Search results for: Nonlinear and linear programming
2098 Development of a Project Selection Method on Information System Using ANP and Fuzzy Logic
Authors: Ingu Kim, Shangmun Shin, Yongsun Choi, Nguyen Manh Thang, Edwin R. Ramos, Won-Joo Hwang
Abstract:
Project selection problems on management information system (MIS) are often considered a multi-criteria decision-making (MCDM) for a solving method. These problems contain two aspects, such as interdependencies among criteria and candidate projects and qualitative and quantitative factors of projects. However, most existing methods reported in literature consider these aspects separately even though these two aspects are simultaneously incorporated. For this reason, we proposed a hybrid method using analytic network process (ANP) and fuzzy logic in order to represent both aspects. We then propose a goal programming model to conduct an optimization for the project selection problems interpreted by a hybrid concept. Finally, a numerical example is conducted as verification purposes.Keywords: Analytic Network Process (ANP), Multi-Criteria Decision-Making (MCDM), Fuzzy Logic, Information System Project Selection, Goal Programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20912097 A New Self-Adaptive EP Approach for ANN Weights Training
Authors: Kristina Davoian, Wolfram-M. Lippe
Abstract:
Evolutionary Programming (EP) represents a methodology of Evolutionary Algorithms (EA) in which mutation is considered as a main reproduction operator. This paper presents a novel EP approach for Artificial Neural Networks (ANN) learning. The proposed strategy consists of two components: the self-adaptive, which contains phenotype information and the dynamic, which is described by genotype. Self-adaptation is achieved by the addition of a value, called the network weight, which depends on a total number of hidden layers and an average number of neurons in hidden layers. The dynamic component changes its value depending on the fitness of a chromosome, exposed to mutation. Thus, the mutation step size is controlled by two components, encapsulated in the algorithm, which adjust it according to the characteristics of a predefined ANN architecture and the fitness of a particular chromosome. The comparative analysis of the proposed approach and the classical EP (Gaussian mutation) showed, that that the significant acceleration of the evolution process is achieved by using both phenotype and genotype information in the mutation strategy.Keywords: Artificial Neural Networks (ANN), Learning Theory, Evolutionary Programming (EP), Mutation, Self-Adaptation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18292096 Novel Linear Autozeroing Floating-gate Amplifier for Ultra Low-voltage Applications
Authors: Yngvar Berg, Mehdi Azadmehr
Abstract:
In this paper we present a linear autozeroing ultra lowvoltage amplifier. The autozeroing performed by all ULV circuits is important to reduce the impact of noise and especially avoid power supply noise in mixed signal low-voltage CMOS circuits. The simulated data presented is relevant for a 90nm TSMC CMOS process.
Keywords: Low-voltage, trans conductance amplifier, linearity, floating-gate.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13852095 Predictive Modelling Techniques in Sediment Yield and Hydrological Modelling
Authors: Adesoji T. Jaiyeola, Josiah Adeyemo
Abstract:
This paper presents an extensive review of literature relevant to the modelling techniques adopted in sediment yield and hydrological modelling. Several studies relating to sediment yield are discussed. Many research areas of sedimentation in rivers, runoff and reservoirs are presented. Different types of hydrological models, different methods employed in selecting appropriate models for different case studies are analysed. Applications of evolutionary algorithms and artificial intelligence techniques are discussed and compared especially in water resources management and modelling. This review concentrates on Genetic Programming (GP) and fully discusses its theories and applications. The successful applications of GP as a soft computing technique were reviewed in sediment modelling. Some fundamental issues such as benchmark, generalization ability, bloat, over-fitting and other open issues relating to the working principles of GP are highlighted. This paper concludes with the identification of some research gaps in hydrological modelling and sediment yield.Keywords: Artificial intelligence, evolutionary algorithm, genetic programming, sediment yield.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18612094 Optimum Time Coordination of Overcurrent Relays using Two Phase Simplex Method
Authors: Prashant P. Bedekar, Sudhir R. Bhide, Vijay S. Kale
Abstract:
