Search results for: Fuzzy time series
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7825

Search results for: Fuzzy time series

6685 Chaotic Properties of Hemodynamic Responsein Functional Near Infrared Spectroscopic Measurement of Brain Activity

Authors: Ni Ni Soe , Masahiro Nakagawa

Abstract:

Functional near infrared spectroscopy (fNIRS) is a practical non-invasive optical technique to detect characteristic of hemoglobin density dynamics response during functional activation of the cerebral cortex. In this paper, fNIRS measurements were made in the area of motor cortex from C4 position according to international 10-20 system. Three subjects, aged 23 - 30 years, were participated in the experiment. The aim of this paper was to evaluate the effects of different motor activation tasks of the hemoglobin density dynamics of fNIRS signal. The chaotic concept based on deterministic dynamics is an important feature in biological signal analysis. This paper employs the chaotic properties which is a novel method of nonlinear analysis, to analyze and to quantify the chaotic property in the time series of the hemoglobin dynamics of the various motor imagery tasks of fNIRS signal. Usually, hemoglobin density in the human brain cortex is found to change slowly in time. An inevitable noise caused by various factors is to be included in a signal. So, principle component analysis method (PCA) is utilized to remove high frequency component. The phase pace is reconstructed and evaluated the Lyapunov spectrum, and Lyapunov dimensions. From the experimental results, it can be conclude that the signals measured by fNIRS are chaotic.

Keywords: Chaos, hemoglobin, Lyapunov spectrum, motorimagery, near infrared spectroscopy (NIRS), principal componentanalysis (PCA).

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6684 A Biomimetic Approach for the Multi-Objective Optimization of Kinetic Façade Design

Authors: Do-Jin Jang, Sung-Ah Kim

Abstract:

A kinetic façade responds to user requirements and environmental conditions.  In designing a kinetic façade, kinetic patterns play a key role in determining its performance. This paper proposes a biomimetic method for the multi-objective optimization for kinetic façade design. The autonomous decentralized control system is combined with flocking algorithm. The flocking agents are autonomously reacting to sensor values and bring about kinetic patterns changing over time. A series of experiments were conducted to verify the potential and limitations of the flocking based decentralized control. As a result, it could show the highest performance balancing multiple objectives such as solar radiation and openness among the comparison group.

Keywords: Biomimicry, flocking algorithm, autonomous decentralized control, multi-objective optimization.

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6683 Quantification of Periodicities in Fugitive Emission of Gases from Lyari Waterway

Authors: Rana Khalid Naeem, Asif Mansoor

Abstract:

Periodicities in the environmetric time series can be idyllically assessed by utilizing periodic models. In this communication fugitive emission of gases from open sewer channel Lyari which follows periodic behaviour are approximated by employing periodic autoregressive model of order p. The orders of periodic model for each season are selected through the examination of periodic partial autocorrelation or information criteria. The parameters for the selected order of season are estimated individually for each emitted air toxin. Subsequently, adequacies of fitted models are established by examining the properties of the residual for each season. These models are beneficial for schemer and administrative bodies for the improvement of implemented policies to surmount future environmental problems.

Keywords: Exchange of Gases, Goodness of Fit, Open Sewer Channel, PAR(p) Models, Periodicities, Season Wise Models.

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6682 An Intelligent Controller Augmented with Variable Zero Lag Compensation for Antilock Braking System

Authors: Benjamin C. Agwah, Paulinus C. Eze

Abstract:

Antilock braking system (ABS) is one of the important contributions by the automobile industry, designed to ensure road safety in such way that vehicles are kept steerable and stable when during emergency braking. This paper presents a wheel slip-based intelligent controller with variable zero lag compensation for ABS. It is required to achieve a very fast perfect wheel slip tracking during hard braking condition and eliminate chattering with improved transient and steady state performance, while shortening the stopping distance using effective braking torque less than maximum allowable torque to bring a braking vehicle to a stop. The dynamic of a vehicle braking with a braking velocity of 30 ms⁻¹ on a straight line was determined and modelled in MATLAB/Simulink environment to represent a conventional ABS system without a controller. Simulation results indicated that system without a controller was not able to track desired wheel slip and the stopping distance was 135.2 m. Hence, an intelligent control based on fuzzy logic controller (FLC) was designed with a variable zero lag compensator (VZLC) added to enhance the performance of FLC control variable by eliminating steady state error, provide improve bandwidth to eliminate the effect of high frequency noise such as chattering during braking. The simulation results showed that FLC-VZLC provided fast tracking of desired wheel slip, eliminated chattering, and reduced stopping distance by 70.5% (39.92 m), 63.3% (49.59 m), 57.6% (57.35 m) and 50% (69.13 m) on dry, wet, cobblestone and snow road surface conditions respectively. Generally, the proposed system used effective braking torque that is less than the maximum allowable braking torque to achieve efficient wheel slip tracking and overall robust control performance on different road surfaces.

