Search results for: volatility transmission
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2117

Search results for: volatility transmission

1877 Mobile Cloud Middleware: A New Service for Mobile Users

Authors: K. Akherfi, H. Harroud

Abstract:

Cloud Computing (CC) and Mobile Cloud Computing (MCC) have advanced rapidly the last few years. Today, MCC undergoes fast improvement and progress in terms of hardware (memory, embedded sensors, power consumption, touch screen, etc.) software (more and more sophisticated mobile applications) and transmission (higher data transmission rates achieved with different technologies such as 3Gs). This paper presents a review on the concept of CC and MCC. Then, it discusses what has been done regarding middleware in CC and MCC. Later, it shows the architecture of our proposed middleware along with its functionalities which will be provided to mobile clients in order to overcome the well-known problems (such as low battery power, slow CPU speed and, little memory etc.).

Keywords: context-aware, cloud computing, middleware, mobile cloud computing

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1876 Wideband Planar Antenna Based on Composite Right/Left-Handed Transmission-Line (CRLH-TL) for Operation across UHF/L/S-Bands

Authors: Mohammad Alibakhshikenari, Ernesto Limiti, Bal S. Virdee

Abstract:

The paper presents a miniature wideband antenna using composite right/left-handed transmission-line (CRLH-TL) metamaterial. The proposed planar antenna has a fractional bandwidth of 100% and is designed to operate in several frequency bands from 800MHz to 2.40GHz. The antenna is constructed using just two CRLH-TL unit cells comprising of two T-shaped slots that are inverted. The slots contribute towards generating the series left-handed (LH) capacitance CL. The rectangular patch on which the slots are created is grounded with spiral shaped high impedance stubs that contribute towards LH inductance LL. The antenna has a size of 14×6×1.6mm3 (0.037λ0×0.016λ0× 0.004λ0, where λ0 is free space wavelength at 800MHz). The peak gain and efficiency of the antenna are 1.5 dBi and ~75%, respectively, at 1.6GHz. Proposed antenna is suitable for use in wireless systems working at UHF/L/S-bands, in particular, AMPS, GSM, WCDMA, UMTS, PCS, cellular, DCS, IMT-2000, JCDMA, KPCS, GPS, lower band of WiMAX.

Keywords: miniature antenna, composite right/left-handed transmission line (CRLH-TL), wideband antenna, communication transceiver, metamaterials

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1875 Improved Traveling Wave Method Based Fault Location Algorithm for Multi-Terminal Transmission System of Wind Farm with Grounding Transformer

Authors: Ke Zhang, Yongli Zhu

Abstract:

Due to rapid load growths in today’s highly electrified societies and the requirement for green energy sources, large-scale wind farm power transmission system is constantly developing. This system is a typical multi-terminal power supply system, whose structure of the network topology of transmission lines is complex. What’s more, it locates in the complex terrain of mountains and grasslands, thus increasing the possibility of transmission line faults and finding the fault location with difficulty after the faults and resulting in an extremely serious phenomenon of abandoning the wind. In order to solve these problems, a fault location method for multi-terminal transmission line based on wind farm characteristics and improved single-ended traveling wave positioning method is proposed. Through studying the zero sequence current characteristics by using the characteristics of the grounding transformer(GT) in the existing large-scale wind farms, it is obtained that the criterion for judging the fault interval of the multi-terminal transmission line. When a ground short-circuit fault occurs, there is only zero sequence current on the path between GT and the fault point. Therefore, the interval where the fault point exists is obtained by determining the path of the zero sequence current. After determining the fault interval, The location of the short-circuit fault point is calculated by the traveling wave method. However, this article uses an improved traveling wave method. It makes the positioning accuracy more accurate by combining the single-ended traveling wave method with double-ended electrical data. What’s more, a method of calculating the traveling wave velocity is deduced according to the above improvements (it is the actual wave velocity in theory). The improvement of the traveling wave velocity calculation method further improves the positioning accuracy. Compared with the traditional positioning method, the average positioning error of this method is reduced by 30%.This method overcomes the shortcomings of the traditional method in poor fault location of wind farm transmission lines. In addition, it is more accurate than the traditional fixed wave velocity method in the calculation of the traveling wave velocity. It can calculate the wave velocity in real time according to the scene and solve the traveling wave velocity can’t be updated with the environment and real-time update. The method is verified in PSCAD/EMTDC.

Keywords: grounding transformer, multi-terminal transmission line, short circuit fault location, traveling wave velocity, wind farm

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1874 Development of Fault Diagnosis Technology for Power System Based on Smart Meter

Authors: Chih-Chieh Yang, Chung-Neng Huang

Abstract:

In power system, how to improve the fault diagnosis technology of transmission line has always been the primary goal of power grid operators. In recent years, due to the rise of green energy, the addition of all kinds of distributed power also has an impact on the stability of the power system. Because the smart meters are with the function of data recording and bidirectional transmission, the adaptive Fuzzy Neural inference system, ANFIS, as well as the artificial intelligence that has the characteristics of learning and estimation in artificial intelligence. For transmission network, in order to avoid misjudgment of the fault type and location due to the input of these unstable power sources, combined with the above advantages of smart meter and ANFIS, a method for identifying fault types and location of faults is proposed in this study. In ANFIS training, the bus voltage and current information collected by smart meters can be trained through the ANFIS tool in MATLAB to generate fault codes to identify different types of faults and the location of faults. In addition, due to the uncertainty of distributed generation, a wind power system is added to the transmission network to verify the diagnosis correctness of the study. Simulation results show that the method proposed in this study can correctly identify the fault type and location of fault with more efficiency, and can deal with the interference caused by the addition of unstable power sources.

