Search results for: finite element.
597 A Direct Probabilistic Optimization Method for Constrained Optimal Control Problem
Authors: Akbar Banitalebi, Mohd Ismail Abd Aziz, Rohanin Ahmad
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A new stochastic algorithm called Probabilistic Global Search Johor (PGSJ) has recently been established for global optimization of nonconvex real valued problems on finite dimensional Euclidean space. In this paper we present convergence guarantee for this algorithm in probabilistic sense without imposing any more condition. Then, we jointly utilize this algorithm along with control parameterization technique for the solution of constrained optimal control problem. The numerical simulations are also included to illustrate the efficiency and effectiveness of the PGSJ algorithm in the solution of control problems.
Keywords: Optimal Control Problem, Constraints, Direct Methods, Stochastic Algorithm
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1696596 Broadband Annular-Ring Dielectric Resonator Antenna
Authors: Mohammad J. Almalkawi
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A broadband wire monopole antenna loaded by inhomogeneous stack of annular dielectric ring resonators (DRRs) is proposed. The proposed antenna exhibits a broad impedance bandwidth from 3 to 30 GHz. This is achieved by adding an external step matching network at the antenna feed point. The matching network is comprised of three annular DRRs possessing different permittivity values and sharing the same axial over a finite ground plane. The antenna performance is characterized using full-wave EM simulation. Compared to previous-reported wire antennas with improved bandwidth achieved by DRRs, the proposed topology provides relatively compact realization and superior broadband performance.Keywords: Broadband, dielectric ring resonator, wire monopole antenna.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1539595 A Numerical Modeling of Piping Phenomenon in Earth Dams
Authors: N. Zaki Alamdari, M. Banihashemi, A. Mirghasemi
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To estimate the risks of dam failure phenomenon, it is necessary to understand this phenomenon and the involved governing factors. Overtopping and piping are the two main reasons of earthdam failures. In the piping context, the piping is determined as a phenomenon which is occurred between two phases, the water liquid and the solid soil. In this investigation, the onset of piping and its development, as well as the movement of water in soil, are numerically approached. In this regard, a one-dimensional numerical model based on the mass-conserving finite-volume method is developed and applied in order to simulate the piping phenomenon in a continuous circular tunnel of given initial length and radius, located between upstream and downstream. The simulation result includes the time-variations of radius along the tunnel until the radius value reaches its critical and the piping phenomenon converts to overtopping.
Keywords: Earth dam, dam break, piping, internal erosion
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2779594 Probabilistic Simulation of Triaxial Undrained Cyclic Behavior of Soils
Authors: Arezoo Sadrinezhad, Kallol Sett, S. I. Hariharan
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In this paper, a probabilistic framework based on Fokker-Planck-Kolmogorov (FPK) approach has been applied to simulate triaxial cyclic constitutive behavior of uncertain soils. The framework builds upon previous work of the writers, and it has been extended for cyclic probabilistic simulation of triaxial undrained behavior of soils. von Mises elastic-perfectly plastic material model is considered. It is shown that by using probabilistic framework, some of the most important aspects of soil behavior under cyclic loading can be captured even with a simple elastic-perfectly plastic constitutive model.Keywords: Elasto-plasticity, uncertainty, soils, Fokker-Planck equation, Fourier Spectral method, Finite Difference method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1635593 Approximate Frequent Pattern Discovery Over Data Stream
Authors: Kittisak Kerdprasop, Nittaya Kerdprasop
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Frequent pattern discovery over data stream is a hard problem because a continuously generated nature of stream does not allow a revisit on each data element. Furthermore, pattern discovery process must be fast to produce timely results. Based on these requirements, we propose an approximate approach to tackle the problem of discovering frequent patterns over continuous stream. Our approximation algorithm is intended to be applied to process a stream prior to the pattern discovery process. The results of approximate frequent pattern discovery have been reported in the paper.Keywords: Frequent pattern discovery, Approximate algorithm, Data stream analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1342592 Contact Problem for an Elastic Layered Composite Resting on Rigid Flat Supports
