Search results for: feature-based modelling
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 583

Search results for: feature-based modelling

283 Modeling Erosion Control in Oil Production Wells

Authors: Kenneth I.Eshiet, Yong Sheng

Abstract:

The sand production problem has led researchers into making various attempts to understand the phenomenon. The generally accepted concept is that the occurrence of sanding is due to the in-situ stress conditions and the induced changes in stress that results in the failure of the reservoir sandstone during hydrocarbon production from wellbores. By using a hypothetical cased (perforated) well, an approach to the problem is presented here by using Finite Element numerical modelling techniques. In addition to the examination of the erosion problem, the influence of certain key parameters is studied in order to ascertain their effect on the failure and subsequent erosion process. The major variables investigated include: drawdown, perforation depth, and the erosion criterion. Also included is the determination of the optimal mud pressure for given operational and reservoir conditions. The improved understanding between parameters enables the choice of optimal values to minimize sanding during oil production.

Keywords: Equivalent Plastic Strain, Erosion, Hydrocarbon Production.

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282 Virtual Mechanical Engineering Education – A Case Study

Authors: S. H. R. Lo

Abstract:

Virtual engineering technology has undergone rapid progress in recent years and is being adopted increasingly by manufacturing companies of many engineering disciplines. There is an increasing demand from industry for qualified virtual engineers. The qualified virtual engineers should have the ability of applying engineering principles and mechanical design methods within the commercial software package environment. It is a challenge to the engineering education in universities which traditionally tends to lack the integration of knowledge and skills required for solving real world problems. In this paper, a case study shows some recent development of a MSc Mechanical Engineering course at Department of Engineering and Technology in MMU, and in particular, two units Simulation of Mechanical Systems(SMS) and Computer Aided Fatigue Analysis(CAFA) that emphasize virtual engineering education and promote integration of knowledge acquisition, skill training and industrial application.

Keywords: Computational modelling and simulation, mechanical engineering education.

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281 Systemic Approach to Risk Measurement of Drainage Systems in Urban Areas

Authors: Jadwiga Królikowska, Andrzej Królikowski, Jarosław Bajer

Abstract:

The work delineates the threats of maladjustment of the capacity of rain canals, designed and built in the early 20th century, in connection to heavy rainfall, especially in summer. This is the cause of the so called 'urban floods.' It directly relates to fierce raise of paving in the cities. Resolving this problem requires a change in philosophy of draining the rainfall by wider use of retention, infiltration and usage of rainwater.

In systemic approach to managing the safety of urban drainage systems the risk, which is directly connected to safety failures, has been accepted as a measure. The risk level defines the probability of occurrence of losses greater than the ones forecast for a given time frame. The procedure of risk modelling, enabling its numeric analysis by using appropriate weights, is a significant issue in this paper.

Keywords: Drainage system, urban areas, risk measurement.

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280 Developing Measurement Model of Interpersonal Skills of Youth

Authors: Mohd Yusri Ibrahim

Abstract:

Although it is known that interpersonal skills are essential for personal development, the debate however continues as to how to measure those skills, especially in youths. This study was conducted to develop a measurement model of interpersonal skills by suggesting three construct namely personal, skills and relationship; six function namely self, perception, listening, conversation, emotion and conflict management; and 30 behaviours as indicators. This cross-sectional survey by questionnaires was applied in east side of peninsula of Malaysia for 150 respondents, and analyzed by structural equation modelling (SEM) by AMOS. The suggested constructs, functions and indicators were consider accepted as measurement elements by observing on regression weight for standard loading, average variance extracted (AVE) for convergent validity, square root of AVE for discriminant validity, composite reliability (CR), and at least three fit indexes for model fitness. Finally, a measurement model of interpersonal skill for youth was successfully developed.

Keywords: Interpersonal communication, interpersonal skill, youth.

