Search results for: modified full-discretization map stability lobe
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2193

Search results for: modified full-discretization map stability lobe

603 New Multi-Solid Thermodynamic Model for the Prediction of Wax Formation

Authors: Ehsan Ghanaei, Feridun Esmaeilzadeh, Jamshid Fathi Kaljahi

Abstract:

In the previous multi-solid models,¤ò approach is used for the calculation of fugacity in the liquid phase. For the first time, in the proposed multi-solid thermodynamic model,γ approach has been used for calculation of fugacity in the liquid mixture. Therefore, some activity coefficient models have been studied that the results show that the predictive Wilson model is more appropriate than others. The results demonstrate γ approach using the predictive Wilson model is in more agreement with experimental data than the previous multi-solid models. Also, by this method, generates a new approach for presenting stability analysis in phase equilibrium calculations. Meanwhile, the run time in γ approach is less than the previous methods used ¤ò approach. The results of the new model present 0.75 AAD % (Average Absolute Deviation) from the experimental data which is less than the results error of the previous multi-solid models obviously.

Keywords: Multi-solid thermodynamic model, PredictiveWilson model, Wax formation.

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602 Tuning of Power System Stabilizers in a Multi- Machine Power System using C-Catfish PSO

Authors: M. H. Moradi, S. M. Moosavi, A. R. Reisi

Abstract:

The main objective of this paper is to investigate the enhancement of power system stability via coordinated tuning of Power System Stabilizers (PSSs) in a multi-machine power system. The design problem of the proposed controllers is formulated as an optimization problem. Chaotic catfish particle swarm optimization (C-Catfish PSO) algorithm is used to minimize the ITAE objective function. The proposed algorithm is evaluated on a two-area, 4- machines system. The robustness of the proposed algorithm is verified on this system under different operating conditions and applying a three-phase fault. The nonlinear time-domain simulation results and some performance indices show the effectiveness of the proposed controller in damping power system oscillations and this novel optimization algorithm is compared with particle swarm optimization (PSO).

Keywords: Power system stabilizer, C-Catfish PSO, ITAE objective function, Power system control, Multi-machine power system

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601 Dimethyl Ether as an Ignition Improver for Hydrous Methanol Fuelled Homogeneous Charge Compression Ignition (HCCI) Engine

Authors: M. Venkatesan, N. Shenbaga Vinayaga Moorthi, R. Karthikeyan, A. Manivannan

Abstract:

Homogeneous Charge Compression (HCCI) Ignition technology has been around for a long time, but has recently received renewed attention and enthusiasm. This paper deals with experimental investigations of HCCI engine using hydrous methanol as a primary fuel and Dimethyl Ether (DME) as an ignition improver. A regular diesel engine has been modified to work as HCCI engine for this investigation. The hydrous methanol is inducted and DME is injected into a single cylinder engine. Hence, hydrous methanol is used with 15% water content in HCCI engine and its performance and emission behavior is documented. The auto-ignition of Methanol is enabled by DME. The quantity of DME varies with respect to the load. In this study, the experiments are conducted independently and the effect of the hydrous methanol on the engine operating limit, heat release rate and exhaust emissions at different load conditions are investigated. The investigation also proves that the Hydrous Methanol with DME operation reduces the oxides of Nitrogen and smoke to an extreme low level which is not possible by the direct injection CI engine. Therefore, it is beneficial to use hydrous methanol-DME HCCI mode while using hydrous methanol in internal Combustion Engines.

Keywords: Hydrous Methanol, Dimethyl ether, Performance, Emission and Combustion.

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600 A New Analytical Approach to Reconstruct Residual Stresses Due to Turning Process

Authors: G.H. Farrahi, S.A. Faghidian, D.J. Smith

Abstract:

A thin layer on the component surface can be found with high tensile residual stresses, due to turning operations, which can dangerously affect the fatigue performance of the component. In this paper an analytical approach is presented to reconstruct the residual stress field from a limited incomplete set of measurements. Airy stress function is used as the primary unknown to directly solve the equilibrium equations and satisfying the boundary conditions. In this new method there exists the flexibility to impose the physical conditions that govern the behavior of residual stress to achieve a meaningful complete stress field. The analysis is also coupled to a least squares approximation and a regularization method to provide stability of the inverse problem. The power of this new method is then demonstrated by analyzing some experimental measurements and achieving a good agreement between the model prediction and the results obtained from residual stress measurement.

