Search results for: system models
9012 Towards Developing a Self-Explanatory Scheduling System Based on a Hybrid Approach
Authors: Jian Zheng, Yoshiyasu Takahashi, Yuichi Kobayashi, Tatsuhiro Sato
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In the study, we present a conceptual framework for developing a scheduling system that can generate self-explanatory and easy-understanding schedules. To this end, a user interface is conceived to help planners record factors that are considered crucial in scheduling, as well as internal and external sources relating to such factors. A hybrid approach combining machine learning and constraint programming is developed to generate schedules and the corresponding factors, and accordingly display them on the user interface. Effects of the proposed system on scheduling are discussed, and it is expected that scheduling efficiency and system understandability will be improved, compared with previous scheduling systems.Keywords: Constraint programming, Factors considered in scheduling, machine learning, scheduling system.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14349011 Application of Build-up and Wash-off Models for an East-Australian Catchment
Authors: Iqbal Hossain, Monzur Alam Imteaz, Mohammed Iqbal Hossain
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Estimation of stormwater pollutants is a pre-requisite for the protection and improvement of the aquatic environment and for appropriate management options. The usual practice for the stormwater quality prediction is performed through water quality modeling. However, the accuracy of the prediction by the models depends on the proper estimation of model parameters. This paper presents the estimation of model parameters for a catchment water quality model developed for the continuous simulation of stormwater pollutants from a catchment to the catchment outlet. The model is capable of simulating the accumulation and transportation of the stormwater pollutants; suspended solids (SS), total nitrogen (TN) and total phosphorus (TP) from a particular catchment. Rainfall and water quality data were collected for the Hotham Creek Catchment (HTCC), Gold Coast, Australia. Runoff calculations from the developed model were compared with the calculated discharges from the widely used hydrological models, WBNM and DRAINS. Based on the measured water quality data, model water quality parameters were calibrated for the above-mentioned catchment. The calibrated parameters are expected to be helpful for the best management practices (BMPs) of the region. Sensitivity analyses of the estimated parameters were performed to assess the impacts of the model parameters on overall model estimations of runoff water quality.Keywords: Calibration, Model Parameters, Suspended Solids, TotalNitrogen, Total Phosphorus.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21829010 Liveness Detection for Embedded Face Recognition System
Authors: Hyung-Keun Jee, Sung-Uk Jung, Jang-Hee Yoo
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To increase reliability of face recognition system, the system must be able to distinguish real face from a copy of face such as a photograph. In this paper, we propose a fast and memory efficient method of live face detection for embedded face recognition system, based on the analysis of the movement of the eyes. We detect eyes in sequential input images and calculate variation of each eye region to determine whether the input face is a real face or not. Experimental results show that the proposed approach is competitive and promising for live face detection.Keywords: Liveness Detection, Eye detection, SQI.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31809009 Design and Fabrication of Stent with Negative Poisson’s Ratio
Authors: S. K. Bhullar, J. Ko, F. Ahmed, M. B. G. Jun
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The negative Poisson’s ratios can be described in terms of models based on the geometry of the system and the way this geometry changes due to applied loads. As the Poisson’s ratio does not depend on scale hence deformation can take place at the nano to macro level the only requirement is the right combination of the geometry. Our thrust in this paper is to combine our knowledge of tailored enhanced mechanical properties of the materials having negative Poisson’s ratio with the micromachining and electrospining technology to develop a novel stent carrying a drug delivery system. Therefore, the objective of this paper includes (i) fabrication of a micromachined metal sheet tailored with structure having negative Poisson’s ratio through rotating solid squares geometry using femtosecond laser ablation; (ii) rolling fabricated structure and welding to make a tubular structure (iii) wrapping it with nanofibers of biocompatible polymer PCL (polycaprolactone) for drug delivery (iv) analysis of the functional and mechanical performance of fabricated structure analytically and experimentally. Further, as the applications concerned, tubular structures have potential in biomedical for example hollow tubes called stents are placed inside to provide mechanical support to a damaged artery or diseased region and to open a blocked esophagus thus allowing feeding capacity and improving quality of life.
