Search results for: Static Synchronous Series Compensator (SSSC).
519 Analysis of the Influence of Reshoring on the Structural Behavior of Reinforced Concrete Beams
Authors: Keith Danila Aquino Neves, Júlia Borges dos Santos
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There is little published research about the influence of execution methods on structural behavior. Structural analysis is typically based on a constructed building, considering the actions of all forces under which it was designed. However, during construction, execution loads do not match those designed, and in some cases the loads begin to act when the concrete has not yet reached its maximum strength. Changes to structural element support conditions may occur, resulting in unforeseen alterations to the structure’s behavior. Shoring is an example of a construction process that, if executed improperly, will directly influence the structural performance, and may result in unpredicted cracks and displacements. The NBR 14931/2004 standard, which guides the execution of reinforced concrete structures, mentions that shoring must be executed in a way that avoids unpredicted loads and that it may be removed after previous analysis of the structure’s behavior by the professional responsible for the structure’s design. Differences in structural behavior are reduced for small spans. It is important to qualify and quantify how the incorrect placement of shores can compromise a structure’s safety. The results of this research allowed a more precise acknowledgment of the relationship between spans and loads, for which the influence of execution processes can be considerable, and reinforced that civil engineering practice must be performed with the presence of a qualified professional, respecting existing standards’ guidelines.
Keywords: Structural analysis, structural behavior, reshoring, static scheme, reinforced concrete.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 774518 Energy Map Construction using Adaptive Alpha Grey Prediction Model in WSNs
Authors: Surender Kumar Soni, Dhirendra Pratap Singh
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Wireless Sensor Networks can be used to monitor the physical phenomenon in such areas where human approach is nearly impossible. Hence the limited power supply is the major constraint of the WSNs due to the use of non-rechargeable batteries in sensor nodes. A lot of researches are going on to reduce the energy consumption of sensor nodes. Energy map can be used with clustering, data dissemination and routing techniques to reduce the power consumption of WSNs. Energy map can also be used to know which part of the network is going to fail in near future. In this paper, Energy map is constructed using the prediction based approach. Adaptive alpha GM(1,1) model is used as the prediction model. GM(1,1) is being used worldwide in many applications for predicting future values of time series using some past values due to its high computational efficiency and accuracy.Keywords: Adaptive Alpha GM(1, 1) Model, Energy Map, Prediction Based Data Reduction, Wireless Sensor Networks
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1800517 Impact of Nonthermal Pulsed Electric Field on Bioactive Compounds and Browning Activity in Emblica officinalis Juice
Authors: Vasudha Bansal, M. L. Singla, C. Ghanshyam
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The effect of nonthermal pulsed electric field (PEF) and thermal treatment (90⁰C for 60s) was studied on quality parameters of emblica officinalis juice for the period of 6 weeks at 4⁰C using monopolar rectangular pulse of 1µs width. The PEF treatment was given using static chamber at 24kV/cm for 500µs. The quality of emblica officinalis juice was investigated in terms of non enzymatic browning index (NEBI), 5-hydroxymethyl-2-furfural (HMF), total polyphenol content and antioxidant capacity. ⁰Brix, pH and conductivity were evaluated as physical parameters. The aim of the work was to investigate the effect of PEF on the retention of bioactive compounds and retardation of browning activity. The results showed that conventional thermal treatment had led to a significant (p < 0.05) decrease of 48.15% in polyphenol content (129.56 mg of GAE L-1), with higher NEBI and HMF formation (p < 0.05) whilst PEF suppressed NEBI and retained higher polyphenol compounds (168.59 mg GAE L-1) with limiting the loss to 32.56% along maximum free radical scavenging activity (92.07%). However, pH, ⁰brix and electrical conductivity of treated juice samples remain unaffected. Therefore, PEF can be considered as an effective nonthermal treatment for retaining bioactive compounds along suppressing browning of emblica juice.