Overcurrent (OC) relays are the major protection devices in a distribution system. The operating time of the OC relays are to be coordinated properly to avoid the mal-operation of the backup relays. The OC relay time coordination in ring fed distribution networks is a highly constrained optimization problem which can be stated as a linear programming problem (LPP). The purpose is to find an optimum relay setting to minimize the time of operation of relays and at the same time, to keep the relays properly coordinated to avoid the mal-operation of relays. This paper presents two phase simplex method for optimum time coordination of OC relays. The method is based on the simplex algorithm which is used to find optimum solution of LPP. The method introduces artificial variables to get an initial basic feasible solution (IBFS). Artificial variables are removed using iterative process of first phase which minimizes the auxiliary objective function. The second phase minimizes the original objective function and gives the optimum time coordination of OC relays.Keywords: Constrained optimization, LPP, Overcurrent relaycoordination, Two-phase simplex method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30082093 Traffic Density Estimation for Multiple Segment Freeways
Authors: Karandeep Singh, Baibing Li
Abstract:
Traffic density, an indicator of traffic conditions, is one of the most critical characteristics to Intelligent Transport Systems (ITS). This paper investigates recursive traffic density estimation using the information provided from inductive loop detectors. On the basis of the phenomenological relationship between speed and density, the existing studies incorporate a state space model and update the density estimate using vehicular speed observations via the extended Kalman filter, where an approximation is made because of the linearization of the nonlinear observation equation. In practice, this may lead to substantial estimation errors. This paper incorporates a suitable transformation to deal with the nonlinear observation equation so that the approximation is avoided when using Kalman filter to estimate the traffic density. A numerical study is conducted. It is shown that the developed method outperforms the existing methods for traffic density estimation.Keywords: Density estimation, Kalman filter, speed-densityrelationship, Traffic surveillance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18382092 Stochastic Model Predictive Control for Linear Discrete-Time Systems with Random Dither Quantization
Authors: Tomoaki Hashimoto
Abstract:
Recently, feedback control systems using random dither quantizers have been proposed for linear discrete-time systems. However, the constraints imposed on state and control variables have not yet been taken into account for the design of feedback control systems with random dither quantization. Model predictive control is a kind of optimal feedback control in which control performance over a finite future is optimized with a performance index that has a moving initial and terminal time. An important advantage of model predictive control is its ability to handle constraints imposed on state and control variables. Based on the model predictive control approach, the objective of this paper is to present a control method that satisfies probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization. In other words, this paper provides a method for solving the optimal control problems subject to probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization.Keywords: Optimal control, stochastic systems, discrete-time systems, probabilistic constraints, random dither quantization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11572091 UD Covariance Factorization for Unscented Kalman Filter using Sequential Measurements Update
Authors: H. Ghanbarpour Asl, S. H. Pourtakdoust
Abstract:
Extended Kalman Filter (EKF) is probably the most widely used estimation algorithm for nonlinear systems. However, not only it has difficulties arising from linearization but also many times it becomes numerically unstable because of computer round off errors that occur in the process of its implementation. To overcome linearization limitations, the unscented transformation (UT) was developed as a method to propagate mean and covariance information through nonlinear transformations. Kalman filter that uses UT for calculation of the first two statistical moments is called Unscented Kalman Filter (UKF). Square-root form of UKF (SRUKF) developed by Rudolph van der Merwe and Eric Wan to achieve numerical stability and guarantee positive semi-definiteness of the Kalman filter covariances. This paper develops another implementation of SR-UKF for sequential update measurement equation, and also derives a new UD covariance factorization filter for the implementation of UKF. This filter is equivalent to UKF but is computationally more efficient.Keywords: Unscented Kalman filter, Square-root unscentedKalman filter, UD covariance factorization, Target tracking.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 48492090 Hardware Stream Cipher Based On LFSR and Modular Division Circuit
Authors: Deepthi P.P., P.S. Sathidevi
Abstract:
Proposal for a secure stream cipher based on Linear Feedback Shift Registers (LFSR) is presented here. In this method, shift register structure used for polynomial modular division is combined with LFSR keystream generator to yield a new keystream generator with much higher periodicity. Security is brought into this structure by using the Boolean function to combine state bits of the LFSR keystream generator and taking the output through the Boolean function. This introduces non-linearity and security into the structure in a way similar to the Non-linear filter generator. The security and throughput of the suggested stream cipher is found to be much greater than the known LFSR based structures for the same key length.
