Search results for: probability distribution.

Authors: Mohammad Bakhshi, Firas Al Janabi

Abstract:

High resolution rain data are very important to fulfill the input of hydrological models. Among models of high-resolution rainfall data generation, the temporal disaggregation was chosen for this study. The paper attempts to generate three different rainfall resolutions (4-hourly, hourly and 10-minutes) from daily for around 20-year record period. The process was done by DiMoN tool which is based on random cascade model and method of fragment. Differences between observed and simulated rain dataset are evaluated with variety of statistical and empirical methods: Kolmogorov-Smirnov test (K-S), usual statistics, and Exceedance probability. The tool worked well at preserving the daily rainfall values in wet days, however, the generated data are cumulated in a shorter time period and made stronger storms. It is demonstrated that the difference between generated and observed cumulative distribution function curve of 4-hourly datasets is passed the K-S test criteria while in hourly and 10-minutes datasets the P-value should be employed to prove that their differences were reasonable. The results are encouraging considering the overestimation of generated high-resolution rainfall data.

Keywords: DiMoN tool, disaggregation, exceedance probability, Kolmogorov-Smirnov Test, rainfall.

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Authors: Pradip Deb

Abstract:

Quantitative radiobiological models can be used to assess the optimum clinical outcome from sophisticated therapeutic modalities by calculating tumor control probability (TCP) and normal tissue complication probability (NTCP). In this study two 3D-CRT and an IMRT treatment plans were developed with an initial prescription dose of 60 Gy in 2 Gy/fraction to prostate. Sensitivity of TCP and Complication free tumor control probability (P+) to the different values of α/β ratio was investigated for various prescription doses planned to be delivered in either a fixed number of fractions (I) or in a fixed dose per fraction (II) in each of the three different treatment plans. High dose/fraction and high α/β value result in comparatively smaller P+ and IMRT plans resulted in the highest P+, mainly due to the decrease in NTCP. If α/β is lower than expected, better tumor control can be achieved by increasing dose/fraction but decreasing the number of fractions.

Keywords: Linear Quadratic Model, TCP, NTCP, α/β ratio.

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Authors: M. Kargar, F. Gharbalchi

Abstract:

In this paper a new method is suggested for distributed data-mining by the probability patterns. These patterns use decision trees and decision graphs. The patterns are cared to be valid, novel, useful, and understandable. Considering a set of functions, the system reaches to a good pattern or better objectives. By using the suggested method we will be able to extract the useful information from massive and multi-relational data bases.

Keywords: Data-mining, Decision tree, Decision graph, Pattern, Relationship.

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Authors: A. Habibizad Navin, M. Naghian Fesharaki, M. Mirnia, M. Kargar

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In this paper we introduce Digital Probability Hyper Digraph for modeling random variable as the hierarchical data-oriented model.

Keywords: Data-Oriented Models, Data Structure, DigitalProbability Hyper Digraph, Random Variable, Statistic andProbability.

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Authors: Mojtaba Mahdavi, Mohamad Mahdavi, Maryam Yazdani

Abstract:

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

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

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Authors: N. A. Salim, M. M. Othman, I. Musirin, M. S. Serwan

Abstract:

Hidden failure in a protection system has been recognized as one of the main reasons which may cause to a power system instability leading to a system cascading collapse. This paper presents a computationally systematic approach used to obtain the estimated average probability of a system cascading collapse by considering the effect of probability hidden failure in a protection system. The estimated average probability of a system cascading collapse is then used to determine the severe loading condition contributing to the higher risk of critical system cascading collapse. This information is essential to the system utility since it will assist the operator to determine the highest point of increased system loading condition prior to the event of critical system cascading collapse.

Keywords: Critical system cascading collapse, protection system hidden failure, severe loading condition.

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Authors: Pasquale Verde, Giuseppe Lamanna

Abstract:

A two-parameter fatigue model explicitly accounting for the cyclic as well as the mean stress was used to fit static and fatigue data available in literature concerning carbon fiber reinforced composite laminates subjected tension-tension fatigue. The model confirms the strength–life equal rank assumption and predicts reasonably the probability of failure under cyclic loading. The model parameters were found by best fitting procedures and required a minimum of experimental tests.

Keywords: Fatigue life, strength, composites, Weibull distribution.