Keywords: ANFIS, fault diagnosis, power system, smart meter

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1873 Analysing the Influence of COVID-19 on Major Agricultural Commodity Prices in South Africa

Authors: D. Mokatsanyane, J. Jansen Van Rensburg

Abstract:

This paper analyses the influence and impact of COVID-19 on major agricultural commodity prices in South Africa. According to a World Bank report, the agricultural sector in South Africa has been unable to reduce the domestic food crisis that has been occurring over the past years, hence the increased rate of poverty, which is currently at 55.5 percent as of April 2020. Despite the significance of this sector, empirical findings concluded that the agricultural sector now accounts for 1.88 percent of South Africa's gross domestic product (GDP). Suggesting that the agricultural sector's contribution to the economy has diminished. Despite the low contribution to GDP, this primary sector continues to play an essential role in the economy. Over the past years, multiple factors have contributed to the soaring commodities prices, namely, climate shocks, biofuel demand, demand and supply shocks, the exchange rate, speculation in commodity derivative markets, trade restrictions, and economic growth. The COVID-19 outbursts have currently disturbed the supply and demand of staple crops. To address the disruption, the government has exempted the agricultural sector from closure and restrictions on movement. The spread of COVID-19 has caused turmoil all around the world, but mostly in developing countries. According to Statistic South Africa, South Africa's economy decreased by seven percent in 2020. Consequently, this has arguably made the agricultural sector the most affected sector since slumped economic growth negatively impacts food security, trade, farm livelihood, and greenhouse gas emissions. South Africa is sensitive to the fruitfulness of global food chains. Restrictions in trade, reinforced sanitary control systems, and border controls have influenced food availability and prices internationally. The main objective of this study is to evaluate the behavior of agricultural commodity prices pre-and during-COVID to determine the impact of volatility drivers on these crops. Historical secondary data of spot prices for the top five major commodities, namely white maize, yellow maize, wheat, soybeans, and sunflower seeds, are analysed from 01 January 2017 to 1 September 2021. The timeframe was chosen to capture price fluctuations between pre-COVID-19 (01 January 2017 to 23 March 2020) and during-COVID-19 (24 March 2020 to 01 September 2021). The Generalised Autoregressive Conditional Heteroscedasticity (GARCH) statistical model will be used to measure the influence of price fluctuations. The results reveal that the commodity market has been experiencing volatility at different points. Extremely high volatility is represented during the first quarter of 2020. During this period, there was high uncertainty, and grain prices were very volatile. Despite the influence of COVID-19 on agricultural prices, the demand for these commodities is still existing and decent. During COVID-19, analysis indicates that prices were low and less volatile during the pandemic. The prices and returns of these commodities were low during COVID-19 because of the government's actions to respond to the virus's spread, which collapsed the market demand for food commodities.

Keywords: commodities market, commodity prices, generalised autoregressive conditional heteroscedasticity (GARCH), Price volatility, SAFEX

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1872 Taleb's Complexity Theory Concept of 'Antifragility' Has a Significant Contribution to Make to Positive Psychology as Applied to Wellbeing

Authors: Claudius Peter Van Wyk

Abstract:

Given the increasingly manifest phenomena, as described in complexity theory, of volatility, uncertainty, complexity and ambiguity (VUCA), Taleb's notion of 'antifragility, has a significant contribution to make to positive psychology applied to wellbeing. Antifragility is argued to be fundamentally different from the concepts of resiliency; as the ability to recover from failure, and robustness; as the ability to resist failure. Rather it describes the capacity to reorganise in the face of stress in such a way as to cope more effectively with systemic challenges. The concept, which has been applied in disciplines ranging from physics, molecular biology, planning, engineering, and computer science, can now be considered for its application in individual human and social wellbeing. There are strong correlations to Antonovsky's model of 'salutogenesis' in which an attitude and competencies are developed of transforming burdening factors into greater resourcefulness. We demonstrate, from the perspective of neuroscience, how technology measuring nervous system coherence can be coupled to acquired psychodynamic approaches to not only identify contextual stressors, utilise biofeedback instruments for facilitating greater coherence, but apply these insights to specific life stressors that compromise well-being. Employing an on-going case study with BMW South Africa, the neurological mapping is demonstrated together with 'reframing' and emotional anchoring techniques from neurolinguistic programming. The argument is contextualised in the discipline of psychoneuroimmunology which describes the stress pathways from the CNS and endocrine systems and their impact on immune function and the capacity to restore homeostasis.