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279 Testing of Materials for Rapid Prototyping Fused Deposition Modelling Technology

Authors: L. Novakova-Marcincinova, J. Novak-Marcincin

Abstract:

Paper presents knowledge about types of test in area of materials properties of selected methods of rapid prototyping technologies. In today used rapid prototyping technologies for production of models and final parts are used materials in initial state as solid, liquid or powder material structure. In solid state are used various forms such as pellets, wire or laminates. Basic range materials include paper, nylon, wax, resins, metals and ceramics. In Fused Deposition Modeling (FDM) rapid prototyping technology are mainly used as basic materials ABS (Acrylonitrile Butadiene Styrene), polyamide, polycarbonate, polyethylene and polypropylene. For advanced FDM applications are used special materials as silicon nitrate, PZT (Piezoceramic Material - Lead Zirconate Titanate), aluminium oxide, hydroxypatite and stainless steel.

Keywords: Rapid prototyping, materials, testing of materials.

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278 An Innovative Approach to the Formulation of Connection Admission Control Problem

Authors: Carlo Bruni, Francesco Delli Priscoli, Giorgio Koch, Ilaria Marchetti

Abstract:

This paper proposes an innovative approach for the Connection Admission Control (CAC) problem. Starting from an abstract network modelling, the CAC problem is formulated in a technology independent fashion allowing the proposed concepts to be applied to any wireless and wired domain. The proposed CAC is decoupled from the other Resource Management procedures, but cooperates with them in order to guarantee the desired QoS requirements. Moreover, it is based on suitable performance measurements which, by using proper predictors, allow to forecast the domain dynamics in the next future. Finally, the proposed CAC control scheme is based on a feedback loop aiming at maximizing a suitable performance index accounting for the domain throughput, whilst respecting a set of constraints accounting for the QoS requirements.

Keywords: Network Management, Quality of Service (QoS) requirements, Optimal Control.

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277 Experimental Investigation of On-Body Channel Modelling at 2.45 GHz

Authors: Hasliza A. Rahim, Fareq Malek, Nur A. M. Affendi, Azuwa Ali, Norshafinash Saudin, Latifah Mohamed

Abstract:

This paper presents the experimental investigation of on-body channel fading at 2.45 GHz considering two effects of the user body movement; stationary and mobile. A pair of body-worn antennas was utilized in this measurement campaign. A statistical analysis was performed by comparing the measured on-body path loss to five well-known distributions; lognormal, normal, Nakagami, Weibull and Rayleigh. The results showed that the average path loss of moving arm varied higher than the path loss in sitting position for upper-arm-to-left-chest link, up to 3.5 dB. The analysis also concluded that the Nakagami distribution provided the best fit for most of on-body static link path loss in standing still and sitting position, while the arm movement can be best described by log-normal distribution.

Keywords: On-Body channel communications, fading characteristics, statistical model.

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276 Modelling Export Dynamics in the CSEE Countries Using GVAR Model

Authors: S. Jakšić, B. Žmuk

Abstract:

The paper investigates the key factors of export dynamics for a set of Central and Southeast European (CSEE) countries in the context of current economic and financial crisis. In order to model the export dynamics a Global Vector Auto Regressive (GVAR) model is defined. As opposed to models which model each country separately, the GVAR combines all country models in a global model which enables obtaining important information on spillover effects in the context of globalisation and rising international linkages. The results of the study indicate that for most of the CSEE countries, exports are mainly driven by domestic shocks, both in the short run and in the long run. This study is the first application of the GVAR model to studying the export dynamics in the CSEE countries and therefore the results of the study present an important empirical contribution.

Keywords: Export, GFEVD, Global VAR, International trade, weak exogeneity.

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275 Influence of Surface Area on Dissolution of Additively Manufactured Polyvinyl Alcohol Tablets

Authors: Seyedebrahim Afkhami, Meisam Abdi, Reza Baserinia

Abstract:

Additive manufacturing is revolutionizing production in different industries, including pharmaceuticals. This case study explores the influence of surface area on the dissolution of additively manufactured polyvinyl alcohol parts as a polymer candidate. Specimens of different geometries and constant mass were fabricated using a Fused Deposition Modeling (FDM) 3D printer. The dissolution behavior of these samples was compared with respect to their surface area. Improved and accelerated dissolution was observed for samples with a larger surface area. This study highlights the capabilities of additive manufacturing to produce samples of complex geometries that cannot be manufactured otherwise to control the dissolution behavior for pharmaceutical and biopharmaceutical applications.

