvency and liquidity risks, but this effect varies among conventional, Islamic, and Islamic-window banks. The risk constraining effect of bank capital becomes more prominent in the post 2007-2008 global financial crisis. Moreover, the relationships vary when conditioned upon other key bank-specific characteristics. For instance, the effect of capital on risk-reduction diminishes in the presence of high charter value for conventional-G7 and Islamic-window banks, during-GFC and pre-GFC period; respectively. Our findings have important policy implications related to bank safety. The results are robust to a range of robustness tests.

Keywords: bank capital, charter value, risk, financial crisis

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Authors: Ayman Hijazi, Witold Kwapinski, J. J. Leahy

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Finding a sustainable alternative energy to fossil fuel is an urgent need as various environmental challenges in the world arise. Therefore, formic acid (FA) decomposition has been an attractive field that lies at the center of the biomass platform, comprising a potential pool of hydrogen energy that stands as a distinct energy vector. Liquid FA features considerable volumetric energy density of 6.4 MJ/L and a specific energy density of 5.3 MJ/Kg that qualifies it in the prime seat as an energy source for transportation infrastructure. Additionally, the increasing research interest in FA decomposition is driven by the need for in-situ H₂ production, which plays a key role in the hydrogenation reactions of biomass into higher-value components. It is reported elsewhere in the literature that catalytic decomposition of FA is usually performed in poorly designed setups using simple glassware under magnetic stirring, thus demanding further energy investment to retain the used catalyst. Our work suggests an approach that integrates designing a distinct catalyst featuring magnetic properties with a robust setup that minimizes experimental & measurement discrepancies. One of the most prominent active species for the dehydrogenation/hydrogenation of biomass compounds is palladium. Accordingly, we investigate the potential of engrafting palladium metal onto functionalized magnetic nanoparticles as a heterogeneous catalyst to favor the production of CO-free H₂ gas from FA. Using an ordinary magnet to collect the spent catalyst renders core-shell magnetic nanoparticles as the backbone of the process. Catalytic experiments were performed in a jacketed batch reactor equipped with an overhead stirrer under an inert medium. Through a distinct approach, FA is charged into the reactor via a high-pressure positive displacement pump at steady-state conditions. The produced gas (H₂+CO₂) was measured by connecting the gas outlet to a measuring system based on the amount of the displaced water. The uniqueness of this work lies in designing a very responsive catalyst, pumping a consistent amount of FA into a sealed reactor running at steady-state mild temperatures, and continuous gas measurement, along with collecting the used catalyst without the need for centrifugation. Catalyst characterization using TEM, XRD, SEM, and CHN elemental analyzer provided us with details of catalyst preparation and facilitated new venues to alter the nanostructure of the catalyst framework. Consequently, the introduction of amine groups has led to appreciable improvements in terms of dispersion of the doped metals and eventually attaining nearly complete conversion (100%) of FA after 7 hours. The relative importance of the process parameters such as temperature (35-85°C), stirring speed (150-450rpm), catalyst loading (50-200mgr.), and Pd doping ratio (0.75-1.80wt.%) on gas yield was assessed by a Taguchi design-of-experiment based model. Experimental results showed that operating at a lower temperature range (35-50°C) yielded more gas, while the catalyst loading and Pd doping wt.% were found to be the most significant factors with P-values 0.026 & 0.031, respectively.

Keywords: formic acid decomposition, green catalysis, hydrogen, mesoporous silica, process optimization, nanoparticles

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Authors: Manaranjan Pradhan, Shailaja Grover, U. Dinesh Kumar