Keywords: Emblica officinalis juice, Free radical scavenging activity, Pulsed electric field, Total polyphenol content.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2730516 A Comparative Analysis of Artificial Neural Network and Autoregressive Integrated Moving Average Model on Modeling and Forecasting Exchange Rate
Authors: Mogari I. Rapoo, Diteboho Xaba
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This paper examines the forecasting performance of Autoregressive Integrated Moving Average (ARIMA) and Artificial Neural Networks (ANN) models with the published exchange rate obtained from South African Reserve Bank (SARB). ARIMA is one of the popular linear models in time series forecasting for the past decades. ARIMA and ANN models are often compared and literature revealed mixed results in terms of forecasting performance. The study used the MSE and MAE to measure the forecasting performance of the models. The empirical results obtained reveal the superiority of ARIMA model over ANN model. The findings further resolve and clarify the contradiction reported in literature over the superiority of ARIMA and ANN models.
Keywords: ARIMA, artificial neural networks models, error metrics, exchange rates.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1355515 Nanocrystalline Na0.1V2O5.nH2O Xerogel Thin Film for Gas Sensing
Authors: M. S. Al-Assiri, M. M. El-Desoky, Ahmed A. Ibrahim, M. Abaker, A. A. Bahgat
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Nanocrystalline thin film of Na0.1V2O5.nH2O xerogel obtained by sol gel synthesis was used as gas sensor. Gas sensing properties of different gases such as hydrogen, petroleum and humidity were investigated. Applying XRD and TEM the size of the nanocrystals is found to be 7.5 nm. SEM shows a highly porous structure with submicron meter-sized voids present throughout the sample. FTIR measurement shows different chemical groups identifying the obtained series of gels. The sample was n-type semiconductor according to the thermoelectric power and electrical conductivity. It can be seen that the sensor response curves from 130oC to 150oC show a rapid increase in sensitivity for all types of gas injection, low response values for heating period and the rapid high response values for cooling period. This result may suggest that this material is able to act as gas sensor during the heating and cooling process.
Keywords: Sol gel, Thermoelectric power, XRD, TEM, Gas sensing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1839514 Structural Performance Evaluation of Segmented Wind Turbine Blade through Finite Element Simulation
Authors: Chandrashekhar Bhat, Dilifa J. Noronha, Faber A. Saldanha
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Transportation of long turbine blades from one place to another is a difficult process. Hence a feasibility study of modularization of wind turbine blade was taken from structural standpoint through finite element analysis. Initially, a non-segmented blade is modeled and its structural behavior is evaluated to serve as reference. The resonant, static bending and fatigue tests are simulated in accordance with IEC61400-23 standard for comparison purpose. The non-segmented test blade is separated at suitable location based on trade off studies and the segments are joined with an innovative double strap bonded joint configuration. The adhesive joint is modeled by adopting cohesive zone modeling approach in ANSYS. The developed blade model is analyzed for its structural response through simulation. Performances of both the blades are found to be similar, which indicates that, efficient segmentation of the long blade is possible which facilitates easy transportation of the blades and on site reassembling. The location selected for segmentation and adopted joint configuration has resulted in an efficient segmented blade model which proves the methodology adopted for segmentation was quite effective. The developed segmented blade appears to be the viable alternative considering its structural response specifically in fatigue within considered assumptions.Keywords: Cohesive zone modeling, fatigue, segmentation, wind turbine blade.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3296513 Application of Mapping and Superimposing Rule for Solution of Parabolic PDE in Porous Medium under Cyclic Loading
Authors: Mohammad M. Toufigh, Ahad Ouria
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This paper presents an analytical method to solve governing consolidation parabolic partial differential equation (PDE) for inelastic porous Medium (soil) with consideration of variation of equation coefficient under cyclic loading. Since under cyclic loads, soil skeleton parameters change, this would introduce variable coefficient of parabolic PDE. Classical theory would not rationalize consolidation phenomenon in such condition. In this research, a method based on time space mapping to a virtual time space along with superimposing rule is employed to solve consolidation of inelastic soils in cyclic condition. Changes of consolidation coefficient applied in solution by modification of loading and unloading duration by introducing virtual time. Mapping function is calculated based on consolidation partial differential equation results. Based on superimposing rule a set of continuous static loads in specified times used instead of cyclic load. A set of laboratory consolidation tests under cyclic load along with numerical calculations were performed in order to verify the presented method. Numerical solution and laboratory tests results showed accuracy of presented method.Keywords: Mapping, Consolidation, Inelastic porous medium, Cyclic loading, Superimposing rule.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1776512 Prediction of Soil Exchangeable Sodium Ratio Based on Soil Sodium Adsorption Ratio
Authors: M. Siosemarde, F. Kave, E. Pazira, H. Sedghi, S. J. Ghaderi
