Search results for: Reliability allocation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 995

Search results for: Reliability allocation

485 In Cognitive Radio the Analysis of Bit-Error- Rate (BER) by using PSO Algorithm

Authors: Shrikrishan Yadav, Akhilesh Saini, Krishna Chandra Roy

Abstract:

The electromagnetic spectrum is a natural resource and hence well-organized usage of the limited natural resources is the necessities for better communication. The present static frequency allocation schemes cannot accommodate demands of the rapidly increasing number of higher data rate services. Therefore, dynamic usage of the spectrum must be distinguished from the static usage to increase the availability of frequency spectrum. Cognitive radio is not a single piece of apparatus but it is a technology that can incorporate components spread across a network. It offers great promise for improving system efficiency, spectrum utilization, more effective applications, reduction in interference and reduced complexity of usage for users. Cognitive radio is aware of its environmental, internal state, and location, and autonomously adjusts its operations to achieve designed objectives. It first senses its spectral environment over a wide frequency band, and then adapts the parameters to maximize spectrum efficiency with high performance. This paper only focuses on the analysis of Bit-Error-Rate in cognitive radio by using Particle Swarm Optimization Algorithm. It is theoretically as well as practically analyzed and interpreted in the sense of advantages and drawbacks and how BER affects the efficiency and performance of the communication system.

Keywords: BER, Cognitive Radio, Environmental Parameters, PSO, Radio spectrum, Transmission Parameters

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484 Control-flow Complexity Measurement of Processes and Weyuker's Properties

Authors: Jorge Cardoso

Abstract:

Process measurement is the task of empirically and objectively assigning numbers to the properties of business processes in such a way as to describe them. Desirable attributes to study and measure include complexity, cost, maintainability, and reliability. In our work we will focus on investigating process complexity. We define process complexity as the degree to which a business process is difficult to analyze, understand or explain. One way to analyze a process- complexity is to use a process control-flow complexity measure. In this paper, an attempt has been made to evaluate the control-flow complexity measure in terms of Weyuker-s properties. Weyuker-s properties must be satisfied by any complexity measure to qualify as a good and comprehensive one.

Keywords: Business process measurement, workflow, complexity.

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483 Packet Reserving and Clogging Control via Routing Aware Packet Reserving Framework in MANET

Authors: C. Sathiyakumar, K. Duraiswamy

Abstract:

In MANET, mobile nodes communicate with each other using the wireless channel where transmission takes place with significant interference. The wireless medium used in MANET is a shared resource used by all the nodes available in MANET. Packet reserving is one important resource management scheme which controls the allocation of bandwidth among multiple flows through node cooperation in MANET. This paper proposes packet reserving and clogging control via Routing Aware Packet Reserving (RAPR) framework in MANET. It mainly focuses the end-to-end routing condition with maximal throughput. RAPR is complimentary system where the packet reserving utilizes local routing information available in each node. Path setup in RAPR estimates the security level of the system, and symbolizes the end-to-end routing by controlling the clogging. RAPR reaches the packet to the destination with high probability ratio and minimal delay count. The standard performance measures such as network security level, communication overhead, end-to-end throughput, resource utilization efficiency and delay measure are considered in this work. The results reveals that the proposed packet reservation and clogging control via Routing Aware Packet Reserving (RAPR) framework performs well for the above said performance measures compare to the existing methods.

Keywords: Packet reserving, Clogging control, Packet reservation in MANET, RAPR.

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482 Application of Robotics to Assemble a Used Fuel Container in the Canadian Used Fuel Packing Plant

Authors: Dimitrie Marinceu

Abstract:

The newest Canadian Used Fuel Container (UFC)- (called also “Mark II”) modifies the design approach for its Assembly Robotic Cell (ARC) in the Canadian Used (Nuclear) Fuel Packing Plant (UFPP). Some of the robotic design solutions are presented in this paper. The design indicates that robots and manipulators are expected to be used in the Canadian UFPP. As normally, the UFPP design will incorporate redundancy of all equipment to allow expedient recovery from any postulated upset conditions. Overall, this paper suggests that robot usage will have a significant positive impact on nuclear safety, quality, productivity, and reliability.

