Search results for: parameter uncertainty.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1445

Search results for: parameter uncertainty.

545 A Study on the Effect of Variation of the Cross-sectional Area of Spiral Volute Casing for Centrifugal Pump

Authors: Hyun Bae Jin, Myung Jin Kim, Wui Jun Chung

Abstract:

The impeller and the casing are the key components of a centrifugal pump. Although there have been many studies on the impeller and the volute casing of centrifugal pump, further study of the volute casing to improve the performance of centrifugal pumps is needed. In this paper, the effect of cross-sectional area on the performance of volute casing was investigated using a commercial CFD code. The performance characteristics, not only at the off-design point but also for a full type model are required these days. So we conducted numerical analysis for all operating points by using complete geometry through transient analysis. Transient analysis on the complete geometry of a real product has the advantage of simulating realistic flow. The results of this study show the variation of a performance curve by modifying the above-mentioned design parameter.

Keywords: Centrifugal Pump, Volute Casing, Cross-Section area, CFD

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544 Effect of Mode Loading on FCRG Plate with Double Through Crack at Hole

Authors: M. Benachour, N. Benachour, M. Benguediab, A. Hadjoui

Abstract:

The knowledge of the nature of loading is very important in order to hold account on the total behavior such as vibration, shock, fatigue, etc. Fatigue present 90% of failure when loadings fatigues are very complex. In this paper a study of double through crack at hole for plate subjected to fatigue loading is presented. Various modes loading are studied where the applied load is the same one. The fatigue life is given where the effect of stress ratio is highlighted. This work is conducted on aluminum alloy 2024 T351 used for much aerospace and aeronautics applications. The fatigue crack growth behavior with constant amplitude is studied using the AFGROW code when Forman model is applied. The fatigue crack growth rate and fatigue life for different loading modes are compared with variation of others geometrical parameter such as thickness and dimensions of notch hole.

Keywords: Fatigue crack, mode loading, aluminum alloy

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543 Risk Management through Controlling in Industrial Enterprises Operating in Slovakia

Authors: Mária Hudáková, Mária Lusková

Abstract:

This report is focused on widening the theoretical knowledge as well as controlling practical application from the risk management point of view, regarding to dynamic business changes that have occurred in Slovakia which recently has been considered to be an environment full of risk and uncertainty. The idea of the report is the proposal of the controlling operation model in the course of risk management process in an enterprise operating in Slovakia, by which the controller is able to identify early risk factors in suggested major areas of the business management upon appropriate business information integration, consecutive control and prognoses and to prepare in time full-value documents in order to suggest measures for reduction thereof. Dealing with risk factors, that can quickly limit the growth potential of the enterprise, is an essential part of managerial activities on each level. This is the reason why mutual unofficial, ergo collegial cooperation of individual departments is necessary for controlling application from the business risk management point of view. An important part of the report is elaborated survey of the most important risk factors existing in major management areas of enterprises operating in Slovakia. The outcome of the performed survey is a catalogue of the most important enterprise risk factors. The catalogue serves for better understanding risk factors affecting the Slovak enterprises, their importance and evaluation.

Keywords: Controlling, information system, risks management, risk factor, crisis of enterprise.

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542 Association of Selected Biochemical Markers and Body Mass Index in Women with Endocrine Disorders

Authors: M. Mydlárová Blaščáková, J. Bernasovská, J. Poráčová, I. Boroňová

Abstract:

Obesity is frequent attendant phenomenon of patients with endocrinological disease. Between BMI and endocrinological diseases is close correlation. In thesis we focused on the allocation of hormone concentration – PTH and TSH, CHOL a mineral element Ca in a blood serum. The examined group was formed by 100 respondents (women) aged 36 – 83 years, who were divided into two groups – control group (CG), group with diagnosed endocrine disease (DED). The concentration of PTH and TSH, Ca and CHOL was measured through the medium of analyzers Cobas e411 (Japan); Cobas Integra 400 (Switzerland). At individuals was measured body weight as well as stature and thereupon from those data we enumerated BMI. On the basis of Student T-test in biochemical parameter of PTH and Ca we found out significantly meaningful difference (p<0,05) between CG and DED. In CG we made a founding the association between BMI and PTH by means of correlation analysis.

Keywords: Biochemical markers, hormones, obesity, women.