Keywords: Residual stress, Limited measurements, Inverse problems, Turning process.

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599 A Fuzzy Dynamic Load Balancing Algorithm for Homogenous Distributed Systems

Authors: Ali M. Alakeel

Abstract:

Load balancing in distributed computer systems is the process of redistributing the work load among processors in the system to improve system performance. Most of previous research in using fuzzy logic for the purpose of load balancing has only concentrated in utilizing fuzzy logic concepts in describing processors load and tasks execution length. The responsibility of the fuzzy-based load balancing process itself, however, has not been discussed and in most reported work is assumed to be performed in a distributed fashion by all nodes in the network. This paper proposes a new fuzzy dynamic load balancing algorithm for homogenous distributed systems. The proposed algorithm utilizes fuzzy logic in dealing with inaccurate load information, making load distribution decisions, and maintaining overall system stability. In terms of control, we propose a new approach that specifies how, when, and by which node the load balancing is implemented. Our approach is called Centralized-But-Distributed (CBD).

Keywords: Dynamic load balancing, fuzzy logic, distributed systems, algorithm.

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598 Investigation on Metalosalen Complexes Binding to DNA using Ab Initio Calculations

Authors: M. Jahangiri Lahkani, Gh. Ghassemi, N. Sohrabi, N. Rasooli

Abstract:

Geometry optimizations of metal complexes of Salen(bis(Salicylidene)1,2-ethylenediamine) were carried out at HF and DFT methods employing Lanl2DZ basis set. In this work structural, energies, bond lengths and other physical properties between Mn2+,Cu2+ and Ni2+ ions coordinated by salen–type ligands are examined. All calculations were performed using Gaussian 98W program series. To investigate local aromaticities, NICS were calculated at all centers of rings. The higher the band gap indicating a higher global aromaticity. The possible binding energies have been evaluated. We have evaluated Frequencies and Zero-point energy with freq calculation. The NICS(Nucleous Independent Chemical Shift) Results show Ni(II) complexes are antiaromatic and aromaticites of Mn(II) complexes are larger than Cu(II) complexes. The energy Results show Cu(II) complexes are stability than Mn(II) and Ni(II) complexes.

Keywords: Frequency Calculation, Hartree-Fock (HF), Nucleous Independent Chemical Shift (NICS), Salen(bis(Salicylidene)1, 2-ethylenediamine).

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597 Higher Education in Kazakhstan: New Opportunities and Problems of Crystallization of the Middle Strata Status

Authors: G.S. Abdiraiymova, D.K. Burkhanova, G.A. Kenzhakimova

Abstract:

Education in the modern world provides the socioeconomic progress of society. In today's society, where the presence of large middle class ensures its stability and is a symbol of resolution of hidden economic problems, education is an integral part of formation and reproduction of the middle class. This article presents part of results of the sociological study conducted under the project "Kazakhstan model of education: international experience and national traditions" supported by the Foundation of the First President of Republic of Kazakhstan - Leader of the Nation to determine the ratio of students to the transformations of the educational system. The authors conclude that the Kazakhstani system of education, passing through the transformation processes, improving the quality of educational programs and trying to correspond to the international standards, not yet in full range, but begins to perform important functions in the formation of the middle class.

Keywords: Higher education, middle class, reforms, students, transformation processes.

