Search results for: Moving surfaces

Authors: Aref Aasi, Sadegh Mehdi Aghaei, Balaji Panchapakesan

Abstract:

This work aims to evaluate the free and forced vibration of a beam with two end joints subjected to a concentrated moving mass and a load using the Euler-Bernoulli method. The natural frequency is calculated for different locations of the concentrated mass and load on the beam. The analytical results are verified by the experimental data. The variations of natural frequency as a function of the location of the mass, the effect of the forced frequency on the vibrational amplitude, and the displacement amplitude versus time are investigated. It is discovered that as the concentrated mass moves toward the center of the beam, the natural frequency of the beam and the relative error between experimental and analytical data decreases. There is a close resemblance between analytical data and experimental observations.

Keywords: Euler-Bernoulli beam, natural frequency, forced vibration, experimental setup.

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Authors: Phornpat Chewasoonthorn, Surat Kwanmuang

Abstract:

Indoor positioning technologies have been evolved rapidly. They augment the Global Positioning System (GPS) which requires line-of-sight to the sky to track the location of people or objects. In this study, we developed an error correction method for an indoor real-time location system (RTLS) based on an ultra-wideband (UWB) sensor from Decawave. Multiple stationary nodes (anchor) were installed throughout the workspace. The distance between stationary and moving nodes (tag) can be measured using a two-way-ranging (TWR) scheme. The result has shown that the uncorrected ranging error from the sensor system can be as large as 1 m. To reduce ranging error and thus increase positioning accuracy, we present an online correction algorithm using the Kalman filter. The results from experiments have shown that the system can reduce ranging error down to 5 cm.

Keywords: Indoor positioning, ultra-wideband, error correction, Kalman filter.

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Authors: J. Gazzola, I. M. Dal Fabbro, J. Soriano, M. V. G. Silva, S. Rodrigues

Abstract:

Application of wood in rural construction is diffused all around the world since remote times. However, its inclusion in structural design deserves strong support from broad knowledge of material properties. The pertinent literature reveals the application of optical methods in determining the complete field displacement on bodies exhibiting regular as well as irregular surfaces. The use of moiré techniques in experimental mechanics consists in analyzing the patterns generated on the body surface before and after deformation. The objective of this research work is to study the qualitative deformation behavior of wooden testing specimens under specific loading situations. The experiment setup follows the literature description of shadow moiré methods. Results indicate strong anisotropy influence of the generated displacement field. Important qualitative as well as quantitative stress and strain distribution were obtained wooden members which are applicable to rural constructions.

Keywords: Moiré methods, wooden structural material, rural constructions.

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Authors: Yuwaraj M. Ghugal, Ajay G. Dahake

Abstract:

A trigonometric shear deformation theory for flexure of thick beams, taking into account transverse shear deformation effects, is developed. The number of variables in the present theory is same as that in the first order shear deformation theory. The sinusoidal function is used in displacement field in terms of thickness coordinate to represent the shear deformation effects. The noteworthy feature of this theory is that the transverse shear stresses can be obtained directly from the use of constitutive relations with excellent accuracy, satisfying the shear stress free conditions on the top and bottom surfaces of the beam. Hence, the theory obviates the need of shear correction factor. Governing differential equations and boundary conditions are obtained by using the principle of virtual work. The thick cantilever isotropic beams are considered for the numerical studies to demonstrate the efficiency of the. Results obtained are discussed critically with those of other theories.

Keywords: Trigonometric shear deformation, thick beam, flexure, principle of virtual work, equilibrium equations, stress.

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Authors: Pragati Garg, Naveen Aggarwal, Sanjeev Sofat

Abstract:

With the development of ubiquitous computing, current user interaction approaches with keyboard, mouse and pen are not sufficient. Due to the limitation of these devices the useable command set is also limited. Direct use of hands as an input device is an attractive method for providing natural Human Computer Interaction which has evolved from text-based interfaces through 2D graphical-based interfaces, multimedia-supported interfaces, to fully fledged multi-participant Virtual Environment (VE) systems. Imagine the human-computer interaction of the future: A 3Dapplication where you can move and rotate objects simply by moving and rotating your hand - all without touching any input device. In this paper a review of vision based hand gesture recognition is presented. The existing approaches are categorized into 3D model based approaches and appearance based approaches, highlighting their advantages and shortcomings and identifying the open issues.

