Search results for: mixed sensitivity function

Authors: Wahiba Mohguen, Raïs El’hadi Bekka

Abstract:

This paper presents a denoising method called EMD-Custom that was based on Empirical Mode Decomposition (EMD) and the modified Customized Thresholding Function (Custom) algorithms. EMD was applied to decompose adaptively a noisy signal into intrinsic mode functions (IMFs). Then, all the noisy IMFs got threshold by applying the presented thresholding function to suppress noise and to improve the signal to noise ratio (SNR). The method was tested on simulated data and real ECG signal, and the results were compared to the EMD-Based signal denoising methods using the soft and hard thresholding. The results showed the superior performance of the proposed EMD-Custom denoising over the traditional approach. The performances were evaluated in terms of SNR in dB, and Mean Square Error (MSE).

Keywords: Customized thresholding, ECG signal, EMD, hard thresholding, Soft-thresholding.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1061

Authors: Noppakit Nawalikit, Pattarasinee Bhattarakosol

Abstract:

Since Software testing becomes an important part of Software development in order to improve the quality of software, many automation tools are created to help testing functionality of software. There are a few issues about usability of these tools, one is that the result log which is generated from tools contains useless information that the tester cannot use result log to communicate efficiently, or the result log needs to use a specific application to open. This paper introduces a new method, SBTAR that improves usability of automated test tools in a part of a result log. The practice will use the capability of tools named as IBM Rational Robot to create a customized function, the function would generate new format of a result log which contains useful information faster and easier to understand than using the original result log which was generated from the tools. This result log also increases flexibility by Microsoft Word or WordPad to make them readable.

Keywords: Software Automation Testing, Automated test tool, IBM Rational Robot.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1412

Authors: Mostafa A. Elshahed, Magdy M. Elmarsfawy, Hussain M. Zain Eldain

Abstract:

In this paper, a Dynamic Economic Dispatch (DED) model is developed for the system consisting of both thermal generators and wind turbines. The inclusion of a significant amount of wind energy into power systems has resulted in additional constraints on DED to accommodate the intermittent nature of the output. The probability of stochastic wind power based on the Weibull probability density function is included in the model as a constraint; A Here-and-Now Approach. The Environmental Protection Agency-s hourly emission target, which gives the maximum emission during the day, is used as a constraint to reduce the atmospheric pollution. A 69-bus test system with non-smooth cost function is used to illustrate the effectiveness of the proposed model compared with static economic dispatch model with including the wind power.

Keywords: Dynamic Economic Dispatch, StochasticOptimization, Weibull Distribution, Wind Power

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2936

Authors: Elitsa N. Kolentsova, Dimitar Y. Dimitrov, Petya Cv. Petrova, Georgi V. Avdeev, Diana D. Nihtianova, Krasimir I. Ivanov, Tatyana T. Tabakova

Abstract:

Recently, copper and manganese-containing systems are recognized as active and selective catalysts in many oxidation reactions. The main idea of this study is to obtain more information about γ-Al₂O₃ supported Cu-La catalysts and to evaluate their activity to simultaneous oxidation of CO, CH₃OH and dimethyl ether (DME). The catalysts were synthesized by impregnation of support with a mixed aqueous solution of nitrates of copper, manganese and lanthanum under different conditions. XRD, HRTEM/EDS, TPR and thermal analysis were performed to investigate catalysts’ bulk and surface properties. The texture characteristics were determined by Quantachrome Instruments NOVA 1200e specific surface area and pore analyzer. The catalytic measurements of single compounds oxidation were carried out on continuous flow equipment with a four-channel isothermal stainless steel reactor in a wide temperature range. On the basis of XRD analysis and HRTEM/EDS, it was concluded that the active component of the mixed Cu-Mn-La/γ–alumina catalysts strongly depends on the Cu/Mn molar ratio and consisted of at least four compounds – CuO, La₂O₃, MnO₂ and Cu_1.5Mn_1.5O₄. A homogeneous distribution of the active component on the carrier surface was found. The chemical composition strongly influenced catalytic properties. This influence was quite variable with regards to the different processes.

Keywords: Supported copper-manganese-lanthanum catalysts.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1182

Authors: Krishnamurthy G N, V Ramaswamy

Abstract:

This paper demonstrates the results when either Shiftrows stage or Mixcolumns stage and when both the stages are omitted in the well known block cipher Advanced Encryption Standard(AES) and its modified version AES with Key Dependent S-box(AES-KDS), using avalanche criterion and other tests namely encryption quality, correlation coefficient, histogram analysis and key sensitivity tests.