Keywords: Used fuel packing plant, robotic assembly cell, used fuel container, deep geological repository.

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481 Operation Stability Enhancement in Once-Through Micro Evaporators

Authors: Cor M. Rops, Giaco C. Oosterbaan, Cees W.M. v/d Geld

Abstract:

Equipment miniaturisation offers several opportunities such as an increased surface-to-volume ratio and higher heat transfer coefficients. However, moving towards small-diameter channels demands extra attention to fouling, reliability and stable operation of the system. The present investigation explores possibilities to enhance the stability of the once-through micro evaporator by reducing its flow boiling induced pressure fluctuations. Experimental comparison shows that the measured reduction factor approaches a theoretically derived value. Pressure fluctuations are reduced by a factor of ten in the solid conical channel and a factor of 15 in the porous conical channel. This presumably leads to less backflow and therefore to a better flow control.

Keywords: Flow boiling, Operation stability, Microfluidics, Microchannels.

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480 Reliability of Digital FSO Links in Europe

Authors: Zdenek Kolka, Otakar Wilfert, Viera Biolkova

Abstract:

The paper deals with an analysis of visibility records collected from 210 European airports to obtain a realistic estimation of the availability of Free Space Optical (FSO) data links. Commercially available optical links usually operate in the 850nm waveband. Thus the influence of the atmosphere on the optical beam and on the visible light is similar. Long-term visibility records represent an invaluable source of data for the estimation of the quality of service of FSO links. The model used characterizes both the statistical properties of fade depths and the statistical properties of individual fade durations. Results are presented for Italy, France, and Germany.

Keywords: Computer networks, free-space optical links, meteorology, quality of service.

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479 Model Predictive Control of Three Phase Inverter for PV Systems

Authors: Irtaza M. Syed, Kaamran Raahemifar

Abstract:

This paper presents a model predictive control (MPC) of a utility interactive three phase inverter (TPI) for a photovoltaic (PV) system at commercial level. The proposed model uses phase locked loop (PLL) to synchronize the TPI with the power electric grid (PEG) and performs MPC control in a dq reference frame. TPI model consists of a boost converter (BC), maximum power point tracking (MPPT) control, and a three-leg voltage source inverter (VSI). The operational model of VSI is used to synthesize the sinusoidal current and track the reference. The model is validated using a 35.7 kW PV system in Matlab/Simulink. Implementation results show simplicity and accuracy, as well as reliability of the model.

Keywords: Model predictive control, three phase voltage source inverter, PV system, Matlab/Simulink.

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478 Residual Life Prediction for a System Subject to Condition Monitoring and Two Failure Modes

Authors: Akram Khaleghei Ghosheh Balagh, Viliam Makis

Abstract:

In this paper, we investigate the residual life prediction problem for a partially observable system subject to two failure modes, namely a catastrophic failure and a failure due to the system degradation. The system is subject to condition monitoring and the degradation process is described by a hidden Markov model with unknown parameters. The parameter estimation procedure based on an EM algorithm is developed and the formulas for the conditional reliability function and the mean residual life are derived, illustrated by a numerical example.

Keywords: Partially observable system, hidden Markov model, competing risks, residual life prediction.

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477 Behavior of Composite Timber-Concrete Beam with CFRP Reinforcement

Authors: O. Vlcek

Abstract:

The paper deals with current issues in research of advanced methods to increase reliability of traditional timber structural elements. It analyses the issue of strengthening of bent timber beams, such as ceiling beams in old (historical) buildings with additional concrete slab in combination with externally bonded fiber - reinforced polymer. The study evaluates deflection of a selected group of timber beams with concrete slab and additional CFRP reinforcement using different calculating methods and observes differences in results from different calculating methods. An elastic (EN 1995) calculation method and evaluation with FEM analysis software were used.

Keywords: Timber-concrete composite, strengthening, fibre-reinforced polymer, theoretical analysis.

