Search results for: Fractional flow curve

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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Authors: J. S. Nah, A. Y. Jeon, J. H. Ro, G. R. Jeon

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ECG analysis method was developed using ROC analysis of PVC detecting algorithm. ECG signal of MIT-BIH arrhythmia database was analyzed by MATLAB. First of all, the baseline was removed by median filter to preprocess the ECG signal. R peaks were detected for ECG analysis method, and normal VCG was extracted for VCG analysis method. Four PVC detecting algorithm was analyzed by ROC curve, which parameters are maximum amplitude of QRS complex, width of QRS complex, r-r interval and geometric mean of VCG. To set cut-off value of parameters, ROC curve was estimated by true-positive rate (sensitivity) and false-positive rate. sensitivity and false negative rate (specificity) of ROC curve calculated, and ECG was analyzed using cut-off value which was estimated from ROC curve. As a result, PVC detecting algorithm of VCG geometric mean have high availability, and PVC could be detected more accurately with amplitude and width of QRS complex.

Keywords: Vectorcardiogram (VCG), Premature Ventricular contraction (PVC), ROC (receiver operating characteristic) curve, ECG

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Authors: Nan Chen, Baoguang Tian

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In this paper, some relative efficiency have been discussed, including the LSE estimate with respect to BLUE in curve model. Four new kinds of relative efficiency have defined, and their upper bounds have been discussed.

Keywords: Relative efficiency, LSE estimate, BLUE estimate, Upper bound, Curve model.

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Authors: Eduardo C. Guardia, Jose W. M. Lima, Afonso H. M. Santos

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This paper presents a nonparametric method to obtain the hazard rate “Bathtub curve” for power system components. The model is a mixture of the three known phases of a component life, the decreasing failure rate (DFR), the constant failure rate (CFR) and the increasing failure rate (IFR) represented by three parametric Weibull models. The parameters are obtained from a simultaneous fitting process of the model to the Kernel nonparametric hazard rate curve. From the Weibull parameters and failure rate curves the useful lifetime and the characteristic lifetime were defined. To demonstrate the model the historic time-to-failure of distribution transformers were used as an example. The resulted “Bathtub curve” shows the failure rate for the equipment lifetime which can be applied in economic and replacement decision models.

Keywords: Bathtub curve, failure analysis, lifetime estimation, parameter estimation, Weibull distribution.

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Authors: Asfar Ali Khan

Abstract:

Analytical expression for maximum power transfer through a transmission line limited by voltage stability has been formulated using exact representation of transmission line with ABCD parameters. The expression has been used for plotting PV curve at different power factors of a radial transmission line. Limiting values of reactive power have been obtained.

Keywords: Power Transfer, PV Curve, Voltage Stability.

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Authors: Ashok Ganguly, Pranjali Arondekar

Abstract:

In the present paper, we use generalized B-Spline curve in trigonometric form on circular domain, to capture the transcendental nature of circle involute curve and uncertainty characteristic of design. The required involute curve get generated within the given tolerance limit and is useful in gear design.

Keywords: Bézier, Circle Involute, NAUT B-Spline, Spur Gear.

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Authors: A. Zahiri, A. A. Dehghani

Abstract:

Although many researchers have studied the flow hydraulics in compound channels, there are still many complicated problems in determination of their flow rating curves. Many different methods have been presented for these channels but extending them for all types of compound channels with different geometrical and hydraulic conditions is certainly difficult. In this study, by aid of nearly 400 laboratory and field data sets of geometry and flow rating curves from 30 different straight compound sections and using artificial neural networks (ANNs), flow discharge in compound channels was estimated. 13 dimensionless input variables including relative depth, relative roughness, relative width, aspect ratio, bed slope, main channel side slopes, flood plains side slopes and berm inclination and one output variable (flow discharge), have been used in ANNs. Comparison of ANNs model and traditional method (divided channel method-DCM) shows high accuracy of ANNs model results. The results of Sensitivity analysis showed that the relative depth with 47.6 percent contribution, is the most effective input parameter for flow discharge prediction. Relative width and relative roughness have 19.3 and 12.2 percent of importance, respectively. On the other hand, shape parameter, main channel and flood plains side slopes with 2.1, 3.8 and 3.8 percent of contribution, have the least importance.