Keywords: ABS, Fuzzy Logic Controller, Variable Zero Lag Compensator, Wheel Slip Tracking.

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6681 Sensitivity Analysis of Real-Time Systems

Authors: Benjamin Gorry, Andrew Ireland, Peter King

Abstract:

Verification of real-time software systems can be expensive in terms of time and resources. Testing is the main method of proving correctness but has been shown to be a long and time consuming process. Everyday engineers are usually unwilling to adopt formal approaches to correctness because of the overhead associated with developing their knowledge of such techniques. Performance modelling techniques allow systems to be evaluated with respect to timing constraints. This paper describes PARTES, a framework which guides the extraction of performance models from programs written in an annotated subset of C.

Keywords: Performance Modelling, Real-time, SensitivityAnalysis.

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6680 Circadian Clock and Subjective Time Perception: A Simple Open Source Application for the Analysis of Induced Time Perception in Humans

Authors: Agata M. Kołodziejczyk, Mateusz Harasymczuk, Pierre-Yves Girardin, Lucie Davidová

Abstract:

Subjective time perception implies connection to cognitive functions, attention, memory and awareness, but a little is known about connections with homeostatic states of the body coordinated by circadian clock. In this paper, we present results from experimental study of subjective time perception in volunteers performing physical activity on treadmill in various phases of their circadian rhythms. Subjects were exposed to several time illusions simulated by programmed timing systems. This study brings better understanding for further improvement of of work quality in isolated areas. 

Keywords: Biological clock, light, time illusions, treadmill.

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6679 Change Point Analysis in Average Ozone Layer Temperature Using Exponential Lomax Distribution

Authors: Amjad Abdullah, Amjad Yahya, Bushra Aljohani, Amani S. Alghamdi

Abstract:

Change point detection is an important part of data analysis. The presence of a change point refers to a significant change in the behavior of a time series. In this article, we examine the detection of multiple change points of parameters of the exponential Lomax distribution, which is broad and flexible compared with other distributions while fitting data. We used the Schwarz information criterion and binary segmentation to detect multiple change points in publicly available data on the average temperature in the ozone layer. The change points were successfully located.

Keywords: Binary segmentation, change point, exponential Lomax distribution, information criterion.

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6678 Gravitational Search Algorithm (GSA) Optimized SSSC Based Facts Controller to Improve Power System Oscillation Stability

Authors: Gayadhar Panda, P. K. Rautraya

Abstract:

Damping of inter-area electromechanical oscillations is one of the major challenges to the electric power system operators. This paper presents Gravitational Search Algorithm (GSA) for tuning Static Synchronous Series Compensator (SSSC) based damping controller to improve power system oscillation stability. In the proposed algorithm, the searcher agents are a collection of masses which interact with each other based on the Newtonian gravity and the laws of motion. The effectiveness of the scheme in damping power system oscillations during system faults at different loading conditions is demonstrated through time-domain simulation.

Keywords: FACTS, Damping controller design, Gravitational search algorithm (GSA), Power system oscillations, Single-machine infinite Bus power system, SSSC.

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6677 A Dual Model for Efficiency Evaluation Considering Time Lag Effect

Authors: Yan Shuang Zhang, Taehan Lee, Byung Ho Jeong

Abstract:

A DEA model can generally evaluate the performance using multiple inputs and outputs for the same period. However, it is hard to avoid the production lead time phenomenon some times, such as long-term project or marketing activity. A couple of models have been suggested to capture this time lag issue in the context of DEA. This paper develops a dual-MPO model to deal with time lag effect in evaluating efficiency. A numerical example is also given to show that the proposed model can be used to get efficiency and reference set of inefficient DMUs and to obtain projected target value of input attributes for inefficient DMUs to be efficient.

Keywords: DEA, efficiency, time lag, dual problem.

