Search results for: damping systems

Authors: Bruno Vilić Belina, Ivan Župan

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Smart industry concepts and digital transformation are very popular in many industries. They develop their own digital platforms, which have an important role in innovations and transactions. The main idea of smart industry digital platforms is central data collection, industrial data integration and data usage for smart applications and services. This paper presents the development of a digital platform for building critical infrastructure protection systems in smart industries. Different service contraction modalities in Service Level Agreements (SLAs), Customer Relationship Management (CRM) relations, trends and changes in business architectures (especially process business architecture) for the purpose of developing infrastructural production and distribution networks, information infrastructure meta-models and generic processes by critical infrastructure owner demanded by critical infrastructure law, satisfying cybersecurity requirements and taking into account hybrid threats are researched.

Keywords: Cybersecurity, critical infrastructure, smart industries, digital platform.

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Authors: Jerome T. Tolentino, Ma. Victoria Rejuso, Jara Kaye Villanueva, Loureal Camille Inocencio, Ma. Rosario Concepcion O. Ang

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Wind energy is rapidly emerging as the primary source of electricity in the Philippines, although developing an accurate wind resource model is difficult. In this study, Weather Research and Forecasting (WRF) Model, an open source mesoscale Numerical Weather Prediction (NWP) model, was used to produce a 1-year atmospheric simulation with 4 km resolution on the Ilocos Region of the Philippines. The WRF output (netCDF) extracts the annual mean wind speed data using a Python-based Graphical User Interface. Lastly, wind resource assessment was produced using a GIS software. Results of the study showed that it is more flexible to use Python scripts than using other post-processing tools in dealing with netCDF files. Using WRF Model, Python, and Geographic Information Systems, a reliable wind resource map is produced.

Keywords: Wind resource assessment, Weather Research and Forecasting (WRF) Model, python, GIS software.

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Authors: T.P. Andamuthu, Dr. P. Balasubramanie

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The intermittent connectivity modifies the “always on" network assumption made by all the distributed query processing systems. In modern- day systems, the absence of network connectivity is considered as a fault. Since the last upload, it might not be feasible to transmit all the data accumulated right away over the available connection. It is possible that vital information may be delayed excessively when the less important information takes place of the vital information. Owing to the restricted and uneven bandwidth, it is vital that the mobile nodes make the most advantageous use of the connectivity when it arrives. Hence, in order to select the data that needs to be transmitted first, some sort of data prioritization is essential. A continuous query processing system for intermittently connected mobile networks that comprises of a delaytolerant continuous query processor distributed across the mobile hosts has been proposed in this paper. In addition, a mechanism for prioritizing query results has been designed that guarantees enhanced accuracy and reduced delay. It is illustrated that our architecture reduces the client power consumption, increases query efficiency by the extensive simulation results.

Keywords: Broadcast, Location, Mobile host, Mobility, Query.

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Authors: Ashu Ahuja, Shiv Narayan, Jagdish Kumar

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This paper realized the 2-DOF controller structure for first order with time delay systems. The co-prime factorization is used to design observer based controller K(s), representing one degree of freedom. The problem is based on H∞ norm of mixed sensitivity and aims to achieve stability, robustness and disturbance rejection. Then, the other degree of freedom, prefilter F(s), is formulated as fixed structure polynomial controller to meet open loop processing of reference model. This model matching problem is solved by minimizing integral square error between reference model and proposed model. The feedback controller and prefilter designs are posed as optimization problem and solved using Particle Swarm Optimization (PSO). To show the efficiency of the designed approach different variety of processes are taken and compared for analysis.

Keywords: 2-DOF, integral square error, mixed sensitivity function, observer based controller, particle swarm optimization, prefilter.

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Authors: Serkan Ozbay, Ergun Ercelebi

Abstract:

Automatic Vehicle Identification (AVI) has many applications in traffic systems (highway electronic toll collection, red light violation enforcement, border and customs checkpoints, etc.). License Plate Recognition is an effective form of AVI systems. In this study, a smart and simple algorithm is presented for vehicle-s license plate recognition system. The proposed algorithm consists of three major parts: Extraction of plate region, segmentation of characters and recognition of plate characters. For extracting the plate region, edge detection algorithms and smearing algorithms are used. In segmentation part, smearing algorithms, filtering and some morphological algorithms are used. And finally statistical based template matching is used for recognition of plate characters. The performance of the proposed algorithm has been tested on real images. Based on the experimental results, we noted that our algorithm shows superior performance in car license plate recognition.