Authors: T. S. Ozsahin, V. Kahya, A. Birinci, A. O. Cakiroglu
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In this study, the contact problem of a layered composite which consists of two materials with different elastic constants and heights resting on two rigid flat supports with sharp edges is considered. The effect of gravity is neglected. While friction between the layers is taken into account, it is assumed that there is no friction between the supports and the layered composite so that only compressive tractions can be transmitted across the interface. The layered composite is subjected to a uniform clamping pressure over a finite portion of its top surface. The problem is reduced to a singular integral equation in which the contact pressure is the unknown function. The singular integral equation is evaluated numerically and the results for various dimensionless quantities are presented in graphical forms.Keywords: Frictionless contact, Layered composite, Singularintegral equation, The theory of elasticity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1585591 Inverse Heat Transfer Analysis of a Melting Furnace Using Levenberg-Marquardt Method
Authors: Mohamed Hafid, Marcel Lacroix
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This study presents a simple inverse heat transfer procedure for predicting the wall erosion and the time-varying thickness of the protective bank that covers the inside surface of the refractory brick wall of a melting furnace. The direct problem is solved by using the Finite-Volume model. The melting/solidification process is modeled using the enthalpy method. The inverse procedure rests on the Levenberg-Marquardt method combined with the Broyden method. The effect of the location of the temperature sensors and of the measurement noise on the inverse predictions is investigated. Recommendations are made concerning the location of the temperature sensor.Keywords: Melting furnace, inverse heat transfer, enthalpy method, Levenberg–Marquardt Method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1317590 Photonic Crystals for Novel Applications in Integrated-Optic Communication Systems and Devices
Authors: Vijay Janyani, Neetu Joshi, Jigyasa Pagaria, Parul Pathak
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Photonic Crystal (PhC) based devices are being increasingly used in multifunctional, compact devices in integrated optical communication systems. They provide excellent controllability of light, yet maintaining the small size required for miniaturization. In this paper, the band gap properties of PhCs and their typical applications in optical waveguiding are considered. Novel PhC based applications such as nonlinear switching and tapers are considered and simulation results are shown using the accurate time-domain numerical method based on Finite Difference Time Domain (FDTD) scheme. The suitability of these devices for novel applications is discussed and evaluated.Keywords: Band gap engineering, Nonlinear switching, Photonic crystals, PhC tapers, waveguides.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1442589 Investigation on Nanoparticle Velocity in Two Phase Approach
Authors: E. Mat Tokit, Yusoff M. Z, Mohammed H.
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Numerical investigation on the generality of nanoparticle velocity equation had been done on the previous published work. The three dimensional governing equations (continuity, momentum and energy) were solved using finite volume method (FVM). Parametric study of thermal performance between pure water-cooled and nanofluid-cooled are evaluated for volume fraction in the range of 1% to 4%, and nanofluid type of gamma-Al2O3 at Reynolds number range of 67.41 to 286.77. The nanofluid is modeled using single and two phase approach. Three different existing Brownian motion velocities are applied in comparing the generality of the equation for a wide parametric condition. Deviation in between the Brownian motion velocity is identified to be due to the different means of mean free path and constant value used in diffusion equation.
Keywords: Brownian nanoparticle velocity, heat transfer enhancement, nanofluid, two phase model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2513588 Ab Initio Molecular Dynamics Simulations of Furfural at the Liquid-Solid Interface
Authors: Sanwu Wang, Hongli Dang, Wenhua Xue, Darwin Shields, Xin Liu, Friederike C. Jentoft, Daniel E. Resasco
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The bonding configuration and the heat of adsorption of a furfural molecule on the Pd(111) surface were determined by ab initio density-functional-theory calculations. The dynamics of pure liquid water, the liquid-solid interface formed by liquid water and the Pd(111) surface, as well as furfural at the water-Pd interface, were investigated by ab initio molecular dynamics simulations at finite temperatures. Calculations and simulations suggest that the bonding configurations at the water-Pd interface promote decarbonylation of furfural.
