Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 37

Search results for: Lotfi Hedi Khezami

37 Silicon Surface Treatment Effect on the Structural, Optical, and Optoelectronic Properties for Solar Cell Applications

Authors: Mounir Gaidi, N. Sboui, Lotfi Hedi Khezami, Mohamed Ben Rabha, B. Bessais


Metal-nano particle-assisted Chemical Etching is an extraordinary developed wet etching method of producing uniform semiconductor nano structure (nano wires) from patterned metallic film on crystalline silicon surface. The metal films facilitate the etching in HF and H2O2 solution and produce silicon nanowires (SiNWs). Creation of different SiNWs morphologies by changing the etching time and its effects on optical and opto electronic properties was investigated. Combination effect of formed SiNWs and stain etching treatment in acid (HF/HNO3/H2O) solution on the surface morphology of Si wafers as well as on the optical and opto electronic properties are presented in this paper.

Keywords: Solar Cells, Silicon Nanowires, porous silicon, stain etching, reflectivity, lifetime

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36 Improvement of the Numerical Integration's Quality in Meshless Methods

Authors: Ahlem Mougaida, Hedi Bel Hadj Salah


Several methods are suggested to improve the numerical integration in Galerkin weak form for Meshless methods. In fact, integrating without taking into account the characteristics of the shape functions reproduced by Meshless methods (rational functions, with compact support etc.), causes a large integration error that influences the PDE’s approximate solution. Comparisons between different methods of numerical integration for rational functions are discussed and compared. The algorithms are implemented in Matlab. Finally, numerical results were presented to prove the efficiency of our algorithms in improving results.

Keywords: Meshless, Adaptive Methods, Numerical Integration, rational quadrature

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35 An Implementation of Meshless Method for Modeling an Elastoplasticity Coupled to Damage

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


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: Meshless, Damage, isotropic hardening, dynamic explicit, elastoplasticity

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34 Trabecular Bone Radiograph Characterization Using Fractal, Multifractal Analysis and SVM Classifier

Authors: A. Ben Abdallah, I. Slim, H. Akkari, I. Bhouri, M. Hedi Bedoui


Osteoporosis is a common disease characterized by low bone mass and deterioration of micro-architectural bone tissue, which provokes an increased risk of fracture. This work treats the texture characterization of trabecular bone radiographs. The aim was to analyze according to clinical research a group of 174 subjects: 87 osteoporotic patients (OP) with various bone fracture types and 87 control cases (CC). To characterize osteoporosis, Fractal and MultiFractal (MF) methods were applied to images for features (attributes) extraction. In order to improve the results, a new method of MF spectrum based on the q-stucture function calculation was proposed and a combination of Fractal and MF attributes was used. The Support Vector Machines (SVM) was applied as a classifier to distinguish between OP patients and CC subjects. The features fusion (fractal and MF) allowed a good discrimination between the two groups with an accuracy rate of 96.22%.

Keywords: Osteoporosis, SVM, fractal, micro-architecture analysis, multifractal

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33 CO₂ Capture by Clay and Its Adsorption Mechanism

Authors: Jedli Hedi, Hedfi Hachem, Abdessalem Jbara, Slimi Khalifa


Natural and modified clay were used as an adsorbent for CO2 capture. Sample of clay was subjected to acid treatments to improve their textural properties, namely, its surface area and pore volume. The modifications were carried out by heating the clays at 120 °C and then by acid treatment with 3M sulphuric acid solution at boiling temperature for 10 h. The CO2 adsorption capacities of the acid-treated clay were performed out in a batch reactor. It was found that the clay sample treated with 3M H2SO4 exhibited the highest Brunauer–Emmett–Teller (BET) surface area (16.29–24.68 m2/g) and pore volume (0.056–0.064 cm3/g). After the acid treatment, the CO2 adsorption capacity of clay increased. The CO2 adsorption capacity of clay increased after the acid treatment. The CO2 adsorption by clay, were characterized by SEM, FTIR, ATD-ATG and BET method. For describing the phenomenon of CO2 adsorption for these materials, the adsorption isotherms were modeled using the Freundlich and Langmuir models. CO2 adsorption isotherm was found attributable to physical adsorption.

