Search results for: Inverse q-Gaussian distribution
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2131

Search results for: Inverse q-Gaussian distribution

2041 Optimal Capacitor Placement in Distribution Feeders

Authors: N. Rugthaicharoencheep, S. Auchariyamet

Abstract:

Optimal capacitor allocation in distribution systems has been studied for a long times. It is an optimization problem which has an objective to define the optimal sizes and locations of capacitors to be installed. In this works, an overview of capacitor placement problem in distribution systems is briefly introduced. The objective functions and constraints of the problem are listed and the methodologies for solving the problem are summarized.

Keywords: Capacitor Placement, Distribution Systems, Optimization Techniques

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2040 Modified Techniques for Distribution System Reliability Improvement by Parallel Operation of Transformers

Authors: Ohn Zin Lin, Okka, Cho Cho Myint

Abstract:

It is important to consider the effects of transformers on distribution system because they have the highest impact on system reliability. It is generally said that parallel operation of transformers (POT) can improve the system reliability. However, the estimation approach can be also considered for accuracy. In this paper, we propose a three-state components model and equations to determine the reliability improvement by POT, and cooperation of POT and distributed generation (DG). Based on the proposed model and techniques, the effect of POT is analyzed in four different tests with the consideration of conventional distribution system, distribution automation system (DAS) and DG. According to the results, the reliability is greatly improved by cooperation of POT, DAS and DG. The proposed model and methods are applicable to not only developing countries which have conventional distribution system but also developed countries in which DAS has already installed.

Keywords: Distribution system, reliability, dispersed generator, energy not supply, transformer parallel operation.

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2039 Nonconforming Control Charts for Zero-Inflated Poisson Distribution

Authors: N. Katemee, T. Mayureesawan

Abstract:

This paper developed the c-Chart based on a Zero- Inflated Poisson (ZIP) processes that approximated by a geometric distribution with parameter p. The p estimated that fit for ZIP distribution used in calculated the mean, median, and variance of geometric distribution for constructed the c-Chart by three difference methods. For cg-Chart, developed c-Chart by used the mean and variance of the geometric distribution constructed control limits. For cmg-Chart, the mean used for constructed the control limits. The cme- Chart, developed control limits of c-Chart from median and variance values of geometric distribution. The performance of charts considered from the Average Run Length and Average Coverage Probability. We found that for an in-control process, the cg-Chart is superior for low level of mean at all level of proportion zero. For an out-of-control process, the cmg-Chart and cme-Chart are the best for mean = 2, 3 and 4 at all level of parameter.

Keywords: average coverage probability, average run length, geometric distribution, zero-inflated poisson distribution

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2038 Social Media as a Distribution Channel for Thailand’s Rice Berry Product

Authors: Phutthiwat Waiyawuththanapoom, Wannapong Waiyawuththanapoom, Pimploi Tirastittam

Abstract:

Nowadays, it is a globalization era which social media plays an important role to the lifestyle as an information source, tools to connect people together and etc. This research is object to find out about the significant level of the social media as a distribution channel to the agriculture product of Thailand. In this research, the agriculture product is the Rice Berry which is the cross-bred unmilled rice producing dark violet grain, is a combination of Hom Nin Rice and Thai Jasmine/ Fragrant Rice 105. Rice Berry has a very high nutrition and nice aroma so the product is in the growth stage of the product cycle. The problem for the Rice Berry product in Thailand is the production and the distribution channel. This study is to confirm that the social media is another option as the distribution channel for the product which is not a mass production product. This will be the role model for the other niche market product to select the distribution channel.

Keywords: Distribution, Social Media, Rice Berry, Distribution Channel.

