Search results for: Irregular binary series
434 Eukaryotic Gene Prediction by an Investigation of Nonlinear Dynamical Modeling Techniques on EIIP Coded Sequences
Authors: Mai S. Mabrouk, Nahed H. Solouma, Abou-Bakr M. Youssef, Yasser M. Kadah
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Many digital signal processing, techniques have been used to automatically distinguish protein coding regions (exons) from non-coding regions (introns) in DNA sequences. In this work, we have characterized these sequences according to their nonlinear dynamical features such as moment invariants, correlation dimension, and largest Lyapunov exponent estimates. We have applied our model to a number of real sequences encoded into a time series using EIIP sequence indicators. In order to discriminate between coding and non coding DNA regions, the phase space trajectory was first reconstructed for coding and non-coding regions. Nonlinear dynamical features are extracted from those regions and used to investigate a difference between them. Our results indicate that the nonlinear dynamical characteristics have yielded significant differences between coding (CR) and non-coding regions (NCR) in DNA sequences. Finally, the classifier is tested on real genes where coding and non-coding regions are well known.
Keywords: Gene prediction, nonlinear dynamics, correlation dimension, Lyapunov exponent.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1825433 Computer-aided Lenke Classification of Scoliotic Spines
Authors: Neila Mezghani, Philippe Phan, Hubert Labelle, Carl Eric Aubin, Jacques de Guise
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The identification and classification of the spine deformity play an important role when considering surgical planning for adolescent patients with idiopathic scoliosis. The subject of this article is the Lenke classification of scoliotic spines using Cobb angle measurements. The purpose is two-fold: (1) design a rulebased diagram to assist clinicians in the classification process and (2) investigate a computer classifier which improves the classification time and accuracy. The rule-based diagram efficiency was evaluated in a series of scoliotic classifications by 10 clinicians. The computer classifier was tested on a radiographic measurement database of 603 patients. Classification accuracy was 93% using the rule-based diagram and 99% for the computer classifier. Both the computer classifier and the rule based diagram can efficiently assist clinicians in their Lenke classification of spine scoliosis.
Keywords: Scoliosis, Lenke model, decision-rules, computer aided classifier.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1636432 Enhanced Genetic Algorithm Approach for Security Constrained Optimal Power Flow Including FACTS Devices
Authors: R.Narmatha Banu, D.Devaraj
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This paper presents a genetic algorithm based approach for solving security constrained optimal power flow problem (SCOPF) including FACTS devices. The optimal location of FACTS devices are identified using an index called overload index and the optimal values are obtained using an enhanced genetic algorithm. The optimal allocation by the proposed method optimizes the investment, taking into account its effects on security in terms of the alleviation of line overloads. The proposed approach has been tested on IEEE-30 bus system to show the effectiveness of the proposed algorithm for solving the SCOPF problem.Keywords: Optimal Power Flow, Genetic Algorithm, FlexibleAC transmission system (FACTS) devices, Severity Index (SI), Security Enhancement, Thyristor controlled series capacitor (TCSC).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1764431 Worm Gearing Design Improvement by Considering Varying Mesh Stiffness
Authors: A. H. Elkholy, A. H. Falah
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A new approach has been developed to estimate the load share and distribution of worm gear drives, and to calculate the instantaneous tooth meshing stiffness. In the approach, the worm gear drive was modelled as a series of spur gear slices, and each slice was analyzed separately using the well-established formulae of spur gear loading and stresses. By combining the results obtained for all slices, the entire envolute worm gear set loading and stressing was obtained. The geometric modelling method presented allows tooth elastic deformation and tooth root stresses of worm gear drives under different load conditions to be investigated. Based on the slicing method introduced in this study, the instantaneous meshing stiffness and load share are obtained. In comparison with existing methods, this approach has both good analysis accuracy and less computing time.Keywords: Gear, load/stress distribution, worm, wheel, tooth stiffness, contact line.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2220430 On the Efficiency and Robustness of Commingle Wiener and Lévy Driven Processes for Vasciek Model
Authors: Rasaki O. Olanrewaju
