Search results for: work performance
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 9212

Search results for: work performance

7922 Performance Evaluation of a Neural Network based General Purpose Space Vector Modulator

Authors: A.Muthuramalingam, S.Himavathi

Abstract:

Space Vector Modulation (SVM) is an optimum Pulse Width Modulation (PWM) technique for an inverter used in a variable frequency drive applications. It is computationally rigorous and hence limits the inverter switching frequency. Increase in switching frequency can be achieved using Neural Network (NN) based SVM, implemented on application specific chips. This paper proposes a neural network based SVM technique for a Voltage Source Inverter (VSI). The network proposed is independent of switching frequency. Different architectures are investigated keeping the total number of neurons constant. The performance of the inverter is compared for various switching frequencies for different architectures of NN based SVM. From the results obtained, the network with minimum resource and appropriate word length is identified. The bit precision required for this application is identified. The network with 8-bit precision is implemented in the IC XCV 400 and the results are presented. The performance of NN based general purpose SVM with higher bit precision is discussed.

Keywords: NN based SVM, FPGA Implementation, LayerMultiplexing, NN structure and Resource Reduction, PerformanceEvaluation

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7921 Per Flow Packet Scheduling Scheme to Improve the End-to-End Fairness in Mobile Ad Hoc Wireless Network

Authors: K. Sasikala, R. S. D Wahidabanu

Abstract:

Various fairness models and criteria proposed by academia and industries for wired networks can be applied for ad hoc wireless network. The end-to-end fairness in an ad hoc wireless network is a challenging task compared to wired networks, which has not been addressed effectively. Most of the traffic in an ad hoc network are transport layer flows and thus the fairness of transport layer flows has attracted the interest of the researchers. The factors such as MAC protocol, routing protocol, the length of a route, buffer size, active queue management algorithm and the congestion control algorithms affects the fairness of transport layer flows. In this paper, we have considered the rate of data transmission, the queue management and packet scheduling technique. The ad hoc network is dynamic in nature due to various parameters such as transmission of control packets, multihop nature of forwarding packets, changes in source and destination nodes, changes in the routing path influences determining throughput and fairness among the concurrent flows. In addition, the effect of interaction between the protocol in the data link and transport layers has also plays a role in determining the rate of the data transmission. We maintain queue for each flow and the delay information of each flow is maintained accordingly. The pre-processing of flow is done up to the network layer only. The source and destination address information is used for separating the flow and the transport layer information is not used. This minimizes the delay in the network. Each flow is attached to a timer and is updated dynamically. Finite State Machine (FSM) is proposed for queue and transmission control mechanism. The performance of the proposed approach is evaluated in ns-2 simulation environment. The throughput and fairness based on mobility for different flows used as performance metrics. We have compared the performance of the proposed approach with ATP and the transport layer information is used. This minimizes the delay in the network. Each flow is attached to a timer and is updated dynamically. Finite State Machine (FSM) is proposed for queue and transmission control mechanism. The performance of the proposed approach is evaluated in ns-2 simulation environment. The throughput and fairness based on not mobility for different flows used as performance metrics. We have compared the performance of the proposed approach with ATP and MC-MLAS and the performance of the proposed approach is encouraging.

Keywords: ATP, End-to-End fairness, FSM, MAC, QoS.

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7920 A Framework for an Automated Decision Support System for Selecting Safety-Conscious Contractors

Authors: Rawan A. Abdelrazeq, Ahmed M. Khalafallah, Nabil A. Kartam

Abstract:

Selection of competent contractors for construction projects is usually accomplished through competitive bidding or negotiated contracting in which the contract bid price is the basic criterion for selection. The evaluation of contractor’s safety performance is still not a typical criterion in the selection process, despite the existence of various safety prequalification procedures. There is a critical need for practical and automated systems that enable owners and decision makers to evaluate contractor safety performance, among other important contractor selection criteria. These systems should ultimately favor safety-conscious contractors to be selected by the virtue of their past good safety records and current safety programs. This paper presents an exploratory sequential mixed-methods approach to develop a framework for an automated decision support system that evaluates contractor safety performance based on a multitude of indicators and metrics that have been identified through a comprehensive review of construction safety research, and a survey distributed to domain experts. The framework is developed in three phases: (1) determining the indicators that depict contractor current and past safety performance; (2) soliciting input from construction safety experts regarding the identified indicators, their metrics, and relative significance; and (3) designing a decision support system using relational database models to integrate the identified indicators and metrics into a system that assesses and rates the safety performance of contractors. The proposed automated system is expected to hold several advantages including: (1) reducing the likelihood of selecting contractors with poor safety records; (2) enhancing the odds of completing the project safely; and (3) encouraging contractors to exert more efforts to improve their safety performance and practices in order to increase their bid winning opportunities which can lead to significant safety improvements in the construction industry. This should prove useful to decision makers and researchers, alike, and should help improve the safety record of the construction industry.