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2037 Some Preconditioners for Block Pentadiagonal Linear Systems Based on New Approximate Factorization Methods

Authors: Xian Ming Gu, Ting Zhu Huang, Hou Biao Li

Abstract:

In this paper, getting an high-efficiency parallel algorithm to solve sparse block pentadiagonal linear systems suitable for vectors and parallel processors, stair matrices are used to construct some parallel polynomial approximate inverse preconditioners. These preconditioners are appropriate when the desired target is to maximize parallelism. Moreover, some theoretical results about these preconditioners are presented and how to construct preconditioners effectively for any nonsingular block pentadiagonal H-matrices is also described. In addition, the availability of these preconditioners is illustrated with some numerical experiments arising from two dimensional biharmonic equation.

Keywords: Parallel algorithm, Pentadiagonal matrix, Polynomial approximate inverse, Preconditioners, Stair matrix.

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2036 Bio-mechanical Analysis of Human Joints and Extension of the Study to Robot

Authors: S. Parasuraman, Ler Shiaw Pei

Abstract:

In this paper, the bio-mechanical analysis of human joints is carried out and the study is extended to the robot manipulator. This study will first focus on the kinematics of human arm which include the movement of each joint in shoulder, wrist, elbow and finger complexes. Those analyses are then extended to the design of a human robot manipulator. A simulator is built for Direct Kinematics and Inverse Kinematics of human arm. In the simulation of Direct Kinematics, the human joint angles can be inserted, while the position and orientation of each finger tips (end-effector) are shown. Inverse Kinematics does the reverse of the Direct Kinematics. Based on previous materials obtained from kinematics analysis, the human manipulator joints can be designed to follow prescribed position trajectories.

Keywords: Kinematics, Human Joints, Robotics, Robot Dynamics, Manipulators.

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2035 On Method of Fundamental Solution for Nondestructive Testing

Authors: Jieer Wu, Zheshu Ma

Abstract:

Nondestructive testing in engineering is an inverse Cauchy problem for Laplace equation. In this paper the problem of nondestructive testing is expressed by a Laplace-s equation with third-kind boundary conditions. In order to find unknown values on the boundary, the method of fundamental solution is introduced and realized. Because of the ill-posedness of studied problems, the TSVD regularization technique in combination with L-curve criteria and Generalized Cross Validation criteria is employed. Numerical results are shown that the TSVD method combined with L-curve criteria is more efficient than the TSVD method combined with GCV criteria. The abstract goes here.

Keywords: ill-posed, TSVD, Laplace's equation, inverse problem, L-curve, Generalized Cross Validation.

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2034 Characteristics Analysis of Voltage Sag and Voltage Swell in Multi-Grounded Four-Wire Power Distribution Systems

Authors: Jamal Moshtagh, Hassan Pourvali Souraki

Abstract:

In North America, Most power distribution systems employ a four-wire multi-grounded neutral (MGN) design. This paper has explained the inherent characteristics of multi-grounded three-phase four-wire distribution systems under unbalanced situations. As a result, the mechanism of voltage swell and voltage sag in MGN feeders becomes difficult to understand. The simulation tool that has been used in this paper is MATLAB under Windows software. In this paper the equivalent model of a full-scale multigrounded distribution system implemented by MATLAB is introduced. The results are expected to help utility engineers to understand the impact of MGN on distribution system operations.

Keywords: Distribution systems, multi- grounded, neutral, three-phase four-wire, ground.

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2033 Optimal DG Allocation in Distribution Network

Authors: A. Safari, R. Jahani, H. A. Shayanfar, J. Olamaei

Abstract:

This paper shows the results obtained in the analysis of the impact of distributed generation (DG) on distribution losses and presents a new algorithm to the optimal allocation of distributed generation resources in distribution networks. The optimization is based on a Hybrid Genetic Algorithm and Particle Swarm Optimization (HGAPSO) aiming to optimal DG allocation in distribution network. Through this algorithm a significant improvement in the optimization goal is achieved. With a numerical example the superiority of the proposed algorithm is demonstrated in comparison with the simple genetic algorithm.

