Search results for: continuous-time stochastic volatility mode

Authors: Georg Brunnthaller, Sandra Stein, Wilfried Sihn

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Logistics service providers are facing increasing volatility concerning future transport demand. Short-term planning horizons and planning uncertainties lead to reduced capacity utilisation and increasing empty mileage. To overcome these challenges, a model is proposed to continuously pre-plan future transport capacity in order to redesign and adjust the intermodal fleet accordingly. It is expected that the model will enable logistics service providers to organise more economically and ecologically sustainable transport chains in a more flexible way. To further describe such planning aspects, this paper gives a structured literature review on transport planning problems. The focus is on strategic and tactical planning levels, comprising relevant fleet-sizing-, network-design- and choice-of-carriers-problems. Models and their developed solution techniques are presented and the literature review is concluded with an outlook to our future research objectives

Keywords: choice of transport mode, fleet-sizing, freight transport planning, multimodal, review, service network design

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Authors: Sheren H. Salah, Ahmed Y. Ben Sasi

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The inverted pendulum system is a classic control problem that is used in universities around the world. It is a suitable process to test prototype controllers due to its high non-linearities and lack of stability. The inverted pendulum represents a challenging control problem, which continually moves toward an uncontrolled state. This paper presents the possibility of balancing an inverted pendulum system using sliding mode control (SMC). The goal is to determine which control strategy delivers better performance with respect to pendulum’s angle and cart's position. Therefore, proportional-integral-derivative (PID) is used for comparison. Results have proven SMC control produced better response compared to PID control in both normal and noisy systems.

Keywords: inverted pendulum (IP), proportional-integral derivative (PID), sliding mode control (SMC), systems and control engineering

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Authors: Bangkit Adhi Nugraha, Bambang Suripto

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On September 2016 Bank Indonesia (BI) release regulation no.18/18/PBI/2016 that permit bank clients for using the FX option call spread USD/IDR. Basically, this product is a combination between clients buy FX call option (pay premium) and sell FX call option (receive premium) to protect against currency depreciation while also capping the potential upside with cheap premium cost. BI classifies this product as a structured product. The structured product is combination at least two financial instruments, either derivative or non-derivative instruments. The call spread is the first structured product against IDR permitted by BI since 2009 as response the demand increase from Indonesia firms on FX hedging through derivative for protecting market risk their foreign currency asset or liability. The composition of hedging products on Indonesian FX market increase from 35% on 2015 to 40% on 2016, the majority on swap product (FX forward, FX swap, cross currency swap). Swap is formulated by interest rate difference of the two currency pairs. The cost of swap product is 7% for USD/IDR with one year USD/IDR volatility 13%. That cost level makes swap products seem expensive for hedging buyers. Because call spread cost (around 1.5-3%) cheaper than swap, the most Indonesian firms are using NDF FX call spread USD/IDR on offshore with outstanding amount around 10 billion USD. The cheaper cost of call spread is the main advantage for hedging buyers. The problem arises because BI regulation requires the call spread buyer doing the dynamic hedging. That means, if call spread buyer choose strike price 1 and strike price 2 and volatility USD/IDR exchange rate surpass strike price 2, then the call spread buyer must buy another call spread with strike price 1’ (strike price 1’ = strike price 2) and strike price 2’ (strike price 2’ > strike price 1‘). It could make the premium cost of call spread doubled or even more and dismiss the purpose of hedging buyer to find the cheapest hedging cost. It is very crucial for the buyer to choose best optimum strike price before entering into the transaction. To help hedging buyer find the optimum strike price and avoid expensive multiple premium cost, we observe ten years 2005-2015 historical data of USD/IDR volatility to be compared with the price movement of the call spread USD/IDR using Garman–Kohlhagen Model (as a common formula on FX option pricing). We use statistical tools to analysis data correlation, understand nature of call spread price movement over ten years, and determine factors affecting price movement. We select some range of strike price and tenor and calculate the probability of dynamic hedging to occur and how much it’s cost. We found USD/IDR currency pairs is too uncertain and make dynamic hedging riskier and more expensive. We validated this result using one year data and shown small RMS. The study result could be used to understand nature of FX call spread and determine optimum strike price for hedging plan.