Keywords: CO2 Capture, Clay, adsorption mechanism, acid treatment

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32 The Improved Element Free Galerkin Method for 2D Heat Transfer Problems

Authors: Imen Debbabi, Hédi BelHadjSalah


The Improved Element Free Galerkin (IEFG) method is presented to treat the steady states and the transient heat transfer problems. As a result of a combination between the Improved Moving Least Square (IMLS) approximation and the Element Free Galerkin (EFG) method, the IEFG's shape functions don't have the Kronecker delta property and the penalty method is used to impose the Dirichlet boundary conditions. In this paper, two heat transfer problems, transient and steady states, are studied to improve the efficiency of this meshfree method for 2D heat transfer problems. The performance of the IEFG method is shown using the comparison between numerical and analytic results.

Keywords: meshfree methods, the Improved Moving Least Square approximation (IMLS), the Improved Element Free Galerkin method (IEFG), heat transfer problems

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31 Optimizing the Probabilistic Neural Network Training Algorithm for Multi-Class Identification

Authors: Abdelkader Benyettou, Abdelhadi Lotfi


In this work, a training algorithm for probabilistic neural networks (PNN) is presented. The algorithm addresses one of the major drawbacks of PNN, which is the size of the hidden layer in the network. By using a cross-validation training algorithm, the number of hidden neurons is shrunk to a smaller number consisting of the most representative samples of the training set. This is done without affecting the overall architecture of the network. Performance of the network is compared against performance of standard PNN for different databases from the UCI database repository. Results show an important gain in network size and performance.

Keywords: Pattern Recognition, classification, Network Optimization, probabilistic neural networks

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30 Investigation of Steel Infill Panels under Blast Impulsive Loading

Authors: Seyed M. Zahrai, Saeid Lotfi


If an infill panel does not have enough ductility against the loading, it breaks and gets damaged before depreciation and load transfer. As steel infill panel has appropriate ductility before fracture, it can be used as an alternative to typical infill panels under blast loading. Concerning enough ductility of out-of-plane behavior the infill panel, the impact force enters the horizontal diaphragm and is distributed among the lateral elements which can be made from steel infill panels. This article investigates the behavior of steel infill panels with different thickness and stiffeners using finite element analysis with geometric and material nonlinearities for optimization of the steel plate thickness and stiffeners arrangement to obtain more efficient design for its out-of-plane behavior.

Keywords: blast loading, Ductility, maximum displacement, steel infill panel

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29 Residents’ Perceptions towards the Application of Vertical Landscape in Cairo, Egypt

Authors: Yomna Amr Ahmed Lotfi Koraim, Dalia Moati Rasmi Elkhateeb


Vertical landscape is introduced in this study as an alternative innovative technology for urban sustainable developments for its diverse environmental, economic, and psycho-social advantages. The main aim is to investigate the social acceptance of vertical landscape in Cairo, Egypt. The study objectives were to explore the perceptions of residents concerning this certain phenomenon and their opinions about its implementation. Survey questionnaires were administrated to 60 male and female residents from the Greater Cairo area. Despite the various concerns expressed about the application of vertical landscape, there was a clear majority of approval about its suitability. This is quite encouraging for the prospect of vertical landscape implementation in Cairo, Egypt.

Keywords: Social Acceptance, green facades, Sustainable Urban Development, Vertical Greening, vertical landscape

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28 Self-Reliant and Auto-Directed Learning: Modes, Elements, Fields and Scopes

Authors: Habibollah Mashhady, Moslem Fatollahi, Behruz Lotfi, Mohammad Doosti


An exploration of the related literature reveals that all instruction methods aim at training autonomous learners. After the turn of second language pedagogy toward learner-oriented strategies, learners’ needs were more focused. Yet; the historical, social and political aspects of learning were still neglected. The present study investigates the notion of autonomous learning and explains its various facets from a pedagogical point of view. Furthermore; different elements, fields and scopes of autonomous learning will be explored. After exploring different aspects of autonomy, it is postulated that liberatory autonomy is highlighted since it not only covers social autonomy but also reveals learners’ capabilities and human potentials. It is also recommended that learners consider different elements of autonomy such as motivation, knowledge, confidence, and skills.