Keywords: antifragility, complexity, neuroscience, psychoneuroimmunology, salutogenesis, volatility

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1871 Attitudes and Knowledge of Dental Patients Towards Infection Control Measures in Kuwait University Dental Center

Authors: Fatima Taqi, Abrar Alanzi

Abstract:

Objectives: The objective of this study is to determine and assess the level of knowledge and attitudes of dental patients attending Kuwait University Dental Clinics (KUDC) regarding the infection control protocols practiced in the clinic. The results would highlight the importance of conducting awareness campaigns in the community to promote good oral healthcare in Kuwait. Materials and Methods: A cross-sectional descriptive survey was carried out among dental patients attending KUDC. A structured questionnaire, in both Arabic and English languages, was used for data collection about the socio-demographic characteristics, knowledge about the dental cross-infection, and attitudes and self-reported practices regarding infection transmission and control in dentistry. Results: A response rate of 80% (202/250) was reported. 47% of respondents had poor knowledge about dental infection transmission, and only 19.8% had satisfactory knowledge. Female participants obtained a higher satisfactory score (14.3%) compared to males (5.5%). Patients with a university degree or higher education had a better level of knowledge compared to patients with a lower educational level (p < 0.05). The majority of participants agreed that the dentist should wear gloves (95.5%), masks (89.6%), safety glasses (70.3%), and gowns (84.7%). Many patients believed that the protection measures are mainly to stop the infection transmission from patient to patient via the dentist. Half of the participants would ask if the instruments are sterilized and might accept treatment from non-vaccinated dentists. Conclusions: Many dental patients attending KUDC have obtained poor knowledge scores regarding infection transmission in the dental clinic. The educational level was significantly associated with their level of knowledge. An overall positive attitude was reported regarding the infection control protocols practiced in the dental clinic. Raising awareness among dental patients about dental infection transmission and protective measures is of utmost importance.

Keywords: dental infection, knowledge, dental patients, infection control

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1870 Extremely Low-Frequency Magnetic Field; An Invisible Risk Association between High Power Transmission Lines and Childhood Leukemia and Adult Brain Cancer: Literature Review

Authors: Ali Azeem, Seung-Cheol Hong

Abstract:

This study focuses on the epidemiological association between childhood leukaemia & adult brain cancer to offer strong evidence that extremely low-frequency magnetic field (ELF-MF) produced from power lines caused cancer. It also gives a comprehensive literature review on epidemiological studies of ELF-MF risk associated with HVTL and childhood leukaemia & adult brain cancer. From the literature review, it is concluded that there is a weak association present between ELF-MF and childhood leukaemia. No consistent association was present between brain cancer and ELF-MF. This study is done on Scielo data and PubMed using the terms extremely low-frequency magnetic field (ELF-MF+cancer), adult brain cancer, high power transmission lines, etc., for the past 10 years.

Keywords: childhood leukaemia, high voltage transmission lines, acute lymphoblastic leukaemia, power lines

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1869 Microwave Transmission through Metamaterial Based on Permalloy Flakes under Magnetic Resonance and Antiresonance Conditions

Authors: Anatoly B. Rinkevich, Eugeny A. Kuznetsov, Yuri I. Ryabkov

Abstract:

Transmission of electromagnetic waves through a plate of metamaterial based on permalloy flakes and reflection from the plate is investigated. The metamaterial is prepared of permalloy flakes sized from few to 50μ placed into epoxy-amine matrix. Two series of metamaterial samples are under study with the volume portion of permalloy particles 15% and 30%. There is no direct electrical contact between permalloy particles. Microwave measurements have been carried out at frequencies of 12 to 30 GHz in magnetic fields up to 12 kOe. Sharp decrease of transmitted wave is observed under ferromagnetic resonance condition caused by absorption. Under magnetic antiresonance condition, in opposite, maximum of reflection coefficient is observed at frequencies exceeding 30 GHz. For example, for metamaterial sample with the volume portion of permalloy of 30%, the variation of reflection coefficient in magnetic field reaches 300%. These high variations are of interest to develop magnetic field driven microwave devices. Magnetic field variations of refractive index are also estimated.

Keywords: ferromagnetic resonance, magnetic antiresonance, microwave metamaterials, permalloy flakes, transmission and reflection coefficients

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1868 Cooperative Diversity Scheme Based on MIMO-OFDM in Small Cell Network

Authors: Dong-Hyun Ha, Young-Min Ko, Chang-Bin Ha, Hyoung-Kyu Song

Abstract:

In Heterogeneous network (HetNet) can provide high quality of a service in a wireless communication system by composition of small cell networks. The composition of small cell networks improves cell coverage and capacity to the mobile users.Recently, various techniques using small cell networks have been researched in the wireless communication system. In this paper, the cooperative scheme obtaining high reliability is proposed in the small cell networks. The proposed scheme suggests a cooperative small cell system and the new signal transmission technique in the proposed system model. The new signal transmission technique applies a cyclic delay diversity (CDD) scheme based on the multiple input multiple output-orthogonal frequency division multiplexing (MIMO-OFDM) system to obtain improved performance. The improved performance of the proposed scheme is confirmed by the simulation results.