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476 Working Mode and Key Technology of Thermal Vacuum Test Software for Spacecraft Test

Authors: Zhang Lei, Zhan Haiyang, Gu Miao

Abstract:

A universal software platform is developed for improving the defects in the practical one. This software platform has distinct advantages in modularization, information management, and the interfaces. Several technologies such as computer technology, virtualization technology, network technology, etc. are combined together in this software platform, and four working modes are introduced in this article including single mode, distributed mode, cloud mode, and the centralized mode. The application area of the software platform is extended through the switch between these working modes. The software platform can arrange the thermal vacuum test process automatically. This function can improve the reliability of thermal vacuum test.

Keywords: Software platform, thermal vacuum test, control and measurement, work mode.

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475 Active Intra-ONU Scheduling with Cooperative Prediction Mechanism in EPONs

Authors: Chuan-Ching Sue, Shi-Zhou Chen, Ting-Yu Huang

Abstract:

Dynamic bandwidth allocation in EPONs can be generally separated into inter-ONU scheduling and intra-ONU scheduling. In our previous work, the active intra-ONU scheduling (AS) utilizes multiple queue reports (QRs) in each report message to cooperate with the inter-ONU scheduling and makes the granted bandwidth fully utilized without leaving unused slot remainder (USR). This scheme successfully solves the USR problem originating from the inseparability of Ethernet frame. However, without proper setting of threshold value in AS, the number of QRs constrained by the IEEE 802.3ah standard is not enough, especially in the unbalanced traffic environment. This limitation may be solved by enlarging the threshold value. The large threshold implies the large gap between the adjacent QRs, thus resulting in the large difference between the best granted bandwidth and the real granted bandwidth. In this paper, we integrate AS with a cooperative prediction mechanism and distribute multiple QRs to reduce the penalty brought by the prediction error. Furthermore, to improve the QoS and save the usage of queue reports, the highest priority (EF) traffic which comes during the waiting time is granted automatically by OLT and is not considered in the requested bandwidth of ONU. The simulation results show that the proposed scheme has better performance metrics in terms of bandwidth utilization and average delay for different classes of packets.

Keywords: EPON, Inter-ONU and Intra-ONU scheduling, Prediction, Unused slot remainder

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474 Controlling Youths Participation in Politics in Sokoto State: A Constructive Inclusiveness for Good Governance in Nigeria

Authors: Umar Ubandawaki

Abstract:

Political participation involves voluntary and deliberate efforts by the members of a political system to determine the kinds of political institution and individuals that will govern them and equally influence the mobilization and allocation of the available societal resources. Over the years, youths in Nigeria participate actively in political party rallies and voting to elect their leaders and representatives in governance. This paper examines categories and nature of participation in politics as well as factors that drive youths into politics in Sokoto State. A survey conducted, through focus group discussions, interviews and questionnaire, in the six sampled Local Government of Sokoto State identifies three category of political participation; namely, active, moderate and apathetic participation. The findings reveal that 63.57% of respondents are apathetic to politics in the State and unemployed youth constitutes 34.74% of the entire responses. The paper establishes that lack of attainment of need (63.22%) is one of the reasons that make youths engage into participatory activities that encourage political thuggery and manipulation of electoral outcomes. The paper recommends that youths should be engaged into positive rational participatory activities that ensure inclusiveness and promotion of good governance in Nigeria. It is hoped that this will enlighten youths and policy implementers on the constructive strategies in controlling youths’ negative participation in politics in Nigeria.

Keywords: Democracy, Governance, Inclusiveness, Participation and Politics.

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473 Dependence of Particle Initiated PD Characteristics on Size and Position of Metallic Particle Adhering to the Spacer Surface in GIS

Authors: F. N. Budiman, Y. Khan, A. A. Khan, A. Beroual, N. H. Malik, A. A. Al-Arainy

Abstract:

It is well known that metallic particles reduce the reliability of Gas-Insulated Substation (GIS) equipments by initiating partial discharge (PDs) that can lead to breakdown and complete failure of GIS. This paper investigates the characteristics of PDs caused by metallic particle adhering to the solid spacer. The PD detection and measurement were carried out by using IEC 60270 method with particles of different sizes and at different positions on the spacer surface. The results show that a particle of certain size at certain position possesses a unique PD characteristic as compared to those caused by particles of different sizes and/or at different positions. Therefore PD characteristics may be useful for the particle size and position identification.