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6676 A New Approach to Polynomial Neural Networks based on Genetic Algorithm

Authors: S. Farzi

Abstract:

Recently, a lot of attention has been devoted to advanced techniques of system modeling. PNN(polynomial neural network) is a GMDH-type algorithm (Group Method of Data Handling) which is one of the useful method for modeling nonlinear systems but PNN performance depends strongly on the number of input variables and the order of polynomial which are determined by trial and error. In this paper, we introduce GPNN (genetic polynomial neural network) to improve the performance of PNN. GPNN determines the number of input variables and the order of all neurons with GA (genetic algorithm). We use GA to search between all possible values for the number of input variables and the order of polynomial. GPNN performance is obtained by two nonlinear systems. the quadratic equation and the time series Dow Jones stock index are two case studies for obtaining the GPNN performance.

Keywords: GMDH, GPNN, GA, PNN.

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6675 Predicting Residence Time of Pollutants in Transient Storage Zones of Rivers by Genetic Programming

Authors: Rajeev R. Sahay

Abstract:

Rivers have transient storage or dead zones where injected pollutants or solutes are entrapped for considerable period of time, known as residence time, before being released into the main flowing zones of rivers. In this study, a new empirical expression for residence time, implementing genetic programming on published dispersion data, has been derived. The proposed expression uses few hydraulic and geometric characteristics of rivers which are normally known to the authorities. When compared with some reported expressions, based on various statistical indices, it can be concluded that the proposed expression predicts the residence time of pollutants in natural rivers more accurately.

Keywords: Parameter estimation, pollutant transport, residence time, rivers, transient storage.

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6674 Optimal Supplementary Damping Controller Design for TCSC Employing RCGA

Authors: S. Panda, S. C. Swain, A. K. Baliarsingh, C. Ardil

Abstract:

Optimal supplementary damping controller design for Thyristor Controlled Series Compensator (TCSC) is presented in this paper. For the proposed controller design, a multi-objective fitness function consisting of both damping factors and real part of system electromachanical eigenvalue is used and Real- Coded Genetic Algorithm (RCGA) is employed for the optimal supplementary controller parameters. The performance of the designed supplementary TCSC-based damping controller is tested on a weakly connected power system with different disturbances and loading conditions with parameter variations. Simulation results are presented and compared with a conventional power system stabilizer and also with the TCSC-based supplementary controller when the controller parameters are not optimized to show the effectiveness and robustness of the proposed approach over a wide range of loading conditions and disturbances.

Keywords: Power System Oscillations, Real-Coded Genetic Algorithm (RCGA), Thyristor Controlled Series Compensator (TCSC), Damping Controller, Power System Stabilizer.

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6673 Effect of Magnetic Field on Seed Germination of Two Wheat Cultivars

Authors: Ahmad Gholami , Saeed Sharafi, Hamid Abbasdokht

Abstract:

The effect of magnetic field on germination characteristics of two wheat Seeds has been studied under laboratory conditions. Seeds were magnetically exposed to magnetic field strengths, 125 or 250mT for different periods of time. Mean germination time and the time required to obtain 10, 25, 50, 75 and 90%of seeds to germinate were calculated. The germination time for each treatment were in general, higher than corresponding control values, in the other word in treated seeds time required for mean seed germination time increased nearly 3 hours in compared non treated control seeds. T10 for doses D5, D6, D11 and D12 significantly higher than the control values for both cultivars. Mean germination time (MGT) in both cultivars significantly increased when the time of seed exposed at magnetic field treatments increased , about 3 and 2 hour respectively for Omid and BCR cultivars.

Keywords: wheat, cultivar, germination test, magnetic field

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6672 Gravitational and Centrifugal Forces in the Nut-Kerr-Newman Space-Time

Authors: Atikur Rahman Baizid, Md. Elias Uddin Biswas, Ahsan Habib

Abstract:

Nayak et al have discussed in detail the inertial forces such as Gravitational, Coriolis-Lense-Thirring and Centrifugal forces in the Kerr-Newman Space-time in the Kerr-Newman Space-time. The main theme of this paper is to study the Gravitational and Centrifugal forces in the NUT-Kerr-Newman Space-time.

Keywords: Gravitational Forces, Centrifugal Forces, Nut-Kerr-Newman, Space time.