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The driven processes of Wiener and Lévy are known self-standing Gaussian-Markov processes for fitting non-linear dynamical Vasciek model. In this paper, a coincidental Gaussian density stationarity condition and autocorrelation function of the two driven processes were established. This led to the conflation of Wiener and Lévy processes so as to investigate the efficiency of estimates incorporated into the one-dimensional Vasciek model that was estimated via the Maximum Likelihood (ML) technique. The conditional laws of drift, diffusion and stationarity process was ascertained for the individual Wiener and Lévy processes as well as the commingle of the two processes for a fixed effect and Autoregressive like Vasciek model when subjected to financial series; exchange rate of Naira-CFA Franc. In addition, the model performance error of the sub-merged driven process was miniature compared to the self-standing driven process of Wiener and Lévy.Keywords: Wiener process, Lévy process, Vasciek model, drift, diffusion, Gaussian density stationary.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 666429 Microstructure and Electrochemical Properties of LiNi1/3Co1/3Mn1/3-xAlxO2 Cathode Material for Lithium Ion Batteries
Authors: Wei-Bo Hua, Zhuo Zheng, Xiao-Dong Guo, Ben-He Zhong
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The layered structure LiNi1/3Co1/3Mn1/3-xAlxO2 (x = 0 ~ 0.04) series cathode materials were synthesized by a carbonate co-precipitation method, followed by a high temperature calcination process. The influence of Al substitution on the microstructure and electrochemical performances of the prepared materials was investigated by X-Ray diffraction (XRD), scanning electron microscopy (SEM), and galvanostatic charge/discharge test. The results show that the LiNi1/3Co1/3Mn1/3-xAlxO2 has a well-ordered hexagonal α-NaFeO2 structure. Although the discharge capacity of Al-doped samples decreases as x increases, LiNi1/3Co1/3Mn1/3-0.02Al0.02O2 exhibits superior capacity retention at high voltage (4.6 V). Therefore, LiNi1/3Co1/3Mn1/3-0.02Al0.02O2 is a promising material for “green” vehicles.Keywords: Lithium ion battery, carbonate co-precipitation, microstructure, electrochemical properties.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2074428 Adsorption of Cadmium onto Activated and Non-Activated Date Pits
Authors: Munther I. Kandah, Fahmi A. Abu Al-Rub, Lucy Bawarish, Mira Bawarish, Hiba Al-Tamimi, Reem Khalil, Raja'a Sa, ada
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In this project cadmium ions were adsorbed from aqueous solutions onto either date pits; a cheap agricultural and nontoxic material, or chemically activated carbon prepared from date pits using phosphoric acid. A series of experiments were conducted in a batch adsorption technique to assess the feasibility of using the prepared adsorbents. The effects of the process variables such as initial cadmium ions concentration, contact time, solution pH and adsorbent dose on the adsorption capacity of both adsorbents were studied. The experimental data were tested using different isotherm models such as Langmuir, Freundlich, Tempkin and Dubinin- Radushkevich. The results showed that although the equilibrium data could be described by all models used, Langmuir model gave slightly better results when using activated carbon while Freundlich model, gave better results with date pits.Keywords: Adsorption, Cadmium, Chemical Activation, DatePits.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1813427 2 – Block 3 - Point Modified Numerov Block Methods for Solving Ordinary Differential Equations
Authors: Abdu Masanawa Sagir
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In this paper, linear multistep technique using power series as the basis function is used to develop the block methods which are suitable for generating direct solution of the special second order ordinary differential equations of the form y′′ = f(x,y), a < = x < = b with associated initial or boundary conditions. The continuaous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain two different three discrete schemes, each of order (4,4,4)T, which were used in block form for parallel or sequential solutions of the problems. The computational burden and computer time wastage involved in the usual reduction of second order problem into system of first order equations are avoided by this approach. Furthermore, a stability analysis and efficiency of the block method are tested on linear and non-linear ordinary differential equations whose solutions are oscillatory or nearly periodic in nature, and the results obtained compared favourably with the exact solution.Keywords: Block Method, Hybrid, Linear Multistep Method, Self – starting, Special Second Order.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1950426 Revolving Ferrofluid Flow in Porous Medium with Rotating Disk
Authors: Paras Ram, Vikas Kumar
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An attempt has been made to study the effect of rotation on incompressible, electrically non-conducting ferrofluid in porous medium on Axi-symmetric steady flow over a rotating disk excluding thermal effects. Here, we solved the boundary layer equations with boundary conditions using Neuringer-Rosensweig model considering the z-axis as the axis of rotation. The non linear boundary layer equations involved in the problem are transformed to the non linear coupled ordinary differential equations by Karman's transformation and solved by power series approximations. Besides numerically calculating the velocity components and pressure for different values of porosity parameter with the variation of Karman's parameter we have also calculated the displacement thickness of boundary layer, the total volume flowing outward the z-axis and angle between wall and ferrofluid. The results for all above variables are obtained numerically and discussed graphically.