Keywords: Micromachining, electrospining, auxetic materials, enhanced mechanical properties.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 36879008 Further Investigation of α+12C and α+16O Elastic Scattering
Authors: Sh. Hamada
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The current work aims to study the rainbow like-structure observed in the elastic scattering of alpha particles on both 12C and 16O nuclei. We reanalyzed the experimental elastic scattering angular distributions data for α+12C and α+16O nuclear systems at different energies using both optical model and double folding potential of different interaction models such as: CDM3Y1, DDM3Y1, CDM3Y6 and BDM3Y1. Potential created by BDM3Y1 interaction model has the shallowest depth which reflects the necessity to use higher renormalization factor (Nr). Both optical model and double folding potential of different interaction models fairly reproduce the experimental data.Keywords: Nuclear rainbow, elastic scattering, optical model, double folding, density distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17149007 Risk Level Evaluation for Power System Facilities in Smart Grid
Authors: Sung-Hun Lee, Yun-Seong Lee, Jin-O Kim
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Reliability Centered Maintenance(RCM) is one of most widely used methods in the modern power system to schedule a maintenance cycle and determine the priority of inspection. In order to apply the RCM method to the Smart Grid, a precedence study for the new structure of rearranged system should be performed due to introduction of additional installation such as renewable and sustainable energy resources, energy storage devices and advanced metering infrastructure. This paper proposes a new method to evaluate the priority of maintenance and inspection of the power system facilities in the Smart Grid using the Risk Priority Number. In order to calculate that risk index, it is required that the reliability block diagram should be analyzed for the Smart Grid system. Finally, the feasible technical method is discussed to estimate the risk potential as part of the RCM procedure.Keywords: Expert System, FMECA, Fuzzy Theory, Reliability Centered Maintenance, Risk Priority Number
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17829006 Proposition for a New Approach of Version Control System Based On ECA Active Rules
Authors: S. Benhamed, S. Hocine, D. Benhamamouch
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We try to give a solution of version control for documents in web service, that-s why we propose a new approach used specially for the XML documents. The new approach is applied in a centralized repository, this repository coexist with other repositories in a decentralized system. To achieve the activities of this approach in a standard model we use the ECA active rules. We also show how the Event-Condition-Action rules (ECA rules) have been incorporated as a mechanism for the version control of documents. The need to integrate ECA rules is that it provides a clear declarative semantics and induces an immediate operational realization in the system without the need for human intervention.Keywords: ECA Rule, Web service, version control system, propagation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13739005 A Tool for Checking Conformance of UML Specification
Authors: Rosziati Ibrahim, Noraini Ibrahim
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Unified Modeling Language (UML) is a standard language for modeling of a system. UML is used to visually specify the structure and behavior of a system. The system requirements are captured and then converted into UML specification. UML specification uses a set of rules and notations, and diagrams to specify the system requirements. In this paper, we present a tool for developing the UML specification. The tool will ease the use of the notations and diagrams for UML specification as well as increase the understanding and familiarity of the UML specification. The tool will also be able to check the conformance of the diagrams against each other for basic compliance of UML specification.Keywords: Software Engineering, Unified Modeling Language (UML), UML Specification.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22069004 Minimization of Power Loss in Distribution Networks by Different Techniques
Authors: L.Ramesh, S.P.Chowdhury, S.Chowdhury, A.A.Natarajan, C.T.Gaunt
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Accurate loss minimization is the critical component for efficient electrical distribution power flow .The contribution of this work presents loss minimization in power distribution system through feeder restructuring, incorporating DG and placement of capacitor. The study of this work was conducted on IEEE distribution network and India Electricity Board benchmark distribution system. The executed experimental result of Indian system is recommended to board and implement practically for regulated stable output.Keywords: Distribution system, Distributed Generation LossMinimization, Network Restructuring
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 62329003 Individual Actuators of a Car-Like Robot with Back Trailer
Authors: Tarek M. Nazih El-Derini, Ahmed K. El-Shenawy
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This paper presents the hardware implemented and validation for a special system to assist the unprofessional users of car with back trailers. The system consists of two platforms; the front car platform (C) and the trailer platform (T). The main objective is to control the Trailer platform using the actuators found in the front platform (c). The mobility of the platform (C) is investigated and inverse and forward kinematics model is obtained for both platforms (C) and (T).The system is simulated using Matlab M-file and the simulation examples results illustrated the system performance. The system is constructed with a hardware setup for the front and trailer platform. The hardware experimental results and the simulated examples outputs showed the validation of the hardware setup.