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6671 Fabrication and Characterization of Al/Methyl Orange/n-Si Heterojunction Diode

Authors: Muhammad Tahir, Muhammad H. Sayyad, Dil N. Khan, Fazal Wahab

Abstract:

Herein, the organic semiconductor methyl orange (MO), is investigated for the first time for its electronic applications. For this purpose, Al/MO/n-Si heterojunction is fabricated through economical cheap and simple “drop casting” technique. The currentvoltage (I-V) measurements of the device are made at room temperature under dark conditions. The I-V characteristics of Al/MO/n-Si junction exhibits asymmetrical and rectifying behavior that confirms the formation of diode. The diode parameters such as rectification ratio (RR), turn on voltage (Vturn on), reverse saturation current (I0), ideality factor (n), barrier height ( b f ), series resistance (Rs) and shunt resistance (Rsh) are determined from I-V curves using Schottky equations. These values of these parameters are also extracted and verified by applying Cheung’s functions. The conduction mechanisms are explained from the forward bias I-V characteristics using the power law.

Keywords: Electrical properties, Organic/inorganic heterojunction diode, Methyl Orange, Cheungs Functions

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6670 A Family of Zero Stable Block Integrator for the Solutions of Ordinary Differential Equations

Authors: A. M. Sagir

Abstract:

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 with associated initial or boundary conditions. The continuous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain two different four discrete schemes, each of order (5,5,5,5)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 methods are tested on linear and non-linear ordinary differential equations and the results obtained compared favorably with the exact solution.

Keywords: Block Method, Hybrid, Linear Multistep Method, Self – starting, Special Second Order.

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6669 A Study of Priority Evaluation and Resource Allocation for Revitalization of Cultural Heritages in the Urban Development

Authors: Wann-Ming Wey, Yi-Chih Huang

Abstract:

Proper maintenance and preservation of significant cultural heritages or historic buildings is necessary. It can not only enhance environmental benefits and a sense of community, but also preserve a city's history and people’s memory. It allows the next generation to be able to get a glimpse of our past, and achieve the goal of sustainable preserved cultural assets. However, the management of maintenance work has not been appropriate for many designated heritages or historic buildings so far. The planning and implementation of the reuse has yet to have a breakthrough specification. It leads the heritages to a mere formality of being “reserved”, instead of the real meaning of “conservation”. For the restoration and preservation of cultural heritages study issues, it is very important due to the consideration of historical significance, symbolism, and economic benefits effects. However, the decision makers such as the officials from public sector they often encounter which heritage should be prioritized to be restored first under the available limited budgets. Only very few techniques are available today to determine the appropriately restoration priorities for the diverse historical heritages, perhaps because of a lack of systematized decision-making aids been proposed before. In the past, the discussions of management and maintenance towards cultural assets were limited to the selection of reuse alternatives instead of the allocation of resources. In view of this, this research will adopt some integrated research methods to solve the existing problems that decision-makers might encounter when allocating resources in the management and maintenance of heritages and historic buildings.

The purpose of this study is to develop a sustainable decision making model for local governments to resolve these problems. We propose an alternative decision support model to prioritize restoration needs within the limited budgets. The model is constructed based on fuzzy Delphi, fuzzy analysis network process (FANP) and goal programming (GP) methods. In order to avoid misallocate resources; this research proposes a precise procedure that can take multi-stakeholders views, limited costs and resources into consideration. Also, the combination of many factors and goals has been taken into account to find the highest priority and feasible solution results. To illustrate the approach we propose in this research, seven cultural heritages in Taipei city as one example has been used as an empirical study, and the results are in depth analyzed to explain the application of our proposed approach.

Keywords: Cultural Heritage, Historic Buildings, Priority Evaluation, Multi-Criteria Decision Making, Goal Programming, Fuzzy Analytic Network Process, Resource Allocation.

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6668 Mobile Qibla and Prayer Time Finder using PDA and External Digital Compass

Authors: M.Z. Ibrahim, M.Z. Norashikin

Abstract:

These days people love to travel around the world. Regardless of their location and time, they especially Muslims still need to perform their prayers. Normally for travelers, they need to bring maps, compass and for Muslim, they even have to bring Qibla pointer when they travel. It is slightly difficult to determine the Qibla direction and to know the time for each prayer. As the technology grows, many PDA equip with maps and GPS to locate their location. In this paper we present a new electronic device called Mobile Qibla and Prayer Time Finder to locate the Qibla direction and to determine each prayer time based on the current user-s location using PDA. This device use PIC microcontroller equipped with digital compass where it will communicate with PDA using Bluetooth technology and display the exact Qibla direction and prayer time automatically at any place in the world. This device is reliable and accurate in determining the Qibla direction and prayer time.