Keywords: Ab initio molecular dynamics simulations, bio-fuels, density functional theory, liquid-solid interfaces.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2238587 Neuron-Based Control Mechanisms for a Robotic Arm and Hand
Authors: Nishant Singh, Christian Huyck, Vaibhav Gandhi, Alexander Jones
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A robotic arm and hand controlled by simulated neurons is presented. The robot makes use of a biological neuron simulator using a point neural model. The neurons and synapses are organised to create a finite state automaton including neural inputs from sensors, and outputs to effectors. The robot performs a simple pick-and-place task. This work is a proof of concept study for a longer term approach. It is hoped that further work will lead to more effective and flexible robots. As another benefit, it is hoped that further work will also lead to a better understanding of human and other animal neural processing, particularly for physical motion. This is a multidisciplinary approach combining cognitive neuroscience, robotics, and psychology.Keywords: Robot, neuron, cell assembly, spiking neuron, force sensitive resistor.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1975586 Burning Rate Response of Solid Fuels in Laminar Boundary Layer
Authors: A. M. Tahsini
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Solid fuel transient burning behavior under oxidizer gas flow is numerically investigated. It is done using analysis of the regression rate responses to the imposed sudden and oscillatory variation at inflow properties. The conjugate problem is considered by simultaneous solution of flow and solid phase governing equations to compute the fuel regression rate. The advection upstream splitting method is used as flow computational scheme in finite volume method. The ignition phase is completely simulated to obtain the exact initial condition for response analysis. The results show that the transient burning effects which lead to the combustion instabilities and intermittent extinctions could be observed in solid fuels as the solid propellants.Keywords: Extinction, Oscillation, Regression rate, Response, Transient burning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2364585 The Effect of Sodium Bicarbonate on the Mg and P Concentrations in Turkish Black and Green Tea
Authors: E. Moroydor Derun, T. Yalcin, O. Dere Ozdemir, A. S. Kipcak, N. Tugrul, S. Piskin
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Tea is one of the most consumed beverages all over the world. Especially, black and green teas are preferred to consume. In Turkey, some local tea houses use sodium bicarbonate (SB) to obtain more infusion by using less than the amount of tea. Therefore, the addition of SB to black and green teas affects element concentrations of these teas. In this study, determination of magnesium (Mg) and phosphorus (P) contents in black and green teas aimed for conscious consumption, after the addition of SB. Inductively coupled plasma optical emission spectrometry (ICP-OES) was used for these analysis. The results of this study showed that the concentrations of Mg and P decreased by adding SB from 11.020, 21.915 to 10.009, 17.520 in black tea and from 12.605, 14.550 to 8.118, 9.425 in green tea, respectively. The addition of SB on analyzed teas is not recommended to cause reducing intake percentages of Mg and P from the essential elements.
Keywords: Elements, ICP-OES, sodium bicarbonate, tea.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2067584 Mathematical Properties of the Viscous Rotating Stratified Fluid Counting with Salinity and Heat Transfer in a Layer
Authors: A. Giniatoulline
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A model of the mathematical fluid dynamics which describes the motion of a three-dimensional viscous rotating fluid in a homogeneous gravitational field with the consideration of the salinity and heat transfer is considered in a vertical finite layer. The model is a generalization of the linearized Navier-Stokes system with the addition of the Coriolis parameter and the equations for changeable density, salinity, and heat transfer. An explicit solution is constructed and the proof of the existence and uniqueness theorems is given. The localization and the structure of the spectrum of inner waves is also investigated. The results may be used, in particular, for constructing stable numerical algorithms for solutions of the considered models of fluid dynamics of the Atmosphere and the Ocean.
Keywords: Fourier transform, generalized solutions, Navier-Stokes equations, stratified fluid.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 879583 Unsteady Temperature Distribution in a Finite Functionally Graded Cylinder
Authors: A. Amiri Delouei
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In the current study, two-dimensional unsteady heat conduction in a functionally graded cylinder is studied analytically. The temperature distribution is in radial and longitudinal directions. Heat conduction coefficients are considered a power function of radius both in radial and longitudinal directions. The proposed solution can exactly satisfy the boundary conditions. Analytical unsteady temperature distribution for different parameters of functionally graded cylinder is investigated. The achieved exact solution is useful for thermal stress analysis of functionally graded cylinders. Regarding the analytical approach, this solution can be used to understand the concepts of heat conduction in functionally graded materials.