Keywords: Additive manufacturing, polymer dissolution, fused deposition modelling, geometry optimization.

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274 Study of the Flow Structure in a Penstock in Unsteady Regime

Authors: F. Nkontchou Ngongang, M. Tchawe Tchawe, B. Djeumako, B. Kenmeugne

Abstract:

In this work, the flow structure in the Songloulou dam, is visualized in a time interval to observe the different fluid layers in our structure. Firstly, the three-dimensional modelling of the penstock is carried out in the software Gambit, followed by calculations in Fluent that proceeds introduction of boundary conditions. After calculation, we identified four periods corresponding to four regimes. In the first, spanning from 0.00 to 1.50s, we have the non-developed hydraulically rough turbulent regime, characterized by abrupt variations with modifications of the velocity fields. The second extends from 1.50 to 3.50s, where we have the transition regime characterized by slight variations and modifications of the velocity fields but with a great difference of the values of the current lines. From 3.50 to 5.00s, we encounter the third, which is the fully developed turbulent hydraulically rough regime, characterized by fields that vary no more, but have minute differences in the streamlines. The last period is from 5.00s and more, where we have a flow that is almost stationary, hence there are no changes in the fields.

Keywords: Unsteady flow, penstock, friction coefficient, hydroelectric dam.

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273 Simulation and Analytical Investigation of Different Combination of Single Phase Power Transformers

Authors: M. Salih Taci, N. Tayebi, I. Bozkır

Abstract:

In this paper, the equivalent circuit of the ideal single-phase power transformer with its appropriate voltage current measurement was presented. The calculated values of the voltages and currents of the different connections single phase normal transformer and the results of the simulation process are compared. As it can be seen, the calculated results are the same as the simulated results. This paper includes eight possible different transformer connections. Depending on the desired voltage level, step-down and step-up application transformer is considered. Modelling and analysis of a system consisting of an equivalent source, transformer (primary and secondary), and loads are performed to investigate the combinations. The obtained values are simulated in PSpice environment and then how the currents, voltages and phase angle are distributed between them is explained based on calculation.

Keywords: Transformer, simulation, equivalent model, parallel series combinations.

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272 Identification of Nonlinear Systems Using Radial Basis Function Neural Network

Authors: C. Pislaru, A. Shebani

Abstract:

This paper uses the radial basis function neural network (RBFNN) for system identification of nonlinear systems. Five nonlinear systems are used to examine the activity of RBFNN in system modeling of nonlinear systems; the five nonlinear systems are dual tank system, single tank system, DC motor system, and two academic models. The feed forward method is considered in this work for modelling the non-linear dynamic models, where the KMeans clustering algorithm used in this paper to select the centers of radial basis function network, because it is reliable, offers fast convergence and can handle large data sets. The least mean square method is used to adjust the weights to the output layer, and Euclidean distance method used to measure the width of the Gaussian function.

Keywords: System identification, Nonlinear system, Neural networks, RBF neural network.

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271 EML-Estimation of Multivariate t Copulas with Heuristic Optimization

Authors: Jin Zhang, Wing Lon Ng

Abstract:

In recent years, copulas have become very popular in financial research and actuarial science as they are more flexible in modelling the co-movements and relationships of risk factors as compared to the conventional linear correlation coefficient by Pearson. However, a precise estimation of the copula parameters is vital in order to correctly capture the (possibly nonlinear) dependence structure and joint tail events. In this study, we employ two optimization heuristics, namely Differential Evolution and Threshold Accepting to tackle the parameter estimation of multivariate t distribution models in the EML approach. Since the evolutionary optimizer does not rely on gradient search, the EML approach can be applied to estimation of more complicated copula models such as high-dimensional copulas. Our experimental study shows that the proposed method provides more robust and more accurate estimates as compared to the IFM approach.