Keywords: Bluetooth, digital compass, PDA, prayer time, Qibla.

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6667 Comparative Dielectric Properties of 1,2-Dichloroethane with n-Methylformamide and n,n-Dimethylformamide Using Time Domain Reflectometry Technique in Microwave Frequency

Authors: Shagufta Tabassum, V. P. Pawar, jr., G. N. Shinde

Abstract:

The study of dielectric relaxation properties of polar liquids in the binary mixture has been carried out at 10, 15, 20 and 25 ºC temperatures for 11 different concentrations using time domain reflectometry technique. The dielectric properties of a solute-solvent mixture of polar liquids in the frequency range of 10 MHz to 30 GHz gives the information regarding formation of monomers and multimers and also an interaction between the molecules of the liquid mixture under study. The dielectric parameters have been obtained by the least squares fit method using the Debye equation characterized by a single relaxation time without relaxation time distribution.

Keywords: Excess properties, relaxation time, static dielectric constant, time domain refelectometry technique.

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6666 Sensitivity Computations of Time Relaxation Model with an Application in Cavity Computation

Authors: Monika Neda, Elena Nikonova

Abstract:

We present a numerical study of the sensitivity of the so called time relaxation family of models of fluid motion with respect to the time relaxation parameter χ on the two dimensional cavity problem. The goal of the study is to compute and compare the sensitivity of the model using finite difference method (FFD) and sensitivity equation method (SEM).

Keywords: Sensitivity, time relaxation, deconvolution, Navier- Stokes equations.

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6665 Design of 900 MHz High Gain SiGe Power Amplifier with Linearity Improved Bias Circuit

Authors: Guiheng Zhang, Wei Zhang, Jun Fu, Yudong Wang

Abstract:

A 900 MHz three-stage SiGe power amplifier (PA) with high power gain is presented in this paper. Volterra Series is applied to analyze nonlinearity sources of SiGe HBT device model clearly. Meanwhile, the influence of operating current to IMD3 is discussed. Then a β-helper current mirror bias circuit is applied to improve linearity, since the β-helper current mirror bias circuit can offer stable base biasing voltage. Meanwhile, it can also work as predistortion circuit when biasing voltages of three bias circuits are fine-tuned, by this way, the power gain and operating current of PA are optimized for best linearity. The three power stages which fabricated by 0.18 μm SiGe technology are bonded to the printed circuit board (PCB) to obtain impedances by Load-Pull system, then matching networks are done for best linearity with discrete passive components on PCB. The final measured three-stage PA exhibits 21.1 dBm of output power at 1 dB compression point (OP1dB) with power added efficiency (PAE) of 20.6% and 33 dB power gain under 3.3 V power supply voltage.

Keywords: High gain power amplifier, linearization bias circuit, SiGe HBT model, Volterra Series.

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6664 Robust BIBO Stabilization Analysis for Discrete-time Uncertain System

Authors: Zixin Liu, Shu Lü, Shouming Zhong, Mao Ye

Abstract:

The discrete-time uncertain system with time delay is investigated for bounded input bounded output (BIBO). By constructing an augmented Lyapunov function, three different sufficient conditions are established for BIBO stabilization. These conditions are expressed in the form of linear matrix inequalities (LMIs), whose feasibility can be easily checked by using Matlab LMI Toolbox. Two numerical examples are provided to demonstrate the effectiveness of the derived results.

Keywords: Robust BIBO stabilization, delay-dependent stabilization, discrete-time system, time delay.

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6663 Performance of Partially Covered N Number of Photovoltaic Thermal (PVT) - Compound Parabolic Concentrator (CPC) Series Connected Water Heating System

Authors: Rohit Tripathi, Sumit Tiwari, G. N. Tiwari

Abstract:

In present study, an approach is adopted where photovoltaic thermal flat plate collector is integrated with compound parabolic concentrator. Analytical expression of temperature dependent electrical efficiency of N number of partially covered Photovoltaic Thermal (PVT) - Compound Parabolic Concentrator (CPC) water collector connected in series has been derived with the help of basic thermal energy balance equations. Analysis has been carried for winter weather condition at Delhi location, India. Energy and exergy performance of N - partially covered Photovoltaic Thermal (PVT) - Compound Parabolic Concentrator (CPC) Water collector system has been compared for two cases: (i) 25% area of water collector covered by PV module, (ii) 75% area of water collector covered by PV module. It is observed that case (i) has been best suited for thermal performance and case (ii) for electrical energy as well as overall exergy.

