Search results for: predictive distribution
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2133

Search results for: predictive distribution

2103 Space Vector PWM and Model Predictive Control for Voltage Source Inverter Control

Authors: Irtaza M. Syed, Kaamran Raahemifar

Abstract:

In this paper, we present a comparative assessment of Space Vector Pulse Width Modulation (SVPWM) and Model Predictive Control (MPC) for two-level three phase (2L-3P) Voltage Source Inverter (VSI). VSI with associated system is subjected to both control techniques and the results are compared. Matlab/Simulink was used to model, simulate and validate the control schemes. Findings of this study show that MPC is superior to SVPWM in terms of total harmonic distortion (THD) and implementation.

Keywords: Model Predictive Control, Space Vector Pulse Width Modulation, Voltage Source Inverter.

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2102 Evaluation of Environmental, Technical, and Economic Indicators of a Fused Deposition Modeling Process

Authors: M. Yosofi, S. Ezeddini, A. Ollivier, V. Lavaste, C. Mayousse

Abstract:

Additive manufacturing processes have changed significantly in a wide range of industries and their application progressed from rapid prototyping to production of end-use products. However, their environmental impact is still a rather open question. In order to support the growth of this technology in the industrial sector, environmental aspects should be considered and predictive models may help monitor and reduce the environmental footprint of the processes. This work presents predictive models based on a previously developed methodology for the environmental impact evaluation combined with a technical and economical assessment. Here we applied the methodology to the Fused Deposition Modeling process. First, we present the predictive models relative to different types of machines. Then, we present a decision-making tool designed to identify the optimum manufacturing strategy regarding technical, economic, and environmental criteria.

Keywords: Additive manufacturing, decision-makings, environmental impact, predictive models.

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2101 Model Predictive 2DOF PID Slip Suppression Control of Electric Vehicle under Braking

Authors: Tohru Kawabe

Abstract:

In this paper, a 2DOF (two degrees of freedom) PID (Proportional-Integral-Derivative) controller based on MPC (Model predictive control) algorithm fo slip suppression of EV (Electric Vehicle) under braking is proposed. The proposed method aims to improve the safety and the stability of EVs under braking by controlling the wheel slip ration. There also include numerical simulation results to demonstrate the effectiveness of the method.

Keywords: Model predictive control, PID controller, Two degrees of freedom, Electric Vehicle, Slip suppression.

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2100 Model Predictive Control of Turbocharged Diesel Engine with Exhaust Gas Recirculation

Authors: U. Yavas, M. Gokasan

Abstract:

Control of diesel engine’s air path has drawn a lot of attention due to its multi input-multi output, closed coupled, non-linear relation. Today, precise control of amount of air to be combusted is a must in order to meet with tight emission limits and performance targets. In this study, passenger car size diesel engine is modeled by AVL Boost RT, and then simulated with standard, industry level PID controllers. Finally, linear model predictive control is designed and simulated. This study shows the importance of modeling and control of diesel engines with flexible algorithm development in computer based systems.

Keywords: Predictive control, engine control, engine modeling, PID control, feedforward compensation.

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2099 A Posterior Predictive Model-Based Control Chart for Monitoring Healthcare

Authors: Yi-Fan Lin, Peter P. Howley, Frank A. Tuyl

Abstract:

Quality measurement and reporting systems are used in healthcare internationally. In Australia, the Australian Council on Healthcare Standards records and reports hundreds of clinical indicators (CIs) nationally across the healthcare system. These CIs are measures of performance in the clinical setting, and are used as a screening tool to help assess whether a standard of care is being met. Existing analysis and reporting of these CIs incorporate Bayesian methods to address sampling variation; however, such assessments are retrospective in nature, reporting upon the previous six or twelve months of data. The use of Bayesian methods within statistical process control for monitoring systems is an important pursuit to support more timely decision-making. Our research has developed and assessed a new graphical monitoring tool, similar to a control chart, based on the beta-binomial posterior predictive (BBPP) distribution to facilitate the real-time assessment of health care organizational performance via CIs. The BBPP charts have been compared with the traditional Bernoulli CUSUM (BC) chart by simulation. The more traditional “central” and “highest posterior density” (HPD) interval approaches were each considered to define the limits, and the multiple charts were compared via in-control and out-of-control average run lengths (ARLs), assuming that the parameter representing the underlying CI rate (proportion of cases with an event of interest) required estimation. Preliminary results have identified that the BBPP chart with HPD-based control limits provides better out-of-control run length performance than the central interval-based and BC charts. Further, the BC chart’s performance may be improved by using Bayesian parameter estimation of the underlying CI rate.