Keywords: Linear Feedback Shift Register, Stream Cipher, Filter generator, Keystream generator, Modular division circuit
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27282089 Optimal Design of the Power Generation Network in California: Moving towards 100% Renewable Electricity by 2045
Authors: Wennan Long, Yuhao Nie, Yunan Li, Adam Brandt
Abstract:
To fight against climate change, California government issued the Senate Bill No. 100 (SB-100) in 2018 September, which aims at achieving a target of 100% renewable electricity by the end of 2045. A capacity expansion problem is solved in this case study using a binary quadratic programming model. The optimal locations and capacities of the potential renewable power plants (i.e., solar, wind, biomass, geothermal and hydropower), the phase-out schedule of existing fossil-based (nature gas) power plants and the transmission of electricity across the entire network are determined with the minimal total annualized cost measured by net present value (NPV). The results show that the renewable electricity contribution could increase to 85.9% by 2030 and reach 100% by 2035. Fossil-based power plants will be totally phased out around 2035 and solar and wind will finally become the most dominant renewable energy resource in California electricity mix.
Keywords: 100% renewable electricity, California, capacity expansion, binary quadratic programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7332088 Micromechanical Modeling of Fiber-Matrix Debonding in Unidirectional Composites
Authors: M. Palizvan, M. T. Abadi, M. H. Sadr
Abstract:
Due to variations in damage mechanisms in the microscale, the behavior of fiber-reinforced composites is nonlinear and difficult to model. To make use of computational advantages, homogenization method is applied to the micro-scale model in order to minimize the cost at the expense of detail of local microscale phenomena. In this paper, the effective stiffness is calculated using the homogenization of nonlinear behavior of a composite representative volume element (RVE) containing fiber-matrix debonding. The damage modes for the RVE are considered by using cohesive elements and contacts for the cohesive behavior of the interface between fiber and matrix. To predict more realistic responses of composite materials, different random distributions of fibers are proposed besides square and hexagonal arrays. It was shown that in some cases, there is quite different damage behavior in different fiber distributions. A comprehensive comparison has been made between different graphs.
Keywords: Homogenization, cohesive zone model, fiber-matrix debonding, RVE.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7892087 ORPP with MAIEP Based Technique for Loadability Enhancement
Authors: Norziana Aminudin, Titik Khawa Abdul Rahman, Ismail Musirin
Abstract:
One of the factors to maintain system survivability is the adequate reactive power support to the system. Lack of reactive power support may cause undesirable voltage decay leading to total system instability. Thus, appropriate reactive power support scheme should be arranged in order to maintain system stability. The strength of a system capacity is normally denoted as system loadability. This paper presents the enhancement of system loadability through optimal reactive power planning technique using a newly developed optimization technique, termed as Multiagent Immune Evolutionary Programming (MAIEP). The concept of MAIEP is developed based on the combination of Multiagent System (MAS), Artificial Immune System (AIS) and Evolutionary Programming (EP). In realizing the effectiveness of the proposed technique, validation is conducted on the IEEE-26-Bus Reliability Test System. The results obtained from pre-optimization and post-optimization process were compared which eventually revealed the merit of MAIEP.Keywords: Load margin, MAIEP, Maximum loading point, ORPP.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14992086 An Approach of the Inverter Voltage Used for the Linear Machine with Multi Air-Gap Structure
Authors: Pierre Kenfack
Abstract:
In this paper we present a contribution for the modelling and control of the inverter voltage of a permanent magnet linear generator with multi air-gap structure. The time domain control method is based on instant comparison of reference signals, in the form of current or voltage, with actual or measured signals. The reference current or voltage must be kept close to the actual signal with a reasonable tolerance. In this work, the time domain control method is used to control tracking signals. The performance evaluation concerns the continuation of reference signal. Simulations validate very well the tracking of reference variables (current, voltage) by measured or actual signals. All is simulated and presented under PSIM Software to show the performance and robustness of the proposed controller.