Keywords: ANN model, compound channels, divided channel method (DCM), flow rating curve

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Authors: Elysia Barker, Jian Guo Zhou, Ling Qian, Steve Decent

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A method of modelling topography used in the simulation of riverbeds is proposed in this paper which removes the need for datapoints and measurements of a physical terrain. While complex scans of the contours of a surface can be achieved with other methods, this requires specialised tools which the proposed method overcomes by using fractional Brownian motion (FBM) as a basis to estimate the real surface within a 15% margin of error while attempting to optimise algorithmic efficiency. This removes the need for complex, expensive equipment and reduces resources spent modelling bed topography. This method also accounts for the change in topography over time due to erosion, sediment transport, and other external factors which could affect the topography of the ground by updating its parameters and generating a new bed. The lattice Boltzmann method (LBM) is used to simulate both stationary and steady flow cases in a side-by-side comparison over the generated bed topography using the proposed method, and a test case taken from an external source. The method, if successful, will be incorporated into the current LBM program used in the testing phase, which will allow an automatic generation of topography for the given situation in future research, removing the need for bed data to be specified.

Keywords: Bed topography, FBM, LBM, shallow water, simulations.

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Authors: Süha Yılmaz, Emin Özyılmaz, Melih Turgut, Şuur Nizamoğlu

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In this paper, position vector of a partially null unit speed curve with respect to standard frame of Minkowski space-time is studied. First, it is proven that position vector of every partially null unit speed curve satisfies a vector differential equation of fourth order. In terms of solution of the differential equation, position vector of a partially null unit speed curve is expressed.

Keywords: Frenet Equations, Partially Null Curves, Minkowski Space-time, Vector Differential Equation.

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Authors: K. Soldatova, Y. Galerkin

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A loading factor performance is necessary for the modeling of centrifugal compressor gas dynamic performance curve. Measured loading factors are linear function of a flow coefficient at an impeller exit. The performance does not depend on the compressibility criterion. To simulate loading factor performances, the authors present two parameters: a loading factor at zero flow rate and an angle between an ordinate and performance line. The calculated loading factor performances of non-viscous are linear too and close to experimental performances. Loading factor performances of several dozens of impellers with different blade exit angles, blade thickness and number, ratio of blade exit/inlet height, and two different type of blade mean line configuration. There are some trends of influence, which are evident – comparatively small blade thickness influence, and influence of geometry parameters is more for impellers with bigger blade exit angles, etc. Approximating equations for both parameters are suggested. The next phase of work will be simulating of experimental performances with the suggested approximation equations as a base.

Keywords: Centrifugal compressor stage, centrifugal compressor, loading factor, gas dynamic performance curve.

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Authors: Chanon Aphirukmatakun, Natasha Dejdumrong

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In image processing and visualization, comparing two bitmapped images needs to be compared from their pixels by matching pixel-by-pixel. Consequently, it takes a lot of computational time while the comparison of two vector-based images is significantly faster. Sometimes these raster graphics images can be approximately converted into the vector-based images by various techniques. After conversion, the problem of comparing two raster graphics images can be reduced to the problem of comparing vector graphics images. Hence, the problem of comparing pixel-by-pixel can be reduced to the problem of polynomial comparisons. In computer aided geometric design (CAGD), the vector graphics images are the composition of curves and surfaces. Curves are defined by a sequence of control points and their polynomials. In this paper, the control points will be considerably used to compare curves. The same curves after relocated or rotated are treated to be equivalent while two curves after different scaled are considered to be similar curves. This paper proposed an algorithm for comparing the polynomial curves by using the control points for equivalence and similarity. In addition, the geometric object-oriented database used to keep the curve information has also been defined in XML format for further used in curve comparisons.