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Authors: Vilasinee Jintalikhitdee, Phusit Phukamchanoad, Sakapas Saengchai

Abstract:

This research aims to study the level of democratic political culture and the factors that affect the democratic political culture of 5^th and 6^th graders under the authority of Dusit District Office, Bangkok by using stratified sampling for probability sampling and using purposive sampling for non-probability sampling to collect data toward the distribution of questionnaires to 300 respondents. This covers all of the schools under the authority of Dusit District Office. The researcher analyzed the data by using descriptive statistics which include arithmetic mean, standard deviation, and inferential statistics which are Independent Samples T-test (T-test) and One-Way ANOVA (F-test). The researcher also collected data by interviewing the target groups, and then analyzed the data by the use of descriptive analysis. The result shows that 5^th and 6^th graders under the authority of Dusit District Office, Bangkok have exposed to democratic political culture at high level in overall. When considering each part, it found out that the part that has highest mean is “the constitutional democratic governmental system is suitable for Thailand” statement. The part with the lowest mean is “corruption (cheat and defraud) is normal in Thai society” statement. The factor that affects democratic political culture is grade levels, occupations of mothers, and attention in news and political movements.

Keywords: Democratic, Political Culture.

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

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

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

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Authors: Andy Handouyahia, Tony Haddad, Frank Eaton

Abstract:

Recent quasi-experimental evaluation of the Canadian Active Labour Market Policies (ALMP) by Human Resources and Skills Development Canada (HRSDC) has provided an opportunity to examine alternative methods to estimating the incremental effects of Employment Benefits and Support Measures (EBSMs) on program participants. The focus of this paper is to assess the efficiency and robustness of inverse probability weighting (IPW) relative to kernel matching (KM) in the estimation of program effects. To accomplish this objective, the authors compare pairs of 1,080 estimates, along with their associated standard errors, to assess which type of estimate is generally more efficient and robust. In the interest of practicality, the authorsalso document the computationaltime it took to produce the IPW and KM estimates, respectively.

Keywords: Treatment effect, causal inference, observational studies, Propensity score based matching, Kernel Matching, Inverse Probability Weighting, Estimation methods for incremental effect.

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Authors: Hyoup-Sang Yoon

Abstract:

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

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

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Authors: M. Alrasheedi

Abstract:

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

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

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Authors: Kong Fah Tee, Lutfor Rahman Khan, Hongshuang Li

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An advanced Monte Carlo simulation method, called Subset Simulation (SS) for the time-dependent reliability prediction for underground pipelines has been presented in this paper. The SS can provide better resolution for low failure probability level with efficient investigating of rare failure events which are commonly encountered in pipeline engineering applications. In SS method, random samples leading to progressive failure are generated efficiently and used for computing probabilistic performance by statistical variables. SS gains its efficiency as small probability event as a product of a sequence of intermediate events with larger conditional probabilities. The efficiency of SS has been demonstrated by numerical studies and attention in this work is devoted to scrutinise the robustness of the SS application in pipe reliability assessment. It is hoped that the development work can promote the use of SS tools for uncertainty propagation in the decision-making process of underground pipelines network reliability prediction.

Keywords: Underground pipelines, Probability of failure, Reliability and Subset Simulation.

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Authors: Fenglong Guo, Dingcheng Wang

Abstract:

This paper studies ruin probabilities in two discrete-time risk models with premiums, claims and rates of interest modelled by three autoregressive moving average processes. Generalized Lundberg inequalities for ruin probabilities are derived by using recursive technique. A numerical example is given to illustrate the applications of these probability inequalities.

Keywords: Lundberg inequality, NWUC, Renewal recursive technique, Ruin probability

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Authors: Sheng-Lan Zeng, Ting-Ting Zhang, Yu Gao, Zu-Tao Ouyang, Jia-Kuan Chen, Bo Li, Bin Zhao

Abstract:

Urbanization and related anthropogenic modifications cause extent of habitat fragmentation and directly lead to decline of local biodiversity. Conservation biologists advocate corridor creation as one approach to rescue biodiversity. Here we examine the utility of roads as corridors in preserving plant diversity by investigating roadside vegetation in Yellow River Delta (YRD), China. We examined the spatio-temporal distribution pattern of plant species richness, diversity and composition along roadside. The results suggest that roads, as dispersal conduits, increase occurrence probability of new settlers to a new area, meanwhile, roads accumulate the greater propagule pressure and favourable survival condition during operation phase. As a result, more species, including native and alien plants, non- halophyte and halophyte species, threatened and cosmopolitic species, were found prosperous at roadside. Roadside may be a refuge for more species, and the pattern of vegetation distribution is affected by road age and the distance from road verge.

