Search results for: Biogeography based optimization method
16051 Design of a Robust Controller for AGC with Combined Intelligence Techniques
Authors: R. N. Patel, S. K. Sinha, R. Prasad
Abstract:
In this work Artificial Intelligence (AI) techniques like Fuzzy logic, Genetic Algorithms and Particle Swarm Optimization have been used to improve the performance of the Automatic Generation Control (AGC) system. Instead of applying Genetic Algorithms and Particle swarm optimization independently for optimizing the parameters of the conventional AGC with PI controller, an intelligent tuned Fuzzy logic controller (acting as the secondary controller in the AGC system) has been designed. The controller gives an improved dynamic performance for both hydrothermal and thermal-thermal power systems under a variety of operating conditions.
Keywords: Artificial intelligence, Automatic generation control, Fuzzy control, Genetic Algorithm, Particle swarm optimization, Power systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 179216050 On-line and Off-line POD Assisted Projective Integral for Non-linear Problems: A Case Study with Burgers-Equation
Authors: Montri Maleewong, Sirod Sirisup
Abstract:
The POD-assisted projective integration method based on the equation-free framework is presented in this paper. The method is essentially based on the slow manifold governing of given system. We have applied two variants which are the “on-line" and “off-line" methods for solving the one-dimensional viscous Bergers- equation. For the on-line method, we have computed the slow manifold by extracting the POD modes and used them on-the-fly along the projective integration process without assuming knowledge of the underlying slow manifold. In contrast, the underlying slow manifold must be computed prior to the projective integration process for the off-line method. The projective step is performed by the forward Euler method. Numerical experiments show that for the case of nonperiodic system, the on-line method is more efficient than the off-line method. Besides, the online approach is more realistic when apply the POD-assisted projective integration method to solve any systems. The critical value of the projective time step which directly limits the efficiency of both methods is also shown.
Keywords: Projective integration, POD method, equation-free.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 135716049 Conventional and Hybrid Network Energy Systems Optimization for Canadian Community
Authors: Mohamed Ghorab
Abstract:
Local generated and distributed system for thermal and electrical energy is sighted in the near future to reduce transmission losses instead of the centralized system. Distributed Energy Resources (DER) is designed at different sizes (small and medium) and it is incorporated in energy distribution between the hubs. The energy generated from each technology at each hub should meet the local energy demands. Economic and environmental enhancement can be achieved when there are interaction and energy exchange between the hubs. Network energy system and CO2 optimization between different six hubs presented Canadian community level are investigated in this study. Three different scenarios of technology systems are studied to meet both thermal and electrical demand loads for the six hubs. The conventional system is used as the first technology system and a reference case study. The conventional system includes boiler to provide the thermal energy, but the electrical energy is imported from the utility grid. The second technology system includes combined heat and power (CHP) system to meet the thermal demand loads and part of the electrical demand load. The third scenario has integration systems of CHP and Organic Rankine Cycle (ORC) where the thermal waste energy from the CHP system is used by ORC to generate electricity. General Algebraic Modeling System (GAMS) is used to model DER system optimization based on energy economics and CO2 emission analyses. The results are compared with the conventional energy system. The results show that scenarios 2 and 3 provide an annual total cost saving of 21.3% and 32.3 %, respectively compared to the conventional system (scenario 1). Additionally, Scenario 3 (CHP & ORC systems) provides 32.5% saving in CO2 emission compared to conventional system subsequent case 2 (CHP system) with a value of 9.3%.