Keywords: Ferrofluid, magnetic field porous medium, rotating disk.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2135425 In vivo Histomorphometric and Corrosion Analysis of Ti-Ni-Cr Shape Memory Alloys in Rabbits
Authors: T. Ahmed, Z. Butt, M. Ali, S. Attiq, M. Ali
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A series of Ti based shape memory alloys with composition of Ti50Ni49Cr1, Ti50Ni47Cr3 and Ti50Ni45Cr5 were developed by vacuum arc-melting under a purified argon atmosphere. The histometric and corrosion evaluation of Ti-Ni-Cr shape memory alloys have been considered in this research work. The alloys were developed by vacuum arc melting and implanted subcutaneously in rabbits for 4, 8 and 12 weeks. Metallic implants were embedded in order to determine the outcome of implantation on histometric and corrosion evaluation of Ti-Ni-Cr metallic strips. Encapsulating membrane formation around the alloys was minimal in the case of all materials. After histomorphometric analyses it was possible to demonstrate that there were no statistically significant differences between the materials. Corrosion rate was also determined in this study which is within acceptable range. The results showed the Ti- Ni-Cr alloy was neither cytotoxic, nor have any systemic reaction on living system in any of the test performed. Implantation shows good compatibility and a potential of being used directly in vivo system.
Keywords: Shape memory alloy, Ti-Ni-Fe, histomorphometric, corrosion.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1697424 An Exact Solution of Axi-symmetric Conductive Heat Transfer in Cylindrical Composite Laminate under the General Boundary Condition
Authors: M.kayhani, M.Nourouzi, A. Amiri Delooei
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This study presents an exact general solution for steady-state conductive heat transfer in cylindrical composite laminates. Appropriate Fourier transformation has been obtained using Sturm-Liouville theorem. Series coefficients are achieved by solving a set of equations that related to thermal boundary conditions at inner and outer of the cylinder, also related to temperature continuity and heat flux continuity between each layer. The solution of this set of equations are obtained using Thomas algorithm. In this paper, the effect of fibers- angle on temperature distribution of composite laminate is investigated under general boundary conditions. Here, we show that the temperature distribution for any composite laminates is between temperature distribution for laminates with θ = 0° and θ = 90° .Keywords: exact solution, composite laminate, heat conduction, cylinder, Fourier transformation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2447423 5-Aminolevulinic Acid-Loaded Gel, Sponge Collagen to Enhance the Delivery Ability to Skin
Authors: Yi-Ping Fang, Hsien-Ting Cheng
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Topical photodynamic therapy (PDT) with 5-aminolevulinic acid (ALA) is an alternative therapy for treating superficial cancer, especially for skin or oral cancer. ALA, a precursor of the photosensitizer protoporphyrin IX (PpIX), is present as zwitterions and hydrophilic property which make the low permeability through the cell membrane. Collagen is a traditional carrier; its molecular composed various amino acids which bear positive charge and negative charge. In order to utilize the ion-pairs with ALA and collagen, the study employed various pH values adjusting the net charge. The aim of this study was to compare a series collagen form, including solution, gel and sponge to investigate the topical delivery behavior of ALA. The in vivo confocal laser scanning microscopy (CLSM) study demonstrated that PpIX generation ability was different pattern after apply for 6 h. Gel type could generate high PpIX, and archived more deep of skin depth.Keywords: 5-Aminolevulinic acid (ALA), Collagen, Ion-pairs, Penetration behavior
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1738422 A Vortex Plate Theory of Hovering Animal Flight
Authors: Khaled. M. Faqih