Keywords: FX call spread USD/IDR, USD/IDR volatility statistical analysis, Garman–Kohlhagen Model on FX Option USD/IDR, Bank Indonesia Regulation no.18/18/PBI/2016

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Authors: Chia-Chi Chang

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Most battery-driven wireless sensor devices will enter in sleep mode as soon as possible to extend the overall lifetime of a sensor network. It is necessary to turn off unnecessary radio and peripheral functions, especially the radio unit always consumes more energy than other components during wireless communication. The microcontroller is the most important part of the wireless sensor device. It is responsible for the manipulation of sensing data and communication protocols. The microcontroller always has different sleep modes, each with a different level of energy usage. The deeper the sleep, the lower the energy consumption. Most wireless sensor devices can only enter the sleep mode: the external low-frequency oscillator is still running to wake up the sleeping microcontroller when the sleep timer expires. In this paper, our sensor device can enter the extended sleep mode: none of the oscillator is running and the wireless sensor device has the nanoampere consumption and self-awaking ability. Finally, these wireless sensor devices were deployed in a smart home security network.

Keywords: wireless sensor network, battery-driven, sleep mode, home security

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Authors: Georg Brunnthaller, Sandra Stein, Wilfried Sihn

Abstract:

Transportation service providers are facing increasing volatility concerning future transport demand. Short-term planning horizons and planning uncertainties lead to reduced capacity utilization and increasing empty mileage. To overcome these challenges, a model is proposed to continuously pre-plan future transportation capacity in order to redesign and adjust the intermodal fleet accordingly. It is expected that the model will enable logistics service providers to organize more economically and ecologically sustainable transport chains in a more flexible way. To further describe these planning aspects, this paper gives an overview on transportation planning problems in a structured way. The focus is on strategic and tactical planning levels, comprising relevant fleet-sizing, service-network-design and choice-of-carriers-problems. Models and their developed solution techniques are presented, and the literature review is concluded with an outlook to our future research directions.

Keywords: freight transportation planning, multimodal, fleet-sizing, service network design, choice of transportation mode, review

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Authors: Abderrazek Ben Maatoug, Ibrahim Fatnassi, Wassim Ben Ayed

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In this paper we investigate the issue of market risk quantification for Middle East and North Africa (MENA) Islamic market equity. We use Value-at-Risk (VaR) as a measure of potential risk in Islamic stock market, for long and short position, based on Riskmetrics model and the conditional parametric ARCH class model volatility with normal, student and skewed student distribution. The sample consist of daily data for the 2006-2014 of 11 Islamic stock markets indices. We conduct Kupiec and Engle and Manganelli tests to evaluate the performance for each model. The main finding of our empirical results show that (i) the superior performance of VaR models based on the Student and skewed Student distribution, for the significance level of α=1% , for all Islamic stock market indices, and for both long and short trading positions (ii) Risk Metrics model, and VaR model based on conditional volatility with normal distribution provides the best accurate VaR estimations for both long and short trading positions for a significance level of α=5%.

Keywords: value-at-risk, risk management, islamic finance, GARCH models

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Authors: Jinsiang Shaw, Shih-Chieh Tseng

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Active vibration control is good for low frequency excitation, with advantages of light weight and adaptability. This paper use a macro-fiber composite (MFC) actuator for vibration suppression in a cantilevered beam due to its higher output force to suppress the disturbance. A fuzzy sliding mode controller is developed and applied to this system. Experimental results illustrate that the controller and MFC actuator are very effective in attenuating the structural vibration near the first resonant freuqency. Furthermore, this controller is shown to outperform the traditional skyhook controller, with nearly 90% of the vibration suppressed at the first resonant frequency of the structure.

Keywords: Fuzzy sliding mode controller, macro-fiber-composite actuator, skyhook controller, vibration suppression

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Authors: Adedolapo Taiwo Adeyemi, Success Ayodeji Fasanmi

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The emergence of the coronavirus pandemic and the rate of the spread affected a lot of activities across the world. This led to the introduction of online learning modes in several countries after institutions were shut down. Unfortunately, most public universities in Nigeria could not switch to the online mode because they were not prepared for it, as they do not have the technological capacity to support a full online learning mode. This study examines the readiness of university and the attitude of undergraduates towards online learning mode in Obafemi Awolowo University (OAU), Ile Ife. It investigated the skills and competencies of students for online learning as well as the university’s readiness towards online learning mode; the effort was made to identify challenges of online teaching and learning in the study area, and suggested solutions were advanced. OAU was selected because it is adjudged to be the leading Information and Communication Technology (ICT) driven institution in Nigeria. The descriptive survey research design was used for the study. A total of 256 academic staff and 1503 undergraduates were selected across six faculties out of the thirteen faculties in the University. Two set of questionnaires were used to get responses from the selected respondents. The result showed that students have the skills and competence to operate e-learning facilities but are faced with challenges such as high data cost, erratic power supply, and lack of gadgets, among others. The study found out that the university was not prepared for online learning mode as it lacks basic technological facilities to support it. The study equally showed that while lecturers possess certain skills in using some e-learning applications, they were limited by the unavailability of online support gadgets, poor internet connectivity, and unstable power supply. Furthermore, the assessment of student attitude towards online learning mode shows that the students found the online learning mode very challenging as they had to bear the huge cost of data. Lecturers also faced the same challenge as they had to pay a lot to buy data, and the networks were sometimes unstable. The study recommended that adequate funding needs to be provided to public universities by the government while the management of institutions must build technological capacities to support online learning mode in the hybrid form and on a full basis in case of future emergencies.