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Researchers have long had trouble in measurement of Exchangeable Sodium Ratio (ESR) at salt-affected soils. this parameter are often determined using laborious and time consuming laboratory tests, but it may be more appropriate and economical to develop a method which uses a more simple soil salinity index. The aim of this study was to determine the relationship between exchangeable sodium ratio (ESR) and sodium adsorption ratio (SAR) in some salt-affected soils of Khuzestan plain. To this purpose, two experimental areas (S1, S2) of Khuzestan province-IRAN were selected and four treatments with three replications by series of double rings were applied. The treatments were included 25cm, 50cm, 75cm and 100cm water application. The statistical results of the study indicated that in order to predict soil ESR based on soil SAR the linear regression model ESR=0.2048+0.0066 SAR (R2=0.53) & ESR=0.0564+0.0171 SAR (R2=0.76) can be recommended in Pilot S1 and S2 respectively.Keywords: exchangeable sodium ratio, Khuzestan plain, saltaffectedsoils and sodium adsorption ratio.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3252511 Seismic Assessment of an Existing Dual System RC Buildings in Madinah City
Authors: Tarek M. Alguhane, Ayman H. Khalil, M. N. Fayed, Ayman M. Ismail
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A 15-storey RC building, studied in this paper, is representative of modern building type constructed in Madina City in Saudi Arabia before 10 years ago. These buildings are almost consisting of reinforced concrete skeleton i.e. columns, beams and flat slab as well as shear walls in the stairs and elevator areas arranged in the way to have a resistance system for lateral loads (wind – earthquake loads). In this study, the dynamic properties of the 15-storey RC building were identified using ambient motions recorded at several, spatially-distributed locations within each building. Three dimensional pushover analysis (Nonlinear static analysis) was carried out using SAP2000 software incorporating inelastic material properties for concrete, infill and steel. The effect of modeling the building with and without infill walls, on the performance point as well as capacity and demand spectra due to EQ design spectrum function in Madina area has been investigated. ATC- 40 capacity and demand spectra are utilized to get the modification factor (R) for the studied building. The purpose of this analysis is to evaluate the expected performance of structural systems by estimating, strength and deformation demands in design, and comparing these demands to available capacities at the performance levels of interest. The results are summarized and discussed.
Keywords: Seismic assessment, pushover analysis, ambient vibration, modal update.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1901510 Maximizer of the Posterior Marginal Estimate of Phase Unwrapping Based On Statistical Mechanics of the Q-Ising Model
Authors: Yohei Saika, Tatsuya Uezu
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We constructed a method of phase unwrapping for a typical wave-front by utilizing the maximizer of the posterior marginal (MPM) estimate corresponding to equilibrium statistical mechanics of the three-state Ising model on a square lattice on the basis of an analogy between statistical mechanics and Bayesian inference. We investigated the static properties of an MPM estimate from a phase diagram using Monte Carlo simulation for a typical wave-front with synthetic aperture radar (SAR) interferometry. The simulations clarified that the surface-consistency conditions were useful for extending the phase where the MPM estimate was successful in phase unwrapping with a high degree of accuracy and that introducing prior information into the MPM estimate also made it possible to extend the phase under the constraint of the surface-consistency conditions with a high degree of accuracy. We also found that the MPM estimate could be used to reconstruct the original wave-fronts more smoothly, if we appropriately tuned hyper-parameters corresponding to temperature to utilize fluctuations around the MAP solution. Also, from the viewpoint of statistical mechanics of the Q-Ising model, we found that the MPM estimate was regarded as a method for searching the ground state by utilizing thermal fluctuations under the constraint of the surface-consistency condition.
Keywords: Bayesian inference, maximizer of the posterior marginal estimate, phase unwrapping, Monte Carlo simulation, statistical mechanics
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1714509 Reinforced Concrete, Problems and Solutions: A Literature Review
Authors: Omar Alhamad, Waleed Eid
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Reinforced concrete is a concrete lined with steel so that the materials work together in the resistance forces. Reinforcement rods or mesh are used for tensile, shear, and sometimes intense pressure in a concrete structure. Reinforced concrete is subject to many natural problems or industrial errors. The result of these problems is that it reduces the efficiency of the reinforced concrete or its usefulness. Some of these problems are cracks, earthquakes, high temperatures or fires, as well as corrosion of reinforced iron inside reinforced concrete. There are also factors of ancient buildings or monuments that require some techniques to preserve them. This research presents some general information about reinforced concrete, the pros and cons of reinforced concrete, and then presents a series of literary studies of some of the late published researches on the subject of reinforced concrete and how to preserve it, propose solutions or treatments for the treatment of reinforced concrete problems, raise efficiency and quality for a longer period. These studies have provided advanced and modern methods and techniques in the field of reinforced concrete.
