Search results for: continuous-time stochastic volatility mode
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2604

Search results for: continuous-time stochastic volatility mode

2274 Numerical Simulation of Fiber Bragg Grating Spectrum for Mode-І Delamination Detection

Authors: O. Hassoon, M. Tarfoui, A. El Malk

Abstract:

Fiber Bragg optic sensor embedded in composite material to detect and monitor the damage which is occur in composite structure. In this paper we deal with the mode-Ι delamination to determine the resistance of material to crack propagation, and use the coupling mode theory and T-matrix method to simulating the FBGs spectrum for both uniform and non-uniform strain distribution. The double cantilever beam test which is modeling in FEM to determine the Longitudinal strain, there are two models which are used, the first is the global half model, and the second the sub-model to represent the FBGs with refine mesh. This method can simulate the damage in the composite structure and converting the strain to wavelength shifting of the FBG spectrum.

Keywords: fiber bragg grating, delamination detection, DCB, FBG spectrum, structure health monitoring

Procedia PDF Downloads 339
2273 Forecasting Amman Stock Market Data Using a Hybrid Method

Authors: Ahmad Awajan, Sadam Al Wadi

Abstract:

In this study, a hybrid method based on Empirical Mode Decomposition and Holt-Winter (EMD-HW) is used to forecast Amman stock market data. First, the data are decomposed by EMD method into Intrinsic Mode Functions (IMFs) and residual components. Then, all components are forecasted by HW technique. Finally, forecasting values are aggregated together to get the forecasting value of stock market data. Empirical results showed that the EMD- HW outperform individual forecasting models. The strength of this EMD-HW lies in its ability to forecast non-stationary and non- linear time series without a need to use any transformation method. Moreover, EMD-HW has a relatively high accuracy comparing with eight existing forecasting methods based on the five forecast error measures.

Keywords: Holt-Winter method, empirical mode decomposition, forecasting, time series

Procedia PDF Downloads 99
2272 Stochastic Analysis of Linux Operating System through Copula Distribution

Authors: Vijay Vir Singh

Abstract:

This work is focused studying the Linux operating system connected in a LAN (local area network). The STAR topology (to be called subsystem-1) and BUS topology (to be called subsystem-2) are taken into account, which are placed at two different locations and connected to a server through a hub. In the both topologies BUS topology and STAR topology, we have assumed n clients. The system has two types of failures i.e. partial failure and complete failure. Further, the partial failure has been categorized as minor and major partial failure. It is assumed that the minor partial failure degrades the sub-systems and the major partial failure make the subsystem break down mode. The system may completely fail due to failure of server hacking and blocking etc. The system is studied using supplementary variable technique and Laplace transform by using different types of failure and two types of repair. The various measures of reliability for example, availability of system, reliability of system, MTTF, profit function for different parametric values have been discussed.

Keywords: star topology, bus topology, blocking, hacking, Linux operating system, Gumbel-Hougaard family copula, supplementary variable

Procedia PDF Downloads 337
2271 Raman Scattering Broadband Spectrum Generation in Compact Yb-Doped Fiber Laser

Authors: Yanrong Song, Zikai Dong, Runqin Xu, Jinrong Tian, Kexuan Li

Abstract:

Nonlinear polarization rotation (NPR) technique has become one of the main techniques to achieve mode-locked fiber lasers for its compactness, implementation, and low cost. In this paper, we demonstrate a compact mode-locked Yb-doped fiber laser based on NPR technique in the all normal dispersion (ANDi) regime. In the laser cavity, there are no physical filter and polarization controller in laser cavity. Mode-locked pulse train is achieved in ANDi regime based on NPR technique. The fiber birefringence induced filtering effect is the mainly reason for mode-locking. After that, an extra 20 m long single-mode fiber is inserted in two different positions, dissipative soliton operation and noise like pulse operations are achieved correspondingly. The nonlinear effect is obviously enhanced in the noise like pulse regime and broadband spectrum generated owing to enhanced stimulated Raman scattering effect. When the pump power is 210 mW, the central wavelength is 1030 nm, and the corresponding 1st order Raman scattering stokes wave generates and locates at 1075 nm. When the pump power is 370 mW, the 1st and 2nd order Raman scattering stokes wave generate and locate at 1080 nm, 1126 nm respectively. When the pump power is 600 mW, the Raman continuum is generated with cascaded multi-order stokes waves, and the spectrum extends to 1188 nm. The total flat spectrum is from 1000nm to 1200nm. The maximum output average power and pulse energy are 18.0W and 14.75nJ, respectively.

