Search results for: Nonlinear Models.

Authors: Chi Jung Kim, Mincheol Whang, Eui Chul Lee

Abstract:

In this paper, we propose a new method to distinguish between arousal and relaxation states by using multiple features acquired from a photoplethysmogram (PPG) and support vector machine (SVM). To induce arousal and relaxation states in subjects, 2 kinds of sound stimuli are used, and their corresponding biosignals are obtained using the PPG sensor. Two features–pulse to pulse interval (PPI) and pulse amplitude (PA)–are extracted from acquired PPG data, and a nonlinear classification between arousal and relaxation is performed using SVM. This methodology has several advantages when compared with previous similar studies. Firstly, we extracted 2 separate features from PPG, i.e., PPI and PA. Secondly, in order to improve the classification accuracy, SVM-based nonlinear classification was performed. Thirdly, to solve classification problems caused by generalized features of whole subjects, we defined each threshold according to individual features. Experimental results showed that the average classification accuracy was 74.67%. Also, the proposed method showed the better identification performance than the single feature based methods. From this result, we confirmed that arousal and relaxation can be classified using SVM and PPG features.

Keywords: Support Vector Machine, PPG, Emotion Recognition, Arousal, Relaxation

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Authors: Ehsan Ghanaei, Feridun Esmaeilzadeh, Jamshid Fathi Kaljahi

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In the previous multi-solid models,¤ò approach is used for the calculation of fugacity in the liquid phase. For the first time, in the proposed multi-solid thermodynamic model,γ approach has been used for calculation of fugacity in the liquid mixture. Therefore, some activity coefficient models have been studied that the results show that the predictive Wilson model is more appropriate than others. The results demonstrate γ approach using the predictive Wilson model is in more agreement with experimental data than the previous multi-solid models. Also, by this method, generates a new approach for presenting stability analysis in phase equilibrium calculations. Meanwhile, the run time in γ approach is less than the previous methods used ¤ò approach. The results of the new model present 0.75 AAD % (Average Absolute Deviation) from the experimental data which is less than the results error of the previous multi-solid models obviously.

Keywords: Multi-solid thermodynamic model, PredictiveWilson model, Wax formation.

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Authors: A. Pedram, M. R. Jamali, T. Pedram, S. M. Fakhraie, C. Lucas

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Local Linear Neuro-Fuzzy Models (LLNFM) like other neuro- fuzzy systems are adaptive networks and provide robust learning capabilities and are widely utilized in various applications such as pattern recognition, system identification, image processing and prediction. Local linear model tree (LOLIMOT) is a type of Takagi-Sugeno-Kang neuro fuzzy algorithm which has proven its efficiency compared with other neuro fuzzy networks in learning the nonlinear systems and pattern recognition. In this paper, a dedicated reconfigurable and parallel processing hardware for LOLIMOT algorithm and its applications are presented. This hardware realizes on-chip learning which gives it the capability to work as a standalone device in a system. The synthesis results on FPGA platforms show its potential to improve the speed at least 250 of times faster than software implemented algorithms.

Keywords: LOLIMOT, hardware, neurofuzzy systems, reconfigurable, parallel.

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Authors: Parvinder S. Sandhu, Manisha Prashar, Pourush Bassi, Atul Bisht

Abstract:

Software effort estimation is the process of predicting the most realistic use of effort required to develop or maintain software based on incomplete, uncertain and/or noisy input. Effort estimates may be used as input to project plans, iteration plans, budgets. There are various models like Halstead, Walston-Felix, Bailey-Basili, Doty and GA Based models which have already used to estimate the software effort for projects. In this study Statistical Models, Fuzzy-GA and Neuro-Fuzzy (NF) Inference Systems are experimented to estimate the software effort for projects. The performances of the developed models were tested on NASA software project datasets and results are compared with the Halstead, Walston-Felix, Bailey-Basili, Doty and Genetic Algorithm Based models mentioned in the literature. The result shows that the NF Model has the lowest MMRE and RMSE values. The NF Model shows the best results as compared with the Fuzzy-GA based hybrid Inference System and other existing Models that are being used for the Effort Prediction with lowest MMRE and RMSE values.