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541 Optimal Design for SARMA(P,Q)L Process of EWMA Control Chart

Authors: Y. Areepong

Abstract:

The main goal of this paper is to study Statistical Process Control (SPC) with Exponentially Weighted Moving Average (EWMA) control chart when observations are serially-correlated. The characteristic of control chart is Average Run Length (ARL) which is the average number of samples taken before an action signal is given. Ideally, an acceptable ARL of in-control process should be enough large, so-called (ARL0). Otherwise it should be small when the process is out-of-control, so-called Average of Delay Time (ARL1) or a mean of true alarm. We find explicit formulas of ARL for EWMA control chart for Seasonal Autoregressive and Moving Average processes (SARMA) with Exponential white noise. The results of ARL obtained from explicit formula and Integral equation are in good agreement. In particular, this formulas for evaluating (ARL0) and (ARL1) be able to get a set of optimal parameters which depend on smoothing parameter (λ) and width of control limit (H) for designing EWMA chart with minimum of (ARL1).

Keywords: Average Run Length1, Optimal parameters, Exponentially Weighted Moving Average (EWMA) control chart.

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540 Identification of a PWA Model of a Batch Reactor for Model Predictive Control

Authors: Gorazd Karer, Igor Skrjanc, Borut Zupancic

Abstract:

The complex hybrid and nonlinear nature of many processes that are met in practice causes problems with both structure modelling and parameter identification; therefore, obtaining a model that is suitable for MPC is often a difficult task. The basic idea of this paper is to present an identification method for a piecewise affine (PWA) model based on a fuzzy clustering algorithm. First we introduce the PWA model. Next, we tackle the identification method. We treat the fuzzy clustering algorithm, deal with the projections of the fuzzy clusters into the input space of the PWA model and explain the estimation of the parameters of the PWA model by means of a modified least-squares method. Furthermore, we verify the usability of the proposed identification approach on a hybrid nonlinear batch reactor example. The result suggest that the batch reactor can be efficiently identified and thus formulated as a PWA model, which can eventually be used for model predictive control purposes.

Keywords: Batch reactor, fuzzy clustering, hybrid systems, identification, nonlinear systems, PWA systems.

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539 Efficient Spectral Analysis of Quasi Stationary Time Series

Authors: Khalid M. Aamir, Mohammad A. Maud

Abstract:

Power Spectral Density (PSD) of quasi-stationary processes can be efficiently estimated using the short time Fourier series (STFT). In this paper, an algorithm has been proposed that computes the PSD of quasi-stationary process efficiently using offline autoregressive model order estimation algorithm, recursive parameter estimation technique and modified sliding window discrete Fourier Transform algorithm. The main difference in this algorithm and STFT is that the sliding window (SW) and window for spectral estimation (WSA) are separately defined. WSA is updated and its PSD is computed only when change in statistics is detected in the SW. The computational complexity of the proposed algorithm is found to be lesser than that for standard STFT technique.

Keywords: Power Spectral Density (PSD), quasi-stationarytime series, short time Fourier Transform, Sliding window DFT.

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538 Performance Evaluation of Extruded-Type Heat Sinks Used in Inverter for Solar Power Generation

Authors: Jeong Hyun Kim, Gyo Woo Lee

Abstract:

In this study, heat release performances of the three extruded-type heat sinks can be used in inverter for solar power generation were evaluated. Numbers of fins in the heat sinks (namely E-38, E-47 and E-76) were 38, 47 and 76, respectively. Heat transfer areas of them were 1.8, 1.9 and 2.8m2. The heat release performances of E-38, E-47 and E-76 heat sinks were measured as 79.6, 81.6 and 83.2%, respectively. The results of heat release performance show that the larger amount of heat transfer area the higher heat release rate. While on the other, in this experiment, variations of mass flow rates caused by different cross sectional areas of the three heat sinks may not be the major parameter of the heat release. Despite the 47.4% increment of heat transfer area of E-76 heat sink than that of E-47 one, its heat release rate was higher by only 2.0%; this suggests that its heat transfer area need to be optimized.

Keywords: Solar Inverter, Heat Sink, Forced Convection, Heat Transfer, Performance Evaluation.