Keywords: Construction safety, contractor selection, decision support system, relational database.

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7919 Control of A Cart-Ball System Using State-Feedback Controller

Authors: M. Shakir Saat, M. Noh Ahmad, Dr, Amat Amir

Abstract:

A cart-ball system is a challenging system from the control engineering point of view. This is due to the nonlinearities, multivariable, and non-minimum phase behavior present in this system. This paper is concerned with the problem of modeling and control of such system. The objective of control strategy is to place the cart at a desired position while balancing the ball on the top of the arc-shaped track fixed on the cart. A State-Feedback Controller (SFC) with a pole-placement method will be designed in order to control the system. At first, the mathematical model of a cart-ball system in the state-space form is developed. Then, the linearization of a model will be established in order to design a SFC. The integral control strategy will be performed as to control the cart position of a system. Simulation work is then performed using MATLAB/SIMULINK software in order to study the performance of SFC when applied to the system.

Keywords: Cart-Ball System, Integral Control, Pole-PlacementMethod, State-Feedback Controller.

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7918 An Attribute-Centre Based Decision Tree Classification Algorithm

Authors: Gökhan Silahtaroğlu

Abstract:

Decision tree algorithms have very important place at classification model of data mining. In literature, algorithms use entropy concept or gini index to form the tree. The shape of the classes and their closeness to each other some of the factors that affect the performance of the algorithm. In this paper we introduce a new decision tree algorithm which employs data (attribute) folding method and variation of the class variables over the branches to be created. A comparative performance analysis has been held between the proposed algorithm and C4.5.

Keywords: Classification, decision tree, split, pruning, entropy, gini.

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7917 Forecasting of Scaffolding Work Comfort Parameters Based on Data from Meteorological Stations

Authors: I. Szer, J. Szer, M. Pieńko, A. Robak, P. Jamińska-Gadomska

Abstract:

Work at height, such as construction works on scaffoldings, is associated with a considerable risk. Scaffolding workers are usually exposed to changing weather conditions what can additionally increase the risk of dangerous situations. Therefore, it is very important to foresee the risk of adverse conditions to which the worker may be exposed. The data from meteorological stations may be used to asses this risk. However, the dependency between weather conditions on a scaffolding and in the vicinity of meteorological station, should be determined. The paper presents an analysis of two selected environmental parameters which have influence on the behavior of workers – air temperature and wind speed. Measurements of these parameters were made between April and November of 2016 on ten scaffoldings located in different parts of Poland. They were compared with the results taken from the meteorological stations located closest to the studied scaffolding. The results gathered from the construction sites and meteorological stations were not the same, but statistical analyses have shown that they were correlated.

Keywords: Scaffoldings, health and safety at work, temperature, wind speed.

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7916 Enhance the Modeling of BLDC Motor Based on Fuzzy Logic

Authors: Murugan Marimuthu, Jeyabharath Rajaih

Abstract:

This paper describes a simple way to control the speed of PMBLDC motor using Fuzzy logic control method. In the conventional PI controller the performance of the motor system is simulated and the speed is regulated by using PI controller. These methods used to improve the performance of PMSM drives, but in some cases at different operating conditions when the dynamics of the system also vary over time and it can change the reference speed, parameter variations and the load disturbance. The simulation is powered with the MATLAB program to get a reliable and flexible simulation. In order to highlight the effectiveness of the speed control method the FLC method is used. The proposed method targeted in achieving the improved dynamic performance and avoids the variations of the motor drive. This drive has high accuracy, robust operation from near zero to high speed. The effectiveness and flexibility of the individual techniques of the speed control method will be thoroughly discussed for merits and demerits and finally verified through simulation and experimental results for comparative analysis.

Keywords: Hall position sensors, permanent magnet brushless DC motor, PI controller, Fuzzy Controller.