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Farming community in India, as well as other parts of the world, is one of the highly stressed communities due to reasons such as increasing input costs (cost of seeds, fertilizers, pesticide), droughts, reduced revenue leading to farmer suicides. Lack of integrated farm advisory system in India adds to the farmers problems. Farmers need right information during the early stages of crop’s lifecycle to prevent damage and loss in revenue. In this paper, we use deep learning techniques to develop an early warning system for detection of crop diseases using images taken by farmers using their smart phone. The research work leads to building a smart assistant using analytics and big data which could help the farmers with early diagnosis of the crop diseases and corrective actions. The classical approach for crop disease management has been to identify diseases at crop level. Recently, ImageNet Classification using the convolutional neural network (CNN) has been successfully used to identify diseases at individual plant level. Our model uses convolution filters, max pooling, dense layers and dropouts (to avoid overfitting). The models are built for binary classification (healthy or not healthy) and multi class classification (identifying which disease). Transfer learning is used to modify the weights of parameters learnt through ImageNet dataset and apply them on crop diseases, which reduces number of epochs to learn. One shot learning is used to learn from very few images, while data augmentation techniques are used to improve accuracy with images taken from farms by using techniques such as rotation, zoom, shift and blurred images. Models built using combination of these techniques are more robust for deploying in the real world. Our model is validated using tomato crop. In India, tomato is affected by 10 different diseases. Our model achieves an accuracy of more than 95% in correctly classifying the diseases. The main contribution of our research is to create a personal assistant for farmers for managing plant disease, although the model was validated using tomato crop, it can be easily extended to other crops. The advancement of technology in computing and availability of large data has made possible the success of deep learning applications in computer vision, natural language processing, image recognition, etc. With these robust models and huge smartphone penetration, feasibility of implementation of these models is high resulting in timely advise to the farmers and thus increasing the farmers' income and reducing the input costs.

Keywords: analytics in agriculture, CNN, crop disease detection, data augmentation, image recognition, one shot learning, transfer learning

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Authors: Gonzalez Carlos, Martinez Fransisco

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The creation of a seismic prediction model that considers all the regional variations and perfectly adjusts its results to the response spectra is very complicated. To achieve statistically acceptable results, it is necessary to process a sufficiently robust data set, and even if high efficiencies are achieved, this model will only work properly in this region. However, when using it in other regions, differences are found due to different parameters that have not been calibrated to other regions, such as the site effect. The fact that impedance contrasts, as well as other factors belonging to the site, have a great influence on the local response is well known, which is why this work, using the residual method, is intended to establish a regional calibration of the corresponding parameters site effect for the Spain region in the global GMPM BSSA 14.

Keywords: GMPM, seismic prediction equations, residual method, response spectra, impedance contrast

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Authors: Astrid de Leeuw, Pierre Valois

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Environmental education is the key to enhancing or changing students’ ways of thinking and acting in order to create an environmentally robust future for all. The present study investigates the beliefs of 812 primary school students, which merit consideration when developing educational interventions. Results of multiple regression analyses reveal that educational interventions should focus on promoting students’ feelings of control over pro-environmental behaviors (PEB). For example, schools could provide recycling bins on the premises. Furthermore, it is critical to develop positive attitudes in students by stressing the various benefits of PEB for keeping our planet clean and protecting wildlife. Unfortunately, our results indicate that students believe that PEB is boring and annoying. Suggestions are offered for making PEB more interesting and relevant. Further research is needed to test the effectiveness of interventions based on the present results.

Keywords: pro-environmental behavior, primary school students, theory of planned behavior, beliefs, educational interventions

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Authors: Mohammad Abdullah-Al-Wadud

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In the current era of automation and artificial intelligence, different systems have been increasingly keeping on depending on decision-making capabilities of machines. Such systems/applications may range from simple classifiers to sophisticated surveillance systems based on traditional sensors and related equipment which are becoming more common in the internet of things (IoT) paradigm. However, the available data for such problems are usually imprecise and incomplete, which leads to uncertainty in decisions made based on traditional probability-based classifiers. This requires a robust fusion framework to combine the available information sources with some degree of certainty. The theory of evidence can provide with such a method for combining evidence from different (may be unreliable) sources/observers. This talk will address the employment of the Dempster-Shafer Theory of evidence in some practical applications.