Keywords: Encryption, Decryption, Avalanche, keysensitivity.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2437

Authors: L. Nikakhtar, S. Zare

Abstract:

One of the main practical difficulties attended with tunnel construction is related to underground water. Uncontrolled water behavior may cause extra loads on the lining, mechanical instability, and unfavorable environmental problems. Estimating underground water inflow rate to the tunnels is a complex skill. The common calculation methods are: empirical methods, analytical solutions, numerical solutions based on the equivalent continuous porous media. In this research the rate of underground water inflow to the Tabriz metro first line tunnel has been investigated by numerical finite difference method using FLAC^2D software. Comparing results of Heuer analytical method and numerical simulation showed good agreement with each other. Fully coupled and one-way coupled hydro mechanical states as well as water-free conditions in the soil around the tunnel are used in numerical models and these models have been applied to evaluate the loading value on the tunnel support system. Results showed that the fully coupled hydro mechanical analysis estimated more axial forces, moments and shear forces in linings, so this type of analysis is more conservative and reliable method for design of tunnel lining system. As sensitivity analysis, inflow water rates into the tunnel were evaluated in different soil permeability, underground water levels and depths of the tunnel. Result demonstrated that water level in constant depth of the tunnel is more sensitive factor for water inflow rate to the tunnel in comparison of other parameters investigated in the sensitivity analysis.

Keywords: Coupled hydro mechanical analysis, FLAC2D, Tabriz Metro, inflow rate.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1019

Authors: Vladimir K. Mukhomorov

Abstract:

Within the framework of a method of the information theory it is offered statistics and probabilistic model for definition of cause-and-effect relations in the coupled multicomponent subsystems. The quantitative parameter which is defined through conditional and unconditional entropy functions is introduced. The method is applied to the analysis of the experimental data on dynamics of change of the chemical elements composition of plants organs (roots, reproductive organs, leafs and stems). Experiment is directed on studying of temporal processes of primary soil formation and their connection with redistribution dynamics of chemical elements in plant organs. This statistics and probabilistic model allows also quantitatively and unambiguously to specify the directions of the information streams on plant organs.

Keywords: Chemical elements, entropy function, information, plants.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1341

Authors: Jyotsna Singh, Parul Garg, Alok Nath De

Abstract:

In this paper, we present a non-blind technique of adding the watermark to the Fourier spectral components of audio signal in a way such that the modified amplitude does not exceed the maximum amplitude spread (MAS). This MAS is due to individual Discrete fourier transform (DFT) coefficients in that particular frame, which is derived from the Energy Spreading function given by Schroeder. Using this technique one can store double the information within a given frame length i.e. overriding the watermark on the host of equal length with least perceptual distortion. The watermark is uniformly floating on the DFT components of original signal. This helps in detecting any intentional manipulations done on the watermarked audio. Also, the scheme is found robust to various signal processing attacks like presence of multiple watermarks, Additive white gaussian noise (AWGN) and mp3 compression.

Keywords: Discrete Fourier Transform, Spreading Function, Watermark, Pseudo Noise Sequence, Spectral Masking Effect

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1681

Authors: John Kabuba, Antoine Mulaba-Bafubiandi, Kim Battle

Abstract:

In this study a neural network (NN) was proposed to predict the sorption of binary mixture of copper-cobalt ions into clinoptilolite as ion-exchanger. The configuration of the backpropagation neural network giving the smallest mean square error was three-layer NN with tangent sigmoid transfer function at hidden layer with 10 neurons, linear transfer function at output layer and Levenberg-Marquardt backpropagation training algorithm. Experiments have been carried out in the batch reactor to obtain equilibrium data of the individual sorption and the mixture of coppercobalt ions. The obtained modeling results have shown that the used of neural network has better adjusted the equilibrium data of the binary system when compared with the conventional sorption isotherm models.