Keywords: Character recognizer, license plate recognition, plate region extraction, segmentation, smearing, template matching.

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Authors: Mohd. Israil, M. Salim Beg

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In order to accommodate various multimedia services, next generation wireless networks are characterized by very high transmission bit rates. Thus, in such systems and networks, the received signal is not only limited by noise but - especially with increasing symbols rate often more significantly by the intersymbol interference (ISI) caused by the time dispersive radio channels such as those are used in this work. This paper deals with the study of the performance of detector for high bit rate transmission on some worst case models of frequency selective fading channels for outdoor mobile radio environments. This paper deals with a number of different wireless channels with different power profiles and different number of resolvable paths. All the radio channels generated in this paper are for outdoor vehicular environments with Doppler spread of 100 Hz. A carrier frequency of 1800 MHz is used and all the channels used in this work are such that they are useful for next generation wireless systems. Schemes for mitigation of ISI with adaptive equalizers of different types have been investigated and their performances have been investigated in terms of BER measured as a function of SNR.

Keywords: Mobile channels, Rayleigh Fading, Equalization, NMLD.

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Authors: Kazuo Mori, Takeo Saga, Katsuhiro Naito, Hideo Kobayashi

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The asymmetric trafc between uplink and downlink over recent mobile communication systems has been conspicuous because of providing new communication services. This paper proposes an asymmetric trafc accommodation scheme adopting a multihop cooperative transmission technique for CDMA/FDD cellular networks. The proposed scheme employs the cooperative transmission technique in the already proposed downlink multihop transmissions for the accommodation of the asymmetric trafc, which utilizes the vacant uplink band for the downlink relay transmissions. The proposed scheme reduces the transmission power at the downlink relay transmissions and then suppresses the interference to the uplink communications, and thus, improves the uplink performance. The proposed scheme is evaluated by computer simulation and the results show that it can achieve better throughput performance.

Keywords: asymmetric traffic, cooperative transmissions, multihop transmissions, CDMA, FDD, cellular systems

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Authors: Jacopo Baboni Schilingi

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We here describe the theoretical and philosophical understanding of a long term use and development of algorithmic computer-based tools applied to music composition. The findings of our research lead us to interrogate some specific processes and systems of communication engaged in the discovery of specific cultural artworks: artistic creation in the sono-musical domain. Our hypothesis is that the patterns of auditory learning cannot be only understood in terms of social transmission but would gain to be questioned in the way they rely on various ranges of acoustic stimuli modes of consciousness and how the different types of memories engaged in the percept-action expressive systems of our cultural communities also relies on these shadowy conscious entities we named “Reduced Descriptive Structures”.

Keywords: Algorithmic sonic computation, corrected and self-correcting learning patterns in acoustic perception, morphological derivations in sensorial patterns, social unconscious modes of communication.

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Authors: José Paulo Leal, Ricardo Queirós

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Standards for learning objects focus primarily on content presentation. They were already extended to support automatic evaluation but it is limited to exercises with a predefined set of answers. The existing standards lack the metadata required by specialized evaluators to handle types of exercises with an indefinite set of solutions. To address this issue existing learning object standards were extended to the particular requirements of a specialized domain. A definition of programming problems as learning objects, compatible both with Learning Management Systems and with systems performing automatic evaluation of programs, is presented in this paper. The proposed definition includes metadata that cannot be conveniently represented using existing standards, such as: the type of automatic evaluation; the requirements of the evaluation engine; and the roles of different assets - tests cases, program solutions, etc. The EduJudge project and its main services are also presented as a case study on the use of the proposed definition of programming problems as learning objects.

Keywords: Content Packaging, eLearning Services, Interoperability, Learning Objects.