Keywords: Particle, partial discharge, GIS, spacer.

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472 The Impact of Local Decision-Making in Regional Development Schemes on the Achievement of Efficiency in EU Funds

Authors: Kuyucu Helvacioglu Asli Deniz, Tektas Arzu

Abstract:

European Union candidate status provides a strong motivation for decision-making in the candidate countries in shaping the regional development policy where there is an envisioned transfer of power from center to the periphery. The process of Europeanization anticipates the candidate countries configure their regional institutional templates in the context of the requirements of the European Union policies and introduces new instruments of incentive framework of enlargement to be employed in regional development schemes. It is observed that the contribution of the local actors to the decision making in the design of the allocation architectures enhances the efficiency of the funds and increases the positive effects of the projects funded under the regional development objectives. This study aims at exploring the performances of the three regional development grant schemes in Turkey, established and allocated under the pre-accession process with a special emphasis given to the roles of the national and local actors in decision-making for regional development. Efficiency analyses have been conducted using the DEA methodology which has proved to be a superior method in comparative efficiency and benchmarking measurements. The findings of this study as parallel to similar international studies, provides that the participation of the local actors to the decision-making in funding contributes both to the quality and the efficiency of the projects funded under the EU schemes.

Keywords: Efficiency, European Union Funds, RegionalDevelopment, Turkey

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471 Bearing Fault Feature Extraction by Recurrence Quantification Analysis

Authors: V. G. Rajesh, M. V. Rajesh

Abstract:

In rotating machinery one of the critical components that is prone to premature failure is the rolling bearing. Consequently, early warning of an imminent bearing failure is much critical to the safety and reliability of any high speed rotating machines. This study is concerned with the application of Recurrence Quantification Analysis (RQA) in fault detection of rolling element bearings in rotating machinery. Based on the results from this study it is reported that the RQA variable, percent determinism, is sensitive to the type of fault investigated and therefore can provide useful information on bearing damage in rolling element bearings.

Keywords: Bearing fault detection, machine vibrations, nonlinear time series analysis, recurrence quantification analysis.

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470 Moving from Rule-based to Principle-based in Public Sector: Preparers' Perspective

Authors: Roshayani Arshad, Normah Omar, Siti Fatimah Awang

Abstract:

The move from cash accounting to accrual accounting, or rule-based to principle-based accounting, by many governments is part of an ongoing efforts in promoting a more business-like and performance-focused public sector. Using questionnaire responses from preparers of financial statements of public universities in Malaysia, this study examines the implementation challenges and benefits of principle-based accounting. Results from these responses suggest that most respondents perceived significant costs would be incurred in relation to staff training and recruitment of staffs with relevant technical knowledge. In addition, most respondents also perceived that there will be significant changes in the current accounting system and structure in order to comply with the principle-based accounting requirements. However, most respondents perceived that these changes might not result in significant benefits for management purposes, for example, financial management, budgeting and allocation of resources. Nevertheless, most respondents perceived that principle-based accounting information would facilitate the monitoring function of the board. The general perception is that adoption of principle-based accounting information is not significantly useful than rule-based accounting information is expected to change over time as preparers of the financial statements gradually understand and appreciate the benefits of principle-based accounting information. This infers that the perceived usefulness of different accounting system is a function of familiarity by the preparers.

Keywords: Accrual accounting, principle-based accounting, public sector, rule-based accounting.

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469 Smart Grids Cyber Security Issues and Challenges

Authors: Imen Aouini, Lamia Ben Azzouz

Abstract:

The energy need is growing rapidly due to the population growth and the large new usage of power. Several works put considerable efforts to make the electricity grid more intelligent to reduce essentially energy consumption and provide efficiency and reliability of power systems. The Smart Grid is a complex architecture that covers critical devices and systems vulnerable to significant attacks. Hence, security is a crucial factor for the success and the wide deployment of Smart Grids. In this paper, we present security issues of the Smart Grid architecture and we highlight open issues that will make the Smart Grid security a challenging research area in the future.