Keywords: Copula Models, Student t Copula, Parameter Inference, Differential Evolution, Threshold Accepting.

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270 Monitoring of Dielectric Losses and Use of Ferrofluids for Bushing Cooling

Authors: S. D. Nedelcut, V. Proca, D. M. Purcaru

Abstract:

At present, the tendency to implement the conditionbased maintenance (CBM), which allows the optimization of the expenses for equipment monitoring, is more and more evident; also, the transformer substations with remote monitoring are increasingly used. This paper reviews all the advantages of the on-line monitoring and presents an equipment for on-line monitoring of bushings, which is the own contribution of specialists who are the authors of this paper. The paper presents a study of the temperature field, using the finite element method. For carrying out this study, the 3D modelling of the above mentioned bushing was performed. The analysis study is done taking into account the extreme thermal stresses, focusing at the level of the first cooling wing section of the ceramic insulator. This fact enables to justify the tanδ variation in time, depending on the transformer loading and the environmental conditions. With a view to reducing the variation of dielectric losses in bushing insulation, the use of ferrofuids instead of mineral oils is proposed.

Keywords: Monitoring, dielectric losses, ferrofluids, bushing.

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269 A Large-Eddy Simulation of Vortex Cell flow with Incoming Turbulent Boundary Layer

Authors: Arpiruk Hokpunna, Michael Manhart

Abstract:

We present a Large-Eddy simulation of a vortex cell with circular shaped. The results show that the flow field can be sub divided into four important zones, the shear layer above the cavity, the stagnation zone, the vortex core in the cavity and the boundary layer along the wall of the cavity. It is shown that the vortex core consits of solid body rotation without much turbulence activity. The vortex is mainly driven by high energy packets that are driven into the cavity from the stagnation point region and by entrainment of fluid from the cavity into the shear layer. The physics in the boundary layer along the cavity-s wall seems to be far from that of a canonical boundary layer which might be a crucial point for modelling this flow.

Keywords: Turbulent flow, Large eddy simulations, boundary layer and cavity flow, vortex cell flow.

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268 Speed Control of a Permanent Magnet Synchronous Machine (PMSM) Fed by an Inverter Voltage Fuzzy Control Approach

Authors: Jamel Khedri, Mohamed Chaabane, Mansour Souissi, Driss Mehdi

Abstract:

This paper deals with the synthesis of fuzzy controller applied to a permanent magnet synchronous machine (PMSM) with a guaranteed H∞ performance. To design this fuzzy controller, nonlinear model of the PMSM is approximated by Takagi-Sugeno fuzzy model (T-S fuzzy model), then the so-called parallel distributed compensation (PDC) is employed. Next, we derive the property of the H∞ norm. The latter is cast in terms of linear matrix inequalities (LMI-s) while minimizing the H∞ norm of the transfer function between the disturbance and the error ( ) ev T . The experimental and simulations results were conducted on a permanent magnet synchronous machine to illustrate the effects of the fuzzy modelling and the controller design via the PDC.

Keywords: Feedback controller, Takagi-Sugeno fuzzy model, Linear Matrix Inequality (LMI), PMSM, H∞ performance.

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267 Continuum-Based Modelling Approaches for Cell Mechanics

Authors: Yogesh D. Bansod, Jiri Bursa

Abstract:

The quantitative study of cell mechanics is of paramount interest, since it regulates the behaviour of the living cells in response to the myriad of extracellular and intracellular mechanical stimuli. The novel experimental techniques together with robust computational approaches have given rise to new theories and models, which describe cell mechanics as combination of biomechanical and biochemical processes. This review paper encapsulates the existing continuum-based computational approaches that have been developed for interpreting the mechanical responses of living cells under different loading and boundary conditions. The salient features and drawbacks of each model are discussed from both structural and biological points of view. This discussion can contribute to the development of even more precise and realistic computational models of cell mechanics based on continuum approaches or on their combination with microstructural approaches, which in turn may provide a better understanding of mechanotransduction in living cells.