Keywords: Distributed energy resources, network energy system, optimization, microgeneration system.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 94316048 Frequency-Variation Based Method for Parameter Estimation of Transistor Amplifier
Authors: Akash Rathee, Harish Parthasarathy
Abstract:
In this paper, a frequency-variation based method has been proposed for transistor parameter estimation in a commonemitter transistor amplifier circuit. We design an algorithm to estimate the transistor parameters, based on noisy measurements of the output voltage when the input voltage is a sine wave of variable frequency and constant amplitude. The common emitter amplifier circuit has been modelled using the transistor Ebers-Moll equations and the perturbation technique has been used for separating the linear and nonlinear parts of the Ebers-Moll equations. This model of the amplifier has been used to determine the amplitude of the output sinusoid as a function of the frequency and the parameter vector. Then, applying the proposed method to the frequency components, the transistor parameters have been estimated. As compared to the conventional time-domain least squares method, the proposed method requires much less data storage and it results in more accurate parameter estimation, as it exploits the information in the time and frequency domain, simultaneously. The proposed method can be utilized for parameter estimation of an analog device in its operating range of frequencies, as it uses data collected from different frequencies output signals for parameter estimation.Keywords: Perturbation Technique, Parameter estimation, frequency-variation based method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 176016047 Automatic Tuning for a Systemic Model of Banking Originated Losses (SYMBOL) Tool on Multicore
Authors: Ronal Muresano, Andrea Pagano
Abstract:
Nowadays, the mathematical/statistical applications are developed with more complexity and accuracy. However, these precisions and complexities have brought as result that applications need more computational power in order to be executed faster. In this sense, the multicore environments are playing an important role to improve and to optimize the execution time of these applications. These environments allow us the inclusion of more parallelism inside the node. However, to take advantage of this parallelism is not an easy task, because we have to deal with some problems such as: cores communications, data locality, memory sizes (cache and RAM), synchronizations, data dependencies on the model, etc. These issues are becoming more important when we wish to improve the application’s performance and scalability. Hence, this paper describes an optimization method developed for Systemic Model of Banking Originated Losses (SYMBOL) tool developed by the European Commission, which is based on analyzing the application's weakness in order to exploit the advantages of the multicore. All these improvements are done in an automatic and transparent manner with the aim of improving the performance metrics of our tool. Finally, experimental evaluations show the effectiveness of our new optimized version, in which we have achieved a considerable improvement on the execution time. The time has been reduced around 96% for the best case tested, between the original serial version and the automatic parallel version.
Keywords: Algorithm optimization, Bank Failures, OpenMP, Parallel Techniques, Statistical tool.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 190416046 Improvement over DV-Hop Localization Algorithm for Wireless Sensor Networks
Authors: Shrawan Kumar, D. K. Lobiyal
Abstract:
In this paper, we propose improved versions of DVHop algorithm as QDV-Hop algorithm and UDV-Hop algorithm for better localization without the need for additional range measurement hardware. The proposed algorithm focuses on third step of DV-Hop, first error terms from estimated distances between unknown node and anchor nodes is separated and then minimized. In the QDV-Hop algorithm, quadratic programming is used to minimize the error to obtain better localization. However, quadratic programming requires a special optimization tool box that increases computational complexity. On the other hand, UDV-Hop algorithm achieves localization accuracy similar to that of QDV-Hop by solving unconstrained optimization problem that results in solving a system of linear equations without much increase in computational complexity. Simulation results show that the performance of our proposed schemes (QDV-Hop and UDV-Hop) is superior to DV-Hop and DV-Hop based algorithms in all considered scenarios.Keywords: Wireless sensor networks, Error term, DV-Hop algorithm, Localization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 227016045 Cost Optimization of Concentric Braced Steel Building Structures
Authors: T. Balogh, L. G. Vigh
Abstract:
Seismic design may require non-conventional concept, due to the fact that the stiffness and layout of the structure have a great effect on the overall structural behaviour, on the seismic load intensity as well as on the internal force distribution. To find an economical and optimal structural configuration the key issue is the optimal design of the lateral load resisting system. This paper focuses on the optimal design of regular, concentric braced frame (CBF) multi-storey steel building structures. The optimal configurations are determined by a numerical method using genetic algorithm approach, developed by the authors. Aim is to find structural configurations with minimum structural cost. The design constraints of objective function are assigned in accordance with Eurocode 3 and Eurocode 8 guidelines. In this paper the results are presented for various building geometries, different seismic intensities, and levels of energy dissipation.Keywords: Dissipative Structures, Genetic Algorithm, Seismic Effects, Structural Optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 301716044 An Improved Total Variation Regularization Method for Denoising Magnetocardiography
Authors: Yanping Liao, Congcong He, Ruigang Zhao
Abstract:
The application of magnetocardiography signals to detect cardiac electrical function is a new technology developed in recent years. The magnetocardiography signal is detected with Superconducting Quantum Interference Devices (SQUID) and has considerable advantages over electrocardiography (ECG). It is difficult to extract Magnetocardiography (MCG) signal which is buried in the noise, which is a critical issue to be resolved in cardiac monitoring system and MCG applications. In order to remove the severe background noise, the Total Variation (TV) regularization method is proposed to denoise MCG signal. The approach transforms the denoising problem into a minimization optimization problem and the Majorization-minimization algorithm is applied to iteratively solve the minimization problem. However, traditional TV regularization method tends to cause step effect and lacks constraint adaptability. In this paper, an improved TV regularization method for denoising MCG signal is proposed to improve the denoising precision. The improvement of this method is mainly divided into three parts. First, high-order TV is applied to reduce the step effect, and the corresponding second derivative matrix is used to substitute the first order. Then, the positions of the non-zero elements in the second order derivative matrix are determined based on the peak positions that are detected by the detection window. Finally, adaptive constraint parameters are defined to eliminate noises and preserve signal peak characteristics. Theoretical analysis and experimental results show that this algorithm can effectively improve the output signal-to-noise ratio and has superior performance.Keywords: Constraint parameters, derivative matrix, magnetocardiography, regular term, total variation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 71016043 A Hybrid Nature Inspired Algorithm for Generating Optimal Query Plan
Authors: R. Gomathi, D. Sharmila
Abstract:
The emergence of the Semantic Web technology increases day by day due to the rapid growth of multiple web pages. Many standard formats are available to store the semantic web data. The most popular format is the Resource Description Framework (RDF). Querying large RDF graphs becomes a tedious procedure with a vast increase in the amount of data. The problem of query optimization becomes an issue in querying large RDF graphs. Choosing the best query plan reduces the amount of query execution time. To address this problem, nature inspired algorithms can be used as an alternative to the traditional query optimization techniques. In this research, the optimal query plan is generated by the proposed SAPSO algorithm which is a hybrid of Simulated Annealing (SA) and Particle Swarm Optimization (PSO) algorithms. The proposed SAPSO algorithm has the ability to find the local optimistic result and it avoids the problem of local minimum. Experiments were performed on different datasets by changing the number of predicates and the amount of data. The proposed algorithm gives improved results compared to existing algorithms in terms of query execution time.
Keywords: Semantic web, RDF, Query optimization, Nature inspired algorithms, PSO, SA.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 224216042 New Newton's Method with Third-order Convergence for Solving Nonlinear Equations
Authors: Osama Yusuf Ababneh
Abstract:
For the last years, the variants of the Newton-s method with cubic convergence have become popular iterative methods to find approximate solutions to the roots of non-linear equations. These methods both enjoy cubic convergence at simple roots and do not require the evaluation of second order derivatives. In this paper, we present a new Newton-s method based on contra harmonic mean with cubically convergent. Numerical examples show that the new method can compete with the classical Newton's method.
Keywords: Third-order convergence, non-linear equations, root finding, iterative method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 297216041 A Hybrid Method for Eyes Detection in Facial Images
Authors: Muhammad Shafi, Paul W. H. Chung
Abstract:
This paper proposes a hybrid method for eyes localization in facial images. The novelty is in combining techniques that utilise colour, edge and illumination cues to improve accuracy. The method is based on the observation that eye regions have dark colour, high density of edges and low illumination as compared to other parts of face. The first step in the method is to extract connected regions from facial images using colour, edge density and illumination cues separately. Some of the regions are then removed by applying rules that are based on the general geometry and shape of eyes. The remaining connected regions obtained through these three cues are then combined in a systematic way to enhance the identification of the candidate regions for the eyes. The geometry and shape based rules are then applied again to further remove the false eye regions. The proposed method was tested using images from the PICS facial images database. The proposed method has 93.7% and 87% accuracies for initial blobs extraction and final eye detection respectively.Keywords: Erosion, dilation, Edge-density
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 205616040 Mathematical Modeling of the AMCs Cross-Contamination Removal in the FOUPs: Finite Element Formulation and Application in FOUP’s Decontamination
Authors: N. Santatriniaina, J. Deseure, T.Q. Nguyen, H. Fontaine, C. Beitia, L. Rakotomanana
Abstract:
Nowadays, with the increasing of the wafer's size and the decreasing of critical size of integrated circuit manufacturing in modern high-tech, microelectronics industry needs a maximum attention to challenge the contamination control. The move to 300 [mm] is accompanied by the use of Front Opening Unified Pods for wafer and his storage. In these pods an airborne cross contamination may occur between wafers and the pods. A predictive approach using modeling and computational methods is very powerful method to understand and qualify the AMCs cross contamination processes. This work investigates the required numerical tools which are employed in order to study the AMCs cross-contamination transfer phenomena between wafers and FOUPs. Numerical optimization and finite element formulation in transient analysis were established. Analytical solution of one dimensional problem was developed and the calibration process of physical constants was performed. The least square distance between the model (analytical 1D solution) and the experimental data are minimized. The behavior of the AMCs intransient analysis was determined. The model framework preserves the classical forms of the diffusion and convection-diffusion equations and yields to consistent form of the Fick's law. The adsorption process and the surface roughness effect were also traduced as a boundary condition using the switch condition Dirichlet to Neumann and the interface condition. The methodology is applied, first using the optimization methods with analytical solution to define physical constants, and second using finite element method including adsorption kinetic and the switch of Dirichlet to Neumann condition.