Keywords: adaptive transmission, cooperative communication, diversity gain, OFDM

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1867 Implementation of Enterprise Asset Management (E-AM) System at Oman Electricity Transmission Company

Authors: Omran Al Balushi, Haitham Al Rawahi

Abstract:

Enterprise Asset Management (eAM) has been implemented across different Generation, Transmission and Distribution subsidiaries in Nama Group companies. As part of Nama group, Oman Electricity Transmission Company (OETC) was the first company to implement this system. It was very important for OETC to implement and maintain such a system to achieve its business objectives and for effective operations, which will also support the delivery of the asset management strategy. Enterprise Asset Management (eAM) addresses the comprehensive asset maintenance requirements of Oman Electricity Transmission Company (OETC). OETC needs to optimize capacity and increase utilization, while lowering unit production. E-AM will enable OETC to adopt this strategy. Implementation of e-AM has improved operation performance with preventive and scheduled maintenance as well as it increased safety. Implementation of e-AM will also enable OETC to create optimal asset management strategy which will increase revenue and decrease cost by effectively monitoring operational data such as maintenance history and operation conditions. CMMS (Computerised Maintenance Management System) is the main software and the back-bone of e-AM system. It is used to provide an improved working practice to properly establish information and data flow related to maintenance activities. Implementation of e-AM system was one of the factors that supported OETC to achieve ISO55001 Certificate on fourth quarter of 2016. Also, full implementation of e-AM system will result in strong integration between CMMS and Geographical Information Systems (GIS) application and it will improve OETC to build a reliable maintenance strategy for all asset classes in its Transmission network. In this paper we will share our experience and knowledge of implementing such a system and how it supported OETC’s management to make decisions. Also we would highlight the challenges and difficulties that we encountered during the implementation of e-AM. Also, we will list some features and advantages of e-AM in asset management, preventive maintenance and maintenance cost management.

Keywords: CMMS, Maintenance Management, Asset Management, Maintenance Strategy

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1866 Characterizing the Spatially Distributed Differences in the Operational Performance of Solar Power Plants Considering Input Volatility: Evidence from China

Authors: Bai-Chen Xie, Xian-Peng Chen

Abstract:

China has become the world's largest energy producer and consumer, and its development of renewable energy is of great significance to global energy governance and the fight against climate change. The rapid growth of solar power in China could help achieve its ambitious carbon peak and carbon neutrality targets early. However, the non-technical costs of solar power in China are much higher than at international levels, meaning that inefficiencies are rooted in poor management and improper policy design and that efficiency distortions have become a serious challenge to the sustainable development of the renewable energy industry. Unlike fossil energy generation technologies, the output of solar power is closely related to the volatile solar resource, and the spatial unevenness of solar resource distribution leads to potential efficiency spatial distribution differences. It is necessary to develop an efficiency evaluation method that considers the volatility of solar resources and explores the mechanism of the influence of natural geography and social environment on the spatially varying characteristics of efficiency distribution to uncover the root causes of managing inefficiencies. The study sets solar resources as stochastic inputs, introduces a chance-constrained data envelopment analysis model combined with the directional distance function, and measures the solar resource utilization efficiency of 222 solar power plants in representative photovoltaic bases in northwestern China. By the meta-frontier analysis, we measured the characteristics of different power plant clusters and compared the differences among groups, discussed the mechanism of environmental factors influencing inefficiencies, and performed statistical tests through the system generalized method of moments. Rational localization of power plants is a systematic project that requires careful consideration of the full utilization of solar resources, low transmission costs, and power consumption guarantee. Suitable temperature, precipitation, and wind speed can improve the working performance of photovoltaic modules, reasonable terrain inclination can reduce land cost, and the proximity to cities strongly guarantees the consumption of electricity. The density of electricity demand and high-tech industries is more important than resource abundance because they trigger the clustering of power plants to result in a good demonstration and competitive effect. To ensure renewable energy consumption, increased support for rural grids and encouraging direct trading between generators and neighboring users will provide solutions. The study will provide proposals for improving the full life-cycle operational activities of solar power plants in China to reduce high non-technical costs and improve competitiveness against fossil energy sources.

Keywords: solar power plants, environmental factors, data envelopment analysis, efficiency evaluation

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1865 Electric Models for Crosstalk Predection: Analysis and Performance Evaluation

Authors: Kachout Mnaouer, Bel Hadj Tahar Jamel, Choubani Fethi

Abstract:

In this paper, three electric equivalent models to evaluate crosstalk between three-conductor transmission lines are proposed. First, electric equivalent models for three-conductor transmission lines are presented. Secondly, rigorous equations to calculate the per-unit length inductive and capacitive parameters are developed. These models allow us to calculate crosstalk between conductors. Finally, to validate the presented models, we compare the theoretical results with simulation data. Obtained results show that proposed models can be used to predict crosstalk performance.

Keywords: near-end crosstalk, inductive parameter, L, Π, T models

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1864 Design of Compact UWB Multilayered Microstrip Filter with Wide Stopband

Authors: N. Azadi-Tinat, H. Oraizi

Abstract:

Design of compact UWB multilayered microstrip filter with E-shape resonator is presented, which provides wide stopband up to 20 GHz and arbitrary impedance matching. The design procedure is developed based on the method of least squares and theory of N-coupled transmission lines. The dimensions of designed filter are about 11 mm × 11 mm and the three E-shape resonators are placed among four dielectric layers. The average insertion loss in the passband is less than 1 dB and in the stopband is about 30 dB up to 20 GHz. Its group delay in the UWB region is about 0.5 ns. The performance of the optimized filter design perfectly agrees with the microwave simulation softwares.