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7915 Numerical Analysis of the Performance of a Shrouded Vertical-Axis Water Turbine based on the NACA 0025 Blade Profile

Authors: M. Raciti Castelli, S. De Betta, E. Benini

Abstract:

This paper presents a numerical analysis of the performance of a five-bladed Darrieus vertical-axis water turbine, based on the NACA 0025 blade profile, for both bare and shrouded configurations. A complete campaign of 2-D simulations, performed for several values of tip speed ratio and based on RANS unsteady calculations, has been performed to obtain the rotor torque and power curves. Also the effect of a NACA-shaped central hydrofoil has been investigated, with the aim of evaluating the impact of a solid blockage on the performance of the shrouded rotor configuration. The beneficial effect of the shroud on rotor overall performances has clearly been evidenced, while the adoption of the central hydrofoil has proved to be detrimental, being the resulting flow slow down (due to the presence of the obstacle) much higher with respect to the flow acceleration (due to the solid blockage effect).

Keywords: CFD, vertical axis water turbine, shroud, NACA 0025

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7914 Drought Stress Indices in Some Silage Maize Cultivars

Authors: Ehsan Shahrabian, Ali Soleymani

Abstract:

Several yield-based stress indices have been developed that may be more applicable to work on drought tolerance. In this study, we investigate possibility of using stress susceptibility index (SSI), tolerance index (TOL), yield stability index (YSI), yield index (YI), stress tolerance index (STI), geometric mean productivity (GMP), harmonic mean (HARM), mean productivity (MP) to identify genotypic performance of some maize cultivars under normal and stressed condition. The results indicate that it was possible to identify superior genotypes for drought tolerance based on their stress indices and generally SSI indices which showed the lowest negative correlation with dry matter yield can be used as the best index for maize breeding programs to introduce drought tolerant hybrids. It was found that SC 647 showed the best behavior under drought stress condition based on TOL and SSI. A higher STI, GMP, and HARM values were attained for ko6. It can be suggested that ko6 should be cultivated in moderate stressful environment of Iran.

Keywords: Index, productivity, stress, susceptibility tolerance, yield.

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7913 The Best Efficiency Point of the Performance of Solar Cell Panel System for Pumping Water at Various Lifting Heads Using 100 W Motor- Pump Unit

Authors: S. Himran, B. Mire, N. Salam, L. Sule

Abstract:

This study was carried out experimentally and analytically about the performance of solar cell panel system for operating the pump coupled by dc-motor. The solar cell panel with total area 1.9848 m2 consists of three modules of 80 Wp each. The small centrifugal pump powered by dc-motor is operated to lift water from 1m to 7m heads in sequence and gives the amount of water pumped over the whole day from 08.00 to 16.00 h are 11988, 10851, 8874, 7695, 5760, 3600, 2340 L/d respectively. The hourly global solar radiation during the day is an average of 506 W/m2. This study also presents the I-V characteristics of the panel at global radiations 200, 400, 600, 800 and 1000 W/m2 matched with the operation of the pump at the above lifting heads. It proves that the only solar radiations 800 and 1000 W/m2 could provide lifting head from 1m to 7m. The analysis shows the best efficiency point of the performance of solar cell panel system occurs at the pumping head 2.89 m.

Keywords: Solar cell, dc- motor-pump, I-V characteristics, best efficiency point.

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7912 Performance Management of Tangible Assets within the Balanced Scorecard and Interactive Business Decision Tools

Authors: Raymond K. Jonkers

Abstract:

The present study investigated approaches and techniques to enhance strategic management governance and decision making within the framework of a performance-based balanced scorecard. The review of best practices from strategic, program, process, and systems engineering management provided for a holistic approach toward effective outcome-based capability management. One technique, based on factorial experimental design methods, was used to develop an empirical model. This model predicted the degree of capability effectiveness and is dependent on controlled system input variables and their weightings. These variables represent business performance measures, captured within a strategic balanced scorecard. The weighting of these measures enhances the ability to quantify causal relationships within balanced scorecard strategy maps. The focus in this study was on the performance of tangible assets within the scorecard rather than the traditional approach of assessing performance of intangible assets such as knowledge and technology. Tangible assets are represented in this study as physical systems, which may be thought of as being aboard a ship or within a production facility. The measures assigned to these systems include project funding for upgrades against demand, system certifications achieved against those required, preventive maintenance to corrective maintenance ratios, and material support personnel capacity against that required for supporting respective systems. The resultant scorecard is viewed as complimentary to the traditional balanced scorecard for program and performance management. The benefits from these scorecards are realized through the quantified state of operational capabilities or outcomes. These capabilities are also weighted in terms of priority for each distinct system measure and aggregated and visualized in terms of overall state of capabilities achieved. This study proposes the use of interactive controls within the scorecard as a technique to enhance development of alternative solutions in decision making. These interactive controls include those for assigning capability priorities and for adjusting system performance measures, thus providing for what-if scenarios and options in strategic decision-making. In this holistic approach to capability management, several cross functional processes were highlighted as relevant amongst the different management disciplines. In terms of assessing an organization’s ability to adopt this approach, consideration was given to the P3M3 management maturity model.