Keywords: fiber laser, mode-locking, nonlinear polarization rotation, Raman scattering

Procedia PDF Downloads 197
2270 On Generalized Cumulative Past Inaccuracy Measure for Marginal and Conditional Lifetimes

Authors: Amit Ghosh, Chanchal Kundu

Abstract:

Recently, the notion of past cumulative inaccuracy (CPI) measure has been proposed in the literature as a generalization of cumulative past entropy (CPE) in univariate as well as bivariate setup. In this paper, we introduce the notion of CPI of order α (alpha) and study the proposed measure for conditionally specified models of two components failed at different time instants called generalized conditional CPI (GCCPI). We provide some bounds using usual stochastic order and investigate several properties of GCCPI. The effect of monotone transformation on this proposed measure has also been examined. Furthermore, we characterize some bivariate distributions under the assumption of conditional proportional reversed hazard rate model. Moreover, the role of GCCPI in reliability modeling has also been investigated for a real-life problem.

Keywords: cumulative past inaccuracy, marginal and conditional past lifetimes, conditional proportional reversed hazard rate model, usual stochastic order

Procedia PDF Downloads 226
2269 Optimal Delivery of Two Similar Products to N Ordered Customers

Authors: Epaminondas G. Kyriakidis, Theodosis D. Dimitrakos, Constantinos C. Karamatsoukis

Abstract:

The vehicle routing problem (VRP) is a well-known problem in Operations Research and has been widely studied during the last fifty-five years. The context of the VRP is that of delivering products located at a central depot to customers who are scattered in a geographical area and have placed orders for these products. A vehicle or a fleet of vehicles start their routes from the depot and visit the customers in order to satisfy their demands. Special attention has been given to the capacitated VRP in which the vehicles have limited carrying capacity of the goods that must be delivered. In the present work, we present a specific capacitated stochastic vehicle routing problem which has realistic applications to distributions of materials to shops or to healthcare facilities or to military units. A vehicle starts its route from a depot loaded with items of two similar but not identical products. We name these products, product 1 and product 2. The vehicle must deliver the products to N customers according to a predefined sequence. This means that first customer 1 must be serviced, then customer 2 must be serviced, then customer 3 must be serviced and so on. The vehicle has a finite capacity and after servicing all customers it returns to the depot. It is assumed that each customer prefers either product 1 or product 2 with known probabilities. The actual preference of each customer becomes known when the vehicle visits the customer. It is also assumed that the quantity that each customer demands is a random variable with known distribution. The actual demand is revealed upon the vehicle’s arrival at customer’s site. The demand of each customer cannot exceed the vehicle capacity and the vehicle is allowed during its route to return to the depot to restock with quantities of both products. The travel costs between consecutive customers and the travel costs between the customers and the depot are known. If there is shortage for the desired product, it is permitted to deliver the other product at a reduced price. The objective is to find the optimal routing strategy, i.e. the routing strategy that minimizes the expected total cost among all possible strategies. It is possible to find the optimal routing strategy using a suitable stochastic dynamic programming algorithm. It is also possible to prove that the optimal routing strategy has a specific threshold-type structure, i.e. it is characterized by critical numbers. This structural result enables us to construct an efficient special-purpose dynamic programming algorithm that operates only over those routing strategies having this structure. The findings of the present study lead us to the conclusion that the dynamic programming method may be a very useful tool for the solution of specific vehicle routing problems. A problem for future research could be the study of a similar stochastic vehicle routing problem in which the vehicle instead of delivering, it collects products from ordered customers.

Keywords: collection of similar products, dynamic programming, stochastic demands, stochastic preferences, vehicle routing problem

Procedia PDF Downloads 239
2268 Aggregation of Electric Vehicles for Emergency Frequency Regulation of Two-Area Interconnected Grid

Authors: S. Agheb, G. Ledwich, G.Walker, Z.Tong

Abstract:

Frequency control has become more of concern for reliable operation of interconnected power systems due to the integration of low inertia renewable energy sources to the grid and their volatility. Also, in case of a sudden fault, the system has less time to recover before widespread blackouts. Electric Vehicles (EV)s have the potential to cooperate in the Emergency Frequency Regulation (EFR) by a nonlinear control of the power system in case of large disturbances. The time is not adequate to communicate with each individual EV on emergency cases, and thus, an aggregate model is necessary for a quick response to prevent from much frequency deviation and the occurrence of any blackout. In this work, an aggregate of EVs is modelled as a big virtual battery in each area considering various aspects of uncertainty such as the number of connected EVs and their initial State of Charge (SOC) as stochastic variables. A control law was proposed and applied to the aggregate model using Lyapunov energy function to maximize the rate of reduction of total kinetic energy in a two-area network after the occurrence of a fault. The control methods are primarily based on the charging/ discharging control of available EVs as shunt capacity in the distribution system. Three different cases were studied considering the locational aspect of the model with the virtual EV either in the center of the two areas or in the corners. The simulation results showed that EVs could help the generator lose its kinetic energy in a short time after a contingency. Earlier estimation of possible contributions of EVs can help the supervisory control level to transmit a prompt control signal to the subsystems such as the aggregator agents and the grid. Thus, the percentage of EVs contribution for EFR will be characterized in the future as the goal of this study.