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Authors: Orestis Κ. Efthymiou, Stavros T. Ponis

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In the last decade, a new industrial revolution seems to be emerging, supported -once again- by the rapid advancements of Information Technology in the areas of Machine-to-Machine (M2M) communication permitting large numbers of intelligent devices, e.g. sensors to communicate with each other and take decisions without any or minimum indirect human intervention. The advent of these technologies have triggered the emergence of a new category of hybrid (cyber-physical) manufacturing systems, combining advanced manufacturing techniques with innovative M2M applications based on the Internet of Things (IoT), under the umbrella term Industry 4.0. Even though the topic of Industry 4.0 has attracted much attention during the last few years, the attempts of providing a systematic literature review of the subject are scarce. In this paper, we present the authors’ initial study of the field with a special focus on the use and applications of Industry 4.0 principles in material handling automations and in-house logistics. Research shows that despite the vivid discussion and attractiveness of the subject, there are still many challenges and issues that have to be addressed before Industry 4.0 becomes standardized and widely applicable.

Keywords: Industry 4.0, internet of things, manufacturing systems, material handling, logistics.

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Authors: Pei-Chun Lee, Sheng-Shih Wang, Pei-Hsuan Ku

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Many existing amusement parks have been operated with assistance of a variety of information and communications technologies to design friendly and efficient service systems for tourists. However, these systems leave various levels of decisions to tourists to make by themselves. This incurs pressure on tourists and thereby bringing negative experience in their tour. This paper proposes a smart amusement park system to offer each tourist the GPS-based customized plan without tourists making decisions by themselves. The proposed system consists of the mobile app subsystem, the central subsystem, and the detecting/counting subsystem. The mobile app subsystem interacts with the central subsystem. The central subsystem performs the necessary computing and database management of the proposed system. The detecting/counting subsystem aims to detect and compute the number of visitors to an attraction. Experimental results show that the proposed system can not only work well, but also provide an innovative business operating model for owners of amusement parks.

Keywords: Amusement park, location-based service (LBS), mobile app, tourist service.

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Authors: Nour Charara, Iman Jarkass, Maria Sokhn, Elena Mugellini, Omar Abou Khaled

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Intelligent Video-Surveillance (IVS) systems are being more and more popular in security applications. The analysis and recognition of abnormal behaviours in a video sequence has gradually drawn the attention in the field of IVS, since it allows filtering out a large number of useless information, which guarantees the high efficiency in the security protection, and save a lot of human and material resources. We present in this paper ADABeV, an intelligent video-surveillance framework for event recognition in crowded scene to detect the abnormal human behaviour. This framework is attended to be able to achieve real-time alarming, reducing the lags in traditional monitoring systems. This architecture proposal addresses four main challenges: behaviour understanding in crowded scenes, hard lighting conditions, multiple input kinds of sensors and contextual-based adaptability to recognize the active context of the scene.

Keywords: Behavior recognition, Crowded scene, Data fusion, Pattern recognition, Video-surveillance

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Authors: Nikhil Ramaswamy, S.N.Omkar, Kashyap.H.Nathwani, Anil.M.Vanjare

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In this present work, the development of an avionics system for flight data collection of a Raptor 30 V2 is carried out. For the data acquisition both onground and onboard avionics systems are developed for testing of a small-scale Unmanned Aerial Vehicle (UAV) helicopter. The onboard avionics record the helicopter state outputs namely accelerations, angular rates and Euler angles, in real time, and the on ground avionics system record the inputs given to the radio controlled helicopter through a transmitter, in real time. The avionic systems are designed and developed taking into consideration low weight, small size, anti-vibration, low power consumption, and easy interfacing. To mitigate the medium frequency vibrations embedded on the UAV helicopter during flight, a damper is designed and its performance is evaluated. A number of flight tests are carried out and the data obtained is then analyzed for accuracy and repeatability and conclusions are inferred.