Keywords: Academic Learning, Critical Pedagogy, social autonomy, cultural notions

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27 Numerical Method for Heat Transfer Problem in a Block Having an Interface

Authors: Beghdadi Lotfi, Bouziane Abdelhafid


A finite volume method for quadrilaterals unstructured mesh is developed to predict the two dimensional steady-state solutions of conduction equation. In this scheme, based on the integration around the polygonal control volume, the derivatives of conduction equation must be converted into closed line integrals using same formulation of the Stokes theorem. To valid the accuracy of the method two numerical experiments s are used: conduction in a regular block (with known analytical solution) and conduction in a rotated block (case with curved boundaries).The numerical results show good agreement with analytical results. To demonstrate the accuracy of the method, the absolute and root-mean square errors versus the grid size are examined quantitatively.

Keywords: Heat Transfer, Complex Geometry, Stokes theorem, unstructured grid

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26 Ranking All of the Efficient DMUs in DEA

Authors: Elahe Sarfi, Esmat Noroozi, Farhad Hosseinzadeh Lotfi


One of the important issues in Data Envelopment Analysis is the ranking of Decision Making Units. In this paper, a method for ranking DMUs is presented through which the weights related to efficient units should be chosen in a way that the other units preserve a certain percentage of their efficiency with the mentioned weights. To this end, a model is presented for ranking DMUs on the base of their superefficiency by considering the mentioned restrictions related to weights. This percentage can be determined by decision Maker. If the specific percentage is unsuitable, we can find a suitable and feasible one for ranking DMUs accordingly. Furthermore, the presented model is capable of ranking all of the efficient units including nonextreme efficient ones. Finally, the presented models are utilized for two sets of data and related results are reported.

Keywords: Data Envelopment Analysis, Efficiency, weight, ranking

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25 A Study on the Determinants of Earnings Response Coefficient in an Emerging Market

Authors: Bita Mashayekhi, Zeynab Lotfi Aghel


The determinants of Earnings Response Coefficient (ERC), including firm size, earnings growth, and earnings persistence are studied in this research. These determinants are supposed to be moderator variables that affect ERC and Return Response Coefficient. The research sample contains 82 Iranian listed companies in Tehran Stock Exchange (TSE) from 2001 to 2012. Gathered data have been processed by EVIEWS Software. Results show a significant positive relation between firm size and ERC, and also between earnings growth and ERC; however, there is no significant relation between earnings persistence and ERC. Also, the results show that ERC will be increased by firm size and earnings growth, but there is no relation between earnings persistence and ERC.

Keywords: earnings persistence, earnings response coefficient (ERC), return response coefficient (RRC), firm size, earnings growth

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24 On the Impact of Oil Price Fluctuations on Stock Markets: A Multivariate Long-Memory GARCH Framework

Authors: Lotfi Belkacem, Manel Youssef


This paper employs multivariate long memory GARCH models to simultaneously estimate mean and conditional variance spillover effects between oil prices and different financial markets. Since different financial assets are traded based on these market sector returns, it’s important for financial market participants to understand the volatility transmission mechanism over time and across these series in order to make optimal portfolio allocation decisions. We examine weekly returns from January 1, 2003 to November 30, 2012 and find evidence of significant transmission of shocks and volatilities between oil prices and some of the examined financial markets. The findings support the idea of cross-market hedging and sharing of common information by investors.

Keywords: Oil Prices, oil volatility, stock indices returns, contagion, DCC-multivariate (FI) GARCH

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23 Efficiency of DMUs in Presence of New Inputs and Outputs in DEA

Authors: Elahe Sarfi, Esmat Noroozi, Farha Hosseinzadeh Lotfi


Examining the impacts of data modification is considered as sensitivity analysis. A lot of studies have considered the data modification of inputs and outputs in DEA. The issues which has not heretofore been considered in DEA sensitivity analysis is modification in the number of inputs and (or) outputs and determining the impacts of this modification in the status of efficiency of DMUs. This paper is going to present systems that show the impacts of adding one or multiple inputs or outputs on the status of efficiency of DMUs and furthermore a model is presented for recognizing the minimum number of inputs and (or) outputs from among specified inputs and outputs which can be added whereas an inefficient DMU will become efficient. Finally the presented systems and model have been utilized for a set of real data and the results have been reported.