Keywords: Adsorption isotherm, binary system, neural network; sorption

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2018

Authors: A. Rashid, N. Hasan

Abstract:

The present study investigates numerically the phenomenon of vortex-shedding and its suppression in twodimensional mixed convective flow past a square cylinder under the joint influence of buoyancy and free-stream orientation with respect to gravity. The numerical experiments have been conducted at a fixed Reynolds number (Re) of 100 and Prandtl number (Pr) of 0.71, while Richardson number (Ri) is varied from 0 to 1.6 and freestream orientation, α, is kept in the range 0o≤ α ≤ 90o, with 0o corresponding to an upward flow and 90o representing a cross-flow scenario, respectively. The continuity, momentum and energy equations, subject to Boussinesq approximation, are discretized using a finite difference method and are solved by a semi-explicit pressure correction scheme. The critical Richardson number, leading to the suppression of the vortex-shedding (Ric), is estimated by using Stuart-Landau theory at various free-stream orientations and the neutral curve is obtained in the Ri-α plane. The neutral curve exhibits an interesting non-monotonic behavior with Ric first increasing with increasing values of α upto 45o and then decreasing till 70o. Beyond 70o, the neutral curve again exhibits a sharp increasing asymptotic trend with Ric approaching very large values as α approaches 90o. The suppression of vortex shedding is not observed at α = 90o (cross-flow). In the unsteady flow regime, the Strouhal number (St) increases with the increase in Richardson number.

Keywords: bluff body, buoyancy, free-stream orientation, vortex-shedding.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2249

Authors: J. Kluabwang

Abstract:

An economic operation scheduling problem of a hydro-thermal power generation system has been properly solved by the proposed multipath adaptive tabu search algorithm (MATS). Four reservoirs with their own hydro plants and another one thermal plant are integrated to be a studied system used to formulate the objective function under complicated constraints, eg water managements, power balance and thermal generator limits. MATS with four subsearch units (ATSs) and two stages of discarding mechanism (DM), has been setting and trying to solve the problem through 25 trials under function evaluation criterion. It is shown that MATS can provide superior results with respect to single ATS and other previous methods, genetic algorithms (GA) and differential evolution (DE).

Keywords: Hydro-thermal scheduling problem, economic dispatch, adaptive tabu search, multipath adaptive tabu search

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1676

Authors: J. S. Yadav, N. P. Patidar, J. Singhai, S. Panda, C. Ardil

Abstract:

In this paper a mixed method by combining an evolutionary and a conventional technique is proposed for reduction of Single Input Single Output (SISO) continuous systems into Reduced Order Model (ROM). In the conventional technique, the mixed advantages of Mihailov stability criterion and continued Fraction Expansions (CFE) technique is employed where the reduced denominator polynomial is derived using Mihailov stability criterion and the numerator is obtained by matching the quotients of the Cauer second form of Continued fraction expansions. Then, retaining the numerator polynomial, the denominator polynomial is recalculated by an evolutionary technique. In the evolutionary method, the recently proposed Differential Evolution (DE) optimization technique is employed. DE method is based on the minimization of the Integral Squared Error (ISE) between the transient responses of original higher order model and the reduced order model pertaining to a unit step input. The proposed method is illustrated through a numerical example and compared with ROM where both numerator and denominator polynomials are obtained by conventional method to show its superiority.

Keywords: Reduced Order Modeling, Stability, Mihailov Stability Criterion, Continued Fraction Expansions, Differential Evolution, Integral Squared Error.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2138

Authors: Atul Dev, Pankaj Jha

Abstract:

Dr. Genichi Taguchi looked at quality in a broader term and gave an excellent definition of quality in terms of loss to society. However the scope of this definition is limited to the losses imparted by a poor quality product to the customer only and are considered during the useful life of the product and further in a certain situation this loss can even be zero. In this paper, it has been proposed that the scope of quality of a product shall be further enhanced by considering the losses imparted by a poor quality product to society at large, due to associated environmental and safety related factors, over the complete life cycle of the product. Moreover, though these losses can be further minimized with the use of techno-safety interventions, the net losses to society however can never be made zero. This paper proposes an entirely new approach towards defining product quality and is based on Taguchi’s definition of quality.

