Search results for: system models
9822 The Martingale Options Price Valuation for European Puts Using Stochastic Differential Equation Models
Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed
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In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.
Keywords: Equivalent Martingale Measure, European Put Option, Girsanov Theorem, Martingales, Monte Carlo method, option price valuation, option price valuation formula.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7359821 Behavior Model Mapping and Transformation using Model-Driven Architecture
Authors: Mohammed Abdalla Osman Mukhtar, Azween Abdullah, Alan Giffin Downe
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Model mapping and transformation are important processes in high level system abstractions, and form the cornerstone of model-driven architecture (MDA) techniques. Considerable research in this field has devoted attention to static system abstraction, despite the fact that most systems are dynamic with high frequency changes in behavior. In this paper we provide an overview of work that has been done with regard to behavior model mapping and transformation, based on: (1) the completeness of the platform independent model (PIM); (2) semantics of behavioral models; (3) languages supporting behavior model transformation processes; and (4) an evaluation of model composition to effect the best approach to describing large systems with high complexity.
Keywords: MDA; PIM, PSM, QVT, Model Transformation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17619820 A New Vector Quantization Front-End Process for Discrete HMM Speech Recognition System
Authors: M. Debyeche, J.P Haton, A. Houacine
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The paper presents a complete discrete statistical framework, based on a novel vector quantization (VQ) front-end process. This new VQ approach performs an optimal distribution of VQ codebook components on HMM states. This technique that we named the distributed vector quantization (DVQ) of hidden Markov models, succeeds in unifying acoustic micro-structure and phonetic macro-structure, when the estimation of HMM parameters is performed. The DVQ technique is implemented through two variants. The first variant uses the K-means algorithm (K-means- DVQ) to optimize the VQ, while the second variant exploits the benefits of the classification behavior of neural networks (NN-DVQ) for the same purpose. The proposed variants are compared with the HMM-based baseline system by experiments of specific Arabic consonants recognition. The results show that the distributed vector quantization technique increase the performance of the discrete HMM system.
Keywords: Hidden Markov Model, Vector Quantization, Neural Network, Speech Recognition, Arabic Language
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20569819 A System Functions Set-Up through Near Field Communication of a Smartphone
Authors: Jaemyoung Lee
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We present a method to set up system functions through a near filed communication (NFC) of a smartphone. The short communication distance of the NFC which is usually less than 4 cm could prevent any interferences from other devices and establish a secure communication channel between a system and the smartphone. The proposed set-up method for system function values is demonstrated for a blacbox system in a car. In demonstration, system functions of a blackbox which is manipulated through NFC of a smartphone are controls of image quality, sound level, shock sensing level to store images, etc. The proposed set-up method for system function values can be used for any devices with NFC.Keywords: System set-up, near field communication, smartphone, Android.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17049818 Importance of Mobile Technology in Successful Adoption and Sustainability of a Chronic Disease Support System
Authors: Reza Ariaeinejad, Norm Archer
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Self-management is becoming a new emphasis for healthcare systems around the world. But there are many different problems with adoption of new health-related intervention systems. The situation is even more complicated for chronically ill patients with disabilities, illiteracy, and impairment in judgment in addition to their conditions, or having multiple co-morbidities. Providing online decision support to manage patient health and to provide better support for chronically ill patients is a new way of dealing with chronic disease management. In this study, the importance of mobile technology through an m-Health system that supports self-management interventions including the care provider, family and social support, education and training, decision support, recreation, and ongoing patient motivation to promote adherence and sustainability of the intervention are discussed. A proposed theoretical model for adoption and sustainability of system use is developed, based on UTAUT2 and IS Continuance of Use models, both of which have been pre-validated through longitudinal studies. The objective of this paper is to show the importance of using mobile technology in adoption and sustainability of use of an m-Health system which will result in commercially sustainable self-management support for chronically ill patients.