Keywords: Distributed Generation, Distribution Networks, Genetic Algorithm, Particle Swarm Optimization.

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2032 Particle Swarm Optimization for Design of Water Distribution Systems

Authors: A. Vasan

Abstract:

Particle swarm optimization (PSO) technique is applied to design the water distribution pipeline network. A simulation-optimization model is formulated with the objective of minimizing cost and is applied to a benchmark water distribution system optimization problem. The benchmark problem taken for the application of PSO technique to optimize the pipe size of the water distribution network is New York City water supply system problem. The results from the analysis infer that PSO is a potential alternative optimization technique when compared to other heuristic techniques for optimal sizing of water distribution systems.

Keywords: Water distribution systems, Optimization, Particle swarm optimization, Swarm intelligence, New York water supply system.

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2031 Analytical Solution of Stress Distribution ona Hollow Cylindrical Fiber of a Composite with Cylindrical Volume Element under Axial Loading

Authors: M. H. Kargarnovin, K. Momeni

Abstract:

The study of the stress distribution on a hollow cylindrical fiber placed in a composite material is considered in this work and an analytical solution for this stress distribution has been constructed. Finally some parameters such as fiber-s thickness and fiber-s length are considered and their effects on the distribution of stress have been investigated. For finding the governing relations, continuity equations for the axisymmetric problem in cylindrical coordinate (r,o,z) are considered. Then by assuming some conditions and solving the governing equations and applying the boundary conditions, an equation relates the stress applied to the representative volume element with the stress distribution on the fiber has been found.

Keywords: Axial Loading, Composite, Hollow CylindricalFiber, Stress Distribution.

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2030 A Novel Forgetting Factor Recursive Least Square Algorithm Applied to the Human Motion Analysis

Authors: Hadi Sadoghi Yazdi, Mehri Sadoghi Yazdi, Mohammad Reza Mohammadi

Abstract:

This paper is concerned with studying the forgetting factor of the recursive least square (RLS). A new dynamic forgetting factor (DFF) for RLS algorithm is presented. The proposed DFF-RLS is compared to other methods. Better performance at convergence and tracking of noisy chirp sinusoid is achieved. The control of the forgetting factor at DFF-RLS is based on the gradient of inverse correlation matrix. Compared with the gradient of mean square error algorithm, the proposed approach provides faster tracking and smaller mean square error. In low signal-to-noise ratios, the performance of the proposed method is superior to other approaches.

Keywords: Forgetting factor, RLS, Inverse correlation matrix, human motion analysis.

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2029 Comparison of Three Versions of Conjugate Gradient Method in Predicting an Unknown Irregular Boundary Profile

Authors: V. Ghadamyari, F. Samadi, F. Kowsary

Abstract:

An inverse geometry problem is solved to predict an unknown irregular boundary profile. The aim is to minimize the objective function, which is the difference between real and computed temperatures, using three different versions of Conjugate Gradient Method. The gradient of the objective function, considered necessary in this method, obtained as a result of solving the adjoint equation. The abilities of three versions of Conjugate Gradient Method in predicting the boundary profile are compared using a numerical algorithm based on the method. The predicted shapes show that due to its convergence rate and accuracy of predicted values, the Powell-Beale version of the method is more effective than the Fletcher-Reeves and Polak –Ribiere versions.

Keywords: Boundary elements, Conjugate Gradient Method, Inverse Geometry Problem, Sensitivity equation.

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2028 A Projection Method Based on Extended Krylov Subspaces for Solving Sylvester Equations

Authors: Yiqin Lin, Liang Bao, Yimin Wei

Abstract:

In this paper we study numerical methods for solving Sylvester matrix equations of the form AX +XBT +CDT = 0. A new projection method is proposed. The union of Krylov subspaces in A and its inverse and the union of Krylov subspaces in B and its inverse are used as the right and left projection subspaces, respectively. The Arnoldi-like process for constructing the orthonormal basis of the projection subspaces is outlined. We show that the approximate solution is an exact solution of a perturbed Sylvester matrix equation. Moreover, exact expression for the norm of residual is derived and results on finite termination and convergence are presented. Some numerical examples are presented to illustrate the effectiveness of the proposed method.