Keywords: Reinforced concrete, treatment, concrete, corrosion, seismic, cracks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2450508 Polyethylenimine Coated Carbon Nanotube for Detecting Rancidity in Frying Oil
Authors: Vincent Lau Chun Fai, Yang Doo Lee, Kyongsoo Lee, Keun-Soo Lee, Shin-Kyung, Byeong-Kwon Ju
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Chemical detection is still a continuous challenge when it comes to designing single-walled carbon nanotube (SWCNT) sensors with high selectivity, especially in complex chemical environments. A perfect example of such an environment would be in thermally oxidized soybean oil. At elevated temperatures, oil oxidizes through a series of chemical reactions which results in the formation of monoacylglycerols, diacylglycerols, oxidized triacylglycerols, dimers, trimers, polymers, free fatty acids, ketones, aldehydes, alcohols, esters, and other minor products. In order to detect the rancidity of oxidized soybean oil, carbon nanotube chemiresistor sensors have been coated with polyethylenimine (PEI) to enhance the sensitivity and selectivity. PEI functionalized SWCNTs are known to have a high selectivity towards strong electron withdrawing molecules. The sensors were very responsive to different oil oxidation levels and furthermore, displayed a rapid recovery in ambient air without the need of heating or UV exposure.Keywords: Carbon nanotubes, polyethylenimine, sensor, oxidized oil
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1774507 An Impulse-Momentum Approach to Swing-Up Control of Double Inverted Pendulum on a Cart
Authors: Thamer Ali Albahkali
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The challenge in the swing-up problem of double inverted pendulum on a cart (DIPC) is to design a controller that bring all DIPC's states, especially the joint angles of the two links, into the region of attraction of the desired equilibrium. This paper proposes a new method to swing-up DIPC based on a series of restto- rest maneuvers of the first link about its vertically upright configuration while holding the cart fixed at the origin. The rest-torest maneuvers are designed such that each one results in a net gain in energy of the second link. This results in swing-up of DIPC-s configuration to the region of attraction of the desired equilibrium. A three-step algorithm is provided for swing-up control followed by the stabilization step. Simulation results with a comparison to an experimental work done in the literature are presented to demonstrate the efficacy of the approach.Keywords: Double Inverted pendulum, Impulse, momentum, underactuated
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1940506 Compressive Strength Evaluation of Underwater Concrete Structures Integrating the Combination of Rebound Hardness and Ultrasonic Pulse Velocity Methods with Artificial Neural Networks
Authors: Seunghee Park, Junkyeong Kim, Eun-Seok Shin, Sang-Hun Han
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In this study, two kinds of nondestructive evaluation (NDE) techniques (rebound hardness and ultrasonic pulse velocity methods) are investigated for the effective maintenance of underwater concrete structures. A new methodology to estimate the underwater concrete strengths more effectively, named “artificial neural network (ANN) – based concrete strength estimation with the combination of rebound hardness and ultrasonic pulse velocity methods” is proposed and verified throughout a series of experimental works.
Keywords: Underwater Concrete, Rebound Hardness, Schmidt hammer, Ultrasonic Pulse Velocity, Ultrasonic Sensor, Artificial Neural Networks, ANN.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3660505 Finite Element Analysis of Low-Velocity Impact Damage on Stiffened Composite Panels
Authors: Xuan Sun, Mingbo Tong
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To understand the factors which affect impact damage on composite structures, particularly the effects of impact position and ribs. In this paper, a finite element model (FEM) of low-velocity impact damage on the composite structure was established via the nonlinear finite element method, combined with the user-defined materials subroutine (VUMAT) of the ABAQUS software. The structural elements chosen for the investigation comprised a series of stiffened composite panels, representative of real aircraft structure. By impacting the panels at different positions relative to the ribs, the effect of relative position of ribs was found out. Then the simulation results and the experiments data were compared. Finally, the factors which affect impact damage on the structures were discussed. The paper was helpful for the design of stiffened composite structures.