Keywords: Bezier curve, Said-Ball curve, Wang-Ball curve, DP curve, CAGD, comparison, geometric object database.

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Authors: Raja Muhammad Asif Zahoor, Junaid Ali Khan, I. M. Qureshi

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In this article an evolutionary technique has been used for the solution of nonlinear Riccati differential equations of fractional order. In this method, genetic algorithm is used as a tool for the competent global search method hybridized with active-set algorithm for efficient local search. The proposed method has been successfully applied to solve the different forms of Riccati differential equations. The strength of proposed method has in its equal applicability for the integer order case, as well as, fractional order case. Comparison of the method has been made with standard numerical techniques as well as the analytic solutions. It is found that the designed method can provide the solution to the equation with better accuracy than its counterpart deterministic approaches. Another advantage of the given approach is to provide results on entire finite continuous domain unlike other numerical methods which provide solutions only on discrete grid of points.

Keywords: Riccati Equation, Non linear ODE, Fractional differential equation, Genetic algorithm.

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Authors: Osea Zebua, Norikazu Ikoma, Hiroshi Maeda

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Estimation of voltage stability based on optimal filtering method is presented. PV curve is used as a tool for voltage stability analysis. Dynamic voltage stability estimation is done by using particle filter method. Optimum value (nose point) of PV curve can be estimated by estimating parameter of PV curve equation optimal value represents critical voltage and condition at specified point of measurement. Voltage stability is then estimated by analyzing loading margin condition c stimating equation. This maximum loading ecified dynamically.

Keywords: normalized PV curve, optimal filtering method particle filter, voltage stability.

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Authors: Lee Feng Koo, Tze Jin Wong, Pang Hung Yiu, Nik Mohd Asri Nik Long

Abstract:

Greater common divisor (GCD) attack is an attack that relies on the polynomial structure of the cryptosystem. This attack required two plaintexts differ from a fixed number and encrypted under same modulus. This paper reports a security reaction of Lucas Based El-Gamal Cryptosystem in the Elliptic Curve group over finite field under GCD attack. Lucas Based El-Gamal Cryptosystem in the Elliptic Curve group over finite field was exposed mathematically to the GCD attack using GCD and Dickson polynomial. The result shows that the cryptanalyst is able to get the plaintext without decryption by using GCD attack. Thus, the study concluded that it is highly perilous when two plaintexts have a slight difference from a fixed number in the same Elliptic curve group over finite field.

Keywords: Decryption, encryption, elliptic curve, greater common divisor.

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Authors: M. Raciti Castelli, E. Benini

Abstract:

This paper presents a numerical investigation of the unsteady flow around an American 19th century vertical-axis windmill: the Stevens & Jolly rotor, patented on April 16, 1895. The computational approach used is based on solving the complete transient Reynolds-Averaged Navier-Stokes (t-RANS) equations: a full campaign of numerical simulation has been performed using the k-ω SST turbulence model. Flow field characteristics have been investigated for several values of tip speed ratio and for a constant unperturbed free-stream wind velocity of 6 m/s, enabling the study of some unsteady flow phenomena in the rotor wake. Finally, the global power generated from the windmill has been determined for each simulated angular velocity, allowing the calculation of the rotor power-curve.

Keywords: CFD, vertical-axis rotor, windmill.

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Authors: S. Shirazian, M.R. Ghayamghamian, G.R. Nouri

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Bridges are one of the main components of transportation networks. They should be functional before and after earthquake for emergency services. Therefore we need to assess seismic performance of bridges under different seismic loadings. Fragility curve is one of the popular tools in seismic evaluations. The fragility curves are conditional probability statements, which give the probability of a bridge reaching or exceeding a particular damage level for a given intensity level. In this study, the seismic performance of a two-span simply supported concrete bridge is assessed. Due to usual lack of empirical data, the analytical fragility curve was developed by results of the dynamic analysis of bridge subjected to the different time histories in near-fault area.