Keywords: Data Envelopment Analysis, Efficiency, Sensitivity Analysis, input, out put

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22 Influence of Insulation System Methods on Dissipation Factor and Voltage Endurance

Authors: Farzad Yavari, Hamid Chegini, Saeed Lotfi


This paper reviews the comparison of Resin Rich (RR) and Vacuum Pressure Impregnation (VPI) insulation system qualities for stator bar of rotating electrical machines. Voltage endurance and tangent delta are two diagnostic tests to determine the quality of insulation systems. The paper describes the trend of dissipation factor while performing voltage endurance test for different stator bar samples made with RR and VPI insulation system methods. Some samples were made with the same strands and insulation thickness but with different main wall material to prove the influence of insulation system methods on stator bar quality. Also, some of the samples were subjected to voltage at the temperature of their insulation class, and their dissipation factor changes were measured and studied.

Keywords: insulation, dissipation factor, resin rich, VPI, stator bar, voltage endurance

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21 Improoving Readability for Tweet Contextualization Using Bipartite Graphs

Authors: Amira Dhokar, Lobna Hlaoua, Lotfi Ben Romdhane


Tweet contextualization (TC) is a new issue that aims to answer questions of the form 'What is this tweet about?' The idea of this task was imagined as an extension of a previous area called multi-document summarization (MDS), which consists in generating a summary from many sources. In both TC and MDS, the summary should ideally contain the most relevant information of the topic that is being discussed in the source texts (for MDS) and related to the query (for TC). Furthermore of being informative, a summary should be coherent, i.e. well written to be readable and grammatically compact. Hence, coherence is an essential characteristic in order to produce comprehensible texts. In this paper, we propose a new approach to improve readability and coherence for tweet contextualization based on bipartite graphs. The main idea of our proposed method is to reorder sentences in a given paragraph by combining most expressive words detection and HITS (Hyperlink-Induced Topic Search) algorithm to make up a coherent context.

Keywords: Summarization, readability, bipartite graphs, tweet contextualization

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20 Particle Swarm Optimization Based Method for Minimum Initial Marking in Labeled Petri Nets

Authors: Lotfi Nabli, Hichem Kmimech, Achref Jabeur Telmoudi


The estimation of the initial marking minimum (MIM) is a crucial problem in labeled Petri nets. In the case of multiple choices, the search for the initial marking leads to a problem of optimization of the minimum allocation of resources with two constraints. The first concerns the firing sequence that could be legal on the initial marking with respect to the firing vector. The second deals with the total number of tokens that can be minimal. In this article, the MIM problem is solved by the meta-heuristic particle swarm optimization (PSO). The proposed approach presents the advantages of PSO to satisfy the two previous constraints and find all possible combinations of minimum initial marking with the best computing time. This method, more efficient than conventional ones, has an excellent impact on the resolution of the MIM problem. We prove through a set of definitions, lemmas, and examples, the effectiveness of our approach.

Keywords: Production System, Particle Swarm Optimization, marking, labeled Petri nets

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19 Managing Multiple Change Projects in Supply Chains: A Case Study of a Moroccan Multi-Technical Services Company

Authors: Abdelouahab Errida, Bouchra Lotfi, Elalami Semma


In this paper, we try to address the topic of multiple change management by adopting an engineered research methodology, conducted within a Moroccan company during its implementation of several change projects that aim at improving its supply chain management performance. Firstly, we present the key concepts related to our research, namely change management, multiproject management and supply chain management. Then, we try to assess how the change management and multi-project management are applied in this company. Finally, we try to propose an approach that will help managers in dealing with multiple change projects. This approach proposes to integrate change management, project management and multi-project management for managing change projects according to three organizational levels: executive level, project portfolio level and change project level.

