Search results for: Dynamic Models
3681 An Improved Variable Tolerance RSM with a Proportion Threshold
Authors: Chen Wu, Youquan Xu, Dandan Li, Ronghua Yang, Lijuan Wang
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In rough set models, tolerance relation, similarity relation and limited tolerance relation solve different situation problems for incomplete information systems in which there exists a phenomenon of missing value. If two objects have the same few known attributes and more unknown attributes, they cannot distinguish them well. In order to solve this problem, we presented two improved limited and variable precision rough set models. One is symmetric, the other one is non-symmetric. They all use more stringent condition to separate two small probability equivalent objects into different classes. The two models are needed to engage further study in detail. In the present paper, we newly form object classes with a different respect comparing to the first suggested model. We overcome disadvantages of non-symmetry regarding to the second suggested model. We discuss relationships between or among several models and also make rule generation. The obtained results by applying the second model are more accurate and reasonable.Keywords: Incomplete information system, rough set, symmetry, variable precision.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8873680 Bridging the Gap between Different Interfaces for Business Process Modeling
Authors: Katalina Grigorova, Kaloyan Mironov
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The paper focuses on the benefits of business process modeling. Although this discipline is developing for many years, there is still necessity of creating new opportunities to meet the ever increasing users’ needs. Because one of these needs is related to the conversion of business process models from one standard to another, the authors have developed a converter between BPMN and EPC standards using workflow patterns as intermediate tool. Nowadays there are too many systems for business process modeling. The variety of output formats is almost the same as the systems themselves. This diversity additionally hampers the conversion of the models. The presented study is aimed at discussing problems due to differences in the output formats of various modeling environments.Keywords: Business process modeling, business process modeling standards, workflow patterns, converting models.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16693679 Analysis of S.P.O Techniques for Prediction of Dynamic Behavior of the Plate
Authors: Byung-kyoo Jung, Weui-bong Jeong
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In most cases, it is considerably difficult to directly measure structural vibration with a lot of sensors because of complex geometry, time and equipment cost. For this reason, this paper deals with the problem of locating sensors on a plate model by four advanced sensor placement optimization (S.P.O) techniques. It also suggests the evaluation index representing the characteristic of orthogonal between each of natural modes. The index value provides the assistance to selecting of proper S.P.O technique and optimal positions for monitoring of dynamic systems without the experiment.Keywords: Genetic algorithm, Modal assurance criterion, Sensor placement optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16793678 GODYS-PC: a Software Package for Modeling,Simulating and Analyzing Dynamic Systems
Authors: Jacek Kuraś, Jacek Lembas, Marek Skomorowski
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In this paper, we introduce GODYS-PC software package for modeling, simulating and analyzing dynamic systems. To illustrate the use of GODYS-PC we present a few examples which concern modeling and simulating of engineering systems. In order to compare GODYS-PC with widely used in academia and industry Simulink®, the same examples are provided both in GODYS-PC and Simulink®.Keywords: Modeling, simulating and analyzing dynamicsystems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14793677 Automatic Generation of Ontology from Data Source Directed by Meta Models
Authors: Widad Jakjoud, Mohamed Bahaj, Jamal Bakkas
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Through this paper we present a method for automatic generation of ontological model from any data source using Model Driven Architecture (MDA), this generation is dedicated to the cooperation of the knowledge engineering and software engineering. Indeed, reverse engineering of a data source generates a software model (schema of data) that will undergo transformations to generate the ontological model. This method uses the meta-models to validate software and ontological models.
