Search results for: stability constraints
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1779

Search results for: stability constraints

639 Effect of Groove Location on the Dynamic Characteristics of Multiple Axial Groove Water Lubricated Journal Bearing

Authors: M. Vijaya Kini, R. S. Pai, D. Srikanth Rao, Satish Shenoy B, R. Pai

Abstract:

The stability characteristics of water lubricated journal bearings having three axial grooves are obtained theoretically. In this lubricant (water) is fed under pressure from one end of the bearing, through the 3-axial grooves (groove angles may vary). These bearings can use the process fluid as the lubricant, as in the case of feed water pumps. The Reynolds equation is solved numerically by the finite difference method satisfying the boundary conditions. The stiffness and damping coefficient for various bearing number and eccentricity ratios, assuming linear pressure drop along the groove, shows that smaller groove angles better results.

Keywords: 3-axial groove, dynamic characteristics, groovelocation, water lubricated bearings.

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638 Optimization of Energy Harvesting Systems for RFID Applications

Authors: P. Chambe, B. Canova, A. Balabanian, M. Pele, N. Coeur

Abstract:

To avoid battery assisted tags with limited lifetime batteries, it is proposed here to replace them by energy harvesting systems, able to feed from local environment. This would allow total independence to RFID systems, very interesting for applications where tag removal from its location is not possible. Example is here described for luggage safety in airports, and is easily  extendable to similar situation in terms of operation constraints. The idea is to fix RFID tag with energy harvesting system not only to identify luggage but also to supply an embedded microcontroller with a sensor delivering luggage weight making it impossible to add or to remove anything from the luggage during transit phases. The aim is to optimize the harvested energy for such RFID applications, and to study in which limits these applications are theoretically possible. Proposed energy harvester is based on two energy sources: piezoelectricity and electromagnetic waves, so that when the luggage is moving on ground transportation to airline counters, the piezo module supplies the tag and its microcontroller, while the RF module operates during luggage transit thanks to readers located along the way. Tag location on the luggage is analyzed to get best vibrations, as well as harvester better choice for optimizing the energy supply depending on applications and the amount of energy harvested during a period of time. Effects of system parameters (RFID UHF frequencies, limit distance between the tag and the antenna necessary to harvest energy, produced voltage and voltage threshold) are discussed and working conditions for such system are delimited.

Keywords: EM waves, Energy Harvesting, Piezoelectric, RFID Tag.

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637 Appraisal on Link Lifetime Prediction Using Geographical Information

Authors: C. Nallusamy, A. Sabari, K. Suganya

Abstract:

Geographical routing protocol requires node physical location information to make forwarding decision. Geographical routing uses location service or position service to obtain the position of a node. The geographical information is a geographic coordinates or can be obtained through reference points on some fixed coordinate system. Link can be formed between two nodes. Link lifetime plays a crucial role in MANET. Link lifetime represent how long the link is stable without any failure between the nodes. Link failure may occur due to mobility and because of link failure energy of nodes can be drained. Thus this paper proposes survey about link lifetime prediction using geographical information.

Keywords: MANET, Geographical routing, Link lifetime, Link stability.

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636 A Numerical Method for Diffusion and Cahn-Hilliard Equations on Evolving Spherical Surfaces

Authors: Jyh-Yang Wu, Sheng-Gwo Chen

Abstract:

In this paper, we present a simple effective numerical geometric method to estimate the divergence of a vector field over a curved surface. The conservation law is an important principle in physics and mathematics. However, many well-known numerical methods for solving diffusion equations do not obey conservation laws. Our presented method in this paper combines the divergence theorem with a generalized finite difference method and obeys the conservation law on discrete closed surfaces. We use the similar method to solve the Cahn-Hilliard equations on evolving spherical surfaces and observe stability results in our numerical simulations.

Keywords: Conservation laws, diffusion equations, Cahn-Hilliard Equations, evolving surfaces.