Keywords: Outcome based management, performance management, lifecycle costs, balanced scorecard.

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7911 An Investigation on Designing and Enhancing the Performance of H-Darrieus Wind Turbine of 10 kW at the Medium Range of Wind Speed in Vietnam

Authors: Ich Long Ngo, Dinh Tai Dang, Ngoc Tu Nguyen, Minh Duc Nguyen

Abstract:

This paper describes an investigation on designing and enhancing the performance of H-Darrieus Wind Turbine (HDWT) of 10 kW at the medium wind speed. The aerodynamic characteristics of this turbine were investigated by both theoretical and numerical approaches. The optimal design procedure was first proposed to enhance the power coefficient under various effects, such as airfoil type, number of blades, solidity, aspect ratio, and tip speed ratio. As a result, the overall design of the 10 kW HDWT was well achieved, and the power characteristic of this turbine was found by numerical approach. Additionally, the maximum power coefficient predicted is up to 0.41 at the tip speed ratio of 3.7 and wind speed of 8 m/s. Particularly, a generalized correlation of power coefficient with tip speed ratio and wind speed is first proposed. These results obtained are very useful for enhancing the performance of the HDWTs placed in a country with high wind power potential like Vietnam.

Keywords: Computational Fluid Dynamics, double multiple stream tube, H-Darrieus wind turbine, renewable energy.

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7910 Seismic Fragility Curves for Shallow Circular Tunnels under Different Soil Conditions

Authors: Siti Khadijah Che Osmi, Syed Mohd Ahmad

Abstract:

This paper presents a methodology to develop fragility curves for shallow tunnels so as to describe a relationship between seismic hazard and tunnel vulnerability. Emphasis is given to the influence of surrounding soil material properties because the dynamic behaviour of the tunnel mostly depends on it. Four ground properties of soils ranging from stiff to soft soils are selected. A 3D nonlinear time history analysis is used to evaluate the seismic response of the tunnel when subjected to five real earthquake ground intensities. The derived curves show the future probabilistic performance of the tunnels based on the predicted level of damage states corresponding to the peak ground acceleration. A comparison of the obtained results with the previous literature is provided to validate the reliability of the proposed fragility curves. Results show the significant role of soil properties and input motions in evaluating the seismic performance and response of shallow tunnels.

Keywords: Fragility analysis, seismic performance, tunnel lining, vulnerability.

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7909 Flow Performance of Hybrid Cement Based Mortars

Authors: Z. Abdollahnejad, M. Kheradmand, F. Pacheco Torgal

Abstract:

The workability of hybrid alkaline cements is a field of knowledge that still needs further research efforts. This paper reports experimental results of 32 hybrid cement mixes regarding the joint effect of sodium hydroxide concentration, the use of a commercial superplasticizer and a biopolymer on the flow and compressive strength performance. The results show that the use of commercial admixtures led to a slightly increase in the flow of mortars with lower sodium hydroxide concentration.

Keywords: Waste reuse, fly ash, waste glass, hybrid cement, biopolymer, polycarboxylate, flow.

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7908 Gas-Liquid Two Phase Flow Phenomenon in Near Horizontal Upward and Downward Inclined Pipe Orientations

Authors: Afshin J. Ghajar, Swanand M. Bhagwat

Abstract:

The main purpose of this work is to experimentally investigate the effect of pipe orientation on two phase flow phenomenon. Flow pattern, void fraction and two phase pressure drop is measured in a polycarbonate pipe with an inside diameter of 12.7mm for inclination angles ranging from -20o to +20o using air-water fluid combination. The experimental data covers all flow patterns and the entire range of void fraction typically observed in two phase flow. The effect of pipe orientation on void fraction and two phase pressure drop is justified with reference to the change in flow structure and two phase flow behavior. In addition to this, the top performing void fraction and two phase pressure drop correlations available in the literature are presented and their performance is assessed against the experimental data in the present study and that available in the literature.