Keywords: Data collection, Flight Testing, Onground and Onboard Avionics, UAV helicopter

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Authors: Ionel Zagan, Vasile Gheorghita Gaitan

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The development of CPUs and of real-time systems based on them made it possible to use time at increasingly low resolutions. Together with the scheduling methods and algorithms, time organizing has been improved so as to respond positively to the need for optimization and to the way in which the CPU is used. This presentation contains both a detailed theoretical description and the results obtained from research on improving the performances of the nMPRA (Multi Pipeline Register Architecture) processor by implementing specific functions in hardware. The proposed CPU architecture has been developed, simulated and validated by using the FPGA Virtex-7 circuit, via a SoC project. Although the nMPRA processor hardware structure with five pipeline stages is very complex, the present paper presents and analyzes the tests dedicated to the implementation of the CPU and of the memory on-chip for instructions and data. In order to practically implement and test the entire SoC project, various tests have been performed. These tests have been performed in order to verify the drivers for peripherals and the boot module named Bootloader.

Keywords: Hardware scheduler, nMPRA processor, real-time systems, scheduling methods.

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Authors: F. Rahimi Dehgolan, S. E. Khadem, S. Bab, M. Najafee

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Nowadays, using rotating systems like shafts and disks in industrial machines have been increased constantly. Dynamic stability is one of the most important factors in designing rotating systems. In this study, linear frequencies and stability of a coupled continuous flexible rotor-disk-blades system are studied. The Euler-Bernoulli beam theory is utilized to model the blade and shaft. The equations of motion are extracted using the extended Hamilton principle. The equations of motion have been simplified using the Coleman and complex transformations method. The natural frequencies of the linear part of the system are extracted, and the effects of various system parameters on the natural frequencies and decay rates (stability condition) are clarified. It can be seen that the centrifugal stiffening effect applied to the blades is the most important parameter for stability of the considered rotating system. This result highlights the importance of considering this stiffing effect in blades equation.

Keywords: Rotating shaft, flexible blades, centrifugal stiffening, stability.

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Authors: A. H. Sajedi Pour, N. Hedayat, Z. Yazdi

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Sediment loads transfer in hydraulic installations and their consequences for the O&M of modern canal systems is emerging as one of the most important considerations in hydraulic engineering projects apriticularly those which are inteded to feed the irrigation and draiange schemes of large command areas such as the Dez and Mogahn in Iran.. The aim of this paper is to investigate the applicability of the vortex tube as a viable means of extracting sediment loads entering the canal systems in general and the water inatke structures in particulars. The Western conveyance canal of the Dez Diversion weir which feeds the Karkheh Flood Plain in Sothwestern Dezful has been used as the case study using the data from the Dastmashan Hydrometric Station. The SHARC software has been used as an analytical framework to interprete the data. Results show that given the grain size D50 and the canal turbulence the adaption length from the beginning of the canal and after the diversion dam is estimated at 477 m, a point which is suitable for laying the vortex tube.

Keywords: Vortex tube, sediments, western canal, SHARCmodel

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Authors: Dong Wook Lee

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This paper presents a method to analyze the stiffness of the expansion joint with structural support using a hybrid method combining computational and analytical methods. Many expansion joints found in tubes and ducts of mechanical structures are designed to absorb thermal expansion mismatch between their structural members and deal with misalignments introduced from the assembly/manufacturing processes. One of the important design perspectives is the system’s vibrational characteristics. We calculate the stiffness as a characterization parameter for structural joint systems using a combined Finite Element Analysis (FEA) and an analytical method. We apply the methods to two sample applications: external configurations of aircraft engines and nuclear power plant structures.

Keywords: Expansion joint, expansion joint stiffness, Finite Element Analysis, FEA, nuclear power plants, aircraft engine external configurations.

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Authors: Fares Innal, Yves Dutuit, Mourad Chebila

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The object of this work is the probabilistic performance evaluation of safety instrumented systems (SIS), i.e. the average probability of dangerous failure on demand (PFD_avg) and the average frequency of failure (PFH), taking into account the uncertainties related to the different parameters that come into play: failure rate (λ), common cause failure proportion (β), diagnostic coverage (DC)... This leads to an accurate and safe assessment of the safety integrity level (SIL) inherent to the safety function performed by such systems. This aim is in keeping with the requirement of the IEC 61508 standard with respect to handling uncertainty. To do this, we propose an approach that combines (1) Monte Carlo simulation and (2) fuzzy sets. Indeed, the first method is appropriate where representative statistical data are available (using pdf of the relating parameters), while the latter applies in the case characterized by vague and subjective information (using membership function). The proposed approach is fully supported with a suitable computer code.