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635 Transformability in Post-Earthquake Houses in Iran: with Special Focus on Lar City

Authors: M. Parva, K. Dola, F. Pour Rahimian

Abstract:

Earthquake is considered as one of the most catastrophic disasters in Iran, in terms of both short-term and long-term hazards. Due to the particular financial and time constraints in Iran, quickly constructed post-earthquake houses (PEHs) do not fulfill the minimum requirements to be considered as comfortable dwellings for people. Consequently, people often transform PEHs after they start to reside. However, lack of understanding about process, motivation, and results of housing transformation leads to construction of some houses not suitable for future transformations, hence resulting in eventually demolished or abandoned PEHs. This study investigated housing transformations in a natural bed of post-earthquake Lar. This paper reports results of the conducted survey for comparing normal condition housing transformation with post-earthquake housing transformation in order to reveal the factors that affect post-earthquake housing transformation in Iran. The findings proposed the use of a combination of ‘Temporary’ and ‘Permanent’ housing reconstruction models in Iran to provide victims with basic but permanent post-disaster dwellings. It is also suggested that needs for future transformation should be predicted and addressed during early stages of design and development. This study contributes to both research and practice regarding post-earthquake housing reconstruction in Iran by proposing new design approaches and guidelines.

Keywords: Housing transformation, Iran, Lar, post-earthquake housing.

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634 Enhanced Particle Swarm Optimization Approach for Solving the Non-Convex Optimal Power Flow

Authors: M. R. AlRashidi, M. F. AlHajri, M. E. El-Hawary

Abstract:

An enhanced particle swarm optimization algorithm (PSO) is presented in this work to solve the non-convex OPF problem that has both discrete and continuous optimization variables. The objective functions considered are the conventional quadratic function and the augmented quadratic function. The latter model presents non-differentiable and non-convex regions that challenge most gradient-based optimization algorithms. The optimization variables to be optimized are the generator real power outputs and voltage magnitudes, discrete transformer tap settings, and discrete reactive power injections due to capacitor banks. The set of equality constraints taken into account are the power flow equations while the inequality ones are the limits of the real and reactive power of the generators, voltage magnitude at each bus, transformer tap settings, and capacitor banks reactive power injections. The proposed algorithm combines PSO with Newton-Raphson algorithm to minimize the fuel cost function. The IEEE 30-bus system with six generating units is used to test the proposed algorithm. Several cases were investigated to test and validate the consistency of detecting optimal or near optimal solution for each objective. Results are compared to solutions obtained using sequential quadratic programming and Genetic Algorithms.

Keywords: Particle Swarm Optimization, Optimal Power Flow, Economic Dispatch.

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633 Designing a Robust Controller for a 6 Linkage Robot

Authors: G. Khamooshian

Abstract:

One of the main points of application of the mechanisms of the series and parallel is the subject of managing them. The control of this mechanism and similar mechanisms is one that has always been the intention of the scholars. On the other hand, modeling the behavior of the system is difficult due to the large number of its parameters, and it leads to complex equations that are difficult to solve and eventually difficult to control. In this paper, a six-linkage robot has been presented that could be used in different areas such as medical robots. Using these robots needs a robust control. In this paper, the system equations are first found, and then the system conversion function is written. A new controller has been designed for this robot which could be used in other parallel robots and could be very useful. Parallel robots are so important in robotics because of their stability, so methods for control of them are important and the robust controller, especially in parallel robots, makes a sense.

Keywords: 3-RRS, 6 linkage, parallel robot, control.

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632 Online Measurement of Fuel Stack Elongation

Authors: Sung Ho Ahn, Jintae Hong, Chang Young Joung, Tae Ho Yang, Sung Ho Heo, Seo Yun Jang

Abstract:

The performances of nuclear fuels and materials are qualified at an irradiation system in research reactors operating under the commercial nuclear power plant conditions. Fuel centerline temperature, coolant temperature, neutron flux, deformations of fuel stack and swelling are important parameters needed to analyze the nuclear fuel performances. The dimensional stability of nuclear fuels is a key parameter measuring the fuel densification and swelling. In this study, the fuel stack elongation is measured using a LVDT. A mockup LVDT instrumented fuel rod is developed. The performances of mockup LVDT instrumented fuel rod is evaluated by experiments.

Keywords: Axial deformation, elongation measurement, in-pile instrumentation, LVDT.