Keywords: Flow patterns, inclined two phase flow, pressure drop, void fraction.

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7907 The Impact of Demographic Profile on Strategic HRM Practices and Its Challenges Faced by HR Managers in IT Firm, India: An Empirical Study

Authors: P. Saravanan, A. Vasumathi

Abstract:

The authors conducted a study for the sample size of 75 HR managers from an Indian IT company through systematic sampling method. This study identifies that the female employees are facing lesser conflict than the male employees against their managers within the organization. There is a positive correlation between gender and conflict management with the superior towards the work. There is a significant variance between age and response towards appraisal system, succession planning and employee engagement. The education qualification plays a major role in determining the compensation factor for the employees working in the organization. The study determines the impact of demographic profile on strategic HRM practices and its challenges faced by HR managers in IT firm, India.

Keywords: Strategic Human resource management, Change agent, Employee engagement, Performance management, Succession planning and Conflict management.

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7906 A High Performance MPI for Parallel and Distributed Computing

Authors: Prabu D., Vanamala V., Sanjeeb Kumar Deka, Sridharan R., Prahlada Rao B. B., Mohanram N.

Abstract:

Message Passing Interface is widely used for Parallel and Distributed Computing. MPICH and LAM are popular open source MPIs available to the parallel computing community also there are commercial MPIs, which performs better than MPICH etc. In this paper, we discuss a commercial Message Passing Interface, CMPI (C-DAC Message Passing Interface). C-MPI is an optimized MPI for CLUMPS. It is found to be faster and more robust compared to MPICH. We have compared performance of C-MPI and MPICH on Gigabit Ethernet network.

Keywords: C-MPI, C-VIA, HPC, MPICH, P-COMS, PMB

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7905 Spectral Amplitude Coding Optical CDMA: Performance Analysis of PIIN Reduction Using VC Code Family

Authors: Hassan Yousif Ahmed, Ibrahima Faye, N.M.Saad, S.A. Aljined

Abstract:

Multi-user interference (MUI) is the main reason of system deterioration in the Spectral Amplitude Coding Optical Code Division Multiple Access (SAC-OCDMA) system. MUI increases with the number of simultaneous users, resulting into higher probability bit rate and limits the maximum number of simultaneous users. On the other hand, Phase induced intensity noise (PIIN) problem which is originated from spontaneous emission of broad band source from MUI severely limits the system performance should be addressed as well. Since the MUI is caused by the interference of simultaneous users, reducing the MUI value as small as possible is desirable. In this paper, an extensive study for the system performance specified by MUI and PIIN reducing is examined. Vectors Combinatorial (VC) codes families are adopted as a signature sequence for the performance analysis and a comparison with reported codes is performed. The results show that, when the received power increases, the PIIN noise for all the codes increases linearly. The results also show that the effect of PIIN can be minimized by increasing the code weight leads to preserve adequate signal to noise ratio over bit error probability. A comparison study between the proposed code and the existing codes such as Modified frequency hopping (MFH), Modified Quadratic- Congruence (MQC) has been carried out.

Keywords: FBG, MUI, PIIN, SAC-OCDMA, VCC.

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7904 Calculation and Comparison of a Turbofan Engine Performance Parameters with Various Definitions

Authors: O. Onal, O. Turan

Abstract:

In this paper, some performance parameters of a selected turbofan engine (JT9D) are analyzed. The engine is a high bypass turbofan engine which powers a wide-body aircraft and it produces 206 kN thrust force (thrust/weight ratio is 5.4). The objective parameters for the engine include calculation of power, specific fuel consumption, specific thrust, engine propulsive, thermal and overall efficiencies according to the various definitions given in the literature. Furthermore, in the case study, wasted energy from the exhaust is calculated at the maximum power setting (i.e. take off phase) for the engine.

Keywords: Turbofan, power, efficiency, trust.

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7903 C-V Characterization and Analysis of Temperature and Channel Thickness Effects on Threshold Voltage of Ultra-thin SOI MOSFET by Self-Consistent Model

Authors: Shuvro Chowdhury, Esmat Farzana, Rizvi Ahmed, A. T. M. Golam Sarwar, M. Ziaur Rahman Khan

Abstract:

The threshold voltage and capacitance voltage characteristics of ultra-thin Silicon-on-Insulator MOSFET are greatly influenced by the thickness and doping concentration of the silicon film. In this work, the capacitance voltage characteristics and threshold voltage of the device have been analyzed with quantum mechanical effects using the Self-Consistent model. Reduction of channel thickness and adding doping impurities cause an increase in the threshold voltage. Moreover, the temperature effects cause a significant amount of threshold voltage shift. The temperature dependence of threshold voltage has also been observed with Self- Consistent approach which are well supported from experimental performance of practical devices.