Keywords: Compound parabolic concentrator, Energy, Photovoltaic thermal, Temperature dependent electrical efficiency.

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6662 Grief and Repenting: The Engaging Remembrance in Thomas Hardy’s ‘Poems of 1912-13’

Authors: Chih-Chun Tang

Abstract:

Nostalgia, to some people, may seem foolhardy in a way. However, nostalgia is a completely and intensely private but social, collective emotion. It has continuing consequence and outgrowth for our lives as social actions. It leads people to hunt and explore remembrance of persons and places of our past in an effort to confer meaning of persons and places of present. In the ‘Poems of 1912-13’ Thomas Hardy, a British poet, composed a series of poems after the unexpected death of his long-disaffected wife, Emma. The series interprets the cognitive and emotional concussion of Emma’s death on Hardy, concerning his mind and real visit to the landscape in Cornwall, England. Both spaces perform the author’s innermost in thought to his late wife and to the landscape. They present an apparent counterpart of the poet and his afflicted conscience. After Emma had died, Hardy carried her recollections alive by roaming about in the real visit and whimsical land (space) they once had drifted and meandered. This paper highlights the nostalgias and feds that seem endlessly to crop up.

Keywords: Thomas Hardy, remembrance, psychological, poems 1912-13, Fred Davis, nostalgia.

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6661 Laser Ultrasonic Imaging Based on Synthetic Aperture Focusing Technique Algorithm

Authors: Sundara Subramanian Karuppasamy, Che Hua Yang

Abstract:

In this work, the laser ultrasound technique has been used for analyzing and imaging the inner defects in metal blocks. To detect the defects in blocks, traditionally the researchers used piezoelectric transducers for the generation and reception of ultrasonic signals. These transducers can be configured into the sparse and phased array. But these two configurations have their drawbacks including the requirement of many transducers, time-consuming calculations, limited bandwidth, and provide confined image resolution. Here, we focus on the non-contact method for generating and receiving the ultrasound to examine the inner defects in aluminum blocks. A Q-switched pulsed laser has been used for the generation and the reception is done by using Laser Doppler Vibrometer (LDV). Based on the Doppler effect, LDV provides a rapid and high spatial resolution way for sensing ultrasonic waves. From the LDV, a series of scanning points are selected which serves as the phased array elements. The side-drilled hole of 10 mm diameter with a depth of 25 mm has been introduced and the defect is interrogated by the linear array of scanning points obtained from the LDV. With the aid of the Synthetic Aperture Focusing Technique (SAFT) algorithm, based on the time-shifting principle the inspected images are generated from the A-scan data acquired from the 1-D linear phased array elements. Thus the defect can be precisely detected with good resolution.

Keywords: Laser ultrasonics, linear phased array, nondestructive testing, synthetic aperture focusing technique, ultrasonic imaging.

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6660 A Hyperexponential Approximation to Finite-Time and Infinite-Time Ruin Probabilities of Compound Poisson Processes

Authors: Amir T. Payandeh Najafabadi

Abstract:

This article considers the problem of evaluating infinite-time (or finite-time) ruin probability under a given compound Poisson surplus process by approximating the claim size distribution by a finite mixture exponential, say Hyperexponential, distribution. It restates the infinite-time (or finite-time) ruin probability as a solvable ordinary differential equation (or a partial differential equation). Application of our findings has been given through a simulation study.

Keywords: Ruin probability, compound Poisson processes, mixture exponential (hyperexponential) distribution, heavy-tailed distributions.

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6659 A Comparative Study between Discrete Wavelet Transform and Maximal Overlap Discrete Wavelet Transform for Testing Stationarity

Authors: Amel Abdoullah Ahmed Dghais, Mohd Tahir Ismail

Abstract:

In this paper the core objective is to apply discrete wavelet transform and maximal overlap discrete wavelet transform functions namely Haar, Daubechies2, Symmlet4, Coiflet2 and discrete approximation of the Meyer wavelets in non stationary financial time series data from Dow Jones index (DJIA30) of US stock market. The data consists of 2048 daily data of closing index from December 17, 2004 to October 23, 2012. Unit root test affirms that the data is non stationary in the level. A comparison between the results to transform non stationary data to stationary data using aforesaid transforms is given which clearly shows that the decomposition stock market index by discrete wavelet transform is better than maximal overlap discrete wavelet transform for original data.