Keywords: Existing concept, goal post philosophy, life cycle, proposed concept, quality loss function.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1980

Authors: S. Kahvecioglu, A. Karamancioglu, A. Yazici

Abstract:

In this paper, a nonlinear model predictive swing-up and stabilizing sliding controller is proposed for an inverted pendulum-cart system. In the swing up phase, the nonlinear model predictive control is formulated as a nonlinear programming problem with energy based objective function. By solving this problem at each sampling instant, a sequence of control inputs that optimize the nonlinear objective function subject to various constraints over a finite horizon are obtained. Then, this control drives the pendulum to a predefined neighborhood of the upper equilibrium point, at where sliding mode based model predictive control is used to stabilize the systems with the specified constraints. It is shown by the simulations that, due to the way of formulating the problem, short horizon lengths are sufficient for attaining the swing up goal.

Keywords: Inverted pendulum, model predictive control, swingup, stabilization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2168

Authors: Abduladim Maitieg, Kevin Lynch, Mark Johnson

Abstract:

The goal of the Libyan Environmental General Authority (EGA) and National Oil Corporation (Department of Health, Safety & Environment) during the last 5 years has been to adopt a common approach to coastal and marine spatial planning. Protection and planning of the coastal zone is a significant for Libya, due to the length of coast and, the high rate of oil export, and spills’ potential negative impacts on coastal and marine habitats. Coastal resource scenarios constitute an important tool for exploring the long-term and short-term consequences of oil spill impact and available response options that would provide an integrated perspective on mitigation. To investigate that, this paper reviews the Misratah coastal parameters to present the physical and human controls and attributes of coastal habitats as the first step in understanding how they may be damaged by an oil spill. This paper also investigates costal resources, providing a better understanding of the resources and factors that impact the integrity of the ecosystem. Therefore, the study described the potential spatial distribution of oil spill risk and the coastal resources value, and also created spatial maps of coastal resources and their vulnerability to oil spills along the coast. This study proposes an analysis of coastal resources condition at a local level in the Misratah region of the Mediterranean Sea, considering the implementation of coastal and marine spatial planning over time as an indication of the will to manage urban development. Oil spill contamination analysis and their impact on the coastal resources depend on (1) oil spill sequence, (2) oil spill location, (3) oil spill movement near the coastal area. The resulting maps show natural, socio-economic activity, environmental resources along of the coast, and oil spill location. Moreover, the study provides significant geodatabase information which is required for coastal sensitivity index mapping and coastal management studies. The outcome of study provides the information necessary to set an Environmental Sensitivity Index (ESI) for the Misratah shoreline, which can be used for management of coastal resources and setting boundaries for each coastal sensitivity sectors, as well as to help planners measure the impact of oil spills on coastal resources. Geographic Information System (GIS) tools were used in order to store and illustrate the spatial convergence of existing socio-economic activities such as fishing, tourism, and the salt industry, and ecosystem components such as sea turtle nesting area, Sabkha habitats, and migratory birds feeding sites. These geodatabases help planners investigate the vulnerability of coastal resources to an oil spill.

Keywords: Coastal and marine spatial planning advancement training, GIS mapping, human uses, ecosystem components, Misratah coast, Libyan, oil spill.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 921

Authors: Pa Pa Lin

Abstract:

This research work is concerned with the eigenvalue problem for the integral operators which are obtained by linearization of a nonlocal evolution equation. The purpose of section II.A is to describe the nature of the problem and the objective of the project. The problem is related to the “stable solution" of the evolution equation which is the so-called “instanton" that describe the interface between two stable phases. The analysis of the instanton and its asymptotic behavior are described in section II.C by imposing the Green function and making use of a probability kernel. As a result , a classical Theorem which is important for an instanton is proved. Section III devoted to a study of the integral operators related to interface dynamics which concern the analysis of the Cauchy problem for the evolution equation with initial data close to different phases and different regions of space.

Keywords: Evolution, Green function, instanton, integral operators.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1213

Authors: Z. Soleymani, M. Amirzadeh

Abstract:

Quality Function Deployment (QFD) was developed in 1960 in Japan and introduced in 1983 in America and Europe. The paper presents a real application of this technique in a way that the method of applying QFD in design and production aero fuel pumps has been considered. While designing a product and in order to apply system engineering process, the first step is identification customer needs then its transition to engineering parameters. Since each change in deign after production process leads to extra human costs and also increase in products quality risk, QFD can make benefits in sale by meeting customer expectations. Since the needs identified as well, the use of QFD tool can lead to increase in communications and less deviation in design and production phases, finally it leads to produce the products with defined technical attributes.