Keywords: M-health, e-health, self-management, disease.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28309817 Determination of Surface Deformations with Global Navigation Satellite System Time Series
Authors: I. Tiryakioglu, M. A. Ugur, C. Ozkaymak
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The development of Global Navigation Satellite System (GNSS) technology has led to increasingly widely and successful applications of GNSS surveys for monitoring crustal movements. Instead of the multi-period GNSS solutions, this study utilizes GNSS time series that are required to more precisely determine the vertical deformations in the study area. In recent years, the surface deformations that are parallel and semi-parallel to Bolvadin fault have occurred in Western Anatolia. These surface deformations have continued to occur in Bolvadin settlement area that is located mostly on alluvium ground. Due to these surface deformations, a number of cracks in the buildings located in the residential areas and breaks in underground water and sewage systems have been observed. In order to determine the amount of vertical surface deformations, two continuous GNSS stations have been established in the region. The stations have been operating since 2015 and 2017, respectively. In this study, GNSS observations from the mentioned two GNSS stations were processed with GAMIT/GLOBK (GNSS Analysis Massachusetts Institute of Technology/GLOBal Kalman) program package to create coordinate time series. With the time series analyses, the GNSS stations’ behaviour models (linear, periodical, etc.), the causes of these behaviours, and mathematical models were determined. The study results from the time series analysis of these two 2 GNSS stations show approximately 50-90 mm/yr vertical movement.
Keywords: Bolvadin fault, GAMIT, GNSS time series, surface deformations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8149816 The Use of Thermal Infrared Wavelengths to Determine the Volcanic Soils
Authors: Levent Basayigit, Mert Dedeoglu, Fadime Ozogul
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In this study, an application was carried out to determine the Volcanic Soils by using remote sensing. The study area was located on the Golcuk formation in Isparta-Turkey. The thermal bands of Landsat 7 image were used for processing. The implementation of the climate model that was based on the water index was used in ERDAS Imagine software together with pixel based image classification. Soil Moisture Index (SMI) was modeled by using the surface temperature (Ts) which was obtained from thermal bands and vegetation index (NDVI) derived from Landsat 7. Surface moisture values were grouped and classified by using scoring system. Thematic layers were compared together with the field studies. Consequently, different moisture levels for volcanic soils were indicator for determination and separation. Those thermal wavelengths are preferable bands for separation of volcanic soils using moisture and temperature models.
Keywords: Landsat 7, soil moisture index, temperature models, volcanic soils.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11079815 Aspects Concerning Flame Propagation of Various Fuels in Combustion Chamber of Four Valve Engines
Authors: Zoran Jovanovic, Zoran Masonicic, S. Dragutinovic, Z. Sakota
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In this paper, results concerning flame propagation of various fuels in a particular combustion chamber with four tilted valves were elucidated. Flame propagation was represented by the evolution of spatial distribution of temperature in various cut-planes within combustion chamber while the flame front location was determined by dint of zones with maximum temperature gradient. The results presented are only a small part of broader on-going scrutinizing activity in the field of multidimensional modeling of reactive flows in combustion chambers with complicated geometries encompassing various models of turbulence, different fuels and combustion models. In the case of turbulence two different models were applied i.e. standard k-ε model of turbulence and k-ξ-f model of turbulence. In this paper flame propagation results were analyzed and presented for two different hydrocarbon fuels, such as CH4 and C8H18. In the case of combustion all differences ensuing from different turbulence models, obvious for non-reactive flows are annihilated entirely. Namely the interplay between fluid flow pattern and flame propagation is invariant as regards turbulence models and fuels applied. Namely the interplay between fluid flow pattern and flame propagation is entirely invariant as regards fuel variation indicating that the flame propagation through unburned mixture of CH4 and C8H18 fuels is not chemically controlled.
Keywords: Automotive flows, flame propagation, combustion modelling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12939814 Krylov Model Order Reduction of a Thermal Subsea Model
Authors: J. Šindler, A. Suleng, T. Jelstad Olsen, P. Bárta
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A subsea hydrocarbon production system can undergo planned and unplanned shutdowns during the life of the field. The thermal FEA is used to simulate the cool down to verify the insulation design of the subsea equipment, but it is also used to derive an acceptable insulation design for the cold spots. The driving factors of subsea analyses require fast responding and accurate models of the equipment cool down. This paper presents cool down analysis carried out by a Krylov subspace reduction method, and compares this approach to the commonly used FEA solvers. The model considered represents a typical component of a subsea production system, a closed valve on a dead leg. The results from the Krylov reduction method exhibits the least error and requires the shortest computational time to reach the solution. These findings make the Krylov model order reduction method very suitable for the above mentioned subsea applications.