Keywords: Functionally graded materials, unsteady heat conduction, cylinder, Temperature distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1205582 Thermodynamic Analysis of Ammonia-Water Based Regenerative Rankine Cycle with Partial Evaporation
Authors: Kyoung Hoon Kim
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A thermodynamic analysis of a partial evaporating Rankine cycle with regeneration using zeotropic ammonia-water mixture as a working fluid is presented in this paper. The thermodynamic laws were applied to evaluate the system performance. Based on the thermodynamic model, the effects of the vapor quality and the ammonia mass fraction on the system performance were extensively investigated. The results showed that thermal efficiency has a peak value with respect to the vapor quality as well as the ammonia mass fraction. The partial evaporating ammonia based Rankine cycle has a potential to improve recovery of low-grade finite heat source.
Keywords: Ammonia-water, Rankine cycle, partial evaporating, thermodynamic performance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1067581 The Economic Lot Scheduling Problem in Flow Lines with Sequence-Dependent Setups
Authors: M. Heydari, S. A. Torabi
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The problem of lot sizing, sequencing and scheduling multiple products in flow line production systems has been studied by several authors. Almost all of the researches in this area assumed that setup times and costs are sequence –independent even though sequence dependent setups are common in practice. In this paper we present a new mixed integer non linear program (MINLP) and a heuristic method to solve the problem in sequence dependent case. Furthermore, a genetic algorithm has been developed which applies this constructive heuristic to generate initial population. These two proposed solution methods are compared on randomly generated problems. Computational results show a clear superiority of our proposed GA for majority of the test problems.Keywords: Economic lot scheduling problem, finite horizon, genetic algorithm, mixed zero-one nonlinear programming, sequence-dependent.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1538580 A Novel Approach of Route Choice in Stochastic Time-varying Networks
Authors: Siliang Wang, Minghui Wang
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Many exist studies always use Markov decision processes (MDPs) in modeling optimal route choice in stochastic, time-varying networks. However, taking many variable traffic data and transforming them into optimal route decision is a computational challenge by employing MDPs in real transportation networks. In this paper we model finite horizon MDPs using directed hypergraphs. It is shown that the problem of route choice in stochastic, time-varying networks can be formulated as a minimum cost hyperpath problem, and it also can be solved in linear time. We finally demonstrate the significant computational advantages of the introduced methods.Keywords: Markov decision processes (MDPs), stochastictime-varying networks, hypergraphs, route choice.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1555579 A Boundary Fitted Nested Grid Model for Modelling Tsunami Propagation of 2004 Indonesian Tsunami along Southern Thailand
Authors: Md. Fazlul Karim, Esa Al-Islam
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This paper describes the development of a boundary fitted nested grid (BFNG) model to compute tsunami propagation of 2004 Indonesian tsunami in Southern Thailand coastal waters. We develop a numerical model employing the shallow water nested model and an orthogonal boundary fitted grid to investigate the tsunami impact on the Southern Thailand due to the Indonesian tsunami of 2004. Comparisons of water surface elevation obtained from numerical simulations and field measurements are made.Keywords: Boundary-fitted nested grid model, finite difference method, Indonesian tsunami of 2004, Southern Thailand.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1798578 Parallel Explicit Group Domain Decomposition Methods for the Telegraph Equation
Authors: Kew Lee Ming, Norhashidah Hj. Mohd. Ali
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In a previous work, we presented the numerical solution of the two dimensional second order telegraph partial differential equation discretized by the centred and rotated five-point finite difference discretizations, namely the explicit group (EG) and explicit decoupled group (EDG) iterative methods, respectively. In this paper, we utilize a domain decomposition algorithm on these group schemes to divide the tasks involved in solving the same equation. The objective of this study is to describe the development of the parallel group iterative schemes under OpenMP programming environment as a way to reduce the computational costs of the solution processes using multicore technologies. A detailed performance analysis of the parallel implementations of points and group iterative schemes will be reported and discussed.Keywords: Telegraph equation, explicit group iterative scheme, domain decomposition algorithm, parallelization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1525577 Construction Procedures Evaluation of Three Adjacent Tunnels and Excavation Step Effects
Authors: M. Mahdi, N. Shariatmadari
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Since, both the relative position of tunnels and the construction procedure affect the soil movement and internal forces in the lining, it is of major concern to study the influence of these factors on the tunnel design. Construction procedures of tunnels have considerable effects on the magnitude of surface movements and lining stresses. This paper describes numerical analysis of construction procedure of a three adjacent shallow tunnels at high groundwater levels using the commercial finite difference software (FLAC-3D). The aim of this study is to determinate the most suitable construction procedure for the three tunnels and the optimum excavation step in Tehran Metro tunnels in order to optimize the surface settlements and lining stresses.