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537 Effect of Mesh Size on the Supersonic Viscous Flow Parameters around an Axisymmetric Blunt Body

Authors: Rabah Haoui

Abstract:

The aim of this work is to analyze a viscous flow around the axisymmetric blunt body taken into account the mesh size both in the free stream and into the boundary layer. The resolution of the Navier-Stokes equations is realized by using the finite volume method to determine the flow parameters and detached shock position. The numerical technique uses the Flux Vector Splitting method of Van Leer. Here, adequate time stepping parameter, CFL coefficient and mesh size level are selected to ensure numerical convergence. The effect of the mesh size is significant on the shear stress and velocity profile. The best solution is obtained with using a very fine grid. This study enabled us to confirm that the determination of boundary layer thickness can be obtained only if the size of the mesh is lower than a certain value limits given by our calculations.

Keywords: Supersonic flow, viscous flow, finite volume, blunt body.

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536 A Sensorless Robust Tracking Control of an Implantable Rotary Blood Pump for Heart Failure Patients

Authors: Mohsen A. Bakouri, Andrey V. Savkin, Abdul-Hakeem H. Alomari, Robert F. Salamonsen, Einly Lim, Nigel H. Lovell

Abstract:

Physiological control of a left ventricle assist device (LVAD) is generally a complicated task due to diverse operating environments and patient variability. In this work, a tracking control algorithm based on sliding mode and feed forward control for a class of discrete-time single input single output (SISO) nonlinear uncertain systems is presented. The controller was developed to track the reference trajectory to a set operating point without inducing suction in the ventricle. The controller regulates the estimated mean pulsatile flow Qp and mean pulsatility index of pump rotational speed PIω that was generated from a model of the assist device. We recall the principle of the sliding mode control theory then we combine the feed-forward control design with the sliding mode control technique to follow the reference trajectory. The uncertainty is replaced by its upper and lower boundary. The controller was tested in a computer simulation covering two scenarios (preload and ventricular contractility). The simulation results prove the effectiveness and the robustness of the proposed controller

Keywords: robust control system, discrete-sliding mode, left ventricularle assist devicse, pulsatility index.

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535 Adsorption of Chromium Ions from Aqueous Solution by Carbon Adsorbent

Authors: S. Heydari, H. Sharififard, M. Nabavinia, H. Kiani, M. Parvizi

Abstract:

Rapid industrialization has led to increased disposal of heavy metals into the environment. Activated carbon adsorption has proven to be an effective process for the removal of trace metal contaminants from aqueous media. This paper was investigated chromium adsorption efficiency by commercial activated carbon. The sorption studied as a function of activated carbon particle size, dose of activated carbon and initial pH of solution. Adsorption tests for the effects of these factors were designed with Taguchi approach. According to the Taguchi parameter design methodology, L9 orthogonal array was used. Analysis of experimental results showed that, the most influential factor was initial pH of solution. The optimum conditions for chromium adsorption by activated carbons were found to be as follows: initial feed pH 6, adsorbent particle size 0.412 mm and activated carbon dose 6 g/l. Under these conditions, nearly %100 of chromium ions was adsorbed by activated carbon after 2 hours.

Keywords: Chromium, Adsorption, Taguchi method, Activated carbon.

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534 Extreme Rainfall Frequency Analysis for Meteorological Sub-Division 4 of India Using L-Moments

Authors: Th. Arti Devi, Parthasarthi Choudhury

Abstract:

Extreme rainfall frequency analysis for Meteorological Sub-Division 4 of India was analyzed using L-moments approach. Serial Correlation and Mann Kendall tests were conducted for checking serially independent and stationarity of the observations. The discordancy measure for the sites was conducted to detect the discordant sites. The regional homogeneity was tested by comparing with 500 generated homogeneous regions using a 4 parameter Kappa distribution. The best fit distribution was selected based on ZDIST statistics and L-moments ratio diagram from the five extreme value distributions GPD, GLO, GEV, P3 and LP3. The LN3 distribution was selected and regional rainfall frequency relationship was established using index-rainfall procedure. A regional mean rainfall relationship was developed using multiple linear regression with latitude and longitude of the sites as variables.

Keywords: L-moments, ZDIST statistics, Serial correlation, Mann Kendall test.

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533 Utilizing Taguchi Experimental Design for Optimizing Effective Parameters in Tire Vulcanization

Authors: Ipak Torkpour

Abstract:

In order to convert natural rubber or related polymers to material with varying physical properties such as elastic modulus or durability, a chemical process named sulfur vulcanization is needed. This can be either done by heating sulfur or sulfur-containing compounds. The main goal of this process is to produce untreated natural rubber latex that can be the main source of manufacturing for several rubber producers. Temperature, pressure, and time are considered as three crucial factors in the tire vulcanization process. The present study is an attempt to optimize these crucial parameters, with the aim of achieving maximum tire modulus using Taguchi experimental design. The results revealed that the optimal parameter values are as follows: a temperature of 170 °C, a pressure of 110 bar, and a time duration of 230 seconds. Under these optimized conditions, the obtained tire modulus reached 8.8 kgf.