Keywords: emergency frequency regulation, electric vehicle, EV, aggregation, Lyapunov energy function

Procedia PDF Downloads 74
2267 Root Cause Analysis of Excessive Vibration in a Feeder Pump of a Large Thermal Electric Power Plant: A Simulation Approach

Authors: Kavindan Balakrishnan

Abstract:

Root cause Identification of the Vibration phenomenon in a feedwater pumping station was the main objective of this research. First, the mode shapes of the pumping structure were investigated using numerical and analytical methods. Then the flow pressure and streamline distribution in the pump sump were examined using C.F.D. simulation, which was hypothesized can be a cause of vibration in the pumping station. As the problem specification of this research states, the vibration phenomenon in the pumping station, with four parallel pumps operating at the same time and heavy vibration recorded even after several maintenance steps. They also specified that a relatively large amplitude of vibration exited by pumps 1 and 4 while others remain normal. As a result, the focus of this research was on determining the cause of such a mode of vibration in the pump station with the assistance of Finite Element Analysis tools and Analytical methods. Major outcomes were observed in structural behavior which is favorable to the vibration pattern phenomenon in the pumping structure as a result of this research. Behaviors of the numerical and analytical models of the pump structure have similar characteristics in their mode shapes, particularly in their 2nd mode shape, which is considerably related to the exact cause of the research problem statement. Since this study reveals several possible points of flow visualization in the pump sump model that can be a favorable cause of vibration in the system, there is more room for improved investigation on flow conditions relating to pump vibrations.

Keywords: vibration, simulation, analysis, Ansys, Matlab, mode shapes, pressure distribution, structure

Procedia PDF Downloads 100
2266 Elementary Education Outcome Efficiency in Indian States

Authors: Jyotsna Rosario, K. R. Shanmugam

Abstract:

Since elementary education is a merit good, considerable public resources are allocated to universalise it. However, elementary education outcomes vary across the Indian States. Evidences indicate that while some states are lagging in elementary education outcome primarily due to lack of resources and poor schooling infrastructure, others are lagging despite resource abundance and well-developed schooling infrastructure. Addressing the issue of efficiency, the study employs Stochastic Frontier Analysis for panel data of 27 Indian states from 2012-13 to 2017-18 to estimate the technical efficiency of State governments in generating enrolment. The mean efficiency of states was estimated to be 58%. Punjab, Meghalaya, and West Bengal were found to be the most efficient states. Whereas Jammu and Kashmir, Nagaland, Madhya Pradesh, and Odisha are one of the most inefficient states. This study emphasizes the efficient utilisation of public resources and helps in the identification of best practices.

Keywords: technical efficiency, public expenditure, elementary education outcome, stochastic frontier analysis

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2265 Slip Suppression Sliding Mode Control with Various Chattering Functions

Authors: Shun Horikoshi, Tohru Kawabe

Abstract:

This study presents performance analysis results of SMC (Sliding mode control) with changing the chattering functions applied to slip suppression problem of electric vehicles (EVs). In SMC, chattering phenomenon always occurs through high frequency switching of the control inputs. It is undesirable phenomenon and degrade the control performance, since it causes the oscillations of the control inputs. Several studies have been conducted on this problem by introducing some general saturation function. However, study about whether saturation function was really best and the performance analysis when using the other functions, weren’t being done so much. Therefore, in this paper, several candidate functions for SMC are selected and control performance of candidate functions is analyzed. In the analysis, evaluation function based on the trade-off between slip suppression performance and chattering reduction performance is proposed. The analyses are conducted in several numerical simulations of slip suppression problem of EVs. Then, we can see that there is no difference of employed candidate functions in chattering reduction performance. On the other hand, in slip suppression performance, the saturation function is excellent overall. So, we conclude the saturation function is most suitable for slip suppression sliding mode control.