Keywords: AMCs, FOUP, cross-contamination, adsorption, diffusion, numerical analysis, wafers, Dirichlet to Neumann, finite elements methods, Fick’s law, optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 317916039 Neural Network Controller for Mobile Robot Motion Control
Authors: Jasmin Velagic, Nedim Osmic, Bakir Lacevic
Abstract:
In this paper the neural network-based controller is designed for motion control of a mobile robot. This paper treats the problems of trajectory following and posture stabilization of the mobile robot with nonholonomic constraints. For this purpose the recurrent neural network with one hidden layer is used. It learns relationship between linear velocities and error positions of the mobile robot. This neural network is trained on-line using the backpropagation optimization algorithm with an adaptive learning rate. The optimization algorithm is performed at each sample time to compute the optimal control inputs. The performance of the proposed system is investigated using a kinematic model of the mobile robot.Keywords: Mobile robot, kinematic model, neural network, motion control, adaptive learning rate.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 333616038 Comparative Study on Swarm Intelligence Techniques for Biclustering of Microarray Gene Expression Data
Authors: R. Balamurugan, A. M. Natarajan, K. Premalatha
Abstract:
Microarray gene expression data play a vital in biological processes, gene regulation and disease mechanism. Biclustering in gene expression data is a subset of the genes indicating consistent patterns under the subset of the conditions. Finding a biclustering is an optimization problem. In recent years, swarm intelligence techniques are popular due to the fact that many real-world problems are increasingly large, complex and dynamic. By reasons of the size and complexity of the problems, it is necessary to find an optimization technique whose efficiency is measured by finding the near optimal solution within a reasonable amount of time. In this paper, the algorithmic concepts of the Particle Swarm Optimization (PSO), Shuffled Frog Leaping (SFL) and Cuckoo Search (CS) algorithms have been analyzed for the four benchmark gene expression dataset. The experiment results show that CS outperforms PSO and SFL for 3 datasets and SFL give better performance in one dataset. Also this work determines the biological relevance of the biclusters with Gene Ontology in terms of function, process and component.
Keywords: Particle swarm optimization, Shuffled frog leaping, Cuckoo search, biclustering, gene expression data.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 266616037 A Review on Higher Order Spline Techniques for Solving Burgers Equation Using B-Spline Methods and Variation of B-Spline Techniques
Authors: Maryam Khazaei Pool, Lori Lewis
Abstract:
This is a summary of articles based on higher order B-splines methods and the variation of B-spline methods such as Quadratic B-spline Finite Elements Method, Exponential Cubic B-Spline Method Septic B-spline Technique, Quintic B-spline Galerkin Method, and B-spline Galerkin Method based on the Quadratic B-spline Galerkin method (QBGM) and Cubic B-spline Galerkin method (CBGM). In this paper we study the B-spline methods and variations of B-spline techniques to find a numerical solution to the Burgers’ equation. A set of fundamental definitions including Burgers equation, spline functions, and B-spline functions are provided. For each method, the main technique is discussed as well as the discretization and stability analysis. A summary of the numerical results is provided and the efficiency of each method presented is discussed. A general conclusion is provided where we look at a comparison between the computational results of all the presented schemes. We describe the effectiveness and advantages of these methods.