Keywords: Smart grids, smart meters, home area network, neighbor area network.

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468 Robust Fault Diagnosis for Wind Turbine Systems Subjected to Multi-Faults

Authors: Sarah Odofin, Zhiwei Gao, Sun Kai

Abstract:

Operations, maintenance and reliability of wind turbines have received much attention over the years due to the rapid expansion of wind farms. This paper explores early fault diagnosis technique for a 5MW wind turbine system subjected to multiple faults, where genetic optimization algorithm is employed to make the residual sensitive to the faults, but robust against disturbances. The proposed technique has a potential to reduce the downtime mostly caused by the breakdown of components and exploit the productivity consistency by providing timely fault alarms. Simulation results show the effectiveness of the robust fault detection methods used under Matlab/Simulink/Gatool environment.

Keywords: Disturbance robustness, fault monitoring and detection, genetic algorithm and observer technique.

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467 On-Chip Aging Sensor Circuit Based on Phase Locked Loop Circuit

Authors: Ararat Khachatryan, Davit Mirzoyan

Abstract:

In sub micrometer technology, the aging phenomenon starts to have a significant impact on the reliability of integrated circuits by bringing performance degradation. For that reason, it is important to have a capability to evaluate the aging effects accurately. This paper presents an accurate aging measurement approach based on phase-locked loop (PLL) and voltage-controlled oscillator (VCO) circuit. The architecture is rejecting the circuit self-aging effect from the characteristics of PLL, which is generating the frequency without any aging phenomena affects. The aging monitor is implemented in low power 32 nm CMOS technology, and occupies a pretty small area. Aging simulation results show that the proposed aging measurement circuit improves accuracy by about 2.8% at high temperature and 19.6% at high voltage.

Keywords: Nanoscale, aging, effect, NBTI, HCI.

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466 A Review of Survey Methodology Employedin IT Outsourcing

Authors: B. Terzioglu, E.S.K. Chan

Abstract:

The purpose of this paper is to provide an overview on methodological aspects of the information technology outsourcing (ITO) surveys, in an attempt to improve the data quality and reporting in survey research. It is based on a review of thirty articles on ITO surveys and focuses on two commonly explored dimensions of ITO, namely what are outsourced and why should there be ITO. This study highlights weaknesses in ITO surveys including lack of a clear definition of population, lack of information regarding the sampling method used, not citing the response rate, no information pertaining to pilot testing of survey instrument and absence of information on internal validity in the use or reporting of surveys. This study represents an attempt with a limited scope to point to shortfalls in the use survey methodology in ITO, and thus raise awareness among researchers in enhancing the reliability of survey findings.

Keywords: ITO, information technology outsourcing, survey methodology

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465 Evaluating the Effectiveness of Memory Overcommit Techniques on KVM-based Hosting Platform

Authors: Chin-Hung Li

Abstract:

Determining how many virtual machines a Linux host could run can be a challenge. One of tough missions is to find the balance among performance, density and usability. Now KVM hypervisor has become the most popular open source full virtualization solution. It supports several ways of running guests with more memory than host really has. Due to large differences between minimum and maximum guest memory requirements, this paper presents initial results on same-page merging, ballooning and live migration techniques that aims at optimum memory usage on KVM-based cloud platform. Given the design of initial experiments, the results data is worth reference for system administrators. The results from these experiments concluded that each method offers different reliability tradeoff.

Keywords: Kernel-based Virtual Machine, Overcommit, Virtualization.

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464 Availability Analysis of a Power Plant by Computer Simulation

Authors: Mehmet Savsar

Abstract:

Reliability and availability of power stations are extremely important in order to achieve a required level of power generation. In particular, in the hot desert climate of Kuwait, reliable power generation is extremely important because of cooling requirements at temperatures exceeding 50-centigrade degrees. In this paper, a particular power plant, named Sabiya Power Plant, which has 8 steam turbines and 13 gas turbine stations, has been studied in detail; extensive data are collected; and availability of station units are determined. Furthermore, a simulation model is developed and used to analyze the effects of different maintenance policies on availability of these stations. The results show that significant improvements can be achieved in power plant availabilities if appropriate maintenance policies are implemented.