Keywords: decision making, dempster-shafer theory, evidence fusion, incomplete data, uncertainty

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Authors: Anton Stadler, Thorsten Ike

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In this paper, we present a video based smoke detection algorithm based on TVL1 optical flow estimation. The main part of the algorithm is an accumulating system for motion angles and upward motion speed of the flow field. We optimized the usage of TVL1 flow estimation for the detection of smoke with very low smoke density. Therefore, we use adapted flow parameters and estimate the flow field on difference images. We show in theory and in evaluation that this improves the performance of smoke detection significantly. We evaluate the smoke algorithm using videos with different smoke densities and different backgrounds. We show that smoke detection is very reliable in varying scenarios. Further we verify that our algorithm is very robust towards crowded scenes disturbance videos.

Keywords: low density, optical flow, upward smoke motion, video based smoke detection

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Authors: Chao-Ton Su, Li-Fei Chen

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The parameter design is crucial to improving the uniformity of a product or process. In the product design stage, parameter design aims to determine the optimal settings for the parameters of each element in the system, thereby minimizing the functional deviations of the product. In the process design stage, parameter design aims to determine the operating settings of the manufacturing processes so that non-uniformity in manufacturing processes can be minimized. The parameter design, trying to minimize the influence of noise on the manufacturing system, plays an important role in the high-tech companies. Taiwan has many well-known high-tech companies, which show key roles in the global economy. Quality remains the most important factor that enables these companies to sustain their competitive advantage. In Taiwan however, many high-tech companies face various quality problems. A common challenge is related to root causes and defect patterns. In the R&D stage, root causes are often unknown, and defect patterns are difficult to classify. Additionally, data collection is not easy. Even when high-volume data can be collected, data interpretation is difficult. To overcome these challenges, high-tech companies in Taiwan use more advanced quality improvement tools. In addition to traditional statistical methods and quality tools, the new trend is the application of powerful tools, such as neural network, fuzzy theory, data mining, industrial engineering, operations research, and innovation skills. In this study, several examples of optimizing the parameter settings for the manufacturing process in Taiwan’s tech companies will be presented to illustrate proposed approach’s effectiveness. Finally, a discussion of using traditional experimental design versus the proposed approach for process optimization will be made.

Keywords: quality engineering, parameter design, neural network, genetic algorithm, experimental design

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Authors: Jamison Duckworth, Shankarachary Ragi

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Detection and segmentation of wildfire smoke plumes from remote sensing imagery are being pursued as a solution for early fire detection and response. Smoke plume detection can be automated and made robust by the application of artificial intelligence methods. Specifically, in this study, the deep learning approach Mask Region-based Convolutional Neural Network (RCNN) is being proposed to learn smoke patterns across different spectral bands. This method is proposed to separate the smoke regions from the background and return masks placed over the smoke plumes. Multispectral data was acquired using NASA’s Earthdata and WorldView and services and satellite imagery. Due to the use of multispectral bands along with the three visual bands, we show that Mask R-CNN can be applied to distinguish smoke plumes from clouds and other landscape features that resemble smoke.

Keywords: deep learning, mask-RCNN, smoke plumes, spectral bands

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Authors: Dao Phuong Nam, Do Trong Tan, Pham Tam Thanh, Le Duy Tung, Tran Hoang Anh

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This paper considers the problem of cascade control system for unmanned aerial vehicles (UAVs). Due to the complicated modelling technique of UAV, it is necessary to separate them into two subsystems. The proposed cascade control structure is a hierarchical scheme including a robust control for inner subsystem based on H infinity theory and trajectory generator using genetic algorithm (GA), outer loop control law based on multi-parametric programming (MPP) technique to overcome the disadvantage of a big amount of calculations. Simulation results are presented to show that the equivalent path has been found and obtained by proposed cascade control scheme.