Keywords: Arnoldi process, Krylov subspace, Iterative method, Sylvester equation, Dissipative matrix.

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2027 A Heuristic Statistical Model for Lifetime Distribution Analysis of Complicated Systems in the Reliability Centered Maintenance

Authors: Mojtaba Mahdavi, Mohamad Mahdavi, Maryam Yazdani

Abstract:

A heuristic conceptual model for to develop the Reliability Centered Maintenance (RCM), especially in preventive strategy, has been explored during this paper. In most real cases which complicity of system obligates high degree of reliability, this model proposes a more appropriate reliability function between life time distribution based and another which is based on relevant Extreme Value (EV) distribution. A statistical and mathematical approach is used to estimate and verify these two distribution functions. Then best one is chosen just among them, whichever is more reliable. A numeric Industrial case study will be reviewed to represent the concepts of this paper, more clearly.

Keywords: Lifetime distribution, Reliability, Estimation, Extreme value, Improving model, Series, Parallel.

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2026 Evaluation of Best-Fit Probability Distribution for Prediction of Extreme Hydrologic Phenomena

Authors: Karim Hamidi Machekposhti, Hossein Sedghi

Abstract:

The probability distributions are the best method for forecasting of extreme hydrologic phenomena such as rainfall and flood flows. In this research, in order to determine suitable probability distribution for estimating of annual extreme rainfall and flood flows (discharge) series with different return periods, precipitation with 40 and discharge with 58 years time period had been collected from Karkheh River at Iran. After homogeneity and adequacy tests, data have been analyzed by Stormwater Management and Design Aid (SMADA) software and residual sum of squares (R.S.S). The best probability distribution was Log Pearson Type III with R.S.S value (145.91) and value (13.67) for peak discharge and Log Pearson Type III with R.S.S values (141.08) and (8.95) for maximum discharge in Jelogir Majin and Pole Zal stations, respectively. The best distribution for maximum precipitation in Jelogir Majin and Pole Zal stations was Log Pearson Type III distribution with R.S.S values (1.74&1.90) and then Pearson Type III distribution with R.S.S values (1.53&1.69). Overall, the Log Pearson Type III distributions are acceptable distribution types for representing statistics of extreme hydrologic phenomena in Karkheh River at Iran with the Pearson Type III distribution as a potential alternative.

Keywords: Karkheh river, log pearson type III, probability distribution, residual sum of squares.

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2025 Nonlinear Adaptive PID Control for a Semi-Batch Reactor Based On an RBF Network

Authors: Magdi M. Nabi, Ding-Li Yu

Abstract:

Control of a semi-batch polymerization reactor using an adaptive radial basis function (RBF) neural network method is investigated in this paper. A neural network inverse model is used to estimate the valve position of the reactor; this method can identify the controlled system with the RBF neural network identifier. The weights of the adaptive PID controller are timely adjusted based on the identification of the plant and self-learning capability of RBFNN. A PID controller is used in the feedback control to regulate the actual temperature by compensating the neural network inverse model output. Simulation results show that the proposed control has strong adaptability, robustness and satisfactory control performance and the nonlinear system is achieved.

Keywords: Chylla-Haase polymerization reactor, RBF neural networks, feed-forward and feedback control.