Keywords: Power plants, steam turbines, gas turbines, maintenance, availability, simulation.

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463 Locating Cultural Centers in Shiraz (Iran) Applying Geographic Information System (GIS)

Authors: R. Mokhtari Malekabadi, S. Ghaed Rahmati, S. Aram

Abstract:

Optimal cultural site selection is one of the ways that can lead to the promotion of citizenship culture in addition to ensuring the health and leisure of city residents. This study examines the social and cultural needs of the community and optimal cultural site allocation and after identifying the problems and shortcomings, provides a suitable model for finding the best location for these centers where there is the greatest impact on the promotion of citizenship culture. On the other hand, non-scientific methods cause irreversible impacts to the urban environment and citizens. But modern efficient methods can reduce these impacts. One of these methods is using geographical information systems (GIS). In this study, Analytical Hierarchy Process (AHP) method was used to locate the optimal cultural site. In AHP, three principles (decomposition), (comparative analysis), and (combining preferences) are used. The objectives of this research include providing optimal contexts for passing time and performing cultural activities by Shiraz residents and also proposing construction of some cultural sites in different areas of the city. The results of this study show the correct positioning of cultural sites based on social needs of citizens. Thus, considering the population parameters and radii access, GIS and AHP model for locating cultural centers can meet social needs of citizens.

Keywords: Analytical Hierarchy Process (AHP), geographical information systems (GIS), Cultural site, locating, Shiraz.

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462 Integration of FMEA and Human Factor in the Food Chain Risk Assessment

Authors: Mohsen Shirani, Micaela Demichela

Abstract:

During the last decades, a number of food crises such as Bovine Spongiform Encephalopathy (BSE), Mad-Cow disease, Dioxin in chicken food, Food-and-Mouth Disease (FMD), have certainly inflected the reliability of the food industry. Consequently, the trend in applying different scientific methods of risk assessment in food safety has obtained more attentions in the academic and practice. However, lack of practical approach considering entire food supply chain is tangible in the academic literature. In this regard, this paper aims to apply risk assessment tool (FMEA) with integration of Human Factor along the entire supply chain of food production and test the method in a case study of Diary production, and analyze its results.

Keywords: Food Risk Assessment, FMEA, Human Factor.

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461 Nonlinear Large Deformation Analysis of Rotor

Authors: Amin Almasi

Abstract:

Reliability assessment and risk analysis of rotating machine rotors in various overload and malfunction situations present challenge to engineers and operators. In this paper a new analytical method for evaluation of rotor under large deformation is addressed. Model is presented in general form to include also composite rotors. Presented simulation procedure is based on variational work method and has capability to account for geometric nonlinearity, large displacement, nonlinear support effect and rotor contacting other machine components. New shape functions are presented which capable to predict accurate nonlinear profile of rotor. The closed form solutions for various operating and malfunction situations are expressed. Analytical simulation results are discussed

Keywords: Large Deformation, Nonlinear, Rotor.

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460 File System-Based Data Protection Approach

Authors: Jaechun No

Abstract:

As data to be stored in storage subsystems tremendously increases, data protection techniques have become more important than ever, to provide data availability and reliability. In this paper, we present the file system-based data protection (WOWSnap) that has been implemented using WORM (Write-Once-Read-Many) scheme. In the WOWSnap, once WORM files have been created, only the privileged read requests to them are allowed to protect data against any intentional/accidental intrusions. Furthermore, all WORM files are related to their protection cycle that is a time period during which WORM files should securely be protected. Once their protection cycle is expired, the WORM files are automatically moved to the general-purpose data section without any user interference. This prevents the WORM data section from being consumed by unnecessary files. We evaluated the performance of WOWSnap on Linux cluster.