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A model of vortex wake is suggested to determine the induced power during animal hovering flight. The wake is modeled by a series of equi-spaced rigid rectangular vortex plates, positioned horizontally and moving vertically downwards with identical speeds; each plate is generated during powering of the functionally wing stroke. The vortex representation of the wake considered in the current theory allows a considerable loss of momentum to occur. The current approach accords well with the nature of the wingbeat since it considers the unsteadiness in the wake as an important fluid dynamical characteristic. Induced power in hovering is calculated as the aerodynamic power required to generate the vortex wake system. Specific mean induced power to mean wing tip velocity ratio is determined by solely the normal spacing parameter (f) for a given wing stroke amplitude. The current theory gives much higher specific induced power estimate than anticipated by classical methods.Keywords: vortex theory, hovering flight, induced power, Prandlt's tip theory.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1747421 Investigation and Comparison of Energy Intensity in Iranian Transportation Industry (Case Study Road Transportation Sector)
Authors: A. Mojtaba Aghajani, B. Leila Shavakhi
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Energy intensity(energy consumption intensity) is a global index which computes the required energy for producing a specific value of goods and services in each country. It is computed in terms of initial energy supply or final energy consumption. In this study (research) Divisia method is used to decompose energy consumption and energy intensity. This method decomposes consumption and energy intensity to production effects, structural and net intensity and could be done as time series or two-periodical. This study analytically investigates consumption changes and energy intensity on economical sectors of Iran and more specific on road transportation(rail road and road).Our results show that the contribution of structural effect (change in economical activities combination) is very low and the effect of net energy consumption has the higher contribution in consumption changes and energy intensity. In other words, the high consumption of energy is due to Intensity of energy consumption and is not to structural effect of transportation sector.Keywords: Divisia Method, Energy Intensity, Net IntensityEffect, Road Transportation , Structural Effect.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1580420 Image Processing on Geosynthetic Reinforced Layers to Evaluate Shear Strength and Variations of the Strain Profiles
Authors: S. K. Khosrowshahi, E. Güler
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This study investigates the reinforcement function of geosynthetics on the shear strength and strain profile of sand. Conducting a series of simple shear tests, the shearing behavior of the samples under static and cyclic loads was evaluated. Three different types of geosynthetics including geotextile and geonets were used as the reinforcement materials. An image processing analysis based on the optical flow method was performed to measure the lateral displacements and estimate the shear strains. It is shown that besides improving the shear strength, the geosynthetic reinforcement leads a remarkable reduction on the shear strains. The improved layer reduces the required thickness of the soil layer to resist against shear stresses. Consequently, the geosynthetic reinforcement can be considered as a proper approach for the sustainable designs, especially in the projects with huge amount of geotechnical applications like subgrade of the pavements, roadways, and railways.Keywords: Image processing, soil reinforcement, geosynthetics, simple shear test, shear strain profile.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1045419 Quantification of Heart Rate Variability: A Measure based on Unique Heart Rates
Authors: V. I. Thajudin Ahamed, P. Dhanasekaran, A. Naseem, N. G. Karthick, T. K. Abdul Jaleel, Paul K.Joseph
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It is established that the instantaneous heart rate (HR) of healthy humans keeps on changing. Analysis of heart rate variability (HRV) has become a popular non invasive tool for assessing the activities of autonomic nervous system. Depressed HRV has been found in several disorders, like diabetes mellitus (DM) and coronary artery disease, characterised by autonomic nervous dysfunction. A new technique, which searches for pattern repeatability in a time series, is proposed specifically for the analysis of heart rate data. These set of indices, which are termed as pattern repeatability measure and pattern repeatability ratio are compared with approximate entropy and sample entropy. In our analysis, based on the method developed, it is observed that heart rate variability is significantly different for DM patients, particularly for patients with diabetic foot ulcer.