Keywords: Meta model, model, ontology, data source.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19983676 Signature Recognition Using Conjugate Gradient Neural Networks
Authors: Jamal Fathi Abu Hasna
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There are two common methodologies to verify signatures: the functional approach and the parametric approach. This paper presents a new approach for dynamic handwritten signature verification (HSV) using the Neural Network with verification by the Conjugate Gradient Neural Network (NN). It is yet another avenue in the approach to HSV that is found to produce excellent results when compared with other methods of dynamic. Experimental results show the system is insensitive to the order of base-classifiers and gets a high verification ratio.Keywords: Signature Verification, MATLAB Software, Conjugate Gradient, Segmentation, Skilled Forgery, and Genuine.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16393675 Predictions and Comparisons of Thermohydrodynamic State for Single and Three Pads Gas Foil Bearings Operating at Steady-State Based on Multi-Physics Coupling Computer-Aided Engineering Simulations
Authors: Tai Yuan Yu, Pei-Jen Wang
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Oil-free turbomachinery is considered one of the critical technologies for future green power generation systems as rotor machinery systems. Oil-free technology allows clean, compact, and maintenance-free working, and gas foil bearings (GFBs) are important for the technology. Since the first applications in the auxiliary power units and air cycle machines in the 1970s, obvious improvement has been created to the computational models for dynamic rotor behavior. However, many technical issues are still poorly understood or remain unsolved, and some of those are thermal management and the pattern of how pressure will be distributed in bearing clearance. This paper presents a three-dimensional (3D) fluid-structure interaction model of single pad foil bearings and three pad foil bearings to predict bearing working behavior that researchers could compare characteristics of those. The coupling analysis model involves dynamic working characteristics applied to all the gas film and mechanical structures. Therefore, the elastic deformation of foil structure and the hydrodynamic pressure of gas film can both be calculated by a finite element method program. As a result, the temperature distribution pattern could also be iteratively solved by coupling analysis. In conclusion, the working fluid state in a gas film of various pad forms of bearings working characteristic at constant rotational speed for both can be solved for comparisons with the experimental results.
Keywords: Fluid structure interaction multi-physics simulations, gas foil bearing, oil-free, transient thermohydrodynamic.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4623674 High Dynamic Range Resampling for Software Radio
Authors: Arthur David Snider, Laiq Azam
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The classic problem of recovering arbitrary values of a band-limited signal from its samples has an added complication in software radio applications; namely, the resampling calculations inevitably fold aliases of the analog signal back into the original bandwidth. The phenomenon is quantified by the spur-free dynamic range. We demonstrate how a novel application of the Remez (Parks- McClellan) algorithm permits optimal signal recovery and SFDR, far surpassing state-of-the-art resamplers.Keywords: Sampling methods, Signal sampling, Digital radio, Digital-analog conversion.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14083673 A Simplified Model for Mechanical Loads under Angular Misalignment and Unbalance
Authors: Úrsula B. Ferraz, Paulo F. Seixas, Webber E. Aguiar
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This paper presents a dynamic model for mechanical loads of an electric drive, including angular misalignment and including load unbalance. The misalignment model represents the effects of the universal joint between the motor and the mechanical load. Simulation results are presented for an induction motor driving a mechanical load with angular misalignment for both flexible and rigid coupling. The models presented are very useful in the study of mechanical fault detection in induction motors, using mechanical and electrical signals already available in a drive system, such as speed, torque and stator currents.
Keywords: Angular misalignment, fault modeling, unbalance, universal joint.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27233672 Application of Neuro-Fuzzy Dynamic Programming to Improve the Reactive Power and Voltage Profile of a Distribution Substation
Authors: M. Tarafdar Haque, S. Najafi
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Improving the reactive power and voltage profile of a distribution substation is investigated in this paper. The purpose is to properly determination of the shunt capacitors on/off status and suitable tap changer (TC) position of a substation transformer. In addition, the limitation of secondary bus voltage, the maximum allowable number of switching operation in a day for on load tap changer and on/off status of capacitors are taken into account. To achieve these goals, an artificial neural network (ANN) is designed to provide preliminary scheduling. Input of ANN is active and reactive powers of transformer and its primary and secondary bus voltages. The output of ANN is capacitors on/off status and TC position. The preliminary schedule is further refined by fuzzy dynamic programming in order to reach the final schedule. The operation of proposed method in Q/V improving is compared with the results obtained by operator operation in a distribution substation.Keywords: Neuro-fuzzy, Dynamic programming, Reactive power, Voltage profile.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16303671 Robust Control of a Parallel 3-RRR Robotic Manipulator via μ-Synthesis Method
