Search results for: residual power series method
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 25403

Search results for: residual power series method

25373 Electrical Machine Winding Temperature Estimation Using Stateful Long Short-Term Memory Networks (LSTM) and Truncated Backpropagation Through Time (TBPTT)

Authors: Yujiang Wu

Abstract:

As electrical machine (e-machine) power density re-querulents become more stringent in vehicle electrification, mounting a temperature sensor for e-machine stator windings becomes increasingly difficult. This can lead to higher manufacturing costs, complicated harnesses, and reduced reliability. In this paper, we propose a deep-learning method for predicting electric machine winding temperature, which can either replace the sensor entirely or serve as a backup to the existing sensor. We compare the performance of our method, the stateful long short-term memory networks (LSTM) with truncated backpropagation through time (TBTT), with that of linear regression, as well as stateless LSTM with/without residual connection. Our results demonstrate the strength of combining stateful LSTM and TBTT in tackling nonlinear time series prediction problems with long sequence lengths. Additionally, in industrial applications, high-temperature region prediction accuracy is more important because winding temperature sensing is typically used for derating machine power when the temperature is high. To evaluate the performance of our algorithm, we developed a temperature-stratified MSE. We propose a simple but effective data preprocessing trick to improve the high-temperature region prediction accuracy. Our experimental results demonstrate the effectiveness of our proposed method in accurately predicting winding temperature, particularly in high-temperature regions, while also reducing manufacturing costs and improving reliability.

Keywords: deep learning, electrical machine, functional safety, long short-term memory networks (LSTM), thermal management, time series prediction

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25372 Estimation of Residual Stresses in Thick Walled Cylinder by Radial Basis Artificial Neural

Authors: Mohammad Heidari

Abstract:

In this paper a method for high strength steel is proposed of residual stresses in autofrettaged tubes by combination of artificial neural networks is presented. Many different thick walled cylinders that were subjected to different conditions were studied. At first, the residual stress is calculated by analytical solution. Then by changing of the parameters that influenced in residual stresses such as percentage of autofrettage, internal pressure, wall ratio of cylinder, material property of cylinder, bauschinger and hardening effect factor, a neural network is created. These parameters are the input of network. The output of network is residual stress. Numerical data, employed for training the network and capabilities of the model in predicting the residual stress has been verified. The output obtained from neural network model is compared with numerical results, and the amount of relative error has been calculated. Based on this verification error, it is shown that the radial basis function of neural network has the average error of 2.75% in predicting residual stress of thick wall cylinder. Further analysis of residual stress of thick wall cylinder under different input conditions has been investigated and comparison results of modeling with numerical considerations shows a good agreement, which also proves the feasibility and effectiveness of the adopted approach.

Keywords: thick walled cylinder, residual stress, radial basis, artificial neural network

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25371 A Numerical Study of the Interaction between Residual Stress Profiles Induced by Quasi-Static Plastification

Authors: Guilherme F. Guimaraes, Alfredo R. De Faria, Ronnie R. Rego, Andre L. R. D'Oliveira

Abstract:

The development of methods for predicting manufacturing phenomena steadily grows due to their high potential to contribute to the component’s performance and durability. One of the most relevant phenomena in manufacturing is the residual stress state development through the manufacturing chain. In most cases, the residual stresses have their origin due to heterogenous plastifications produced by the processes. Although a few manufacturing processes have been successfully approached by numerical modeling, there is still a lack of understanding on how these processes' interactions will affect the final stress state. The objective of this work is to analyze the influence of previous stresses on the residual stress state induced by plastic deformation of a quasi-static indentation. The model consists of a simplified approach of shot peening, modeling four cases with variations in indenter size and force. This model was validated through topography, measured by optical 3D focus-variation, and residual stress, measured with the X-ray diffraction technique. The validated model was then exposed to several initial stress states, and the effect on the final residual stress was analyzed.