Keywords: Neuro-Fuzzy Model, Halstead Model, Walston-Felix Model, Bailey-Basili Model, Doty Model, GA Based Model, Genetic Algorithm.

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Authors: D. Kreutzer, S. Müller-Abdelrazeq, I. Isenhardt

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Resource scarcity, energy transition and the planned climate neutrality pose enormous challenges for manufacturing companies. In order to achieve these goals and a holistic sustainable development, the European Union has listed the circular economy as part of the Circular Economy Action Plan. In addition to a reduction in resource consumption, reduced emissions of greenhouse gases and a reduced volume of waste, the principles of the circular economy also offer enormous economic potential for companies, such as the generation of new circular business models. However, many manufacturing companies, especially small and medium-sized enterprises, do not have the necessary capacity to plan their transformation. They need support and strategies on the path to circular transformation because this change affects not only production but also the entire company. Maturity models offer an approach to determine the current status of companies’ transformation processes. In addition, companies can use the models to identify transformation strategies and thus promote the transformation process. While maturity models are established in other areas, e.g., IT or project management, only a few circular economy maturity models can be found in the scientific literature. The aim of this paper is to analyze the identified maturity models of the circular economy through a systematic literature review (SLR) and, besides other aspects, to check their completeness as well as their quality. For this purpose, circular economy maturity models at the company's (micro) level were identified from the literature, compared, and analyzed with regard to their theoretical and methodological structure. A specific focus was placed, on the one hand, on the analysis of the business units considered in the respective models and, on the other hand, on the underlying metrics and indicators in order to determine the individual maturity level of the entire company. The results of the literature review show, for instance, a significant difference in the number and types of indicators as well as their metrics. For example, most models use subjective indicators and very few objective indicators in their surveys. It was also found that there are rarely well-founded thresholds between the levels. Based on the generated results, concrete ideas and proposals for a research agenda in the field of circular economy maturity models are made.

Keywords: Circular economy, maturity model, maturity assessment, systematic literature review.

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Authors: Ezad Hafidz Hafidzuddin, Roslinda Nazar, Norihan M. Arifin, Ioan Pop

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In this paper, the problem of steady laminar boundary layer flow and heat transfer over a permeable exponentially stretching/shrinking sheet with generalized slip velocity is considered. The similarity transformations are used to transform the governing nonlinear partial differential equations to a system of nonlinear ordinary differential equations. The transformed equations are then solved numerically using the bvp4c function in MATLAB. Dual solutions are found for a certain range of the suction and stretching/shrinking parameters. The effects of the suction parameter, stretching/shrinking parameter, velocity slip parameter, critical shear rate and Prandtl number on the skin friction and heat transfer coefficients as well as the velocity and temperature profiles are presented and discussed.

Keywords: Boundary Layer, Exponentially Stretching/Shrinking Sheet, Generalized Slip, Heat Transfer, Numerical Solutions.

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

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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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Authors: Petr Seďa

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This paper deals with heterogeneous autoregressive models of realized volatility (HAR-RV models) on high-frequency data of stock indices in the USA. Its aim is to capture the behavior of three groups of market participants trading on a daily, weekly and monthly basis and assess their role in predicting the daily realized volatility. The benefits of this work lies mainly in the application of heterogeneous autoregressive models of realized volatility on stock indices in the USA with a special aim to analyze an impact of the global financial crisis on applied models forecasting performance. We use three data sets, the first one from the period before the global financial crisis occurred in the years 2006-2007, the second one from the period when the global financial crisis fully hit the U.S. financial market in 2008-2009 years, and the last period was defined over 2010-2011 years. The model output indicates that estimated realized volatility in the market is very much determined by daily traders and in some cases excludes the impact of those market participants who trade on monthly basis.

Keywords: Global financial crisis, heterogeneous autoregressive model, in-sample forecast, realized volatility, U.S. stock market.