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2024 Determination of Sea Transport Route for Staple Food Distribution to Achieve Food Security in the Eastern Indonesia

Authors: Kuncoro Harto Widodo, Yandra Rahadian Perdana, Iwan Puja Riyadi

Abstract:

Effectiveness and efficiency of food distribution is necessary to maintain food security in a region. Food supply varies among regions depending on their production capacity; therefore, it is necessary to regulate food distribution. Sea transportation could play a great role in the food distribution system. To play this role and to support transportation needs in the Eastern Indonesia, sea transportation shall be supported by fleet which is adequate and reliable, both in terms of load and worthiness. This research uses Linear Programming (LP) method to analyze food distribution pattern in order to determine the optimal distribution system. In this research, transshipment points have been selected for regions in one province. Comparison between result of modeling and existing shipping route reveals that from 369 existing routes, 54 routes are used for transporting rice, corn, green bean, peanut, soybean, sweet potato, and cassava.

Keywords: Distribution, Sea Transportation, Eastern Indonesia (KTI), Linear Programming (LP).

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2023 Parameter Estimation for Viewing Rank Distribution of Video-on-Demand

Authors: Hyoup-Sang Yoon

Abstract:

Video-on-demand (VOD) is designed by using content delivery networks (CDN) to minimize the overall operational cost and to maximize scalability. Estimation of the viewing pattern (i.e., the relationship between the number of viewings and the ranking of VOD contents) plays an important role in minimizing the total operational cost and maximizing the performance of the VOD systems. In this paper, we have analyzed a large body of commercial VOD viewing data and found that the viewing rank distribution fits well with the parabolic fractal distribution. The weighted linear model fitting function is used to estimate the parameters (coefficients) of the parabolic fractal distribution. This paper presents an analytical basis for designing an optimal hierarchical VOD contents distribution system in terms of its cost and performance.

Keywords: VOD, CDN, parabolic fractal distribution, viewing rank, weighted linear model fitting

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2022 Confidence Intervals for Double Exponential Distribution: A Simulation Approach

Authors: M. Alrasheedi

Abstract:

The double exponential model (DEM), or Laplace distribution, is used in various disciplines. However, there are issues related to the construction of confidence intervals (CI), when using the distribution.In this paper, the properties of DEM are considered with intention of constructing CI based on simulated data. The analysis of pivotal equations for the models here in comparisons with pivotal equations for normal distribution are performed, and the results obtained from simulation data are presented.

Keywords: Confidence intervals, double exponential model, pivotal equations, simulation

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2021 Advanced ILQ Control for Buck-Converter viaTwo-Degrees of Freedom Servo-System

Authors: Sidshchadhaa Aumted, Shuhei Shiina, Hiroshi Takami

Abstract:

In this paper, we propose an advanced ILQ control for the buck-converter via two-degrees of freedom servo-system. Our presented strategy is based on Inverse Linear Quadratic (ILQ) servo-system controller without solving Riccati-s equation directly. The optimal controller of the current and voltage control system is designed. The stability and robust control are analyzed. A conscious and persistent effort has been made to improve ILQ control via two-degrees of freedom guarantees the optimal gains on the basis of polynomial pole assignment, which our results of the proposed strategy shows that the advanced ILQ control can be controlled independently the step response and the disturbance response by appending a feed-forward compensator.

Keywords: Optimal voltage control, inverse LQ design method, second order polynomial, two-degrees of freedom.

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2020 Analysis of the Structural Fluctuation of the Permitted Building Areas and Housing Distribution Ratios - Focused on 5 Cities Including Bucheon

Authors: Cheon Sik Min, Hyeong Wook Song, Sook Yeon Shim, Hoon Chang

Abstract:

The purpose of this study was to analyze the correlation between permitted building areas and housing distribution ratios and their fluctuation, and test a distribution model during 3 successive governments in 5 cities including Bucheon in reference to the time series administrative data, and thereby, interpret the results of the analysis in association with the policies pursued by the successive governments to examine the structural fluctuation of permitted building areas and housing distribution ratios. In order to analyze the fluctuation of permitted building areas and housing distribution ratios during 3 successive governments and examine the cycles of the time series data, the spectral analysis was performed, and in order to analyze the correlation between permitted building areas and housing distribution ratios, the tabulation was performed to describe the correlations statistically, and in order to explain about differences of fluctuation distribution of permitted building areas and housing distribution ratios among 3 governments, the goodness of fit test was conducted.