Keywords: plasticity, residual stress, finite element method, manufacturing

Procedia PDF Downloads 176
25370 Laser Shock Peening of Additively Manufactured Nickel-Based Superalloys

Authors: Michael Munther, Keivan Davami

Abstract:

One significant roadblock for additively manufactured (AM) parts is the buildup of residual tensile stresses during the fabrication process. These residual stresses are formed due to the intense localized thermal gradients and high cooling rates that cause non-uniform material expansion/contraction and mismatched strain profiles during powder-bed fusion techniques, such as direct metal laser sintering (DMLS). The residual stresses adversely affect the fatigue life of the AM parts. Moreover, if the residual stresses become higher than the material’s yield strength, they will lead to acute geometric distortion. These are limiting the applications and acceptance of AM components for safety-critical applications. Herein, we discuss laser shock peening method as an advanced technique for the manipulation of the residual stresses in AM parts. An X-ray diffraction technique is used for the measurements of the residual stresses before and after the laser shock peening process. Also, the hardness of the structures is measured using a nanoindentation technique. Maps of nanohardness and modulus are obtained from the nanoindentation, and a correlation is made between the residual stresses and the mechanical properties. The results indicate that laser shock peening is able to induce compressive residual stresses in the structure that mitigate the tensile residual stresses and increase the hardness of AM IN718, a superalloy, almost 20%. No significant changes were observed in the modulus after laser shock peening. The results strongly suggest that laser shock peening can be used as an advanced post-processing technique to optimize the service lives of critical components for various applications.

Keywords: additive manufacturing, Inconel 718, laser shock peening, residual stresses

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25369 Assessment Power and Oscillation Damping Using the POD Controller and Proposed FOD Controller

Authors: Tohid Rahimi, Yahya Naderi, Babak Yousefi, Seyed Hossein Hoseini

Abstract:

Today’s modern interconnected power system is highly complex in nature. In this, one of the most important requirements during the operation of the electric power system is the reliability and security. Power and frequency oscillation damping mechanism improve the reliability. Because of power system stabilizer (PSS) low speed response against of major fault such as three phase short circuit, FACTs devise that can control the network condition in very fast time, are becoming popular. However, FACTs capability can be seen in a major fault present when nonlinear models of FACTs devise and power system equipment are applied. To realize this aim, the model of multi-machine power system with FACTs controller is developed in MATLAB/SIMULINK using Sim Power System (SPS) blockiest. Among the FACTs device, Static synchronous series compensator (SSSC) due to high speed changes its reactance characteristic inductive to capacitive, is effective power flow controller. Tuning process of controller parameter can be performed using different method. However, Genetic Algorithm (GA) ability tends to use it in controller parameter tuning process. In this paper, firstly POD controller is used to power oscillation damping. But in this station, frequency oscillation dos not has proper damping situation. Therefore, FOD controller that is tuned using GA is using that cause to damp out frequency oscillation properly and power oscillation damping has suitable situation.

Keywords: power oscillation damping (POD), frequency oscillation damping (FOD), Static synchronous series compensator (SSSC), Genetic Algorithm (GA)

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25368 Unified Power Quality Conditioner Presentation and Dimensioning

Authors: Abderrahmane Kechich, Othmane Abdelkhalek

Abstract:

Static converters behave as nonlinear loads that inject harmonic currents into the grid and increase the consumption of the inactive power. On the other hand, the increased use of sensitive equipment requires the application of sinusoidal voltages. As a result, the electrical power quality control has become a major concern in the field of power electronics. In this context, the active power conditioner (UPQC) was developed. It combines both serial and parallel structures; the series filter can protect sensitive loads and compensate for voltage disturbances such as voltage harmonics, voltage dips or flicker when the shunt filter compensates for current disturbances such as current harmonics, reactive currents and imbalance. This double feature is that it is one of the most appropriate devices. Calculating parameters is an important step and in the same time it’s not easy for that reason several researchers based on trial and error method for calculating parameters but this method is not easy for beginners researchers especially what about the controller’s parameters, for that reason this paper gives a mathematical way to calculate of almost all of UPQC parameters away from trial and error method. This paper gives also a new approach for calculating of PI regulators parameters for purpose to have a stable UPQC able to compensate for disturbances acting on the waveform of line voltage and load current in order to improve the electrical power quality.

Keywords: UPQC, Shunt active filer, series active filer, PI controller, PWM control, dual-loop control

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25367 Starting Order Eight Method Accurately for the Solution of First Order Initial Value Problems of Ordinary Differential Equations

Authors: James Adewale, Joshua Sunday

Abstract:

In this paper, we developed a linear multistep method, which is implemented in predictor corrector-method. The corrector is developed by method of collocation and interpretation of power series approximate solutions at some selected grid points, to give a continuous linear multistep method, which is evaluated at some selected grid points to give a discrete linear multistep method. The predictors were also developed by method of collocation and interpolation of power series approximate solution, to give a continuous linear multistep method. The continuous linear multistep method is then solved for the independent solution to give a continuous block formula, which is evaluated at some selected grid point to give discrete block method. Basic properties of the corrector were investigated and found to be zero stable, consistent and convergent. The efficiency of the method was tested on some linear, non-learn, oscillatory and stiff problems of first order, initial value problems of ordinary differential equations. The results were found to be better in terms of computer time and error bound when compared with the existing methods.