Keywords: universities, online learning, undergraduates, attitude

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Authors: Andrea Paltrinieri, Alberto Dreassi, Stefano Miani, Alex Sclip

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The financial crises caused a collapse in prices of most asset classes, raising the attention on alternative investments such as Sukuk, a smaller, fast growing but often misunderstood market. We study diversification benefits of Sukuk, their correlation with other asset classes and the effects of their inclusion in investment portfolios of institutional and retail investors, through a comprehensive comparison of their risk/return profiles during and after the financial crisis. We find a beneficial performance adjusted for the specific volatility together with a lower correlation especially during the financial crisis. The distribution of Sukuk returns is positively skewed and leptokurtic, with a risk/return profile similarly to high yield bonds. Overall, our results suggest that Sukuk present diversification opportunities, a significant volatility-adjusted performance and lower correlations especially during the financial crisis. Our findings are relevant for a number of institutional investors. Long term investors, such as life insurers would benefit from Sukuk’s protective features during financial crisis yet keeping return and growth opportunities, whereas banks would gain due to their role of placers, advisors, market makers or underwriters.

Keywords: sukuk, zero beta asset, asset allocation, sukuk market

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Authors: Eun Ho Kim

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Innovations have conjured up a mode of treating GBM cancer cells in the newly diagnosed patients in a period of 4.9 months at an improved median OS, which brings along only a few minor side effects in the phase III of the clinical trial. This mode has been termed the Alternating Electric Fields (AEF). The study at hand is aimed at determining whether the AEF treatment is beneficial in sensitizing the GBM cancer cells through the process of increasing the AEF –induced senescence. The methodology to obtain the findings for this research ranged across various components, such as obtaining and testing SA-β-gal staining, flow cytometry, Western blotting, morphology, and Positron Emission Tomography (PET) / Computed Tomography (CT), immunohistochemical staining and microarray. The number of cells that displayed a senescence-specific morphology and positive SA-ß-Gal activity gradually increased up to 5 days. These results suggest that p16, p21 and p27 are essential regulators of AEF -induced senescence via NF-κB activation. The results showed that the AEF treatment is functional in enhancing the AEF –induced senescence in the GBM cells via an apoptosis- independent mechanism. This research concludes that this mode of treatment is a trustworthy protocol that can be effectively employed to overcome the limitations of the conventional mode of treatment on GBM.

Keywords: alternating electric fields, senescence, glioblastoma, cell death

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Authors: Jin-Siang Shaw, Patricia Moya Caceres, Sheng-Xiang Xu

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This paper aims to integrate the particle swarm optimization (PSO) method with the adaptive fuzzy sliding mode controller (AFSMC) to achieve vibration attenuation in a piezoelectric actuator subject to base excitation. The piezoelectric actuator is a complicated system made of ferroelectric materials and its performance can be affected by nonlinear hysteresis loop and unknown system parameters and external disturbances. In this study, an adaptive fuzzy sliding mode controller is proposed for the vibration control of the system, because the fuzzy sliding mode controller is designed to tackle the unknown parameters and external disturbance of the system, and the adaptive algorithm is aimed for fine-tuning this controller for error converging purpose. Particle swarm optimization method is used in order to find the optimal controller parameters for the piezoelectric actuator. PSO starts with a population of random possible solutions, called particles. The particles move through the search space with dynamically adjusted speed and direction that change according to their historical behavior, allowing the values of the particles to quickly converge towards the best solutions for the proposed problem. In this paper, an initial set of controller parameters is applied to the piezoelectric actuator which is subject to resonant base excitation with large amplitude vibration. The resulting vibration suppression is about 50%. Then PSO is applied to search for an optimal controller in the neighborhood of this initial controller. The performance of the optimal fuzzy sliding mode controller found by PSO indeed improves up to 97.8% vibration attenuation. Finally, adaptive version of fuzzy sliding mode controller is adopted for further improving vibration suppression. Simulation result verifies the performance of the adaptive controller with 99.98% vibration reduction. Namely the vibration of the piezoelectric actuator subject to resonant base excitation can be completely annihilated using this PSO based adaptive fuzzy sliding mode controller.