Keywords: method of least square, multilayer microstrip filter, n-coupled transmission lines, ultra-wideband

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1863 Optimal Planning of Transmission Line Charging Mode During Black Start of a Hydroelectric Unit

Authors: Mohammad Reza Esmaili

Abstract:

After the occurrence of blackouts, the most important subject is how fast the electric service is restored. Power system restoration is an immensely complex issue and there should be a plan to be executed within the shortest time period. This plan has three main stages of black start, network reconfiguration and load restoration. In the black start stage, operators and experts may face several problems, for instance, the unsuccessful connection of the long high-voltage transmission line connected to the electrical source. In this situation, the generator may be tripped because of the unsuitable setting of its line charging mode or high absorbed reactive power. In order to solve this problem, the line charging process is defined as a nonlinear programming problem, and it is optimized by using GAMS software in this paper. The optimized process is performed on a grid that includes a 250 MW hydroelectric unit and a 400 KV transmission system. Simulations and field test results show the effectiveness of optimal planning.

Keywords: power system restoration, black start, line charging mode, nonlinear programming

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1862 Design of SAE J2716 Single Edge Nibble Transmission Digital Sensor Interface for Automotive Applications

Authors: Jongbae Lee, Seongsoo Lee

Abstract:

Modern sensors often embed small-size digital controller for sensor control, value calibration, and signal processing. These sensors require digital data communication with host microprocessors, but conventional digital communication protocols are too heavy for price reduction. SAE J2716 SENT (single edge nibble transmission) protocol transmits direct digital waveforms instead of complicated analog modulated signals. In this paper, a SENT interface is designed in Verilog HDL (hardware description language) and implemented in FPGA (field-programmable gate array) evaluation board. The designed SENT interface consists of frame encoder/decoder, configuration register, tick period generator, CRC (cyclic redundancy code) generator/checker, and TX/RX (transmission/reception) buffer. Frame encoder/decoder is implemented as a finite state machine, and it controls whole SENT interface. Configuration register contains various parameters such as operation mode, tick length, CRC option, pause pulse option, and number of nibble data. Tick period generator generates tick signals from input clock. CRC generator/checker generates or checks CRC in the SENT data frame. TX/RX buffer stores transmission/received data. The designed SENT interface can send or receives digital data in 25~65 kbps at 3 us tick. Synthesized in 0.18 um fabrication technologies, it is implemented about 2,500 gates.

Keywords: digital sensor interface, SAE J2716, SENT, verilog HDL

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1861 Influence of Shear Deformation on Carbon Onions Stability under High Pressure

Authors: D. P. Evdokimov, A. N. Kirichenko, V. D. Blank, V. N. Denisov, B. A. Kulnitskiy

Abstract:

In this study we investigated the stability of polyhedral carbon onions under influence of shear deformation and high pressures above 43 GPa by means of by transmission electron microscopy (TEM) and Raman spectroscopy (RS). It was found that at pressures up to 29 GPa and shear deformations of 40 degrees the onions are stable. At shear deformation applying at pressures above 30 GPa carbon onions collapsed with formation of amorphous carbon. At pressures above 43 GPa diamond-like carbon (DLC) was obtained.

Keywords: carbon onions, Raman spectroscopy, transmission electron spectroscopy

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1860 Optimized Techniques for Reducing the Reactive Power Generation in Offshore Wind Farms in India

Authors: Pardhasaradhi Gudla, Imanual A.

Abstract:

The generated electrical power in offshore needs to be transmitted to grid which is located in onshore by using subsea cables. Long subsea cables produce reactive power, which should be compensated in order to limit transmission losses, to optimize the transmission capacity, and to keep the grid voltage within the safe operational limits. Installation cost of wind farm includes the structure design cost and electrical system cost. India has targeted to achieve 175GW of renewable energy capacity by 2022 including offshore wind power generation. Due to sea depth is more in India, the installation cost will be further high when compared to European countries where offshore wind energy is already generating successfully. So innovations are required to reduce the offshore wind power project cost. This paper presents the optimized techniques to reduce the installation cost of offshore wind firm with respect to electrical transmission systems. This technical paper provides the techniques for increasing the current carrying capacity of subsea cable by decreasing the reactive power generation (capacitance effect) of the subsea cable. There are many methods for reactive power compensation in wind power plants so far in execution. The main reason for the need of reactive power compensation is capacitance effect of subsea cable. So if we diminish the cable capacitance of cable then the requirement of the reactive power compensation will be reduced or optimized by avoiding the intermediate substation at midpoint of the transmission network.