Keywords: Supply Chain Management, Project Management, Change Management, multi-project management, change portfolio

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18 Harmonic Distortion Analysis in Low Voltage Grid with Grid-Connected Photovoltaic

Authors: Hedi Dghim, Ahmed El-Naggar, Istvan Erlich


Power electronic converters are being introduced in low voltage (LV) grids at an increasingly rapid rate due to the growing adoption of power electronic-based home appliances in residential grid. Photovoltaic (PV) systems are considered one of the potential installed renewable energy sources in distribution power systems. This trend has led to high distortion in the supply voltage which consequently produces harmonic currents in the network and causes an inherent voltage unbalance. In order to investigate the effect of harmonic distortions, a case study of a typical LV grid configuration with high penetration of 3-phase and 1-phase rooftop mounted PV from southern Germany was first considered. Electromagnetic transient (EMT) simulations were then carried out under the MATLAB/Simulink environment which contain detailed models for power electronic-based loads, ohmic-based loads as well as 1- and 3-phase PV. Note that, the switching patterns of the power electronic circuits were considered in this study. Measurements were eventually performed to analyze the distortion levels when PV operating under different solar irradiance. The characteristics of the load-side harmonic impedances were analyzed, and their harmonic contributions were evaluated for different distortion levels. The effect of the high penetration of PV on the harmonic distortion of both positive and negative sequences was also investigated. The simulation results are presented based on case studies. The current distortion levels are in agreement with relevant standards, otherwise the Total Harmonic Distortion (THD) increases under low PV power generation due to its inverse relation with the fundamental current.

Keywords: Power Quality, harmonic distortion analysis, PV systems, residential distribution system

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17 A Method of Drilling a Ground Using a Robotic Arm

Authors: Lotfi Beji, Laredj Benchikh


Underground tunnel face bolting and pipe umbrella reinforcement are one of the most challenging tasks in construction whether industrial or not, and infrastructures such as roads or pipelines. It is one of the first sectors of economic activity in the world. Through a variety of soil and rock, a cyclic Conventional Tunneling Method (CTM) remains the best one for projects with highly variable ground conditions or shapes. CTM is the only alternative for the renovation of existing tunnels and creating emergency exit. During the drilling process, a wide variety of non-desired vibrations may arise, and a method using a robot arm is proposed. The main kinds of drilling through vibration here is the bit-bouncing phenomenon (resonant axial vibration). Hence, assisting the task by a robot arm may play an important role on drilling performances and security. We propose to control the axial-vibration phenomenon along the drillstring at a practical resonant frequency, and embed a Resonant Sonic Drilling Head (RSDH) as a robot end effector for drilling. Many questionable industry drilling criteria and stability are discussed in this paper.

Keywords: Control, Drilling, robot arm, resonant vibration

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16 Combined Effect of High Curing Temperature and Crack Width on Chloride Migration in Reinforced Concrete Beams

Authors: Elkedrouci Lotfi, Diao Bo, Pang Sen, Li Yi


Deterioration of reinforced concrete structures is a serious concern in the construction engineering, largely due to chloride induced corrosion of reinforcement. Chloride penetration is markedly influenced by one or several major factors at the same time such as cuing in combination with different crack widths which have spectacular effect on reinforced concrete structures. This research presents the results of an experimental investigation involving reinforced concrete beams with three different crack widths ranging from 0 to 0.2mm, curing temperatures of 20°C or 40°C and water-to-cement of 0.5. Chloride content profiles were determined under non-steady state diffusion at 20°C. Based on the obtained results, higher chloride content was obtained under condition of high curing temperature in combination with large crack more than 0.1mm and there are no significant differences between narrow crack width (less than 0.1 mm) and beams without crack (0mm).

Keywords: reinforced concrete beam, crack width, high curing temperature, rapid chloride migration

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15 Composite Distributed Generation and Transmission Expansion Planning Considering Security

Authors: Amir Lotfi, Seyed Hamid Hosseini


During the recent past, due to the increase of electrical energy demand and governmental resources constraints in creating additional capacity in the generation, transmission, and distribution, privatization, and restructuring in electrical industry have been considered. So, in most of the countries, different parts of electrical industry like generation, transmission, and distribution have been separated in order to create competition. Considering these changes, environmental issues, energy growth, investment of private equity in energy generation units and difficulties of transmission lines expansion, distributed generation (DG) units have been used in power systems. Moreover, reduction in the need for transmission and distribution, the increase of reliability, improvement of power quality, and reduction of power loss have caused DG to be placed in power systems. On the other hand, considering low liquidity need, private investors tend to spend their money for DGs. In this project, the main goal is to offer an algorithm for planning and placing DGs in order to reduce the need for transmission and distribution network.