Keywords: adaptive fuzzy sliding mode controller, particle swarm optimization, piezoelectric actuator, vibration suppression

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Authors: Mansour H. Alkmim, Adriano T. Fabro, Marcus V. G. De Morais

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In this paper, a global direct search optimization algorithm to reduce vibration of a tuned liquid column damper (TLCD), a class of passive structural control device, is presented. The objective is to find optimized parameters for the TLCD under stochastic load from different wind power spectral density. A verification is made considering the analytical solution of an undamped primary system under white noise excitation. Finally, a numerical example considering a simplified wind turbine model is given to illustrate the efficacy of the TLCD. Results from the random vibration analysis are shown for four types of random excitation wind model where the response PSDs obtained showed good vibration attenuation.

Keywords: generalized pattern search, parameter optimization, random vibration analysis, vibration suppression

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Authors: Tefera Kebede Leyu

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The purpose of this study was to estimate the impact of LIVES project participation on the level of technical efficiency of farm households in three regions of Ethiopia. We used household-level data gathered by IRLI between February and April 2014 for the year 2013(retroactive). Data on 1,905 (754 intervention and 1, 151 control groups) sample households were analyzed using STATA software package version 14. Efforts were made to combine stochastic frontier modeling with impact evaluation methodology using the Heckman (1979) two-stage model to deal with possible selectivity bias arising from unobservable characteristics in the stochastic frontier model. Results indicate that farmers in the two groups are not efficient and operate below their potential frontiers i.e., there is a potential to increase crop productivity through efficiency improvements in both groups. In addition, the empirical results revealed selection bias in both groups of farmers confirming the justification for the use of selection bias corrected stochastic frontier model. It was also found that intervention farmers achieved higher technical efficiency scores than the control group of farmers. Furthermore, the selectivity bias-corrected model showed a different technical efficiency score for the intervention farmers while it more or less remained the same for that of control group farmers. However, the control group of farmers shows a higher dispersion as measured by the coefficient of variation compared to the intervention counterparts. Among the explanatory variables, the study found that farmer’s age (proxy to farm experience), land certification, frequency of visit to improved seed center, farmer’s education and row planting are important contributing factors for participation decisions and hence technical efficiency of farmers in the study areas. We recommend that policies targeting the design of development intervention programs in the agricultural sector focus more on providing farmers with on-farm visits by extension workers, provision of credit services, establishment of farmers’ training centers and adoption of modern farm technologies. Finally, we recommend further research to deal with this kind of methodological framework using a panel data set to test whether technical efficiency starts to increase or decrease with the length of time that farmers participate in development programs.

Keywords: impact evaluation, efficiency analysis and selection bias, stochastic frontier model, Heckman-two step

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Authors: Marco Barassi, Nicola Spagnolo

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This paper uses a DCC-GARCH model framework to examine mean and volatility spillovers (i.e. causality in mean and variance) dynamics between financial centers and the stock market indexes of the BRICS countries. In addition, tests for changes in the transmission mechanism are carried out by first testing for structural breaks and then setting a dummy variable to control for the 2008 financial crises. We use weekly data for nine countries, four financial centers (Germany, Japan, UK and USA) and the five BRICS countries (Brazil, Russia, India, China and South Africa). Furthermore, we control for monetary policy using domestic interest rates (90-day Treasury Bill interest rate) over the period 03/1/1990 - 04/2/2014, for a total of 1204 observations. Results show that the 2008 financial crises changed the causality dynamics for most of the countries considered. The same pattern can also be observed in conditional correlation showing a shift upward following the turbulence associated to the 2008 crises. The magnitude of these effects suggests a leading role played by the financial centers in effecting Brazil and South Africa, whereas Russia, India and China show a higher degree of resilience.

Keywords: financial crises, DCC-GARCH model, volatility spillovers, economics

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Authors: Kiri Trier, Theresa Treffers

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In the course of continuous volatility like production stops due to the COVID-19 pandemic, video-on-demand player monopolizing the film industry, filmmakers are stuck in traditional, linear content development processes. The industry has to become more agile in order to react quickly and easily to changes. Since content development in agile project management is scientifically–empirically not at all recorded, and a lack beyond the software development in terms of agile methods consists, we examined if the agile manifesto values and principles from the software development can be adapted to the film industry to enable agility and digitalization of content development in the industry. We conducted an online questionnaire with 184 German filmmakers (producers, authors, directors, actors, film financiers) for a first cross-sectional assessment for adaptability of the agile manifesto from the software development to the film industry, factor analysis was used to validate the construct. Our results show that it is crucial to digitalize traditional content development to agile content development end-to-end, with tools, lean processes, new collaboration structures, and holacracy to prepare for any volatility. Overall, we examined the first construct for an agile manifesto for the film industry with four values related to nine own principles. Our findings help to get a better understanding of the agile manifesto beyond the software development as a guideline for implementing agility in the film industry.