Keywords: Cell mechanics, computational models, continuum approach, mechanical models.

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266 Analytical Crack Propagation Scenario for Gear Teeth and Time-Varying Gear Mesh Stiffness

Authors: Omar D. Mohammed, Matti Rantatalo, Uday Kumar

Abstract:

In this paper an analytical crack propagation scenario is proposed which assumes that a crack propagates in the tooth root in both the crack depth direction and the tooth width direction, and which is more reasonable and realistic for non-uniform load distribution cases than the other presented scenarios. An analytical approach is used for quantifying the loss of time-varying gear mesh stiffness with the presence of crack propagation in the gear tooth root. The proposed crack propagation scenario can be applied for crack propagation modelling and monitoring simulation, but further research is required for comparison and evaluation of all the presented crack propagation scenarios from the condition monitoring point of view.

Keywords: Crack propagation, Gear tooth crack, Time varying gear mesh stiffness.

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265 A Study of Quality Assurance and Unit Verification Methods in Safety Critical Environment

Authors: Miklos Taliga

Abstract:

In the present case study we examined the development and testing methods of systems that contain safety-critical elements in different industrial fields. Consequentially, we observed the classical object-oriented development and testing environment, as both medical technology and automobile industry approaches the development of safety critical elements that way. Subsequently, we examined model-based development. We introduce the quality parameters that define development and testing. While taking modern agile methodology (scrum) into consideration, we examined whether and to what extent the methodologies we found fit into this environment.

Keywords: Safety-critical elements, quality management, unit verification, model base testing, agile methods, scrum, metamodel, object-oriented programming, field specific modelling, sprint, user story, UML Standard.

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264 Analyzing the Factors Effecting the Passenger Car Breakdowns using Com-Poisson GLM

Authors: N. Mamode Khan, V. Jowaheer

Abstract:

Number of breakdowns experienced by a machinery is a highly under-dispersed count random variable and its value can be attributed to the factors related to the mechanical input and output of that machinery. Analyzing such under-dispersed count observations as a function of the explanatory factors has been a challenging problem. In this paper, we aim at estimating the effects of various factors on the number of breakdowns experienced by a passenger car based on a study performed in Mauritius over a year. We remark that the number of passenger car breakdowns is highly under-dispersed. These data are therefore modelled and analyzed using Com-Poisson regression model. We use quasi-likelihood estimation approach to estimate the parameters of the model. Under-dispersion parameter is estimated to be 2.14 justifying the appropriateness of Com-Poisson distribution in modelling under-dispersed count responses recorded in this study.

Keywords: Breakdowns, under-dispersion, com-poisson, generalized linear model, quasi-likelihood estimation

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263 Modelling of Groundwater Resources for Al-Najaf City, Iraq

Authors: Hayder H. Kareem, Shunqi Pan

Abstract:

Groundwater is a vital water resource in many areas in the world, particularly in the Middle-East region where the water resources become scarce and depleting. Sustainable management and planning of the groundwater resources become essential and urgent given the impact of the global climate change. In the recent years, numerical models have been widely used to predict the flow pattern and assess the water resources security, as well as the groundwater quality affected by the contaminants transported. In this study, MODFLOW is used to study the current status of groundwater resources and the risk of water resource security in the region centred at Al-Najaf City, which is located in the mid-west of Iraq and adjacent to the Euphrates River. In this study, a conceptual model is built using the geologic and hydrogeologic collected for the region, together with the Digital Elevation Model (DEM) data obtained from the "Global Land Cover Facility" (GLCF) and "United State Geological Survey" (USGS) for the study area. The computer model is also implemented with the distributions of 69 wells in the area with the steady pro-defined hydraulic head along its boundaries. The model is then applied with the recharge rate (from precipitation) of 7.55 mm/year, given from the analysis of the field data in the study area for the period of 1980-2014. The hydraulic conductivity from the measurements at the locations of wells is interpolated for model use. The model is calibrated with the measured hydraulic heads at the locations of 50 of 69 wells in the domain and results show a good agreement. The standard-error-of-estimate (SEE), root-mean-square errors (RMSE), Normalized RMSE and correlation coefficient are 0.297 m, 2.087 m, 6.899% and 0.971 respectively. Sensitivity analysis is also carried out, and it is found that the model is sensitive to recharge, particularly when the rate is greater than (15mm/year). Hydraulic conductivity is found to be another parameter which can affect the results significantly, therefore it requires high quality field data. The results show that there is a general flow pattern from the west to east of the study area, which agrees well with the observations and the gradient of the ground surface. It is found that with the current operational pumping rates of the wells in the area, a dry area is resulted in Al-Najaf City due to the large quantity of groundwater withdrawn. The computed water balance with the current operational pumping quantity shows that the Euphrates River supplies water into the groundwater of approximately 11759 m3/day, instead of gaining water of 11178 m3/day from the groundwater if no pumping from the wells. It is expected that the results obtained from the study can provide important information for the sustainable and effective planning and management of the regional groundwater resources for Al-Najaf City.

Keywords: Al-Najaf city, conceptual modelling, groundwater, unconfined aquifer, visual MODFLOW.

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262 Structural Analysis of a Composite Wind Turbine Blade

Authors: C. Amer, M. Sahin

Abstract:

The design of an optimised horizontal axis 5-meter-long wind turbine rotor blade in according with IEC 61400-2 standard is a research and development project in order to fulfil the requirements of high efficiency of torque from wind production and to optimise the structural components to the lightest and strongest way possible. For this purpose, a research study is presented here by focusing on the structural characteristics of a composite wind turbine blade via finite element modelling and analysis tools. In this work, first, the required data regarding the general geometrical parts are gathered. Then, the airfoil geometries are created at various sections along the span of the blade by using CATIA software to obtain the two surfaces, namely; the suction and the pressure side of the blade in which there is a hat shaped fibre reinforced plastic spar beam, so-called chassis starting at 0.5m from the root of the blade and extends up to 4 m and filled with a foam core. The root part connecting the blade to the main rotor differential metallic hub having twelve hollow threaded studs is then modelled. The materials are assigned as two different types of glass fabrics, polymeric foam core material and the steel-balsa wood combination for the root connection parts. The glass fabrics are applied using hand wet lay-up lamination with epoxy resin as METYX L600E10C-0, is the unidirectional continuous fibres and METYX XL800E10F having a tri-axial architecture with fibres in the 0,+45,-45 degree orientations in a ratio of 2:1:1. Divinycell H45 is used as the polymeric foam. The finite element modelling of the blade is performed via MSC PATRAN software with various meshes created on each structural part considering shell type for all surface geometries, and lumped mass were added to simulate extra adhesive locations. For the static analysis, the boundary conditions are assigned as fixed at the root through aforementioned bolts, where for dynamic analysis both fixed-free and free-free boundary conditions are made. By also taking the mesh independency into account, MSC NASTRAN is used as a solver for both analyses. The static analysis aims the tip deflection of the blade under its own weight and the dynamic analysis comprises normal mode dynamic analysis performed in order to obtain the natural frequencies and corresponding mode shapes focusing the first five in and out-of-plane bending and the torsional modes of the blade. The analyses results of this study are then used as a benchmark prior to modal testing, where the experiments over the produced wind turbine rotor blade has approved the analytical calculations.

Keywords: Dynamic analysis, Fiber Reinforced Composites, Horizontal axis wind turbine blade, Hand-wet layup, Modal Testing.