Keywords: Shallow tunnel, multiple tunnels, construction procedure, surface movement, numerical modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2427576 Port Governance in Santos, Brazil: A Qualitative Approach
Authors: Guilherme B. B. Vieira, Rafael M. da Silva, Eliana T. P. Senna, Luiz A. S. Senna, Francisco J. Kliemann Neto
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Given the importance of ports as links in the global supply chains and because they are key elements to induce competitiveness in their hinterlands, the number of studies devoted to port governance, management and operations has increased in the last decades. Some of these studies address the port governance model as an element to improve coordination among the actors of the portlogistics chain and to generate a better port performance. In this context, the present study analyzes the governance of Port of Santos through individual interviews with port managers, based on a conceptual model that considers the key dimensions associated with port governance. The results reinforce the usefulness of the applied model and highlight some existing improvement opportunities in the port studied.
Keywords: Port Governance, Model, Port of Santos, Managers’ Perception.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2698575 Research of a Multistep Method Applied to Numerical Solution of Volterra Integro-Differential Equation
Authors: M.Imanova, G.Mehdiyeva, V.Ibrahimov
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Solution of some practical problems is reduced to the solution of the integro-differential equations. But for the numerical solution of such equations basically quadrature methods or its combination with multistep or one-step methods are used. The quadrature methods basically is applied to calculation of the integral participating in right hand side of integro-differential equations. As this integral is of Volterra type, it is obvious that at replacement with its integrated sum the upper limit of the sum depends on a current point in which values of the integral are defined. Thus we receive the integrated sum with variable boundary, to work with is hardly. Therefore multistep method with the constant coefficients, which is free from noted lack and gives the way for finding it-s coefficients is present.Keywords: Volterra integro-differential equations, multistepmethods, finite-difference methods, initial value problem
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1504574 Quintic Spline Solution of Fourth-Order Parabolic Equations Arising in Beam Theory
Authors: Reza Mohammadi, Mahdieh Sahebi
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We develop a method based on polynomial quintic spline for numerical solution of fourth-order non-homogeneous parabolic partial differential equation with variable coefficient. By using polynomial quintic spline in off-step points in space and finite difference in time directions, we obtained two three level implicit methods. Stability analysis of the presented method has been carried out. We solve four test problems numerically to validate the derived method. Numerical comparison with other methods shows the superiority of presented scheme.Keywords: Fourth-order parabolic equation, variable coefficient, polynomial quintic spline, off-step points, stability analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1184573 Public Transport: Punctuality Index for Bus Operation
Authors: Noorfakhriah Yaakub, Madzlan Napiah
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Public bus service plays a significant role in our society as people movers and to facilitate travels within towns and districts. The quality of service of public bus is always being regarded as poor, or rather, underestimated as second class means of transportation. Reliability of service, or the ability to deliver service as planned, is one key element in perceiving the quality of bus service and the punctuality index is one of the performance parameters in determining the service reliability. This study concentrates on evaluating the reliability performance of bus operation using punctuality index assessment. A week data for each of six city bus routes is recorded using the on-board methodology to calculate the punctuality index for city bus service in Kota Bharu. The results revealed that the punctuality index for the whole city bus network is 94.25% (LOS B).Keywords: Punctuality Index, Reliability Performance, Service Performance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3859572 A Multi-period Profit Maximization Policy for a Stochastic Demand Inventory System with Upward Substitution
Authors: Soma Roychowdhury