Keywords: Control, permanent magnet, linear machine, multi air-gap structure.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5832085 Two-Stage Compensator Designs with Partial Feedbacks
Authors: Kazuyoshi MORI
Abstract:
The two-stage compensator designs of linear system are investigated in the framework of the factorization approach. First, we give “full feedback" two-stage compensator design. Based on this result, various types of the two-stage compensator designs with partial feedbacks are derived.Keywords: Linear System, Factorization Approach, Two-Stage Compensator Design, Parametrization of Stabilizing Controllers.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13142084 Nonlinear Dynamics of Cracked RC Beams under Harmonic Excitation
Authors: Atul Krishna Banik
Abstract:
Nonlinear response behaviour of a cracked RC beam under harmonic excitation is analysed to investigate various instability phenomena like, bifurcation, jump phenomena etc. The nonlinearity of the system arises due to opening and closing of the cracks in the RC beam and is modelled as a cubic polynomial. In order to trace different branches at the bifurcation point on the response curve (amplitude versus frequency of excitation plot), an arc length continuation technique along with the incremental harmonic balance (IHBC) method is employed. The stability of the solution is investigated by the Floquet theory using Hsu-s scheme. The periodic solutions obtained by the IHBC method are compared with these obtained by the numerical integration of the equation of motion. Characteristics of solutions fold bifurcation, jump phenomena and from stable to unstable zones are identified.
Keywords: Incremental harmonic balance, arc-length continuation, bifurcation, jump phenomena.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15252083 Iterative Solutions to Some Linear Matrix Equations
Authors: Jiashang Jiang, Hao Liu, Yongxin Yuan
Abstract:
In this paper the gradient based iterative algorithms are presented to solve the following four types linear matrix equations: (a) AXB = F; (b) AXB = F, CXD = G; (c) AXB = F s. t. X = XT ; (d) AXB+CYD = F, where X and Y are unknown matrices, A,B,C,D, F,G are the given constant matrices. It is proved that if the equation considered has a solution, then the unique minimum norm solution can be obtained by choosing a special kind of initial matrices. The numerical results show that the proposed method is reliable and attractive.
Keywords: Matrix equation, iterative algorithm, parameter estimation, minimum norm solution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18652082 Aircraft Selection Process Using Reference Linear Combination in Multiple Criteria Decision Making Analysis
Authors: C. Ardil
Abstract:
This paper introduces a new method for multiplecriteria decision making (MCDM) that avoids order reversal and ensures consistency in decision-making. The proposed method involves range targeting of benefit and cost criteria vectors for range normalization of the initial decision matrix. The Reference Linear Combination (RLC) is used to avoid the rank reversal problem. The preference order generated from the target score matrix does not require relative comparisons between alternatives but relies on a chosen reference solution point after transforming the original decision matrix into an MCDM problem by specifying the minimum and maximum bounds of each criterion. The efficiency and applicability of the proposed RLC method were demonstrated in the selection of commercial passenger aircraft.
Keywords: Aircraft selection, reference linear combination (RLC), multiple criteria decision-making, MCDM
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3672081 A Formal Property Verification for Aspect-Oriented Programs in Software Development
Authors: Moustapha Bande, Hakima Ould-Slimane, Hanifa Boucheneb
Abstract:
Software development for complex systems requires efficient and automatic tools that can be used to verify the satisfiability of some critical properties such as security ones. With the emergence of Aspect-Oriented Programming (AOP), considerable work has been done in order to better modularize the separation of concerns in the software design and implementation. The goal is to prevent the cross-cutting concerns to be scattered across the multiple modules of the program and tangled with other modules. One of the key challenges in the aspect-oriented programs is to be sure that all the pieces put together at the weaving time ensure the satisfiability of the overall system requirements. Our paper focuses on this problem and proposes a formal property verification approach for a given property from the woven program. The approach is based on the control flow graph (CFG) of the woven program, and the use of a satisfiability modulo theories (SMT) solver to check whether each property (represented par one aspect) is satisfied or not once the weaving is done.Keywords: Aspect-oriented programming, control flow graph, satisfiability modulo theories, property verification.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7522080 Speaker Independent Quranic Recognizer Basedon Maximum Likelihood Linear Regression
Authors: Ehab Mourtaga, Ahmad Sharieh, Mousa Abdallah
Abstract:
An automatic speech recognition system for the formal Arabic language is needed. The Quran is the most formal spoken book in Arabic, it is spoken all over the world. In this research, an automatic speech recognizer for Quranic based speakerindependent was developed and tested. The system was developed based on the tri-phone Hidden Markov Model and Maximum Likelihood Linear Regression (MLLR). The MLLR computes a set of transformations which reduces the mismatch between an initial model set and the adaptation data. It uses the regression class tree, as well as, estimates a set of linear transformations for the mean and variance parameters of a Gaussian mixture HMM system. The 30th Chapter of the Quran, with five of the most famous readers of the Quran, was used for the training and testing of the data. The chapter includes about 2000 distinct words. The advantages of using the Quranic verses as the database in this developed recognizer are the uniqueness of the words and the high level of orderliness between verses. The level of accuracy from the tested data ranged 68 to 85%.Keywords: Hidden Markov Model (HMM), MaximumLikelihood Linear Regression (MLLR), Quran, Regression ClassTree, Speech Recognition, Speaker-independent.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19152079 Kalman Filter Gain Elimination in Linear Estimation