Keywords: Customer voice, engineering parameters, QFD, gear pump.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1695

Authors: Steven W. Su , Hung Nguyen, Rob Jarman, Joe Zhu, David Lowe, Peter McLean, Shoudong Huang, Nghia T. Nguyen, Russell Nicholson, Kaili Weng

Abstract:

This paper proposed a nonlinear model predictive control (MPC) method for the control of gantry crane. One of the main motivations to apply MPC to control gantry crane is based on its ability to handle control constraints for multivariable systems. A pre-compensator is constructed to compensate the input nonlinearity (nonsymmetric dead zone with saturation) by using its inverse function. By well tuning the weighting function matrices, the control system can properly compromise the control between crane position and swing angle. The proposed control algorithm was implemented for the control of gantry crane system in System Control Lab of University of Technology, Sydney (UTS), and achieved desired experimental results.

Keywords: Model Predictive Control, Control constraints, Input nonlinearity compensation, Overhead gantry crane.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1959

Authors: Jyotsna Ogale, Alok Jain

Abstract:

In this paper newly reported Cosh window function is used in the design of prototype filter for M-channel Near Perfect Reconstruction (NPR) Cosine Modulated Filter Bank (CMFB). Local search optimization algorithm is used for minimization of distortion parameters by optimizing the filter coefficients of prototype filter. Design examples are presented and comparison has been made with Kaiser window based filterbank design of recently reported work. The result shows that the proposed design approach provides lower distortion parameters and improved far-end suppression than the Kaiser window based design of recent reported work.

Keywords: Window function, Cosine modulated filterbank, Local search optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2569

Authors: S. Damodaran, T. V. S.Sekhar

Abstract:

The motion of a sphere moving along the axis of a rotating viscous fluid is studied at high Reynolds numbers and moderate values of Taylor number. The Higher Order Compact Scheme is used to solve the governing Navier-Stokes equations. The equations are written in the form of Stream function, Vorticity function and angular velocity which are highly non-linear, coupled and elliptic partial differential equations. The flow is governed by two parameters Reynolds number (Re) and Taylor number (T). For very low values of Re and T, the results agree with the available experimental and theoretical results in the literature. The results are obtained at higher values of Re and moderate values of T and compared with the experimental results. The results are fourth order accurate.

Keywords: Navier_Stokes equations, Taylor number, Reynolds number, Higher order compact scheme, Rotating Fluid.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1301

Authors: T. R. Alencar, P. T. Leite

Abstract:

Several optimization algorithms specifically applied to the problem of Operation Planning of Hydrothermal Power Systems have been developed and are used. Although providing solutions to various problems encountered, these algorithms have some weaknesses, difficulties in convergence, simplification of the original formulation of the problem, or owing to the complexity of the objective function. Thus, this paper presents the development of a computational tool for solving optimization problem identified and to provide the User an easy handling. Adopted as intelligent optimization technique, Genetic Algorithms and programming language Java. First made the modeling of the chromosomes, then implemented the function assessment of the problem and the operators involved, and finally the drafting of the graphical interfaces for access to the User. The program has managed to relate a coherent performance in problem resolution without the need for simplification of the calculations together with the ease of manipulating the parameters of simulation and visualization of output results.

Keywords: Energy, Optimization, Hydrothermal Power Systemsand Genetic Algorithms

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1679

Authors: Padmanabhan Balasubramanian, Ryuta Arisaka

Abstract:

Factoring Boolean functions is one of the basic operations in algorithmic logic synthesis. A novel algebraic factorization heuristic for single-output combinatorial logic functions is presented in this paper and is developed based on the set theory paradigm. The impact of factoring is analyzed mainly from a low power design perspective for standard cell based digital designs in this paper. The physical implementation of a number of MCNC/IWLS combinational benchmark functions and sub-functions are compared before and after factoring, based on a simple technology mapping procedure utilizing only standard gate primitives (readily available as standard cells in a technology library) and not cells corresponding to optimized complex logic. The power results were obtained at the gate-level by means of an industry-standard power analysis tool from Synopsys, targeting a 130nm (0.13μm) UMC CMOS library, for the typical case. The wire-loads were inserted automatically and the simulations were performed with maximum input activity. The gate-level simulations demonstrate the advantage of the proposed factoring technique in comparison with other existing methods from a low power perspective, for arbitrary examples. Though the benchmarks experimentation reports mixed results, the mean savings in total power and dynamic power for the factored solution over a non-factored solution were 6.11% and 5.85% respectively. In terms of leakage power, the average savings for the factored forms was significant to the tune of 23.48%. The factored solution is expected to better its non-factored counterpart in terms of the power-delay product as it is well-known that factoring, in general, yields a delay-efficient multi-level solution.