Keywords: Stiffened, Low-velocity, Impact, Abaqus, Impact Energy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2521504 Damage to Strawberries Caused by Simulated Transport
Authors: G. La Scalia, M. Enea, R. Micale, O. Corona, L. Settanni
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The quality and condition of perishable products delivered to the market and their subsequent selling prices are directly affected by the care taken during harvesting and handling. Mechanical injury, in fact, occurs at all stages, from pre-harvest operations through post-harvest handling, packing and transport to the market. The main implications of this damage are the reduction of the product’s quality and economical losses related to the shelf life diminution. For most perishable products, the shelf life is relatively short and it is typically dictated by microbial growth related to the application of dynamic and static loads during transportation. This paper presents the correlation between vibration levels and microbiological growth on strawberries and woodland strawberries and detects the presence of volatile organic compounds (VOC) in order to develop an intelligent logistic unit capable of monitoring VOCs using a specific sensor system. Fresh fruits were exposed to vibrations by means of a vibrating table in a temperature-controlled environment. Microbiological analyses were conducted on samples, taken at different positions along the column of the crates. The values obtained were compared with control samples not exposed to vibrations and the results show that different positions along the column influence the development of bacteria, yeasts and filamentous fungi.
Keywords: Microbiological analysis, shelf life, transport damage, volatile organic compounds.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3118503 AJcFgraph - AspectJ Control Flow Graph Builder for Aspect-Oriented Software
Authors: Reza Meimandi Parizi, Abdul Azim Abdul Ghani
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The ever-growing usage of aspect-oriented development methodology in the field of software engineering requires tool support for both research environments and industry. So far, tool support for many activities in aspect-oriented software development has been proposed, to automate and facilitate their development. For instance, the AJaTS provides a transformation system to support aspect-oriented development and refactoring. In particular, it is well established that the abstract interpretation of programs, in any paradigm, pursued in static analysis is best served by a high-level programs representation, such as Control Flow Graph (CFG). This is why such analysis can more easily locate common programmatic idioms for which helpful transformation are already known as well as, association between the input program and intermediate representation can be more closely maintained. However, although the current researches define the good concepts and foundations, to some extent, for control flow analysis of aspectoriented programs but they do not provide a concrete tool that can solely construct the CFG of these programs. Furthermore, most of these works focus on addressing the other issues regarding Aspect- Oriented Software Development (AOSD) such as testing or data flow analysis rather than CFG itself. Therefore, this study is dedicated to build an aspect-oriented control flow graph construction tool called AJcFgraph Builder. The given tool can be applied in many software engineering tasks in the context of AOSD such as, software testing, software metrics, and so forth.Keywords: Aspect-Oriented Software Development, AspectJ, Control Flow Graph, Data Flow Analysis
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2099502 Using Hybrid System of Ground Heat Exchanger and Evaporative Cooler in Arid Weather Condition
Authors: Vahid Khalajzadeh, Ghassem Heidarinejad
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In this paper, the feasibility study of using a hybrid system of ground heat exchangers (GHE) and direct evaporative cooling system in arid weather condition has been performed. The model is applied for Yazd and Kerman, two cities with arid weather condition in Iran. The system composed of three sections: Ground- Coupled-Circuit (GCC), Direct Evaporative Cooler (DEC) and Cooling Coil Unite (CCU). The GCC provides the necessary precooling for DEC. The GCC includes four vertical GHE which are designed in series configuration. Simulation results show that hybridization of GCC and DEC could provide comfort condition whereas DEC alone did not. Based on the results the cooling effectiveness of a hybrid system is more than unity. Thus, this novel hybrid system could decrease the air temperature below the ambient wet-bulb temperature. This environmentally clean and energy efficient system can be considered as an alternative to the mechanical vapor compression systems.Keywords: Computational Fluid Dynamics (CFD), Cooling CoilUnit (CCU), Direct Evaporative Cooling (DEC), Ground CoupledCircuit (GCC)
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2270501 Online Prediction of Nonlinear Signal Processing Problems Based Kernel Adaptive Filtering
Authors: Hamza Nejib, Okba Taouali