Keywords: Computer Vision, Hand Gesture, Hand Posture, Human Computer Interface.

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Authors: Fatih Tosunoğlu, İbrahim Can

Abstract:

The flow duration curve (FDC) is an informative method that represents the flow regime’s properties for a river basin. Therefore, the FDC is widely used for water resource projects such as hydropower, water supply, irrigation and water quality management. The primary purpose of this study is to obtain synthetic daily flow duration curves for Çoruh Basin, Turkey. For this aim, we firstly developed univariate auto-regressive moving average (ARMA) models for daily flows of 9 stations located in Çoruh basin and then these models were used to generate 100 synthetic flow series each having same size as historical series. Secondly, flow duration curves of each synthetic series were drawn and the flow values exceeded 10, 50 and 95% of the time and 95% confidence limit of these flows were calculated. As a result, flood, mean and low flows potential of Çoruh basin will comprehensively be represented.

Keywords: ARMA models, Çoruh basin, flow duration curve, Turkey.

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Authors: Henri Champliaud, Zhengkun Feng, Ngan Van Lê, Javad Gholipour

Abstract:

In this article, a method is presented to effectively estimate the deformed shape of a thick plate due to line heating. The method uses a fifth order spline interpolation, with up to C3 continuity at specific points to compute the shape of the deformed geometry. First and second order derivatives over a surface are the resulting parameters of a given heating line on a plate. These parameters are determined through experiments and/or finite element simulations. Very accurate kriging models are fitted to real or virtual surfaces to build-up a database of maps. Maps of first and second order derivatives are then applied on numerical plate models to evaluate their evolving shapes through a sequence of heating lines. Adding an optimization process to this approach would allow determining the trajectories of heating lines needed to shape complex geometries, such as Francis turbine blades.

Keywords: Deformation, kriging, fifth order spline interpolation, first, second and third order derivatives, C3 continuity, line heating, plate forming, thermal forming.

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Authors: Azlin S Azmi, Mus’ab Zainal, Sarina Sulaiman, Azura Amid, Zaki Zainudin

Abstract:

Microalgae lipid is a promising feedstock for biodiesel production. The objective of this work was to study growth factors affecting marine mutant Synechococcus sp. (PCC 7002) for high lipid production. Four growth factors were investigated; nitrogen-phosporus-potassium (NPK) concentration, light intensity, temperature and NaNO₃ concentration on mutant strain growth and lipid production were studied. Design Expert v8.0 was used to design the experimental and analyze the data. The experimental design selected was Min-Run Res IV which consists of 12 runs and the response surfaces measured were specific growth rate and lipid concentration. The extraction of lipid was conducted by chloroform/methanol solvents system. Based on the study, mutant Synechococcus sp. PCC 7002 gave the highest specific growth rate of 0.0014 h^-1 at 0% NPK, 2500 lux, 40^oC and 0% NaNO₃. On the other hand, the highest lipid concentration was obtained at 0% NPK, 3500 lux, 30^oC and 1% NaNO₃.

Keywords: Cyanobacteria, lipid, mutant, marine Synechococcus sp. PCC 7002, specific growth rate.

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Authors: Md Abdullah Al Faruque, Ram Balachandar

Abstract:

The present study was carried out to understand the extent of effect of roughness and Reynolds number in open channel flow (OCF). To this extent, four different types of bed surface conditions consisting smooth, distributed roughness, continuous roughness, natural sand bed and two different Reynolds number for each bed surfaces were adopted in this study. Particular attention was given on mean velocity, turbulence intensity, Reynolds shear stress, correlation, higher order moments and quadrant analysis. Further, the extent of influence of roughness and Reynolds number in the depth-wise direction also studied. Increasing Reynolds shear stress near rough beds are noticed due to arrays of discrete roughness elements and flow over these elements generating a series of wakes which contributes to the generation of significantly higher Reynolds shear stress.