Keywords: agile manifesto, agile project management, agility, film industry

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Authors: M-M. Mohamed Ahmed, Nacer K. M’Sirdi, Aziz Naamane

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In this paper, a longitudinal and lateral control approach based on a nonlinear observer is proposed for a convoy of autonomous vehicles to follow a desired trajectory. To authors best knowledge, this topic has not yet been sufficiently addressed in the literature for the control of multi vehicles. The modeling of the convoy of the vehicles is revisited using a robotic method for simulation purposes and control design. With these models, a sliding mode observer is proposed to estimate the states of each vehicle in the convoy from the available sensors, then a sliding mode control based on this observer is used to control the longitudinal and lateral movement. The validation and performance evaluation are done using the well-known driving simulator Scanner-Studio. The results are presented for different maneuvers of 5 vehicles.

Keywords: autonomous vehicles, convoy, non-linear control, non-linear observer, sliding mode

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Authors: Azizul Baten, Kamrul Hossain, Abdullah-Al-Zabir

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The objective of this study is to develop an appropriate stochastic frontier secondary schools efficiency model by ICT Intervention and to examine the impact of ICT challenges on secondary schools efficiency in the Sylhet division in Bangladesh using stochastic frontier analysis. The Translog stochastic frontier model was found an appropriate than the Cobb-Douglas model in secondary schools efficiency by ICT Intervention. Based on the results of the Cobb-Douglas model, it is found that the coefficient of the number of teachers, the number of students, and teaching ability had a positive effect on increasing the level of efficiency. It indicated that these are related to technical efficiency. In the case of inefficiency effects for both Cobb-Douglas and Translog models, the coefficient of the ICT lab decreased secondary school inefficiency, but the online class in school was found to increase the level of inefficiency. The coefficients of teacher’s preference for ICT tools like multimedia projectors played a contributor role in decreasing the secondary school inefficiency in the Sylhet division of Bangladesh. The interaction effects of the number of teachers and the classrooms, and the number of students and the number of classrooms, the number of students and teaching ability, and the classrooms and teaching ability of the teachers were recorded with the positive values and these have a positive impact on increasing the secondary school efficiency. The overall mean efficiency of urban secondary schools was found at 84.66% for the Translog model, while it was 83.63% for the Cobb-Douglas model. The overall mean efficiency of rural secondary schools was found at 80.98% for the Translog model, while it was 81.24% for the Cobb-Douglas model. So, the urban secondary schools performed better than the rural secondary schools in the Sylhet division. It is observed from the results of the Tobit model that the teacher-student ratio had a positive influence on secondary school efficiency. The teaching experiences of those who have 1 to 5 years and 10 years above, MPO type school, conventional teaching method have had a negative and significant influence on secondary school efficiency. The estimated value of σ-square (0.0625) was different from Zero, indicating a good fit. The value of γ (0.9872) was recorded as positive and it can be interpreted as follows: 98.72 percent of random variation around in secondary school outcomes due to inefficiency.

Keywords: efficiency, secondary schools, ICT, stochastic frontier analysis

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Authors: Jan Bohata, Stanislav Zvanovec, Matej Komanec, Jakub Jaros, David Hruby

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Even though there is a rapid development in new optical networks, still optical communication infrastructures remain composed of thousands of kilometers of aging optical cables. Many of them are located in a harsh environment which contributes to an increased attenuation or induced birefringence of the fibers leading to the increase of polarization mode dispersion (PMD). In this paper, we report experimental results from environmental optical cable tests and characterization in the climate chamber. We focused on the evaluation of optical network reliability in a harsh environment. For this purpose, a special thermal chamber was adopted, targeting to the large temperature changes between -60 °C and 160 C° with defined humidity. Single mode optical cable 230 meters long, having six tubes and a total number of 72 single mode optical fibers was spliced together forming one fiber link, which was afterward tested in the climate chamber. The main emphasis was put to the polarization mode dispersion (PMD) changes, which were evaluated by three different PMD measuring methods (general interferometry technique, scrambled state-of-polarization analysis and polarization optical time domain reflectometer) in order to fully validate obtained results. Moreover, attenuation and chromatic dispersion (CD), as well as the PMD, were monitored using 17 km long single mode optical cable. Results imply a strong PMD dependence on thermal changes, imposing the exceeding 200 % of its value during the exposure to extreme temperatures and experienced more than 20 dB insertion losses in the optical system. The derived statistic is provided in the paper together with an evaluation of such as optical system reliability, which could be a crucial tool for the optical network designers. The environmental tests are further taken in context to our previously published results from long-term monitoring of fundamental parameters within an optical cable placed in a harsh environment in a special outdoor testbed. Finally, we provide a correlation between short-term and long-term monitoring campaigns and statistics, which are necessary for optical network safety and reliability.