Keywords: offshore wind power, optimized techniques, power system, sub sea cable

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1859 A Regional Analysis on Co-movement of Sovereign Credit Risk and Interbank Risks

Authors: Mehdi Janbaz

Abstract:

The global financial crisis and the credit crunch that followed magnified the importance of credit risk management and its crucial role in the stability of all financial sectors and the whole of the system. Many believe that risks faced by the sovereign sector are highly interconnected with banking risks and most likely to trigger and reinforce each other. This study aims to examine (1) the impact of banking and interbank risk factors on the sovereign credit risk of Eurozone, and (2) how the EU Credit Default Swaps spreads dynamics are affected by the Crude Oil price fluctuations. The hypothesizes are tested by employing fitting risk measures and through a four-staged linear modeling approach. The sovereign senior 5-year Credit Default Swap spreads are used as a core measure of the credit risk. The monthly time-series data of the variables used in the study are gathered from the DataStream database for a period of 2008-2019. First, a linear model test the impact of regional macroeconomic and market-based factors (STOXX, VSTOXX, Oil, Sovereign Debt, and Slope) on the CDS spreads dynamics. Second, the bank-specific factors, including LIBOR-OIS spread (the difference between the Euro 3-month LIBOR rate and Euro 3-month overnight index swap rates) and Euribor, are added to the most significant factors of the previous model. Third, the global financial factors including EURO to USD Foreign Exchange Volatility, TED spread (the difference between 3-month T-bill and the 3-month LIBOR rate based in US dollars), and Chicago Board Options Exchange (CBOE) Crude Oil Volatility Index are added to the major significant factors of the first two models. Finally, a model is generated by a combination of the major factor of each variable set in addition to the crisis dummy. The findings show that (1) the explanatory power of LIBOR-OIS on the sovereign CDS spread of Eurozone is very significant, and (2) there is a meaningful adverse co-movement between the Crude Oil price and CDS price of Eurozone. Surprisingly, adding TED spread (the difference between the three-month Treasury bill and the three-month LIBOR based in US dollars.) to the analysis and beside the LIBOR-OIS spread (the difference between the Euro 3M LIBOR and Euro 3M OIS) in third and fourth models has been increased the predicting power of LIBOR-OIS. Based on the results, LIBOR-OIS, Stoxx, TED spread, Slope, Oil price, OVX, FX volatility, and Euribor are the determinants of CDS spreads dynamics in Eurozone. Moreover, the positive impact of the crisis period on the creditworthiness of the Eurozone is meaningful.

Keywords: CDS, crude oil, interbank risk, LIBOR-OIS, OVX, sovereign credit risk, TED

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1858 Multiscale Modelling of Citrus Black Spot Transmission Dynamics along the Pre-Harvest Supply Chain

Authors: Muleya Nqobile, Winston Garira

Abstract:

We presented a compartmental deterministic multi-scale model which encompass internal plant defensive mechanism and pathogen interaction, then we consider nesting the model into the epidemiological model. The objective was to improve our understanding of the transmission dynamics of within host and between host of Guignardia citricapa Kiely. The inflow of infected class was scaled down to individual level while the outflow was scaled up to average population level. Conceptual model and mathematical model were constructed to display a theoretical framework which can be used for predicting or identify disease pattern.

Keywords: epidemiological model, mathematical modelling, multi-scale modelling, immunological model

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1857 Time and Wavelength Division Multiplexing Passive Optical Network Comparative Analysis: Modulation Formats and Channel Spacings

Authors: A. Fayad, Q. Alqhazaly, T. Cinkler

Abstract:

In light of the substantial increase in end-user requirements and the incessant need of network operators to upgrade the capabilities of access networks, in this paper, the performance of the different modulation formats on eight-channels Time and Wavelength Division Multiplexing Passive Optical Network (TWDM-PON) transmission system has been examined and compared. Limitations and features of modulation formats have been determined to outline the most suitable design to enhance the data rate and transmission reach to obtain the best performance of the network. The considered modulation formats are On-Off Keying Non-Return-to-Zero (NRZ-OOK), Carrier Suppressed Return to Zero (CSRZ), Duo Binary (DB), Modified Duo Binary (MODB), Quadrature Phase Shift Keying (QPSK), and Differential Quadrature Phase Shift Keying (DQPSK). The performance has been analyzed by varying transmission distances and bit rates under different channel spacing. Furthermore, the system is evaluated in terms of minimum Bit Error Rate (BER) and Quality factor (Qf) without applying any dispersion compensation technique, or any optical amplifier. Optisystem software was used for simulation purposes.

Keywords: BER, DuoBinary, NRZ-OOK, TWDM-PON

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1856 Food Security in the Middle East and North Africa

Authors: Sara D. Garduno-Diaz, Philippe Y. Garduno-Diaz

Abstract:

To date, one of the few comprehensive indicators for the measurement of food security is the Global Food Security Index. This index is a dynamic quantitative and qualitative bench marking model, constructed from 28 unique indicators, that measures drivers of food security across both developing and developed countries. Whereas the Global Food Security Index has been calculated across a set of 109 countries, in this paper we aim to present and compare, for the Middle East and North Africa (MENA), 1) the Food Security Index scores achieved and 2) the data available on affordability, availability, and quality of food. The data for this work was taken from the latest (2014) report published by the creators of the GFSI, which in turn used information from national and international statistical sources. According to the 2014 Global Food Security Index, MENA countries rank from place 17/109 (Israel, although with resent political turmoil this is likely to have changed) to place 91/109 (Yemen) with household expenditure spent in food ranging from 15.5% (Israel) to 60% (Egypt). Lower spending on food as a share of household consumption in most countries and better food safety net programs in the MENA have contributed to a notable increase in food affordability. The region has also however experienced a decline in food availability, owing to more limited food supplies and higher volatility of agricultural production. In terms of food quality and safety the MENA has the top ranking country (Israel). The most frequent challenges faced by the countries of the MENA include public expenditure on agricultural research and development as well as volatility of agricultural production. Food security is a complex phenomenon that interacts with many other indicators of a country’s well-being; in the MENA it is slowly but markedly improving.