Keywords: Burgers’ Equation, Septic B-spline, Modified Cubic B-Spline Differential Quadrature Method, Exponential Cubic B-Spline Technique, B-Spline Galerkin Method, and Quintic B-Spline Galerkin Method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 36916036 Sparse-View CT Reconstruction Based on Nonconvex L1 − L2 Regularizations
Authors: Ali Pour Yazdanpanah, Farideh Foroozandeh Shahraki, Emma Regentova
Abstract:
The reconstruction from sparse-view projections is one of important problems in computed tomography (CT) limited by the availability or feasibility of obtaining of a large number of projections. Traditionally, convex regularizers have been exploited to improve the reconstruction quality in sparse-view CT, and the convex constraint in those problems leads to an easy optimization process. However, convex regularizers often result in a biased approximation and inaccurate reconstruction in CT problems. Here, we present a nonconvex, Lipschitz continuous and non-smooth regularization model. The CT reconstruction is formulated as a nonconvex constrained L1 − L2 minimization problem and solved through a difference of convex algorithm and alternating direction of multiplier method which generates a better result than L0 or L1 regularizers in the CT reconstruction. We compare our method with previously reported high performance methods which use convex regularizers such as TV, wavelet, curvelet, and curvelet+TV (CTV) on the test phantom images. The results show that there are benefits in using the nonconvex regularizer in the sparse-view CT reconstruction.Keywords: Computed tomography, sparse-view reconstruction, L1 −L2 minimization, non-convex, difference of convex functions.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 203816035 An Improved Illumination Normalization based on Anisotropic Smoothing for Face Recognition
Authors: Sanghoon Kim, Sun-Tae Chung, Souhwan Jung, Seongwon Cho
Abstract:
Robust face recognition under various illumination environments is very difficult and needs to be accomplished for successful commercialization. In this paper, we propose an improved illumination normalization method for face recognition. Illumination normalization algorithm based on anisotropic smoothing is well known to be effective among illumination normalization methods but deteriorates the intensity contrast of the original image, and incurs less sharp edges. The proposed method in this paper improves the previous anisotropic smoothing-based illumination normalization method so that it increases the intensity contrast and enhances the edges while diminishing the effect of illumination variations. Due to the result of these improvements, face images preprocessed by the proposed illumination normalization method becomes to have more distinctive feature vectors (Gabor feature vectors) for face recognition. Through experiments of face recognition based on Gabor feature vector similarity, the effectiveness of the proposed illumination normalization method is verified.Keywords: Illumination Normalization, Face Recognition, Anisotropic smoothing, Gabor feature vector.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 155316034 Using A Hybrid Algorithm to Improve the Quality of Services in Multicast Routing Problem
Authors: Mohammad Reza Karami Nejad
Abstract:
A hybrid learning automata-genetic algorithm (HLGA) is proposed to solve QoS routing optimization problem of next generation networks. The algorithm complements the advantages of the learning Automato Algorithm(LA) and Genetic Algorithm(GA). It firstly uses the good global search capability of LA to generate initial population needed by GA, then it uses GA to improve the Quality of Service(QoS) and acquiring the optimization tree through new algorithms for crossover and mutation operators which are an NP-Complete problem. In the proposed algorithm, the connectivity matrix of edges is used for genotype representation. Some novel heuristics are also proposed for mutation, crossover, and creation of random individuals. We evaluate the performance and efficiency of the proposed HLGA-based algorithm in comparison with other existing heuristic and GA-based algorithms by the result of simulation. Simulation results demonstrate that this paper proposed algorithm not only has the fast calculating speed and high accuracy but also can improve the efficiency in Next Generation Networks QoS routing. The proposed algorithm has overcome all of the previous algorithms in the literature.