Keywords: sliding mode control, chattering function, electric vehicle, slip suppression, performance analysis

Procedia PDF Downloads 296
2264 Estimation of the State of Charge of the Battery Using EFK and Sliding Mode Observer in MATLAB-Arduino/Labview

Authors: Mouna Abarkan, Abdelillah Byou, Nacer M'Sirdi, El Hossain Abarkan

Abstract:

This paper presents the estimation of the state of charge of the battery using two types of observers. The battery model used is the combination of a voltage source, which is the open circuit battery voltage of a strength corresponding to the connection of resistors and electrolyte and a series of parallel RC circuits representing charge transfer phenomena and diffusion. An adaptive observer applied to this model is proposed, this observer to estimate the battery state of charge of the battery is based on EFK and sliding mode that is known for their robustness and simplicity implementation. The results are validated by simulation under MATLAB/Simulink and implemented in Arduino-LabView.

Keywords: model of the battery, adaptive sliding mode observer, the EFK observer, estimation of state of charge, SOC, implementation in Arduino/LabView

Procedia PDF Downloads 276
2263 Wind Power Forecast Error Simulation Model

Authors: Josip Vasilj, Petar Sarajcev, Damir Jakus

Abstract:

One of the major difficulties introduced with wind power penetration is the inherent uncertainty in production originating from uncertain wind conditions. This uncertainty impacts many different aspects of power system operation, especially the balancing power requirements. For this reason, in power system development planing, it is necessary to evaluate the potential uncertainty in future wind power generation. For this purpose, simulation models are required, reproducing the performance of wind power forecasts. This paper presents a wind power forecast error simulation models which are based on the stochastic process simulation. Proposed models capture the most important statistical parameters recognized in wind power forecast error time series. Furthermore, two distinct models are presented based on data availability. First model uses wind speed measurements on potential or existing wind power plant locations, while the seconds model uses statistical distribution of wind speeds.

Keywords: wind power, uncertainty, stochastic process, Monte Carlo simulation

Procedia PDF Downloads 453
2262 Development of a Firmware Downloader for AVR Microcontrollers for Educational Purposes

Authors: Jungho Moon, Lae Jeong Park

Abstract:

This paper introduces the development of a firmware downloader for students attending microcontroller-related courses taught by the authors In the courses, AVR microcontroller experiment kits are used for programming exercise and the AVR microcontroller is programmed through a serial communication interface using a bootloader preinstalled on it. To use the bootloader, a matching firmware downloader that runs on a host computer and communicates with the bootloader is also required. When firmware downloading is completed, the serial port used for it needs to be closed. If the downloaded firmware uses serial communication, the serial port needs to be reopened in a serial terminal. As a result, the programmer of the AVR board switches from the downloader program and the serial terminal and vice versa. It is a simple task but quite a hassle to do each time new firmware needs downloading. To provide a more convenient programming environment for the courses, the authors developed a downloader program that includes a serial terminal in it. The program operates in downloader or terminal mode and the mode switching is performed automatically; therefore manual mode switching is not necessary. The feature provides a more convenient development environment by eliminating the need for manual mode switching each time firmware downloading is required.

Keywords: bootloader, firmware downloader, microcontroller, serial communication

Procedia PDF Downloads 166
2261 Design of a Sliding Controller for Optical Disk Drives

Authors: Yu-Sheng Lu, Chung-Hsin Cheng, Shuen-Shing Jan

Abstract:

This paper presents the design and implementation of a sliding-mod controller for tracking servo of optical disk drives. The tracking servo is majorly subject to two disturbance sources: radial run-out and shock. The lateral run-out disturbance is mostly repeatable, and a model of such disturbance is incorporated into the controller design to effectively compensate for it. Meanwhile, as a shock disturbance is usually non-repeatable and unpredictable, the sliding-mode controller is employed for its robustness to abrupt perturbations. As a result, a sliding-mode controller design based on the internal model principle is tailored for tracking servo of optical disk drives in order to deal with these two major disturbances. Experimental comparative studies are conducted to investigate the effectiveness of the specially designed controller.

Keywords: mechatronics, optical disk drive, sliding-mode control, servo systems

Procedia PDF Downloads 341
2260 Statistical Modeling of Mobile Fading Channels Based on Triply Stochastic Filtered Marked Poisson Point Processes

Authors: Jihad S. Daba, J. P. Dubois

Abstract:

Understanding the statistics of non-isotropic scattering multipath channels that fade randomly with respect to time, frequency, and space in a mobile environment is very crucial for the accurate detection of received signals in wireless and cellular communication systems. In this paper, we derive stochastic models for the probability density function (PDF) of the shift in the carrier frequency caused by the Doppler Effect on the received illuminating signal in the presence of a dominant line of sight. Our derivation is based on a generalized Clarke’s and a two-wave partially developed scattering models, where the statistical distribution of the frequency shift is shown to be consistent with the power spectral density of the Doppler shifted signal.