Keywords: optical fiber, polarization mode dispersion, harsh environment, aging

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Authors: Nozar Kishi, Babak Kamrani, Filmon Habte

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Natural hazards such as earthquakes and tropical storms, are very frequent and highly destructive in Japan. Japan experiences, every year on average, more than 10 tropical cyclones that come within damaging reach, and earthquakes of moment magnitude 6 or greater. We have developed stochastic catastrophe models to address the risk associated with the entire suite of damaging events in Japan, for use by insurance, reinsurance, NGOs and governmental institutions. KCC’s (Karen Clark and Company) catastrophe models are procedures constituted of four modular segments: 1) stochastic events sets that would represent the statistics of the past events, hazard attenuation functions that could model the local intensity, vulnerability functions that would address the repair need for local buildings exposed to the hazard, and financial module addressing policy conditions that could estimates the losses incurring as result of. The events module is comprised of events (faults or tracks) with different intensities with corresponding probabilities. They are based on the same statistics as observed through the historical catalog. The hazard module delivers the hazard intensity (ground motion or wind speed) at location of each building. The vulnerability module provides library of damage functions that would relate the hazard intensity to repair need as percentage of the replacement value. The financial module reports the expected loss, given the payoff policies and regulations. We have divided Japan into regions with similar typhoon climatology, and earthquake micro-zones, within each the characteristics of events are similar enough for stochastic modeling. For each region, then, a set of stochastic events is developed that results in events with intensities corresponding to annual occurrence probabilities that are of interest to financial communities; such as 0.01, 0.004, etc. The intensities, corresponding to these probabilities (called CE, Characteristics Events) are selected through a superstratified sampling approach that is based on the primary uncertainty. Region specific hazard intensity attenuation functions followed by vulnerability models leads to estimation of repair costs. Extensive economic exposure model addresses all local construction and occupancy types, such as post-linter Shinand Okabe wood, as well as concrete confined in steel, SRC (Steel-Reinforced Concrete), high-rise.

Keywords: typhoon, earthquake, Japan, catastrophe modelling, stochastic modeling, stratified sampling, loss model, ERM

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Authors: Bohli Afef

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The fifth-generation (5G) wireless systems is featured by extreme densities of cell stations to overcome the higher future demand. Hence, interference management is a crucial challenge in 5G ultra-dense cellular networks. In contrast to the classical inter-cell interference coordination approach, which is no longer fit for the high density of cell-tiers, this paper proposes a novel virtual coordination based on the dynamic common cognitive monitor channel protocol to deal with the inter-cell interference issue. A tractable and flexible model for the coverage probability of a typical user is developed through the use of the stochastic geometry model. The analyses of the performance of the suggested protocol are illustrated both analytically and numerically in terms of coverage probability.

Keywords: ultra dense heterogeneous networks, dynamic common channel protocol, cognitive radio, stochastic geometry, coverage probability

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Authors: Usman Nasir, Minxiao Han, S. M. R. Kazmi

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Three phase inverters being used today are based on field orientation control (FOC) and sine wave PWM (SPWM) techniques because 120 degree or 180 degree conduction methods produce high value of THD (total harmonic distortion) in the power system. The indirect field orientation control (IFOC) method is difficult to implement in real systems due to speed sensor accuracy issue. This paper discusses the problem with IFOC and a PWM based 180 degree conduction mode for the three phase inverter. The modified control method improves THD and this paper also compares the results obtained using modified control method with the conventional 180 degree conduction mode.

Keywords: three phase inverters, IFOC, THD, sine wave PWM (SPWM)

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Authors: Kim Jin Sup

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This paper presents a vertical hall effect device using current-mode. Among different geometries that have been studied and simulated using COMSOL Multiphysics, optimized cross-shaped model displayed the best sensitivity. The cross-shaped model emerged as the optimum plate to fit the lowest noise and residual offset and the best sensitivity. The symmetrical cross-shaped hall plate is widely used because of its high sensitivity and immunity to alignment tolerances resulting from the fabrication process. The hall effect device has been designed using a 0.18-μm CMOS technology. The simulation uses the nominal bias current of 12μA. The applied magnetic field is from 0 mT to 20 mT. Simulation results achieved in COMSOL and validated with respect to the electrical behavior of equivalent circuit for Cadence. Simulation results of the one structure over the 13 available samples shows for the best geometry a current-mode sensitivity of 6.6 %/T at 20mT. Acknowledgment: This work was supported by Institute for Information & communications Technology Promotion (IITP) grant funded by the Korea government (MSIP) (No. R7117-16-0165, Development of Hall Effect Semiconductor for Smart Car and Device).