Keywords: Routing, Quality of Service, Multicaset, Learning Automata, Genetic, Next Generation Networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 174016033 Applications of Conic Optimization and Quadratic Programming in the Investigation of Index Arbitrage in the Thai Derivatives and Equity Markets
Authors: Satjaporn Tungsong, Gun Srijuntongsiri
Abstract:
This research seeks to investigate the frequency and profitability of index arbitrage opportunities involving the SET50 futures, SET50 component stocks, and the ThaiDEX SET50 ETF (ticker symbol: TDEX). In particular, the frequency and profit of arbitrage are measured in the following three arbitrage tests: (1) SET50 futures vs. ThaiDEX SET50 ETF, (2) SET50 futures vs. SET50 component stocks, and (3) ThaiDEX SET50 ETF vs. SET50 component stocks are investigated. For tests (2) and (3), the problems involve conic optimization and quadratic programming as subproblems. This research is first to apply conic optimization and quadratic programming techniques in the context of index arbitrage and is first to investigate such index arbitrage in the Thai equity and derivatives markets. Thus, the contribution of this study is twofold. First, its results would help understand the contribution of the derivatives securities to the efficiency of the Thai markets. Second, the methodology employed in this study can be applied to other geographical markets, with minor adjustments.Keywords: Conic optimization, Equity index arbitrage, Executionlags, Quadratic programming, SET50 index futures, ThaiDEX SET50ETF, Transaction costs
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 157616032 MIMO System Order Reduction Using Real-Coded Genetic Algorithm
Authors: Swadhin Ku. Mishra, Sidhartha Panda, Simanchala Padhy, C. Ardil
Abstract:
In this paper, real-coded genetic algorithm (RCGA) optimization technique has been applied for large-scale linear dynamic multi-input-multi-output (MIMO) system. The method is based on error minimization technique where the integral square error between the transient responses of original and reduced order models has been minimized by RCGA. The reduction procedure is simple computer oriented and the approach is comparable in quality with the other well-known reduction techniques. Also, the proposed method guarantees stability of the reduced model if the original high-order MIMO system is stable. The proposed approach of MIMO system order reduction is illustrated with the help of an example and the results are compared with the recently published other well-known reduction techniques to show its superiority.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 226516031 Cash Flow Optimization on Synthetic CDOs
Authors: Timothée Bligny, Clément Codron, Antoine Estruch, Nicolas Girodet, Clément Ginet
Abstract:
Collateralized Debt Obligations are not as widely used nowadays as they were before 2007 Subprime crisis. Nonetheless there remains an enthralling challenge to optimize cash flows associated with synthetic CDOs. A Gaussian-based model is used here in which default correlation and unconditional probabilities of default are highlighted. Then numerous simulations are performed based on this model for different scenarios in order to evaluate the associated cash flows given a specific number of defaults at different periods of time. Cash flows are not solely calculated on a single bought or sold tranche but rather on a combination of bought and sold tranches. With some assumptions, the simplex algorithm gives a way to find the maximum cash flow according to correlation of defaults and maturities. The used Gaussian model is not realistic in crisis situations. Besides present system does not handle buying or selling a portion of a tranche but only the whole tranche. However the work provides the investor with relevant elements on how to know what and when to buy and sell.
Keywords: Synthetic Collateralized Debt Obligation (CDO), Credit Default Swap (CDS), Cash Flow Optimization, Probability of Default, Default Correlation, Strategies, Simulation, Simplex.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 190716030 On a New Numerical Analysis for the Symmetric Shortest Queue Problem
Authors: Tayeb Lardjane, Rabah Messaci
Abstract:
We consider a network of two M/M/1 parallel queues having the same poisonnian arrival stream with rate λ. Upon his arrival to the system a customer heads to the shortest queue and stays until being served. If the two queues have the same length, an arriving customer chooses one of the two queues with the same probability. Each duration of service in the two queues is an exponential random variable with rate μ and no jockeying is permitted between the two queues. A new numerical method, based on linear programming and convex optimization, is performed for the computation of the steady state solution of the system.
Keywords: Steady state solution, matrix formulation, convex set, shortest queue, linear programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 149216029 Unipolar Anamorphosis and its use in Accessibility Analyses
Authors: T. Hudecek, Z. Zakova
Abstract:
The paper deals with cartographic visualisation of results of transport accessibility monitoring with the use of a semiautomated method of unipolar anamorphosis, developed by the authors in the GIS environment. The method is based on transformation of distance in the map to values of a geographical phenomenon. In the case of time accessibility it is based on transformation of isochrones converted into the form of concentric circles, taking into account selected topographic and thematic elements in the map. The method is most suitable for analyses of accessibility to or from a centre and for modelling its long-term context. The paper provides a detailed analysis of the procedures and functionality of the method, discussing the issues of coordinates, transformation, scale and visualisation. It also offers a discussion of possible problems and inaccuracies. A practical application of the method is illustrated by previous research results by the authors in the filed of accessibility in Czechia.Keywords: accessibility, GIS, transformation, unipolar anamorphosis
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 141416028 Optimal Allocation of FACTS Devices for ATC Enhancement Using Bees Algorithm
Authors: R.Mohamad Idris, A.Khairuddin, M.W.Mustafa
Abstract:
In this paper, a novel method using Bees Algorithm is proposed to determine the optimal allocation of FACTS devices for maximizing the Available Transfer Capability (ATC) of power transactions between source and sink areas in the deregulated power system. The algorithm simultaneously searches the FACTS location, FACTS parameters and FACTS types. Two types of FACTS are simulated in this study namely Thyristor Controlled Series Compensator (TCSC) and Static Var Compensator (SVC). A Repeated Power Flow with FACTS devices including ATC is used to evaluate the feasible ATC value within real and reactive power generation limits, line thermal limits, voltage limits and FACTS operation limits. An IEEE30 bus system is used to demonstrate the effectiveness of the algorithm as an optimization tool to enhance ATC. A Genetic Algorithm technique is used for validation purposes. The results clearly indicate that the introduction of FACTS devices in a right combination of location and parameters could enhance ATC and Bees Algorithm can be efficiently used for this kind of nonlinear integer optimization.