Keywords: Doppler shift, filtered Poisson process, generalized Clark’s model, non-isotropic scattering, partially developed scattering, Rician distribution

Procedia PDF Downloads 348
2259 Discursivity and Creativity: Implementing Pigrum's Multi-Mode Transitional Practices in Upper Division Creative Production Courses

Authors: Michael Filimowicz, Veronika Tzankova

Abstract:

This paper discusses the practical implementation of Derek Pigrum’s multi-mode model of transitional practices in the context of upper division production courses in an interaction design curriculum. The notion of teaching creativity directly was connected to a general notion of “discursivity” by which is meant students’ overall ability to discuss, describe, and engage in dialogue about their creative work. We present a study of how Pigrum’s transitional modes can be mapped onto a variety of course activities, and discuss challenges and outcomes of directly engaging student discursivity in their creative output.

Keywords: teaching creativity, multi-mode transitional practices, discursivity, rich dialogue, art and design education, pedagogy

Procedia PDF Downloads 479
2258 Accounting for Rice Productivity Heterogeneity in Ghana: The Two-Step Stochastic Metafrontier Approach

Authors: Franklin Nantui Mabe, Samuel A. Donkoh, Seidu Al-Hassan

Abstract:

Rice yields among agro-ecological zones are heterogeneous. Farmers, researchers and policy makers are making frantic efforts to bridge rice yield gaps between agro-ecological zones through the promotion of improved agricultural technologies (IATs). Farmers are also modifying these IATs and blending them with indigenous farming practices (IFPs) to form farmer innovation systems (FISs). Also, different metafrontier models have been used in estimating productivity performances and their drivers. This study used the two-step stochastic metafrontier model to estimate the productivity performances of rice farmers and their determining factors in GSZ, FSTZ and CSZ. The study used both primary and secondary data. Farmers in CSZ are the most technically efficient. Technical inefficiencies of farmers are negatively influenced by age, sex, household size, education years, extension visits, contract farming, access to improved seeds, access to irrigation, high rainfall amount, less lodging of rice, and well-coordinated and synergized adoption of technologies. Albeit farmers in CSZ are doing well in terms of rice yield, they still have the highest potential of increasing rice yield since they had the lowest TGR. It is recommended that government through the ministry of food and agriculture, development partners and individual private companies promote the adoption of IATs as well as educate farmers on how to coordinate and synergize the adoption of the whole package. Contract farming concept and agricultural extension intensification should be vigorously pursued to the latter.

Keywords: efficiency, farmer innovation systems, improved agricultural technologies, two-step stochastic metafrontier approach

Procedia PDF Downloads 239
2257 Empirical Mode Decomposition Based Denoising by Customized Thresholding

Authors: Wahiba Mohguen, Raïs El’hadi Bekka

Abstract:

This paper presents a denoising method called EMD-Custom that was based on Empirical Mode Decomposition (EMD) and the modified Customized Thresholding Function (Custom) algorithms. EMD was applied to decompose adaptively a noisy signal into intrinsic mode functions (IMFs). Then, all the noisy IMFs got threshold by applying the presented thresholding function to suppress noise and to improve the signal to noise ratio (SNR). The method was tested on simulated data and real ECG signal, and the results were compared to the EMD-Based signal denoising methods using the soft and hard thresholding. The results showed the superior performance of the proposed EMD-Custom denoising over the traditional approach. The performances were evaluated in terms of SNR in dB, and Mean Square Error (MSE).

Keywords: customized thresholding, ECG signal, EMD, hard thresholding, soft-thresholding

Procedia PDF Downloads 282
2256 Spectral Properties of Fiber Bragg Gratings

Authors: Y. Hamaizi, H. Triki, A. El-Akrmi

Abstract:

In this paper, the reflection spectra, group delay and dispersion of a uniform fiber Bragg grating (FBG) are obtained. FBGs with two types of apodized variations of the refractive index were modeled to show how the side-lobes can be suppressed. Apodization techniques are used to get optimized reflection spectra. The simulation is based on solving coupled mode equations together with the transfer matrix method.

Keywords: fiber bragg gratings, coupled-mode theory, reflectivity, apodization

Procedia PDF Downloads 682
2255 Performance Analysis of Heterogeneous Cellular Networks with Multiple Connectivity

Authors: Sungkyung Kim, Jee-Hyeon Na, Dong-Seung Kwon

Abstract:

Future mobile networks following 5th generation will be characterized by one thousand times higher gains in capacity; connections for at least one hundred billion devices; user experience capable of extremely low latency and response times. To be close to the capacity requirements and higher reliability, advanced technologies have been studied, such as multiple connectivity, small cell enhancement, heterogeneous networking, and advanced interference and mobility management. This paper is focused on the multiple connectivity in heterogeneous cellular networks. We investigate the performance of coverage and user throughput in several deployment scenarios. Using the stochastic geometry approach, the SINR distributions and the coverage probabilities are derived in case of dual connection. Also, to compare the user throughput enhancement among the deployment scenarios, we calculate the spectral efficiency and discuss our results.

