Search results for: partial distribution function
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4182

Search results for: partial distribution function

3762 A Methodology for Characterising the Tail Behaviour of a Distribution

Authors: Serge Provost, Yishan Zang

Abstract:

Following a review of various approaches that are utilized for classifying the tail behavior of a distribution, an easily implementable methodology that relies on an arctangent transformation is presented. The classification criterion is actually based on the difference between two specific quantiles of the transformed distribution. The resulting categories enable one to classify distributional tails as distinctly short, short, nearly medium, medium, extended medium and somewhat long, providing that at least two moments exist. Distributions possessing a single moment are said to be long tailed while those failing to have any finite moments are classified as having an extremely long tail. Several illustrative examples will be presented.

Keywords: Arctangent transformation, change of variables, heavy-tailed distributions, tail classification.

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3761 Robust Stabilization against Unknown Consensus Network

Authors: Myung-Gon Yoon, Jung-Ho Moon, Tae Kwon Ha

Abstract:

This paper studies a robust stabilization problem of a single agent in a multi-agent consensus system composed of identical agents, when the network topology of the system is completely unknown. It is shown that the transfer function of an agent in a consensus system can be described as a multiplicative perturbation of the isolated agent transfer function in frequency domain. From an existing robust stabilization result, we present sufficient conditions for a robust stabilization of an agent against unknown network topology.

Keywords: Multi-agent System, Robust Stabilization, Transfer Function.

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3760 Identification of Impact Loads and Partial System Parameters Using 1D-CNN

Authors: Xuewen Yu, Danhui Dan

Abstract:

The identification of impact loads and some hard-to-obtain system parameters is crucial for analysis, validation, and evaluation activities in the engineering field. This paper proposes a method based on 1D-CNN to identify impact loads and partial system parameters from the measured responses. To this end, forward computations are conducted to provide datasets consisting of triples (parameter θ, input u, output y). Two neural networks are then trained: one to learn the mapping from output y to input u and another to learn the mapping from input and output (u, y) to parameter θ. Subsequently, by feeding the measured output response into the trained neural networks, the input impact load and system parameter can be calculated, respectively. The method is tested on two simulated examples and shows sound accuracy in estimating the impact load (waveform and location) and system parameter.

Keywords: Convolutional neural network, impact load identification, system parameter identification, inverse problem.

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3759 A Robust Method for Hand Tracking Using Mean-shift Algorithm and Kalman Filter in Stereo Color Image Sequences

Authors: Mahmoud Elmezain, Ayoub Al-Hamadi, Robert Niese, Bernd Michaelis

Abstract:

Real-time hand tracking is a challenging task in many computer vision applications such as gesture recognition. This paper proposes a robust method for hand tracking in a complex environment using Mean-shift analysis and Kalman filter in conjunction with 3D depth map. The depth information solve the overlapping problem between hands and face, which is obtained by passive stereo measuring based on cross correlation and the known calibration data of the cameras. Mean-shift analysis uses the gradient of Bhattacharyya coefficient as a similarity function to derive the candidate of the hand that is most similar to a given hand target model. And then, Kalman filter is used to estimate the position of the hand target. The results of hand tracking, tested on various video sequences, are robust to changes in shape as well as partial occlusion.

Keywords: Computer Vision and Image Analysis, Object Tracking, Gesture Recognition.

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3758 Fluid Flow Analysis and Design of a Flow Distributor in a Domestic Gas Boiler Using a Commercial CFD Software

Authors: Lukasz Peronski, Roy Bratley, Derek B. Ingham, Lin Ma, Mohamed Pourkashanian, StephenTaylor

Abstract:

The aim of the study was to investigate the possible use of commercial Computational Fluid Dynamics (CFD) software in the design process of a domestic gas boiler. Because of the limited computational resources some simplifications had to be made in order to contribute to the design in a reasonable timescale. The porous media model was used in order to simulate the influence of the pressure drop characteristic of particular elements of a heat transfer system on the water-flow distribution in the system. Further, a combination of CFD analyses and spread sheet calculations was used in order to solve the flow distribution problem.