Keywords: Average run length, Bernoulli CUSUM chart, beta binomial posterior predictive distribution, clinical indicator, health care organization, highest posterior density interval.

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2098 RBF Modelling and Optimization Control for Semi-Batch Reactors

Authors: Magdi M. Nabi, Ding-Li Yu

Abstract:

This paper presents a neural network based model predictive control (MPC) strategy to control a strongly exothermic reaction with complicated nonlinear kinetics given by Chylla-Haase polymerization reactor that requires a very precise temperature control to maintain product uniformity. In the benchmark scenario, the operation of the reactor must be guaranteed under various disturbing influences, e.g., changing ambient temperatures or impurity of the monomer. Such a process usually controlled by conventional cascade control, it provides a robust operation, but often lacks accuracy concerning the required strict temperature tolerances. The predictive control strategy based on the RBF neural model is applied to solve this problem to achieve set-point tracking of the reactor temperature against disturbances. The result shows that the RBF based model predictive control gives reliable result in the presence of some disturbances and keeps the reactor temperature within a tight tolerance range around the desired reaction temperature.

Keywords: Chylla-Haase reactor, RBF neural network modelling, model predictive control.

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2097 Loss Analysis by Loading Conditions of Distribution Transformers

Authors: A. Bozkurt, C. Kocatepe, R. Yumurtaci, İ. C. Tastan, G. Tulun

Abstract:

Efficient use of energy, the increase in demand of energy and also with the reduction of natural energy sources, has improved its importance in recent years. Most of the losses in the system from electricity produced until the point of consumption is mostly composed by the energy distribution system. In this study, analysis of the resulting loss in power distribution transformer and distribution power cable is realized which are most of the losses in the distribution system. Transformer losses in the real distribution system are analyzed by CYME Power Engineering Software program. These losses are disclosed for different voltage levels and different loading conditions.

Keywords: Distribution system, distribution transformer, power cable, technical losses.

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2096 Multinomial Dirichlet Gaussian Process Model for Classification of Multidimensional Data

Authors: Wanhyun Cho, Soonja Kang, Sangkyoon Kim, Soonyoung Park

Abstract:

We present probabilistic multinomial Dirichlet classification model for multidimensional data and Gaussian process priors. Here, we have considered efficient computational method that can be used to obtain the approximate posteriors for latent variables and parameters needed to define the multiclass Gaussian process classification model. We first investigated the process of inducing a posterior distribution for various parameters and latent function by using the variational Bayesian approximations and important sampling method, and next we derived a predictive distribution of latent function needed to classify new samples. The proposed model is applied to classify the synthetic multivariate dataset in order to verify the performance of our model. Experiment result shows that our model is more accurate than the other approximation methods.

Keywords: Multinomial dirichlet classification model, Gaussian process priors, variational Bayesian approximation, Importance sampling, approximate posterior distribution, Marginal likelihood evidence.

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2095 Human Action Recognition Using Variational Bayesian HMM with Dirichlet Process Mixture of Gaussian Wishart Emission Model

Authors: Wanhyun Cho, Soonja Kang, Sangkyoon Kim, Soonyoung Park

Abstract:

In this paper, we present the human action recognition method using the variational Bayesian HMM with the Dirichlet process mixture (DPM) of the Gaussian-Wishart emission model (GWEM). First, we define the Bayesian HMM based on the Dirichlet process, which allows an infinite number of Gaussian-Wishart components to support continuous emission observations. Second, we have considered an efficient variational Bayesian inference method that can be applied to drive the posterior distribution of hidden variables and model parameters for the proposed model based on training data. And then we have derived the predictive distribution that may be used to classify new action. Third, the paper proposes a process of extracting appropriate spatial-temporal feature vectors that can be used to recognize a wide range of human behaviors from input video image. Finally, we have conducted experiments that can evaluate the performance of the proposed method. The experimental results show that the method presented is more efficient with human action recognition than existing methods.

Keywords: Human action recognition, Bayesian HMM, Dirichlet process mixture model, Gaussian-Wishart emission model, Variational Bayesian inference, Prior distribution and approximate posterior distribution, KTH dataset.