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631 Adaptive Impedance Control for Unknown Non-Flat Environment

Authors: Norsinnira Zainul Azlan, Hiroshi Yamaura

Abstract:

This paper presents a new adaptive impedance control strategy, based on Function Approximation Technique (FAT) to compensate for unknown non-flat environment shape or time-varying environment location. The target impedance in the force controllable direction is modified by incorporating adaptive compensators and the uncertainties are represented by FAT, allowing the update law to be derived easily. The force error feedback is utilized in the estimation and the accurate knowledge of the environment parameters are not required by the algorithm. It is shown mathematically that the stability of the controller is guaranteed based on Lyapunov theory. Simulation results presented to demonstrate the validity of the proposed controller.

Keywords: Adaptive impedance control, Function Approximation Technique (FAT), impedance control, unknown environment position.

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630 A Thermodynamic Solution for the Static and Dynamic Characteristics of a Two-Lobe Journal Bearing

Authors: B. Chetti, W. A. Crosby

Abstract:

The work described in this paper is an investigation of the static and dynamic characteristics of two-lobe journal bearings taking into consideration the thermal effects. A thermo-hydrodynamic solution of a finite two-lobe journal bearing is performed by solving the generalized form Reynolds equation with the energy equation, taking into consideration viscosity variation across the film thickness. The static and dynamic characteristics were numerically obtained. The results are evaluated for different values of viscosity-temperature coefficient and Peclet number. The results show that considering the thermal effects in the solution of the two-lobe journal bearing has a marked on the study of its stability.

Keywords: Two-lobe bearing, thermal effect, static and dynamic characteristics.

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629 The Traditional Malay Textile (TMT)Knowledge Model: Transformation towards Automated Mapping

Authors: Syerina Azlin Md Nasir, Nor Laila Md Noor, Suriyati Razali

Abstract:

The growing interest on national heritage preservation has led to intensive efforts on digital documentation of cultural heritage knowledge. Encapsulated within this effort is the focus on ontology development that will help facilitate the organization and retrieval of the knowledge. Ontologies surrounding cultural heritage domain are related to archives, museum and library information such as archaeology, artifacts, paintings, etc. The growth in number and size of ontologies indicates the well acceptance of its semantic enrichment in many emerging applications. Nowadays, there are many heritage information systems available for access. Among others is community-based e-museum designed to support the digital cultural heritage preservation. This work extends previous effort of developing the Traditional Malay Textile (TMT) Knowledge Model where the model is designed with the intention of auxiliary mapping with CIDOC CRM. Due to its internal constraints, the model needs to be transformed in advance. This paper addresses the issue by reviewing the previous harmonization works with CIDOC CRM as exemplars in refining the facets in the model particularly involving TMT-Artifact class. The result is an extensible model which could lead to a common view for automated mapping with CIDOC CRM. Hence, it promotes integration and exchange of textile information especially batik-related between communities in e-museum applications.

Keywords: automated mapping, cultural heritage, knowledgemodel, textile practice

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628 Stabilizing Voltage for Sheens with Motor Loading due to Starting Inductive Motor by using STATCOM

Authors: Mohammad Reza Askari, Mohsen Kazemi, Ali Asghar Baziar

Abstract:

In this treatise we will study the capability of static compensator for reactive power to stabilize sheen voltage with motor loading on power networks system. We also explain the structure and main function of STATCOM and the method to control it using STATCOM transformer current to simultaneously predict after telling about the necessity of FACTS tools to compensate in power networks. Then we study topology and controlling system to stabilize voltage during start of inductive motor. The outcome of stimulat by MATLAB software supports presented controlling idea and system in the treatise.

Keywords: Power network, inductive motor, reactive power, stability of voltage, STATCOM, FACTS

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627 Metallographic Analysis of Laser and Mechanically Formed HSLA Steel

Authors: L.C. Kgomari, R.K.K.Mbaya

Abstract:

This research was conducted to develop a correlation between microstructure of HSLA steel and the mechanical properties that occur as a result of both laser and mechanical forming processes of the metal. The technique of forming flat metals by applying laser beams is a relatively new concept in the manufacturing industry. However, the effects of laser energy on the stability of metal alloy phases have not yet been elucidated in terms of phase transformations and microhardness. In this work, CO2 laser source was used to irradiate the surface of a flat metal then the microstructure and microhardness of the metal were studied on the formed specimen. The extent to which the microstructure changed depended on the heat inputs of up to 1000 J/cm2 with cooling rates of about 4.8E+02 K/s. Experimental results revealed that the irradiated surface of a HSLA steel had transformed to austenitic structure during the heating process.