Keywords: vertical hall device, current-mode, crossed-shaped model, CMOS technology

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Authors: Yaping Zhao

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In the present study, the exact solutions for the steady response of quasi-linear systems under non-white wide-band random excitation are considered by means of the stochastic averaging method. The non linearity of the systems contains the power-law damping and the cross-product term of the power-law damping and displacement. The drift and diffusion coefficients of the Fokker-Planck-Kolmogorov (FPK) equation after averaging are obtained by a succinct approach. After solving the averaged FPK equation, the joint probability density function and the marginal probability density function in steady state are attained. In the process of resolving, the eigenvalue problem of ordinary differential equation is handled by integral equation method. Some new results are acquired and the novel method to deal with the problems in nonlinear random vibration is proposed.

Keywords: random vibration, stochastic averaging method, FPK equation, transition probability density

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Authors: Roya Khajepour, Alireza B. Novinzadeh

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A major issue with spherical robot is it surface shape, which is not always predictable. This means that given only the dynamic model of the robot, it is not possible to control the robot. Due to the fact that in certain conditions it is not possible to measure surface friction, control methods must be prepared for these conditions. Moreover, although spherical robot never becomes unstable or topples thanks to its special shape, since it moves by rolling it has a non-holonomic constraint at point of contact and therefore it is considered a non-holonomic system. Existence of such a point leads to complexity and non-linearity of robot's kinematic equations and makes the control problem difficult. Due to the non-linear dynamics and presence of uncertainty, the sliding-mode control is employed. The proposed method is based on Lyapunov Theory and guarantees system stability. This controller is insusceptible to external disturbances and un-modeled dynamics.

Keywords: sliding mode, spherical robot, non-holomonic constraint, system stability

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Authors: Zohreh Mohammadi, Jan Kaspar, Peter Lohmander, Robert Marusak, Harald Vacik, Ljusk Ola Eriksson

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Storms are important damaging agents in European forest ecosystems. In the latest decades, significant economic losses in European forestry occurred due to storms. This study investigates the problem of optimal harvest planning when forest stands risk to be felled by storms. One of the most applicable mathematical methods which are being used to optimize forest management is stochastic dynamic programming (SDP). This method belongs to the adaptive optimization class. Sequential decisions, such as harvest decisions, can be optimized based on sequential information about events that cannot be perfectly predicted, such as the future storms and the future states of wind protection from other forest stands. In this paper, stochastic dynamic programming is used to maximize the expected present value of the profits from an area consisting of several forest stands. The region of analysis is the Czech Republic. The harvest decisions, in a particular time period, should be simultaneously taken in all neighbor stands. The reason is that different stands protect each other from possible winds. The optimal harvest age of a particular stand is a function of wind speed and different wind protection effects. The optimal harvest age often decreases with wind speed, but it cannot be determined for one stand at a time. When we consider a particular stand, this stand also protects other stands. Furthermore, the particular stand is protected by neighbor stands. In some forest stands, it may even be rational to increase the harvest age under the influence of stronger winds, in order to protect more valuable stands in the neighborhood. It is important to integrate wind risk in forestry decision-making.

Keywords: Czech republic, forest stands, stochastic dynamic programming, wind risk

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Authors: Jagroop Singh Sidhu, Buta Singh

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A low computational deblocking filter including three frequency related modes (smooth mode, intermediate mode, and non-smooth mode for low-frequency, mid-frequency, and high frequency regions, respectively) is proposed. The suggested approach requires zero additions, zero subtractions, zero multiplications (for intermediate region), no divisions (for non-smooth region) and no comparison. The suggested method thus keeps the computation lower and thus suitable for image coding systems based on blocks. Comparison of average number of operations for smooth, non-smooth, intermediate (per pixel vector for each block) using filter suggested by Chen and the proposed method filter suggests that the proposed filter keeps the computation lower and is thus suitable for fast processing algorithms.