Keywords: C-V characteristics, Self-Consistent Analysis, Siliconon-Insulator, Ultra-thin film.

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7902 Using the PGAS Programming Paradigm for Biological Sequence Alignment on a Chip Multi-Threading Architecture

Authors: M. Bakhouya, S. A. Bahra, T. El-Ghazawi

Abstract:

The Partitioned Global Address Space (PGAS) programming paradigm offers ease-of-use in expressing parallelism through a global shared address space while emphasizing performance by providing locality awareness through the partitioning of this address space. Therefore, the interest in PGAS programming languages is growing and many new languages have emerged and are becoming ubiquitously available on nearly all modern parallel architectures. Recently, new parallel machines with multiple cores are designed for targeting high performance applications. Most of the efforts have gone into benchmarking but there are a few examples of real high performance applications running on multicore machines. In this paper, we present and evaluate a parallelization technique for implementing a local DNA sequence alignment algorithm using a PGAS based language, UPC (Unified Parallel C) on a chip multithreading architecture, the UltraSPARC T1.

Keywords: Partitioned Global Address Space, Unified Parallel C, Multicore machines, Multi-threading Architecture, Sequence alignment.

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7901 Experimental Investigation of Visual Comfort Requirement in Garment Factories and Identify the Cost Saving Opportunities

Authors: M. A. Wijewardane, S. A. N. C. Sudasinghe, H. K. G. Punchihewa, W. K. D. L. Wickramasinghe, S. A. Philip, M. R. S. U. Kumara

Abstract:

Visual comfort is one of the major parameters that can be taken to measure the human comfort in any environment. If the provided illuminance level in a working environment does not meet the workers visual comfort, it will lead to eye-strain, fatigue, headache, stress, accidents and finally, poor productivity. However, improvements in lighting do not necessarily mean that the workplace requires more light. Unnecessarily higher illuminance levels will also cause poor visual comfort and health risks. In addition, more power consumption on lighting will also result in higher energy costs. So, during this study, visual comfort and the illuminance requirement for the workers in textile/apparel industry were studied to perform different tasks (i.e. cutting, sewing and knitting) at their workplace. Experimental studies were designed to identify the optimum illuminance requirement depending upon the varied fabric colour and type and finally, energy saving potentials due to controlled illuminance level depending on the workforce requirement were analysed. Visual performance of workers during the sewing operation was studied using the ‘landolt ring experiment’. It was revealed that around 36.3% of the workers would like to work if the illuminance level varies from 601 lux to 850 lux illuminance level and 45.9% of the workers are not happy to work if the illuminance level reduces less than 600 lux and greater than 850 lux. Moreover, more than 65% of the workers who do not satisfy with the existing illuminance levels of the production floors suggested that they have headache, eye diseases, or both diseases due to poor visual comfort. In addition, findings of the energy analysis revealed that the energy-saving potential of 5%, 10%, 24%, 8% and 16% can be anticipated for fabric colours, red, blue, yellow, black and white respectively, when the 800 lux is the prevailing illuminance level for sewing operation.

Keywords: Landolt ring experiment, lighting energy consumption, illuminance, textile and apparel industry, visual comfort.

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7900 The Use of Artificial Neural Network in Option Pricing: The Case of S and P 100 Index Options

Authors: Zeynep İltüzer Samur, Gül Tekin Temur

Abstract:

Due to the increasing and varying risks that economic units face with, derivative instruments gain substantial importance, and trading volumes of derivatives have reached very significant level. Parallel with these high trading volumes, researchers have developed many different models. Some are parametric, some are nonparametric. In this study, the aim is to analyse the success of artificial neural network in pricing of options with S&P 100 index options data. Generally, the previous studies cover the data of European type call options. This study includes not only European call option but also American call and put options and European put options. Three data sets are used to perform three different ANN models. One only includes data that are directly observed from the economic environment, i.e. strike price, spot price, interest rate, maturity, type of the contract. The others include an extra input that is not an observable data but a parameter, i.e. volatility. With these detail data, the performance of ANN in put/call dimension, American/European dimension, moneyness dimension is analyzed and whether the contribution of the volatility in neural network analysis make improvement in prediction performance or not is examined. The most striking results revealed by the study is that ANN shows better performance when pricing call options compared to put options; and the use of volatility parameter as an input does not improve the performance.