Authors: Nicholas D. Assimakis
Abstract:
In linear estimation, the traditional Kalman filter uses the Kalman filter gain in order to produce estimation and prediction of the n-dimensional state vector using the m-dimensional measurement vector. The computation of the Kalman filter gain requires the inversion of an m x m matrix in every iteration. In this paper, a variation of the Kalman filter eliminating the Kalman filter gain is proposed. In the time varying case, the elimination of the Kalman filter gain requires the inversion of an n x n matrix and the inversion of an m x m matrix in every iteration. In the time invariant case, the elimination of the Kalman filter gain requires the inversion of an n x n matrix in every iteration. The proposed Kalman filter gain elimination algorithm may be faster than the conventional Kalman filter, depending on the model dimensions.
Keywords: Discrete time, linear estimation, Kalman filter, Kalman filter gain.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6422078 A Multilanguage Source Code Retrieval System Using Structural-Semantic Fingerprints
Authors: Mohamed Amine Ouddan, Hassane Essafi
Abstract:
Source code retrieval is of immense importance in the software engineering field. The complex tasks of retrieving and extracting information from source code documents is vital in the development cycle of the large software systems. The two main subtasks which result from these activities are code duplication prevention and plagiarism detection. In this paper, we propose a Mohamed Amine Ouddan, and Hassane Essafi source code retrieval system based on two-level fingerprint representation, respectively the structural and the semantic information within a source code. A sequence alignment technique is applied on these fingerprints in order to quantify the similarity between source code portions. The specific purpose of the system is to detect plagiarism and duplicated code between programs written in different programming languages belonging to the same class, such as C, Cµ, Java and CSharp. These four languages are supported by the actual version of the system which is designed such that it may be easily adapted for any programming language.Keywords: Source code retrieval, plagiarism detection, clonedetection, sequence alignment.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17952077 Strengthening of RC Beams with Large Openings in Shear by CFRP Laminates: 2D Nonlinear FE Analysis
Authors: S.C. Chin, N. Shafiq, M.F. Nuruddin
Abstract:
To date, theoretical studies concerning the Carbon Fiber Reinforced Polymer (CFRP) strengthening of RC beams with openings have been rather limited. In addition, various numerical analyses presented so far have effectively simulated the behaviour of solid beam strengthened by FRP material. In this paper, a two dimensional nonlinear finite element analysis is presented to validate against the laboratory test results of six RC beams. All beams had the same rectangular cross-section geometry and were loaded under four point bending. The crack pattern results of the finite element model show good agreement with the crack pattern of the experimental beams. The load midspan deflection curves of the finite element models exhibited a stiffer result compared to the experimental beams. The possible reason may be due to the perfect bond assumption used between the concrete and steel reinforcement.Keywords: CFRP, large opening, RC beam, strengthening
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18192076 Effect of Physical Contact (Hand-Holding) on Heart Rate Variability
Authors: T. Pishbin, S.M.P. Firoozabadi, N. Jafarnia Dabanloo, F. Mohammadi, S. Koozehgari
Abstract:
Heart-s electric field can be measured anywhere on the surface of the body (ECG). When individuals touch, one person-s ECG signal can be registered in other person-s EEG and elsewhere on his body. Now, the aim of this study was to test the hypothesis that physical contact (hand-holding) of two persons changes their heart rate variability. Subjects were sixteen healthy female (age: 20- 26) which divided into eight sets. In each sets, we had two friends that they passed intimacy test of J.sternberg. ECG of two subjects (each set) acquired for 5 minutes before hand-holding (as control group) and 5 minutes during they held their hands (as experimental group). Then heart rate variability signals were extracted from subjects' ECG and analyzed in linear feature space (time and frequency domain) and nonlinear feature space. Considering the results, we conclude that physical contact (hand-holding of two friends) increases parasympathetic activity, as indicate by increase SD1, SD1/SD2, HF and MF power (p<0.05) and decreases sympathetic activity, as indicate by decrease LF power (p<0.01) and LF/HF ratio (p<0.05).Keywords: Autonomic nervous system (ANS), Hand- holding, Heart rate variability (HRV), Power spectral density analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31042075 Optimal Linear Quadratic Digital Tracker for the Discrete-Time Proper System with an Unknown Disturbance
Authors: Jason Sheng-Hong Tsai, Faezeh Ebrahimzadeh, Min-Ching Chung, Shu-Mei Guo, Leang-San Shieh, Tzong-Jiy Tsai, Li Wang
Abstract:
In this paper, we first construct a new state and disturbance estimator using discrete-time proportional plus integral observer to estimate the system state and the unknown external disturbance for the discrete-time system with an input-to-output direct-feedthrough term. Then, the generalized optimal linear quadratic digital tracker design is applied to construct a proportional plus integral observer-based tracker for the system with an unknown external disturbance to have a desired tracking performance. Finally, a numerical simulation is given to demonstrate the effectiveness of the new application of our proposed approach.