Keywords: Bed roughness, ejection, sweep, open channel flow, Reynolds Shear Stress, turbulent boundary layer, velocity triple product.

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Authors: Anant Kumar Singh, Sunil Jha, Pulak M. Pandey

Abstract:

A novel nanofinishing process using improved ball end magnetorheological (MR) finishing tool was developed for finishing of flat as well as 3D surfaces of ferromagnetic and non ferromagnetic workpieces. In this process a magnetically controlled ball end of smart MR polishing fluid is generated at the tip surface of the tool which is used as a finishing medium and it is guided to follow the surface to be finished through computer controlled 3-axes motion controller. The experiments were performed on ferromagnetic workpiece surface in the developed MR finishing setup to study the effect of finishing time on final surface roughness. The performance of present finishing process on final finished surface roughness was studied. The surface morphology was observed under scanning electron microscopy and atomic force microscope. The final surface finish was obtained as low as 19.7 nm from the initial surface roughness of 142.9 nm. The outcome of newly developed finishing process can be found useful in its applications in aerospace, automotive, dies and molds manufacturing industries, semiconductor and optics machining etc.

Keywords: Ball end MR finishing tool, Magnetorheological finishing, Nanofinishing

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Authors: A. Jomartov, A. Tuleshov, B. Tultaev

Abstract:

One of the main tasks in the development of textile machinery is to increase the rapidity of automatic looms, and consequently, their productivity. With increasing automatic loom speeds, the dynamic loads on their separate mechanisms and moving joints sharply increase. Dynamic research allows us to determine the weakest mechanisms of the automatic loom. The modern automatic loom consists of a large number of structurally different mechanisms. These are cam, lever, gear, friction and combined cyclic mechanisms. The modern automatic loom contains various mechatronic devices: A device for the automatic removal of faulty weft, electromechanical drive warp yarns, electronic controllers, servos, etc. In the paper, we consider the multibody dynamic model of the automatic loom on the software complex SimulationX. SimulationX is multidisciplinary software for modeling complex physical and technical facilities and systems. The multibody dynamic model of the automatic loom allows consideration of: The transition processes, backlash at the joints and nodes, the force of resistance and electric motor performance.

Keywords: Automatic loom, dynamics, model, multibody, SimulationX.

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Authors: Hyung T. Kwak, Jun Gao, Yao An, Alfred Kleinhammes, Yue Wu

Abstract:

Surface wettability is a crucial factor in oil recovery. In oil industry, the rock wettability involves the interplay between water, oil, and solid surface. Therefore, studying the interplay between adsorptions of water and hydrocarbon molecules on solid surface would be very informative for understanding rock wettability. Here we use the in-situ Nuclear Magnetic Resonance (NMR) gas isotherm technique to study competitive adsorptions of water and isopropanol, an intermediate step from hydrocarbons. This in-situ NMR technique obtains information on thermodynamic properties such as the isotherm, molecular dynamics via spin relaxation measurements, and adsorption kinetics such as how fast the system can reach thermal equilibrium after changes of vapor pressures. Using surfaces of silica glass beads, which can be modified from hydrophilic to hydrophobic, we obtained information on the influence of surface hydrophilicity on the state of surface water via obtained thermodynamic and dynamic properties.

Keywords: Competitive adsorption, nuclear magnetic resonance, wettability.

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Authors: M. Hakak Khadem, S. Hossainpour, M. Shams

Abstract:

A numerical simulation of micro Poiseuille flow has performed for rarefied and compressible flow at slip flow regimes. The wall roughness is simulated in two cases with triangular microelements and random micro peaks distributed on wall surfaces to study the effects of roughness shape and distribution on flow field. Two values of Mach and Knudsen numbers have used to investigate the effects of rarefaction as well as compressibility. The numerical results have also checked with available theoretical and experimental relations and good agreements has achieved. High influence of roughness shape can be seen for both compressible and incompressible rarefied flows. In addition it is found that rarefaction has more significant effect on flow field in microchannels with higher relative roughness. It is also found that compressibility has more significant effects on Poiseuille number when relative roughness increases.