Keywords: Fuzzy sets, Monte Carlo simulation, Safety instrumented system, Safety integrity level.

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Authors: H. Krouma, M. Barkat, K. Kemih, M. Benslama, Y. Yacine

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In this paper, we consider the analysis of the acquisition process for a hybrid double-dwell system with antenna diversity for DS-CDMA (direct sequence-code division multiple access) using an adaptive threshold. Acquisition systems with a fixed threshold value are unable to adapt to fast varying mobile communications environments and may result in a high false alarm rate, and/or low detection probability. Therefore, we propose an adaptively varying threshold scheme through the use of a cellaveraging constant false alarm rate (CA-CFAR) algorithm, which is well known in the field of radar detection. We derive exact expressions for the probabilities of detection and false alarm in Rayleigh fading channels. The mean acquisition time of the system under consideration is also derived. The performance of the system is analyzed and compared to that of a hybrid single dwell system.

Keywords: Adaptive threshold, hybrid double-dwell system, CA-CFAR algorithm, DS-CDMA.

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Authors: Omid A. Zargar

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In this paper, some common gearboxes vibration analysis methods and condition monitoring systems are explained. In addition, an experimental gearbox vibration analysis is discussed through a critical case history for a mixer gearbox related to Iran oil industry. The case history also consists of gear manufacturing (machining) recommendations, lubrication condition of gearbox and machinery maintenance activities that caused reduction in noise and vibration of the gearbox. Besides some of the recent patents and innovations in gearboxes, lubrication and vibration monitoring systems explained. Finally micro pitting and surface fatigue in pinion and bevel of mentioned horizontal to vertical gearbox discussed in details.

Keywords: Gear box, condition monitoring, time wave form (TWF), fast Fourier transform (FFT), gear mesh frequency (GMF), Shock Pulse measurement (SPM), bearing condition unit (BCU), pinion, bevel gear, micro pitting, surface fatigue.

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Authors: Eugen Pop, Mihai Barbos, Razvan Lupu

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The client server systems using mobile communications networks for data transmission became very attractive for many economic agents, in the purpose of promoting and offering electronic services to their clients. E-services are suitable for business developing and financial benefits increasing. The products or services can be efficiently delivered to a large number of clients, using mobile Internet access technologies. The clients can have access to e-services, anywhere and anytime, with the support of 3G, GPRS, WLAN, etc., channels bandwidth, data services and protocols. Based on the mobile communications networks evolution and development, a convergence of technological and financial interests of mobile operators, software developers, mobile terminals producers and e-content providers is established. These will lead to a high level of integration of IT&C resources and will facilitate the value added services delivery through the mobile communications networks. In this paper it is presented a client server system, for e-services access, with Smartphones and PDA-s mobile software applications, installed on Symbian and Windows Mobile operating systems.

Keywords: Client server system, e-services access, mobile communications, PDA, Smartphone.

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Authors: Vincent King Soon Wong, Hong Seng Ng, Florinna Sim

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Negative Bias Temperature Instability (NBTI) is one of the critical degradation mechanisms in semiconductor device reliability that causes shift in the threshold voltage (Vth). However, thorough understanding of this reliability failure mechanism is still unachievable due to a recovery characteristic known as NBTI recovery. This paper will demonstrate the severity of NBTI recovery as well as one of the effective methods used to mitigate, which is the minimization of measurement system delays. Comparison was done in between two measurement systems that have significant differences in measurement delays to show how NBTI recovery causes result deviations and how fast measurement systems can mitigate NBTI recovery. Another method to minimize NBTI recovery without the influence of measurement system known as Fast Wafer Level Reliability (FWLR) NBTI was also done to be used as reference.

Keywords: Fast vs slow BTI, Fast wafer level reliability, Negative bias temperature instability, NBTI measurement system, metal-oxide-semiconductor field-effect transistor, MOSFET, NBTI recovery, reliability.