Keywords: Fragility curve, Seismic behavior, Time historyanalysis, Transportation Network.

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Authors: Yong-Je Choi, Moo-Seop Kim, Hang-Rok Lee, Ho-Won Kim

Abstract:

Polynomial bases and normal bases are both used for elliptic curve cryptosystems, but field arithmetic operations such as multiplication, inversion and doubling for each basis are implemented by different methods. In general, it is said that normal bases, especially optimal normal bases (ONB) which are special cases on normal bases, are efficient for the implementation in hardware in comparison with polynomial bases. However there seems to be more examined by implementing and analyzing these systems under similar condition. In this paper, we designed field arithmetic operators for each basis over GF(2233), which field has a polynomial basis recommended by SEC2 and a type-II ONB both, and analyzed these implementation results. And, in addition, we predicted the efficiency of two elliptic curve cryptosystems using these field arithmetic operators.

Keywords: Elliptic Curve Cryptosystem, Crypto Algorithm, Polynomial Basis, Optimal Normal Basis, Security.

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Authors: D.Elleuch, T.Damak

Abstract:

In this paper, the performance of two adaptive observers applied to interconnected systems is studied. The nonlinearity of systems can be written in a fractional form. The first adaptive observer is an adaptive sliding mode observer for a Lipchitz nonlinear system and the second one is an adaptive sliding mode observer having a filtered error as a sliding surface. After comparing their performances throughout the inverted pendulum mounted on a car system, it was shown that the second one is more robust to estimate the state.

Keywords: Adaptive observer, Lipchitz system, Interconnected fractional nonlinear system, sliding mode.

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Authors: Mohamed Yousef, Magdy Samuel, Maha El-Meligy, Taher El-Bitar

Abstract:

The present work is dealing with 2% Si-steel alloy. The alloy contains 0.05% C as well as 0.85% Al. The alloy under investigation would be used for electrical transformation purposes. A heating (expansion) - cooling (contraction) dilation investigation was executed to detect the a, a+g, and g transformation temperatures at the inflection points of the dilation curve. On heating, primary a  was detected at a temperature range between room temperature and 687 ^oC. The domain of a+g was detected in the range between 687 ^oC and 746 ^oC. g phase exists in the closed g region at the range between 746 ^oC and 1043 ^oC. The domain of a phase appears again at a temperature range between 1043 and 1105 ^oC, and followed by secondary a at temperature higher than 1105 ^oC. A physical simulation of thermo-mechanical processing on the as-cast alloy was carried out. The simulation process took into consideration the hot flat rolling pilot plant parameters. The process was executed on the thermo-mechanical simulator (Gleeble 3500). The process was designed to include seven consecutive passes. The 1^st pass represents the roughing stage, while the remaining six passes represent finish rolling stage. The whole process was executed at the temperature range from 1100 ^oC to 900 ^oC. The amount of strain starts with 23.5% at the roughing pass and decreases continuously to reach 7.5 % at the last finishing pass. The flow curve of the alloy can be abstracted from the stress-strain curves representing simulated passes. It shows alloy hardening from a pass to the other up to pass no. 6, as a result of decreasing the deformation temperature and increasing of cumulative strain. After pass no. 6, the deformation process enhances the dynamic recrystallization phenomena to appear, where the z-parameter would be high.

Keywords: Si-steel, hot deformability, critical transformation temperature, physical simulation, thermo-mechanical processing, flow curve, dynamic softening.

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Authors: Sofia Ayouche, Rachid Ellaia, Rajae Aboulaich

Abstract:

Today, insurers may use the yield curve as an indicator evaluation of the profit or the performance of their portfolios; therefore, they modeled it by one class of model that has the ability to fit and forecast the future term structure of interest rates. This class of model is the Nelson-Siegel-Svensson model. Unfortunately, many authors have reported a lot of difficulties when they want to calibrate the model because the optimization problem is not convex and has multiple local optima. In this context, we implement a hybrid Particle Swarm optimization and Nelder Mead algorithm in order to minimize by least squares method, the difference between the zero-coupon curve and the NSS curve.