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Authors: Hosein Falahaty, Hitoshi Gotoh, Abbas Khayyer

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Performance of a Hamiltonian based particle method in simulation of nonlinear structural dynamics is subjected to investigation in terms of stability and accuracy. The governing equation of motion is derived based on Hamilton's principle of least action, while the deformation gradient is obtained according to Weighted Least Square method. The hyper-elasticity models of Saint Venant-Kirchhoff and a compressible version similar to Mooney- Rivlin are engaged for the calculation of second Piola-Kirchhoff stress tensor, respectively. Stability along with accuracy of numerical model is verified by reproducing critical stress fields in static and dynamic responses. As the results, although performance of Hamiltonian based model is evaluated as being acceptable in dealing with intense extensional stress fields, however kinds of instabilities reveal in the case of violent collision which can be most likely attributed to zero energy singular modes.

Keywords: Hamilton's principle of least action, particle based method, hyper-elasticity, analysis of stability.

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Authors: Yashar Haghighatfar, Shahrzad Mirhosseini

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Pull-in instability is a nonlinear and crucial effect that is important for the design of microelectromechanical system devices. In this paper, the appropriate electrostatic voltage range is determined by measuring fluid flow pressure via micro pressure sensor based microbeam. The microbeam deflection contains two parts, the static and perturbation deflection of static. The second order equation regarding the equivalent stiffness, mass and damping matrices based on Galerkin method is introduced to predict pull-in instability due to the external voltage. Also the reduced order method is used for solving the second order nonlinear equation of motion. Furthermore, in the present study, the micro capacitive pressure sensor is designed for measuring special fluid flow pressure range. The results show that the measurable pressure range can be optimized, regarding damping field and external voltage.

Keywords: MEMS, pull-in instability, electrostatically actuated microbeam, reduced order method.

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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.

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Authors: Y. T. Tsai, Jin H. Huang

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The sound pressure level (SPL) of the moving-coil loudspeaker (MCL) is often simulated and analyzed using the lumped parameter model. However, the SPL of a MCL cannot be simulated precisely in the high frequency region, because the value of cone effective area is changed due to the geometry variation in different mode shapes, it is also related to affect the acoustic radiation mass and resistance. Herein, the paper presents the inverse method which has a high ability to measure the value of cone effective area in various frequency points, also can estimate the MCL electroacoustic parameters simultaneously. The proposed inverse method comprises the direct problem, adjoint problem, and sensitivity problem in collaboration with nonlinear conjugate gradient method. Estimated values from the inverse method are validated experimentally which compared with the measured SPL curve result. Results presented in this paper not only improve the accuracy of lumped parameter model but also provide the valuable information on loudspeaker cone design.

Keywords: Inverse problem, cone effective area, loudspeaker, nonlinear conjugate gradient method.

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Authors: Behnam Shirkhanghah, Ali Darabadi-Zare, Houshyar Eimani-Kalesar, Babak Pahlevan

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Prestressing in structure increases ratio of load-bearing capacity to weight. Suspendomes are single-layer braced domes reinforced with cable and strut. Prestressing of cables alter value and distribution of stress in structure. In this study two configuration, diamatic and lamella domes is selected. Investigated domes have span of 100m with rise-to-span ratios of 0.1, 0.2, and 0.3. Single layer domes loaded under service load combinations according to ISO code. After geometric nonlinear analysis, models are designed with tubular and I-shaped sections then reinforced with cable and strut and converted to suspendomes. Displacements and stresses of some groups of nodes and elements in all of single-layer domes and suspendomes for three load combinations, symmetric snow, asymmetric snow and wind are compared. Variation due to suspending system is investigated. Suspendomes are redesigned and minimum possible weight after addition of cable and strut is obtained.

Keywords: Braced dome, Prestressing, Single-layer, Suspendome.

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Authors: Mehdi Seifbarghy, Keyvan Roshan

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Main goal of preventive healthcare problems are at decreasing the likelihood and severity of potentially life-threatening illnesses by protection and early detection. The levels of establishment and staffing costs along with summation of the travel and waiting time that clients spent are considered as objectives functions of the proposed nonlinear integer programming model. In this paper, we have proposed a bi-objective mathematical model for designing a network of preventive healthcare facilities so as to minimize aforementioned objectives, simultaneously. Moreover, each facility acts as M/M/1 queuing system. The number of facilities to be established, the location of each facility, and the level of technology for each facility to be chosen are provided as the main determinants of a healthcare facility network. Finally, to demonstrate performance of the proposed model, four multi-objective decision making techniques are presented to solve the model.