Keywords: Rubber vulcanization, experimental design, Taguchi, polymers.

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532 An Accurate, Wide Dynamic Range Current Mirror Structure

Authors: Hassan Faraji Baghtash

Abstract:

In this paper, a low voltage high performance current mirror is presented. Its most important specifications, which are improved in this work, are analyzed and formulated proving that it has such outstanding merits as: Very low input resistance of 26mΩ, very wide current dynamic range of 8 decades from 10pA to 1mA (160dB) together with an extremely low current copy error of less than 0.6ppm, and very low input and output voltages. Furthermore, the proposed current mirror bandwidth is 944MHz utilizing very low power consumption (267μW) and transistors count. HSPICE simulation results are performed using TSMC 0.18μm CMOS technology utilizing 1.8V single power supply, confirming the theoretically proved outstanding performance of the proposed current mirror. Monte Carlo simulation of its most important parameter is also examined showing its sufficiently resistance against technology process variations.

Keywords: Current mirror/source, high accuracy, low voltage, wide dynamic range.

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531 Investigation of Tool Temperature and Surface Quality in Hot Machining of Hard-to-Cut Materials

Authors: M.Davami, M.Zadshakoyan

Abstract:

Production of hard-to-cut materials with uncoated carbide cutting tools in turning, not only cause tool life reduction but also, impairs the product surface roughness. In this paper, influence of hot machining method were studied and presented in two cases. Case1-Workpiece surface roughness quality with constant cutting parameter and 300 ºC initial workpiece surface temperature. Case 2- Tool temperature variation when cutting with two speeds 78.5 (m/min) and 51 (m/min). The workpiece material and tool used in this study were AISI 1060 steel (45HRC) and uncoated carbide TNNM 120408-SP10(SANDVIK Coromant) respectively. A gas flam heating source was used to preheating of the workpiece surface up to 300 ºC, causing reduction of yield stress about 15%. Results obtained experimentally, show that the method used can considerably improved surface quality of the workpiece.

Keywords: Hard-to-cut material, Hot machining, Surfaceroughness, Tool Temperature

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530 Development of Neural Network Prediction Model of Energy Consumption

Authors: Maryam Jamela Ismail, Rosdiazli Ibrahim, Idris Ismail

Abstract:

In the oil and gas industry, energy prediction can help the distributor and customer to forecast the outgoing and incoming gas through the pipeline. It will also help to eliminate any uncertainties in gas metering for billing purposes. The objective of this paper is to develop Neural Network Model for energy consumption and analyze the performance model. This paper provides a comprehensive review on published research on the energy consumption prediction which focuses on structures and the parameters used in developing Neural Network models. This paper is then focused on the parameter selection of the neural network prediction model development for energy consumption and analysis on the result. The most reliable model that gives the most accurate result is proposed for the prediction. The result shows that the proposed neural network energy prediction model is able to demonstrate an adequate performance with least Root Mean Square Error.

Keywords: Energy Prediction, Multilayer Feedforward, Levenberg-Marquardt, Root Mean Square Error (RMSE)

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529 Current Status of 5A Lab6 Hollow Cathode Life Tests in Lanzhou Institute of Physics, China

Authors: Yanhui Jia, Ning Guo, Juan Li, Yunkui Sun, Wei Yang, Tianping Zhang, Lin Ma, Wei Meng, Hai Geng

Abstract:

The current statuses of lifetime test of LaB6 hollow cathode at the Lanzhou Institute of Physics (LIP), China, was described. 5A LaB6 hollow cathode was design for LIPS-200 40mN Xenon ion thruster, and it could be used for LHT-100 80 mN Hall thruster, too. Life test of the discharge and neutralizer modes of LHC-5 hollow cathode were stared in October 2011, and cumulative operation time reached 17,300 and 16,100 hours in April 2015, respectively. The life of cathode was designed more than 11,000 hours. Parameters of discharge and key structure dimensions were monitored in different stage of life test indicated that cathodes were health enough. The test will continue until the cathode cannot work or operation parameter is not in normally. The result of the endurance test of cathode demonstrated that the LaB6 hollow cathode is satisfied for the required of thruster in life and performance.