Keywords: CFD, domestic gas boilers, flow distribution, heatexchanger, porous media

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3757 Thermal Analysis of the Fuse with Unequal Fuse Links Using Finite Element Method

Authors: Adrian T.Pleşca

Abstract:

In this paper a three dimensional thermal model of high breaking capacity fuse with unequal fuse links is proposed for both steady-state or transient conditions. The influence of ambient temperature and electric current on the temperature distribution inside the fuse, has been investigated. A thermal analysis of the unbalanced distribution of the electric current through the fuse elements and their influence on fuse link temperature rise, has been performed. To validate the three dimensional thermal model, some experimental tests have been done. There is a good correlation between experimental and simulation results.

Keywords: Electric fuse, fuse links, temperature distribution, thermal analysis.

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3756 A New Method for Multiobjective Optimization Based on Learning Automata

Authors: M. R. Aghaebrahimi, S. H. Zahiri, M. Amiri

Abstract:

The necessity of solving multi dimensional complicated scientific problems beside the necessity of several objective functions optimization are the most motive reason of born of artificial intelligence and heuristic methods. In this paper, we introduce a new method for multiobjective optimization based on learning automata. In the proposed method, search space divides into separate hyper-cubes and each cube is considered as an action. After gathering of all objective functions with separate weights, the cumulative function is considered as the fitness function. By the application of all the cubes to the cumulative function, we calculate the amount of amplification of each action and the algorithm continues its way to find the best solutions. In this Method, a lateral memory is used to gather the significant points of each iteration of the algorithm. Finally, by considering the domination factor, pareto front is estimated. Results of several experiments show the effectiveness of this method in comparison with genetic algorithm based method.

Keywords: Function optimization, Multiobjective optimization, Learning automata.

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3755 Data Quality Enhancement with String Length Distribution

Authors: Qi Xiu, Hiromu Hota, Yohsuke Ishii, Takuya Oda

Abstract:

Recently, collectable manufacturing data are rapidly increasing. On the other hand, mega recall is getting serious as a social problem. Under such circumstances, there are increasing needs for preventing mega recalls by defect analysis such as root cause analysis and abnormal detection utilizing manufacturing data. However, the time to classify strings in manufacturing data by traditional method is too long to meet requirement of quick defect analysis. Therefore, we present String Length Distribution Classification method (SLDC) to correctly classify strings in a short time. This method learns character features, especially string length distribution from Product ID, Machine ID in BOM and asset list. By applying the proposal to strings in actual manufacturing data, we verified that the classification time of strings can be reduced by 80%. As a result, it can be estimated that the requirement of quick defect analysis can be fulfilled.

Keywords: Data quality, feature selection, probability distribution, string classification, string length.

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3754 Modeling of Radiofrequency Nerve Lesioning in Inhomogeneous Media

Authors: Nour Ismail, Sahar El Kardawy, Bassant Badwy

Abstract:

Radiofrequency (RF) lesioning of nerves have been commonly used to alleviate chronic pain, where RF current preventing transmission of pain signals through the nerve by heating the nerve causing the pain. There are some factors that affect the temperature distribution and the nerve lesion size, one of these factors is the inhomogeneities in the tissue medium. Our objective is to calculate the temperature distribution and the nerve lesion size in an inhomogeneous medium surrounding the RF electrode. A two 3-D finite element models are used to compare the temperature distribution in the homogeneous and inhomogeneous medium. Also the effect of temperature-dependent electric conductivity on maximum temperature and lesion size is observed. Results show that the presence of an inhomogeneous medium around the RF electrode has a valuable effect on the temperature distribution and lesion size. The dependency of electric conductivity on tissue temperature increased lesion size.

Keywords: Finite element model, nerve lesioning, pain relief, radiofrequency lesion.