Keywords: predictor, corrector, collocation, interpolation, approximate solution, independent solution, zero stable, consistent, convergent

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25366 Numerical Investigation on Optimizing Fatigue Life in a Lap Joint Structure

Authors: P. Zamani, S. Mohajerzadeh, R. Masoudinejad, K. Farhangdoost

Abstract:

The riveting process is one of the important ways to keep fastening the lap joints in aircraft structures. Failure of aircraft lap joints directly depends on the stress field in the joint. An important application of riveting process is in the construction of aircraft fuselage structures. In this paper, a 3D finite element method is carried out in order to optimize residual stress field in a riveted lap joint and also to estimate its fatigue life. In continue, a number of experiments are designed and analyzed using design of experiments (DOE). Then, Taguchi method is used to select an optimized case between different levels of each factor. Besides that, the factor which affects the most on residual stress field is investigated. Such optimized case provides the maximum residual stress field. Fatigue life of the optimized joint is estimated by Paris-Erdogan law. Stress intensity factors (SIFs) are calculated using both finite element analysis and experimental formula. In addition, the effect of residual stress field, geometry, and secondary bending are considered in SIF calculation. A good agreement is found between results of such methods. Comparison between optimized fatigue life and fatigue life of other joints has shown an improvement in the joint’s life.

Keywords: fatigue life, residual stress, riveting process, stress intensity factor, Taguchi method

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25365 A Strategy of Direct Power Control for PWM Rectifier Reducing Ripple in Instantaneous Power

Authors: T. Mohammed Chikouche, K. Hartani

Abstract:

In order to solve the instantaneous power ripple and achieve better performance of direct power control (DPC) for a three-phase PWM rectifier, a control method is proposed in this paper. This control method is applied to overcome the instantaneous power ripple, to eliminate line current harmonics and therefore reduce the total harmonic distortion and to improve the power factor. A switching table is based on the analysis on the change of instantaneous active and reactive power, to select the optimum switching state of the three-phase PWM rectifier. The simulation result shows feasibility of this control method.

Keywords: power quality, direct power control, power ripple, switching table, unity power factor

Procedia PDF Downloads 289
25364 Analysis of Exponential Nonuniform Transmission Line Parameters

Authors: Mounir Belattar

Abstract:

In this paper the Analysis of voltage waves that propagate along a lossless exponential nonuniform line is presented. For this analysis the parameters of this line are assumed to be varying function of the distance x along the line from the source end. The approach is based on the tow-port networks cascading presentation to derive the ABDC parameters of transmission using Picard-Carson Method which is a powerful method in getting a power series solution for distributed network because it is easy to calculate poles and zeros and solves differential equations such as telegrapher equations by an iterative sequence. So the impedance, admittance voltage and current along the line are expanded as a Taylor series in x/l where l is the total length of the line to obtain at the end, the main transmission line parameters such as voltage response and transmission and reflexion coefficients represented by scattering parameters in frequency domain.

Keywords: ABCD parameters, characteristic impedance exponential nonuniform transmission line, Picard-Carson's method, S parameters, Taylor's series

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25363 Approximation of the Time Series by Fractal Brownian Motion

Authors: Valeria Bondarenko

Abstract:

In this paper, we propose two problems related to fractal Brownian motion. First problem is simultaneous estimation of two parameters, Hurst exponent and the volatility, that describe this random process. Numerical tests for the simulated fBm provided an efficient method. Second problem is approximation of the increments of the observed time series by a power function by increments from the fractional Brownian motion. Approximation and estimation are shown on the example of real data, daily deposit interest rates.

Keywords: fractional Brownian motion, Gausssian processes, approximation, time series, estimation of properties of the model

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25362 The Effect of Material Properties and Volumetric Changes in Phase Transformation to the Final Residual Stress of Welding Process

Authors: Djarot B. Darmadi

Abstract:

The wider growing Finite Element Method (FEM) application is caused by its benefits of cost saving and environment friendly. Also, by using FEM a deep understanding of certain phenomenon can be achieved. This paper observed the role of material properties and volumetric change when Solid State Phase Transformation (SSPT) takes place in residual stress formation due to a welding process of ferritic steels through coupled Thermo-Metallurgy-Mechanical (TMM) analysis. The correctness of FEM residual stress prediction was validated by experiment. From parametric study of the FEM model, it can be concluded that the material properties change tend to over-predicts residual stress in the weld center whilst volumetric change tend to underestimates it. The best final result is the compromise of both by incorporates them in the model which has a better result compared to a model without SSPT.