Keywords: Autonomic nervous system, diabetes mellitus, heart rate variability, pattern identification, sample entropy
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1910418 Measuring the Development Level of Chinese Regional Service Industry: An Empirical Analysis based on Entropy Weight and TOPSIS
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Using entropy weight and TOPSIS method, a comprehensive evaluation is done on the development level of Chinese regional service industry in this paper. Firstly, based on existing research results, an evaluation index system is constructed from the scale of development, the industrial structure and the economic benefits. An evaluation model is then built up based on entropy weight and TOPSIS, and an empirical analysis is conducted on the development level of service industries in 31 Chinese provinces during 2006 and 2009 from the two dimensions or time series and cross section, which provides new idea for assessing regional service industry. Furthermore, the 31 provinces are classified into four categories based on the evaluation results, and deep analysis is carried out on the evaluation results.Keywords: Chinese regional service industry, Development level, Entropy weight, TOPSIS Evaluation Method
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1506417 CFD Simulations of Flow in Capillary Flow Liquid Acquisition Device Channel
Authors: John B. McQuillen, David F. Chao, Nancy R. Hall, Brian J. Motil, Nengli Zhang
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Future space vehicles will require the use of non-toxic, cryogenic propellants, because of the performance advantages over the toxic hypergolic propellants and also because of the environmental and handling concerns. A prototypical capillary flow liquid acquisition device (LAD) for cryogenic propellants was fabricated with a mesh screen, covering a rectangular flow channel with a cylindrical outlet tube, and was tested with liquid oxygen (LOX). In order to better understand the performance in various gravity environments and orientations with different submersion depths of the LAD, a series of computational fluid dynamics (CFD) simulations of LOX flow through the LAD screen channel, including horizontally and vertically submersions of the LAD channel assembly at normal gravity environment was conducted. Gravity effects on the flow field in LAD channel are inspected and analyzed through comparing the simulations.
Keywords: Liquid acquisition device, cryogenic propellants, CFD simulation, vertically submerged screen channel, gravity effects.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2314416 Biaxial Buckling of Single Layer Graphene Sheet Based on Nonlocal Plate Model and Molecular Dynamics Simulation
Authors: R. Pilafkan, M. Kaffash Irzarahimi, S. F. Asbaghian Namin
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The biaxial buckling behavior of single-layered graphene sheets (SLGSs) is studied in the present work. To consider the size-effects in the analysis, Eringen’s nonlocal elasticity equations are incorporated into classical plate theory (CLPT). A Generalized Differential Quadrature Method (GDQM) approach is utilized and numerical solutions for the critical buckling loads are obtained. Then, molecular dynamics (MD) simulations are performed for a series of zigzag SLGSs with different side-lengths and with various boundary conditions, the results of which are matched with those obtained by the nonlocal plate model to numerical the appropriate values of nonlocal parameter relevant to each type of boundary conditions.
Keywords: Biaxial buckling, single-layered graphene sheets, nonlocal elasticity, molecular dynamics simulation, classical plate theory.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1105415 Enhancing Predictive Accuracy in Pharmaceutical Sales Through an Ensemble Kernel Gaussian Process Regression Approach
Authors: Shahin Mirshekari, Mohammadreza Moradi, Hossein Jafari, Mehdi Jafari, Mohammad Ensaf
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This research employs Gaussian Process Regression (GPR) with an ensemble kernel, integrating Exponential Squared, Revised Matérn, and Rational Quadratic kernels to analyze pharmaceutical sales data. Bayesian optimization was used to identify optimal kernel weights: 0.76 for Exponential Squared, 0.21 for Revised Matérn, and 0.13 for Rational Quadratic. The ensemble kernel demonstrated superior performance in predictive accuracy, achieving an R² score near 1.0, and significantly lower values in MSE, MAE, and RMSE. These findings highlight the efficacy of ensemble kernels in GPR for predictive analytics in complex pharmaceutical sales datasets.
Keywords: Gaussian Process Regression, Ensemble Kernels, Bayesian Optimization, Pharmaceutical Sales Analysis, Time Series Forecasting, Data Analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 111414 Centrifuge Modeling of Monopiles Subjected to Lateral Monotonic Loading
Authors: H. R. Khodaei, M. Moradi, A. H. Tajik
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The type of foundation commonly used today for berthing dolphins is a set of tubular steel piles with large diameters, which are known as monopiles. The design of these monopiles is based on the theories related with laterally loaded piles. One of the most common methods to analyze and design the piles subjected to lateral loads is the p-y curves. In the present study, centrifuge tests are conducted in order to obtain the p-y curves. Series of tests were designed in order to investigate the scaling laws in the centrifuge for monotonic loading. Also, two important parameters, the embedded depth L of the pile in the soil and free length e of the pile, as well as their ratios were studied via five experimental tests. Finally, the p-y curves of API are presented to be compared with the curves obtained from the tests so that the differences could be demonstrated. The results show that the p-y curves proposed by API highly overestimate the lateral load bearing capacity. It suggests that these curves need correction and modification for each site as the soil conditions change.