Keywords: heterogeneous networks, multiple connectivity, small cell enhancement, stochastic geometry

Procedia PDF Downloads 300
2254 Multi-Scaled Non-Local Means Filter for Medical Images Denoising: Empirical Mode Decomposition vs. Wavelet Transform

Authors: Hana Rabbouch

Abstract:

In recent years, there has been considerable growth of denoising techniques mainly devoted to medical imaging. This important evolution is not only due to the progress of computing techniques, but also to the emergence of multi-resolution analysis (MRA) on both mathematical and algorithmic bases. In this paper, a comparative study is conducted between the two best-known MRA-based decomposition techniques: the Empirical Mode Decomposition (EMD) and the Discrete Wavelet Transform (DWT). The comparison is carried out in a framework of multi-scale denoising, where a Non-Local Means (NLM) filter is performed scale-by-scale to a sample of benchmark medical images. The results prove the effectiveness of the multiscaled denoising, especially when the NLM filtering is coupled with the EMD.

Keywords: medical imaging, non local means, denoising, multiscaled analysis, empirical mode decomposition, wavelets

Procedia PDF Downloads 117
2253 Stochastic Pi Calculus in Financial Markets: An Alternate Approach to High Frequency Trading

Authors: Jerome Joshi

Abstract:

The paper presents the modelling of financial markets using the Stochastic Pi Calculus model. The Stochastic Pi Calculus model is mainly used for biological applications; however, the feature of this model promotes its use in financial markets, more prominently in high frequency trading. The trading system can be broadly classified into exchange, market makers or intermediary traders and fundamental traders. The exchange is where the action of the trade is executed, and the two types of traders act as market participants in the exchange. High frequency trading, with its complex networks and numerous market participants (intermediary and fundamental traders) poses a difficulty while modelling. It involves the participants to seek the advantage of complex trading algorithms and high execution speeds to carry out large volumes of trades. To earn profits from each trade, the trader must be at the top of the order book quite frequently by executing or processing multiple trades simultaneously. This would require highly automated systems as well as the right sentiment to outperform other traders. However, always being at the top of the book is also not best for the trader, since it was the reason for the outbreak of the ‘Hot – Potato Effect,’ which in turn demands for a better and more efficient model. The characteristics of the model should be such that it should be flexible and have diverse applications. Therefore, a model which has its application in a similar field characterized by such difficulty should be chosen. It should also be flexible in its simulation so that it can be further extended and adapted for future research as well as be equipped with certain tools so that it can be perfectly used in the field of finance. In this case, the Stochastic Pi Calculus model seems to be an ideal fit for financial applications, owing to its expertise in the field of biology. It is an extension of the original Pi Calculus model and acts as a solution and an alternative to the previously flawed algorithm, provided the application of this model is further extended. This model would focus on solving the problem which led to the ‘Flash Crash’ which is the ‘Hot –Potato Effect.’ The model consists of small sub-systems, which can be integrated to form a large system. It is designed in way such that the behavior of ‘noise traders’ is considered as a random process or noise in the system. While modelling, to get a better understanding of the problem, a broader picture is taken into consideration with the trader, the system, and the market participants. The paper goes on to explain trading in exchanges, types of traders, high frequency trading, ‘Flash Crash,’ ‘Hot-Potato Effect,’ evaluation of orders and time delay in further detail. For the future, there is a need to focus on the calibration of the module so that they would interact perfectly with other modules. This model, with its application extended, would provide a basis for researchers for further research in the field of finance and computing.

Keywords: concurrent computing, high frequency trading, financial markets, stochastic pi calculus

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2252 Power Control of DFIG in WECS Using Backstipping and Sliding Mode Controller

Authors: Abdellah Boualouch, Ahmed Essadki, Tamou Nasser, Ali Boukhriss, Abdellatif Frigui

Abstract:

This paper presents a power control for a Doubly Fed Induction Generator (DFIG) using in Wind Energy Conversion System (WECS) connected to the grid. The proposed control strategy employs two nonlinear controllers, Backstipping (BSC) and sliding-mode controller (SMC) scheme to directly calculate the required rotor control voltage so as to eliminate the instantaneous errors of active and reactive powers. In this paper the advantages of BSC and SMC are presented, the performance and robustness of this two controller’s strategy are compared between them. First, we present a model of wind turbine and DFIG machine, then a synthesis of the controllers and their application in the DFIG power control. Simulation results on a 1.5MW grid-connected DFIG system are provided by MATLAB/Simulink.