Keywords: genetic algorithm, GA, H infinity, multi-parametric programming, MPP, unmanned aerial vehicles, UAVs

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Authors: Gianvito Colucci, Valeria Di Cosmo, Matteo Nicoli, Orsola Maria Robasto, Laura Savoldi

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The hydrogen value chain deployment is likely to be boosted in the near term by the energy security measures planned by European countries to face the recent energy crisis. In this context, some countries are recognized to have a crucial role in the geopolitics of hydrogen as importers, consumers and exporters. According to the European Hydrogen Backbone Initiative, Italy would be part of one of the 5 corridors that will shape the European hydrogen market. However, the set targets are very ambitious and require large investments to rapidly develop effective hydrogen policies: in this regard, scenario analysis is becoming increasingly important to support energy planning, and energy system optimization models appear to be suitable tools to quantitively carry on that kind of analysis. The work aims to assess the competitiveness of hydrogen in contributing to the Italian energy security in the coming years, under different price and import conditions, using the energy system model TEMOA-Italy. A wide spectrum of hydrogen technologies is included in the analysis, covering the production, storage, delivery, and end-uses stages. National production from fossil fuels with and without CCS, as well as electrolysis and import of low-carbon hydrogen from North Africa, are the supply solutions that would compete with other ones, such as natural gas, biomethane and electricity value chains, to satisfy sectoral energy needs (transport, industry, buildings, agriculture). Scenario analysis is then used to study the competition under different price and import conditions. The use of TEMOA-Italy allows the work to catch the interaction between the economy and technological detail, which is much needed in the energy policies assessment, while the transparency of the analysis and of the results is ensured by the full accessibility of the TEMOA open-source modeling framework.

Keywords: energy security, energy system optimization models, hydrogen, natural gas, open-source modeling, scenario analysis, TEMOA

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Authors: Abdulaziz Alsadhan, Naveed Khan

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In recent years intrusions on computer network are the major security threat. Hence, it is important to impede such intrusions. The hindrance of such intrusions entirely relies on its detection, which is primary concern of any security tool like Intrusion Detection System (IDS). Therefore, it is imperative to accurately detect network attack. Numerous intrusion detection techniques are available but the main issue is their performance. The performance of IDS can be improved by increasing the accurate detection rate and reducing false positive. The existing intrusion detection techniques have the limitation of usage of raw data set for classification. The classifier may get jumble due to redundancy, which results incorrect classification. To minimize this problem, Principle Component Analysis (PCA), Linear Discriminant Analysis (LDA), and Local Binary Pattern (LBP) can be applied to transform raw features into principle features space and select the features based on their sensitivity. Eigen values can be used to determine the sensitivity. To further classify, the selected features greedy search, back elimination, and Particle Swarm Optimization (PSO) can be used to obtain a subset of features with optimal sensitivity and highest discriminatory power. These optimal feature subset used to perform classification. For classification purpose, Support Vector Machine (SVM) and Multilayer Perceptron (MLP) used due to its proven ability in classification. The Knowledge Discovery and Data mining (KDD’99) cup dataset was considered as a benchmark for evaluating security detection mechanisms. The proposed approach can provide an optimal intrusion detection mechanism that outperforms the existing approaches and has the capability to minimize the number of features and maximize the detection rates.

Keywords: Particle Swarm Optimization (PSO), Principle Component Analysis (PCA), Linear Discriminant Analysis (LDA), Local Binary Pattern (LBP), Support Vector Machine (SVM), Multilayer Perceptron (MLP)

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Authors: Yogesh D. Bansod, Jiri Bursa

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The quantitative study of cell mechanics is of paramount interest since it regulates the behavior of the living cells in response to the myriad of extracellular and intracellular mechanical stimuli. The novel experimental techniques together with robust computational approaches have given rise to new theories and models, which describe cell mechanics as a combination of biomechanical and biochemical processes. This review paper encapsulates the existing continuum-based computational approaches that have been developed for interpreting the mechanical responses of living cells under different loading and boundary conditions. The salient features and drawbacks of each model are discussed from both structural and biological points of view. This discussion can contribute to the development of even more precise and realistic computational models of cell mechanics based on continuum approaches or on their combination with microstructural approaches, which in turn may provide a better understanding of mechanotransduction in living cells.