Keywords: Preventive healthcare problems, Non-linear integer programming models, Multi-objective decision making techniques

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Authors: M.G.A. Nassef, Linghan Li, C. Schenck, B. Kuhfuss

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Design and modeling of nonlinear systems require the knowledge of all inside acting parameters and effects. An empirical alternative is to identify the system-s transfer function from input and output data as a black box model. This paper presents a procedure using least squares algorithm for the identification of a feed drive system coefficients in time domain using a reduced model based on windowed input and output data. The command and response of the axis are first measured in the first 4 ms, and then least squares are applied to predict the transfer function coefficients for this displacement segment. From the identified coefficients, the next command response segments are estimated. The obtained results reveal a considerable potential of least squares method to identify the system-s time-based coefficients and predict accurately the command response as compared to measurements.

Keywords: feed drive systems, least squares algorithm, onlineparameter identification, short time window

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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.

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Authors: R. I. Liban, N. Tayşi

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This paper deals with a nonlinear finite element analysis to examine the behavior up to failure of cantilever composite steel-concrete beams which are prestressed externally. 'Pre-' means stressing the high strength external tendons in the steel beam section before the concrete slab is added. The composite beam contains a concrete slab which is connected together with steel I-beam by means of perfect shear connectors between the concrete slab and the steel beam which is subjected to static loading. A finite element analysis will be done to study the effects of external prestressed tendons on the composite steel-concrete beams by locating the tendons in different locations (profiles). ANSYS version 12.1 computer program is being used to analyze the represented three-dimensional model of the cantilever composite beam. This model gives all these outputs, mainly load-displacement behavior of the cantilever end and in the middle span of the simple support part.

Keywords: Composite steel-concrete beams, external prestressing, finite element analysis, ANSYS.

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Authors: Tarek M. Alguhane, Ayman H. Khalil, M. N. Fayed, Ayman M. Ismail

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Early pre-code reinforced concrete structures present undetermined resistance to earthquakes. This situation is particularly unacceptable in the case of essential structures, such as healthcare structures and pilgrims' houses. Amongst these, an existing old RC building in Madinah city (KSA) is seismically evaluated with and without infill wall and their dynamic characteristics are compared with measured values in the field using ambient vibration measurements (AVM). After updating the mathematical models for this building with the experimental results, three dimensional pushover analysis (Nonlinear static analysis) was carried out using commercial structural analysis software incorporating inelastic material properties for concrete, infill and steel. The purpose of this analysis is to evaluate the expected performance of structural systems by estimating, strength and deformation demands in design, and comparing these demands to available capacities at the performance levels of interest. The results summarized and discussed.

Keywords: Seismic Assessment, Pushover Analysis, Ambient vibration, Modal update.

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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.

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Authors: N. Chayaopas, W. Assawinchaichote

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In order to maximize energy capturing from wind energy, controlling the doubly fed induction generator to have optimal power from the wind, generator speed and output electrical power control in wind energy system have a great importance due to the nonlinear behavior of wind velocities. In this paper purposes the design of a control scheme is developed for power control of wind energy system via H∞ fuzzy integral controller. Firstly, the nonlinear system is represented in term of a TS fuzzy control design via linear matrix inequality approach to find the optimal controller to have an H∞ performance are derived. The proposed control method extract the maximum energy from the wind and overcome the nonlinearity and disturbances problems of wind energy system which give good tracking performance and high efficiency power output of the DFIG.

Keywords: H∞ fuzzy integral control, linear matrix inequality, wind energy system, doubly fed induction generator (DFIG).