Keywords: Laser, Forming, Microstructure

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626 Particle Swarm Optimisation of a Terminal Synergetic Controllers for a DC-DC Converter

Authors: H. Abderrezek, M. N. Harmas

Abstract:

DC-DC converters are widely used as reliable power source for many industrial and military applications, computers and electronic devices. Several control methods were developed for DC-DC converters control mostly with asymptotic convergence. Synergetic control (SC) is a proven robust control approach and will be used here in a so called terminal scheme to achieve finite time convergence. Lyapounov synthesis is adopted to assure controlled system stability. Furthermore particle swarm optimization (PSO) algorithm, based on an integral time absolute of error (ITAE) criterion will be used to optimize controller parameters. Simulation of terminal synergetic control of a DC-DC converter is carried out for different operating conditions and results are compared to classic synergetic control performance, that which demonstrate the effectiveness and feasibility of the proposed control method.

Keywords: DC-DC converter, PSO, finite time, terminal, synergetic control.

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625 Stabilization of the Bernoulli-Euler Plate Equation: Numerical Analysis

Authors: Carla E. O. de Moraes, Gladson O. Antunes, Mauro A. Rincon

Abstract:

The aim of this paper is to study the internal stabilization of the Bernoulli-Euler equation numerically. For this, we consider a square plate subjected to a feedback/damping force distributed only in a subdomain. An algorithm for obtaining an approximate solution to this problem was proposed and implemented. The numerical method used was the Finite Difference Method. Numerical simulations were performed and showed the behavior of the solution, confirming the theoretical results that have already been proved in the literature. In addition, we studied the validation of the numerical scheme proposed, followed by an analysis of the numerical error; and we conducted a study on the decay of the energy associated.

Keywords: Bernoulli-Euler Plate Equation, Numerical Simulations, Stability, Energy Decay, Finite Difference Method.

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624 Fuzzy Based Stabilizer Control System for Quad-Rotor

Authors: B. G. Sampath, K. C. R. Perera, W. A. S. I. Wijesuriya, V. P. C. Dassanayake

Abstract:

In this paper the design, development and testing of a stabilizer control system for a Quad-rotor is presented which is focused on the maneuverability. The mechanical design is performed along with the design of the controlling algorithm which is devised using fuzzy logic controller. The inputs for the system are the angular positions and angular rates of the Quad-rotor relative to three axes. Then the output data is filtered from an accelerometer and a gyroscope through a Kalman filter. In the development of the stability controlling system Mandani fuzzy model is incorporated. The results prove that the fuzzy based stabilizer control system is superior in high dynamic disturbances compared to the traditional systems which use PID integrated stabilizer control systems.

Keywords: Fuzzy stabilizer, maneuverability, PID, Quad-rotor.

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623 An Accurate Computation of Block Hybrid Method for Solving Stiff Ordinary Differential Equations

Authors: A. M. Sagir

Abstract:

In this paper, self-starting block hybrid method of order (5,5,5,5)T is proposed for the 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 four discrete schemes, which were used in block form for parallel or sequential solutions of the problems. The computational burden and computer time wastage involved in the usual reduction of second order problem into system of first order equations are avoided by this approach. Furthermore, a stability analysis and efficiency of the block method are tested on stiff 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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622 A Microcontroller Implementation of Constrained Model Predictive Control

Authors: Amira Kheriji Abbes, Faouzi Bouani, Mekki Ksouri

Abstract:

Model Predictive Control (MPC) is an established control technique in a wide range of process industries. The reason for this success is its ability to handle multivariable systems and systems having input, output or state constraints. Neverthless comparing to PID controller, the implementation of the MPC in miniaturized devices like Field Programmable Gate Arrays (FPGA) and microcontrollers has historically been very small scale due to its complexity in implementation and its computation time requirement. At the same time, such embedded technologies have become an enabler for future manufacturing enterprisers as well as a transformer of organizations and markets. In this work, we take advantage of these recent advances in this area in the deployment of one of the most studied and applied control technique in the industrial engineering. In this paper, we propose an efficient firmware for the implementation of constrained MPC in the performed STM32 microcontroller using interior point method. Indeed, performances study shows good execution speed and low computational burden. These results encourage to develop predictive control algorithms to be programmed in industrial standard processes. The PID anti windup controller was also implemented in the STM32 in order to make a performance comparison with the MPC. The main features of the proposed constrained MPC framework are illustrated through two examples.