Keywords: Relative roughness, slip flow, Poiseuille number, roughness distribution.

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Authors: Qian Wang, Sylvain Lassalle, Antony R. Mileham, Geraint W. Owen

Abstract:

This paper mathematically analyses the varying magnitude of production loss, which may occur due to idle time (inprocess waiting time and traveling time) on a linear walking worker assembly line. Within this flexible and reconfigurable assembly system, each worker travels down the line carrying out each assembly task at each station; and each worker accomplishes the assembly of a unit from start to finish and then travels back to the first station to start the assembly of a new product. This strategy of system design attempts to combine the flexibility of the U-shaped moving worker assembly cell with the efficiency of the conventional fixed worker assembly line. The paper aims to evaluate the effect of idle time that may offset the labor efficiency of each walking worker providing an insight into the mechanism of such a flexible and reconfigurable assembly system.

Keywords: Production lines, manufacturing systems, assemblysystems, walking workers.

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Authors: S. Hosseini, M. Ahmadi Najafabadi, M. Akhlaghi

Abstract:

The health of the journal bearings is very important in preventing unforeseen breakdowns in rotary machines, and poor lubrication is one of the most important factors for producing the bearing failures. Hydrodynamic lubrication (HL), mixed lubrication (ML), and boundary lubrication (BL) are three regimes of a journal bearing lubrication. This paper uses acoustic emission (AE) measurement technique to correlate features of the AE signals to the three lubrication regimes. The transitions from HL to ML based on operating factors such as rotating speed, load, inlet oil pressure by time domain and time-frequency domain signal analysis techniques are detected, and then metal-to-metal contacts between sliding surfaces of the journal and bearing are identified. It is found that there is a significant difference between theoretical and experimental operating values that are obtained for defining the lubrication regions.

Keywords: Acoustic emission technique, pressure fed journal bearing, time and frequency signal analysis, metal-to-metal contact.

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Authors: Khaled. M. Faqih

Abstract:

A model of vortex wake is suggested to determine the induced power during animal hovering flight. The wake is modeled by a series of equi-spaced rigid rectangular vortex plates, positioned horizontally and moving vertically downwards with identical speeds; each plate is generated during powering of the functionally wing stroke. The vortex representation of the wake considered in the current theory allows a considerable loss of momentum to occur. The current approach accords well with the nature of the wingbeat since it considers the unsteadiness in the wake as an important fluid dynamical characteristic. Induced power in hovering is calculated as the aerodynamic power required to generate the vortex wake system. Specific mean induced power to mean wing tip velocity ratio is determined by solely the normal spacing parameter (f) for a given wing stroke amplitude. The current theory gives much higher specific induced power estimate than anticipated by classical methods.

Keywords: vortex theory, hovering flight, induced power, Prandlt's tip theory.

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Authors: E. Giovanis

Abstract:

In this paper we present a Feed-Foward Neural Networks Autoregressive (FFNN-AR) model with genetic algorithms training optimization in order to predict the gross domestic product growth of six countries. Specifically we propose a kind of weighted regression, which can be used for econometric purposes, where the initial inputs are multiplied by the neural networks final optimum weights from input-hidden layer of the training process. The forecasts are compared with those of the ordinary autoregressive model and we conclude that the proposed regression-s forecasting results outperform significant those of autoregressive model. Moreover this technique can be used in Autoregressive-Moving Average models, with and without exogenous inputs, as also the training process with genetics algorithms optimization can be replaced by the error back-propagation algorithm.

Keywords: Autoregressive model, Feed-Forward neuralnetworks, Genetic Algorithms, Gross Domestic Product

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Authors: W. Hasan, H. Farhat

Abstract:

A hybrid quasi-steady thermal lattice Boltzmann model was used to study the combined effects of temperature and contact angle on the movement of slugs and droplets of oil in water (O/W) system flowing between two parallel plates. The model static contact angle due to the deposition of the O/W droplet on a flat surface with simulated hydrophilic characteristic at different fluid temperatures, matched very well the proposed theoretical calculation. Furthermore, the model was used to simulate the dynamic behavior of droplets and slugs deposited on the domain’s upper and lower surfaces, while subjected to parabolic flow conditions. The model accurately simulated the contact angle hysteresis for the dynamic droplets cases. It was also shown that at elevated temperatures the required power to transport the mixture diminished remarkably.