Keywords: blocking artifacts, computational complexity, non-smooth, intermediate, smooth

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Authors: B. Almassri, F. Almahmoud, R. Francois

Abstract:

Near surface mounted reinforcement (NSM) technique is one of the promising techniques used nowadays to strengthen reinforced concrete (RC) structures. In the NSM technique, the Carbon Fibre Reinforced Polymer (CFRP) rods are placed inside pre-cut grooves and are bonded to the concrete with epoxy adhesive. This paper studies the non-classical mode of failure ‘the separation of concrete cover’ according to experimental and numerical FE modelling results. Experimental results and numerical modelling results of a 3D finite element (FE) model using the commercial software Abaqus and 2D FE model FEMIX were obtained on two beams, one corroded (25 years of corrosion procedure) and one control (A1CL3-R and A1T-R) were each repaired in bending using NSM CFRP rod and were then tested up to failure. The results showed that the NSM technique increased the overall capacity of control and corroded beams despite a non-classical mode of failure with separation of the concrete cover occurring in the corroded beam due to damage induced by corrosion. Another FE model used external steel stirrups around the repaired corroded beam A1CL3-R which failed with the separation of concrete cover, this model showed a change in the mode of failure form a non-classical mode of failure by the separation of concrete cover to the same mode of failure of the repaired control beam by the crushing of compressed concrete.

Keywords: corrosion, repair, Reinforced Concrete, FEM, CFRP, FEMIX

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Authors: Ramkumar Gunasekaran, John Cater, Vinod Suresh, Haribalan Kumar

Abstract:

The main objective of this project is to develop a statistical shape model using principal component analysis that could be used for analyzing the shape of the human airway. The ultimate goal of this project is to identify geometric risk factors for diagnosis and management of Obstructive Sleep Apnoea (OSA). Anonymous CBCT scans of 25 individuals were obtained from the Otago Radiology Group. The airways were segmented between the hard-palate and the aryepiglottic fold using snake active contour segmentation. The point data cloud of the segmented images was then fitted with a bi-cubic mesh, and pseudo landmarks were placed to perform PCA on the segmented airway to analyze the shape of the airway and to find the relationship between the shape and OSA risk factors. From the PCA results, the first four modes of variation were found to be significant. Mode 1 was interpreted to be the overall length of the airway, Mode 2 was related to the anterior-posterior width of the retroglossal region, Mode 3 was related to the lateral dimension of the oropharyngeal region and Mode 4 was related to the anterior-posterior width of the oropharyngeal region. All these regions are subjected to the risk factors of OSA.

Keywords: medical imaging, image processing, FEM/BEM, statistical modelling

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Authors: Xiaoxiao Yu, Guodu He, Zihua Wu, Yuanyuan Wang, Huaqing Xie

Abstract:

Core-shell composite structure is a common method to regulate the spectral absorption of nanofluids, but there occur complex preparation processes, which limit the applications in some fields, such as photothermal utilization and catalysis. This work proposed point-mode Cu₂O/TiN plasmonic nanofluids to regulate the spectral capturing ability and simplify the preparation process. Non-noble TiN nanoparticles with the localized surface plasmon resonance effect are dispersed in Cu₂O nanoparticles for forming a multi-point resonance source to enhance the spectral absorption performance. The experimental results indicate that the multiple resonance effect of TiN effectively improves the optical absorption and expands the absorption region. When the radius of Cu₂O nanoparticles is equal to 150nm, the optical absorption of point-mode Cu₂O/TiN plasmonic nanoparticles is best. Moreover, the photothermal conversion efficiency of Cu₂O/TiN plasmonic nanofluid can reach 97.5% at a volume fraction of 0.015% and an optical depth of 10mm. The point-mode nanostructure effectively enhances the optical absorption properties and greatly simplifies the preparation process of the composite nanoparticles, which can promote the application of multi-component photonic nanoparticles in the field of solar energy.

Keywords: solar energy, nanofluid, point-mode structure, Cu₂O/TiN, localized surface plasmon resonance effect

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Authors: Mahdi Fakoor, Seyed Mohammad Navid Ghoreishi

Abstract:

Investigation of fracture of wood components can prevent from catastrophic failures. Created fracture process zone (FPZ) in crack tip vicinity has important effect on failure of cracked composite materials. In this paper, a failure criterion for fracture investigation of cracked wood specimens under mixed mode I/II loading is presented. This criterion is based on maximum strain energy release rate and material nonlinearity in the vicinity of crack tip due to presence of microcracks. Verification of results with available experimental data proves the coincidence of the proposed criterion with the nature of fracture of wood. To simplify the estimation of nonlinear properties of FPZ, a damage factor is also introduced for engineering and application purposes.

Keywords: fracture criterion, mixed mode loading, damage zone, micro cracks

Procedia PDF Downloads 270