Keywords: Factorization, Set theory, Logic function, Standardcell based design, Low power.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1770

Authors: George Yungchih Wang

Abstract:

Real options theory suggests that managerial flexibility embedded within irreversible investments can account for a significant value in project valuation. Although the argument has become the dominant focus of capital investment theory over decades, yet recent survey literature in capital budgeting indicates that corporate practitioners still do not explicitly apply real options in investment decisions. In this paper, we explore how real options decision criteria can be transformed into equivalent capital budgeting criteria under the consideration of uncertainty, assuming that underlying stochastic process follows a geometric Brownian motion (GBM), a mixed diffusion-jump (MX), or a mean-reverting process (MR). These equivalent valuation techniques can be readily decomposed into conventional investment rules and “option impacts", the latter of which describe the impacts on optimal investment rules with the option value considered. Based on numerical analysis and Monte Carlo simulation, three major findings are derived. First, it is shown that real options could be successfully integrated into the mindset of conventional capital budgeting. Second, the inclusion of option impacts tends to delay investment. It is indicated that the delay effect is the most significant under a GBM process and the least significant under a MR process. Third, it is optimal to adopt the new capital budgeting criteria in investment decision-making and adopting a suboptimal investment rule without considering real options could lead to a substantial loss in value.

Keywords: real options, capital budgeting, geometric Brownianmotion, mixed diffusion-jump, mean-reverting process

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2743

Authors: Shahla Shoghian, Maryam Kouzehgar

Abstract:

The main objective of this paper is applying a comparison between the Wolf Pack Search (WPS) as a newly introduced intelligent algorithm with several other known algorithms including Particle Swarm Optimization (PSO), Shuffled Frog Leaping (SFL), Binary and Continues Genetic algorithms. All algorithms are applied on two benchmark cost functions. The aim is to identify the best algorithm in terms of more speed and accuracy in finding the solution, where speed is measured in terms of function evaluations. The simulation results show that the SFL algorithm with less function evaluations becomes first if the simulation time is important, while if accuracy is the significant issue, WPS and PSO would have a better performance.

Keywords: Wolf Pack Search, Particle Swarm Optimization, Continues Genetic Algorithm, Binary Genetic Algorithm, Shuffled Frog Leaping, Optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3718

Authors: H. M. Côrtes, J. I. Da Silva Filho, M. F. Blos, B. S. Zanon

Abstract:

In a modern society the factor corresponding to the increase in the level of quality in industrial production demand new techniques of control and machinery automation. In this context, this work presents the implementation of a Paraconsistent-Fuzzy Digital PID controller. The controller is based on the treatment of inconsistencies both in the Paraconsistent Logic and in the Fuzzy Logic. Paraconsistent analysis is performed on the signals applied to the system inputs using concepts from the Paraconsistent Annotated Logic with annotation of two values (PAL2v). The signals resulting from the paraconsistent analysis are two values defined as Dc - Degree of Certainty and Dct - Degree of Contradiction, which receive a treatment according to the Fuzzy Logic theory, and the resulting output of the logic actions is a single value called the crisp value, which is used to control dynamic system. Through an example, it was demonstrated the application of the proposed model. Initially, the Paraconsistent-Fuzzy Digital PID controller was built and tested in an isolated MATLAB environment and then compared to the equivalent Digital PID function of this software for standard step excitation. After this step, a level control plant was modeled to execute the controller function on a physical model, making the tests closer to the actual. For this, the control parameters (proportional, integral and derivative) were determined for the configuration of the conventional Digital PID controller and of the Paraconsistent-Fuzzy Digital PID, and the control meshes in MATLAB were assembled with the respective transfer function of the plant. Finally, the results of the comparison of the level control process between the Paraconsistent-Fuzzy Digital PID controller and the conventional Digital PID controller were presented.