Keywords: The Permitted Building Areas, Housing Distribution Ratios, the Structural Fluctuation.

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2019 Characterization of Adhesive Layers in Sandwich Composites by Nondestructive Technique

Authors: E. Barkanov, E. Skukis, M. Wesolowski, A. Chate

Abstract:

New nondestructive technique, namely an inverse technique based on vibration tests, to characterize nonlinear mechanical properties of adhesive layers in sandwich composites is developed. An adhesive layer is described as a viscoelastic isotropic material with storage and loss moduli which are both frequency dependent values in wide frequency range. An optimization based on the planning of experiments and response surface technique to minimize the error functional is applied to decrease considerably the computational expenses. The developed identification technique has been tested on aluminum panels and successfully applied to characterize viscoelastic material properties of 3M damping polymer ISD-112 used as a core material in sandwich panels.

Keywords: Adhesive layer, finite element method, inverse technique, sandwich panel, vibration test, viscoelastic material properties.

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2018 Study of Storms on the Javits Center Green Roof

Authors: A. Cho, H. Sanyal, J. Cataldo

Abstract:

A quantitative analysis of the different variables on both the South and North green roofs of the Jacob K. Javits Convention Center was taken to find mathematical relationships between net radiation and evapotranspiration (ET), average outside temperature, and the lysimeter weight. Groups of datasets were analyzed, and the relationships were plotted on linear and semi-log graphs to find consistent relationships. Antecedent conditions for each rainstorm were also recorded and plotted against the volumetric water difference within the lysimeter. The first relation was the inverse parabolic relationship between the lysimeter weight and the net radiation and ET. The peaks and valleys of the lysimeter weight corresponded to valleys and peaks in the net radiation and ET respectively, with the 8/22/15 and 1/22/16 datasets showing this trend. The U-shaped and inverse U-shaped plots of the two variables coincided, indicating an inverse relationship between the two variables. Cross variable relationships were examined through graphs with lysimeter weight as the dependent variable on the y-axis. 10 out of 16 of the plots of lysimeter weight vs. outside temperature plots had R² values > 0.9. Antecedent conditions were also recorded for rainstorms, categorized by the amount of precipitation accumulating during the storm. Plotted against the change in the volumetric water weight difference within the lysimeter, a logarithmic regression was found with large R² values. The datasets were compared using the Mann Whitney U-test to see if the datasets were statistically different, using a significance level of 5%; all datasets compared showed a U test statistic value, proving the null hypothesis of the datasets being different from being true.

Keywords: Green roof, green infrastructure, Javits Center, evapotranspiration, net radiation, lysimeter.

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2017 eLearning for Electric Distribution Planning Engineers

Authors: Isaias Ramirez, Jose Luis Silva, Carlos Gonzalez, Gustavo Candelaria, Jose Pepe Rasgado, Carlos Carrillo

Abstract:

This paper presents the experience in an eLearning training project that is being implemented for electrical planning engineers from the national Mexican utility Comision Federal de Electricidad (CFE) Distribution. This modality is implemented and will be used in the utility for training purposes to help personnel in their daily technical activities. One important advantage of this training project is that once it is implemented and applied, financial resources will be saved by CFE Distribution Company because online training will be used in all the country; the infrastructure for the eLearning training will be uploaded in computational servers installed in the National CFE Distribution Training Department, in Ciudad de Mexico, and can be used in workplaces of 16 Distribution Divisions and 150 Zones of CFE Distribution. In this way, workers will not need to travel to the National Training Department, saving enormous efforts, financial, and human resources.

Keywords: Moodle, eLearning, corporate training, electrical planning engineer.