Authors: A. Abbasi Moshaii, M. Soltan Rezaee, M. Mohammadi Moghaddam
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Control of some mechanisms is hard because of their complex dynamic equations. If part of the complexity is resulting from uncertainties, an efficient way for solving that is robust control. By this way, the control procedure could be simple and fast and finally, a simple controller can be designed. One kind of these mechanisms is 3-RRR which is a parallel mechanism and has three revolute joints. This paper aims to robust control a 3-RRR planner mechanism and it presents that this could be used for other mechanisms. So, a significant problem in mechanisms control could be solved. The relevant diagrams are drawn and they show the correctness of control process.Keywords: 3-RRR, dynamic equations, mechanisms control, structural uncertainty.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22873670 Effect of Density on the Shear Modulus and Damping Ratio of Saturated Sand in Small Strain
Authors: M. Kakavand, S. A. Naeini
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Dynamic properties of soil in small strains, especially for geotechnical engineers, are important for describing the behavior of soil and estimation of the earth structure deformations and structures, especially significant structures. This paper presents the effect of density on the shear modulus and damping ratio of saturated clean sand at various isotropic confining pressures. For this purpose, the specimens were compared with two different relative densities, loose Dr = 30% and dense Dr = 70%. Dynamic parameters were attained from a series of consolidated undrained fixed – free type torsional resonant column tests in small strain. Sand No. 161 is selected for this paper. The experiments show that by increasing sand density and confining pressure, the shear modulus increases and the damping ratio decreases.
Keywords: Dynamic properties, shear modulus, damping ratio, clean sand, density, confining pressure, resonant column/torsional simple shear.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8883669 Validating Condition-Based Maintenance Algorithms Through Simulation
Authors: Marcel Chevalier, Léo Dupont, Sylvain Marié, Frédérique Roffet, Elena Stolyarova, William Templier, Costin Vasile
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Industrial end users are currently facing an increasing need to reduce the risk of unexpected failures and optimize their maintenance. This calls for both short-term analysis and long-term ageing anticipation. At Schneider Electric, we tackle those two issues using both Machine Learning and First Principles models. Machine learning models are incrementally trained from normal data to predict expected values and detect statistically significant short-term deviations. Ageing models are constructed from breaking down physical systems into sub-assemblies, then determining relevant degradation modes and associating each one to the right kinetic law. Validating such anomaly detection and maintenance models is challenging, both because actual incident and ageing data are rare and distorted by human interventions, and incremental learning depends on human feedback. To overcome these difficulties, we propose to simulate physics, systems and humans – including asset maintenance operations – in order to validate the overall approaches in accelerated time and possibly choose between algorithmic alternatives.
Keywords: Degradation models, ageing, anomaly detection, soft sensor, incremental learning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3323668 Neuro-fuzzy Model and Regression Model a Comparison Study of MRR in Electrical Discharge Machining of D2 Tool Steel
Authors: M. K. Pradhan, C. K. Biswas,
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In the current research, neuro-fuzzy model and regression model was developed to predict Material Removal Rate in Electrical Discharge Machining process for AISI D2 tool steel with copper electrode. Extensive experiments were conducted with various levels of discharge current, pulse duration and duty cycle. The experimental data are split into two sets, one for training and the other for validation of the model. The training data were used to develop the above models and the test data, which was not used earlier to develop these models were used for validation the models. Subsequently, the models are compared. It was found that the predicted and experimental results were in good agreement and the coefficients of correlation were found to be 0.999 and 0.974 for neuro fuzzy and regression model respectively
Keywords: Electrical discharge machining, material removal rate, neuro-fuzzy model, regression model, mountain clustering.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13903667 A new Heuristic Algorithm for the Dynamic Facility Layout Problem with Budget Constraint
Authors: Parham Azimi, Hamid Reza Charmchi