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2094 Reliability Evaluation of Distribution System Considering Distributed Generation

Authors: Raju Kaduru, Narsaiah Srinivas Gondlala

Abstract:

This paper presents an analytical approach for evaluating distribution system reliability indices in the presence of distributed generation. Modeling distributed generation and evaluation of distribution system reliability indices using the frequency duration technique. Using model implements and case studies are discussed. Results showed that location of DG and its effect in distribution reliability indices. In this respect, impact of DG on distribution system is investigated using the IEEE Roy Billinton test system (RBTS2) included feeder 1. Therefore, it will help to the distribution system planners in the DG resource placement.

Keywords: Distributed Generation, DG Location, Distribution System, Reliability Indices.

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2093 Disturbance Observer-Based Predictive Functional Critical Control of a Table Drive System

Authors: Toshiyuki Satoh, Hiroki Hara, Naoki Saito, Jun-ya Nagase, Norihiko Saga

Abstract:

This paper addresses a control system design for a table drive system based on the disturbance observer (DOB)-based predictive functional critical control (PFCC). To empower the previously developed DOB-based PFC to handle constraints on controlled outputs, we propose to take a critical control approach. To this end, we derive the transfer function representation of the PFC controller and yield a detailed design procedure. The effectiveness of the proposed method is confirmed through an experimental evaluation.

Keywords: Critical control, disturbance observer, mechatronics, motion control, predictive functional control, table drive systems.

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2092 Generalized Predictive Control of Batch Polymerization Reactor

Authors: R. Khaniki, M.B. Menhaj, H. Eliasi

Abstract:

This paper describes the application of a model predictive controller to the problem of batch reactor temperature control. Although a great deal of work has been done to improve reactor throughput using batch sequence control, the control of the actual reactor temperature remains a difficult problem for many operators of these processes. Temperature control is important as many chemical reactions are sensitive to temperature for formation of desired products. This controller consist of two part (1) a nonlinear control method GLC (Global Linearizing Control) to create a linear model of system and (2) a Model predictive controller used to obtain optimal input control sequence. The temperature of reactor is tuned to track a predetermined temperature trajectory that applied to the batch reactor. To do so two input signals, electrical powers and the flow of coolant in the coil are used. Simulation results show that the proposed controller has a remarkable performance for tracking reference trajectory while at the same time it is robust against noise imposed to system output.

Keywords: Generalized Predictive Control (GPC), TemperatureControl, Global Linearizing Control (GLC), Batch Reactor.

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2091 Generalized Predictive Control of Batch Polymerization Reactor

Authors: R. Khaniki, M.B. Menhaj, H. Eliasi

Abstract:

This paper describes the application of a model predictive controller to the problem of batch reactor temperature control. Although a great deal of work has been done to improve reactor throughput using batch sequence control, the control of the actual reactor temperature remains a difficult problem for many operators of these processes. Temperature control is important as many chemical reactions are sensitive to temperature for formation of desired products. This controller consist of two part (1) a nonlinear control method GLC (Global Linearizing Control) to create a linear model of system and (2) a Model predictive controller used to obtain optimal input control sequence. The temperature of reactor is tuned to track a predetermined temperature trajectory that applied to the batch reactor. To do so two input signals, electrical powers and the flow of coolant in the coil are used. Simulation results show that the proposed controller has a remarkable performance for tracking reference trajectory while at the same time it is robust against noise imposed to system output.

Keywords: Generalized Predictive Control (GPC), TemperatureControl, Global Linearizing Control (GLC), Batch Reactor.

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2090 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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2089 A Machine Learning-based Analysis of Autism Prevalence Rates across US States against Multiple Potential Explanatory Variables

Authors: Ronit Chakraborty, Sugata Banerji

Abstract:

There has been a marked increase in the reported prevalence of Autism Spectrum Disorder (ASD) among children in the US over the past two decades. This research has analyzed the growth in state-level ASD prevalence against 45 different potentially explanatory factors including socio-economic, demographic, healthcare, public policy and political factors. The goal was to understand if these factors have adequate predictive power in modeling the differential growth in ASD prevalence across various states, and, if they do, which factors are the most influential. The key findings of this study include (1) there is a confirmation that the chosen feature set has considerable power in predicting the growth in ASD prevalence, (2) the most influential predictive factors are identified, (3) given the nature of the most influential predictive variables, an indication that a considerable portion of the reported ASD prevalence differentials across states could be attributable to over and under diagnosis, and (4) Florida is identified as a key outlier state pointing to a potential under-diagnosis of ASD.