Keywords: Option Pricing, Neural Network, S&P 100 Index, American/European options

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7899 Effect of Inlet Valve Variable Timing in the Spark Ignition Engine on Achieving Greener Transport

Authors: Osama H. Ghazal, Yousef S. Najjar, Kutaeba J. AL-Khishali

Abstract:

The current emission legislations and the large concern about the environment produced very numerous constraints on both governments and car manufacturers. Also the cost of energy increase means a reduction in fuel consumption must be met, without largely affecting the current engine production and performance. It is the intension to contribute towards the development and pursuing, among others on variable valve timing (VVT), for improving the engine performance. The investigation of the effect of (IVO) and (IVC) to optimize engine torque and volumetric efficiency for different engine speeds was considered. Power, BMEP and BSFC were calculated and presented to show the effect of varying inlet valve timing on them for all cases. A special program used to carry out the calculations. The analysis of the results shows that the reduction of 10% of (IVO) angle gave an improvement of around 1.3% in torque, BSFC, and volumetric efficiency, while a 10% decrease in (IVC) caused a 0.1% reduction in power, torque, and volumetric efficiency.

 

Keywords: Green transportation, inlet valve variable timing, performance, spark ignition engines.

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7898 Robust On-Body Communications using Creeping Wave: Methodology and Analysis

Authors: M. Ali, K. Masood

Abstract:

In this paper methodology to exploit creeping wave for body area network BAN communication reliability are described. Creeping wave propagation effects are visualized & analyzed. During this work Dipole, IA antennas various antennas were redesigned using existing designs and their propagation characteristics were verified for optimum performance when used on BANs. These antennas were then applied on body shapes-including rectangular, spherical and cylindrical so that all the effects of actual human body can be taken nearly into account. Parametric simulation scheme was devised so that on Body channel characterization can be visualized at front, curved and back region. In the next phase multiple inputs multiple output MIMO scheme was introduced where virtual antennas were used in order to diminish the effects of antennas on the propagation of waves. Results were, extracted and analyzed at different heights. Finally based on comparative measurement and analysis it was concluded that on body propagation can be exploited to gain spatial diversity.

Keywords: BAN, Creeping Wave, MIMO, WIAs.

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7897 An Analysis of Real-Time Distributed System under Different Priority Policies

Authors: Y. Jayanta Singh, Suresh C. Mehrotra

Abstract:

A real time distributed computing has heterogeneously networked computers to solve a single problem. So coordination of activities among computers is a complex task and deadlines make more complex. The performances depend on many factors such as traffic workloads, database system architecture, underlying processors, disks speeds, etc. Simulation study have been performed to analyze the performance under different transaction scheduling: different workloads, arrival rate, priority policies, altering slack factors and Preemptive Policy. The performance metric of the experiments is missed percent that is the percentage of transaction that the system is unable to complete. The throughput of the system is depends on the arrival rate of transaction. The performance can be enhanced with altering the slack factor value. Working on slack value for the transaction can helps to avoid some of transactions from killing or aborts. Under the Preemptive Policy, many extra executions of new transactions can be carried out.

Keywords: Real distributed systems, slack factors, transaction scheduling, priority policies.

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7896 Performance Assessment of Multi-Level Ensemble for Multi-Class Problems

Authors: Rodolfo Lorbieski, Silvia Modesto Nassar

Abstract:

Many supervised machine learning tasks require decision making across numerous different classes. Multi-class classification has several applications, such as face recognition, text recognition and medical diagnostics. The objective of this article is to analyze an adapted method of Stacking in multi-class problems, which combines ensembles within the ensemble itself. For this purpose, a training similar to Stacking was used, but with three levels, where the final decision-maker (level 2) performs its training by combining outputs from the tree-based pair of meta-classifiers (level 1) from Bayesian families. These are in turn trained by pairs of base classifiers (level 0) of the same family. This strategy seeks to promote diversity among the ensembles forming the meta-classifier level 2. Three performance measures were used: (1) accuracy, (2) area under the ROC curve, and (3) time for three factors: (a) datasets, (b) experiments and (c) levels. To compare the factors, ANOVA three-way test was executed for each performance measure, considering 5 datasets by 25 experiments by 3 levels. A triple interaction between factors was observed only in time. The accuracy and area under the ROC curve presented similar results, showing a double interaction between level and experiment, as well as for the dataset factor. It was concluded that level 2 had an average performance above the other levels and that the proposed method is especially efficient for multi-class problems when compared to binary problems.