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This paper deals with a periodic-review substitutable inventory system for a finite and an infinite number of periods. Here an upward substitution structure, a substitution of a more costly item by a less costly one, is assumed, with two products. At the beginning of each period, a stochastic demand comes for the first item only, which is quality-wise better and hence costlier. Whenever an arriving demand finds zero inventory of this product, a fraction of unsatisfied customers goes for its substitutable second item. An optimal ordering policy has been derived for each period. The results are illustrated with numerical examples. A sensitivity analysis has been done to examine how sensitive the optimal solution and the maximum profit are to the values of the discount factor, when there is a large number of periods.Keywords: Multi-period model, inventory, random demand, upward substitution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1439571 An Evaluation of Sag Detection Techniques for Fast Solid-State Electronic Transferring to Alternate Electrical Energy Sources
Authors: M. N. Moschakis, I. G. Andritsos, V. V. Dafopoulos, J. M. Prousalidis, E. S. Karapidakis
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This paper deals with the evaluation of different detection strategies used in power electronic devices as a critical element for an effective mitigation of voltage disturbances. The effectiveness of those detection schemes in the mitigation of disturbances such as voltage sags by a Solid-State Transfer Switch is evaluated through simulations. All critical parameters affecting their performance is analytically described and presented. Moreover, the effect of fast detection of sags on the overall performance of STS is analyzed and investigated.
Keywords: Faults (short-circuits), industrial engineering, power electronics, power quality, static transfer switch, voltage sags (or dips).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1892570 Normalizing Logarithms of Realized Volatility in an ARFIMA Model
Authors: G. L. C. Yap
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Modelling realized volatility with high-frequency returns is popular as it is an unbiased and efficient estimator of return volatility. A computationally simple model is fitting the logarithms of the realized volatilities with a fractionally integrated long-memory Gaussian process. The Gaussianity assumption simplifies the parameter estimation using the Whittle approximation. Nonetheless, this assumption may not be met in the finite samples and there may be a need to normalize the financial series. Based on the empirical indices S&P500 and DAX, this paper examines the performance of the linear volatility model pre-treated with normalization compared to its existing counterpart. The empirical results show that by including normalization as a pre-treatment procedure, the forecast performance outperforms the existing model in terms of statistical and economic evaluations.
Keywords: Long-memory, Gaussian process, Whittle estimator, normalization, volatility, value-at-risk.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1688569 A New Similarity Measure on Intuitionistic Fuzzy Sets
Authors: Binyamin Yusoff, Imran Taib, Lazim Abdullah, Abd Fatah Wahab
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Intuitionistic fuzzy sets as proposed by Atanassov, have gained much attention from past and latter researchers for applications in various fields. Similarity measures between intuitionistic fuzzy sets were developed afterwards. However, it does not cater the conflicting behavior of each element evaluated. We therefore made some modification to the similarity measure of IFS by considering conflicting concept to the model. In this paper, we concentrate on Zhang and Fu-s similarity measures for IFSs and some examples are given to validate these similarity measures. A simple modification to Zhang and Fu-s similarity measures of IFSs was proposed to find the best result according to the use of degree of indeterminacy. Finally, we mark up with the application to real decision making problems.Keywords: Intuitionistic fuzzy sets, similarity measures, multicriteriadecision making.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2847568 A Low-Area Fully-Reconfigurable Hardware Design of Fast Fourier Transform System for 3GPP-LTE Standard
Authors: Xin-Yu Shih, Yue-Qu Liu, Hong-Ru Chou
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This paper presents a low-area and fully-reconfigurable Fast Fourier Transform (FFT) hardware design for 3GPP-LTE communication standard. It can fully support 32 different FFT sizes, up to 2048 FFT points. Besides, a special processing element is developed for making reconfigurable computing characteristics possible, while first-in first-out (FIFO) scheduling scheme design technique is proposed for hardware-friendly FIFO resource arranging. In a synthesis chip realization via TSMC 40 nm CMOS technology, the hardware circuit only occupies core area of 0.2325 mm2 and dissipates 233.5 mW at maximal operating frequency of 250 MHz.
Keywords: Reconfigurable, fast Fourier transform, single-path delay feedback, 3GPP-LTE.
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