Keywords: ATC, Bees Algorithm, TCSC, SVC
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 317116027 A New Approximate Procedure Based On He’s Variational Iteration Method for Solving Nonlinear Hyperbolic Wave Equations
Authors: Jinfeng Wang, Yang Liu, Hong Li
Abstract:
In this article, we propose a new approximate procedure based on He’s variational iteration method for solving nonlinear hyperbolic equations. We introduce two transformations q = ut and σ = ux and formulate a first-order system of equations. We can obtain the approximation solution for the scalar unknown u, time derivative q = ut and space derivative σ = ux, simultaneously. Finally, some examples are provided to illustrate the effectiveness of our method.
Keywords: Hyperbolic wave equation, Nonlinear, He’s variational iteration method, Transformations
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 214316026 A New Fast Intra Prediction Mode Decision Algorithm for H.264/AVC Encoders
Authors: A. Elyousfi, A. Tamtaoui, E. Bouyakhf
Abstract:
The H.264/AVC video coding standard contains a number of advanced features. Ones of the new features introduced in this standard is the multiple intramode prediction. Its function exploits directional spatial correlation with adjacent block for intra prediction. With this new features, intra coding of H.264/AVC offers a considerably higher improvement in coding efficiency compared to other compression standard, but computational complexity is increased significantly when brut force rate distortion optimization (RDO) algorithm is used. In this paper, we propose a new fast intra prediction mode decision method for the complexity reduction of H.264 video coding. for luma intra prediction, the proposed method consists of two step: in the first step, we make the RDO for four mode of intra 4x4 block, based the distribution of RDO cost of those modes and the idea that the fort correlation with adjacent mode, we select the best mode of intra 4x4 block. In the second step, we based the fact that the dominating direction of a smaller block is similar to that of bigger block, the candidate modes of 8x8 blocks and 16x16 macroblocks are determined. So, in case of chroma intra prediction, the variance of the chroma pixel values is much smaller than that of luma ones, since our proposed uses only the mode DC. Experimental results show that the new fast intra mode decision algorithm increases the speed of intra coding significantly with negligible loss of PSNR.