Keywords: cell mechanics, computational models, continuum approach, mechanical models

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Authors: Ruhollah Basatnia, Ali Reza Aghababa, Mehrdad Anbarian, Sara Akbari, Mohammad Khazaee

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Introduction: The investigation of brain activity in sports has become a subject of interest for researchers. Several studies have examined the patterns or differences in brain activity during different sports situations. Previous studies have suggested that the pattern of cortical activity may differ between different football positions, such as goalkeepers and other players. This study aims to investigate the differences in electroencephalographic (EEG) activity between the positions of goalkeeper and forward in professional football players. Methods: Fourteen goalkeepers and twelve forwards, all males between 19-28 years old, participated in the study. EEG activity was recorded while participants were sitting with their eyes closed for 5 minutes. The mean relative power of EEG activity for each frequency band was compared between the two groups using independent samples t-test. Findings: The study found significant differences in the relative power of EEG activity between different frequency bands and electrodes. Notably, significant differences were observed in the mean relative power of EEG activity between the two groups for certain frequency bands and electrodes. These findings suggest that EEG activity can serve as a sensory indicator for cognitive and performance differences between goalkeepers and forwards in football players. Discussion: The results of this study suggest that EEG activity can be used to identify cognitive and performance differences between goalkeepers and forwards in football players. However, further research is needed to establish the relationship between EEG activity and actual performance in the field. Future studies should investigate the potential influence of other factors, such as fatigue and stress, on the EEG activity of football players. Additionally, the use of real-time EEG feedback could be explored as a tool for training and performance optimization in football players. Further research is required to fully understand the potential of EEG activity as a sensory indicator for cognitive and performance differences between football player positions and to explore its potential applications for training and performance optimization in football and other sports.

Keywords: football, brain activity, EEG, goalkeepers, forwards

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Authors: Alina Fedossova, Jose Jorge Sierra Molina

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SIP problems are part of non-classical optimization. There are problems in which the number of variables is finite, and the number of constraints is infinite. These are semi-infinite programming problems. Most algorithms for semi-infinite programming problems reduce the semi-infinite problem to a finite one and solve it by classical methods of linear or nonlinear programming. Typically, any of the constraints or the objective function is nonlinear, so the problem often involves nonlinear programming. An investment portfolio is a set of instruments used to reach the specific purposes of investors. The risk of the entire portfolio may be less than the risks of individual investment of portfolio. For example, we could make an investment of M euros in N shares for a specified period. Let yi> 0, the return on money invested in stock i for each dollar since the end of the period (i = 1, ..., N). The logical goal here is to determine the amount xi to be invested in stock i, i = 1, ..., N, such that we maximize the period at the end of ytx value, where x = (x1, ..., xn) and y = (y1, ..., yn). For us the optimal portfolio means the best portfolio in the ratio "risk-return" to the investor portfolio that meets your goals and risk ways. Therefore, investment goals and risk appetite are the factors that influence the choice of appropriate portfolio of assets. The investment returns are uncertain. Thus we have a semi-infinite programming problem. We solve a semi-infinite optimization problem of portfolio selection using the outer approximations methods. This approach can be considered as a developed Eaves-Zangwill method applying the multi-start technique in all of the iterations for the search of relevant constraints' parameters. The stochastic outer approximations method, successfully applied previously for robotics problems, Chebyshev approximation problems, air pollution and others, is based on the optimal criteria of quasi-optimal functions. As a result we obtain mathematical model and the optimal investment portfolio when yields are not clear from the beginning. Finally, we apply this algorithm to a specific case of a Colombian bank.

Keywords: outer approximation methods, portfolio problem, semi-infinite programming, numerial solution

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Authors: Mohamed Barbary, Mohamed H. Abd El-azeem

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Maneuvering non-ellipsoidal extended object tracking (M-NEOT) using high-resolution inverse synthetic aperture radar (ISAR) observations is gaining momentum recently. This work presents a new robust implementation of the Jump Markov (JM) multi-Bernoulli (MB) filter for M-NEOT, where the M-NEOT’s ISAR observations are characterized using a skewed (SK) non-symmetrically normal distribution. To cope with the possible abrupt change of kinematic state, extension, and observation distribution over an extended object when a target maneuvers, a multiple model technique is represented based on an MB-track-before-detect (TBD) filter supported by SK-sub-random matrix model (RMM) or sub-ellipses framework. Simulation results demonstrate this remarkable impact.