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261 Design Optimisation of Compound Parabolic Concentrator (CPC) for Improved Performance

Authors: M. M. Isa, R. Abd-Rahman, H. H. Goh

Abstract:

A compound parabolic concentrator (CPC) is a wellknown non-imaging concentrator that will concentrate the solar radiation onto receiver (PV cell). One of disadvantage of CPC is has tall and narrow height compared to its diameter entry aperture area. Therefore, for economic reason, a truncation had been done by removed from the top of the full height CPC. This also will lead to the decreases of concentration ratio but it will be negligible. In this paper, the flux distribution of untruncated and truncated 2-D hollow compound parabolic trough concentrator (hCPTC) design is presented. The untruncated design has initial height H=193.4mm with concentration ratio C_(2-D)=4. This paper presents the optical simulation of compound parabolic trough concentrator using raytracing software TracePro. Results showed that, after the truncation, the height of CPC reduced 45% from initial height with the geometrical concentration ratio only decrease 10%. Thus, the cost of reflector and material dielectric usage can be saved especially at manufacturing site.

Keywords: Compound parabolic trough concentrator, optical modelling, ray-tracing analysis.

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260 Numerical Modelling of Effective Diffusivity in Bone Tissue Engineering

Authors: Ayesha Sohail, Khadija Maqbool, Anila Asif, Haroon Ahmad

Abstract:

These days, the field of tissue engineering is getting serious attention due to its usefulness. Bone tissue engineering helps to address and sort-out the critical sized and non-healing orthopedic problems by the creation of manmade bone tissue. We will design and validate an efficient numerical model, which will simulate the effective diffusivity in bone tissue engineering. Our numerical model will be based on the finite element analysis of the diffusion-reaction equations. It will have the ability to optimize the diffusivity, even at multi-scale, with the variation of time. It will also have a special feature “parametric sweep”, with which we will be able to predict the oxygen, glucose and cell density dynamics, more accurately. We will fix these problems by modifying the governing equations, by selecting appropriate spatio-temporal finite element schemes and by transient analysis.

Keywords: Bone tissue engineering, Transient Analysis, Scaffolds, fabrication techniques.

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259 Forecasting Issues in Energy Markets within a Reg-ARIMA Framework

Authors: Ilaria Lucrezia Amerise

Abstract:

Electricity markets throughout the world have undergone substantial changes. Accurate, reliable, clear and comprehensible modeling and forecasting of different variables (loads and prices in the first instance) have achieved increasing importance. In this paper, we describe the actual state of the art focusing on reg-SARMA methods, which have proven to be flexible enough to accommodate the electricity price/load behavior satisfactory. More specifically, we will discuss: 1) The dichotomy between point and interval forecasts; 2) The difficult choice between stochastic (e.g. climatic variation) and non-deterministic predictors (e.g. calendar variables); 3) The confrontation between modelling a single aggregate time series or creating separated and potentially different models of sub-series. The noteworthy point that we would like to make it emerge is that prices and loads require different approaches that appear irreconcilable even though must be made reconcilable for the interests and activities of energy companies.

Keywords: Forecasting problem, interval forecasts, time series, electricity prices, reg-plus-SARMA methods.

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258 Modelling for Temperature Non-Isothermal Continuous Stirred Tank Reactor Using Fuzzy Logic

Authors: Nasser Mohamed Ramli, Mohamad Syafiq Mohamad

Abstract:

Many types of controllers were applied on the continuous stirred tank reactor (CSTR) unit to control the temperature. In this research paper, Proportional-Integral-Derivative (PID) controller are compared with Fuzzy Logic controller for temperature control of CSTR. The control system for temperature non-isothermal of a CSTR will produce a stable response curve to its set point temperature. A mathematical model of a CSTR using the most general operating condition was developed through a set of differential equations into S-function using MATLAB. The reactor model and S-function are developed using m.file. After developing the S-function of CSTR model, User-Defined functions are used to link to SIMULINK file. Results that are obtained from simulation and temperature control were better when using Fuzzy logic control compared to PID control.

Keywords: CSTR, temperature, PID, fuzzy logic.