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3753 Maximum Likelihood Estimation of Burr Type V Distribution under Left Censored Samples

Authors: N. Feroze, M. Aslam

Abstract:

The paper deals with the maximum likelihood estimation of the parameters of the Burr type V distribution based on left censored samples. The maximum likelihood estimators (MLE) of the parameters have been derived and the Fisher information matrix for the parameters of the said distribution has been obtained explicitly. The confidence intervals for the parameters have also been discussed. A simulation study has been conducted to investigate the performance of the point and interval estimates.

Keywords: Fisher information matrix, confidence intervals, censoring.

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3752 Composite Distributed Generation and Transmission Expansion Planning Considering Security

Authors: Amir Lotfi, Seyed Hamid Hosseini

Abstract:

During the recent past, due to the increase of electrical energy demand and governmental resources constraints in creating additional capacity in the generation, transmission, and distribution, privatization, and restructuring in electrical industry have been considered. So, in most of the countries, different parts of electrical industry like generation, transmission, and distribution have been separated in order to create competition. Considering these changes, environmental issues, energy growth, investment of private equity in energy generation units and difficulties of transmission lines expansion, distributed generation (DG) units have been used in power systems. Moreover, reduction in the need for transmission and distribution, the increase of reliability, improvement of power quality, and reduction of power loss have caused DG to be placed in power systems. On the other hand, considering low liquidity need, private investors tend to spend their money for DGs. In this project, the main goal is to offer an algorithm for planning and placing DGs in order to reduce the need for transmission and distribution network.

Keywords: Planning, transmission, distributed generation, power security, power systems.

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3751 Application of Wavelet Neural Networks in Optimization of Skeletal Buildings under Frequency Constraints

Authors: Mohammad Reza Ghasemi, Amin Ghorbani

Abstract:

The main goal of the present work is to decrease the computational burden for optimum design of steel frames with frequency constraints using a new type of neural networks called Wavelet Neural Network. It is contested to train a suitable neural network for frequency approximation work as the analysis program. The combination of wavelet theory and Neural Networks (NN) has lead to the development of wavelet neural networks. Wavelet neural networks are feed-forward networks using wavelet as activation function. Wavelets are mathematical functions within suitable inner parameters, which help them to approximate arbitrary functions. WNN was used to predict the frequency of the structures. In WNN a RAtional function with Second order Poles (RASP) wavelet was used as a transfer function. It is shown that the convergence speed was faster than other neural networks. Also comparisons of WNN with the embedded Artificial Neural Network (ANN) and with approximate techniques and also with analytical solutions are available in the literature.

Keywords: Weight Minimization, Frequency Constraints, Steel Frames, ANN, WNN, RASP Function.

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3750 Impact of the Existence of One-Way Functionson the Conceptual Difficulties of Quantum Measurements

Authors: Arkady Bolotin

Abstract:

One-way functions are functions that are easy to compute but hard to invert. Their existence is an open conjecture; it would imply the existence of intractable problems (i.e. NP-problems which are not in the P complexity class). If true, the existence of one-way functions would have an impact on the theoretical framework of physics, in particularly, quantum mechanics. Such aspect of one-way functions has never been shown before. In the present work, we put forward the following. We can calculate the microscopic state (say, the particle spin in the z direction) of a macroscopic system (a measuring apparatus registering the particle z-spin) by the system macroscopic state (the apparatus output); let us call this association the function F. The question is: can we compute the function F in the inverse direction? In other words, can we compute the macroscopic state of the system through its microscopic state (the preimage F -1)? In the paper, we assume that the function F is a one-way function. The assumption implies that at the macroscopic level the Schrödinger equation becomes unfeasible to compute. This unfeasibility plays a role of limit of the validity of the linear Schrödinger equation.

Keywords: One-way functions, P versus NP problem, quantummeasurements.