Keywords: Fuzzy logic, paraconsistent annotated logic, level control, digital PID.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1217

Authors: Ming-Tang Tsai, Chih-Wei Yen

Abstract:

In this paper, an Interactive Compromise Approach with Particle Swarm Optimization(ICA-PSO) is presented to solve the Economic Emission Dispatch(EED) problem. The cost function and emission function are modeled as the nonsmooth functions, respectively. The bi-objective including both the minimization of cost and emission is formulated in this paper. ICA-PSO is proposed to solve EED problem for finding a better compromise solution. The solution methodology can offer a global or near-global solution for decision-making requirements. The effectiveness and efficiency of ICA-PSO are demonstrated by a sample test system. Test results can be shown that the proposed method provide a practical and flexible framework for power dispatch.

Keywords: Interactive Compromise Approach, Emission Control, Economic Dispatch, Particle Swarm Optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1425

Authors: Cristian Păuna

Abstract:

After the widespread release of electronic trading, automated trading systems have become a significant part of the business intelligence system of any modern financial investment company. An important part of the trades is made completely automatically today by computers using mathematical algorithms. The trading decisions are taken almost instantly by logical models and the orders are sent by low-latency automatic systems. This paper will present a real-time price prediction methodology designed especially for algorithmic trading. Based on the price cyclicality function, the methodology revealed will generate price cyclicality bands to predict the optimal levels for the entries and exits. In order to automate the trading decisions, the cyclicality bands will generate automated trading signals. We have found that the model can be used with good results to predict the changes in market behavior. Using these predictions, the model can automatically adapt the trading signals in real-time to maximize the trading results. The paper will reveal the methodology to optimize and implement this model in automated trading systems. After tests, it is proved that this methodology can be applied with good efficiency in different timeframes. Real trading results will be also displayed and analyzed in order to qualify the methodology and to compare it with other models. As a conclusion, it was found that the price prediction model using the price cyclicality function is a reliable trading methodology for algorithmic trading in the financial market.

Keywords: Algorithmic trading, automated trading systems, financial markets, high-frequency trading, price prediction.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1334

Authors: Leszek Chybowski, Artur Bejger, Katarzyna Gawdzińska

Abstract:

Subversion analysis is a tool used in the TRIZ (Theory of Inventive Problem Solving) methodology. This article introduces the history and describes the process of subversion analysis, as well as function analysis and analysis of the resources, used at the design stage when generating possible undesirable situations. The article charts the course of subversion analysis when applied to a fuel injection nozzle of a marine engine. The work describes the fuel injector nozzle as a technological system and presents principles of analysis for the causes of a cracked tip of the nozzle body. The system is modelled with functional analysis. A search for potential causes of the damage is undertaken and a cause-and-effect analysis for various hypotheses concerning the damage is drawn up. The importance of particular hypotheses is evaluated and the most likely causes of damage identified.

Keywords: Complex technical system, fuel injector, function analysis, importance analysis, resource analysis, sabotage analysis, subversion analysis, TRIZ.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1171

Authors: Wen-Chi Liu

Abstract:

This study applies the sequential panel selection method (SPSM) procedure proposed by Chortareas and Kapetanios (2009) to investigate the time-series properties of energy consumption in 50 US states from 1963 to 2009. SPSM involves the classification of the entire panel into a group of stationary series and a group of non-stationary series to identify how many and which series in the panel are stationary processes. Empirical results obtained through SPSM with the panel KSS unit root test developed by Ucar and Omay (2009) combined with a Fourier function indicate that energy consumption in all the 50 US states are stationary. The results of this study have important policy implications for the 50 US states.

Keywords: Energy Consumption, Panel Unit Root, Sequential Panel Selection Method, Fourier Function, US states.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1788

Authors: Amrita Tripathi, Neeru Adlakha

Abstract:

Calcium [Ca2+] dynamics is studied as a potential form of neuron excitability that can control many irregular processes like metabolism, secretion etc. Ca2+ ion enters presynaptic terminal and increases the synaptic strength and thus triggers the neurotransmitter release. The modeling and analysis of calcium dynamics in neuron cell becomes necessary for deeper understanding of the processes involved. A mathematical model has been developed for cylindrical shaped neuron cell by incorporating physiological parameters like buffer, diffusion coefficient, and association rate. Appropriate initial and boundary conditions have been framed. The closed form solution has been developed in terms of modified Bessel function. A computer program has been developed in MATLAB 7.11 for the whole approach.

Keywords: Laplace Transform, Modified Bessel function, reaction diffusion equation, diffusion coefficient, excess buffer, calcium influx

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1945