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In this research, we have developed a new efficient heuristic algorithm for the dynamic facility layout problem with budget constraint (DFLPB). This heuristic algorithm combines two mathematical programming methods such as discrete event simulation and linear integer programming (IP) to obtain a near optimum solution. In the proposed algorithm, the non-linear model of the DFLP has been changed to a pure integer programming (PIP) model. Then, the optimal solution of the PIP model has been used in a simulation model that has been designed in a similar manner as the DFLP for determining the probability of assigning a facility to a location. After a sufficient number of runs, the simulation model obtains near optimum solutions. Finally, to verify the performance of the algorithm, several test problems have been solved. The results show that the proposed algorithm is more efficient in terms of speed and accuracy than other heuristic algorithms presented in previous works found in the literature.Keywords: Budget constraint, Dynamic facility layout problem, Integer programming, Simulation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19683666 Multi-Scale Damage and Mechanical Behavior of Sheet Molding Compound Composites Subjected to Fatigue, Dynamic, and Post-Fatigue Dynamic Loadings
Authors: M. Shirinbayan, J. Fitoussi, N. Abbasnezhad, A. Lucas, A. Tcharkhtchi
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Sheet Molding Compounds (SMCs) with special microstructures are very attractive to use in automobile structures especially when they are accidentally subjected to collision type accidents because of their high energy absorption capacity. These are materials designated as standard SMC, Advanced Sheet Molding Compounds (A-SMC), Low-Density SMC (LD-SMC) and etc. In this study, testing methods have been performed to compare the mechanical responses and damage phenomena of SMC, LD-SMC, and A-SMC under quasi-static and high strain rate tensile tests. The paper also aims at investigating the effect of an initial pre-damage induced by fatigue on the tensile dynamic behavior of A-SMC. In the case of SMCs and A-SMCs, whatever the fibers orientation and applied strain rate are, the first observed phenomenon of damage corresponds to decohesion of the fiber-matrix interface which is followed by coalescence and multiplication of these micro-cracks and their propagations. For LD-SMCs, damage mechanisms depend on the presence of Hollow Glass Microspheres (HGM) and fibers orientation.
Keywords: SMC, LD-SMC, A-SMC, HGM, damage.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7213665 Enhancing Multi-Frame Images Using Self-Delaying Dynamic Networks
Authors: Lewis E. Hibell, Honghai Liu, David J. Brown
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This paper presents the use of a newly created network structure known as a Self-Delaying Dynamic Network (SDN) to create a high resolution image from a set of time stepped input frames. These SDNs are non-recurrent temporal neural networks which can process time sampled data. SDNs can store input data for a lifecycle and feature dynamic logic based connections between layers. Several low resolution images and one high resolution image of a scene were presented to the SDN during training by a Genetic Algorithm. The SDN was trained to process the input frames in order to recreate the high resolution image. The trained SDN was then used to enhance a number of unseen noisy image sets. The quality of high resolution images produced by the SDN is compared to that of high resolution images generated using Bi-Cubic interpolation. The SDN produced images are superior in several ways to the images produced using Bi-Cubic interpolation.Keywords: Image Enhancement, Neural Networks, Multi-Frame.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11973664 4D Modelling of Low Visibility Underwater Archaeological Excavations Using Multi-Source Photogrammetry in the Bulgarian Black Sea
Authors: Rodrigo Pacheco-Ruiz, Jonathan Adams, Felix Pedrotti
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This paper introduces the applicability of underwater photogrammetric survey within challenging conditions as the main tool to enhance and enrich the process of documenting archaeological excavation through the creation of 4D models. Photogrammetry was being attempted on underwater archaeological sites at least as early as the 1970s’ and today the production of traditional 3D models is becoming a common practice within the discipline. Photogrammetry underwater is more often implemented to record exposed underwater archaeological remains and less so as a dynamic interpretative tool. Therefore, it tends to be applied in bright environments and when underwater visibility is > 1m, reducing its implementation on most submerged archaeological sites in more turbid conditions. Recent years have seen significant development of better digital photographic sensors and the improvement of optical technology, ideal for darker environments. Such developments, in tandem with powerful processing computing systems, have allowed underwater photogrammetry to be used by this research as a standard recording and interpretative tool. Using multi-source photogrammetry (5, GoPro5 Hero Black cameras) this paper presents the accumulation of daily (4D) underwater surveys carried out in the Early Bronze Age (3,300 BC) to Late Ottoman (17th Century AD) archaeological site of Ropotamo in the Bulgarian Black Sea under challenging conditions (< 0.5m visibility). It proves that underwater photogrammetry can and should be used as one of the main recording methods even in low light and poor underwater conditions as a way to better understand the complexity of the underwater archaeological record.Keywords: 4D modelling, Black Sea, maritime archaeology, underwater photogrammetry, Bronze Age, low visibility.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15413663 Application of Transform Fourier for Dynamic Control of Structures with Global Positioning System