Keywords: LaB6, hollow cathode, thruster, lifetime test, electric propulsion.

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528 Optimizing Voltage Parameter of Deep Brain Stimulation for Parkinsonian Patients by Modeling

Authors: M. Sadeghi, A.H. Jafari, S.M.P. Firoozabadi

Abstract:

Deep Brain Stimulation or DBS is the second solution for Parkinson's Disease. Its three parameters are: frequency, pulse width and voltage. They must be optimized to achieve successful treatment. Nowadays it is done clinically by neurologists and there is not certain numerical method to detect them. The aim of this research is to introduce simulation and modeling of Parkinson's Disease treatment as a computational procedure to select optimum voltage. We recorded finger tremor signals of some Parkinsonian patients under DBS treatment at constant frequency and pulse width but variable voltages; then, we adapted a new model to fit these data. The optimum voltages obtained by data fitting results were the same as neurologists- commented voltages, which means modeling can be used as an engineering method to select optimum stimulation voltages.

Keywords: modeling, Deep Brain Stimulation, Parkinson'sdisease, tremor.

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527 A Bacterial Foraging Optimization Algorithm Applied to the Synthesis of Polyacrylamide Hydrogels

Authors: Florin Leon, Silvia Curteanu

Abstract:

The Bacterial Foraging Optimization (BFO) algorithm is inspired by the behavior of bacteria such as Escherichia coli or Myxococcus xanthus when searching for food, more precisely the chemotaxis behavior. Bacteria perceive chemical gradients in the environment, such as nutrients, and also other individual bacteria, and move toward or in the opposite direction to those signals. The application example considered as a case study consists in establishing the dependency between the reaction yield of hydrogels based on polyacrylamide and the working conditions such as time, temperature, monomer, initiator, crosslinking agent and inclusion polymer concentrations, as well as type of the polymer added. This process is modeled with a neural network which is included in an optimization procedure based on BFO. An experimental study of BFO parameters is performed. The results show that the algorithm is quite robust and can obtain good results for diverse combinations of parameter values.

Keywords: Bacterial foraging optimization, hydrogels, neural networks, modeling.

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526 Prediction of Soil Exchangeable Sodium Ratio Based on Soil Sodium Adsorption Ratio

Authors: M. Siosemarde, F. Kave, E. Pazira, H. Sedghi, S. J. Ghaderi

Abstract:

Researchers have long had trouble in measurement of Exchangeable Sodium Ratio (ESR) at salt-affected soils. this parameter are often determined using laborious and time consuming laboratory tests, but it may be more appropriate and economical to develop a method which uses a more simple soil salinity index. The aim of this study was to determine the relationship between exchangeable sodium ratio (ESR) and sodium adsorption ratio (SAR) in some salt-affected soils of Khuzestan plain. To this purpose, two experimental areas (S1, S2) of Khuzestan province-IRAN were selected and four treatments with three replications by series of double rings were applied. The treatments were included 25cm, 50cm, 75cm and 100cm water application. The statistical results of the study indicated that in order to predict soil ESR based on soil SAR the linear regression model ESR=0.2048+0.0066 SAR (R2=0.53) & ESR=0.0564+0.0171 SAR (R2=0.76) can be recommended in Pilot S1 and S2 respectively.

Keywords: exchangeable sodium ratio, Khuzestan plain, saltaffectedsoils and sodium adsorption ratio.

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525 Estimation of Tensile Strength for Granitic Rocks by Using Discrete Element Approach

Authors: Aliakbar Golshani, Armin Ramezanzad

Abstract:

Tensile strength which is an important parameter of the rock for engineering applications is difficult to measure directly through physical experiment (i.e. uniaxial tensile test). Therefore, indirect experimental methods such as Brazilian test have been taken into consideration and some relations have been proposed in order to obtain the tensile strength for rocks indirectly. In this research, to calculate numerically the tensile strength for granitic rocks, Particle Flow Code in three-dimension (PFC3D) software were used. First, uniaxial compression tests were simulated and the tensile strength was determined for Inada granite (from a quarry in Kasama, Ibaraki, Japan). Then, by simulating Brazilian test condition for Inada granite, the tensile strength was indirectly calculated again. Results show that the tensile strength calculated numerically agrees well with the experimental results obtained from uniaxial tensile tests on Inada granite samples.

Keywords: Numerical Simulation, PFC, Tensile Strength, Brazilian Test.