Keywords: Lattice Boltzmann method, Gunstensen model, thermal, contact angle, high viscosity ratio.

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Authors: A. Faro, D. Giordano, F. Maiorana

Abstract:

Data mining uses a variety of techniques each of which is useful for some particular task. It is important to have a deep understanding of each technique and be able to perform sophisticated analysis. In this article we describe a tool built to simulate a variation of the Kohonen network to perform unsupervised clustering and support the entire data mining process up to results visualization. A graphical representation helps the user to find out a strategy to optmize classification by adding, moving or delete a neuron in order to change the number of classes. The tool is also able to automatically suggest a strategy for number of classes optimization.The tool is used to classify macroeconomic data that report the most developed countries? import and export. It is possible to classify the countries based on their economic behaviour and use an ad hoc tool to characterize the commercial behaviour of a country in a selected class from the analysis of positive and negative features that contribute to classes formation.

Keywords: Unsupervised classification, Kohonen networks, macroeconomics, Visual data mining, cluster interpretation.

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Authors: Kaige Shi, Chao Jiang, Xin Li

Abstract:

The swirl gripper is an electrically activated noncontact handling device that uses swirling airflow to generate a lifting force. This force can be used to pick up a workpiece placed underneath the swirl gripper without any contact. It is applicable, for example, in the semiconductor wafer production line, where contact must be avoided during the handling and moving of a workpiece to minimize damage. When a workpiece levitates underneath a swirl gripper, the gap height between them is crucial for safe handling. Therefore, in this paper, we propose a method to estimate the levitation gap height by detecting pressure at two points. The method is based on theoretical model of the swirl gripper, and has been experimentally verified. Furthermore, the force between the gripper and the workpiece can also be estimated using the detected pressure. As a result, the nonlinear relationship between the force and gap height can be linearized by adjusting the rotating speed of the fan in the swirl gripper according to the estimated force and gap height. The linearized relationship is expected to enhance handling stability of the workpiece.

Keywords: Swirl gripper, noncontact handling, levitation, gap height estimation.

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Authors: G. Balogh, I. A. Szabó, P. Z. Kovács

Abstract:

Mechanical stress has a strong effect on the magnitude of the Barkhausen-noise in structural steels. Because the measurements are performed at the surface of the material, for a sample sheet, the full effect can be described by a biaxial stress field. The measured Barkhausen-noise is dependent on the orientation of the exciting magnetic field relative to the axis of the stress tensor. The sample inhomogenities including the residual stress also modifies the angular dependence of the measured Barkhausen-noise. We have developed a laboratory device with a cross like specimen for bi-axial bending. The measuring head allowed performing excitations in two orthogonal directions. We could excite the two directions independently or simultaneously with different amplitudes. The simultaneous excitation of the two coils could be performed in phase or with a 90 degree phase shift. In principle this allows to measure the Barkhausen-noise at an arbitrary direction without moving the head, or to measure the Barkhausen-noise induced by a rotating magnetic field if a linear superposition of the two fields can be assumed.

Keywords: Barkhausen-noise, Bi-axial stress, Stress dependency, Stress measuring.

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Authors: Fengxia Zheng, Shouming Zhong

Abstract:

ANNARIMA that combines both autoregressive integrated moving average (ARIMA) model and artificial neural network (ANN) model is a valuable tool for modeling and forecasting nonlinear time series, yet the over-fitting problem is more likely to occur in neural network models. This paper provides a hybrid methodology that combines both radial basis function (RBF) neural network and auto regression (AR) model based on binomial smoothing (BS) technique which is efficient in data processing, which is called BSRBFAR. This method is examined by using the data of Canadian Lynx data. Empirical results indicate that the over-fitting problem can be eased using RBF neural network based on binomial smoothing which is called BS-RBF, and the hybrid model–BS-RBFAR can be an effective way to improve forecasting accuracy achieved by BSRBF used separately.