Keywords: Autism Spectrum Disorder, ASD, clustering, Machine Learning, predictive modeling.

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2088 Exponentiated Transmuted Weibull Distribution A Generalization of the Weibull Distribution

Authors: Abd El Hady N. Ebraheim

Abstract:

This paper introduces a new generalization of the two parameter Weibull distribution. To this end, the quadratic rank transmutation map has been used. This new distribution is named exponentiated transmuted Weibull (ETW) distribution. The ETW distribution has the advantage of being capable of modeling various shapes of aging and failure criteria. Furthermore, eleven lifetime distributions such as the Weibull, exponentiated Weibull, Rayleigh and exponential distributions, among others follow as special cases. The properties of the new model are discussed and the maximum likelihood estimation is used to estimate the parameters. Explicit expressions are derived for the quantiles. The moments of the distribution are derived, and the order statistics are examined.

Keywords: Exponentiated, Inversion Method, Maximum Likelihood Estimation, Transmutation Map.

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2087 Control Technology for a Daily Load-following Operation in a Nuclear Power Plant

Authors: Keuk Jong Yu, Sang Hee Kang, Sung Chang You

Abstract:

In Korea, the technology of a load fo nuclear power plant has been being developed. automatic controller which is able to control temperature and axial power distribution was developed. identification algorithm and a model predictive contact former transforms the nuclear reactor status into numerically. And the latter uses them and ge manipulated values such as two kinds of control ro this automatic controller, the performance of a coperation was evaluated. As a result, the automatic generated model parameters of a nuclear react to nuclear reactor average temperature and axial power the desired targets during a daily load follow.

Keywords: axial power distribution, model reactor temperature, system identification

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2086 DFIG-Based Wind Turbine with Shunt Active Power Filter Controlled by Double Nonlinear Predictive Controller

Authors: Abderrahmane El Kachani, El Mahjoub Chakir, Anass Ait Laachir, Abdelhamid Niaaniaa, Jamal Zerouaoui, Tarik Jarou

Abstract:

This paper presents a wind turbine based on the doubly fed induction generator (DFIG) connected to the utility grid through a shunt active power filter (SAPF). The whole system is controlled by a double nonlinear predictive controller (DNPC). A Taylor series expansion is used to predict the outputs of the system. The control law is calculated by optimization of the cost function. The first nonlinear predictive controller (NPC) is designed to ensure the high performance tracking of the rotor speed and regulate the rotor current of the DFIG, while the second one is designed to control the SAPF in order to compensate the harmonic produces by the three-phase diode bridge supplied by a passive circuit (rd, Ld). As a result, we obtain sinusoidal waveforms of the stator voltage and stator current. The proposed nonlinear predictive controllers (NPCs) are validated via simulation on a 1.5 MW DFIG-based wind turbine connected to an SAPF. The results obtained appear to be satisfactory and promising.

Keywords: Wind power, doubly fed induction generator, shunt active power filter, double nonlinear predictive controller.

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2085 Reductive Control in the Management of Redundant Actuation

Authors: Mkhinini Maher, Knani Jilani

Abstract:

We present in this work the performances of a mobile omnidirectional robot through evaluating its management of the redundancy of actuation. Thus we come to the predictive control implemented.

The distribution of the wringer on the robot actions, through the inverse pseudo of Moore-Penrose, corresponds to a « geometric ›› distribution of efforts. We will show that the load on vehicle wheels would not be equi-distributed in terms of wheels configuration and of robot movement.

Thus, the threshold of sliding is not the same for the three wheels of the vehicle. We suggest exploiting the redundancy of actuation to reduce the risk of wheels sliding and to ameliorate, thereby, its accuracy of displacement. This kind of approach was the subject of study for the legged robots.

Keywords: Mobile robot, actuation, redundancy, omnidirectional, inverse pseudo Moore-Penrose, reductive control.