Keywords: Centrifuge modeling, monopile, lateral loading, p-y curves.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 850413 Optimal Allocation of FACTS Devices for ATC Enhancement Using Bees Algorithm
Authors: R.Mohamad Idris, A.Khairuddin, M.W.Mustafa
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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 3167412 VaR Forecasting in Times of Increased Volatility
Authors: Ivo Jánský, Milan Rippel
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The paper evaluates several hundred one-day-ahead VaR forecasting models in the time period between the years 2004 and 2009 on data from six world stock indices - DJI, GSPC, IXIC, FTSE, GDAXI and N225. The models model mean using the ARMA processes with up to two lags and variance with one of GARCH, EGARCH or TARCH processes with up to two lags. The models are estimated on the data from the in-sample period and their forecasting accuracy is evaluated on the out-of-sample data, which are more volatile. The main aim of the paper is to test whether a model estimated on data with lower volatility can be used in periods with higher volatility. The evaluation is based on the conditional coverage test and is performed on each stock index separately. The primary result of the paper is that the volatility is best modelled using a GARCH process and that an ARMA process pattern cannot be found in analyzed time series.Keywords: VaR, risk analysis, conditional volatility, garch, egarch, tarch, moving average process, autoregressive process
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1429411 Wind Power Forecast Error Simulation Model
Authors: Josip Vasilj, Petar Sarajcev, Damir Jakus
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One of the major difficulties introduced with wind power penetration is the inherent uncertainty in production originating from uncertain wind conditions. This uncertainty impacts many different aspects of power system operation, especially the balancing power requirements. For this reason, in power system development planing, it is necessary to evaluate the potential uncertainty in future wind power generation. For this purpose, simulation models are required, reproducing the performance of wind power forecasts. This paper presents a wind power forecast error simulation models which are based on the stochastic process simulation. Proposed models capture the most important statistical parameters recognized in wind power forecast error time series. Furthermore, two distinct models are presented based on data availability. First model uses wind speed measurements on potential or existing wind power plant locations, while the seconds model uses statistical distribution of wind speeds.
Keywords: Wind power, Uncertainty, Stochastic process, Monte Carlo simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3927410 Toward Indoor and Outdoor Surveillance Using an Improved Fast Background Subtraction Algorithm
Authors: A. El Harraj, N. Raissouni
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The detection of moving objects from a video image sequences is very important for object tracking, activity recognition, and behavior understanding in video surveillance. The most used approach for moving objects detection / tracking is background subtraction algorithms. Many approaches have been suggested for background subtraction. But, these are illumination change sensitive and the solutions proposed to bypass this problem are time consuming. In this paper, we propose a robust yet computationally efficient background subtraction approach and, mainly, focus on the ability to detect moving objects on dynamic scenes, for possible applications in complex and restricted access areas monitoring, where moving and motionless persons must be reliably detected. It consists of three main phases, establishing illumination changes invariance, background/foreground modeling and morphological analysis for noise removing. We handle illumination changes using Contrast Limited Histogram Equalization (CLAHE), which limits the intensity of each pixel to user determined maximum. Thus, it mitigates the degradation due to scene illumination changes and improves the visibility of the video signal. Initially, the background and foreground images are extracted from the video sequence. Then, the background and foreground images are separately enhanced by applying CLAHE. In order to form multi-modal backgrounds we model each channel of a pixel as a mixture of K Gaussians (K=5) using Gaussian Mixture Model (GMM). Finally, we post process the resulting binary foreground mask using morphological erosion and dilation transformations to remove possible noise. For experimental test, we used a standard dataset to challenge the efficiency and accuracy of the proposed method on a diverse set of dynamic scenes.
