Search results for: optimal estimation

Authors: R. Sharma, M. Gopal

Abstract:

This paper presents a new problem solving approach that is able to generate optimal policy solution for finite-state stochastic sequential decision-making problems with high data efficiency. The proposed algorithm iteratively builds and improves an approximate Markov Decision Process (MDP) model along with cost-to-go value approximates by generating finite length trajectories through the state-space. The approach creates a synergy between an approximate evolving model and approximate cost-to-go values to produce a sequence of improving policies finally converging to the optimal policy through an intelligent and structured search of the policy space. The approach modifies the policy update step of the policy iteration so as to result in a speedy and stable convergence to the optimal policy. We apply the algorithm to a non-holonomic mobile robot control problem and compare its performance with other Reinforcement Learning (RL) approaches, e.g., a) Q-learning, b) Watkins Q(λ), c) SARSA(λ).

Keywords: Markov Decision Process (MDP), Mobile robot, Policy iteration, Simulation.

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Authors: Zaouche Mohamed, Amini Mohamed, Foughali Khaled, Aitkaid Souhila, Bouchiha Nihad Sarah

Abstract:

The aerodynamic coefficients are important in the evaluation of an aircraft performance and stability-control characteristics. These coefficients also can be used in the automatic flight control systems and mathematical model of flight simulator. The study of the aerodynamic aspect of flying systems is a reserved domain and inaccessible for the developers. Doing tests in a wind tunnel to extract aerodynamic forces and moments requires a specific and expensive means. Besides, the glaring lack of published documentation in this field of study makes the aerodynamic coefficients determination complicated. This work is devoted to the identification of an aerodynamic model, by using an aircraft in virtual simulated environment. We deal with the identification of the system, we present an environment framework based on Software In the Loop (SIL) methodology and we use Microsoft^TM Flight Simulator (FS-2004) as the environment for plane simulation. We propose The Total Least Squares Estimation technique (TLSE) to identify the aerodynamic parameters, which are unknown, variable, classified and used in the expression of the piloting law. In this paper, we define each aerodynamic coefficient as the mean of its numerical values. All other variations are considered as modeling uncertainties that will be compensated by the robustness of the piloting control.

Keywords: Aircraft aerodynamic model, Microsoft flight simulator, MQ-1 Predator, total least squares estimation, piloting the aircraft.

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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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Authors: Songtao Chang, Yongji Wang, Lei Liu, Dangjun Zhao

Abstract:

Reentry trajectory optimization is a multi-constraints optimal control problem which is hard to solve. To tackle it, we proposed a new algorithm named CDEN(Constrained Differential Evolution Newton-Raphson Algorithm) based on Differential Evolution( DE) and Newton-Raphson.We transform the infinite dimensional optimal control problem to parameter optimization which is finite dimensional by discretize control parameter. In order to simplify the problem, we figure out the control parameter-s scope by process constraints. To handle constraints, we proposed a parameterless constraints handle process. Through comprehensive analyze the problem, we use a new algorithm integrated by DE and Newton-Raphson to solve it. It is validated by a reentry vehicle X-33, simulation results indicated that the algorithm is effective and robust.

Keywords: reentry vehicle, trajectory optimization, constraint optimal, differential evolution.

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Authors: Zsolt János Viharos, Krisztián Balázs Kis, Imre Paniti, Gábor Belső, Péter Németh, János Farkas

Abstract:

The paper presents the results and industrial applications in the production setup period estimation based on industrial data inherited from the field of polymer cutting. The literature of polymer cutting is very limited considering the number of publications. The first polymer cutting machine is known since the second half of the 20th century; however, the production of polymer parts with this kind of technology is still a challenging research topic. The products of the applying industrial partner must met high technical requirements, as they are used in medical, measurement instrumentation and painting industry branches. Typically, 20% of these parts are new work, which means every five years almost the entire product portfolio is replaced in their low series manufacturing environment. Consequently, it requires a flexible production system, where the estimation of the frequent setup periods' lengths is one of the key success factors. In the investigation, several (input) parameters have been studied and grouped to create an adequate training information set for an artificial neural network as a base for the estimation of the individual setup periods. In the first group, product information is collected such as the product name and number of items. The second group contains material data like material type and colour. In the third group, surface quality and tolerance information are collected including the finest surface and tightest (or narrowest) tolerance. The fourth group contains the setup data like machine type and work shift. One source of these parameters is the Manufacturing Execution System (MES) but some data were also collected from Computer Aided Design (CAD) drawings. The number of the applied tools is one of the key factors on which the industrial partners’ estimations were based previously. The artificial neural network model was trained on several thousands of real industrial data. The mean estimation accuracy of the setup periods' lengths was improved by 30%, and in the same time the deviation of the prognosis was also improved by 50%. Furthermore, an investigation on the mentioned parameter groups considering the manufacturing order was also researched. The paper also highlights the manufacturing introduction experiences and further improvements of the proposed methods, both on the shop floor and on the quotation preparation fields. Every week more than 100 real industrial setup events are given and the related data are collected.

Keywords: Artificial neural network, low series manufacturing, polymer cutting, setup period estimation.

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Authors: S. Z. Moussavi, A. Badri, F. Rastegar Kashkooli

Abstract:

Wind farms (WFs) with high level of penetration are being established in power systems worldwide more rapidly than other renewable resources. The Independent System Operator (ISO), as a policy maker, should propose appropriate places for WF installation in order to maximize the benefits for the investors. There is also a possibility of congestion relief using the new installation of WFs which should be taken into account by the ISO when proposing the locations for WF installation. In this context, efficient wind farm (WF) placement method is proposed in order to reduce burdens on congested lines. Since the wind speed is a random variable and load forecasts also contain uncertainties, probabilistic approaches are used for this type of study. AC probabilistic optimal power flow (P-OPF) is formulated and solved using Monte Carlo Simulations (MCS). In order to reduce computation time, point estimate methods (PEM) are introduced as efficient alternative for time-demanding MCS. Subsequently, WF optimal placement is determined using generation shift distribution factors (GSDF) considering a new parameter entitled, wind availability factor (WAF). In order to obtain more realistic results, N-1 contingency analysis is employed to find the optimal size of WF, by means of line outage distribution factors (LODF). The IEEE 30-bus test system is used to show and compare the accuracy of proposed methodology.

Keywords: Probabilistic optimal power flow, Wind power, Pointestimate methods, Congestion management

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Authors: Youssef Khmou, Said Safi

Abstract:

In this paper, we investigated the effect of real valued transformation of the spectral matrix of the received data for Angles Of Arrival estimation problem.  Indeed, the unitary transformation of Partial Propagator (UPP) for narrowband sources is proposed and applied on Uniform Linear Array (ULA).

Monte Carlo simulations proved the performance of the UPP spectrum comparatively with Forward Backward Partial Propagator (FBPP) and Unitary Propagator (UP). The results demonstrates that when some of the sources are fully correlated and closer than the Rayleigh angular limit resolution of the broadside array, the UPP method outperforms the FBPP in both of spatial resolution and complexity.

Keywords: DOA, Uniform Linear Array, Narrowband, Propagator, Real valued transformation, Subspace, Unitary Operator.

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Authors: Miguel A. Orellana, Sonia E. Ruiz, Juan Bojórquez

Abstract:

Optimal load factors (dead, live and seismic) used for the design of buildings may be different, depending of the seismic ground motion characteristics to which they are subjected, which are closely related to the type of soil conditions where the structures are located. The influence of the type of soil on those load factors, is analyzed in the present study. A methodology that is useful for establishing optimal load factors that minimize the cost over the life cycle of the structure is employed; and as a restriction, it is established that the probability of structural failure must be less than or equal to a prescribed value. The life-cycle cost model used here includes different types of costs. The optimization methodology is applied to two groups of reinforced concrete buildings. One set (consisting on 4-, 7-, and 10-story buildings) is located on firm ground (with a dominant period Ts=0.5 s) and the other (consisting on 6-, 12-, and 16-story buildings) on soft soil (Ts=1.5 s) of Mexico City. Each group of buildings is designed using different combinations of load factors. The statistics of the maximums inter-story drifts (associated with the structural capacity) are found by means of incremental dynamic analyses. The buildings located on firm zone are analyzed under the action of 10 strong seismic records, and those on soft zone, under 13 strong ground motions. All the motions correspond to seismic subduction events with magnitudes M=6.9. Then, the structural damage and the expected total costs, corresponding to each group of buildings, are estimated. It is concluded that the optimal load factors combination is different for the design of buildings located on firm ground than that for buildings located on soft soil.

Keywords: Life-cycle cost, optimal load factors, reinforced concrete buildings, total costs, type of soil.

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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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Authors: Marcus Walter, Norbert Nitzsche, Dirk Odenthal, Steffen M¨uller

Abstract:

This contribution presents a friction estimator for industrial purposes which identifies Coulomb friction in a steering system. The estimator only needs a few, usually known, steering system parameters. Friction occurs on almost every mechanical system and has a negative influence on high-precision position control. This is demonstrated on a steering angle controller for highly automated driving. In this steering system the friction induces limit cycles which cause oscillating vehicle movement when the vehicle follows a given reference trajectory. When compensating the friction with the introduced estimator, limit cycles can be suppressed. This is demonstrated by measurements in a series vehicle.

Keywords: Friction estimation, friction compensation, steering system, lateral vehicle guidance.

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Authors: Iqbal Hossain, Monzur Alam Imteaz, Mohammed Iqbal Hossain

Abstract:

Estimation of stormwater pollutants is a pre-requisite for the protection and improvement of the aquatic environment and for appropriate management options. The usual practice for the stormwater quality prediction is performed through water quality modeling. However, the accuracy of the prediction by the models depends on the proper estimation of model parameters. This paper presents the estimation of model parameters for a catchment water quality model developed for the continuous simulation of stormwater pollutants from a catchment to the catchment outlet. The model is capable of simulating the accumulation and transportation of the stormwater pollutants; suspended solids (SS), total nitrogen (TN) and total phosphorus (TP) from a particular catchment. Rainfall and water quality data were collected for the Hotham Creek Catchment (HTCC), Gold Coast, Australia. Runoff calculations from the developed model were compared with the calculated discharges from the widely used hydrological models, WBNM and DRAINS. Based on the measured water quality data, model water quality parameters were calibrated for the above-mentioned catchment. The calibrated parameters are expected to be helpful for the best management practices (BMPs) of the region. Sensitivity analyses of the estimated parameters were performed to assess the impacts of the model parameters on overall model estimations of runoff water quality.

Keywords: Calibration, Model Parameters, Suspended Solids, TotalNitrogen, Total Phosphorus.

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Authors: Salem Belhaj, Moncef Tagina

Abstract:

This paper is aimed at describing a delay-based endto- end (e2e) congestion control algorithm, called Very FAST TCP (VFAST), which is an enhanced version of FAST TCP. The main idea behind this enhancement is to smoothly estimate the Round-Trip Time (RTT) based on a nonlinear filter, which eliminates throughput and queue oscillation when RTT fluctuates. In this context, an evaluation of the suggested scheme through simulation is introduced, by comparing our VFAST prototype with FAST in terms of throughput, queue behavior, fairness, stability, RTT and adaptivity to changes in network. The achieved simulation results indicate that the suggested protocol offer better performance than FAST TCP in terms of RTT estimation and throughput.

Keywords: Fast tcp, RTT, delay estimation, delay-based congestion control, high speed TCP, large bandwidth delay product.