Keywords: Kinematics, Modeling, Wheeled Mobile Robot.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23089002 Defining a Semantic Web-based Framework for Enabling Automatic Reasoning on CIM-based Management Platforms
Authors: Fernando Alonso, Rafael Fernandez, Sonia Frutos, Javier Soriano
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CIM is the standard formalism for modeling management information developed by the Distributed Management Task Force (DMTF) in the context of its WBEM proposal, designed to provide a conceptual view of the managed environment. In this paper, we propose the inclusion of formal knowledge representation techniques, based on Description Logics (DLs) and the Web Ontology Language (OWL), in CIM-based conceptual modeling, and then we examine the benefits of such a decision. The proposal is specified as a CIM metamodel level mapping to a highly expressive subset of DLs capable of capturing all the semantics of the models. The paper shows how the proposed mapping provides CIM diagrams with precise semantics and can be used for automatic reasoning about the management information models, as a design aid, by means of newgeneration CASE tools, thanks to the use of state-of-the-art automatic reasoning systems that support the proposed logic and use algorithms that are sound and complete with respect to the semantics. Such a CASE tool framework has been developed by the authors and its architecture is also introduced. The proposed formalization is not only useful at design time, but also at run time through the use of rational autonomous agents, in response to a need recently recognized by the DMTF.Keywords: CIM, Knowledge-based Information Models, OntologyLanguages, OWL, Description Logics, Integrated Network Management, Intelligent Agents, Automatic Reasoning Techniques.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15549001 Fuzzy Based Stabilizer Control System for Quad-Rotor
Authors: B. G. Sampath, K. C. R. Perera, W. A. S. I. Wijesuriya, V. P. C. Dassanayake
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In this paper the design, development and testing of a stabilizer control system for a Quad-rotor is presented which is focused on the maneuverability. The mechanical design is performed along with the design of the controlling algorithm which is devised using fuzzy logic controller. The inputs for the system are the angular positions and angular rates of the Quad-rotor relative to three axes. Then the output data is filtered from an accelerometer and a gyroscope through a Kalman filter. In the development of the stability controlling system Mandani fuzzy model is incorporated. The results prove that the fuzzy based stabilizer control system is superior in high dynamic disturbances compared to the traditional systems which use PID integrated stabilizer control systems.
Keywords: Fuzzy stabilizer, maneuverability, PID, Quad-rotor.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 40329000 Modeling Concave Globoidal Cam with Swinging Roller Follower : A Case Study
Authors: Nguyen Van Tuong, Premysl Pokorny
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This paper describes a computer-aided design for design of the concave globoidal cam with cylindrical rollers and swinging follower. Four models with different modeling methods are made from the same input data. The input data are angular input and output displacements of the cam and the follower and some other geometrical parameters of the globoidal cam mechanism. The best cam model is the cam which has no interference with the rollers when their motions are simulated in assembly conditions. The angular output displacement of the follower for the best cam is also compared with that of in the input data to check errors. In this study, Pro/ENGINEER® Wildfire 2.0 is used for modeling the cam, simulating motions and checking interference and errors of the system.Keywords: Globoidal cam, sweep, pitch surface, modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 36648999 MPPT Operation for PV Grid-connected System using RBFNN and Fuzzy Classification
Authors: A. Chaouachi, R. M. Kamel, K. Nagasaka
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This paper presents a novel methodology for Maximum Power Point Tracking (MPPT) of a grid-connected 20 kW Photovoltaic (PV) system using neuro-fuzzy network. The proposed method predicts the reference PV voltage guarantying optimal power transfer between the PV generator and the main utility grid. The neuro-fuzzy network is composed of a fuzzy rule-based classifier and three Radial Basis Function Neural Networks (RBFNN). Inputs of the network (irradiance and temperature) are classified before they are fed into the appropriated RBFNN for either training or estimation process while the output is the reference voltage. The main advantage of the proposed methodology, comparing to a conventional single neural network-based approach, is the distinct generalization ability regarding to the nonlinear and dynamic behavior of a PV generator. In fact, the neuro-fuzzy network is a neural network based multi-model machine learning that defines a set of local models emulating the complex and non-linear behavior of a PV generator under a wide range of operating conditions. Simulation results under several rapid irradiance variations proved that the proposed MPPT method fulfilled the highest efficiency comparing to a conventional single neural network.