Keywords: maneuvering extended objects, ISAR, skewed normal distribution, sub-RMM, JM-MB-TBD filter

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Authors: Lucia Billeci, Gennaro Tartarisco, Maurizio Varanini

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Fetal cardiac monitoring by fetal electrocardiogram (fECG) can provide significant clinical information about the healthy condition of the fetus. Despite this potentiality till now the use of fECG in clinical practice has been quite limited due to the difficulties in its measuring. The recovery of fECG from the signals acquired non-invasively by using electrodes placed on the maternal abdomen is a challenging task because abdominal signals are a mixture of several components and the fetal one is very weak. This paper presents an approach for fECG extraction from abdominal maternal recordings, which exploits the characteristics of pseudo-periodicity of fetal ECG. It consists of devising a quality index (fQI) for fECG and of finding the linear combinations of preprocessed abdominal signals, which maximize these fQI (quality index optimization - QIO). It aims at improving the performances of the most commonly adopted methods for fECG extraction, usually based on maternal ECG (mECG) estimating and canceling. The procedure for the fECG extraction and fetal QRS (fQRS) detection is completely unsupervised and based on the following steps: signal pre-processing; maternal ECG (mECG) extraction and maternal QRS detection; mECG component approximation and canceling by weighted principal component analysis; fECG extraction by fQI maximization and fetal QRS detection. The proposed method was compared with our previously developed procedure, which obtained the highest at the Physionet/Computing in Cardiology Challenge 2013. That procedure was based on removing the mECG from abdominal signals estimated by a principal component analysis (PCA) and applying the Independent component Analysis (ICA) on the residual signals. Both methods were developed and tuned using 69, 1 min long, abdominal measurements with fetal QRS annotation of the dataset A provided by PhysioNet/Computing in Cardiology Challenge 2013. The QIO-based and the ICA-based methods were compared in analyzing two databases of abdominal maternal ECG available on the Physionet site. The first is the Abdominal and Direct Fetal Electrocardiogram Database (ADdb) which contains the fetal QRS annotations thus allowing a quantitative performance comparison, the second is the Non-Invasive Fetal Electrocardiogram Database (NIdb), which does not contain the fetal QRS annotations so that the comparison between the two methods can be only qualitative. In particular, the comparison on NIdb was performed defining an index of quality for the fetal RR series. On the annotated database ADdb the QIO method, provided the performance indexes Sens=0.9988, PPA=0.9991, F1=0.9989 overcoming the ICA-based one, which provided Sens=0.9966, PPA=0.9972, F1=0.9969. The comparison on NIdb was performed defining an index of quality for the fetal RR series. The index of quality resulted higher for the QIO-based method compared to the ICA-based one in 35 records out 55 cases of the NIdb. The QIO-based method gave very high performances with both the databases. The results of this study foresees the application of the algorithm in a fully unsupervised way for the implementation in wearable devices for self-monitoring of fetal health.

Keywords: fetal electrocardiography, fetal QRS detection, independent component analysis (ICA), optimization, wearable

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Authors: Muhammad Isa Khan, Jalil Ur Rehman, Muhammad Afzal Khan Rao, James Chow

Abstract:

Purpose: This study investigates the dose-volume variations in planning target volume (PTV) and organs-at-risk (OARs) using different collimator angles for smart arc prostate volumetric modulated arc therapy (VMAT). Awareness of the collimator angle for PTV and OARs sparing is essential for the planner because optimization contains numerous treatment constraints producing a complex, unstable and computationally challenging problem throughout its examination of an optimal plan in a rational time. Materials and Methods: Single arc VMAT plans at different collimator angles varied systematically (0°-90°) were performed on a Harold phantom and a new treatment plan is optimized for each collimator angle. We analyzed the conformity index (CI), homogeneity index (HI), gradient index (GI), monitor units (MUs), dose-volume histogram, mean and maximum doses to PTV. We also explored OARs (e.g. bladder, rectum and femoral heads), dose-volume criteria in the treatment plan (e.g. D30%, D50%, V30Gy and V38Gy of bladder and rectum; D5%,V14Gy and V22Gy of femoral heads), dose-volume histogram, mean and maximum doses for smart arc VMAT at different collimator angles. Results: There was no significance difference found in VMAT optimization at all studied collimator angles. However, if 0.5% accuracy is concerned then collimator angle = 45° provides higher CI and lower HI. Collimator angle = 15° also provides lower HI values like collimator angle 45°. It is seen that collimator angle = 75° is established as a good for rectum and right femur sparing. Collimator angle = 90° and collimator angle = 30° were found good for rectum and left femur sparing respectively. The PTV dose coverage statistics for each plan are comparatively independent of the collimator angles. Conclusion: It is concluded that this study will help the planner to have freedom to choose any collimator angle from (0°-90°) for PTV coverage and select a suitable collimator angle to spare OARs.

Keywords: VMAT, dose-volume histogram, collimator angle, organs-at-risk

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Authors: Nikolaos Reppas, Yilin Gui, Ben Wetenhall, Colin Davie

Abstract:

Injection of CO2 inside wellbore can induce different kind of loadings that can lead to thermal, hydraulic, and mechanical changes on the surrounding rock. A dual-porosity theoretical constitutive model will be presented for the stability analysis of the wellbore during CO2 injection. An elastoplastic damage response will be considered. A bounding yield surface will be presented considering damage effects on sandstone. The main target of the research paper is to present a theoretical constitutive model that can help industries to safely store CO2 in geological rock formations and forecast any changes on the surrounding rock of the wellbore. The fully coupled elasto-plastic damage Thermo-Hydraulic-Mechanical theoretical model will be validated from existing experimental data for sandstone after simulating some scenarios by using FEM on MATLAB software.

Keywords: carbon capture and storage, rock mechanics, THM effects on rock, constitutive model

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Authors: Basavaraj R. Endigeri, S. G. Sarganachari

Abstract:

Steel is widely used in machine parts, structural equipment and many other applications. In many steel structural elements, holes of different shapes and orientations are made with a view to satisfy the design requirements. The presence of holes in steel elements creates stress concentration, which eventually reduce the mechanical strength of the structure. Therefore, it is of great importance to investigate the state of stress around the holes for the safety and properties design of such elements. By literature survey, it is known that till date, there is no analytical solution to reduce the stress concentration by providing auxiliary holes at a definite location and radii in a steel plate. The numerical method can be used to determine the optimum location and radii of auxiliary holes. In the present work plate with an elliptical hole, for a steel material subjected to uniaxial load is analyzed and the effect of stress concentration is graphically represented .The introduction of auxiliary holes at a optimum location and radii with its effect on stress concentration is also represented graphically. The finite element analysis package ANSYS 11.0 is used to analyse the steel plate. The analysis is carried out using a plane 42 element. Further the ANSYS optimization model is used to determine the location and radii for optimum values of auxiliary hole to reduce stress concentration. All the results for different diameter to plate width ratio are presented graphically. The results of this study are in the form of the graphs for determining the locations and diameter of optimal auxiliary holes. The graph of stress concentration v/s central hole diameter to plate width ratio. The Finite Elements results of the study indicates that the stress concentration effect of central elliptical hole in an uniaxial loaded plate can be reduced by introducing auxiliary holes on either side of the central circular hole.