Keywords: diet, food insecurity, global food security index, nutrition, sustainability

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1855 Worst-Case Load Shedding in Electric Power Networks

Authors: Fu Lin

Abstract:

We consider the worst-case load-shedding problem in electric power networks where a number of transmission lines are to be taken out of service. The objective is to identify a prespecified number of line outages that lead to the maximum interruption of power generation and load at the transmission level, subject to the active power-flow model, the load and generation capacity of the buses, and the phase-angle limit across the transmission lines. For this nonlinear model with binary constraints, we show that all decision variables are separable except for the nonlinear power-flow equations. We develop an iterative decomposition algorithm, which converts the worst-case load shedding problem into a sequence of small subproblems. We show that the subproblems are either convex problems that can be solved efficiently or nonconvex problems that have closed-form solutions. Consequently, our approach is scalable for large networks. Furthermore, we prove the convergence of our algorithm to a critical point, and the objective value is guaranteed to decrease throughout the iterations. Numerical experiments with IEEE test cases demonstrate the effectiveness of the developed approach.

Keywords: load shedding, power system, proximal alternating linearization method, vulnerability analysis

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1854 GIS Data Governance: GIS Data Submission Process for Build-in Project, Replacement Project at Oman Electricity Transmission Company

Authors: Rahma Al Balushi

Abstract:

Oman Electricity Transmission Company's (OETC) vision is to be a renowned world-class transmission grid by 2025, and one of the indications of achieving the vision is obtaining Asset Management ISO55001 certification, which required setting out a documented Standard Operating Procedures (SOP). Hence, documented SOP for the Geographical information system data process has been established. Also, to effectively manage and improve OETC power transmission, asset data and information need to be governed as such by Asset Information & GIS dept. This paper will describe in detail the GIS data submission process and the journey to develop the current process. The methodology used to develop the process is based on three main pillars, which are system and end-user requirements, Risk evaluation, data availability, and accuracy. The output of this paper shows the dramatic change in the used process, which results subsequently in more efficient, accurate, updated data. Furthermore, due to this process, GIS has been and is ready to be integrated with other systems as well as the source of data for all OETC users. Some decisions related to issuing No objection certificates (NOC) and scheduling asset maintenance plans in Computerized Maintenance Management System (CMMS) have been made consequently upon GIS data availability. On the Other hand, defining agreed and documented procedures for data collection, data systems update, data release/reporting, and data alterations salso aided to reduce the missing attributes of GIS transmission data. A considerable difference in Geodatabase (GDB) completeness percentage was observed between the year 2017 and the year 2021. Overall, concluding that by governance, asset information & GIS department can control GIS data process; collect, properly record, and manage asset data and information within OETC network. This control extends to other applications and systems integrated with/related to GIS systems.

Keywords: asset management ISO55001, standard procedures process, governance, geodatabase, NOC, CMMS

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1853 Wireless Signal Propagation in Glass Windows

Authors: Syed Irfan Sohail, Syed Muzahir Abbas

Abstract:

This paper presents theoretical transmission response analysis of RF/Microwave signals propagating through a single- and multi-layer float glass panels. These signals are GSM cellular/mobile, GPS, PCS, VHF/UHF and mobile broadband signals that lie in 0-2 GHz range. In theoretical analysis and the experiments conducted, significant transmission response with minimum attenuation was found in all the panels for those signals. Through detailed parametric study, it was further observed that these panels can be further optimized to transmit the desired frequency signals while blocking the others. Moreover, with number of practical investigations, it was also found that the pass-band ripples, cut-off frequency and in-band attenuation of different transmission bands can be determined by the number of panels used and the gap kept between those panels. This allows the designers to optimize the outdoor glass-window-panels to meet some specific wireless cellular and mobile communication needs. Presented here are the predicted and measured results of a single-, dual- and a triple-layer float glass panel with a detailed discussion on the propagation phenomenon of RF/Microwave signals for each of the three float glass-panel.

Keywords: cutt-off, energy-saving glass, frequency, microwave, pass-band, RF

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1852 The Fefe Indices: The Direction of Donal Trump’s Tweets Effect on the Stock Market

Authors: Sergio Andres Rojas, Julian Benavides Franco, Juan Tomas Sayago

Abstract:

An increasing amount of research demonstrates how market mood affects financial markets, but their primary goal is to demonstrate how Trump's tweets impacted US interest rate volatility. Following that lead, this work evaluates the effect that Trump's tweets had during his presidency on local and international stock markets, considering not just volatility but the direction of the movement. Three indexes for Trump's tweets were created relating his activity with movements in the S&P500 using natural language analysis and machine learning algorithms. The indexes consider Trump's tweet activity and the positive or negative market sentiment they might inspire. The first explores the relationship between tweets generating negative movements in the S&P500; the second explores positive movements, while the third explores the difference between up and down movements. A pseudo-investment strategy using the indexes produced statistically significant above-average abnormal returns. The findings also showed that the pseudo strategy generated a higher return in the local market if applied to intraday data. However, only a negative market sentiment caused this effect on daily data. These results suggest that the market reacted primarily to a negative idea reflected in the negative index. In the international market, it is not possible to identify a pervasive effect. A rolling window regression model was also performed. The result shows that the impact on the local and international markets is heterogeneous, time-changing, and differentiated for the market sentiment. However, the negative sentiment was more prone to have a significant correlation most of the time.