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2016 Feeder Reconfiguration for Loss Reduction in Unbalanced Distribution System Using Genetic Algorithm

Authors: Ganesh. Vulasala, Sivanagaraju. Sirigiri, Ramana. Thiruveedula

Abstract:

This paper presents an efficient approach to feeder reconfiguration for power loss reduction and voltage profile imprvement in unbalanced radial distribution systems (URDS). In this paper Genetic Algorithm (GA) is used to obtain solution for reconfiguration of radial distribution systems to minimize the losses. A forward and backward algorithm is used to calculate load flows in unbalanced distribution systems. By simulating the survival of the fittest among the strings, the optimum string is searched by randomized information exchange between strings by performing crossover and mutation. Results have shown that proposed algorithm has advantages over previous algorithms The proposed method is effectively tested on 19 node and 25 node unbalanced radial distribution systems.

Keywords: Distribution system, Load flows, Reconfiguration, Genetic Algorithm.

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2015 PSO-Based Planning of Distribution Systems with Distributed Generations

Authors: Amin Hajizadeh, Ehsan Hajizadeh

Abstract:

This paper presents a multi-objective formulation for optimal siting and sizing of distributed generation (DG) resources in distribution systems in order to minimize the cost of power losses and energy not supplied. The implemented technique is based on particle swarm optimization (PSO) and weight method that employed to obtain the best compromise between these costs. Simulation results on 33-bus distribution test system are presented to demonstrate the effectiveness of the proposed procedure.

Keywords: Distributed generation, distribution networks, particle swarm optimization, reliability, weight method

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2014 Generalized Inverse Eigenvalue Problems for Symmetric Arrow-head Matrices

Authors: Yongxin Yuan

Abstract:

In this paper, we first give the representation of the general solution of the following inverse eigenvalue problem (IEP): Given X ∈ Rn×p and a diagonal matrix Λ ∈ Rp×p, find nontrivial real-valued symmetric arrow-head matrices A and B such that AXΛ = BX. We then consider an optimal approximation problem: Given real-valued symmetric arrow-head matrices A, ˜ B˜ ∈ Rn×n, find (A, ˆ Bˆ) ∈ SE such that Aˆ − A˜2 + Bˆ − B˜2 = min(A,B)∈SE (A−A˜2 +B −B˜2), where SE is the solution set of IEP. We show that the optimal approximation solution (A, ˆ Bˆ) is unique and derive an explicit formula for it.

Keywords: Partially prescribed spectral information, symmetric arrow-head matrix, inverse problem, optimal approximation.

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2013 Estimating of the Renewal Function with Heavy-tailed Claims

Authors: Rassoul Abdelaziz

Abstract:

We develop a new estimator of the renewal function for heavy-tailed claims amounts. Our approach is based on the peak over threshold method for estimating the tail of the distribution with a generalized Pareto distribution. The asymptotic normality of an appropriately centered and normalized estimator is established, and its performance illustrated in a simulation study.

Keywords: Renewal function, peak-over-threshold, POT method, extremes value, generalized pareto distribution, heavy-tailed distribution.

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2012 Application of Adaptive Neural Network Algorithms for Determination of Salt Composition of Waters Using Laser Spectroscopy

Authors: Tatiana A. Dolenko, Sergey A. Burikov, Alexander O. Efitorov, Sergey A. Dolenko

Abstract:

In this study, a comparative analysis of the approaches associated with the use of neural network algorithms for effective solution of a complex inverse problem – the problem of identifying and determining the individual concentrations of inorganic salts in multicomponent aqueous solutions by the spectra of Raman scattering of light – is performed. It is shown that application of artificial neural networks provides the average accuracy of determination of concentration of each salt no worse than 0.025 M. The results of comparative analysis of input data compression methods are presented. It is demonstrated that use of uniform aggregation of input features allows decreasing the error of determination of individual concentrations of components by 16-18% on the average.

Keywords: Inverse problems, multi-component solutions, neural networks, Raman spectroscopy.

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