Keywords: MPPT, neuro-fuzzy, RBFN, grid-connected, photovoltaic.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31818998 Computer-Assisted Piston-Driven Ventilator for Total Liquid Breathing
Authors: Miguel A. Gómez, Enrique Hilario, Francisco J. Alvarez, Elena Gastiasoro, Antonia Alvarez, Jose A. Casla, Jorge Arguinchona, Juan L. Larrabe
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Total liquid ventilation can support gas exchange in animal models of lung injury. Clinical application awaits further technical improvements and performance verification. Our aim was to develop a liquid ventilator, able to deliver accurate tidal volumes, and a computerized system for measuring lung mechanics. The computer-assisted, piston-driven respirator controlled ventilatory parameters that were displayed and modified on a real-time basis. Pressure and temperature transducers along with a lineal displacement controller provided the necessary signals to calculate lung mechanics. Ten newborn lambs (<6 days old) with respiratory failure induced by lung lavage, were monitored using the system. Electromechanical, hydraulic and data acquisition/analysis components of the ventilator were developed and tested in animals with respiratory failure. All pulmonary signals were collected synchronized in time, displayed in real-time, and archived on digital media. The total mean error (due to transducers, A/D conversion, amplifiers, etc.) was less than 5% compared to calibrated signals. Improvements in gas exchange and lung mechanics were observed during liquid ventilation, without impairment of cardiovascular profiles. The total liquid ventilator maintained accurate control of tidal volumes and the sequencing of inspiration/expiration. The computerized system demonstrated its ability to monitor in vivo lung mechanics, providing valuable data for early decision-making.
Keywords: Immature lamb, perfluorocarbon, pressure-limited, total liquid ventilation, ventilator, volume-controlled.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18028997 Development of an Autonomous Greenhouse Gas Monitoring System
Authors: Breda M. Kiernan, Cormac Fay, Stephen Beirne, Dermot Diamond
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This paper describes the designs of a first and second generation autonomous gas monitoring system and the successful field trial of the final system (2nd generation). Infrared sensing technology is used to detect and measure the greenhouse gases methane (CH4) and carbon dioxide (CO2) at point sources. The ability to monitor real-time events is further enhanced through the implementation of both GSM and Bluetooth technologies to communicate these data in real-time. These systems are robust, reliable and a necessary tool where the monitoring of gas events in real-time are needed.Keywords: Environmental monitoring, infrared sensing, autonomous system.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22518996 Adaptive Sliding Mode Observer for a Class of Systems
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16608995 An E-Retailing System Architecture Based on Cloud Computing
Authors: Chanchai Supaartagorn
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E-retailing is the sale of goods online that takes place over the Internet. The Internet has shrunk the entire World. World eretailing is growing at an exponential rate in the Americas, Europe and Asia. However, e-retailing costs require expensive investment, such as hardware, software, and security systems. Cloud computing technology is internet-based computing for the management and delivery of applications and services. Cloud-based e-retailing application models allow enterprises to lower their costs with their effective implementation of e-retailing activities. In this paper, we describe the concept of cloud computing and present the architecture of cloud computing, combining the features of e-retailing. In addition, we propose a strategy for implementing cloud computing with e-retailing. Finally, we explain the benefits from the architecture.Keywords: Architecture, cloud computing, e-retailing, internet-based.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31688994 Towards Development of Solution for Business Process-Oriented Data Analysis
Authors: M. Klimavicius
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This paper proposes a modeling methodology for the development of data analysis solution. The Author introduce the approach to address data warehousing issues at the at enterprise level. The methodology covers the process of the requirements eliciting and analysis stage as well as initial design of data warehouse. The paper reviews extended business process model, which satisfy the needs of data warehouse development. The Author considers that the use of business process models is necessary, as it reflects both enterprise information systems and business functions, which are important for data analysis. The Described approach divides development into three steps with different detailed elaboration of models. The Described approach gives possibility to gather requirements and display them to business users in easy manner.Keywords: Data warehouse, data analysis, business processmanagement.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13908993 Prediction on Housing Price Based on Deep Learning
Authors: Li Yu, Chenlu Jiao, Hongrun Xin, Yan Wang, Kaiyang Wang
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In order to study the impact of various factors on the housing price, we propose to build different prediction models based on deep learning to determine the existing data of the real estate in order to more accurately predict the housing price or its changing trend in the future. Considering that the factors which affect the housing price vary widely, the proposed prediction models include two categories. The first one is based on multiple characteristic factors of the real estate. We built Convolution Neural Network (CNN) prediction model and Long Short-Term Memory (LSTM) neural network prediction model based on deep learning, and logical regression model was implemented to make a comparison between these three models. Another prediction model is time series model. Based on deep learning, we proposed an LSTM-1 model purely regard to time series, then implementing and comparing the LSTM model and the Auto-Regressive and Moving Average (ARMA) model. In this paper, comprehensive study of the second-hand housing price in Beijing has been conducted from three aspects: crawling and analyzing, housing price predicting, and the result comparing. Ultimately the best model program was produced, which is of great significance to evaluation and prediction of the housing price in the real estate industry.