Keywords: market sentiment, Twitter market sentiment, machine learning, natural dialect analysis

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1851 Global Analysis of HIV Virus Models with Cell-to-Cell

Authors: Hossein Pourbashash

Abstract:

Recent experimental studies have shown that HIV can be transmitted directly from cell to cell when structures called virological synapses form during interactions between T cells. In this article, we describe a new within-host model of HIV infection that incorporates two mechanisms: infection by free virions and the direct cell-to-cell transmission. We conduct the local and global stability analysis of the model. We show that if the basic reproduction number R0 1, the virus is cleared and the disease dies out; if R0 > 1, the virus persists in the host. We also prove that the unique positive equilibrium attracts all positive solutions under additional assumptions on the parameters.

Keywords: HIV virus model, cell-to-cell transmission, global stability, Lyapunov function, second compound matrices

Procedia PDF Downloads 489
1850 Integration of Climatic Factors in the Meta-Population Modelling of the Dynamic of Malaria Transmission, Case of Douala and Yaoundé, Two Cities of Cameroon

Authors: Justin-Herve Noubissi, Jean Claude Kamgang, Eric Ramat, Januarius Asongu, Christophe Cambier

Abstract:

The goal of our study is to analyse the impact of climatic factors in malaria transmission taking into account migration between Douala and Yaoundé, two cities of Cameroon country. We show how variations of climatic factors such as temperature and relative humidity affect the malaria spread. We propose a meta-population model of the dynamic transmission of malaria that evolves in space and time and that takes into account temperature and relative humidity and the migration between Douala and Yaoundé. We also integrate the variation of environmental factors as events also called mathematical impulsion that can disrupt the model evolution at any time. Our modelling has been done using the Discrete EVents System Specification (DEVS) formalism. Our implementation has been done on Virtual Laboratory Environment (VLE) that uses DEVS formalism and abstract simulators for coupling models by integrating the concept of DEVS.

Keywords: compartmental models, DEVS, discrete events, meta-population model, VLE

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1849 Pilot-free Image Transmission System of Joint Source Channel Based on Multi-Level Semantic Information

Authors: Linyu Wang, Liguo Qiao, Jianhong Xiang, Hao Xu

Abstract:

In semantic communication, the existing joint Source Channel coding (JSCC) wireless communication system without pilot has unstable transmission performance and can not effectively capture the global information and location information of images. In this paper, a pilot-free image transmission system of joint source channel based on multi-level semantic information (Multi-level JSCC) is proposed. The transmitter of the system is composed of two networks. The feature extraction network is used to extract the high-level semantic features of the image, compress the information transmitted by the image, and improve the bandwidth utilization. Feature retention network is used to preserve low-level semantic features and image details to improve communication quality. The receiver also is composed of two networks. The received high-level semantic features are fused with the low-level semantic features after feature enhancement network in the same dimension, and then the image dimension is restored through feature recovery network, and the image location information is effectively used for image reconstruction. This paper verifies that the proposed multi-level JSCC algorithm can effectively transmit and recover image information in both AWGN channel and Rayleigh fading channel, and the peak signal-to-noise ratio (PSNR) is improved by 1~2dB compared with other algorithms under the same simulation conditions.

Keywords: deep learning, JSCC, pilot-free picture transmission, multilevel semantic information, robustness

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1848 Condom Attitudes and Self-Efficacy: Unwrapping Safer Sex Practices among Heterosexual Bahamian Men

Authors: Theresa Adderley

Abstract:

Background: Aside from abstinence, correct and consistent use of latex condoms is the best known effective method to reduce HIV transmission among sexually active heterosexual individuals. When condoms are correctly used, the risk of HIV transmission is reduced by approximately 85%, relative to risk when not protected during sexual intercourse. The literature provides evidence that heterosexual young adults continue to be the group among whom STI rates are highest and the group that engages in more sexual risk-taking behaviors such as inconsistent or no condom usage. This study examines condom attitudes, condom use self-efficacy and their contributions to safer sex behaviors among heterosexual men living in The Bahamas. Methods: Guided by the Theory of Planned Behavior, and a convenience sample of 185 heterosexual males (Mage= 31.95, SD = 11.35), three standardized instruments were used to assess behaviors that may not only place heterosexual males at risk for HIV infection but also their female partners. Results: The results of this study suggest that condom attitudes, and condom use self-efficacy are important in explaining 24% variance in safer sex behaviors among Bahamian men. Income (β= -.15, p < .01; condom attitudes, (β= .36, p < .01), and condom use self-efficacy (β= .1, p < .01) were significantly associated with safer sex behaviors. Conclusion: Rather than focusing only on the use of safer sex behaviors, an effective HIV prevention strategy must consider condom attitudes and condom use self-efficacy as specific variables that may contribute to perpetuating the transmission of HIV.

Keywords: condom attitudes, safer sex behaviors, HIV, condom self-efficacy

Procedia PDF Downloads 271