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Authors: Z. Masoumi, B. Moaveni

Abstract:

This article is about first step of structural health monitoring by identifying structural system in the presence of unknown input. In the structural system identification, identification of structural parameters such as stiffness and damping are considered. In this study, the Kalman filter (KF) design for structural systems with unknown excitation is expressed. External excitations, such as earthquakes, wind or any other forces are not measured or not available. The purpose of this filter is its strengths to estimate the state variables of the system in the presence of unknown input. Also least squares estimation (LSE) method with unknown input is studied. Estimates of parameters have been adopted. Finally, using two examples advantages and drawbacks of both methods are studied.

Keywords: Structural health monitoring, Kalman filter, Least square estimation, structural system identification.

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Authors: Joseph C. Chen, Venkata Karthik Jakka

Abstract:

The main objective of this research is to optimize tensile strength and dimensional accuracy in injection molding processes using Taguchi Parameter Design. An L16 orthogonal array (OA) is used in Taguchi experimental design with five control factors at four levels each and with non-controllable factor vibration. A total of 32 experiments were designed to obtain the optimal parameter setting for the process. The optimal parameters identified for the shrinkage are shot volume, 1.7 cubic inch (A4); mold term temperature, 130 ºF (B1); hold pressure, 3200 Psi (C4); injection speed, 0.61 inch3/sec (D2); and hold time of 14 seconds (E2). The optimal parameters identified for the tensile strength are shot volume, 1.7 cubic inch (A4); mold temperature, 160 ºF (B4); hold pressure, 3100 Psi (C3); injection speed, 0.69 inch3/sec (D4); and hold time of 14 seconds (E2). The Taguchi-based optimization framework was systematically and successfully implemented to obtain an adjusted optimal setting in this research. The mean shrinkage of the confirmation runs is 0.0031%, and the tensile strength value was found to be 3148.1 psi. Both outcomes are far better results from the baseline, and defects have been further reduced in injection molding processes.

Keywords: Injection molding processes, Taguchi Parameter Design, tensile strength, shrinkage test, high-density polyethylene, HDPE.

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Authors: Daniela Elena Marinescu, Ioana Manafi, Dumitru Marin

Abstract:

We consider a Principal-Agent model with the Principal being a seller who does not know perfectly how much the buyer (the Agent) is willing to pay for the good. The buyer-s preferences are hence his private information. The model corresponds to the nonlinear pricing problem of Maskin and Riley. We assume there are three types of Agents. The model is solved using “informational rents" as variables. In the last section we present the main characteristics of the optimal contracts in asymmetric information and some possible extensions of the model.

Keywords: Adverse selection, asymmetric information, informational rent, nonlinear pricing, optimal contract

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Authors: B. Bahmani Firouzi, T. Niknam, M. Nayeripour

Abstract:

With Power system movement toward restructuring along with factors such as life environment pollution, problems of transmission expansion and with advancement in construction technology of small generation units, it is expected that small units like wind turbines, fuel cells, photovoltaic, ... that most of the time connect to the distribution networks play a very essential role in electric power industry. With increase in developing usage of small generation units, management of distribution networks should be reviewed. The target of this paper is to present a new method for optimal management of active and reactive power in distribution networks with regard to costs pertaining to various types of dispersed generations, capacitors and cost of electric energy achieved from network. In other words, in this method it-s endeavored to select optimal sources of active and reactive power generation and controlling equipments such as dispersed generations, capacitors, under load tapchanger transformers and substations in a way that firstly costs in relation to them are minimized and secondly technical and physical constraints are regarded. Because the optimal management of distribution networks is an optimization problem with continuous and discrete variables, the new evolutionary method based on Ant Colony Algorithm has been applied. The simulation results of the method tested on two cases containing 23 and 34 buses exist and will be shown at later sections.

Keywords: Distributed Generation, Optimal Operation Management of distribution networks, Ant Colony Optimization(ACO).

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Authors: Tadashi Watanabe, Jinya Katsuyama, Akihiro Mano

Abstract:

The estimation of leak flow rates through narrow cracks in structures is of importance for nuclear reactor safety, since the leak flow could be detected before occurrence of loss-of-coolant accidents. The two-phase critical leak flow rates are calculated using the system analysis code, and two representative non-homogeneous critical flow models, Henry-Fauske model and Ransom-Trapp model, are compared. The pressure decrease and vapor generation in the crack, and the leak flow rates are found to be larger for the Henry-Fauske model. It is shown that the leak flow rates are not affected by the structural temperature, but affected largely by the roughness of crack surface.