Keywords: Embedded software, microcontroller, constrainedModel Predictive Control, interior point method, PID antiwindup, Keil tool, C/Cµ language.

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621 Resource Leveling Optimization in Construction Projects of High Voltage Substations Using Nature-Inspired Intelligent Evolutionary Algorithms

Authors: Dimitrios Ntardas, Alexandros Tzanetos, Georgios Dounias

Abstract:

High Voltage Substations (HVS) are the intermediate step between production of power and successfully transmitting it to clients, making them one of the most important checkpoints in power grids. Nowadays - renewable resources and consequently distributed generation are growing fast, the construction of HVS is of high importance both in terms of quality and time completion so that new energy producers can quickly and safely intergrade in power grids. The resources needed, such as machines and workers, should be carefully allocated so that the construction of a HVS is completed on time, with the lowest possible cost (e.g. not spending additional cost that were not taken into consideration, because of project delays), but in the highest quality. In addition, there are milestones and several checkpoints to be precisely achieved during construction to ensure the cost and timeline control and to ensure that the percentage of governmental funding will be granted. The management of such a demanding project is a NP-hard problem that consists of prerequisite constraints and resource limits for each task of the project. In this work, a hybrid meta-heuristic method is implemented to solve this problem. Meta-heuristics have been proven to be quite useful when dealing with high-dimensional constraint optimization problems. Hybridization of them results in boost of their performance.

Keywords: High voltage substations, nature-inspired algorithms, project management, meta-heuristics.

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620 Soil Mass Loss Reduction during Rainfalls by Reinforcing the Slopes with the Surficial Confinement

Authors: Ramli Nazir, Hossein Moayedi

Abstract:

Soil confinement systems serve as effective solutions to any erosion control project. Various confinements systems, namely triangular, circular and rectangular with the size of 50, 100, and 150 mm, and with a depth of 10 mm, were embedded in soil samples at slope angle of 60°. The observed soil mass losses for the confined soil systems were much smaller than those from unconfined system. As a result, the size of confinement and rainfall intensity have a direct effect on the soil mass loss. The triangular and rectangular confinement systems showed the lowest and highest soil loss masses, respectively. The slopes also failed much faster in the unconfined system than in the confined slope.

Keywords: Erosion control, Soil confinement, Soil erosion, Slope stability.

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619 Design of Genetic-Algorithm Based Robust Power System Stabilizer

Authors: Manisha Dubey, Pankaj Gupta

Abstract:

This paper presents a systematic approach for the design of power system stabilizer using genetic algorithm and investigates the robustness of the GA based PSS. The proposed approach employs GA search for optimal setting of PSS parameters. The performance of the proposed GPSS under small and large disturbances, loading conditions and system parameters is tested. The eigenvalue analysis and nonlinear simulation results show the effectiveness of the GPSS to damp out the system oscillations. It is found tat the dynamic performance with the GPSS shows improved results, over conventionally tuned PSS over a wide range of operating conditions.

Keywords: Genetic Algorithm, Genetic power system stabilizer, Power system stabilizer, Small signal stability

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618 Fractional Order Controller Design for Vibration Attenuation in an Airplane Wing

Authors: Birs Isabela, Muresan Cristina, Folea Silviu, Prodan Ovidiu

Abstract:

The wing is one of the most important parts of an airplane because it ensures stability, sustenance and maneuverability of the airplane. Because of its shape, the airplane wing can be simplified to a smart beam. Active vibration suppression is realized using piezoelectric actuators that are mounted on the surface of the beam. This work presents a tuning procedure of fractional order controllers based on a graphical approach of the frequency domain representation. The efficacy of the method is proven by practically testing the controller on a laboratory scale experimental stand.

Keywords: Fractional order controller, piezoelectric actuators, smart beam, vibration suppression.