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2084 Numerical Simulations on Feasibility of Stochastic Model Predictive Control for Linear Discrete-Time Systems with Random Dither Quantization

Authors: Taiki Baba, Tomoaki Hashimoto

Abstract:

The random dither quantization method enables us to achieve much better performance than the simple uniform quantization method for the design of quantized control systems. Motivated by this fact, the stochastic model predictive control method in which a performance index is minimized subject to probabilistic constraints imposed on the state variables of systems has been proposed for linear feedback control systems with random dither quantization. In other words, a method for solving optimal control problems subject to probabilistic state constraints for linear discrete-time control systems with random dither quantization has been already established. To our best knowledge, however, the feasibility of such a kind of optimal control problems has not yet been studied. Our objective in this paper is to investigate the feasibility of stochastic model predictive control problems for linear discrete-time control systems with random dither quantization. To this end, we provide the results of numerical simulations that verify the feasibility of stochastic model predictive control problems for linear discrete-time control systems with random dither quantization.

Keywords: Model predictive control, stochastic systems, probabilistic constraints, random dither quantization.

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2083 Efficient Design of Distribution Logistics by Using a Model-Based Decision Support System

Authors: J. Becker, R. Arnold

Abstract:

The design of distribution logistics has a decisive impact on a company's logistics costs and performance. Hence, such solutions make an essential contribution to corporate success. This article describes a decision support system for analyzing the potential of distribution logistics in terms of logistics costs and performance. In contrast to previous procedures of business process re-engineering (BPR), this method maps distribution logistics holistically under variable distribution structures. Combined with qualitative measures the decision support system will contribute to a more efficient design of distribution logistics.

Keywords: Decision support system distribution logistics, potential analyses, supply chain management.

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2082 Predictive Functional Control with Disturbance Observer for Tendon-Driven Balloon Actuator

Authors: Jun-ya Nagase, Toshiyuki Satoh, Norihiko Saga, Koichi Suzumori

Abstract:

In recent years, Japanese society has been aging, engendering a labor shortage of young workers. Robots are therefore expected to perform tasks such as rehabilitation, nursing elderly people, and day-to-day work support for elderly people. The pneumatic balloon actuator is a rubber artificial muscle developed for use in a robot hand in such environments. This actuator has a long stroke and a high power-to-weight ratio compared with the present pneumatic artificial muscle. Moreover, the dynamic characteristics of this actuator resemble those of human muscle. This study evaluated characteristics of force control of balloon actuator using a predictive functional control (PFC) system with disturbance observer. The predictive functional control is a model-based predictive control (MPC) scheme that predicts the future outputs of the actual plants over the prediction horizon and computes the control effort over the control horizon at every sampling instance. For this study, a 1-link finger system using a pneumatic balloon actuator is developed. Then experiments of PFC control with disturbance observer are performed. These experiments demonstrate the feasibility of its control of a pneumatic balloon actuator for a robot hand.

Keywords: Disturbance observer, Pneumatic balloon, Predictive functional control, Rubber artificial muscle.

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2081 Design of Distribution Network for Gas Cylinders in Jordan

Authors: Hazem J. Smadi

Abstract:

Performance of a supply chain is directly related to a distribution network that entails the location of storing materials or products and how products are delivered to the end customer through different stages in the supply chain. This study analyses the current distribution network used for delivering gas cylinders to end customer in Jordan. Evaluation of current distribution has been conducted across customer service components. A modification on the current distribution network in terms of central warehousing in each city in the country improves the response time and customer experience. 

Keywords: Distribution network, gas cylinder, Jordan, supply chain.

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2080 A Comparison of Grey Model and Fuzzy Predictive Model for Time Series

Authors: A. I. Dounis, P. Tiropanis, D. Tseles, G. Nikolaou, G. P. Syrcos

Abstract:

The prediction of meteorological parameters at a meteorological station is an interesting and open problem. A firstorder linear dynamic model GM(1,1) is the main component of the grey system theory. The grey model requires only a few previous data points in order to make a real-time forecast. In this paper, we consider the daily average ambient temperature as a time series and the grey model GM(1,1) applied to local prediction (short-term prediction) of the temperature. In the same case study we use a fuzzy predictive model for global prediction. We conclude the paper with a comparison between local and global prediction schemes.

Keywords: Fuzzy predictive model, grey model, local andglobal prediction, meteorological forecasting, time series.