Keywords: residual stress, ferritic steels, SSPT, coupled-TMM

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25361 Computation of Residual Stresses in Human Face Due to Growth

Authors: M. A. Askari, M. A. Nazari, P. Perrier, Y. Payan

Abstract:

Growth and remodeling of biological structures have gained lots of attention over the past decades. Determining the response of the living tissues to the mechanical loads is necessary for a wide range of developing fields such as, designing of prosthetics and optimized surgery operations. It is a well-known fact that biological structures are never stress-free, even when externally unloaded. The exact origin of these residual stresses is not clear, but theoretically growth and remodeling is one of the main sources. Extracting body organs from medical imaging, does not produce any information regarding the existing residual stresses in that organ. The simplest cause of such stresses is the gravity since an organ grows under its influence from its birth. Ignoring such residual stresses might cause erroneous results in numerical simulations. Accounting for residual stresses due to tissue growth can improve the accuracy of mechanical analysis results. In this paper, we have implemented a computational framework based on fixed-point iteration to determine the residual stresses due to growth. Using nonlinear continuum mechanics and the concept of fictitious configuration we find the unknown stress-free reference configuration which is necessary for mechanical analysis. To illustrate the method, we apply it to a finite element model of healthy human face whose geometry has been extracted from medical images. We have computed the distribution of residual stress in facial tissues, which can overcome the effect of gravity and cause that tissues remain firm. Tissue wrinkles caused by aging could be a consequence of decreasing residual stress and not counteracting the gravity. Considering these stresses has important application in maxillofacial surgery. It helps the surgeons to predict the changes after surgical operations and their consequences.

Keywords: growth, soft tissue, residual stress, finite element method

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25360 Optimization of the Administration of Intravenous Medication by Reduction of the Residual Volume, Taking User-Friendliness, Cost Efficiency, and Safety into Account

Authors: A. Poukens, I. Sluyts, A. Krings, J. Swartenbroekx, D. Geeroms, J. Poukens

Abstract:

Introduction and Objectives: It has been known for many years that with the administration of intravenous medication, a rather significant part of the planned to be administered infusion solution, the residual volume ( the volume that remains in the IV line and or infusion bag), does not reach the patient and is wasted. This could possibly result in under dosage and diminished therapeutic effect. Despite the important impact on the patient, the reduction of residual volume lacks attention. An optimized and clearly stated protocol concerning the reduction of residual volume in an IV line is necessary for each hospital. As described in my Master’s thesis, acquiring the degree of Master in Hospital Pharmacy, administration of intravenous medication can be optimized by reduction of the residual volume. Herewith effectiveness, user-friendliness, cost efficiency and safety were taken into account. Material and Methods: By usage of a literature study and an online questionnaire sent out to all Flemish hospitals and hospitals in the Netherlands (province Limburg), current flush methods could be mapped out. In laboratory research, possible flush methods aiming to reduce the residual volume were measured. Furthermore, a self-developed experimental method to reduce the residual volume was added to the study. The current flush methods and the self-developed experimental method were compared to each other based on cost efficiency, user-friendliness and safety. Results: There is a major difference between the Flemish and the hospitals in the Netherlands (Province Limburg) concerning the approach and method of flushing IV lines after administration of intravenous medication. The residual volumes were measured and laboratory research showed that if flushing was done minimally 1-time equivalent to the residual volume, 95 percent of glucose would be flushed through. Based on the comparison, it became clear that flushing by use of a pre-filled syringe would be the most cost-efficient, user-friendly and safest method. According to laboratory research, the self-developed experimental method is feasible and has the advantage that the remaining fraction of the medication can be administered to the patient in unchanged concentration without dilution. Furthermore, this technique can be applied regardless of the level of the residual volume. Conclusion and Recommendations: It is recommendable to revise the current infusion systems and flushing methods in most hospitals. Aside from education of the hospital staff and alignment on a uniform substantiated protocol, an optimized and clear policy on the reduction of residual volume is necessary for each hospital. It is recommended to flush all IV lines with rinsing fluid with at least the equivalent volume of the residual volume. Further laboratory and clinical research for the self-developed experimental method are needed before this method can be implemented clinically in a broader setting.