Keywords: Deep learning, convolutional neural network, LSTM, housing prediction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 49908992 TRS: System for Recommending Semantic Web Service Composition Approaches
Authors: Sandeep Kumar, R. B. Mishra
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A large number of semantic web service composition approaches are developed by the research community and one is more efficient than the other one depending on the particular situation of use. So a close look at the requirements of ones particular situation is necessary to find a suitable approach to use. In this paper, we present a Technique Recommendation System (TRS) which using a classification of state-of-art semantic web service composition approaches, can provide the user of the system with the recommendations regarding the use of service composition approach based on some parameters regarding situation of use. TRS has modular architecture and uses the production-rules for knowledge representation.Keywords: Classification, composition techniques, recommendation system, rule-based, semantic web service.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13778991 Seismic Performance of Slopes Subjected to Earthquake Mainshock Aftershock Sequences
Authors: Alisha Khanal, Gokhan Saygili
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It is commonly observed that aftershocks follow the mainshock. Aftershocks continue over a period of time with a decreasing frequency and typically there is not sufficient time for repair and retrofit between a mainshock–aftershock sequence. Usually, aftershocks are smaller in magnitude; however, aftershock ground motion characteristics such as the intensity and duration can be greater than the mainshock due to the changes in the earthquake mechanism and location with respect to the site. The seismic performance of slopes is typically evaluated based on the sliding displacement predicted to occur along a critical sliding surface. Various empirical models are available that predict sliding displacement as a function of seismic loading parameters, ground motion parameters, and site parameters but these models do not include the aftershocks. The seismic risks associated with the post-mainshock slopes ('damaged slopes') subjected to aftershocks is significant. This paper extends the empirical sliding displacement models for flexible slopes subjected to earthquake mainshock-aftershock sequences (a multi hazard approach). A dataset was developed using 144 pairs of as-recorded mainshock-aftershock sequences using the Pacific Earthquake Engineering Research Center (PEER) database. The results reveal that the combination of mainshock and aftershock increases the seismic demand on slopes relative to the mainshock alone; thus, seismic risks are underestimated if aftershocks are neglected.
Keywords: Seismic slope stability, sliding displacement, mainshock, aftershock, landslide, earthquake.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8988990 Design of Nonlinear Observer by Using Augmented Linear System based on Formal Linearization of Polynomial Type
Authors: Kazuo Komatsu, Hitoshi Takata
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The objective of this study is to propose an observer design for nonlinear systems by using an augmented linear system derived by application of a formal linearization method. A given nonlinear differential equation is linearized by the formal linearization method which is based on Taylor expansion considering up to the higher order terms, and a measurement equation is transformed into an augmented linear one. To this augmented dimensional linear system, a linear estimation theory is applied and a nonlinear observer is derived. As an application of this method, an estimation problem of transient state of electric power systems is studied, and its numerical experiments indicate that this observer design shows remarkable performances for nonlinear systems.