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2079 A New Distribution and Application on the Lifetime Data

Authors: Gamze Ozel, Selen Cakmakyapan

Abstract:

We introduce a new model called the Marshall-Olkin Rayleigh distribution which extends the Rayleigh distribution using Marshall-Olkin transformation and has increasing and decreasing shapes for the hazard rate function. Various structural properties of the new distribution are derived including explicit expressions for the moments, generating and quantile function, some entropy measures, and order statistics are presented. The model parameters are estimated by the method of maximum likelihood and the observed information matrix is determined. The potentiality of the new model is illustrated by means of a simulation study. 

Keywords: Marshall-Olkin distribution, Rayleigh distribution, estimation, maximum likelihood.

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2078 Minimization of Power Loss in Distribution Networks by Different Techniques

Authors: L.Ramesh, S.P.Chowdhury, S.Chowdhury, A.A.Natarajan, C.T.Gaunt

Abstract:

Accurate loss minimization is the critical component for efficient electrical distribution power flow .The contribution of this work presents loss minimization in power distribution system through feeder restructuring, incorporating DG and placement of capacitor. The study of this work was conducted on IEEE distribution network and India Electricity Board benchmark distribution system. The executed experimental result of Indian system is recommended to board and implement practically for regulated stable output.

Keywords: Distribution system, Distributed Generation LossMinimization, Network Restructuring

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2077 The Effects of Asymmetric Bracing on Steel Structures under Seismic Loads

Authors: Mahmoud Miri, Soleiman Maramaee

Abstract:

Because of architectural condition and structure application, sometimes mass source and stiffness source are not coincidence, and the structure is irregular. The structure is also might be asymmetric as an asymmetric bracing in plan which leads to unbalance distribution of stiffness or because of unbalance distribution of the mass. Both condition lead to eccentricity and torsion in the structure. The deficiency of ordinary code to evaluate the performance of steel structures against earthquake has been caused designing based on performance level or capacity spectrum be used. By using the mentioned methods it is possible to design a structure that its behavior against different earthquakes be predictive. In this article 5- story buildings with different percentage of asymmetric which is because of stiffness changes have been designed. The static and dynamic nonlinear analysis under three acceleration recording has been done. Finally performance level of the structure has been evaluated.

Keywords: Seismic analysis, torsion, asymmetric, irregular building, stiffness source.

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2076 Asymmetric and Kind of Bracing Effects on Steel Frames Under Earthquake Loads

Authors: Mahmoud Miri, Soliman Maramaee

Abstract:

Because of architectural condition and structure application, sometimes mass source and stiffness source are not coincidence, and the structure is irregular. The structure is also might be asymmetric as an asymmetric bracing in plan which leads to unbalance distribution of stiffness or because of unbalance distribution of the mass. Both condition lead to eccentricity and torsion in the structure. The deficiency of ordinary code to evaluate the performance of steel structures against earthquake has been caused designing based on performance level or capacity spectrum be used. By using the mentioned methods it is possible to design a structure that its behavior against different earthquakes be predictive. In this article 5- story buildings with different percentage of asymmetric which is because of stiffness changes and kind of bracing (x and chevron bracing) have been designed. The static and dynamic nonlinear analysis under three acceleration recording has been done. Finally performance level of the structure has been evaluated.

Keywords: Asymmetric, irregular, seismic analysis, torsion.

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2075 A Note on Negative Hypergeometric Distribution and Its Approximation

Authors: S. B. Mansuri

Abstract:

In this paper, at first we explain about negative hypergeometric distribution and its properties. Then we use the w-function and the Stein identity to give a result on the poisson approximation to the negative hypergeometric distribution in terms of the total variation distance between the negative hypergeometric and poisson distributions and its upper bound.

Keywords: Negative hypergeometric distribution, Poisson distribution, Poisson approximation, Stein-Chen identity, w-function.

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2074 Applications of Stable Distributions in Time Series Analysis, Computer Sciences and Financial Markets

Authors: Mohammad Ali Baradaran Ghahfarokhi, Parvin Baradaran Ghahfarokhi

Abstract:

In this paper, first we introduce the stable distribution, stable process and theirs characteristics. The a -stable distribution family has received great interest in the last decade due to its success in modeling data, which are too impulsive to be accommodated by the Gaussian distribution. In the second part, we propose major applications of alpha stable distribution in telecommunication, computer science such as network delays and signal processing and financial markets. At the end, we focus on using stable distribution to estimate measure of risk in stock markets and show simulated data with statistical softwares.

Keywords: stable distribution, SaS, infinite variance, heavy tail networks, VaR.

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