Keywords: finite element method, optimization, stress concentration factor, auxiliary holes

Procedia PDF Downloads 444

Authors: Giovanna Grosso, Martien A. Hulsen, Arash Sarhangi Fard, Andrew Overend, Patrick. D. Anderson

Abstract:

In many industrial applications and, in particular in polymer industry, the quality of mixing between different materials is fundamental to guarantee the desired properties of finished products. However, properly modelling and understanding polymer mixing often presents noticeable difficulties, because of the variety and complexity of the physical phenomena involved. This is the case of the Cavity Transfer Mixer (CTM), for which a clear understanding of mixing mechanisms is still missing, as well as clear guidelines for the system optimization. This device, invented and patented by Gale at Rapra Technology Limited, is an add-on to be mounted downstream of existing extruders, in order to improve distributive mixing. It consists of two concentric cylinders, the rotor and stator, both provided with staggered rows of hemispherical cavities. The inner cylinder (rotor) rotates, while the outer (stator) remains still. At the same time, the pressure load imposed upstream, pushes the fluid through the CTM. Mixing processes are driven by the flow field generated by the complex interaction between the moving geometry, the imposed pressure load and the rheology of the fluid. In such a context, the present work proposes a complete and accurate three dimensional modelling of the CTM and results of a broad range of simulations assessing the impact on mixing of several geometrical and functioning parameters. Among them, we find: the number of cavities per row, the number of rows, the size of the mixer, the rheology of the fluid and the ratio between the rotation speed and the fluid throughput. The model is composed of a flow part and a mixing part: a finite element solver computes the transient velocity field, which is used in the mapping method implementation in order to simulate the concentration field evolution. Results of simulations are summarized in guidelines for the device optimization.

Keywords: Mixing, non-Newtonian fluids, polymers, rheology.

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Authors: Chen Wang, Qiuxiao Chen

Abstract:

With the advent of the information age and the era of big data, urban planning research is no longer satisfied with the analysis and application of traditional data. Because of the limitations of traditional urban commercial center system research, big data provides new opportunities for urban research. Therefore, based on the quantitative evaluation method of big data, the commercial center system of the main city of Hangzhou is analyzed and evaluated, and the scale and hierarchical structure characteristics of the urban commercial center system are studied. In order to make up for the shortcomings of the existing POI extraction method, it proposes a POI extraction method based on adaptive adjustment of search window, which can accurately and efficiently extract the POI data of commercial business in the main city of Hangzhou. Through the visualization and nuclear density analysis of the extracted Point of Interest (POI) data, the current situation of the commercial center system in the main city of Hangzhou is evaluated. Then it compares with the commercial center system structure of 'Hangzhou City Master Plan (2001-2020)', analyzes the problems existing in the planned urban commercial center system, and provides corresponding suggestions and optimization strategy for the optimization of the planning of Hangzhou commercial center system. Then get the following conclusions: The status quo of the commercial center system in the main city of Hangzhou presents a first-level main center, a two-level main center, three third-level sub-centers, and multiple community-level business centers. Generally speaking, the construction of the main center in the commercial center system is basically up to standard, and there is still a big gap in the construction of the sub-center and the regional-level commercial center, further construction is needed. Therefore, it proposes an optimized hierarchical functional system, organizes commercial centers in an orderly manner; strengthens the central radiation to drive surrounding areas; implements the construction guidance of the center, effectively promotes the development of group formation and further improves the commercial center system structure of the main city of Hangzhou.

Keywords: business center system, business format, main city of Hangzhou, POI extraction method

Procedia PDF Downloads 133

Authors: Ismael Ávila, José Reynaldo F. Filho, Vasco Varanda Picchi

Abstract:

The ever-growing consumer awareness of food provenance in Brazil is driving the creation of a trusted ecosystem around the animal protein supply chain. The traceability and accountability requirements of such an ecosystem demand a blockchain layer to strengthen the weak links in that chain. For that, direct involvement of the companies in the blockchain transactions, including as validator nodes of the network, implies formalizing a partnership with the consortium behind the ecosystem. Yet, their compliance standards usually require that a formal governance structure is in place before they agree with any membership terms. In light of such a strategic role of blockchain governance, the paper discusses a framework for tailoring a governance model for a blockchain-based solution aimed at the meat supply chain and evaluates principles and attributes in terms of their relevance to the development of a robust trust ecosystem.

Keywords: blockchain, governance, trust ecosystem, supply chain, traceability

Procedia PDF Downloads 112