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Authors: Gianluca Cornetta, Abdellah Touhafi, David J. Santos, Jose Manuel Vazquez

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In this work a new platform for mobile-health systems is presented. System target application is providing decision support to rescue corps or military medical personnel in combat areas. Software architecture relies on a distributed client-server system that manages a wireless ad-hoc networks hierarchy in which several different types of client operate. Each client is characterized for different hardware and software requirements. Lower hierarchy levels rely in a network of completely custom devices that store clinical information and patient status and are designed to form an ad-hoc network operating in the 2.4 GHz ISM band and complying with the IEEE 802.15.4 standard (ZigBee). Medical personnel may interact with such devices, that are called MICs (Medical Information Carriers), by means of a PDA (Personal Digital Assistant) or a MDA (Medical Digital Assistant), and transmit the information stored in their local databases as well as issue a service request to the upper hierarchy levels by using IEEE 802.11 a/b/g standard (WiFi). The server acts as a repository that stores both medical evacuation forms and associated events (e.g., a teleconsulting request). All the actors participating in the diagnostic or evacuation process may access asynchronously to such repository and update its content or generate new events. The designed system pretends to optimise and improve information spreading and flow among all the system components with the aim of improving both diagnostic quality and evacuation process.

Keywords: IEEE 802.15.4 (ZigBee), IEEE 802.11 a/b/g (WiFi), distributed client-server systems, embedded databases, issue trackers, ad-hoc networks.

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Authors: Hoshang Kolivand, Mahyar Kolivand, Mohd Shahrizal Sunar, Mohd Azhar M. Arsad

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Real-time shadow generation in virtual environments and Augmented Reality (AR) was always a hot topic in the last three decades. Lots of calculation for shadow generation among AR needs a fast algorithm to overcome this issue and to be capable of implementing in any real-time rendering. In this paper, a silhouette detection algorithm is presented to generate shadows for AR systems. Δ+ algorithm is presented based on extending edges of occluders to recognize which edges are silhouettes in the case of real-time rendering. An accurate comparison between the proposed algorithm and current algorithms in silhouette detection is done to show the reduction calculation by presented algorithm. The algorithm is tested in both virtual environments and AR systems. We think that this algorithm has the potential to be a fundamental algorithm for shadow generation in all complex environments.

Keywords: Silhouette detection, shadow volumes, real-time shadows, rendering, augmented reality.

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Authors: Karima Qayumi, Alex Norta

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The rapid generation of high volume and a broad variety of data from the application of new technologies pose challenges for the generation of business-intelligence. Most organizations and business owners need to extract data from multiple sources and apply analytical methods for the purposes of developing their business. Therefore, the recently decentralized data management environment is relying on a distributed computing paradigm. While data are stored in highly distributed systems, the implementation of distributed data-mining techniques is a challenge. The aim of this technique is to gather knowledge from every domain and all the datasets stemming from distributed resources. As agent technologies offer significant contributions for managing the complexity of distributed systems, we consider this for next-generation data-mining processes. To demonstrate agent-based business intelligence operations, we use agent-oriented modeling techniques to develop a new artifact for mining massive datasets.

Keywords: Agent-oriented modeling, business Intelligence management, distributed data mining, multi-agent system.

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Authors: Thomas Canhao Xu, Bo Yang, Alexander Wei Yin, Pasi Liljeberg, Hannu Tenhunen

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With the increasing number of on-chip components and the critical requirement for processing power, Chip Multiprocessor (CMP) has gained wide acceptance in both academia and industry during the last decade. However, the conventional bus-based onchip communication schemes suffer from very high communication delay and low scalability in large scale systems. Network-on-Chip (NoC) has been proposed to solve the bottleneck of parallel onchip communications by applying different network topologies which separate the communication phase from the computation phase. Observing that the memory bandwidth of the communication between on-chip components and off-chip memory has become a critical problem even in NoC based systems, in this paper, we propose a novel 3D NoC with on-chip Dynamic Random Access Memory (DRAM) in which different layers are dedicated to different functionalities such as processors, cache or memory. Results show that, by using our proposed architecture, average link utilization has reduced by 10.25% for SPLASH-2 workloads. Our proposed design costs 1.12% less execution cycles than the traditional design on average.

Keywords: 3D integration, network-on-chip, memory-on-chip, DRAM, chip multiprocessor.