Keywords: Power Systems, Planning, Transmission, Distributed Generation, power security

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14 Post-Earthquake Damage Detection Using System Identification with a Pair of Seismic Recordings

Authors: Lotfi O. Gargab, Ruichong R. Zhang


A wave-based framework is presented for modeling seismic motion in multistory buildings and using measured response for system identification which can be utilized to extract important information regarding structure integrity. With one pair of building response at two locations, a generalized model response is formulated based on wave propagation features and expressed as frequency and time response functions denoted, respectively, as GFRF and GIRF. In particular, GIRF is fundamental in tracking arrival times of impulsive wave motion initiated at response level which is dependent on local model properties. Matching model and measured-structure responses can help in identifying model parameters and infer building properties. To show the effectiveness of this approach, the Millikan Library in Pasadena, California is identified with recordings of the Yorba Linda earthquake of September 3, 2002.

Keywords: System Identification, damage detection, continuous-discrete mass modeling, post-earthquake

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13 Discrimination and Classification of Vestibular Neuritis Using Combined Fisher and Support Vector Machine Model

Authors: Mounir Sayadi, Farhat Fnaiech, Aymen Mouelhi, Amine Ben Slama, Sondes Manoubi, Chiraz Mbarek, Hedi Trabelsi


Vertigo is a sensation of feeling off balance; the cause of this symptom is very difficult to interpret and needs a complementary exam. Generally, vertigo is caused by an ear problem. Some of the most common causes include: benign paroxysmal positional vertigo (BPPV), Meniere's disease and vestibular neuritis (VN). In clinical practice, different tests of videonystagmographic (VNG) technique are used to detect the presence of vestibular neuritis (VN). The topographical diagnosis of this disease presents a large diversity in its characteristics that confirm a mixture of problems for usual etiological analysis methods. In this study, a vestibular neuritis analysis method is proposed with videonystagmography (VNG) applications using an estimation of pupil movements in the case of an uncontrolled motion to obtain an efficient and reliable diagnosis results. First, an estimation of the pupil displacement vectors using with Hough Transform (HT) is performed to approximate the location of pupil region. Then, temporal and frequency features are computed from the rotation angle variation of the pupil motion. Finally, optimized features are selected using Fisher criterion evaluation for discrimination and classification of the VN disease.Experimental results are analyzed using two categories: normal and pathologic. By classifying the reduced features using the Support Vector Machine (SVM), 94% is achieved as classification accuracy. Compared to recent studies, the proposed expert system is extremely helpful and highly effective to resolve the problem of VNG analysis and provide an accurate diagnostic for medical devices.

Keywords: support vector machine, SVM, nystagmus, vestibular neuritis, videonystagmographic system, VNG, Fisher criterion

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12 Numerical Method for Fin Profile Optimization

Authors: Beghdadi Lotfi


In the present work a numerical method is proposed in order to optimize the thermal performance of finned surfaces. The bidimensional temperature distribution on the longitudinal section of the fin is calculated by restoring to the finite volumes method. The heat flux dissipated by a generic profile fin is compared with the heat flux removed by the rectangular profile fin with the same length and volume. In this study, it is shown that a finite volume method for quadrilaterals unstructured mesh is developed to predict the two dimensional steady-state solutions of conduction equation, in order to determine the sinusoidal parameter values which optimize the fin effectiveness. In this scheme, based on the integration around the polygonal control volume, the derivatives of conduction equation must be converted into closed line integrals using same formulation of the Stokes theorem. The numerical results show good agreement with analytical results. To demonstrate the accuracy of the method, the absolute and root-mean square errors versus the grid size are examined quantitatively.

Keywords: Heat Transfer, Effectiveness, Complex Geometry, Stokes theorem, unstructured grid

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11 Forecasting Electricity Spot Price with Generalized Long Memory Modeling: Wavelet and Neural Network

Authors: Souhir Ben Amor, Heni Boubaker, Lotfi Belkacem


This aims of this paper is to forecast the electricity spot prices. First, we focus on modeling the conditional mean of the series so we adopt a generalized fractional -factor Gegenbauer process (k-factor GARMA). Secondly, the residual from the -factor GARMA model has used as a proxy for the conditional variance; these residuals were predicted using two different approaches. In the first approach, a local linear wavelet neural network model (LLWNN) has developed to predict the conditional variance using the Back Propagation learning algorithms. In the second approach, the Gegenbauer generalized autoregressive conditional heteroscedasticity process (G-GARCH) has adopted, and the parameters of the k-factor GARMA-G-GARCH model has estimated using the wavelet methodology based on the discrete wavelet packet transform (DWPT) approach. The empirical results have shown that the k-factor GARMA-G-GARCH model outperform the hybrid k-factor GARMA-LLWNN model, and find it is more appropriate for forecasts.