Keywords: Crack, critical flow, leak, roughness.

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Authors: Z. Nemec, R. Matousek

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The paper describes the evaluation of quality of control for cases of controlled non-minimal phase plants. Control circuits containing non-minimal phase plants have different properties, they manifest reversed reaction at the beginning of unit step response. For these types of plants are developed special criterion of quality of control, which considers the difference and can be helpful for synthesis of optimal controller tuning. All results are clearly presented using Matlab/Simulink models.

Keywords: control design, non-minimal phase system, optimalcriteria, power plant, heating plant, water turbine, Matlab, Simulink.

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Authors: R. Parameshwaran, R. Karunakaran, S. Iniyan, Anand A. Samuel

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The objective of this study is to present the test results of variable air volume (VAV) air conditioning system optimized by two objective genetic algorithm (GA). The objective functions are energy savings and thermal comfort. The optimal set points for fuzzy logic controller (FLC) are the supply air temperature (Ts), the supply duct static pressure (Ps), the chilled water temperature (Tw), and zone temperature (Tz) that is taken as the problem variables. Supply airflow rate and chilled water flow rate are considered to be the constraints. The optimal set point values are obtained from GA process and assigned into fuzzy logic controller (FLC) in order to conserve energy and maintain thermal comfort in real time VAV air conditioning system. A VAV air conditioning system with FLC installed in a software laboratory has been taken for the purpose of energy analysis. The total energy saving obtained in VAV GA optimization system with FLC compared with constant air volume (CAV) system is expected to achieve 31.5%. The optimal duct static pressure obtained through Genetic fuzzy methodology attributes to better air distribution by delivering the optimal quantity of supply air to the conditioned space. This combination enhanced the advantages of uniform air distribution, thermal comfort and improved energy savings potential.

Keywords: Energy savings, fuzzy logic, Genetic algorithm, Thermal Comfort

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Authors: Rakesh Kumar, A. K. Ghosh

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The paper presents the modeling of nonlinear longitudinal aerodynamics using flight data of Hansa-3 aircraft at high angles of attack near stall. The Kirchhoff-s quasi-steady stall model has been used to incorporate nonlinear aerodynamic effects in the aerodynamic model used to estimate the parameters, thereby, making the aerodynamic model nonlinear. The Maximum Likelihood method has been applied to the flight data (at high angles of attack) for the estimation of parameters (aerodynamic and stall characteristics) using the nonlinear aerodynamic model. To improve the accuracy level of the estimates, an approach of fixing the strong parameters has also been presented.

Keywords: Maximum Likelihood, nonlinear, parameters, stall.

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Authors: Charawee Butbumrung

Abstract:

The purpose of this study is to evaluate the monetary worthiness of investment and the usefulness of risk estimation as a tool employed by a production section of an electronic factory. This study employed the case study of accidents occurring in production areas. Data is collected from interviews with six production of safety coordinators and collect the information from the relevant section. The study will present the ratio of benefits compared with the operation costs for investment. The result showed that it is worthwhile for investment with the safety measures. In addition, the organizations must be able to analyze the causes of accidents about the benefits of investing in protective working process. They also need to quickly provide the manual for the staff to learn how to protect themselves from accidents and how to use all of the safety equipment.

Keywords: Cost and benefit, enterprises in Thailand, investment in safety and health, risk estimation.