Keywords: Optimal linear quadratic tracker, proportional plus integral observer, state estimator, disturbance estimator.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12942074 Chaos Theory and Application in Foreign Exchange Rates vs. IRR (Iranian Rial)
Authors: M. A. Torkamani, S. Mahmoodzadeh, S. Pourroostaei, C. Lucas
Abstract:
Daily production of information and importance of the sequence of produced data in forecasting future performance of market causes analysis of data behavior to become a problem of analyzing time series. But time series that are very complicated, usually are random and as a result their changes considered being unpredictable. While these series might be products of a deterministic dynamical and nonlinear process (chaotic) and as a result be predictable. Point of Chaotic theory view, complicated systems have only chaotically face and as a result they seem to be unregulated and random, but it is possible that they abide by a specified math formula. In this article, with regard to test of strange attractor and biggest Lyapunov exponent probability of chaos on several foreign exchange rates vs. IRR (Iranian Rial) has been investigated. Results show that data in this market have complex chaotic behavior with big degree of freedom.
Keywords: Chaos, Exchange Rate, Nonlinear Models.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24812073 Solving Bus Terminal Location Problem Using Genetic Algorithm
Authors: S. Babaie-Kafaki, R. Ghanbari, S.H. Nasseri, E. Ardil
Abstract:
Bus networks design is an important problem in public transportation. The main step to this design, is determining the number of required terminals and their locations. This is an especial type of facility location problem, a large scale combinatorial optimization problem that requires a long time to be solved. The genetic algorithm (GA) is a search and optimization technique which works based on evolutionary principle of natural chromosomes. Specifically, the evolution of chromosomes due to the action of crossover, mutation and natural selection of chromosomes based on Darwin's survival-of-the-fittest principle, are all artificially simulated to constitute a robust search and optimization procedure. In this paper, we first state the problem as a mixed integer programming (MIP) problem. Then we design a new crossover and mutation for bus terminal location problem (BTLP). We tested the different parameters of genetic algorithm (for a sample problem) and obtained the optimal parameters for solving BTLP with numerical try and error.Keywords: Bus networks, Genetic algorithm (GA), Locationproblem, Mixed integer programming (MIP).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23062072 GenCos- Optimal Bidding Strategy Considering Market Power and Transmission Constraints: A Cournot-based Model
Authors: A. Badri
Abstract:
Restructured electricity markets may provide opportunities for producers to exercise market power maintaining prices in excess of competitive levels. In this paper an oligopolistic market is presented that all Generation Companies (GenCos) bid in a Cournot model. Genetic algorithm (GA) is applied to obtain generation scheduling of each GenCo as well as hourly market clearing prices (MCP). In order to consider network constraints a multiperiod framework is presented to simulate market clearing mechanism in which the behaviors of market participants are modelled through piecewise block curves. A mixed integer linear programming (MILP) is employed to solve the problem. Impacts of market clearing process on participants- characteristic and final market prices are presented. Consequently, a novel multi-objective model is addressed for security constrained optimal bidding strategy of GenCos. The capability of price-maker GenCos to alter MCP is evaluated through introducing an effective-supply curve. In addition, the impact of exercising market power on the variation of market characteristics as well as GenCos scheduling is studied.Keywords: Optimal bidding strategy, Cournot equilibrium, market power, network constraints, market auction mechanism
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16552071 Nonlinear Response of Infinite Beams on a Multilayer Tensionless Extensible Geo-Synthetic: Reinforced Earth Beds under Moving Load
Authors: K. Karuppasamy
Abstract:
In this paper, analysis of an infinite beam resting on multilayer tensionless extensible geosynthetic reinforced granular fill-poor soil system overlying soft soil strata under moving load with constant velocity is presented. The beam is subjected to a concentrated load moving with constant velocity. The upper reinforced granular bed is modeled by a rough membrane embedded in Pasternak shear layer overlying a series of compressible nonlinear winkler springs representing the underlying the very poor soil. The multilayer tensionless extensible geosynthetic layer has been assumed to deform such that at interface the geosynthetic and the soil have some deformation. Nonlinear behaviour of granular fill and the very poor soil has been considered in the analysis by means of hyperbolic constitutive relationships. Governing differential equations of the soil foundation system have been obtained and solved with the help of appropriate boundary conditions. The solution has been obtained by employing finite difference method by means of Gauss-Siedal iterative scheme. Detailed parametric study has been conducted to study the influence of various parameters on the response of soil–foundation system under consideration by means of deflection and bending moment in the beam and tension mobilized in the geosynthetic layer. These parameters include magnitude of applied load, velocity of load, damping, ultimate resistance of poor soil and granular fill layer. Range of values of parameters has been considered as per Indian Railway conditions. This study clearly observed that the comparisons of multilayer tensionless extensible geosynthetic reinforcement with poor foundation soil and magnitude of applied load, relative compressibility of granular fill and ultimate resistance of poor soil has significant influence on the response of soil–foundation system.Keywords: Infinite beams, multilayer tensionless extensible geosynthetic, granular layer, moving load, nonlinear behavior of poor soil.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24592070 Stability Optimization of Functionally Graded Pipes Conveying Fluid
Authors: Karam Y. Maalawi, Hanan E.M EL-Sayed
Abstract:
This paper presents an exact analytical model for optimizing stability of thin-walled, composite, functionally graded pipes conveying fluid. The critical flow velocity at which divergence occurs is maximized for a specified total structural mass in order to ensure the economic feasibility of the attained optimum designs. The composition of the material of construction is optimized by defining the spatial distribution of volume fractions of the material constituents using piecewise variations along the pipe length. The major aim is to tailor the material distribution in the axial direction so as to avoid the occurrence of divergence instability without the penalty of increasing structural mass. Three types of boundary conditions have been examined; namely, Hinged-Hinged, Clamped- Hinged and Clamped-Clamped pipelines. The resulting optimization problem has been formulated as a nonlinear mathematical programming problem solved by invoking the MatLab optimization toolbox routines, which implement constrained function minimization routine named “fmincon" interacting with the associated eigenvalue problem routines. In fact, the proposed mathematical models have succeeded in maximizing the critical flow velocity without mass penalty and producing efficient and economic designs having enhanced stability characteristics as compared with the baseline designs.Keywords: Functionally graded materials, pipe flow, optimumdesign, fluid- structure interaction
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22092069 Performance of Stiffened Slender Built up Steel I-Columns
Authors: M. E. Abou-Hashem El Dib, M. K. Swailem, M. M. Metwally, A. I. El Awady
Abstract:
The present work illustrates a parametric study for the effect of stiffeners on the performance of slender built up steel I-columns. To achieve the desired analysis, finite element technique is used to develop nonlinear three-dimensional models representing the investigated columns. The finite element program (ANSYS 13.0) is used as a calculation tool for the necessary nonlinear analysis. A validation of the obtained numerical results is achieved. The considered parameters in the study are the column slenderness ratio and the horizontal stiffener's dimensions as well as the number of stiffeners. The dimensions of the stiffeners considered in the analysis are the stiffener width and the stiffener thickness. Numerical results signify a considerable effect of stiffeners on the performance and failure load of slender built up steel I-columns.Keywords: Steel I-columns, local buckling, slender, stiffener, thin walled section.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1247