Keywords: Model order reduction, Krylov subspace, subsea production system, finite element.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23209813 A Framework for Product Development Process including HW and SW Components
Authors: Namchul Do, Gyeongseok Chae
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This paper proposes a framework for product development including hardware and software components. It provides separation of hardware dependent software, modifications of current product development process, and integration of software modules with existing product configuration models and assembly product structures. In order to decide the dependent software, the framework considers product configuration modules and engineering changes of associated software and hardware components. In order to support efficient integration of the two different hardware and software development, a modified product development process is proposed. The process integrates the dependent software development into product development through the interchanges of specific product information. By using existing product data models in Product Data Management (PDM), the framework represents software as modules for product configurations and software parts for product structure. The framework is applied to development of a robot system in order to show its effectiveness.Keywords: HW and SW Development Integration, ProductDevelopment with Software.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26029812 Expert Based System Design for Integrated Waste Management
Authors: A. Buruzs, M. F. Hatwágner, A. Torma, L. T. Kóczy
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Recently, an increasing number of researchers have been focusing on working out realistic solutions to sustainability problems. As sustainability issues gain higher importance for organisations, the management of such decisions becomes critical. Knowledge representation is a fundamental issue of complex knowledge based systems. Many types of sustainability problems would benefit from models based on experts’ knowledge. Cognitive maps have been used for analyzing and aiding decision making. A cognitive map can be made of almost any system or problem. A fuzzy cognitive map (FCM) can successfully represent knowledge and human experience, introducing concepts to represent the essential elements and the cause and effect relationships among the concepts to model the behaviour of any system. Integrated waste management systems (IWMS) are complex systems that can be decomposed to non-related and related subsystems and elements, where many factors have to be taken into consideration that may be complementary, contradictory, and competitive; these factors influence each other and determine the overall decision process of the system. The goal of the present paper is to construct an efficient IWMS which considers various factors. The authors’ intention is to propose an expert based system design approach for implementing expert decision support in the area of IWMSs and introduces an appropriate methodology for the development and analysis of group FCM. A framework for such a methodology consisting of the development and application phases is presented.
Keywords: Factors, fuzzy cognitive map, group decision, integrated waste management system.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19649811 An Expert System for Car Failure Diagnosis
Authors: Ahmad T. Al-Taani
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Car failure detection is a complicated process and requires high level of expertise. Any attempt of developing an expert system dealing with car failure detection has to overcome various difficulties. This paper describes a proposed knowledge-based system for car failure detection. The paper explains the need for an expert system and the some issues on developing knowledge-based systems, the car failure detection process and the difficulties involved in developing the system. The system structure and its components and their functions are described. The system has about 150 rules for different types of failures and causes. It can detect over 100 types of failures. The system has been tested and gave promising results.Keywords: Expert system, car failure diagnosis, knowledgebasedsystem, CLIPS.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 119179810 Fundamental Equation of Complete Factor Synergetics of Complex Systems with Normalization of Dimension
Authors: Li Zong-Cheng
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It is by reason of the unified measure of varieties of resources and the unified processing of the disposal of varieties of resources, that these closely related three of new basic models called the resources assembled node and the disposition integrated node as well as the intelligent organizing node are put forth in this paper; the three closely related quantities of integrative analytical mechanics including the disposal intensity and disposal- weighted intensity as well as the charge of resource charge are set; and then the resources assembled space and the disposition integrated space as well as the intelligent organizing space are put forth. The system of fundamental equations and model of complete factor synergetics is preliminarily approached for the general situation in this paper, to form the analytical base of complete factor synergetics. By the essential variables constituting this system of equations we should set twenty variables respectively with relation to the essential dynamical effect, external synergetic action and internal synergetic action of the system.