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Authors: K. Balamurugan, R. Muralisachithanandam, V. Dharmalingam, R. Srikanth

Abstract:

This paper deals with the optimal choice and allocation of multi FACTS devices in Deregulated power system using Evolutionary Programming method. The objective is to achieve the power system economic generation allocation and dispatch in deregulated electricity market. Using the proposed method, the locations of the FACTS devices, their types and ratings are optimized simultaneously. Different kinds of FACTS devices are simulated in this study such as UPFC, TCSC, TCPST, and SVC. Simulation results validate the capability of this new approach in minimizing the overall system cost function, which includes the investment costs of the FACTS devices and the bid offers of the market participants. The proposed algorithm is an effective and practical method for the choice and allocation of FACTS devices in deregulated electricity market environment. The standard data of IEEE 14 Bus systems has been taken into account and simulated with aid of MAT-lab software and results were obtained.

Keywords: FACTS devices, Optimal allocation, Deregulated electricity market, Evolutionary programming, Mat Lab.

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Authors: Komeil Jahanifar, Zahra Abedi, Yaghob Zeraatkish

Abstract:

This research was conducted for the first time at the southeastern coasts of the Caspian Sea in order to evaluate the performance of osteichthyes cooperatives through production (catch) function. Using one of the indirect valuation methods in this research, contributory factors in catch were identified and were inserted into the function as independent variables. In order to carry out this research, the performance of 25 Osteichthyes catching cooperatives in the utilization year of 2009 which were involved in fishing in Miankale wildlife refuge region. The contributory factors in catch were divided into groups of economic, ecological and biological factors. In the mentioned function, catch rate of the cooperative were inserted into as the dependant variable and fourteen partial variables in terms of nine general variables as independent variables. Finally, after function estimation, seven variables were rendered significant at 99 percent reliably level. The results of the function estimation indicated that human resource (fisherman quantity) had the greatest positive effect on catch rate with an influence coefficient of 1.7 while weather conditions had the greatest negative effect on the catch rate of cooperatives with an influence coefficient of -2.07. Moreover, factors like member's share, experience and fisherman training and fishing effort played the main roles in the catch rate of cooperative with influence coefficients of 0.81, 0.5 and 0.21, respectively.

Keywords: Production Function, Coefficient, Variable, Osteichthyes, Caspian Sea

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Authors: Young-Hwan Song, Doo-Heon Kyun, Jong-Kuk Kim, Myung-Jin Bae

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People have the habitual pitch level which is used when people say something generally. However this pitch should be changed irregularly in the presence of noise. So it is useful to estimate SNR of speech signal by pitch. In this paper, we obtain the energy of input speech signal and then we detect a stationary region on voiced speech. And we get the pitch period by NAMDF for the stationary region that is not varied pitch rapidly. After getting pitch, each frame is divided by pitch period and the likelihood of closed pitch is estimated. In this paper, we proposed new parameter, NLF, to estimate the SNR of received speech signal. The NLF is derived from the correlation of near pitch periods. The NLF is obtained for each stationary region in voiced speech. Finally we confirmed good performance of the estimation of the SNR of received input speech in the presence of noise.

Keywords: Likelihood, pitch, SNR, speech.

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Authors: Yiqiong Yuan, Jun Sun, Dongmei Zhou, Jianan Sun

Abstract:

In this paper, we presented a Multi-Objective Random Drift Particle Swarm Optimization algorithm (MORDPSO-CD) based on RDPSO and crowding distance sorting to improve the convergence and distribution with less computation cost. MORDPSO-CD makes the most of RDPSO to approach the true Pareto optimal solutions fast. We adopt the crowding distance sorting technique to update and maintain the archived optimal solutions. Introducing the crowding distance technique into MORDPSO can make the leader particles find the true Pareto solution ultimately. The simulation results reveal that the proposed algorithm has better convergence and distribution.

Keywords: Multi-objective optimization, random drift particle swarm optimization, crowding distance, Pareto optimal solution.

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Authors: Meng-Hui Chen, Chen-Yu Kao, Chia-Yu Hsu, Pei-Chann Chang

Abstract:

The main idea in this paper is using sequential pattern mining to find the information which is helpful for finding high performance solutions. By combining this information, it is defined as blocks. Using the blocks to generate artificial chromosomes (ACs) could improve the structure of solutions. Estimation of Distribution Algorithms (EDAs) is adapted to solve the combinatorial problems. Nevertheless many of these approaches are advantageous for this application, but only some of them are used to enhance the efficiency of application. Generating ACs uses patterns and EDAs could increase the diversity. According to the experimental result, the algorithm which we proposed has a better performance to solve the permutation flow-shop problems.