Keywords: backstipping, DFIG, power control, sliding-mode, WESC

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2251 Application of Matrix Converter for the Power Control of a DFIG-Based Wind Turbine

Authors: E. Bounadja, M. O. Mahmoudi, A. Djahbar, Z. Boudjema

Abstract:

This paper presents a control approach of the doubly fed induction generator (DFIG) in conjunction with a direct AC-AC matrix converter used in generating mode. This device is intended to be implemented in a variable speed wind energy conversion system connected to the grid. Firstly, we developed a model of matrix converter, controlled by the Venturini modulation technique. In order to control the power exchanged between the stator of the DFIG and the grid, a control law is synthesized using a high order sliding mode controller. The use of this method provides very satisfactory performance for the DFIG control. The overall strategy has been validated on a 2-MW wind turbine driven a DFIG using the Matlab/Simulink.

Keywords: doubly fed induction generator (DFIG), matrix converter, high-order sliding mode controller, wind energy

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2250 Co-Participation: Towards the Sustainable Micro-Rural Complex in China

Authors: Danhua Xu, Zhenlan Qian, Zhu Wang, Jiayan Fu, Ling Wang

Abstract:

A new business mode called rural complex is proposed by the China’s government to promote the development the economy in the rural area. However, for the sake of current national conditions including the great number of labor farmers owning the small scale farmlands and the uncertain enthusiasm from the enterprises, it is challenging to develop the big scale rural complex. To react to the dilemmas, this paper puts forward the micro-rural complex to boost the small scale farms by co-participation from a bottom-up mode. By analyzing the potential opportunities to find the suitable mode, exploring the interdisciplinary and interdepartmental co-participation way beyond architecture design and spatial planning between different actors, the paper tries to find a complete process towards the sustainable micro-rural complex and conducts an ongoing practice to optimize it, to bring new insights and reference to the rural development. According to the transformation of the economy, the micro-rural complex will develop into two phases, both of which can be discussed in three parts, the economic mode, the spatial support, and the Cooperating mechanism. The first stage is the agriculture co-participation based on the rise of Community supported agriculture (CSA) in which the consumers buy the products planted in an organic way from the farmers directly with a higher price to support the small-scale agriculture and overcome the food safety issues. The following stage sets up the agritourism catering the citizens with the restaurants, inns and other tourist service facilities to be planned and designed. In the whole process, the interdisciplinary co-participation will play an important role to provide the guidelines and consultation from the agronomists, architects and rural planners to the farmers. This mode has been applied to an on-going farm project, from which to explore the mode in a more practical way. In conclusion, the micro-rural complex aims at creating a balanced urban-rural relationship by co-participation taking advantage of the different actors. The spatial development is considered from the economic mode and social organization. The integration of the mode based on the small-scale agriculture will contribute to a sustainable growth and realize the long run development in the rural area.

Keywords: micro-rural complex, co-participation, sustainable development, China

Procedia PDF Downloads 242
2249 A Large Dataset Imputation Approach Applied to Country Conflict Prediction Data

Authors: Benjamin Leiby, Darryl Ahner

Abstract:

This study demonstrates an alternative stochastic imputation approach for large datasets when preferred commercial packages struggle to iterate due to numerical problems. A large country conflict dataset motivates the search to impute missing values well over a common threshold of 20% missingness. The methodology capitalizes on correlation while using model residuals to provide the uncertainty in estimating unknown values. Examination of the methodology provides insight toward choosing linear or nonlinear modeling terms. Static tolerances common in most packages are replaced with tailorable tolerances that exploit residuals to fit each data element. The methodology evaluation includes observing computation time, model fit, and the comparison of known values to replaced values created through imputation. Overall, the country conflict dataset illustrates promise with modeling first-order interactions while presenting a need for further refinement that mimics predictive mean matching.

Keywords: correlation, country conflict, imputation, stochastic regression

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2248 A Retrievable Genetic Algorithm for Efficient Solving of Sudoku Puzzles

Authors: Seyed Mehran Kazemi, Bahare Fatemi

Abstract:

Sudoku is a logic-based combinatorial puzzle game which is popular among people of different ages. Due to this popularity, computer softwares are being developed to generate and solve Sudoku puzzles with different levels of difficulty. Several methods and algorithms have been proposed and used in different softwares to efficiently solve Sudoku puzzles. Various search methods such as stochastic local search have been applied to this problem. Genetic Algorithm (GA) is one of the algorithms which have been applied to this problem in different forms and in several works in the literature. In these works, chromosomes with little or no information were considered and obtained results were not promising. In this paper, we propose a new way of applying GA to this problem which uses more-informed chromosomes than other works in the literature. We optimize the parameters of our GA using puzzles with different levels of difficulty. Then we use the optimized values of the parameters to solve various puzzles and compare our results to another GA-based method for solving Sudoku puzzles.