Keywords: Optimization, zero-coupon curve, Nelson-Siegel- Svensson, Particle Swarm Optimization, Nelder-Mead Algorithm.

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Authors: Roman Klas, František Pochylý, Pavel Rudolf

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This paper is focused on the CFD simulation of the radiaxial pump (i.e. mixed flow pump) with the aim to detect the reasons of Y-Q characteristic instability. The main reasons of pressure pulsations were detected by means of the analysis of velocity and pressure fields within the pump combined with the theoretical approach. Consequently, the modifications of spiral case and pump suction area were made based on the knowledge of flow conditions and the shape of dissipation function. The primary design of pump geometry was created as the base model serving for the comparison of individual modification influences. The basic experimental data are available for this geometry. This approach replaced the more complicated and with respect to convergence of all computational tasks more difficult calculation for the compressible liquid flow. The modification of primary pump consisted in inserting the three fins types. Subsequently, the evaluation of pressure pulsations, specific energy curves and visualization of velocity fields were chosen as the criterion for successful design. 

Keywords: CFD, radiaxial pump, spiral case, stability

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Authors: Massoud Masoumi, Hosseyn Mahdizadeh

Abstract:

A new and highly efficient architecture for elliptic curve scalar point multiplication which is optimized for a binary field recommended by NIST and is well-suited for elliptic curve cryptographic (ECC) applications is presented. To achieve the maximum architectural and timing improvements we have reorganized and reordered the critical path of the Lopez-Dahab scalar point multiplication architecture such that logic structures are implemented in parallel and operations in the critical path are diverted to noncritical paths. With G=41, the proposed design is capable of performing a field multiplication over the extension field with degree 163 in 11.92 s with the maximum achievable frequency of 251 MHz on Xilinx Virtex-4 (XC4VLX200) while 22% of the chip area is occupied, where G is the digit size of the underlying digit-serial finite field multiplier.

Keywords: Elliptic curve cryptography, FPGA implementation, scalar point multiplication.

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Authors: H. B. Kekre, Tanuja K. Sarode

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This paper presents a very simple and efficient algorithm for codebook search, which reduces a great deal of computation as compared to the full codebook search. The algorithm is based on sorting and centroid technique for search. The results table shows the effectiveness of the proposed algorithm in terms of computational complexity. In this paper we also introduce a new performance parameter named as Average fractional change in pixel value as we feel that it gives better understanding of the closeness of the image since it is related to the perception. This new performance parameter takes into consideration the average fractional change in each pixel value.

Keywords: Vector Quantization, Data Compression, Encoding, Searching.

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Authors: Raveen R. Goundar, Ken-ichi Shiota, Masahiko Toyonaga

Abstract:

The major building block of most elliptic curve cryptosystems are computation of multi-scalar multiplication. This paper proposes a novel algorithm for simultaneous multi-scalar multiplication, that is by employing addition chains. The previously known methods utilizes double-and-add algorithm with binary representations. In order to accomplish our purpose, an efficient empirical method for finding addition chains for multi-exponents has been proposed.

Keywords: elliptic curve cryptosystems, multi-scalar multiplication, addition chains, Fibonacci sequence.

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Authors: Koushlendra Kumar Singh, Manish Kumar Bajpai, Rajesh K. Pandey

Abstract:

The edges of low contrast images are not clearly distinguishable to human eye. It is difficult to find the edges and boundaries in it. The present work encompasses a new approach for low contrast images. The Chebyshev polynomial based fractional order filter has been used for filtering operation on an image. The preprocessing has been performed by this filter on the input image. Laplacian of Gaussian method has been applied on preprocessed image for edge detection. The algorithm has been tested on two test images.