Keywords: intravenous medication, infusion therapy, IV flushing, residual volume

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25359 A Thermo-mechanical Finite Element Model to Predict Thermal Cycles and Residual Stresses in Directed Energy Deposition Technology

Authors: Edison A. Bonifaz

Abstract:

In this work, a numerical procedure is proposed to design dense multi-material structures using the Directed Energy Deposition (DED) process. A thermo-mechanical finite element model to predict thermal cycles and residual stresses is presented. A numerical layer build-up procedure coupled with a moving heat flux was constructed to minimize strains and residual stresses that result in the multi-layer deposition of an AISI 316 austenitic steel on an AISI 304 austenitic steel substrate. To simulate the DED process, the automated interface of the ABAQUS AM module was used to define element activation and heat input event data as a function of time and position. Of this manner, the construction of ABAQUS user-defined subroutines was not necessary. Thermal cycles and thermally induced stresses created during the multi-layer deposition metal AM pool crystallization were predicted and validated. Results were analyzed in three independent metal layers of three different experiments. The one-way heat and material deposition toolpath used in the analysis was created with a MatLab path script. An optimal combination of feedstock and heat input printing parameters suitable for fabricating multi-material dense structures in the directed energy deposition metal AM process was established. At constant power, it can be concluded that the lower the heat input, the lower the peak temperatures and residual stresses. It means that from a design point of view, the one-way heat and material deposition processing toolpath with the higher welding speed should be selected.

Keywords: event series, thermal cycles, residual stresses, multi-pass welding, abaqus am modeler

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25358 Investigation of Gas Tungsten Arc Welding Parameters on Residual Stress of Heat Affected Zone in Inconel X750 Super Alloy Welding Using Finite Element Method

Authors: Kimia Khoshdel Vajari, Saber Saffar

Abstract:

Reducing the residual stresses caused by welding is desirable for the industry. The effect of welding sequence, as well as the effect of yield stress on the number of residual stresses generated in Inconel X750 superalloy sheets and beams, have been investigated. The finite element model used in this research is a three-dimensional thermal and mechanical model, and the type of analysis is indirect coupling. This analysis is done in two stages. First, thermal analysis is performed, and then the thermal changes of the first analysis are used as the applied load in the second analysis. ABAQUS has been used for modeling, and the Dflux subroutine has been used in the Fortran programming environment to move the arc and the molten pool. The results of this study show that the amount of tensile residual stress in symmetric, discontinuous, and symmetric-discontinuous welds is reduced to a maximum of 27%, 54%, and 37% compared to direct welding, respectively. The results also show that the amount of residual stresses created by welding increases linearly with increasing yield stress with a slope of 40%.

Keywords: residual stress, X750 superalloy, finite element, welding, thermal analysis

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25357 Stable Tending Control of Complex Power Systems: An Example of Localized Design of Power System Stabilizers

Authors: Wenjuan Du

Abstract:

The phase compensation method was proposed based on the concept of the damping torque analysis (DTA). It is a method for the design of a PSS (power system stabilizer) to suppress local-mode power oscillations in a single-machine infinite-bus power system. This paper presents the application of the phase compensation method for the design of a PSS in a multi-machine power system. The application is achieved by examining the direct damping contribution of the stabilizer to the power oscillations. By using linearized equal area criterion, a theoretical proof to the application for the PSS design is presented. Hence PSS design in the paper is an example of stable tending control by localized method.

Keywords: phase compensation method, power system small-signal stability, power system stabilizer

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25356 Fatigue Crack Behaviour in a Residual Stress Field at Fillet Welds in Ship Structures

Authors: Anurag Niranjan, Michael Fitzpatrick, Yin Jin Janin, Jazeel Chukkan, Niall Smyth

Abstract:

Fillet welds are used in joining longitudinal stiffeners in ship structures. Welding residual stresses in fillet welds are generally distributed in a non-uniform manner, as shown in previous research the residual stress redistribution occurs under the cyclic loading that is experienced by such joints during service, and the combination of the initial residual stress, local constraints, and loading can alter the stress field in ways that are extremely difficult to predict. As the residual stress influences the crack propagation originating from the toe of the fillet welds, full understanding of the residual stress field and how it evolves is very important for structural integrity calculations. Knowledge of the residual stress redistribution in the presence of a flaw is therefore required for better fatigue life prediction. Moreover, defect assessment procedures such as BS7910 offer very limited guidance for flaw acceptance and the associated residual stress redistribution in the assessment of fillet welds. Therefore the objective of this work is to study a surface-breaking flaw at the weld toe region in a fillet weld under cyclic load, in conjunction with residual stress measurement at pre-defined crack depths. This work will provide details of residual stress redistribution under cyclic load in the presence of a crack. The outcome of this project will inform integrity assessment with respect to the treatment of residual stress in fillet welds. Knowledge of the residual stress evolution for this weld geometry will be greatly beneficial for flaw tolerance assessments (BS 7910, API 591).