Keywords: Video surveillance, background subtraction, Contrast Limited Histogram Equalization, illumination invariance, object tracking, object detection, behavior understanding, dynamic scenes.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2087409 Recurrent Radial Basis Function Network for Failure Time Series Prediction
Authors: Ryad Zemouri, Paul Ciprian Patic
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An adaptive software reliability prediction model using evolutionary connectionist approach based on Recurrent Radial Basis Function architecture is proposed. Based on the currently available software failure time data, Fuzzy Min-Max algorithm is used to globally optimize the number of the k Gaussian nodes. The corresponding optimized neural network architecture is iteratively and dynamically reconfigured in real-time as new actual failure time data arrives. The performance of our proposed approach has been tested using sixteen real-time software failure data. Numerical results show that our proposed approach is robust across different software projects, and has a better performance with respect to next-steppredictability compared to existing neural network model for failure time prediction.Keywords: Neural network, Prediction error, Recurrent RadialBasis Function Network, Reliability prediction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1818408 Parallel Branch and Bound Model Using Logarithmic Sampling (PBLS) for Symmetric Traveling Salesman Problem
Authors: Sheikh Muhammad Azam, Masood-ur-Rehman, Adnan Khalid Bhatti, Nadeem Daudpota
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Very Large and/or computationally complex optimization problems sometimes require parallel or highperformance computing for achieving a reasonable time for computation. One of the most popular and most complicate problems of this family is “Traveling Salesman Problem". In this paper we have introduced a Branch & Bound based algorithm for the solution of such complicated problems. The main focus of the algorithm is to solve the “symmetric traveling salesman problem". We reviewed some of already available algorithms and felt that there is need of new algorithm which should give optimal solution or near to the optimal solution. On the basis of the use of logarithmic sampling, it was found that the proposed algorithm produced a relatively optimal solution for the problem and results excellent performance as compared with the traditional algorithms of this series.
Keywords: Parallel execution, symmetric traveling salesman problem, branch and bound algorithm, logarithmic sampling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2337407 Millimeter Wave I/Q Generation with the Inductive Resonator Matched Poly-Phase Filter
Authors: Ki-Jin Kim, Sanghoon Park, K. H. Ahn
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A way of generating millimeter wave I/Q signal using inductive resonator matched poly-phase filter is suggested. Normally the poly-phase filter generates quite accurate I/Q phase and magnitude but the loss of the filter is considerable due to series connection of passive RC components. This loss term directly increases system noise figure when the poly-phase filter is used in RF Front-end. The proposed matching method eliminates above mentioned loss and in addition provides gain on the passive filter. The working algorithm is illustrated by mathematical analysis. The generated I/Q signal is used in implementing millimeter wave phase shifter for the 60 GHz communication system to verify its effectiveness. The circuit is fabricated in 90 nm TSMC RF CMOS process under 1.2 V supply voltage. The measurement results showed that the suggested method improved gain by 6.5 dB and noise by 2.3 dB. The summary of the proposed I/Q generation is compared with previous works.
Keywords: Millimeter Wave Circuits, Local Distribution, I/Q Generator.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2008406 A PSO-based SSSC Controller for Improvement of Transient Stability Performance
Authors: Sidhartha Panda, N. P. Padhy
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The application of a Static Synchronous Series Compensator (SSSC) controller to improve the transient stability performance of a power system is thoroughly investigated in this paper. The design problem of SSSC controller is formulated as an optimization problem and Particle Swarm Optimization (PSO) Technique is employed to search for optimal controller parameters. By minimizing the time-domain based objective function, in which the deviation in the oscillatory rotor angle of the generator is involved; transient stability performance of the system is improved. The proposed controller is tested on a weakly connected power system subjected to different severe disturbances. The non-linear simulation results are presented to show the effectiveness of the proposed controller and its ability to provide efficient damping of low frequency oscillations. It is also observed that the proposed SSSC controller improves greatly the voltage profile of the system under severe disturbances.
Keywords: Particle swarm optimization, transient stability, power system oscillations, SSSC.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2690405 Promoting Biofuels in India: Assessing Land Use Shifts Using Econometric Acreage Response Models
Authors: Y. Bhatt, N. Ghosh, N. Tiwari
Abstract:
Acreage response function are modeled taking account of expected harvest prices, weather related variables and other non-price variables allowing for partial adjustment possibility. At the outset, based on the literature on price expectation formation, we explored suitable formulations for estimating the farmer’s expected prices. Assuming that farmers form expectations rationally, the prices of food and biofuel crops are modeled using time-series methods for possible ARCH/GARCH effects to account for volatility. The prices projected on the basis of the models are then inserted to proxy for the expected prices in the acreage response functions. Food crop acreages in different growing states are found sensitive to their prices relative to those of one or more of the biofuel crops considered. The required percentage improvement in food crop yields is worked to offset the acreage loss.
Keywords: Acreage response function, biofuel, food security, sustainable development.
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