Authors: J. M. de Luis Ruiz, P. M. Sierra García, R. P. García, R. P. Álvarez, F. P. García, E. C. López
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Given the evolution of viaducts, structural health monitoring requires more complex techniques to define their state. two alternatives can be distinguished: experimental and operational modal analysis. Although accelerometers or Global Positioning System (GPS) have been applied for the monitoring of structures under exploitation, the dynamic monitoring during the stage of construction is not common. This research analyzes whether GPS data can be applied to certain dynamic geometric controls of evolving structures. The fundamentals of this work were applied to the New Bridge of Cádiz (Spain), a worldwide milestone in bridge building. GPS data were recorded with an interval of 1 second during the erection of segments and turned to the frequency domain with Fourier transform. The vibration period and amplitude were contrasted with those provided by the finite element model, with differences of less than 10%, which is admissible. This process provides a vibration record of the structure with GPS, avoiding specific equipment.
Keywords: Fourier transform, global position system, operational modal analysis, structural health monitoring.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9353662 Empirical Roughness Progression Models of Heavy Duty Rural Pavements
Authors: Nahla H. Alaswadko, Rayya A. Hassan, Bayar N. Mohammed
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Empirical deterministic models have been developed to predict roughness progression of heavy duty spray sealed pavements for a dataset representing rural arterial roads. The dataset provides a good representation of the relevant network and covers a wide range of operating and environmental conditions. A sample with a large size of historical time series data for many pavement sections has been collected and prepared for use in multilevel regression analysis. The modelling parameters include road roughness as performance parameter and traffic loading, time, initial pavement strength, reactivity level of subgrade soil, climate condition, and condition of drainage system as predictor parameters. The purpose of this paper is to report the approaches adopted for models development and validation. The study presents multilevel models that can account for the correlation among time series data of the same section and to capture the effect of unobserved variables. Study results show that the models fit the data very well. The contribution and significance of relevant influencing factors in predicting roughness progression are presented and explained. The paper concludes that the analysis approach used for developing the models confirmed their accuracy and reliability by well-fitting to the validation data.
Keywords: Roughness progression, empirical model, pavement performance, heavy duty pavement.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8043661 An Analytical Study of Small Unmanned Arial Vehicle Dynamic Stability Characteristics
Authors: Abdelhakam A. Noreldien, Sakhr B. Abudarag, Muslim S. Eltoum, Salih O. Osman
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This paper presents an analytical study of Small Unmanned Aerial Vehicle (SUAV) dynamic stability derivatives. Simulating SUAV dynamics and analyzing its behavior at the earliest design stages is too important and more efficient design aspect. The approach suggested in this paper is using the wind tunnel experiment to collect the aerodynamic data and get the dynamic stability derivatives. AutoCAD Software was used to draw the case study (wildlife surveillance SUAV). The SUAV is scaled down to be 0.25% of the real SUAV dimensions and converted to a wind tunnel model. The model was tested in three different speeds for three different attitudes which are; pitch, roll and yaw. The wind tunnel results were then used to determine the case study stability derivative values, and hence it used to calculate the roots of the characteristic equation for both longitudinal and lateral motions. Finally, the characteristic equation roots were found and discussed in all possible cases.
Keywords: Model, simulating, SUAV, wind tunnel.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16163660 Hardware Description Language Design of Σ-Δ Fractional-N Phase-Locked Loop for Wireless Applications
Authors: Ahmed El Oualkadi, Abdellah Ait Ouahman
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This paper discusses a systematic design of a Σ-Δ fractional-N Phase-Locked Loop based on HDL behavioral modeling. The proposed design consists in describing the mixed behavior of this PLL architecture starting from the specifications of each building block. The HDL models of critical PLL blocks have been described in VHDL-AMS to predict the different specifications of the PLL. The effect of different noise sources has been efficiently introduced to study the PLL system performances. The obtained results are compared with transistor-level simulations to validate the effectiveness of the proposed models for wireless applications in the frequency range around 2.45 GHz.