Keywords: Native and alien species, Plant diversity conservation, Road construction, Road disturbance

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

Abstract:

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

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

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Authors: Viriyavudh Sim, Woo Young Jung

Abstract:

The failure of roof cladding mostly occurs due to the failing of the connection between claddings and purlins, which is the pull-out of the screw connecting the two parts when the pull-out load, i.e. typhoon, is higher than the resistance of the connection screw. As typhoon disasters in Korea are constantly on the rise, probability risk assessment (PRA) has become a vital tool to evaluate the performance of civil structures. In this study, we attempted to determine the fragility of roof cladding with the screw connection. Experimental study was performed to evaluate the pull-out resistance of screw joints between honeycomb panels and back frames. Subsequently, by means of Monte Carlo Simulation method, probability of failure for these types of roof cladding was determined. The results that the failure of roof cladding was depends on their location on the roof, for example, the edge most panel has the highest probability of failure.

Keywords: Monte Carlo Simulation, roof cladding, screw pull-out strength, wind fragility

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Authors: Gabriel I. Loaiza O., Carlos A. Cadavid M., Juan C. Arango P.

Abstract:

It is known that the Riemannian manifold determined by the family of inverse Gaussian distributions endowed with the Fisher metric has negative constant curvature κ = −1/2 , as does the family of usual Gaussian distributions. In the present paper, firstly we arrive at this result by following a different path, much simpler than the previous ones. We first put the family in exponential form, thus endowing the family with a new set of parameters, or coordinates, θ1, θ2; then we determine the matrix of the Fisher metric in terms of these parameters; and finally we compute this matrix in the original parameters. Secondly, we define the Inverse q−Gaussian distribution family (q < 3), as the family obtained by replacing the usual exponential function by the Tsallis q−exponential function in the expression for the Inverse Gaussian distribution, and observe that it supports two possible geometries, the Fisher and the q−Fisher geometry. And finally, we apply our strategy to obtain results about the Fisher and q−Fisher geometry of the Inverse q−Gaussian distribution family, similar to the ones obtained in the case of the Inverse Gaussian distribution family.

Keywords: Base of Changes, Information Geometry, Inverse Gaussian distribution, Inverse q-Gaussian distribution, Statistical Manifolds.

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Authors: Vladimir S. Timofeev

Abstract:

In this article the problem of distributional moments estimation is considered. The new approach of moments estimation based on usage of the characteristic function is proposed. By statistical simulation technique author shows that new approach has some robust properties. For calculation of the derivatives of characteristic function there is used numerical differentiation. Obtained results confirmed that author’s idea has a certain working efficiency and it can be recommended for any statistical applications.

Keywords: Characteristic function, distributional moments, robustness, outlier, statistical estimation problem, statistical simulation.

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

Abstract:

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

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

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

Abstract:

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

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

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Authors: Amin Hajizadeh, Ehsan Hajizadeh

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

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

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Authors: J. Daba, J. Dubois

Abstract:

In this work, we improve a previously developed segmentation scheme aimed at extracting edge information from speckled images using a maximum likelihood edge detector. The scheme was based on finding a threshold for the probability density function of a new kernel defined as the arithmetic mean-to-geometric mean ratio field over a circular neighborhood set and, in a general context, is founded on a likelihood random field model (LRFM). The segmentation algorithm was applied to discriminated speckle areas obtained using simple elliptic discriminant functions based on measures of the signal-to-noise ratio with fractional order moments. A rigorous stochastic analysis was used to derive an exact expression for the cumulative density function of the probability density function of the random field. Based on this, an accurate probability of error was derived and the performance of the scheme was analysed. The improved segmentation scheme performed well for both simulated and real images and showed superior results to those previously obtained using the original LRFM scheme and standard edge detection methods. In particular, the false alarm probability was markedly lower than that of the original LRFM method with oversegmentation artifacts virtually eliminated. The importance of this work lies in the development of a stochastic-based segmentation, allowing an accurate quantification of the probability of false detection. Non visual quantification and misclassification in medical ultrasound speckled images is relatively new and is of interest to clinicians.

Keywords: Discriminant function, false alarm, segmentation, signal-to-noise ratio, skewness, speckle.

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Authors: Haj Najafi Leila, Tehranizadeh Mohsen

Abstract:

Dependencies between diverse factors involved in probabilistic seismic loss evaluation are recognized to be an imperative issue in acquiring accurate loss estimates. Dependencies among component damage costs could be taken into account considering two partial distinct states of independent or perfectly-dependent for component damage states; however, in our best knowledge, there is no available procedure to take account of loss dependencies in story level. This paper attempts to present a method called "modal cost superposition method" for decoupling story damage costs subjected to earthquake ground motions dealt with closed form differential equations between damage cost and engineering demand parameters which should be solved in complex system considering all stories' cost equations by the means of the introduced "substituted matrixes of mass and stiffness". Costs are treated as probabilistic variables with definite statistic factors of median and standard deviation amounts and a presumed probability distribution. To supplement the proposed procedure and also to display straightforwardness of its application, one benchmark study has been conducted. Acceptable compatibility has been proven for the estimated damage costs evaluated by the new proposed modal and also frequently used stochastic approaches for entire building; however, in story level, insufficiency of employing modification factor for incorporating occurrence probability dependencies between stories has been revealed due to discrepant amounts of dependency between damage costs of different stories. Also, more dependency contribution in occurrence probability of loss could be concluded regarding more compatibility of loss results in higher stories than the lower ones, whereas reduction in incorporation portion of cost modes provides acceptable level of accuracy and gets away from time consuming calculations including some limited number of cost modes in high mode situation.

Keywords: Dependency, story-cost, cost modes, engineering demand parameter.

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Authors: Rassoul Abdelaziz

Abstract:

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

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

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Authors: Jan Rychtar, Brian Stadler

Abstract:

We study how the outcome of evolutionary dynamics on graphs depends on a randomness on the graph structure. We gradually change the underlying graph from completely regular (e.g. a square lattice) to completely random. We find that the fixation probability increases as the randomness increases; nevertheless, the increase is not significant and thus the fixation probability could be estimated by the known formulas for underlying regular graphs.

Keywords: evolutionary dynamics, small-world networks

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Authors: Paramet Nualmuenwai, Chutima Prommak

Abstract:

This paper presents the IP traffic analysis. The traffic was collected from the network of Suranaree University of Technology using the software based on the Simple Network Management Protocol (SNMP). In particular, we analyze the distribution of the aggregated traffic during the hours of peak load and light load. The traffic profiles including the parameters described the traffic distributions were derived. From the statistical analysis applying three different methods, including the Kolmogorov Smirnov test, Anderson Darling test, and Chi-Squared test, we found that the IP traffic distribution is a non-normal distribution and the distributions during the peak load and the light load are different. The experimental study and analysis show high uncertainty of the IP traffic.

Keywords: IP traffic analysis, IP traffic distribution, Traffic uncertainty

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Authors: O. Arikan, C. Kocatepe, G. Ucar, Y. Hacialiefendioglu

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In this paper, influence of harmonics on medium voltage distribution system of Bogazici Electricity Distribution Inc. (BEDAS) which takes place at Istanbul/Turkey is investigated. A ring network consisting of residential loads is taken into account for this study. Real system parameters and measurement results are used for simulations. Also, probable working conditions of the system are analyzed for 50%, 75%, and 100% loading of transformers with similar harmonic contents. Results of the study are exhibited the influence of nonlinear loads on %THDV, P.F. and technical losses of the medium voltage distribution system.

Keywords: Distribution system, harmonic, technical losses, power factor (PF), total harmonic distortion (THD), residential load, medium voltage.

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Authors: Min Min Swe Zin

Abstract:

This paper introduces the foundations of Bayesian probability theory and Bayesian decision method. The main goal of Bayesian decision theory is to minimize the expected loss of a decision or minimize the expected risk. The purposes of this study are to review the decision process on the issue of flood occurrences and to suggest possible process for decision improvement. This study examines the problem structure of flood occurrences and theoretically explicates the decision-analytic approach based on Bayesian decision theory and application to flood occurrences in Environmental Engineering. In this study, we will discuss about the flood occurrences upon an annual maximum water level in cm, 43-year record available from 1965 to 2007 at the gauging station of Sagaing on the Ayeyarwady River with the drainage area - 120193 sq km by using Bayesian decision method. As a result, we will discuss the loss and risk of vast areas of agricultural land whether which will be inundated or not in the coming year based on the two standard maximum water levels during 43 years. And also we forecast about that lands will be safe from flood water during the next 10 years.

Keywords: Bayesian decision method, conditional binomial distribution, minimax rules, prior beta distribution.

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Authors: A. Alsaadi, B. Gholami

Abstract:

An effective approach for unbalanced three-phase distribution power flow solutions is proposed in this paper. The special topological characteristics of distribution networks have been fully utilized to make the direct solution possible. Two matrices–the bus-injection to branch-current matrix and the branch-current to busvoltage matrix– and a simple matrix multiplication are used to obtain power flow solutions. Due to the distinctive solution techniques of the proposed method, the time-consuming LU decomposition and forward/backward substitution of the Jacobian matrix or admittance matrix required in the traditional power flow methods are no longer necessary. Therefore, the proposed method is robust and time-efficient. Test results demonstrate the validity of the proposed method. The proposed method shows great potential to be used in distribution automation applications.

Keywords: Distribution power flow, distribution automation system, radial network, unbalanced networks.

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