Keywords: fillet weld, fatigue, residual stress, structure integrity

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25355 Power Quality Evaluation of Electrical Distribution Networks

Authors: Mohamed Idris S. Abozaed, Suliman Mohamed Elrajoubi

Abstract:

Researches and concerns in power quality gained significant momentum in the field of power electronics systems over the last two decades globally. This sudden increase in the number of concerns over power quality problems is a result of the huge increase in the use of non-linear loads. In this paper, power quality evaluation of some distribution networks at Misurata - Libya has been done using a power quality and energy analyzer (Fluke 437 Series II). The results of this evaluation are used to minimize the problems of power quality. The analysis shows the main power quality problems that exist and the level of awareness of power quality issues with the aim of generating a start point which can be used as guidelines for researchers and end users in the field of power systems.

Keywords: power quality disturbances, power quality evaluation, statistical analysis, electrical distribution networks

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25354 Analysis of Dynamics Underlying the Observation Time Series by Using a Singular Spectrum Approach

Authors: O. Delage, H. Bencherif, T. Portafaix, A. Bourdier

Abstract:

The main purpose of time series analysis is to learn about the dynamics behind some time ordered measurement data. Two approaches are used in the literature to get a better knowledge of the dynamics contained in observation data sequences. The first of these approaches concerns time series decomposition, which is an important analysis step allowing patterns and behaviors to be extracted as components providing insight into the mechanisms producing the time series. As in many cases, time series are short, noisy, and non-stationary. To provide components which are physically meaningful, methods such as Empirical Mode Decomposition (EMD), Empirical Wavelet Transform (EWT) or, more recently, Empirical Adaptive Wavelet Decomposition (EAWD) have been proposed. The second approach is to reconstruct the dynamics underlying the time series as a trajectory in state space by mapping a time series into a set of Rᵐ lag vectors by using the method of delays (MOD). Takens has proved that the trajectory obtained with the MOD technic is equivalent to the trajectory representing the dynamics behind the original time series. This work introduces the singular spectrum decomposition (SSD), which is a new adaptive method for decomposing non-linear and non-stationary time series in narrow-banded components. This method takes its origin from singular spectrum analysis (SSA), a nonparametric spectral estimation method used for the analysis and prediction of time series. As the first step of SSD is to constitute a trajectory matrix by embedding a one-dimensional time series into a set of lagged vectors, SSD can also be seen as a reconstruction method like MOD. We will first give a brief overview of the existing decomposition methods (EMD-EWT-EAWD). The SSD method will then be described in detail and applied to experimental time series of observations resulting from total columns of ozone measurements. The results obtained will be compared with those provided by the previously mentioned decomposition methods. We will also compare the reconstruction qualities of the observed dynamics obtained from the SSD and MOD methods.

Keywords: time series analysis, adaptive time series decomposition, wavelet, phase space reconstruction, singular spectrum analysis

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25353 Nonstationarity Modeling of Economic and Financial Time Series

Authors: C. Slim

Abstract:

Traditional techniques for analyzing time series are based on the notion of stationarity of phenomena under study, but in reality most economic and financial series do not verify this hypothesis, which implies the implementation of specific tools for the detection of such behavior. In this paper, we study nonstationary non-seasonal time series tests in a non-exhaustive manner. We formalize the problem of nonstationary processes with numerical simulations and take stock of their statistical characteristics. The theoretical aspects of some of the most common unit root tests will be discussed. We detail the specification of the tests, showing the advantages and disadvantages of each. The empirical study focuses on the application of these tests to the exchange rate (USD/TND) and the Consumer Price Index (CPI) in Tunisia, in order to compare the Power of these tests with the characteristics of the series.

Keywords: stationarity, unit root tests, economic time series, ADF tests

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25352 Design of Electromagnetic Field of PMSG for VTOL Series-Hybrid UAV

Authors: Sooyoung Cho, In-Gun Kim, Hyun-Seok Hong, Dong-Woo Kang, Ju Lee

Abstract:

Series hybrid UAV(Unmanned aerial vehicle) that is proposed in this paper performs VTOL(Vertical take-off and landing) using the battery and generator, and it applies the series hybrid system with combination of the small engine and generator when cruising flight. This system can be described as the next-generation system that can dramatically increase the UAV flight times. Also, UAV systems require a large energy at the time of VTOL to be conducted for a short time. Therefore, this paper designs PMSG(Permanent Magnet Synchronous Generator) having a high specific power considering VTOL through the FEA.