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524 Investigation of Droplet Size Produced in Two-Phase Gravity Separators

Authors: Kul Pun, F. A. Hamad, T. Ahmed, J. O. Ugwu, J. Eyers, G. Lawson, P. A. Russell

Abstract:

Determining droplet size and distribution is essential when determining the separation efficiency of a two/three-phase separator. This paper investigates the effect of liquid flow and oil pad thickness on the droplet size at the lab scale. The findings show that increasing the inlet flow rates of the oil and water results in size reduction of the droplets and increasing the thickness of the oil pad increases the size of the droplets. The data were fitted with a simple Gaussian model, and the parameters of mean, standard deviation, and amplitude were determined. Trends have been obtained for the fitted parameters as a function of the Reynolds number, which suggest a way forward to better predict the starting parameters for population models when simulating separation using CFD packages. The key parameter to predict to fix the position of the Gaussian distribution was found to be the mean droplet size.

Keywords: Two-phase separator, average bubble droplet, bubble size distribution, liquid-liquid phase.

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523 The Application of Real Options to Capital Budgeting

Authors: George Yungchih Wang

Abstract:

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

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

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522 Asymmetrical Informative Estimation for Macroeconomic Model: Special Case in the Tourism Sector of Thailand

Authors: Chukiat Chaiboonsri, Satawat Wannapan

Abstract:

This paper used an asymmetric informative concept to apply in the macroeconomic model estimation of the tourism sector in Thailand. The variables used to statistically analyze are Thailand international and domestic tourism revenues, the expenditures of foreign and domestic tourists, service investments by private sectors, service investments by the government of Thailand, Thailand service imports and exports, and net service income transfers. All of data is a time-series index which was observed between 2002 and 2015. Empirically, the tourism multiplier and accelerator were estimated by two statistical approaches. The first was the result of the Generalized Method of Moments model (GMM) based on the assumption which the tourism market in Thailand had perfect information (Symmetrical data). The second was the result of the Maximum Entropy Bootstrapping approach (MEboot) based on the process that attempted to deal with imperfect information and reduced uncertainty in data observations (Asymmetrical data). In addition, the tourism leakages were investigated by a simple model based on the injections and leakages concept. The empirical findings represented the parameters computed from the MEboot approach which is different from the GMM method. However, both of the MEboot estimation and GMM model suggests that Thailand’s tourism sectors are in a period capable of stimulating the economy.

Keywords: Thailand tourism, maximum entropy bootstrapping approach, macroeconomic model, asymmetric information.

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521 Are Asia-Pacific Stock Markets Predictable? Evidence from Wavelet-based Fractional Integration Estimator

Authors: Pei. P. Tan, Don. U.A. Galagedera, Elizabeth A.Maharaj

Abstract:

This paper examines predictability in stock return in developed and emergingmarkets by testing long memory in stock returns using wavelet approach. Wavelet-based maximum likelihood estimator of the fractional integration estimator is superior to the conventional Hurst exponent and Geweke and Porter-Hudak estimator in terms of asymptotic properties and mean squared error. We use 4-year moving windows to estimate the fractional integration parameter. Evidence suggests that stock return may not be predictable indeveloped countries of the Asia-Pacificregion. However, predictability of stock return insome developing countries in this region such as Indonesia, Malaysia and Philippines may not be ruled out. Stock return in the Thailand stock market appears to be not predictable after the political crisis in 2008.

Keywords: Asia-Pacific stock market, long-memory, return predictability, wavelet

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520 Optimal Sliding Mode Controller for Knee Flexion During Walking

Authors: Gabriel Sitler, Yousef Sardahi, Asad Salem

Abstract:

This paper presents an optimal and robust sliding mode controller (SMC) to regulate the position of the knee joint angle for patients suffering from knee injuries. The controller imitates the role of active orthoses that produce the joint torques required to overcome gravity and loading forces and regain natural human movements. To this end, a mathematical model of the shank, the lower part of the leg, is derived first and then used for the control system design and computer simulations. The design of the controller is carried out in optimal and multi-objective settings. Four objectives are considered: minimization of the control effort and tracking error; and maximization of the control signal smoothness and closed-loop system’s speed of response. Optimal solutions in terms of the Pareto set and its image, the Pareto front, are obtained. The results show that there are trade-offs among the design objectives and many optimal solutions from which the decision-maker can choose to implement. Also, computer simulations conducted at different points from the Pareto set and assuming knee squat movement demonstrate competing relationships among the design goals. In addition, the proposed control algorithm shows robustness in tracking a standard gait signal when accounting for uncertainty in the shank’s parameters.