Keywords: genetic algorithm, optimization, solving Sudoku puzzles, stochastic local search

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2247 Building a Stochastic Simulation Model for Blue Crab Population Evolution in Antinioti Lagoon

Authors: Nikolaos Simantiris, Markos Avlonitis

Abstract:

This work builds a simulation platform, modeling the spatial diffusion of the invasive species Callinectes sapidus (blue crab) as a random walk, incorporating also generation, fatality, and fishing rates modeling the time evolution of its population. Antinioti lagoon in West Greece was used as a testbed for applying the simulation model. Field measurements from June 2020 to June 2021 on the lagoon’s setting, bathymetry, and blue crab juveniles provided the initial population simulation of blue crabs, as well as biological parameters from the current literature were used to calibrate simulation parameters. The scope of this study is to render the authors able to predict the evolution of the blue crab population in confined environments of the Ionian Islands region in West Greece. The first result of the simulation experiments shows the possibility for a robust prediction for blue crab population evolution in the Antinioti lagoon.

Keywords: antinioti lagoon, blue crab, stochastic simulation, random walk

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2246 Vertically Coupled III-V/Silicon Single Mode Laser with a Hybrid Grating Structure

Authors: Zekun Lin, Xun Li

Abstract:

Silicon photonics has gained much interest and extensive research for a promising aspect for fabricating compact, high-speed and low-cost photonic devices compatible with complementary metal-oxide-semiconductor (CMOS) process. Despite the remarkable progress made on the development of silicon photonics, high-performance, cost-effective, and reliable silicon laser sources are still missing. In this work, we present a 1550 nm III-V/silicon laser design with stable single-mode lasing property and robust and high-efficiency vertical coupling. The InP cavity consists of two uniform Bragg grating sections at sides for mode selection and feedback, as well as a central second-order grating for surface emission. A grating coupler is etched on the SOI waveguide by which the light coupling between the parallel III-V and SOI is reached vertically rather than by evanescent wave coupling. Laser characteristic is simulated and optimized by the traveling-wave model (TWM) and a Green’s function analysis as well as a 2D finite difference time domain (FDTD) method for the coupling process. The simulation results show that single-mode lasing with SMSR better than 48dB is achievable, and the threshold current is less than 15mA with a slope efficiency of around 0.13W/A. The coupling efficiency is larger than 42% and possesses a high tolerance with less than 10% reduction for 10 um horizontal or 15 um vertical dislocation. The design can be realized by standard flip-chip bonding techniques without co-fabrication of III-V and silicon or precise alignment.

Keywords: III-V/silicon integration, silicon photonics, single mode laser, vertical coupling

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2245 A Study on the Different Components of a Typical Back-Scattered Chipless RFID Tag Reflection

Authors: Fatemeh Babaeian, Nemai Chandra Karmakar

Abstract:

Chipless RFID system is a wireless system for tracking and identification which use passive tags for encoding data. The advantage of using chipless RFID tag is having a planar tag which is printable on different low-cost materials like paper and plastic. The printed tag can be attached to different items in the labelling level. Since the price of chipless RFID tag can be as low as a fraction of a cent, this technology has the potential to compete with the conventional optical barcode labels. However, due to the passive structure of the tag, data processing of the reflection signal is a crucial challenge. The captured reflected signal from a tag attached to an item consists of different components which are the reflection from the reader antenna, the reflection from the item, the tag structural mode RCS component and the antenna mode RCS of the tag. All these components are summed up in both time and frequency domains. The effect of reflection from the item and the structural mode RCS component can distort/saturate the frequency domain signal and cause difficulties in extracting the desired component which is the antenna mode RCS. Therefore, it is required to study the reflection of the tag in both time and frequency domains to have a better understanding of the nature of the captured chipless RFID signal. The other benefits of this study can be to find an optimised encoding technique in tag design level and to find the best processing algorithm the chipless RFID signal in decoding level. In this paper, the reflection from a typical backscattered chipless RFID tag with six resonances is analysed, and different components of the signal are separated in both time and frequency domains. Moreover, the time domain signal corresponding to each resonator of the tag is studied. The data for this processing was captured from simulation in CST Microwave Studio 2017. The outcome of this study is understanding different components of a measured signal in a chipless RFID system and a discovering a research gap which is a need to find an optimum detection algorithm for tag ID extraction.

Keywords: antenna mode RCS, chipless RFID tag, resonance, structural mode RCS

Procedia PDF Downloads 163