Keywords: Chebyshev polynomials, Fractional order differentiator, Laplacian of Gaussian (LoG) method, Low contrast image.

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Authors: Anwar H. Jarndal, Ahmed S. Elwakil

Abstract:

In this paper, a fraction-order model for pad parasitic effect of GaN HEMT on Si substrate is developed and validated. Open de-embedding structure is used to characterize and de-embed substrate loading parasitic effects. Unbiased device measurements are implemented to extract parasitic inductances and resistances. The model shows very good simulation for S-parameter measurements under different bias conditions. It has been found that this approach can improve the simulation of intrinsic part of the transistor, which is very important for small- and large-signal modeling process.

Keywords: Fractional-order modeling, GaN HEMT, Si-substrate, open de-embedding structure.

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Authors: Mohd Hazwan bin Yusof, Hiroshi Katanoda

Abstract:

In order to clarify the structure of the cold flow discharged from the vortex tube (VT), the pressure of the cold flow was measured, and a simple flow visualization technique using a 0.75mm-diameter needle and an oily paint is made to study the reverse flow at the cold exit. It is clear that a negative pressure and positive pressure region exist at a certain pressure and cold fraction area, and that a reverse flow is observed in the negative pressure region.

Keywords: Flow visualization, Pressure measurement, Reverse flow, Vortex tube.

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Authors: Khampheth Bounnady, Boontee Kruatrachue, Somkiat Wangsiripitak

Abstract:

This paper proposed high level feature for online Lao handwritten recognition. This feature must be high level enough so that the feature is not change when characters are written by different persons at different speed and different proportion (shorter or longer stroke, head, tail, loop, curve). In this high level feature, a character is divided in to sequence of curve segments where a segment start where curve reverse rotation (counter clockwise and clockwise). In each segment, following features are gathered cumulative change in direction of curve (- for clockwise), cumulative curve length, cumulative length of left to right, right to left, top to bottom and bottom to top ( cumulative change in X and Y axis of segment). This feature is simple yet robust for high accuracy recognition. The feature can be gather from parsing the original time sampling sequence X, Y point of the pen location without re-sampling. We also experiment on other segmentation point such as the maximum curvature point which was widely used by other researcher. Experiments results show that the recognition rates are at 94.62% in comparing to using maximum curvature point 75.07%. This is due to a lot of variations of turning points in handwritten.

Keywords: Handwritten feature, chain code, Lao handwritten recognition.

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Authors: A. Chaudhuri, C. Guha, T. K. Dutta

Abstract:

Pressure driven microscale gas flow-separation has been investigated by solving the compressible Navier-Stokes (NS) system of equations. A two dimensional explicit finite volume (FV) compressible flow solver has been developed using modified advection upwind splitting methods (AUSM+) with no-slip/first order Maxwell-s velocity slip conditions to predict the flowseparation behavior in microdimensions. The effects of scale-factor of the flow geometry and gas species on the microscale gas flowseparation have been studied in this work. The intensity of flowseparation gets reduced with the decrease in scale of the flow geometry. In reduced dimension, flow-separation may not at all be present under similar flow conditions compared to the larger flow geometry. The flow-separation patterns greatly depend on the properties of the medium under similar flow conditions.

Keywords: AUSM+, FVM, Flow-separation, Microflow.

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Authors: P. Chaipanya, P. Uthansakul, M. Uthansakul

Abstract:

This paper proposes a vertical beamforming concept to a cellular network employing Fractional Frequency Reuse technique including with cell sectorization. Two different beams are utilized in cell-center and cell-edge, separately. The proposed concept is validated through computer simulation in term of SINR and channel capacity. Also, comparison when utilizing horizontal and vertical beam formation is in focus. The obtained results indicate that the proposed concept can improve the performance of the cellular networks comparing with the one using horizontal beamforming.

Keywords: Beamforming, Fractional Frequency Reuse, Inter- Cell Interference, cell sectorization.

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