Keywords: Optimal control, multi-objective optimization, sliding mode control, wearable knee exoskeletons.

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519 Fault Detection and Diagnosis of Broken Bar Problem in Induction Motors Base Wavelet Analysis and EMD Method: Case Study of Mobarakeh Steel Company in Iran

Authors: M. Ahmadi, M. Kafil, H. Ebrahimi

Abstract:

Nowadays, induction motors have a significant role in industries. Condition monitoring (CM) of this equipment has gained a remarkable importance during recent years due to huge production losses, substantial imposed costs and increases in vulnerability, risk, and uncertainty levels. Motor current signature analysis (MCSA) is one of the most important techniques in CM. This method can be used for rotor broken bars detection. Signal processing methods such as Fast Fourier transformation (FFT), Wavelet transformation and Empirical Mode Decomposition (EMD) are used for analyzing MCSA output data. In this study, these signal processing methods are used for broken bar problem detection of Mobarakeh steel company induction motors. Based on wavelet transformation method, an index for fault detection, CF, is introduced which is the variation of maximum to the mean of wavelet transformation coefficients. We find that, in the broken bar condition, the amount of CF factor is greater than the healthy condition. Based on EMD method, the energy of intrinsic mode functions (IMF) is calculated and finds that when motor bars become broken the energy of IMFs increases.

Keywords: Broken bar, condition monitoring, diagnostics, empirical mode decomposition, Fourier transform, wavelet transform.

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518 Evaluation of Behavior Factor for Steel Moment-Resisting Frames

Authors: Taïeb Branci, Djamal Yahmi, Abdelhamid Bouchair, Eric Fourneley

Abstract:

According to current seismic codes the structures are calculated using the capacity design procedure based on the concept of shear at the base depending on several parameters including behavior factor which is considered to be the most important parameter. The behavior factor allows designing the structure when it is at its ultimate limit state taking into account its energy dissipation through its plastic deformation. The aim of the present study is to assess the basic parameters on which is composed the behavior factor among them the reduction factor due to ductility, and those due to redundancy and the overstrength for steel moment-resisting frames of different heights and regular configuration. Analyses are conducted on these frames using the nonlinear static method where the effect of some parameters on the behavior factor, such as the number of stories and the number of spans, are taken into account. The results show that the behavior factor is rather sensitive to the variation of the number of stories and bays.

Keywords: Behavior, code, frame, ductility, overstrength, redundancy, plastic.

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517 Rheodynamic Lubrication of a Rectangular Squeeze Film Bearing with an Exponential Curvature Variation using Bingham Lubricants

Authors: K. P. Vishwanath, A. Kandasamy

Abstract:

The present work deals with analyses of the effects of bearing curvature and non-Newtonian characteristics on the load capacity of an exponential rectangular squeeze film bearing using Bingham fluids as lubricants. Bingham fluids are characterized by an yield value and hence the formation of a “rigid" core in the region between the plates is justified. The flow is confined to the region between the core and the plates. The shape of the core has been identified through numerical means. Further, numerical solutions for the pressure distribution and load carrying capacity of the bearing for various values of Bingham number and curvature parameter have been obtained. The effects of bearing curvature and non-Newtonian characteristics of the lubricant on the bearing performances have been discussed.

Keywords: rheodynamic lubrication, yield stress, non-Newtonianfluid, Bingham fluid, exponential squeeze film.

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516 Simulation and Experimentation on the Contact Width of New Metal Gasket for Asbestos Substitution

Authors: Moch. Agus Choiron, Yoshihiro Kurata, Shigeyuki Haruyama, Ken Kaminishi

Abstract:

The contact width is important design parameter for optimizing the design of new metal gasket for asbestos substitution gasket. The contact width is found have relationship with the helium leak quantity. In the increasing of axial load value, the helium leak quantity is decreasing and the contact width is increasing. This study provides validity method using simulation analysis and the result is compared to experimental using pressure sensitive paper. The results denote similar trend data between simulation and experimental result. Final evaluation is determined by helium leak quantity to check leakage performance of gasket design. Considering the phenomena of position change on the convex contact, it can be developed the optimization of gasket design by increasing contact width.

Keywords: contact width, simulation, pressure sensitive paper.

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