Keywords: nonlinear system, augmented linear system, nonlinear observer, formal linearization, electric power system.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15808989 Vision Based People Tracking System
Authors: Boukerch Haroun, Luo Qing Sheng, Li Hua Shi, Boukraa Sebti
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In this paper we present the design and the implementation of a target tracking system where the target is set to be a moving person in a video sequence. The system can be applied easily as a vision system for mobile robot. The system is composed of two major parts the first is the detection of the person in the video frame using the SVM learning machine based on the “HOG” descriptors. The second part is the tracking of a moving person it’s done by using a combination of the Kalman filter and a modified version of the Camshift tracking algorithm by adding the target motion feature to the color feature, the experimental results had shown that the new algorithm had overcame the traditional Camshift algorithm in robustness and in case of occlusion.
Keywords: Camshift Algorithm, Computer Vision, Kalman Filter, Object tracking.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13328988 The Proof of Analogous Results for Martingales and Partial Differential Equations Options Price Valuation Formulas Using Stochastic Differential Equation Models in Finance
Authors: H. D. Ibrahim, H. C. Chinwenyi, A. H. Usman
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Valuing derivatives (options, futures, swaps, forwards, etc.) is one uneasy task in financial mathematics. The two ways this problem can be effectively resolved in finance is by the use of two methods (Martingales and Partial Differential Equations (PDEs)) to obtain their respective options price valuation formulas. This research paper examined two different stochastic financial models which are Constant Elasticity of Variance (CEV) model and Black-Karasinski term structure model. Assuming their respective option price valuation formulas, we proved the analogous of the Martingales and PDEs options price valuation formulas for the two different Stochastic Differential Equation (SDE) models. This was accomplished by using the applications of Girsanov theorem for defining an Equivalent Martingale Measure (EMM) and the Feynman-Kac theorem. The results obtained show the systematic proof for analogous of the two (Martingales and PDEs) options price valuation formulas beginning with the Martingales option price formula and arriving back at the Black-Scholes parabolic PDEs and vice versa.
Keywords: Option price valuation, Martingales, Partial Differential Equations, PDEs, Equivalent Martingale Measure, Girsanov Theorem, Feyman-Kac Theorem, European Put Option.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3868987 Creation of Economic and Social Value by Social Entrepreneurship for Sustainable Development
Authors: Ahaskar Pandey, Gaurav Mukherjee, Sushil Kumar
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The ever growing sentiment of environmentalism across the globe has made many people think on the green lines. But most of such ideas halt short of implementation because of the short term economic viability issues with the concept of going green. In this paper we have tried to amalgamate the green concept with social entrepreneurship for solving a variety of issues faced by the society today. In addition the paper also tries to ensure that the short term economic viability does not act as a deterrent. The paper comes up three sustainable models of social entrepreneurship which tackle a wide assortment of issues such as nutrition problem, land problems, pollution problems and employment problems. The models described fall under the following heads: - Spirulina cultivation: The model addresses nutrition, land and employment issues. It deals with cultivation of a blue green alga called Spirulina which can be used as a very nutritious food. Also, the implementation of this model would bring forth employment to the poor people of the area. - Biocomposites: The model comes up with various avenues in which biocomposites can be used in an economically sustainable manner. This model deals with the environmental concerns and addresses the depletion of natural resources. - Packaging material from empty fruit bunches (EFB) of oil palm: This one deals with air and land pollution. It is intended to be a substitute for packaging materials made from Styrofoam and plastics which are non-biodegradable. It takes care of the biodegradability and land pollution issues. It also reduces air pollution as the empty fruit bunches are not incinerated. All the three models are sustainable and do not deplete the natural resources any further. This paper explains each of the models in detail and deals with the operational/manufacturing procedures and cost analysis while also throwing light on the benefits derived and sustainability aspects.