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This paper presents two of the most knowing kernel adaptive filtering (KAF) approaches, the kernel least mean squares and the kernel recursive least squares, in order to predict a new output of nonlinear signal processing. Both of these methods implement a nonlinear transfer function using kernel methods in a particular space named reproducing kernel Hilbert space (RKHS) where the model is a linear combination of kernel functions applied to transform the observed data from the input space to a high dimensional feature space of vectors, this idea known as the kernel trick. Then KAF is the developing filters in RKHS. We use two nonlinear signal processing problems, Mackey Glass chaotic time series prediction and nonlinear channel equalization to figure the performance of the approaches presented and finally to result which of them is the adapted one.Keywords: KLMS, online prediction, KAF, signal processing, RKHS, Kernel methods, KRLS, KLMS.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1050500 A Novel 14 nm Extended Body FinFET for Reduced Corner Effect, Self-Heating Effect, and Increased Drain Current
Authors: Cheng-Hsien Chang, Jyi-Tsong Lin, Po-Hsieh Lin, Hung-Pei Hsu, Chan-Hsiang Chang, Ming-Tsung Shih, Shih-Chuan Tseng, Min-Yan Lin
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In this paper, we have proposed a novel FinFET with extended body under the poly gate, which is called EB-FinFET, and its characteristic is demonstrated by using three-dimensional (3-D) numerical simulation. We have analyzed and compared it with conventional FinFET. The extended body height dependence on the drain induced barrier lowering (DIBL) and subthreshold swing (S.S) have been also investigated. According to the 3-D numerical simulation, the proposed structure has a firm structure, an acceptable short channel effect (SCE), a reduced series resistance, an increased on state drain current (I on) and a large normalized I DS. Furthermore, the structure can also improve corner effect and reduce self-heating effect due to the extended body. Our results show that the EBFinFET is excellent for nanoscale device.Keywords: SOI, FinFET, tri-gate, self-heating effect.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2800499 Forecasting for Financial Stock Returns Using a Quantile Function Model
Authors: Yuzhi Cai
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In this talk, we introduce a newly developed quantile function model that can be used for estimating conditional distributions of financial returns and for obtaining multi-step ahead out-of-sample predictive distributions of financial returns. Since we forecast the whole conditional distributions, any predictive quantity of interest about the future financial returns can be obtained simply as a by-product of the method. We also show an application of the model to the daily closing prices of Dow Jones Industrial Average (DJIA) series over the period from 2 January 2004 - 8 October 2010. We obtained the predictive distributions up to 15 days ahead for the DJIA returns, which were further compared with the actually observed returns and those predicted from an AR-GARCH model. The results show that the new model can capture the main features of financial returns and provide a better fitted model together with improved mean forecasts compared with conventional methods. We hope this talk will help audience to see that this new model has the potential to be very useful in practice.Keywords: DJIA, Financial returns, predictive distribution, quantile function model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1636498 Identification of LTI Autonomous All Pole System Using Eigenvector Algorithm
Authors: Sudipta Majumdar
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This paper presents a method for identification of a linear time invariant (LTI) autonomous all pole system using singular value decomposition. The novelty of this paper is two fold: First, MUSIC algorithm for estimating complex frequencies from real measurements is proposed. Secondly, using the proposed algorithm, we can identify the coefficients of differential equation that determines the LTI system by switching off our input signal. For this purpose, we need only to switch off the input, apply our complex MUSIC algorithm and determine the coefficients as symmetric polynomials in the complex frequencies. This method can be applied to unstable system and has higher resolution as compared to time series solution when, noisy data are used. The classical performance bound, Cramer Rao bound (CRB), has been used as a basis for performance comparison of the proposed method for multiple poles estimation in noisy exponential signal.Keywords: MUSIC algorithm, Cramer Rao bound, frequency estimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 933497 Fatigue Tests of New Assembly Bolt Connections for Perspective Temporary Steel Railway Bridges
Authors: Marcela Karmazínová, Michal Štrba, Milan Pilgr
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The paper deals with the problems of the actual behavior, failure mechanism and load-carrying capacity of the special bolt connection developed and intended for the assembly connections of truss main girders of perspective railway temporary steel bridges. Within the framework of this problem solution, several types of structural details of assembly joints have been considered as the conceptual structural design. Based on the preliminary evaluation of advantages or disadvantages of these ones, in principle two basic structural configurations – so-called “tooth” and “splice-plate” connections have been selected for the subsequent detailed investigation. This investigation is mainly based on the experimental verification of the actual behavior, strain and failure mechanism and corresponding strength of the connection, and on its numerical modeling using FEM. This paper is focused only on the cyclic loading (fatigue) tests results of “splice-plate” connections and their evaluation, which have already been finished. Simultaneously with the fatigue tests, the static loading tests have been realized too, but these ones, as well as FEM numerical modeling, are not the subject of this paper.