Keywords: PMSG, VTOL, UAV, high specific power density

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25351 Free Residual Chlorine and Bacteriological Contamination in Addis Ababa Water Supply System, Ethiopia

Authors: Aklilu Zeleke

Abstract:

A cross-sectional study was conducted in order to understand the effect of wet and dry seasons on the free residual chlorine and bacteriological contamination of the Addis Ababa (Ethiopia) water supply system. Water samples were taken at 30 selected distribution points and analyzed for Free Residual Chlorine and bacteriological analysis total coliforms and fecal coliform). It was found that some of the bacteriological data and Free Residual Chlorine levels are below the recommended values and beyond the maximum tolerable limits recommended by World Health Organization and Ethiopian National Standards. Water quality during the dry season is better than that of the wet season. There is a strong relationship between Free Residual Chlorine levels in drinking water and its bacteriological quality.

Keywords: addis ababa, wet season, dry season, free residual chlorine

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25350 An Improved Prediction Model of Ozone Concentration Time Series Based on Chaotic Approach

Authors: Nor Zila Abd Hamid, Mohd Salmi M. Noorani

Abstract:

This study is focused on the development of prediction models of the Ozone concentration time series. Prediction model is built based on chaotic approach. Firstly, the chaotic nature of the time series is detected by means of phase space plot and the Cao method. Then, the prediction model is built and the local linear approximation method is used for the forecasting purposes. Traditional prediction of autoregressive linear model is also built. Moreover, an improvement in local linear approximation method is also performed. Prediction models are applied to the hourly ozone time series observed at the benchmark station in Malaysia. Comparison of all models through the calculation of mean absolute error, root mean squared error and correlation coefficient shows that the one with improved prediction method is the best. Thus, chaotic approach is a good approach to be used to develop a prediction model for the Ozone concentration time series.

Keywords: chaotic approach, phase space, Cao method, local linear approximation method

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25349 Efficiency Improvement of REV-Method for Calibration of Phased Array Antennas

Authors: Daniel Hristov

Abstract:

The paper describes the principle of operation, simulation and physical validation of method for simultaneous acquisition of gain and phase states of multiple antenna elements and the corresponding feed lines across a Phased Array Antenna (PAA). The derived values for gain and phase are used for PAA-calibration. The method utilizes the Rotating-Element Electric- Field Vector (REV) principle currently used for gain and phase state estimation of single antenna element across an active antenna aperture. A significant reduction of procedure execution time is achieved with simultaneous setting of different phase delays to multiple phase shifters, followed by a single power measurement. The initial gain and phase states are calculated using spectral and correlation analysis of the measured power series.

Keywords: antenna, antenna arrays, calibration, phase measurement, power measurement

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25348 Design of 900 MHz High Gain SiGe Power Amplifier with Linearity Improved Bias Circuit

Authors: Guiheng Zhang, Wei Zhang, Jun Fu, Yudong Wang

Abstract:

A 900 MHz three-stage SiGe power amplifier (PA) with high power gain is presented in this paper. Volterra Series is applied to analyze nonlinearity sources of SiGe HBT device model clearly. Meanwhile, the influence of operating current to IMD3 is discussed. Then a β-helper current mirror bias circuit is applied to improve linearity, since the β-helper current mirror bias circuit can offer stable base biasing voltage. Meanwhile, it can also work as predistortion circuit when biasing voltages of three bias circuits are fine-tuned, by this way, the power gain and operating current of PA are optimized for best linearity. The three power stages which fabricated by 0.18 μm SiGe technology are bonded to the printed circuit board (PCB) to obtain impedances by Load-Pull system, then matching networks are done for best linearity with discrete passive components on PCB. The final measured three-stage PA exhibits 21.1 dBm of output power at 1 dB compression point (OP1dB) with power added efficiency (PAE) of 20.6% and 33 dB power gain under 3.3 V power supply voltage.