Keywords: Biodegradable, Pollution, Social entrepreneurship, Sustainability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18218986 Wireless Distributed Load-Shedding Management System for Non-Emergency Cases
Authors: Taha Landolsi, A. R. Al-Ali, Tarik Ozkul, Mohammad A. Al-Rousan
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In this paper, we present a cost-effective wireless distributed load shedding system for non-emergency scenarios. In power transformer locations where SCADA system cannot be used, the proposed solution provides a reasonable alternative that combines the use of microcontrollers and existing GSM infrastructure to send early warning SMS messages to users advising them to proactively reduce their power consumption before system capacity is reached and systematic power shutdown takes place. A novel communication protocol and message set have been devised to handle the messaging between the transformer sites, where the microcontrollers are located and where the measurements take place, and the central processing site where the database server is hosted. Moreover, the system sends warning messages to the endusers mobile devices that are used as communication terminals. The system has been implemented and tested via different experimental results.Keywords: Smart Grid, Load shedding, Demand SideManagement, GSM Wireless Networks, SCADA systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26278985 Fast and Efficient On-Chip Interconnection Modeling for High Speed VLSI Systems
Authors: A.R. Aswatha, T. Basavaraju, S. Sandeep Kumar
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Timing driven physical design, synthesis, and optimization tools need efficient closed-form delay models for estimating the delay associated with each net in an integrated circuit (IC) design. The total number of nets in a modern IC design has increased dramatically and exceeded millions. Therefore efficient modeling of interconnection is needed for high speed IC-s. This paper presents closed–form expressions for RC and RLC interconnection trees in current mode signaling, which can be implemented in VLSI design tool. These analytical model expressions can be used for accurate calculation of delay after the design clock tree has been laid out and the design is fully routed. Evaluation of these analytical models is several orders of magnitude faster than simulation using SPICE.Keywords: IC design, RC/RLC Interconnection, VLSI Systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15068984 Use of GIS for the Performance Evaluation of Canal Irrigation System in Rice Wheat Cropping Zone
Authors: Umm-e- Kalsoom, M. Arshad, Sadia Iqbal, M. Usman, M. Adnan
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The research study evaluated the performance of irrigation system by using special scientific tools like Remote Sensing and GIS technology, so that proper measurements could be taken for the sustainable agriculture and water management. Different performance evaluation parameters had been calculated for the purposed data was gathered from field investigation and different government and private organizations. According to the calculations, organic matter ranges from 0.19% (low value) to 0.76% (high value). In flat irrigation system for wheat yield ranges from 3347.16 to 5260.39 kg/ha, while the total water applied to wheat crop ranges from 252.94 to 279.19 mm and WUE ranges from 13.07 to 18.37 kg/ha/mm. For rice yield ranges from 3347.47 to 5433.07 kg/ha with total water supplied to rice crop ranges from 764.71 to 978.15 mm and WUE ranges from 3.49 to 5.71 kg/ha/mm. Similarly, in raised bed system wheat yield ranges from 4569.13 to 6008.60 kg/ha, total water supplied ranges from 158.87 to 185.09 mm and WUE ranges from 27.20 to 33.54 kg/ha/mm while in rice crop, yield ranges from 5285.04 to 6716.69 kg/ha, total water supplied ranges from 600.72 to 755.06 mm and WUE ranges from 6.41 to 10.05 kg/ha/mm. Almost 51.3% water saving is observed in bed irrigation system as compared to flat system. Less water supplied to beds is more affective as its WUE value is higher than flat system where more water is supplied in both the seasons. Similarly, RWS values show that maximum water deficit while minimum area is getting adequate water supply. Greater yield is recorded in bed system as plant per square meter is more in bed system in comparison of flat system Thus, the integration of GIS tools to regularly compute performance indices could provide irrigation managers with the means for managing efficiently the irrigation system.Keywords: Field survey, Relative Water Supply (RWS), Remote sensing maps, Water Use Efficiency (WUE).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24168983 Series-Parallel Systems Reliability Optimization Using Genetic Algorithm and Statistical Analysis
Authors: Essa Abrahim Abdulgader Saleem, Thien-My Dao
Abstract:
The main objective of this paper is to optimize series-parallel system reliability using Genetic Algorithm (GA) and statistical analysis; considering system reliability constraints which involve the redundant numbers of selected components, total cost, and total weight. To perform this work, firstly the mathematical model which maximizes system reliability subject to maximum system cost and maximum system weight constraints is presented; secondly, a statistical analysis is used to optimize GA parameters, and thirdly GA is used to optimize series-parallel systems reliability. The objective is to determine the strategy choosing the redundancy level for each subsystem to maximize the overall system reliability subject to total cost and total weight constraints. Finally, the series-parallel system case study reliability optimization results are showed, and comparisons with the other previous results are presented to demonstrate the performance of our GA.
Keywords: Genetic algorithm, optimization, reliability, statistical analysis.
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