Keywords: Forecasting, electricity price, k-factor GARMA, LLWNN, G-GARCH

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10 Numerical Method of Heat Transfer in Fin Profiles

Authors: Beghdadi Lotfi, Belkacem Abdellah


In this work, a numerical method is proposed in order to solve the thermal performance problems of heat transfer of fins surfaces. The bidimensional temperature distribution on the longitudinal section of the fin is calculated by restoring to the finite volumes method. The heat flux dissipated by a generic profile fin is compared with the heat flux removed by the rectangular profile fin with the same length and volume. In this study, it is shown that a finite volume method for quadrilaterals unstructured mesh is developed to predict the two dimensional steady-state solutions of conduction equation, in order to determine the sinusoidal parameter values which optimize the fin effectiveness. In this scheme, based on the integration around the polygonal control volume, the derivatives of conduction equation must be converted into closed line integrals using same formulation of the Stokes theorem. The numerical results show good agreement with analytical results. To demonstrate the accuracy of the method, the absolute and root-mean square errors versus the grid size are examined quantitatively.

Keywords: Heat Transfer, Complex Geometry, Stokes theorem, unstructured grid

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9 Experimental Measurements of Mean and Turbulence Quantities behind the Circular Cylinder by Attaching Different Number of Tripping Wires

Authors: Amir Bak Khoshnevis, Mahdieh Khodadadi, Aghil Lotfi


For a bluff body, roughness elements in simulating a turbulent boundary layer, leading to delayed flow separation, a smaller wake, and lower form drag. In the present work, flow past a circular cylinder with using tripping wires is studied experimentally. The wind tunnel used for modeling free stream is open blow circuit (maximum speed = 30m/s and maximum turbulence of free stream = 0.1%). The selected Reynolds number for all tests was constant (Re = 25000). The circular cylinder selected for this experiment is 20 and 400mm in diameter and length, respectively. The aim of this research is to find the optimal operation mode. In this study installed some tripping wires 1mm in diameter, with a different number of wires on the circular cylinder and the wake characteristics of the circular cylinder is studied. Results showed that by increasing number of tripping wires attached to the circular cylinder (6, 8, and 10, respectively), The optimal angle for the tripping wires with 1mm in diameter to be installed on the cylinder is 60̊ (or 6 wires required at angle difference of 60̊). Strouhal number for the cylinder with tripping wires 1mm in diameter at angular position 60̊ showed the maximum value.

Keywords: Strouhal number, wake of circular cylinder, trip wire, velocity defect

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8 The Effect of Behavioral and Risk Factors of Investment Growth on Stock Returns

Authors: Majid Lotfi Ghahroud, Seyed Jalal Tabatabaei, Ebrahim Karami, AmirArsalan Ghergherechi, Amir Ali Saeidi


In this study, the relationship between investment growth and stock returns of companies listed in Tehran Stock Exchange and whether their relationship -behavioral or risk factors- are discussed. Generally, there are two perspectives; risk-based approach and behavioral approach. According to the risk-based approach due to increase investment, systemic risk and consequently the stock returns are reduced. But due to the second approach, an excessive optimism or pessimism leads to assuming stock price with high investment growth in the past, higher than its intrinsic value and the price of stocks with lower investment growth, less than its intrinsic value. The investigation period is eight years from 2007 to 2014. The sample consisted of all companies listed on the Tehran Stock Exchange. The method is a portfolio test, and the analysis is based on the t-student test (t-test). The results indicate that there is a negative relationship between investment growth and stock returns of companies and this negative correlation is stronger for firms with higher cash flow. Also, the negative relationship between asset growth and stock returns is due to behavioral factors.

Keywords: stock returns, behavioral theory, investment growth, risk-based theory

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