Keywords: complex system, disposal of resources, completefactor synergetics, fundamental equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14199809 Modeling Football Penalty Shootouts: How Improving Individual Performance Affects Team Performance and the Fairness of the ABAB Sequence
Authors: Pablo Enrique Sartor Del Giudice
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Penalty shootouts often decide the outcome of important soccer matches. Although usually referred to as ”lotteries”, there is evidence that some national teams and clubs consistently perform better than others. The outcomes are therefore not explained just by mere luck, and therefore there are ways to improve the average performance of players, naturally at the expense of some sort of effort. In this article we study the payoff of player performance improvements in terms of the performance of the team as a whole. To do so we develop an analytical model with static individual performances, as well as Monte Carlo models that take into account the known influence of partial score and round number on individual performances. We find that within a range of usual values, the team performance improves above 70% faster than individual performances do. Using these models, we also estimate that the new ABBA penalty shootout ordering under test reduces almost all the known bias in favor of the first-shooting team under the current ABAB system.Keywords: Football, penalty shootouts, Montecarlo simulation, ABBA.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8569808 Artificial Intelligence Model to Predict Surface Roughness of Ti-15-3 Alloy in EDM Process
Authors: Md. Ashikur Rahman Khan, M. M. Rahman, K. Kadirgama, M.A. Maleque, Rosli A. Bakar
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Conventionally the selection of parameters depends intensely on the operator-s experience or conservative technological data provided by the EDM equipment manufacturers that assign inconsistent machining performance. The parameter settings given by the manufacturers are only relevant with common steel grades. A single parameter change influences the process in a complex way. Hence, the present research proposes artificial neural network (ANN) models for the prediction of surface roughness on first commenced Ti-15-3 alloy in electrical discharge machining (EDM) process. The proposed models use peak current, pulse on time, pulse off time and servo voltage as input parameters. Multilayer perceptron (MLP) with three hidden layer feedforward networks are applied. An assessment is carried out with the models of distinct hidden layer. Training of the models is performed with data from an extensive series of experiments utilizing copper electrode as positive polarity. The predictions based on the above developed models have been verified with another set of experiments and are found to be in good agreement with the experimental results. Beside this they can be exercised as precious tools for the process planning for EDM.Keywords: Ti-15l-3, surface roughness, copper, positive polarity, multi-layered perceptron.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19079807 WEMax: Virtual Manned Assembly Line Generation
Authors: Won Kyung Ham, Kang Hoon Cho, Yongho Chung, Sang C. Park
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Presented in this paper is a framework of a software ‘WEMax’. The WEMax is invented for analysis and simulation for manned assembly lines to sustain and improve performance of manufacturing systems. In a manufacturing system, performance, such as productivity, is a key of competitiveness for output products. However, the manned assembly lines are difficult to forecast performance, because human labors are not expectable factors by computer simulation models or mathematical models. Existing approaches to performance forecasting of the manned assembly lines are limited to matters of the human itself, such as ergonomic and workload design, and non-human-factor-relevant simulation. Consequently, an approach for the forecasting and improvement of manned assembly line performance is needed to research. As a solution of the current problem, this study proposes a framework that is for generation and simulation of virtual manned assembly lines, and the framework has been implemented as a software.
Keywords: Performance Forecasting, Simulation, Virtual Manned Assembly Line.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18989806 Improving the Management Systems of the Ownership Risks in Conditions of Transformation of the Russian Economy
Authors: Mikhail V. Khachaturyan
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The article analyzes problems of improving the management systems of the ownership risks in the conditions of the transformation of the Russian economy. Among the main sources of threats business owners should highlight is the inefficiency of the implementation of business models and interaction with hired managers. In this context, it is particularly important to analyze the relationship of business models and ownership risks. The analysis of this problem appears to be relevant for a number of reasons: Firstly, the increased risk appetite of the owner directly affects the business model and the composition of his holdings; secondly, owners with significant stakes in the company are factors in the formation of particular types of risks for owners, for which relations have a significant influence on a firm's competitiveness and ultimately determines its survival; and thirdly, inefficient system of management ownership of risk is one of the main causes of mass bankruptcies, which significantly affects the stable operation of the economy as a whole. The