Keywords: Binomial smoothing (BS), hybrid, Canadian Lynx data, forecasting accuracy.

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Authors: F.Ebrahimi, A.Rastgo

Abstract:

Analytical investigation of the free vibration behavior of circular functionally graded (FG) plates integrated with two uniformly distributed actuator layers made of piezoelectric (PZT4) material on the top and bottom surfaces of the circular FG plate based on the classical plate theory (CPT) is presented in this paper. The material properties of the functionally graded substrate plate are assumed to be graded in the thickness direction according to the power-law distribution in terms of the volume fractions of the constituents and the distribution of electric potential field along the thickness direction of piezoelectric layers is simulated by a quadratic function. The differential equations of motion are solved analytically for clamped edge boundary condition of the plate. The detailed mathematical derivations are presented and Numerical investigations are performed for FG plates with two surface-bonded piezoelectric layers. Emphasis is placed on investigating the effect of varying the gradient index of FG plate on the free vibration characteristics of the structure. The results are verified by those obtained from threedimensional finite element analyses.

Keywords: Circular plate, CPT, Functionally graded, Piezoelectric.

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Authors: A. Elsayed Ahmed, A. Hafez, A. N. Ouda, H. Eldin Hussein Ahmed, H. Mohamed Abd-Elkader

Abstract:

Unmanned aircraft systems (UAS) are playing increasingly prominent roles in defense programs and defense strategies around the world. Technology advancements have enabled the development of it to do many excellent jobs as reconnaissance, surveillance, battle fighters, and communications relays. Simulating a small unmanned aerial vehicle (SUAV) dynamics and analyzing its behavior at the preflight stage is too important and more efficient. The first step in the UAV design is the mathematical modeling of the nonlinear equations of motion. . In this paper, a survey with a standard method to obtain the full non-linear equations of motion is utilized, and then the linearization of the equations according to a steady state flight condition (trimming) is derived. This modeling technique is applied to an Ultrastick-25e fixed wing UAV to obtain the valued linear longitudinal and lateral models. At the end the model is checked by matching between the behavior of the states of the nonlinear UAV and the resulted linear model with doublet at the control surfaces.

Keywords: Equations of motion, linearization, modeling, nonlinear model, UAV.

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Authors: Ravinu Garg, Naresh V. Datla

Abstract:

We study the fracture mechanics of peeling of thin films perfectly bonded to a rigid substrate of any random surface topology using an analytical formulation. A generalized theoretical model has been developed to determine the peel strength of thin elastic films. It is demonstrated that an improvement in the peel strength can be achieved by modifying the surface characteristics of the rigid substrate. Characterization study has been performed to analyze the effect of different parameters on effective peel force from the rigid surface. Different surface profiles such as circular and sinusoidal has been considered to demonstrate the bonding characteristics of film-substrate interface. Condition for the instability in the debonding of the film is analyzed, where the localized self-debonding arises depending upon the film and surface characteristics. This study is towards improved adhesion strength of thin films to rigid substrate using different textured surfaces.

Keywords: Debonding, fracture mechanics, surface topology, thin film adhesion.

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Authors: Yuwaraj M. Ghugal, Ajay G. Dahake

Abstract:

A trigonometric shear deformation theory for flexure of thick beams, taking into account transverse shear deformation effects, is developed. The number of variables in the present theory is same as that in the first order shear deformation theory. The sinusoidal function is used in displacement field in terms of thickness coordinate to represent the shear deformation effects. The noteworthy feature of this theory is that the transverse shear stresses can be obtained directly from the use of constitutive relations with excellent accuracy, satisfying the shear stress free conditions on the top and bottom surfaces of the beam. Hence, the theory obviates the need of shear correction factor. Governing differential equations and boundary conditions are obtained by using the principle of virtual work. The thick simply supported isotropic beams are considered for the numerical studies to demonstrate the efficiency of the results obtained is discussed critically with those of other theories.