Keywords: Stacking, multi-layers, ensemble, multi-class.

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7895 Combustion, Emission and Performance Characteristics of a Light Duty Diesel Engine Fuelled with Methanol Diesel Blends

Authors: Mishra Chinmaya, Pal Anuj, Tomar Vishvendra Singh, Kumar Naveen

Abstract:

Combustion, emission and performance characterization of a single cylinder diesel engine using methanol diesel blends was carried out. The blends were 5% (v/v) methanol in diesel (MD05) and 10% (v/v) methanol in diesel (MD10). The problem of solubility of methanol and diesel was addressed by an agitator placed inside the fuel tank to prevent phase separation. The results indicated that total combustion duration was reduced by15.8% for MD05 and 31.27% for MD10compared to the baseline data. Ignition delay was increased with increasing methanol volume fraction in the test fuel. Total cyclic heat release was reduced by 1.5% for MD05 and 6.7% for MD10 as compared to diesel baseline. Emissions of carbon monoxide, hydrocarbons along with smoke were reduced and that of nitrogen oxides were increased with rising methanol contents in the test fuel. Full load brake thermal efficiency was marginally reduced with increased methanol composition in the blend.

Keywords: Combustion, diesel engine, emission, methanol, performance.

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7894 Fluid Differential Agitators

Authors: Saeed Asiri

Abstract:

This research is to design and implement a new kind of agitators called differential agitator. The Differential Agitator is an electro- mechanic set consists of two shafts. The first shaft is the bearing axis while the second shaft is the axis of the quartet upper bearing impellers group and the triple lower group which are called as agitating group. The agitating group is located inside a cylindrical container equipped especially to contain square directors for the liquid entrance and square directors called fixing group for the liquid exit. The fixing group is installed containing the agitating group inside any tank whether from upper or lower position. The agitating process occurs through the agitating group bearing causing a lower pressure over the upper group leading to withdrawing the liquid from the square directors of the liquid entering and consequently the liquid moves to the denser place under the quartet upper group. Then, the liquid moves to the so high pressure area under the agitating group causing the liquid to exit from the square directors in the bottom of the container. For improving efficiency, parametric study and shape optimization has been carried out. A numerical analysis, manufacturing and laboratory experiments were conducted to design and implement the differential agitator. Knowing the material prosperities and the loading conditions, the FEM using ANSYS11 was used to get the optimum design of the geometrical parameters of the differential agitator elements while the experimental test was performed to validate the advantages of the differential agitators to give a high agitation performance of lime in the water as an example. In addition, the experimental work has been done to express the internal container shape in the agitation efficiency. The study ended up with conclusions to maximize agitator performance and optimize the geometrical parameters to be used for manufacturing the differential agitator

Keywords: Differential Agitators, Parametric Optimization, Shape Optimization, Agitation, FEM, ANSYS11.

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7893 Current Status of 5A Lab6 Hollow Cathode Life Tests in Lanzhou Institute of Physics, China

Authors: Yanhui Jia, Ning Guo, Juan Li, Yunkui Sun, Wei Yang, Tianping Zhang, Lin Ma, Wei Meng, Hai Geng

Abstract:

The current statuses of lifetime test of LaB6 hollow cathode at the Lanzhou Institute of Physics (LIP), China, was described. 5A LaB6 hollow cathode was design for LIPS-200 40mN Xenon ion thruster, and it could be used for LHT-100 80 mN Hall thruster, too. Life test of the discharge and neutralizer modes of LHC-5 hollow cathode were stared in October 2011, and cumulative operation time reached 17,300 and 16,100 hours in April 2015, respectively. The life of cathode was designed more than 11,000 hours. Parameters of discharge and key structure dimensions were monitored in different stage of life test indicated that cathodes were health enough. The test will continue until the cathode cannot work or operation parameter is not in normally. The result of the endurance test of cathode demonstrated that the LaB6 hollow cathode is satisfied for the required of thruster in life and performance.

Keywords: LaB6, hollow cathode, thruster, lifetime test, electric propulsion.

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