separation of the processes of possession, disposal and use in modern organizations is the cause of not only problems in the process of interaction between the owner and managers in managing the organization as a whole, but also the asymmetric information about the kinds and forms of the main risks. Managers tend to avoid risky projects, inhibit the diversification of the organization's assets, while owners can insist on the development of such projects, with the aim not only of creating new values for themselves and consumers, but also increasing the value of the company as a result of increasing capital. In terms of separating ownership and management, evaluation of projects by the ratio of risk-yield requires preservation of the influence of the owner on the process of development and making management decisions. It is obvious that without a clearly structured system of participation of the owner in managing the risks of their business, further development is hopeless. In modern conditions of forming a risk management system, owners are compelled to compromise between the desire to increase the organization's ability to produce new value, and, consequently, increase its cost due to the implementation of risky projects and the need to tolerate the cost of lost opportunities of risk diversification. Improving the effectiveness of the management of ownership risks may also contribute to the revitalization of creditors on implementation claims to inefficient owners, which ultimately will contribute to the efficiency models of ownership control to exclude variants of insolvency. It is obvious that in modern conditions, the success of the model of the ownership of risk management and audit is largely determined by the ability and willingness of the owner to find a compromise between potential opportunities for expanding the firm's ability to create new value through risk and maintaining the current level of new value creation and an acceptable level of risk through the use of models of diversification.Keywords: Risk management, ownership risks, economic transformation, Russian economy, management systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12619805 Microwave LNA Design Based On Adaptive Network Fuzzy Inference and Evolutionary Optimization
Authors: Samad Nejatian, Vahideh Rezaie, Vahid Asadpour
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This paper presents a novel approach for the design of microwave circuits using Adaptive Network Fuzzy Inference Optimizer (ANFIO). The method takes advantage of direct synthesis of subsections of the amplifier using very fast and accurate ANFIO models based on exact simulations using ADS. A mapping from course space to fine space known as space mapping is also used. The proposed synthesis approach takes into account the noise and scattering parameters due to parasitic elements to achieve optimal results. The overall ANFIO system is capable of designing different LNAs at different noise and scattering criteria. This approach offers significantly reduced time in the design of microwave amplifiers within the validity range of the ANFIO system. The method has been proven to work efficiently for a 2.4GHz LNA example. The S21 of 10.1 dB and noise figure (NF) of 2.7 dB achieved for ANFIO while S21 of 9.05 dB and NF of 2.6 dB achieved for ANN.Keywords: fuzzy system, low noise amplifier, microwaveamplifier, space mapping
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17969804 Currency Exchange Rate Forecasts Using Quantile Regression
Authors: Yuzhi Cai
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In this paper, we discuss a Bayesian approach to quantile autoregressive (QAR) time series model estimation and forecasting. Together with a combining forecasts technique, we then predict USD to GBP currency exchange rates. Combined forecasts contain all the information captured by the fitted QAR models at different quantile levels and are therefore better than those obtained from individual models. Our results show that an unequally weighted combining method performs better than other forecasting methodology. We found that a median AR model can perform well in point forecasting when the predictive density functions are symmetric. However, in practice, using the median AR model alone may involve the loss of information about the data captured by other QAR models. We recommend that combined forecasts should be used whenever possible.Keywords: Exchange rate, quantile regression, combining forecasts.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17779803 3D CAD Models and its Feature Similarity
Authors: Elmi Abu Bakar, Tetsuo Miyake, Zhong Zhang, Takashi Imamura
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Knowing the geometrical object pose of products in manufacturing line before robot manipulation is required and less time consuming for overall shape measurement. In order to perform it, the information of shape representation and matching of objects is become required. Objects are compared with its descriptor that conceptually subtracted from each other to form scalar metric. When the metric value is smaller, the object is considered closed to each other. Rotating the object from static pose in some direction introduce the change of value in scalar metric value of boundary information after feature extraction of related object. In this paper, a proposal method for indexing technique for retrieval of 3D geometrical models based on similarity between boundaries shapes in order to measure 3D CAD object pose using object shape feature matching for Computer Aided Testing (CAT) system in production line is proposed. In experimental results shows the effectiveness of proposed method.