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257 Impacts of Project-Overload on Innovation inside Organizations: Agent-Based Modeling

Authors: Farnaz Motamediyan Dehkordi, Anthony Thompson, Tobias Larsson

Abstract:

Market competition and a desire to gain advantages on globalized market, drives companies towards innovation efforts. Project overload is an unpleasant phenomenon, which is happening for employees inside those organizations trying to make the most efficient use of their resources to be innovative. But what are the impacts of project overload on organization-s innovation capabilities? Advanced engineering teams (AE) inside a major heavy equipment manufacturer are suffering from project overload in their quest for innovation. In this paper, Agent-based modeling (ABM) is used to examine the current reality of the company context, and of the AE team, where the opportunities and challenges for reducing the risk of project overload and moving towards innovation were identified. Project overload is more likely to stifle innovation and creativity inside teams. On the other hand, motivations on proper challenging goals are more likely to help individual to alleviate the negative aspects of low level of project overload.

Keywords: Innovation, Creativity, Project overload, Agentbased modelling.

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256 Artificial Neural Network Models of the Ruminal pH in Holstein Steers

Authors: Alireza Vakili, Mohsen Danesh Mesgaran, Majid Abdollazade

Abstract:

In this study four Holstein steers with rumen fistula fed 7 kg of dry matter (DM) of diets differing in concentrate to alfalfa hay ratios as 60:40, 70:30, 80:20, and 90:10 in a 4 × 4 latin square design. The pH of the ruminal fluid was measured before the morning feeding (0.0 h) to 8 h post feeding. In this study, a two-layered feed-forward neural network trained by the Levenberg-Marquardt algorithm was used for modelling of ruminal pH. The input variables of the network were time, concentrate to alfalfa hay ratios (C/F), non fiber carbohydrate (NFC) and neutral detergent fiber (NDF). The output variable was the ruminal pH. The modeling results showed that there was excellent agreement between the experimental data and predicted values, with a high determination coefficient (R2 >0.96). Therefore, we suggest using these model-derived biological values to summarize continuously recorded pH data.

Keywords: Ruminal pH, Artificial Neural Network (ANN), Non Fiber Carbohydrate, Neutral Detergent Fiber.

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255 Identification of a PWA Model of a Batch Reactor for Model Predictive Control

Authors: Gorazd Karer, Igor Skrjanc, Borut Zupancic

Abstract:

The complex hybrid and nonlinear nature of many processes that are met in practice causes problems with both structure modelling and parameter identification; therefore, obtaining a model that is suitable for MPC is often a difficult task. The basic idea of this paper is to present an identification method for a piecewise affine (PWA) model based on a fuzzy clustering algorithm. First we introduce the PWA model. Next, we tackle the identification method. We treat the fuzzy clustering algorithm, deal with the projections of the fuzzy clusters into the input space of the PWA model and explain the estimation of the parameters of the PWA model by means of a modified least-squares method. Furthermore, we verify the usability of the proposed identification approach on a hybrid nonlinear batch reactor example. The result suggest that the batch reactor can be efficiently identified and thus formulated as a PWA model, which can eventually be used for model predictive control purposes.

Keywords: Batch reactor, fuzzy clustering, hybrid systems, identification, nonlinear systems, PWA systems.

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254 Using Exponential Lévy Models to Study Implied Volatility patterns for Electricity Options

Authors: Pinho C., Madaleno M.

Abstract:

German electricity European options on futures using Lévy processes for the underlying asset are examined. Implied volatility evolution, under each of the considered models, is discussed after calibrating for the Merton jump diffusion (MJD), variance gamma (VG), normal inverse Gaussian (NIG), Carr, Geman, Madan and Yor (CGMY) and the Black and Scholes (B&S) model. Implied volatility is examined for the entire sample period, revealing some curious features about market evolution, where data fitting performances of the five models are compared. It is shown that variance gamma processes provide relatively better results and that implied volatility shows significant differences through time, having increasingly evolved. Volatility changes for changed uncertainty, or else, increasing futures prices and there is evidence for the need to account for seasonality when modelling both electricity spot/futures prices and volatility.

Keywords: Calibration, Electricity Markets, Implied Volatility, Lévy Models, Options on Futures, Pricing

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