Keywords: Bolt assembly connection, Cyclic loading, Failure mechanisms, Fatigue strength, Steel structure, Structural detail category, Temporary railway bridge.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2162496 Minimization of Switching Losses in Cascaded Multilevel Inverters Using Efficient Sequential Switching Hybrid-Modulation Techniques
Authors: P. Satish Kumar, K. Ramakrishna, Ch. Lokeshwar Reddy, G. Sridhar
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This paper presents two different sequential switching hybrid-modulation strategies and implemented for cascaded multilevel inverters. Hybrid modulation strategies represent the combinations of Fundamental-frequency pulse width modulation (FFPWM) and Multilevel sinusoidal-modulation (MSPWM) strategies, and are designed for performance of the well-known Alternative Phase opposition disposition (APOD), Phase shifted carrier (PSC). The main characteristics of these modulations are the reduction of switching losses with good harmonic performance, balanced power loss dissipation among the devices with in a cell, and among the series-connected cells. The feasibility of these modulations is verified through spectral analysis, power loss analysis and simulation.
Keywords: Cascaded multilevel inverters, hybrid modulation, power loss analysis, pulse width modulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2980495 Hybrid TOA/AOA Schemes for Mobile Location in Cellular Communication Systems
Authors: Chien-Sheng Chen, Szu-Lin Su, Chuan-Der Lu
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Wireless location is to determine the mobile station (MS) location in a wireless cellular communications system. When fewer base stations (BSs) may be available for location purposes or the measurements with large errors in non-line-of-sight (NLOS) environments, it is necessary to integrate all available heterogeneous measurements to achieve high location accuracy. This paper illustrates a hybrid proposed schemes that combine time of arrival (TOA) at three BSs and angle of arrival (AOA) information at the serving BS to give a location estimate of the MS. The proposed schemes mitigate the NLOS effect simply by the weighted sum of the intersections between three TOA circles and the AOA line without requiring a priori information about the NLOS error. Simulation results show that the proposed methods can achieve better accuracy when compare with Taylor series algorithm (TSA) and the hybrid lines of position algorithm (HLOP).
Keywords: Time of arrival (TOA), angle of arrival (AOA), non-line-of-sight (NLOS).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2501494 Biography of the Earth in the Light of the Laws of Classical Physics
Authors: I. V. Kuzminov
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The proposed article is an analytical review of previously published articles in the series "Physics of Gravity", "The Picture of the World by Second Law of Thermodynamics" and others. The article shows the key role of the forces of gravity and the action of the second law of thermodynamics in shaping the picture of the world. In other words, the second law of thermodynamics can be called the law of matter cooling. The action in the compartment of the inverse temperature dependence of the forces of gravity and the second law of thermodynamics is carried out by the processes of separation, condensation, phase transitions, and transformation of matter. On the basis of the proposed concept, along the way, completely new versions of the development of events in the biography of the Earth are put forward. For example, new versions of the origin of planets, the origin of continents and others are being put forward. This article contains a list of articles and videos that are somehow related to the proposed topic. Articles and videos are presented in English and Russian.