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3749 Optimal Compensation of Reactive Power in the Restructured Distribution Network

Authors: Atefeh Pourshafie, Mohsen. Saniei, S. S. Mortazavi, A. Saeedian

Abstract:

In this paper optimal capacitor placement problem has been formulated in a restructured distribution network. In this scenario the distribution network operator can consider reactive energy also as a service that can be sold to transmission system. Thus search for optimal location, size and number of capacitor banks with the objective of loss reduction, maximum income from selling reactive energy to transmission system and return on investment for capacitors, has been performed. Results is influenced with economic value of reactive energy, therefore problem has been solved for various amounts of it. The implemented optimization technique is genetic algorithm. For any value of reactive power economic value, when reverse of investment index increase and change from zero or negative values to positive values, the threshold value of selling reactive power has been obtained. This increasing price of economic parameter is reasonable until the network losses is less than loss before compensation.

Keywords: capacitor placement, deregulated electric market, distribution network optimization.

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3748 Effect of a Linear-Exponential Penalty Functionon the GA-s Efficiency in Optimization of a Laminated Composite Panel

Authors: A. Abedian, M. H. Ghiasi, B. Dehghan-Manshadi

Abstract:

A stiffened laminated composite panel (1 m length × 0.5m width) was optimized for minimum weight and deflection under several constraints using genetic algorithm. Here, a significant study on the performance of a penalty function with two kinds of static and dynamic penalty factors was conducted. The results have shown that linear dynamic penalty factors are more effective than the static ones. Also, a specially combined linear-exponential function has shown to perform more effective than the previously mentioned penalty functions. This was then resulted in the less sensitivity of the GA to the amount of penalty factor.

Keywords: Genetic algorithms, penalty function, stiffenedcomposite panel, finite element method.

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3747 The Statistical Properties of Filtered Signals

Authors: Ephraim Gower, Thato Tsalaile, Monageng Kgwadi, Malcolm Hawksford.

Abstract:

In this paper, the statistical properties of filtered or convolved signals are considered by deriving the resulting density functions as well as the exact mean and variance expressions given a prior knowledge about the statistics of the individual signals in the filtering or convolution process. It is shown that the density function after linear convolution is a mixture density, where the number of density components is equal to the number of observations of the shortest signal. For circular convolution, the observed samples are characterized by a single density function, which is a sum of products.

Keywords: Circular Convolution, linear Convolution, mixture density function.

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3746 A Reversible CMOS AD / DA Converter Implemented with Pseudo Floating-Gate

Authors: Omid Mirmotahari, Yngvar Berg, Ahmad Habibizad Navin

Abstract:

Reversible logic is becoming more and more prominent as the technology sets higher demands on heat, power, scaling and stability. Reversible gates are able at any time to "undo" the current step or function. Multiple-valued logic has the advantage of transporting and evaluating higher bits each clock cycle than binary. Moreover, we demonstrate in this paper, combining these disciplines we can construct powerful multiple-valued reversible logic structures. In this paper a reversible block implemented by pseudo floatinggate can perform AD-function and a DA-function as its reverse application.

Keywords: Reversible logic, bi-directional, Pseudo floating-gate(PFG), multiple-valued logic (MVL).

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3745 Piezoelectric Transducer Modeling: with System Identification (SI) Method

Authors: Nora Taghavi, Ali Sadr

Abstract:

System identification is the process of creating models of dynamic process from input- output signals. The aim of system identification can be identified as “ to find a model with adjustable parameters and then to adjust them so that the predicted output matches the measured output". This paper presents a method of modeling and simulating with system identification to achieve the maximum fitness for transformation function. First by using optimized KLM equivalent circuit for PVDF piezoelectric transducer and assuming different inputs including: sinuside, step and sum of sinusides, get the outputs, then by using system identification toolbox in MATLAB, we estimate the transformation function from inputs and outputs resulted in last program. Then compare the fitness of transformation function resulted from using ARX,OE(Output- Error) and BJ(Box-Jenkins) models in system identification toolbox and primary transformation function form KLM equivalent circuit.

Keywords: PVDF modeling, ARX, BJ(Box-Jenkins), OE(Output-Error), System Identification.