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617 Accurate Visualization of Graphs of Functions of Two Real Variables

Authors: Zeitoun D. G., Thierry Dana-Picard

Abstract:

The study of a real function of two real variables can be supported by visualization using a Computer Algebra System (CAS). One type of constraints of the system is due to the algorithms implemented, yielding continuous approximations of the given function by interpolation. This often masks discontinuities of the function and can provide strange plots, not compatible with the mathematics. In recent years, point based geometry has gained increasing attention as an alternative surface representation, both for efficient rendering and for flexible geometry processing of complex surfaces. In this paper we present different artifacts created by mesh surfaces near discontinuities and propose a point based method that controls and reduces these artifacts. A least squares penalty method for an automatic generation of the mesh that controls the behavior of the chosen function is presented. The special feature of this method is the ability to improve the accuracy of the surface visualization near a set of interior points where the function may be discontinuous. The present method is formulated as a minimax problem and the non uniform mesh is generated using an iterative algorithm. Results show that for large poorly conditioned matrices, the new algorithm gives more accurate results than the classical preconditioned conjugate algorithm.

Keywords: Function singularities, mesh generation, point allocation, visualization, collocation least squares method, Augmented Lagrangian method, Uzawa's Algorithm, Preconditioned Conjugate Gradien

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616 Grading Fourteen Zones of Isfahan in Terms of the Impact of Globalization on the Urban Fabric of the City, Using the TOPSIS Model

Authors: A. Zahedi Yeganeh, A. Khademolhosseini, R. Mokhtari Malekabadi

Abstract:

Undoubtedly one of the most far-reaching and controversial topics considered in the past few decades, has been globalization. Globalization lies in the essence of the modern culture. It is a complex and rapidly expanding network of links and mutual interdependence that is an aspect of modern life; though some argue that this link existed since the beginning of human history. If we consider globalization as a dynamic social process in which the geographical constraints governing the political, economic, social and cultural relationships have been undermined, it might not be possible to simply describe its impact on the urban fabric. But since in this phenomenon the increase in communications of societies (while preserving the main cultural - regional characteristics) with one another and the increase in the possibility of influencing other societies are discussed, the need for more studies will be felt. The main objective of this study is to grade based on some globalization factors on urban fabric applying the TOPSIS model. The research method is descriptive - analytical and survey. For data analysis, the TOPSIS model and SPSS software were used and the results of GIS software with fourteen cities are shown on the map. The results show that the process of being influenced by the globalization of the urban fabric of fourteen zones of Isfahan was not similar and there have been large differences in this respect between city zones; the most affected areas are zones 5, 6 and 9 of the municipality and the least impact has been on the zones 4 and 3 and 2.

Keywords: Grading, Globalization, Urban fabric, 14 zones of Isfahan, TOPSIS model.

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615 Low-Cost Inertial Sensors Modeling Using Allan Variance

Authors: A. A. Hussen, I. N. Jleta

Abstract:

Micro-electromechanical system (MEMS) accelerometers and gyroscopes are suitable for the inertial navigation system (INS) of many applications due to low price, small dimensions and light weight. The main disadvantage in a comparison with classic sensors is a worse long term stability. The estimation accuracy is mostly affected by the time-dependent growth of inertial sensor errors, especially the stochastic errors. In order to eliminate negative effects of these random errors, they must be accurately modeled. In this paper, the Allan variance technique will be used in modeling the stochastic errors of the inertial sensors. By performing a simple operation on the entire length of data, a characteristic curve is obtained whose inspection provides a systematic characterization of various random errors contained in the inertial-sensor output data.

Keywords: Allan variance, accelerometer, gyroscope, stochastic errors.

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614 Multi-Objective Optimal Threshold Selection for Similarity Functions in Siamese Networks for Semantic Textual Similarity Tasks

Authors: Kriuk Boris, Kriuk Fedor

Abstract:

This paper presents a comparative study of fundamental similarity functions for Siamese networks in semantic textual similarity (STS) tasks. We evaluate various similarity functions using the STS Benchmark dataset, analyzing their performance and stability. Additionally, we present a multi-objective approach for optimal threshold selection. Our findings provide insights into the effectiveness of different similarity functions and offer a straightforward method for threshold selection optimization, contributing to the advancement of Siamese network architectures in STS applications.

Keywords: Siamese networks, Semantic textual similarity, Similarity functions, STS Benchmark dataset, Threshold selection.