Keywords: CAD, rendering, feature extraction, feature classification.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19799802 BIM Application Research Based on the Main Entrance and Garden Area Project of Shanghai Disneyland
Authors: Ying Yuken, Pengfei Wang, Zhang Qilin, Xiao Ben
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Based on the main entrance and garden area (ME&G) project of Shanghai Disneyland, this paper introduces the application of BIM technology in this kind of low-rise comprehensive building with complex facade system, electromechanical system and decoration system. BIM technology is applied to the whole process of design, construction and completion of the whole project. With the construction of BIM application framework of the whole project, the key points of BIM modeling methods of different systems and the integration and coordination of BIM models are elaborated in detail. The specific application methods of BIM technology in similar complex low-rise building projects are sorted out. Finally, the paper summarizes the benefits of BIM technology application, and puts forward some suggestions for BIM management mode and practical application of similar projects in the future.Keywords: BIM, complex low-rise building, BIM modeling, model integration and coordination, 3D scanning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10669801 Dynamic Measurement System Modeling with Machine Learning Algorithms
Authors: Changqiao Wu, Guoqing Ding, Xin Chen
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In this paper, ways of modeling dynamic measurement systems are discussed. Specially, for linear system with single-input single-output, it could be modeled with shallow neural network. Then, gradient based optimization algorithms are used for searching the proper coefficients. Besides, method with normal equation and second order gradient descent are proposed to accelerate the modeling process, and ways of better gradient estimation are discussed. It shows that the mathematical essence of the learning objective is maximum likelihood with noises under Gaussian distribution. For conventional gradient descent, the mini-batch learning and gradient with momentum contribute to faster convergence and enhance model ability. Lastly, experimental results proved the effectiveness of second order gradient descent algorithm, and indicated that optimization with normal equation was the most suitable for linear dynamic models.Keywords: Dynamic system modeling, neural network, normal equation, second order gradient descent.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7819800 Steady State Analysis of Distribution System with Wind Generation Uncertainity
Authors: Zakir Husain, Neem Sagar, Neeraj Gupta
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Due to the increased penetration of renewable energy resources in the distribution system, the system is no longer passive in nature. In this paper, a steady state analysis of the distribution system has been done with the inclusion of wind generation. The modeling of wind turbine generator system and wind generator has been made to obtain the average active and the reactive power injection into the system. The study has been conducted on a IEEE-33 bus system with two wind generators. The present research work is useful not only to utilities but also to customers.
Keywords: Distributed generation, distribution network, radial network, wind turbine generating system.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10639799 High-Accuracy Satellite Image Analysis and Rapid DSM Extraction for Urban Environment Evaluations (Tripoli-Libya)
Authors: Abdunaser Abduelmula, Maria Luisa M. Bastos, José A. Gonçalves
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Modelling of the earth's surface and evaluation of urban environment, with 3D models, is an important research topic. New stereo capabilities of high resolution optical satellites images, such as the tri-stereo mode of Pleiades, combined with new image matching algorithms, are now available and can be applied in urban area analysis. In addition, photogrammetry software packages gained new, more efficient matching algorithms, such as SGM, as well as improved filters to deal with shadow areas, can achieve more dense and more precise results. This paper describes a comparison between 3D data extracted from tri-stereo and dual stereo satellite images, combined with pixel based matching and Wallis filter. The aim was to improve the accuracy of 3D models especially in urban areas, in order to assess if satellite images are appropriate for a rapid evaluation of urban environments. The results showed that 3D models achieved by Pleiades tri-stereo outperformed, both in terms of accuracy and detail, the result obtained from a Geo-eye pair. The assessment was made with reference digital surface models derived from high resolution aerial photography. This could mean that tri-stereo images can be successfully used for the proposed urban change analyses.
Keywords: 3D Models, Environment, Matching, Pleiades.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26869798 Sensitive Analysis of the ZF Model for ABC Multi Criteria Inventory Classification
Authors: Makram Ben Jeddou
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ABC classification is widely used by managers for inventory control. The classical ABC classification is based on Pareto principle and according to the criterion of the annual use value only. Single criterion classification is often insufficient for a closely inventory control. Multi-criteria inventory classification models have been proposed by researchers in order to consider other important criteria. From these models, we will consider a specific model in order to make a sensitive analysis on the composite score calculated for each item. In fact, this score, based on a normalized average between a good and a bad optimized index, can affect the ABC-item classification. We will focus on items differently assigned to classes and then propose a classification compromise.Keywords: ABC classification, Multi criteria inventory classification models, ZF-model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25179797 New Moment Rotation Model of Single Web Angle Connections
Authors: Zhengyi Kong, Seung-Eock Kim