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3744 Medical Image Segmentation Using Deformable Model and Local Fitting Binary: Thoracic Aorta

Authors: B. Bagheri Nakhjavanlo, T. S. Ellis, P.Raoofi, Sh.ziari

Abstract:

This paper presents an application of level sets for the segmentation of abdominal and thoracic aortic aneurysms in CTA datasets. An important challenge in reliably detecting aortic is the need to overcome problems associated with intensity inhomogeneities. Level sets are part of an important class of methods that utilize partial differential equations (PDEs) and have been extensively applied in image segmentation. A kernel function in the level set formulation aids the suppression of noise in the extracted regions of interest and then guides the motion of the evolving contour for the detection of weak boundaries. The speed of curve evolution has been significantly improved with a resulting decrease in segmentation time compared with previous implementations of level sets, and are shown to be more effective than other approaches in coping with intensity inhomogeneities. We have applied the Courant Friedrichs Levy (CFL) condition as stability criterion for our algorithm.

Keywords: Image segmentation, Level-sets, Local fitting binary, Thoracic aorta.

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3743 Ψ-Eventual Stability of Differential System with Impulses

Authors: Bhanu Gupta

Abstract:

In this paper, the criteria of Ψ-eventual stability have been established for generalized impulsive differential systems of multiple dependent variables. The sufficient conditions have been obtained using piecewise continuous Lyapunov function. An example is given to support our theoretical result.

Keywords: impulsive differential equations, Lyapunov function, eventual stability

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3742 Characterization and Modeling of Packet Loss of a VoIP Communication

Authors: L. Estrada, D. Torres, H. Toral

Abstract:

In this work, a characterization and modeling of packet loss of a Voice over Internet Protocol (VoIP) communication is developed. The distributions of the number of consecutive received and lost packets (namely gap and burst) are modeled from the transition probabilities of two-state and four-state model. Measurements show that both models describe adequately the burst distribution, but the decay of gap distribution for non-homogeneous losses is better fit by the four-state model. The respective probabilities of transition between states for each model were estimated with a proposed algorithm from a set of monitored VoIP calls in order to obtain representative minimum, maximum and average values for both models.

Keywords: Packet loss, gap and burst distribution, Markovchain, VoIP measurements.

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3741 1-D Modeling of Hydrate Decomposition in Porous Media

Authors: F. Esmaeilzadeh, M. E. Zeighami, J. Fathi

Abstract:

This paper describes a one-dimensional numerical model for natural gas production from the dissociation of methane hydrate in hydrate-capped gas reservoir under depressurization and thermal stimulation. Some of the hydrate reservoirs discovered are overlying a free-gas layer, known as hydrate-capped gas reservoirs. These reservoirs are thought to be easiest and probably the first type of hydrate reservoirs to be produced. The mathematical equations that can be described this type of reservoir include mass balance, heat balance and kinetics of hydrate decomposition. These non-linear partial differential equations are solved using finite-difference fully implicit scheme. In the model, the effect of convection and conduction heat transfer, variation change of formation porosity, the effect of using different equations of state such as PR and ER and steam or hot water injection are considered. In addition distributions of pressure, temperature, saturation of gas, hydrate and water in the reservoir are evaluated. It is shown that the gas production rate is a sensitive function of well pressure.

Keywords: Hydrate reservoir, numerical modeling, depressurization, thermal stimulation, gas generation.

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3740 New Method for Determining the Distribution of Birefringence and Linear Dichroism in Polymer Materials Based On Polarization-Holographic Grating

Authors: Barbara Kilosanidze, George Kakauridze, Levan Nadareishvili, Yuri Mshvenieradze

Abstract:

A new method for determining the distribution of birefringence and linear dichroism in optical polymer materials is presented. The method is based on the use of polarizationholographic diffraction grating that forms an orthogonal circular basis in the process of diffraction of probing laser beam on the grating. The intensities ratio of the orders of diffraction on this grating enables the value of birefringence and linear dichroism in the sample to be determined. The distribution of birefringence in the sample is determined by scanning with a circularly polarized beam with a wavelength far from the absorption band of the material. If the scanning is carried out by probing beam with the wavelength near to a maximum of the absorption band of the chromophore then the distribution of linear dichroism can be determined. An appropriate theoretical model of this method is presented. A laboratory setup was created for the proposed method. An optical scheme of the laboratory setup is presented. The results of measurement in polymer films with two-dimensional gradient distribution of birefringence and linear dichroism are discussed.