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613 Deep Reinforcement Learning Approach for Trading Automation in the Stock Market

Authors: Taylan Kabbani, Ekrem Duman

Abstract:

Deep Reinforcement Learning (DRL) algorithms can scale to previously intractable problems. The automation of profit generation in the stock market is possible using DRL, by combining  the financial assets price ”prediction” step and the ”allocation” step of the portfolio in one unified process to produce fully autonomous systems capable of interacting with its environment to make optimal decisions through trial and error. This work represents a DRL model to generate profitable trades in the stock market, effectively overcoming the limitations of supervised learning approaches. We formulate the trading problem as a Partially observed Markov Decision Process (POMDP) model, considering the constraints imposed by the stock market, such as liquidity and transaction costs. We then solved the formulated POMDP problem using the Twin Delayed Deep Deterministic Policy Gradient (TD3) algorithm and achieved a 2.68 Sharpe ratio on the test dataset. From the point of view of stock market forecasting and the intelligent decision-making mechanism, this paper demonstrates the superiority of DRL in financial markets over other types of machine learning and proves its credibility and advantages of strategic decision-making.

Keywords: Autonomous agent, deep reinforcement learning, MDP, sentiment analysis, stock market, technical indicators, twin delayed deep deterministic policy gradient.

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612 Performance of Power System Stabilizer (UNITROL D) in Benghazi North Power Plant

Authors: T. Hussein

Abstract:

The use of power system stabilizers (PSSs) to damp power system swing mode of oscillations is practical important. Our purpose is to retune the power system stabilizer (PSS1A) parameters in Unitrol D produced by ABB– was installed in 1995in Benghazi North Power Plants (BNPPs) at General Electricity Company of Libya (GECOL). The optimal values of the power system stabilizer (PSS1A) parameters are determined off-line by a particle swarm optimization technique (PSO). The objective is to damp the local and inter-area modes of oscillations that occur following power system disturbances. The retuned power system stabilizer (PSS1A) can cope with large disturbance at different operating points and has enhanced power system stability.

Keywords: Static excitation system, particle swarm optimization (PSO), power system stabilizer (PSS).

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611 Multi-Stage Multi-Period Production Planning in Wire and Cable Industry

Authors: Mahnaz Hosseinzadeh, Shaghayegh Rezaee Amiri

Abstract:

This paper presents a methodology for serial production planning problem in wire and cable manufacturing process that addresses the problem of input-output imbalance in different consecutive stations, hoping to minimize the halt of machines in each stage. To this end, a linear Goal Programming (GP) model is developed, in which four main categories of constraints as per the number of runs per machine, machines’ sequences, acceptable inventories of machines at the end of each period, and the necessity of fulfillment of the customers’ orders are considered. The model is formulated based upon on the real data obtained from IKO TAK Company, an important supplier of wire and cable for oil and gas and automotive industries in Iran. By solving the model in GAMS software the optimal number of runs, end-of-period inventories, and the possible minimum idle time for each machine are calculated. The application of the numerical results in the target company has shown the efficiency of the proposed model and the solution in decreasing the lead time of the end product delivery to the customers by 20%. Accordingly, the developed model could be easily applied in wire and cable companies for the aim of optimal production planning to reduce the halt of machines in manufacturing stages.

Keywords: Serial manufacturing process, production planning, wire and cable industry, goal programming approach.

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610 Adaptive Neural Network Control of Autonomous Underwater Vehicles

Authors: Ahmad Forouzantabar, Babak Gholami, Mohammad Azadi

Abstract:

An adaptive neural network controller for autonomous underwater vehicles (AUVs) is presented in this paper. The AUV model is highly nonlinear because of many factors, such as hydrodynamic drag, damping, and lift forces, Coriolis and centripetal forces, gravity and buoyancy forces, as well as forces from thruster. In this regards, a nonlinear neural network is used to approximate the nonlinear uncertainties of AUV dynamics, thus overcoming some limitations of conventional controllers and ensure good performance. The uniform ultimate boundedness of AUV tracking errors and the stability of the proposed control system are guaranteed based on Lyapunov theory. Numerical simulation studies for motion control of an AUV are performed to demonstrate the effectiveness of the proposed controller.

Keywords: Autonomous Underwater Vehicle (AUV), Neural Network Controller, Composite Adaptation.

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