Keywords: Gravity, the second law of thermodynamics, electron rotation, inverse temperature dependence, inertia forces, centrifugal forces.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 127493 Application of Artificial Neural Network for the Prediction of Pressure Distribution of a Plunging Airfoil
Authors: F. Rasi Maezabadi, M. Masdari, M. R. Soltani
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Series of experimental tests were conducted on a section of a 660 kW wind turbine blade to measure the pressure distribution of this model oscillating in plunging motion. In order to minimize the amount of data required to predict aerodynamic loads of the airfoil, a General Regression Neural Network, GRNN, was trained using the measured experimental data. The network once proved to be accurate enough, was used to predict the flow behavior of the airfoil for the desired conditions. Results showed that with using a few of the acquired data, the trained neural network was able to predict accurate results with minimal errors when compared with the corresponding measured values. Therefore with employing this trained network the aerodynamic coefficients of the plunging airfoil, are predicted accurately at different oscillation frequencies, amplitudes, and angles of attack; hence reducing the cost of tests while achieving acceptable accuracy.Keywords: Airfoil, experimental, GRNN, Neural Network, Plunging.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1655492 Investigation on Metalosalen Complexes Binding to DNA using Ab Initio Calculations
Authors: M. Jahangiri Lahkani, Gh. Ghassemi, N. Sohrabi, N. Rasooli
Abstract:
Geometry optimizations of metal complexes of Salen(bis(Salicylidene)1,2-ethylenediamine) were carried out at HF and DFT methods employing Lanl2DZ basis set. In this work structural, energies, bond lengths and other physical properties between Mn2+,Cu2+ and Ni2+ ions coordinated by salen–type ligands are examined. All calculations were performed using Gaussian 98W program series. To investigate local aromaticities, NICS were calculated at all centers of rings. The higher the band gap indicating a higher global aromaticity. The possible binding energies have been evaluated. We have evaluated Frequencies and Zero-point energy with freq calculation. The NICS(Nucleous Independent Chemical Shift) Results show Ni(II) complexes are antiaromatic and aromaticites of Mn(II) complexes are larger than Cu(II) complexes. The energy Results show Cu(II) complexes are stability than Mn(II) and Ni(II) complexes.
Keywords: Frequency Calculation, Hartree-Fock (HF), Nucleous Independent Chemical Shift (NICS), Salen(bis(Salicylidene)1, 2-ethylenediamine).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1621491 Comparing the Behaviour of the FRP and Steel Reinforced Shear Walls under Cyclic Seismic Loading in Aspect of the Energy Dissipation
Authors: H. Rahman, T. Donchev, D. Petkova
Abstract:
Earthquakes claim thousands of lives around the world annually due to inadequate design of lateral load resisting systems particularly shear walls. Additionally, corrosion of the steel reinforcement in concrete structures is one of the main challenges in construction industry. Fibre Reinforced Polymer (FRP) reinforcement can be used as an alternative to traditional steel reinforcement. FRP has several excellent mechanical properties than steel such as high resistance to corrosion, high tensile strength and light self-weight; additionally, it has electromagnetic neutrality advantageous to the structures where it is important such as hospitals, some laboratories and telecommunications. This paper is about results of experimental research and it is incorporating experimental testing of two medium-scale concrete shear wall samples; one reinforced with Basalt FRP (BFRP) bar and one reinforced with steel bars as a control sample. The samples are tested under quasi-static-cyclic loading following modified ATC-24 protocol standard seismic loading. The results of both samples are compared to allow a judgement about performance of BFRP reinforced against steel reinforced concrete shear walls. The results of the conducted researches show a promising momentum toward utilisation of the BFRP as an alternative to traditional steel reinforcement with the aim of improving durability with suitable energy dissipation in the reinforced concrete shear walls.Keywords: Shear walls, internal FRP reinforcement, cyclic loading, energy dissipation and seismic behaviour.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 744490 Behaviour of Masonry Wall Constructed using Interlocking Soil Cement Bricks
Authors: Ahmad Z., Othman S. Z., Md Yunus B., Mohamed A.
Abstract:
According to the masonry standard the compressive strength is basically dependent on factors such as the mortar strength and the relative values of unit and mortar strength. However interlocking brick has none or less use of mortar. Therefore there is a need to investigate the behavior of masonry walls using interlocking bricks. In this study a series of tests have been conducted; physical properties and compressive strength of brick units and masonry walls were constructed from interlocking bricks and tested under constant vertical load at different eccentricities. The purpose of the experimental investigations is to obtain the force displacement curves, analyze the behavior of masonry walls. The results showed that the brick is categorized as common brick (BS 3921:1985) and severe weathering grade (ASTM C62). The maximum compressive stress of interlocking brick wall is 3.6 N/mm2 and fulfilled the requirement of standard for residential building.Keywords: Interlocking brick, soil-cement brick, masonry wall, compressive strength, eccentricities
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