Keywords: Birefringence, graded oriented polymers, linear dichroism, optical polymers, optical anisotropy, polarization-holographic grating,

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3739 Teaching Contemporary Power Distribution and Industrial Networks in Higher Education Vocational Studies

Authors: Rade M. Ciric

Abstract:

The paper shows the development and implementation of the syllabus of the subject 'Distribution and Industrial Networks', attended by the vocational specialist Year 4 students of the Electric Power Engineering study programme at the Higher Education Technical School of Vocational Studies in Novi Sad. The aim of the subject is to equip students with the knowledge necessary for planning, exploitation and management of distributive and industrial electric power networks in an open electricity market environment. The results of the evaluation of educational outcomes on the subject are presented and discussed.

Keywords: Engineering education, power distribution network, syllabus implementation, outcome evaluation.

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3738 A Comprehensive Evaluation of Supervised Machine Learning for the Phase Identification Problem

Authors: Brandon Foggo, Nanpeng Yu

Abstract:

Power distribution circuits undergo frequent network topology changes that are often left undocumented. As a result, the documentation of a circuit’s connectivity becomes inaccurate with time. The lack of reliable circuit connectivity information is one of the biggest obstacles to model, monitor, and control modern distribution systems. To enhance the reliability and efficiency of electric power distribution systems, the circuit’s connectivity information must be updated periodically. This paper focuses on one critical component of a distribution circuit’s topology - the secondary transformer to phase association. This topology component describes the set of phase lines that feed power to a given secondary transformer (and therefore a given group of power consumers). Finding the documentation of this component is call Phase Identification, and is typically performed with physical measurements. These measurements can take time lengths on the order of several months, but with supervised learning, the time length can be reduced significantly. This paper compares several such methods applied to Phase Identification for a large range of real distribution circuits, describes a method of training data selection, describes preprocessing steps unique to the Phase Identification problem, and ultimately describes a method which obtains high accuracy (> 96% in most cases, > 92% in the worst case) using only 5% of the measurements typically used for Phase Identification.

Keywords: Distribution network, machine learning, network topology, phase identification, smart grid.

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3737 Electrical Impedance Imaging Using Eddy Current

Authors: A. Ambia, T. Takemae, Y. Kosugi, M. Hongo

Abstract:

Electric impedance imaging is a method of reconstructing spatial distribution of electrical conductivity inside a subject. In this paper, a new method of electrical impedance imaging using eddy current is proposed. The eddy current distribution in the body depends on the conductivity distribution and the magnetic field pattern. By changing the position of magnetic core, a set of voltage differences is measured with a pair of electrodes. This set of voltage differences is used in image reconstruction of conductivity distribution. The least square error minimization method is used as a reconstruction algorithm. The back projection algorithm is used to get two dimensional images. Based on this principle, a measurement system is developed and some model experiments were performed with a saline filled phantom. The shape of each model in the reconstructed image is similar to the corresponding model, respectively. From the results of these experiments, it is confirmed that the proposed method is applicable in the realization of electrical imaging.

Keywords: Back projection algorithm, electrical impedancetomography, eddy current, magnetic inductance tomography.