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Single angle connections, which are bolted to the beam web and the column flange, are studied to investigate their moment-rotation behavior. Elastic–perfectly plastic material behavior is assumed. ABAQUS software is used to analyze the nonlinear behavior of a single angle connection. The identical geometric and material conditions with Lipson’s test are used for verifying finite element models. Since Kishi and Chen’s Power model and Lee and Moon’s Log model are accurate only for a limited range of mechanism, simpler and more accurate hyperbolic function models are proposed.Keywords: Single-web angle connections, finite element method, moment and rotation, hyperbolic function models.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22949796 Optimizing Spatial Trend Detection By Artificial Immune Systems
Authors: M. Derakhshanfar, B. Minaei-Bidgoli
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Spatial trends are one of the valuable patterns in geo databases. They play an important role in data analysis and knowledge discovery from spatial data. A spatial trend is a regular change of one or more non spatial attributes when spatially moving away from a start object. Spatial trend detection is a graph search problem therefore heuristic methods can be good solution. Artificial immune system (AIS) is a special method for searching and optimizing. AIS is a novel evolutionary paradigm inspired by the biological immune system. The models based on immune system principles, such as the clonal selection theory, the immune network model or the negative selection algorithm, have been finding increasing applications in fields of science and engineering. In this paper, we develop a novel immunological algorithm based on clonal selection algorithm (CSA) for spatial trend detection. We are created neighborhood graph and neighborhood path, then select spatial trends that their affinity is high for antibody. In an evolutionary process with artificial immune algorithm, affinity of low trends is increased with mutation until stop condition is satisfied.Keywords: Spatial Data Mining, Spatial Trend Detection, Heuristic Methods, Artificial Immune System, Clonal Selection Algorithm (CSA)
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20469795 Seismic Response of Hill Side Step-back RC Framed Buildings with Shear Wall and Bracing System
Authors: Birendra Kumar Bohara
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The hillside building shows different behavior as a flat ground building in lateral loading. Especially the step back building in the sloping ground has different seismic behavior. The hillside building 3D model having different types of structural elements is introduced and analyzed with a seismic effect. The structural elements such as the shear wall, steel, and concrete bracing are used to resist the earthquake load and compared with without using any shear wall and bracing system. The X, inverted V, and diagonal bracing are used. The total nine models are prepared in ETABs finite element coding software. The linear dynamic analysis is the response spectrum analysis (RSA) carried out to study dynamic behaviors in means of top story displacement, story drift, fundamental time period, story stiffness, and story shear. The results are analyzed and made some decisions based on seismic performance. It is also observed that it is better to use the X bracing system for lateral load resisting elements.
Keywords: Step-back buildings, bracing system, hill side buildings, response spectrum method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5199794 Scientific Workflow Interoperability Evaluation
Authors: Ahmed Alqaoud
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There is wide range of scientific workflow systems today, each one designed to resolve problems at a specific level. In large collaborative projects, it is often necessary to recognize the heterogeneous workflow systems already in use by various partners and any potential collaboration between these systems requires workflow interoperability. Publish/Subscribe Scientific Workflow Interoperability Framework (PS-SWIF) approach was proposed to achieve workflow interoperability among workflow systems. This paper evaluates the PS-SWIF approach and its system to achieve workflow interoperability using Web Services with asynchronous notification messages represented by WS-Eventing standard. This experiment covers different types of communication models provided by Workflow Management Coalition (WfMC). These models are: Chained processes, Nested synchronous sub-processes, Event synchronous sub-processes, and Nested sub-processes (Polling/Deferred Synchronous). Also, this experiment shows the flexibility and simplicity of the PS-SWIF approach when applied to a variety of workflow systems (Triana, Taverna, Kepler) in local and remote environments.Keywords: Publish/subscribe, scientific workflow, web services, workflow interoperability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18229793 The Hyperbolic Smoothing Approach for Automatic Calibration of Rainfall-Runoff Models
Authors: Adilson Elias Xavier, Otto Corrêa Rotunno Filho, Paulo Canedo de Magalhães
Abstract:
This paper addresses the issue of automatic parameter estimation in conceptual rainfall-runoff (CRR) models. Due to threshold structures commonly occurring in CRR models, the associated mathematical optimization problems have the significant characteristic of being strongly non-differentiable. In order to face this enormous task, the resolution method proposed adopts a smoothing strategy using a special C∞ differentiable class function. The final estimation solution is obtained by solving a sequence of differentiable subproblems which gradually approach the original conceptual problem. The use of this technique, called Hyperbolic Smoothing Method (HSM), makes possible the application of the most powerful minimization algorithms, and also allows for the main difficulties presented by the original CRR problem to be overcome. A set of computational experiments is presented for the purpose of illustrating both the reliability and the efficiency of the proposed approach.
Keywords: Rainfall-runoff models, optimization procedure, automatic parameter calibration, hyperbolic smoothing method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 408