Keywords: Trigonometric shear deformation, thick beam, flexure, principle of virtual work, equilibrium equations, stress.

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Authors: João V. Staub de Melo, Glicério Trichês, Liseane P. Thives

Abstract:

This paper presents the results of the development of asphalt nanocomposites containing carbon nanotubes (CNTs) with high resistance to permanent deformation, aiming to increase the performance of asphalt surfaces in relation to the rutting problem. Asphalt nanocomposites were prepared with the addition of different proportions of CNTs (1%, 2% and 3%) in relation to the weight of asphalt binder. The base binder used was a conventional binder (50-70 penetration) classified as PG 58-22. The optimum percentage of CNT addition in the asphalt binder (base) was determined through the evaluation of the rheological and empirical characteristics of the nanocomposites produced. In order to evaluate the contribution and the effects of the nanocomposite (optimized) in relation to the rutting, the conventional and nanomodified asphalt mixtures were tested in a French traffic simulator (Orniéreur). The results obtained demonstrate the efficient contribution of the asphalt nanocomposite containing CNTs to the resistance to permanent deformation of the asphalt mixture.

Keywords: Asphalt nanocomposites, asphalt mixtures, carbon nanotubes, nanotechnology, permanent deformation.

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Authors: Ivo Jánský, Milan Rippel

Abstract:

The paper evaluates several hundred one-day-ahead VaR forecasting models in the time period between the years 2004 and 2009 on data from six world stock indices - DJI, GSPC, IXIC, FTSE, GDAXI and N225. The models model mean using the ARMA processes with up to two lags and variance with one of GARCH, EGARCH or TARCH processes with up to two lags. The models are estimated on the data from the in-sample period and their forecasting accuracy is evaluated on the out-of-sample data, which are more volatile. The main aim of the paper is to test whether a model estimated on data with lower volatility can be used in periods with higher volatility. The evaluation is based on the conditional coverage test and is performed on each stock index separately. The primary result of the paper is that the volatility is best modelled using a GARCH process and that an ARMA process pattern cannot be found in analyzed time series.

Keywords: VaR, risk analysis, conditional volatility, garch, egarch, tarch, moving average process, autoregressive process

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Authors: Sergey N. Sayapin, Anatoly P. Karpenko, Suan H. Dang

Abstract:

Comparative analysis of robotic vehicles for pipe inspection is presented in this paper. The promising concept of self-propelled intelligent robotic vehicle (SPIRV) based on octahedral dodekapod for inspection and operation in active branched pipelines with variable cross-sections is reasoned. SPIRV is able to move in pipeline, regardless of its spatial orientation. SPIRV can also be used to move along the outside of the pipelines as well as in space between surfaces of annular tubes. Every one of faces of the octahedral dodekapod can clamp/unclamp a thing with a closed loop surface of various forms as well as put pressure on environmental surface of contact. These properties open new possibilities for its applications in SPIRV. We examine design principles of octahedral dodekapod as future intelligent building blocks for various robotic vehicles that can self-move and self-reconfigure.

Keywords: Modular robot, octahedral dodekapod, pipe inspection robot, spatial parallel structure.

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Authors: Elsa Eka Putri, N.S.V Kameswara Rao, M. A. Mannan

Abstract:

The objective of this study is to evaluate the threshold stress of the clay with sand subgrade soil. Threshold stress can be defined as the stress level above which cyclic loading leads to excessive deformation and eventual failure. The thickness determination of highways formations using the threshold stress approach is a more realistic assessment of the soil behaviour because it is subjected to repeated loadings from moving vehicles. Threshold stress can be evaluated by plastic strain criterion, which is based on the accumulated plastic strain behaviour during cyclic loadings [1]. Several conditions of the all-round pressure the subgrade soil namely, zero confinement, low all-round pressure and high all-round pressure are investigated. The threshold stresses of various soil conditions are determined. Threshold stress of the soil are 60%, 31% and 38.6% for unconfined partially saturated sample, low effective stress saturated sample, high effective stress saturated sample respectively.

Keywords: threshold stress, cyclic loading, pore water pressure.

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