Keywords: Combinatorial problems, Sequential Pattern Mining, Estimation of Distribution Algorithms, Artificial Chromosomes.

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Authors: F. Z. Doğru, O. Arslan

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In general, classical methods such as maximum likelihood (ML) and least squares (LS) estimation methods are used to estimate the shape parameters of the Burr XII distribution. However, these estimators are very sensitive to the outliers. To overcome this problem we propose alternative robust estimators based on the M-estimation method for the shape parameters of the Burr XII distribution. We provide a small simulation study and a real data example to illustrate the performance of the proposed estimators over the ML and the LS estimators. The simulation results show that the proposed robust estimators generally outperform the classical estimators in terms of bias and root mean square errors when there are outliers in data.

Keywords: Burr XII distribution, robust estimator, M-estimator, maximum likelihood, least squares.

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Authors: Vandna Jowaheer, Naushad A. Mamode Khan

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Com Poisson distribution is capable of modeling the count responses irrespective of their mean variance relation and the parameters of this distribution when fitted to a simple cross sectional data can be efficiently estimated using maximum likelihood (ML) method. In the regression setup, however, ML estimation of the parameters of the Com Poisson based generalized linear model is computationally intensive. In this paper, we propose to use quasilikelihood (QL) approach to estimate the effect of the covariates on the Com Poisson counts and investigate the performance of this method with respect to the ML method. QL estimates are consistent and almost as efficient as ML estimates. The simulation studies show that the efficiency loss in the estimation of all the parameters using QL approach as compared to ML approach is quite negligible, whereas QL approach is lesser involving than ML approach.

Keywords: Com Poisson, Cross-sectional, Maximum Likelihood, Quasi likelihood

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Authors: A. Majeed, P. Ali

Abstract:

Before designing an electrical system, the estimation of load is necessary for unit sizing and demand-generation balancing. The system could be a stand-alone system for a village or grid connected or integrated renewable energy to grid connection, especially as there are non–electrified villages in developing countries. In the classical model, the energy demand was found by estimating the household appliances multiplied with the amount of their rating and the duration of their operation, but in this paper, information exists for electrified villages could be used to predict the demand, as villages almost have the same life style. This paper describes a method used to predict the average energy consumed in each two months for every consumer living in a village by Artificial Neural Network (ANN). The input data are collected using a regional survey for samples of consumers representing typical types of different living, household appliances and energy consumption by a list of information, and the output data are collected from administration office of Piramagrun for each corresponding consumer. The result of this study shows that the average demand for different consumers from four villages in different months throughout the year is approximately 12 kWh/day, this model estimates the average demand/day for every consumer with a mean absolute percent error of 11.8%, and MathWorks software package MATLAB version 7.6.0 that contains and facilitate Neural Network Toolbox was used.

Keywords: Artificial neural network, load estimation, regional survey, rural electrification.

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Authors: Komlan Sedzro

Abstract:

We apply the non-parametric, unconditional, hyperbolic order-α quantile estimator to appraise the relative efficiency of Microfinance Institutions in Africa in terms of outreach. Our purpose is to verify if these institutions, which must constantly try to strike a compromise between their social role and financial sustainability are operationally efficient. Using data on African MFIs extracted from the Microfinance Information eXchange (MIX) database and covering the 2004 to 2006 periods, we find that more efficient MFIs are also the most profitable. This result is in line with the view that social performance is not in contradiction with the pursuit of excellent financial performance. Our results also show that large MFIs in terms of asset and those charging the highest fees are not necessarily the most efficient.

Keywords: Data envelopment analysis, microfinance institutions, quantile estimation of efficiency, social and financial performance.

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