Keywords: Phase-locked loop, frequency synthesizer, fractional-N PLL, Σ-Δ modulator, HDL models
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 37783659 Improving Location Management in Mobile IPv4 Networks
Authors: Haidar Safa, Hassan Artail, Ahmad Mehio, Hicham Zahr, Ziad Matragi
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The Mobile IP Standard has been developed to support mobility over the Internet. This standard contains several drawbacks as in the cases where packets are routed via sub-optimal paths and significant amount of signaling messages is generated due to the home registration procedure which keeps the network aware of the current location of the mobile nodes. Recently, a dynamic hierarchical mobility management strategy for mobile IP networks (DHMIP) has been proposed to reduce home registrations costs. However, this strategy induces a packet delivery delay and increases the risk of packet loss. In this paper, we propose an enhanced version of the dynamic hierarchical strategy that reduces the packet delivery delay and minimizes the risk of packet loss. Preliminary results obtained from simulations are promising. They show that the enhanced version outperforms the original dynamic hierarchical mobility management strategy version.
Keywords: Location management, Mobile IP (MIP), Home Agent, Foreign Agent.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14493658 Wind Power Forecast Error Simulation Model
Authors: Josip Vasilj, Petar Sarajcev, Damir Jakus
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One of the major difficulties introduced with wind power penetration is the inherent uncertainty in production originating from uncertain wind conditions. This uncertainty impacts many different aspects of power system operation, especially the balancing power requirements. For this reason, in power system development planing, it is necessary to evaluate the potential uncertainty in future wind power generation. For this purpose, simulation models are required, reproducing the performance of wind power forecasts. This paper presents a wind power forecast error simulation models which are based on the stochastic process simulation. Proposed models capture the most important statistical parameters recognized in wind power forecast error time series. Furthermore, two distinct models are presented based on data availability. First model uses wind speed measurements on potential or existing wind power plant locations, while the seconds model uses statistical distribution of wind speeds.
Keywords: Wind power, Uncertainty, Stochastic process, Monte Carlo simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 39293657 Study of a BVAR(p) Process Applied to U.S. Commodity Market Data
Authors: Jan Sindelar
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The paper presents an applied study of a multivariate AR(p) process fitted to daily data from U.S. commodity futures markets with the use of Bayesian statistics. In the first part a detailed description of the methods used is given. In the second part two BVAR models are chosen one with assumption of lognormal, the second with normal distribution of prices conditioned on the parameters. For a comparison two simple benchmark models are chosen that are commonly used in todays Financial Mathematics. The article compares the quality of predictions of all the models, tries to find an adequate rate of forgetting of information and questions the validity of Efficient Market Hypothesis in the semi-strong form.
Keywords: Vector auto-regression, forecasting, financial, Bayesian, efficient markets.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11993656 A System Dynamic Based DSS for Ecological Urban Management in Alexandria, Egypt
Authors: Mona M. Salem, Khaled S. Al-Hagla, Hany M. Ayad
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The concept of urban metabolism has increasingly been employed in a diverse range of disciplines as a mean to analyze and theorize the city. Urban ecology has a particular focus on the implications of applying the metabolism concept to the urban realm. This approach has been developed by a few researchers, though it has rarely if ever been used in policy development for city planning. The aim of this research is to use ecologically informed urban planning interventions to increase the sustainability of urban metabolism; with special focus on land stock as a most important city resource by developing a system dynamic based DSS. This model identifies two critical management strategy variables for the Strategic Urban Plan Alexandria SUP 2032. As a result, this comprehensive and precise quantitative approach is needed to monitor, measure, evaluate and observe dynamic urban changes working as a decision support system (DSS) for policy making.