Keywords: high gain power amplifier, linearization bias circuit, SiGe HBT model, Volterra series

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25347 Excitation Modeling for Hidden Markov Model-Based Speech Synthesis Based on Wavelet Analysis

Authors: M. Kiran Reddy, K. Sreenivasa Rao

Abstract:

The conventional Hidden Markov Model (HMM)-based speech synthesis system (HTS) uses only a pulse excitation model, which significantly differs from natural excitation signal. Hence, buzziness can be perceived in the speech generated using HTS. This paper proposes an efficient excitation modeling method that can significantly reduce the buzziness, and improve the quality of HMM-based speech synthesis. The proposed approach models the pitch-synchronous residual frames extracted from the residual excitation signal. Each pitch synchronous residual frame is parameterized using 30 wavelet coefficients. These 30 wavelet coefficients are found to accurately capture the perceptually important information present in the residual waveform. In synthesis phase, the residual frames are reconstructed from the generated wavelet coefficients and are pitch-synchronously overlap-added to generate the excitation signal. The proposed excitation modeling method is integrated into HMM-based speech synthesis system. Evaluation results indicate that the speech synthesized by the proposed excitation model is significantly better than the speech generated using state-of-the-art excitation modeling methods.

Keywords: excitation modeling, hidden Markov models, pitch-synchronous frames, speech synthesis, wavelet coefficients

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25346 An Analysis of Conditions for Efficiency Gains in Large ICEs Using Cycling

Authors: Bauer Peter, Murillo Jenny

Abstract:

This paper investigates the bounds of achievable fuel efficiency improvements in engines due to cycling between two operating points assuming a series hybrid configuration . It is shown that for linear bsfc dependencies (as a function of power), cycling is only beneficial if the average power needs are smaller than the power at the optimal bsfc value. Exact expressions for the fuel efficiency gains relative to the constant output power case are derived. This asymptotic analysis is then extended to the case where transient losses due to a change in the operating point are also considered. The case of the boundary bsfc trajectory where constant power application and cycling yield the same fuel consumption.is investigated. It is shown that the boundary bsfc locations of the second non-optimal operating points is hyperbolic. The analysis of the boundary case allows to evaluate whether for a particular engine, cycling can be beneficial. The introduced concepts are illustrated through a number of real world examples, i.e. large production Diesel engines in series hybrid configurations.

Keywords: cycling, efficiency, bsfc, series hybrid, diesel, operating point

Procedia PDF Downloads 479
25345 Competing Risks Modeling Using within Node Homogeneity Classification Tree

Authors: Kazeem Adesina Dauda, Waheed Babatunde Yahya

Abstract:

To design a tree that maximizes within-node homogeneity, there is a need for a homogeneity measure that is appropriate for event history data with multiple risks. We consider the use of Deviance and Modified Cox-Snell residuals as a measure of impurity in Classification Regression Tree (CART) and compare our results with the results of Fiona (2008) in which homogeneity measures were based on Martingale Residual. Data structure approach was used to validate the performance of our proposed techniques via simulation and real life data. The results of univariate competing risk revealed that: using Deviance and Cox-Snell residuals as a response in within node homogeneity classification tree perform better than using other residuals irrespective of performance techniques. Bone marrow transplant data and double-blinded randomized clinical trial, conducted in other to compare two treatments for patients with prostate cancer were used to demonstrate the efficiency of our proposed method vis-à-vis the existing ones. Results from empirical studies of the bone marrow transplant data showed that the proposed model with Cox-Snell residual (Deviance=16.6498) performs better than both the Martingale residual (deviance=160.3592) and Deviance residual (Deviance=556.8822) in both event of interest and competing risks. Additionally, results from prostate cancer also reveal the performance of proposed model over the existing one in both causes, interestingly, Cox-Snell residual (MSE=0.01783563) outfit both the Martingale residual (MSE=0.1853148) and Deviance residual (MSE=0.8043366). Moreover, these results validate those obtained from the Monte-Carlo studies.

Keywords: within-node homogeneity, Martingale residual, modified Cox-Snell residual, classification and regression tree

Procedia PDF Downloads 241
25344 Novel Approach to Design of a Class-EJ Power Amplifier Using High Power Technology

Authors: F. Rahmani, F. Razaghian, A. R. Kashaninia

Abstract:

This article proposes a new method for application in communication circuit systems that increase efficiency, PAE, output power and gain in the circuit. The proposed method is based on a combination of switching class-E and class-J and has been termed class-EJ. This method was investigated using both theory and simulation to confirm ~72% PAE and output power of > 39 dBm. The combination and design of the proposed power amplifier accrues gain of over 15dB in the 2.9 to 3.5 GHz frequency bandwidth. This circuit was designed using MOSFET and high power transistors. The load- and source-pull method achieved the best input and output networks using lumped elements. The proposed technique was investigated for fundamental and second harmonics having desirable amplitudes for the output signal.

Keywords: power amplifier (PA), high power, class-J and class-E, high efficiency

Procedia PDF Downloads 459