Keywords: Data protection, Protection cycle, WORM

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459 Integrating Life Cycle Uncertainties for Evaluating a Building Overall Cost

Authors: M. Arja, G. Sauce, B. Souyri

Abstract:

Overall cost is a significant consideration in any decision-making process. Although many studies were carried out on overall cost in construction, little has treated the uncertainties of real life cycle development. On the basis of several case studies, a feedback process was performed on the historical data of studied buildings. This process enabled to identify some factors causing uncertainty during the operational period. As a result, the research proposes a new method for assessing the overall cost during a part of the building-s life cycle taking account of the building actual value, its end-of-life value and the influence of the identified life cycle uncertainty factors. The findings are a step towards a higher level of reliability in overall cost evaluation taking account of some usually unexpected uncertainty factors.

Keywords: Asset management, building life cycle uncertainty, building value, overall cost.

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458 Accurate Visualization of Graphs of Functions of Two Real Variables

Authors: Zeitoun D. G., Thierry Dana-Picard

Abstract:

The study of a real function of two real variables can be supported by visualization using a Computer Algebra System (CAS). One type of constraints of the system is due to the algorithms implemented, yielding continuous approximations of the given function by interpolation. This often masks discontinuities of the function and can provide strange plots, not compatible with the mathematics. In recent years, point based geometry has gained increasing attention as an alternative surface representation, both for efficient rendering and for flexible geometry processing of complex surfaces. In this paper we present different artifacts created by mesh surfaces near discontinuities and propose a point based method that controls and reduces these artifacts. A least squares penalty method for an automatic generation of the mesh that controls the behavior of the chosen function is presented. The special feature of this method is the ability to improve the accuracy of the surface visualization near a set of interior points where the function may be discontinuous. The present method is formulated as a minimax problem and the non uniform mesh is generated using an iterative algorithm. Results show that for large poorly conditioned matrices, the new algorithm gives more accurate results than the classical preconditioned conjugate algorithm.

Keywords: Function singularities, mesh generation, point allocation, visualization, collocation least squares method, Augmented Lagrangian method, Uzawa's Algorithm, Preconditioned Conjugate Gradien

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457 Deep Reinforcement Learning Approach for Trading Automation in the Stock Market

Authors: Taylan Kabbani, Ekrem Duman

Abstract:

Deep Reinforcement Learning (DRL) algorithms can scale to previously intractable problems. The automation of profit generation in the stock market is possible using DRL, by combining  the financial assets price ”prediction” step and the ”allocation” step of the portfolio in one unified process to produce fully autonomous systems capable of interacting with its environment to make optimal decisions through trial and error. This work represents a DRL model to generate profitable trades in the stock market, effectively overcoming the limitations of supervised learning approaches. We formulate the trading problem as a Partially observed Markov Decision Process (POMDP) model, considering the constraints imposed by the stock market, such as liquidity and transaction costs. We then solved the formulated POMDP problem using the Twin Delayed Deep Deterministic Policy Gradient (TD3) algorithm and achieved a 2.68 Sharpe ratio on the test dataset. From the point of view of stock market forecasting and the intelligent decision-making mechanism, this paper demonstrates the superiority of DRL in financial markets over other types of machine learning and proves its credibility and advantages of strategic decision-making.

Keywords: Autonomous agent, deep reinforcement learning, MDP, sentiment analysis, stock market, technical indicators, twin delayed deep deterministic policy gradient.

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456 A Comprehensive and Integrated Framework for Formal Specification of Concurrent Systems

Authors: Sara Sharifi Rad, Hassan Haghighi

Abstract:

Due to important issues, such as deadlock, starvation, communication, non-deterministic behavior and synchronization, concurrent systems are very complex, sensitive, and error-prone. Thus ensuring reliability and accuracy of these systems is very essential. Therefore, there has been a big interest in the formal specification of concurrent programs in recent years. Nevertheless, some features of concurrent systems, such as dynamic process creation, scheduling and starvation have not been specified formally yet. Also, some other features have been specified partially and/or have been described using a combination of several different formalisms and methods whose integration needs too much effort. In other words, a comprehensive and integrated specification that could cover all aspects of concurrent systems has not been provided yet. Thus, this paper makes two major contributions: firstly, it provides a comprehensive formal framework to specify all well-known features of concurrent systems. Secondly, it provides an integrated specification of these features by using just a single formal notation, i.e., the Z language.

Keywords: Concurrent systems, Formal methods, Formal specification, Z language

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