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3736 Influence of Optical Fluence Distribution on Photoacoustic Imaging

Authors: Mohamed K. Metwally, Sherif H. El-Gohary, Kyung Min Byun, Seung Moo Han, Soo Yeol Lee, Min Hyoung Cho, Gon Khang, Jinsung Cho, Tae-Seong Kim

Abstract:

Photoacoustic imaging (PAI) is a non-invasive and non-ionizing imaging modality that combines the absorption contrast of light with ultrasound resolution. Laser is used to deposit optical energy into a target (i.e., optical fluence). Consequently, the target temperature rises, and then thermal expansion occurs that leads to generating a PA signal. In general, most image reconstruction algorithms for PAI assume uniform fluence within an imaging object. However, it is known that optical fluence distribution within the object is non-uniform. This could affect the reconstruction of PA images. In this study, we have investigated the influence of optical fluence distribution on PA back-propagation imaging using finite element method. The uniform fluence was simulated as a triangular waveform within the object of interest. The non-uniform fluence distribution was estimated by solving light propagation within a tissue model via Monte Carlo method. The results show that the PA signal in the case of non-uniform fluence is wider than the uniform case by 23%. The frequency spectrum of the PA signal due to the non-uniform fluence has missed some high frequency components in comparison to the uniform case. Consequently, the reconstructed image with the non-uniform fluence exhibits a strong smoothing effect.

Keywords: Finite Element Method, Fluence Distribution, Monte Carlo Method, Photoacoustic Imaging.

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3735 Eigenvalues of Particle Bound in Single and Double Delta Function Potentials through Numerical Analysis

Authors: Edward Aris D. Fajardo, Hamdi Muhyuddin D. Barra

Abstract:

This study employs the use of the fourth order Numerov scheme to determine the eigenstates and eigenvalues of particles, electrons in particular, in single and double delta function potentials. For the single delta potential, it is found that the eigenstates could only be attained by using specific potential depths. The depth of the delta potential well has a value that varies depending on the delta strength. These depths are used for each well on the double delta function potential and the eigenvalues are determined. There are two bound states found in the computation, one with a symmetric eigenstate and another one which is antisymmetric.

Keywords: Double Delta Potential, Eigenstates, Eigenvalue, Numerov Method, Single Delta Potential

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3734 Electromagnetic Flow Meter Efficiency

Authors: Andrey D. Andreev, Ilona I. Iatcheva, Dimitar N. Karastoyanov, Rumena D. Stancheva

Abstract:

A study of electromagnetic flow meter is presented in the paper. Comparison has been made between the analytical and the numerical results by the use of FEM numerical analysis (Quick Field 5.6) for determining polarization voltage through the circle cross section of the polarization transducer. Exciting and geometrical parameters increasing its effectiveness has been examined. The aim is to obtain maximal output signal. The investigations include different variants of the magnetic flux density distribution around the tube: homogeneous field of magnitude Bm, linear distribution with maximal value Bm and trapezium distribution conserving the same exciting magnetic energy as the homogeneous field.

Keywords: Effectiveness, electromagnetic flow meter, finite element method, polarization voltage.

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3733 Numerical Optimization within Vector of Parameters Estimation in Volatility Models

Authors: J. Arneric, A. Rozga

Abstract:

In this paper usefulness of quasi-Newton iteration procedure in parameters estimation of the conditional variance equation within BHHH algorithm is presented. Analytical solution of maximization of the likelihood function using first and second derivatives is too complex when the variance is time-varying. The advantage of BHHH algorithm in comparison to the other optimization algorithms is that requires no third derivatives with assured convergence. To simplify optimization procedure BHHH algorithm uses the approximation of the matrix of second derivatives according to information identity. However, parameters estimation in a/symmetric GARCH(1,1) model assuming normal distribution of returns is not that simple, i.e. it is difficult to solve it analytically. Maximum of the likelihood function can be founded by iteration procedure until no further increase can be found. Because the solutions of the numerical optimization are very sensitive to the initial values, GARCH(1,1) model starting parameters are defined. The number of iterations can be reduced using starting values close to the global maximum. Optimization procedure will be illustrated in framework of modeling volatility on daily basis of the most liquid stocks on Croatian capital market: Podravka stocks (food industry), Petrokemija stocks (fertilizer industry) and Ericsson Nikola Tesla stocks (information-s-communications industry).

Keywords: Heteroscedasticity, Log-likelihood Maximization, Quasi-Newton iteration procedure, Volatility.

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