Keywords: Alexandria SUP 2032, DSS, ecology, land resource, LULCC, management, metabolism, model, scenarios, System dynamics, urban development.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11983655 Effect of Turbulence Models on Simulated Iced Aircraft Airfoil
Authors: Muhammad Afzal, Cao Yihua, Zhao Ming
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The present work describes a computational study of aerodynamic characteristics of GLC305 airfoil clean and with 16.7 min ice shape (rime 212) and 22.5 min ice shape (glaze 944).The performance of turbulence models SA, Kε, Kω Std, and Kω SST model are observed against experimental flow fields at different Mach numbers 0.12, 0.21, 0.28 in a range of Reynolds numbers 3x106, 6x106, and 10.5x106 on clean and iced aircraft airfoil GLC305. Numerical predictions include lift, drag and pitching moment coefficients at different Mach numbers and at different angle of attacks were done. Accuracy of solutions with respect to the effects of turbulence models, variation of Mach number, initial conditions, grid resolution and grid spacing near the wall made the study much sensitive. Navier Stokes equation based computational technique is used. Results are very close to the experimental results. It has seen that SA and SST models are more efficient than Kε and Kω standard in under study problem.Keywords: Aerodynamics, Airfoil GLC305, Iced Airfoil, Turbulence Model
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24693654 Proposal of Additional Fuzzy Membership Functions in Smoothing Transition Autoregressive Models
Authors: Ε. Giovanis
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In this paper we present, propose and examine additional membership functions for the Smoothing Transition Autoregressive (STAR) models. More specifically, we present the tangent hyperbolic, Gaussian and Generalized bell functions. Because Smoothing Transition Autoregressive (STAR) models follow fuzzy logic approach, more fuzzy membership functions should be tested. Furthermore, fuzzy rules can be incorporated or other training or computational methods can be applied as the error backpropagation or genetic algorithm instead to nonlinear squares. We examine two macroeconomic variables of US economy, the inflation rate and the 6-monthly treasury bills interest rates.Keywords: Forecast , Fuzzy membership functions, Smoothingtransition, Time-series
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15283653 Optimization by Means of Genetic Algorithm of the Equivalent Electrical Circuit Model of Different Order for Li-ion Battery Pack
Authors: V. Pizarro-Carmona, S. Castano-Solis, M. Cortés-Carmona, J. Fraile-Ardanuy, D. Jimenez-Bermejo
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The purpose of this article is to optimize the Equivalent Electric Circuit Model (EECM) of different orders to obtain greater precision in the modeling of Li-ion battery packs. Optimization includes considering circuits based on 1RC, 2RC and 3RC networks, with a dependent voltage source and a series resistor. The parameters are obtained experimentally using tests in the time domain and in the frequency domain. Due to the high non-linearity of the behavior of the battery pack, Genetic Algorithm (GA) was used to solve and optimize the parameters of each EECM considered (1RC, 2RC and 3RC). The objective of the estimation is to minimize the mean square error between the measured impedance in the real battery pack and those generated by the simulation of different proposed circuit models. The results have been verified by comparing the Nyquist graphs of the estimation of the complex impedance of the pack. As a result of the optimization, the 2RC and 3RC circuit alternatives are considered as viable to represent the battery behavior. These battery pack models are experimentally validated using a hardware-in-the-loop (HIL) simulation platform that reproduces the well-known New York City cycle (NYCC) and Federal Test Procedure (FTP) driving cycles for electric vehicles. The results show that using GA optimization allows obtaining EECs with 2RC or 3RC networks, with high precision to represent the dynamic behavior of a battery pack in vehicular applications.
Keywords: Li-ion battery packs modeling optimized, EECM, GA, electric vehicle applications.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5453652 Dynamic Safety-Stock Calculation
Authors: Julian Becker, Wiebke Hartmann, Sebastian Bertsch, Johannes Nywlt, Matthias Schmidt
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In order to ensure a high service level industrial enterprises have to maintain safety-stock that directly influences the economic efficiency at the same time. This paper analyses established mathematical methods to calculate safety-stock. Therefore, the performance measured in stock and service level is appraised and the limits of several methods are depicted. Afterwards, a new dynamic approach is presented to gain an extensive method to calculate safety-stock that also takes the knowledge of future volatility into account.
Keywords: Inventory dimensioning, material requirement planning, safety-stock calculation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6878