Keywords: Discrete wavelet transform, maximal overlap discrete wavelet transform, stationarity, autocorrelation function.

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6658 The Effects of Placement and Cross-Section Shape of Shear Walls in Multi-Story RC Buildings with Plan Irregularity on Their Seismic Behavior by Using Nonlinear Time History Analyses

Authors: Mohammad Aminnia, Mahmood Hosseini

Abstract:

Environmental and functional conditions, sometimes, necessitate the architectural plan of the building to be asymmetric, and this result in an asymmetric structure. In such cases finding an optimal pattern for locating the components of lateral load bearing system, including shear walls, in the building’s plan is desired. In case of shear wall in addition to the location the shape of the wall cross-section is also an effective factor. Various types of shear walls and their proper layout might come effective in better stiffness distribution and more appropriate seismic response of the building. Several studies have been conducted in the context of analysis and design of shear walls; however, few studies have been performed on making decisions for the location and form of shear walls in multistory buildings, especially those with irregular plan. In this study, an attempt has been made to obtain the most reliable seismic behavior of multi-story reinforced concrete vertically chamfered buildings by using more appropriate shear walls form and arrangement in 7-, 10-, 12-, and 15-stoy buildings. The considered forms and arrangements include common rectangular walls and L-, T-, U- and Z-shaped plan, located as the core or in the outer frames of the building structure. Comparison of seismic behaviors of the buildings, including maximum roof displacement and particularly formation of plastic hinges and their distribution in the buildings’ structures, have been done based on the results of a series of nonlinear time history analyses, by using a set of selected earthquake records. Results show that shear walls with U-shaped cross-section, placed as the building central core, and also walls with Z-shaped cross-section, placed at the corners give the building more reliable seismic behavior.

Keywords: Vertically chamfered buildings, non-linear time history analyses, L-, T-, U- and Z-shaped plan walls.

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6657 Load Flow Analysis: An Overview

Authors: P. S. Bhowmik, D. V. Rajan, S. P. Bose

Abstract:

The load flow study in a power system constitutes a study of paramount importance. The study reveals the electrical performance and power flows (real and reactive) for specified condition when the system is operating under steady state. This paper gives an overview of different techniques used for load flow study under different specified conditions.

Keywords: Load Flow Studies, Y-matrix and Z-matrix iteration, Newton-Raphson method, Fast Decoupled method, Fuzzy logic, Artificial Neural Network.

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6656 Exploring Management of the Fuzzy Front End of Innovation in a Product Driven Startup Company

Authors: Dmitry K. Shaytan, Georgy D. Laptev

Abstract:

In our research we aimed to test a managerial approach for the fuzzy front end (FFE) of innovation by creating controlled experiment/ business case in a breakthrough innovation development. The experiment was in the sport industry and covered all aspects of the customer discovery stage from ideation to prototyping followed by patent application. In the paper we describe and analyze mile stones, tasks, management challenges, decisions made to create the break through innovation, evaluate overall managerial efficiency that was at the considered FFE stage. We set managerial outcome of the FFE stage as a valid product concept in hand. In our paper we introduce hypothetical construct “Q-factor” that helps us in the experiment to distinguish quality of FFE outcomes. The experiment simulated for entrepreneur the FFE of innovation and put on his shoulders responsibility for the outcome of valid product concept. While developing managerial approach to reach the outcome there was a decision to look on product concept from the cognitive psychology and cognitive science point of view. This view helped us to develop the profile of a person whose projection (mental representation) of a new product could optimize for a manager or entrepreneur FFE activities. In the experiment this profile was tested to develop breakthrough innovation for swimmers. Following the managerial approach the product concept was created to help swimmers to feel/sense water. The working prototype was developed to estimate the product concept validity and value added effect for customers. Based on feedback from coachers and swimmers there were strong positive effect that gave high value for customers, and for the experiment – the valid product concept being developed by proposed managerial approach for the FFE. In conclusions there is a suggestion of managerial approach that was derived from experiment.

Keywords: Concept development, concept testing, customer discovery, entrepreneurship, entrepreneurial management, idea generation, idea screening, startup management.

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