Keywords: Intra prediction, H264/AVC, video coding, encodercomplexity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 250916025 Robust Face Recognition using AAM and Gabor Features
Authors: Sanghoon Kim, Sun-Tae Chung, Souhwan Jung, Seoungseon Jeon, Jaemin Kim, Seongwon Cho
Abstract:
In this paper, we propose a face recognition algorithm using AAM and Gabor features. Gabor feature vectors which are well known to be robust with respect to small variations of shape, scaling, rotation, distortion, illumination and poses in images are popularly employed for feature vectors for many object detection and recognition algorithms. EBGM, which is prominent among face recognition algorithms employing Gabor feature vectors, requires localization of facial feature points where Gabor feature vectors are extracted. However, localization method employed in EBGM is based on Gabor jet similarity and is sensitive to initial values. Wrong localization of facial feature points affects face recognition rate. AAM is known to be successfully applied to localization of facial feature points. In this paper, we devise a facial feature point localization method which first roughly estimate facial feature points using AAM and refine facial feature points using Gabor jet similarity-based facial feature localization method with initial points set by the rough facial feature points obtained from AAM, and propose a face recognition algorithm using the devised localization method for facial feature localization and Gabor feature vectors. It is observed through experiments that such a cascaded localization method based on both AAM and Gabor jet similarity is more robust than the localization method based on only Gabor jet similarity. Also, it is shown that the proposed face recognition algorithm using this devised localization method and Gabor feature vectors performs better than the conventional face recognition algorithm using Gabor jet similarity-based localization method and Gabor feature vectors like EBGM.Keywords: Face Recognition, AAM, Gabor features, EBGM.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 221016024 Evolutionary Multi-objective Optimization for Positioning of Residential Houses
Authors: Ayman El Ansary, Mohamed Shalaby
Abstract:
The current study describes a multi-objective optimization technique for positioning of houses in a residential neighborhood. The main task is the placement of residential houses in a favorable configuration satisfying a number of objectives. Solving the house layout problem is a challenging task. It requires an iterative approach to satisfy design requirements (e.g. energy efficiency, skyview, daylight, roads network, visual privacy, and clear access to favorite views). These design requirements vary from one project to another based on location and client preferences. In the Gulf region, the most important socio-cultural factor is the visual privacy in indoor space. Hence, most of the residential houses in this region are surrounded by high fences to provide privacy, which has a direct impact on other requirements (e.g. daylight and direction to favorite views). This investigation introduces a novel technique to optimally locate and orient residential buildings to satisfy a set of design requirements. The developed technique explores the search space for possible solutions. This study considers two dimensional house planning problems. However, it can be extended to solve three dimensional cases.
Keywords: Evolutionary optimization, Houses planning, Urban modeling, Daylight, Visual Privacy, Residential compounds.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 154816023 Evaluation of Green Roof System for Green Building Projects in Malaysia
Authors: Muhammad Ashraf Fauzi, Nurhayati Abdul Malek, Jamilah Othman
Abstract:
The implementations of green roof have been widely used in the developed countries such as Germany, United Kingdom, United States and Canada. Green roof have many benefits such as aesthetic and economic value, ecological gain which are optimization of storm water management, urban heat island mitigation and energy conservation. In term of pollution, green roof can control the air and noise pollution in urban cities. The application of green roof in Malaysian building has been studied with the previous work of green roof either in Malaysia or other Asian region as like Indonesia, Singapore, Thailand, Taiwan and several other countries that have similar climate and environment as in Malaysia. These technologies of adapting green roof have been compared to the Green Building Index (GBI) of Malaysian buildings. The study has concentrated on the technical aspect of green roof system having focused on i) waste & recyclable materials ii) types of plants and method of planting and iii) green roof as tool to reduce storm water runoff. The finding of these areas will be compared to the suitability in achieving good practice of the GBI in Malaysia. Results show that most of the method are based on the countries own climate and environment. This suggests that the method of using green roof must adhere to the tropical climate of Malaysia. Suggestion of this research will be viewed in term of the sustainability of the green roof. Further research can be developed to implement the best method and application in Malaysian climate especially in urban cities and township.Keywords: Green roofs, vegetation, plants, material, stormwater.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 540916022 Methods for Analyzing the Energy Efficiencyand Cost Effectiveness of Evaporative Cooling Air Conditioning
Authors: A Fouda, Z. Melikyan
Abstract:
Air conditioning systems of houses consume large quantity of electricity. To reducing energy consumption for air conditioning purposes it is becoming attractive the use of evaporative cooling air conditioning which is less energy consuming compared to air chillers. But, it is obvious that higher energy efficiency of evaporative cooling is not enough to judge whether evaporative cooling economically is competitive with other types of cooling systems. To proving the higher energy efficiency and cost effectiveness of the evaporative cooling competitive analysis of various types of cooling system should be accomplished. For noted purpose optimization mathematical model for each system should be composed based on system approach analysis. In this paper different types of evaporative cooling-heating systems are discussed and methods for increasing their energy efficiency and as well as determining of their design parameters are developed. The optimization mathematical models for each of them are composed with help of which least specific costs for each of them are reviled. The comparison of specific costs proved that the most efficient and cost effective is considered the “direct evaporating" system if it is applicable for given climatic conditions. Next more universal and applicable for many climatic conditions system providing least cost of heating and cooling is considered the “direct evaporating" system.Keywords: air, conditioning, system, evaporative cooling, mathematical model, optimization, thermoeconomic.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1776