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Authors: Walid M. Adel, Liang Guo-Zhu

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To investigate the characterization of the mechanical properties of composite solid propellant (CSP) based on hydroxyl-terminated polybutadiene (HTPB) at different temperatures and strain rates, uniaxial tensile tests were conducted over a range of temperatures -60 °C to +76 °C and strain rates 0.000164 to 0.328084 s^-1 using a conventional universal testing machine. From the experimental data, it can be noted that the mechanical properties of AP/HTPB propellant are mainly dependent on the applied strain rate and the temperature condition. The stress-strain responses exhibited an initial yielding followed by the viscoelastic phase, which was strongly affected by the strain rate and temperature. It was found that the mechanical properties increased with both increasing strain rate and decreasing temperature. Based on the experimental tests, the master curves of the tensile properties are drawn using predetermined shift factor and the results were discussed. This work is a first step in preliminary investigation the nonlinear viscoelasticity behavior of CSP.

Keywords: AP/HTPB composite solid propellant, mechanical behavior, nonlinear viscoelastic, tensile test, master curves.

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Authors: Xiang Zhang, David Rey, S. Travis Waller

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Stochastic User Equilibrium (SUE) model is a widely used traffic assignment model in transportation planning, which is regarded more advanced than Deterministic User Equilibrium (DUE) model. However, a problem exists that the performance of the SUE model depends on its error term parameter. The objective of this paper is to propose a systematic method of determining the appropriate error term parameter value for the SUE model. First, the significance of the parameter is explored through a numerical example. Second, the parameter calibration method is developed based on the Logit-based route choice model. The calibration process is realized through multiple nonlinear regression, using sequential quadratic programming combined with least square method. Finally, case analysis is conducted to demonstrate the application of the calibration process and validate the better performance of the SUE model calibrated by the proposed method compared to the SUE models under other parameter values and the DUE model.

Keywords: Parameter calibration, sequential quadratic programming, Stochastic User Equilibrium, traffic assignment, transportation planning.

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Authors: Sidhartha Panda, N.P.Padhy, R.N.Patel

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This paper presents a procedure for modeling and tuning the parameters of Thyristor Controlled Series Compensation (TCSC) controller in a multi-machine power system to improve transient stability. First a simple transfer function model of TCSC controller for stability improvement is developed and the parameters of the proposed controller are optimally tuned. Genetic algorithm (GA) is employed for the optimization of the parameter-constrained nonlinear optimization problem implemented in a simulation environment. By minimizing an objective function in which the oscillatory rotor angle deviations of the generators are involved, transient stability performance of the system is improved. The proposed TCSC controller is tested on a multi-machine system and the simulation results are presented. The nonlinear simulation results validate the effectiveness of proposed approach for transient stability improvement in a multimachine power system installed with a TCSC. The simulation results also show that the proposed TCSC controller is also effective in damping low frequency oscillations.

Keywords: Genetic algorithm, TCSC, transient stability, multimachinepower system.

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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.

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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.

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Authors: Markus G. Ortner, Christian Magele, Klaus Krischan

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Knowledge about the magnetic quantities in a magnetic circuit is always of great interest. On the one hand, this information is needed for the simulation of a transformer. On the other hand, parameter studies are more reliable, if the magnetic quantities are derived from a well established model. One possibility to model the 3-phase transformer is by using a magnetic equivalent circuit (MEC). Though this is a well known system, it is often not an easy task to set up such a model for a large number of lumped elements which additionally includes the nonlinear characteristic of the magnetic material. Here we show the setup of a solver for a MEC and the results of the calculation in comparison to measurements taken. The equations of the MEC are based on a rearranged system of the nodal analysis. Thus it is possible to achieve a minimum number of equations, and a clear and simple structure. Hence, it is uncomplicated in its handling and it supports the iteration process. Additional helpful tasks are implemented within the solver to enhance the performance. The electric circuit is described by an electric equivalent circuit (EEC). Our results for the 3-phase transformer demonstrate the computational efficiency of the solver, and show the benefit of the application of a MEC.

Keywords: Inrush current, magnetic equivalent circuit, nonlinear behavior, transformer.

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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.

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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

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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.

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Authors: Jan Sindelar

Abstract:

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.

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