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Authors: S. Kamyabi, M. Salari, H. Shahabi

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One of the processes of slope that occurs every year in Iran and some parts of world and cause a lot of criminal and financial harms is called landslide. They are plenty of method to stability landslide in soil and rock slides. The use of the best method with the least cost and in the shortest time is important for researchers. In this research, determining the best method of stability is investigated by using of Decision Support systems. DSS is made for this purpose and was used (for Hasan Salaran area in Kurdistan). Field study data from topography, slope, geology, geometry of landslide and the related features was used. The related data entered decision making managements programs (DSS) (ALES).Analysis of mass stability indicated the instability potential at present. Research results show that surface and sub surface drainage the best method of stabilizing. Analysis of stability shows that acceptable increase in security coefficient is a consequence of drainage.

Keywords: Landslide, Decision Support systems, stability, Hasan Salaran landslide, Kurdistan province, Iran.

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Authors: Saleh A. Al-Jufout

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This paper presents a procedure of forming the mathematical model of radial electric power systems for simulation of both transient and steady-state conditions. The research idea has been based on nodal voltages technique and on differentiation of Kirchhoff's current law (KCL) applied to each non-reference node of the radial system, the result of which the nodal voltages has been calculated by solving a system of algebraic equations. Currents of the electric power system components have been determined by solving their respective differential equations. Transforming the three-phase coordinate system into Cartesian coordinate system in the model decreased the overall number of equations by one third. The use of Cartesian coordinate system does not ignore the DC component during transient conditions, but restricts the model's implementation for symmetrical modes of operation only. An example of the input data for a four-bus radial electric power system has been calculated.

Keywords: Mathematical Modelling, Radial Power System, Steady-State, Transients

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Authors: H. Zarei, M. H. Fazel Zarandi, M. Karbasian

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A Decision Support System/Expert System for stock portfolio selection presented where at first step, both technical and fundamental data used to estimate technical and fundamental return and risk (1st phase); Then, the estimated values are aggregated with the investor preferences (2nd phase) to produce convenient stock portfolio. In the 1st phase, there are two expert systems, each of which is responsible for technical or fundamental estimation. In the technical expert system, for each stock, twenty seven candidates are identified and with using rough sets-based clustering method (RC) the effective variables have been selected. Next, for each stock two fuzzy rulebases are developed with fuzzy C-Mean method and Takai-Sugeno- Kang (TSK) approach; one for return estimation and the other for risk. Thereafter, the parameters of the rule-bases are tuned with backpropagation method. In parallel, for fundamental expert systems, fuzzy rule-bases have been identified in the form of “IF-THEN" rules through brainstorming with the stock market experts and the input data have been derived from financial statements; as a result two fuzzy rule-bases have been generated for all the stocks, one for return and the other for risk. In the 2nd phase, user preferences represented by four criteria and are obtained by questionnaire. Using an expert system, four estimated values of return and risk have been aggregated with the respective values of user preference. At last, a fuzzy rule base having four rules, treats these values and produce a ranking score for each stock which will lead to a satisfactory portfolio for the user. The stocks of six manufacturing companies and the period of 2003-2006 selected for data gathering.

Keywords: Stock Portfolio Selection, Fuzzy Rule-Base ExpertSystems, Financial Decision Support Systems, Technical Analysis, Fundamental Analysis.

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Authors: Danielle Sandler dos Passos, Helder Coelho, Flávia Mori Sarti

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Analysing the world banking sector, we realize that traditional risk measurement methodologies no longer reflect the actual scenario with uncertainty and leave out events that can change the dynamics of markets. Considering this, regulators and financial institutions began to search more realistic models. The aim is to include external influences and interdependencies between agents, to describe and measure the operationalization of these complex systems and their risks in a more coherent and credible way. Within this context, X-Events are more frequent than assumed and, with uncertainties and constant changes, the concept of antifragility starts to gain great prominence in comparison to others methodologies of risk management. It is very useful to analyse whether a system succumbs (fragile), resists (robust) or gets benefits (antifragile) from disorder and stress. Thus, this work proposes the creation of the Banking Antifragility Index (BAI), which is based on the calculation of a triangular fuzzy number – to "quantify" qualitative criteria linked to antifragility.

Keywords: Complex adaptive systems, X-events, risk management, antifragility, banking antifragility index, triangular fuzzy number.

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