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596 DFT Study of Half Sandwich of Vanadium (IV) Cyclopentadienyl Complexes

Authors: Salem El-tohami Ashoor

Abstract:

A novel new vanadium (IV) complexes incorporating the chelating diamido cyclopentadienyl {ArN(CH2)3NAr)}2-((ηn-Cp)Cp)} (Ar = 2,6-Pri2C6H3)(Cp = C5H5 and n = 1,2,3,4 and 5) have been studied with calculation of the properties of species involved in various of cyclopentadienyl reaction. These were carried out under investigation of density functional theory (DFT) calculation, and comparing together. Other methods, explicitly including electron correlation, are necessary for more accurate calculations; MB3LYP (Becke) (Lee–Yang–Parr) level of theory often being used to obtain more exact results. These complexes were estimated of electronic energy for molecular system, because it accounts for all electron correlation interactions.

The optimised of [V(ArN(CH2)3NAr)2Cl(η5-Cp)] (Ar = 2,6-Pri2C6H3 and Cp= C5H5) was found to be thermally more stable than others of vanadium cyclopentadienyl. In the meantime the complex [V(ArN(CH2)3NAr)2Cl(η1-Cp)] (Ar = 2,6-Pri2C6H3 and Cp= C5H5) which is showed a low thermal stability in case of the just one carbon of cyclopentadienyl can be insertion with vanadium metal centre. By using Dewar-Chatt-Duncanson model, as a basis of the molecular orbital (MO) analysis and showed the highest occupied molecular orbital (HOMO) and lowest occupied molecular orbital LUMO.

Keywords: Vanadium(IV) cyclopentadienyl complexes, DFT, MO, HOMO, LUMO.

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595 A Survey: Clustering Ensembles Techniques

Authors: Reza Ghaemi , Md. Nasir Sulaiman , Hamidah Ibrahim , Norwati Mustapha

Abstract:

The clustering ensembles combine multiple partitions generated by different clustering algorithms into a single clustering solution. Clustering ensembles have emerged as a prominent method for improving robustness, stability and accuracy of unsupervised classification solutions. So far, many contributions have been done to find consensus clustering. One of the major problems in clustering ensembles is the consensus function. In this paper, firstly, we introduce clustering ensembles, representation of multiple partitions, its challenges and present taxonomy of combination algorithms. Secondly, we describe consensus functions in clustering ensembles including Hypergraph partitioning, Voting approach, Mutual information, Co-association based functions and Finite mixture model, and next explain their advantages, disadvantages and computational complexity. Finally, we compare the characteristics of clustering ensembles algorithms such as computational complexity, robustness, simplicity and accuracy on different datasets in previous techniques.

Keywords: Clustering Ensembles, Combinational Algorithm, Consensus Function, Unsupervised Classification.

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594 Ruthenium Based Nanoscale Contact Coatings for Magnetically Controlled MEMS Switches

Authors: Sergey M. Karabanov, Dmitry V. Suvorov

Abstract:

Magnetically controlled microelectromechanical system (MCMEMS) switches is one of the directions in the field of micropower switching technology. MCMEMS switches are a promising alternative to Hall sensors and reed switches. The most important parameter for MCMEMS is the contact resistance, which should have a minimum value and is to be stable for the entire duration of service life. The value and stability of the contact resistance is mainly determined by the contact coating material. This paper presents the research results of a contact coating based on nanoscale ruthenium films obtained by electrolytic deposition. As a result of the performed investigations, the deposition modes of ruthenium films are chosen, the regularities of the contact resistance change depending on the number of contact switching, and the coating roughness are established. It is shown that changing the coating roughness makes it possible to minimize the contact resistance.

Keywords: Contact resistance, electrode coating, electrolythic deposition, magnetically controlled MEMS.

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593 Computational Investigations of Concrete Footing Rotational Rigidity

Authors: E. S. Fraser, G. P. A. G. van Zijl

Abstract:

In many buildings we rely on large footings to offer structural stability. Designers often compensate for the lack of knowledge available with regard to foundation-soil interaction by furnishing structures with overly large footings. This may lead to a significant increase in building expenditures if many large foundations are present. This paper describes the interface material law that governs the behavior along the contact surface of adjacent materials, and the behavior of a large foundation under ultimate limit loading. A case study is chosen that represents a common foundation-soil system frequently used in general practice and therefore relevant to other structures. Investigations include compressing versus uplifting wind forces, alterations to the foundation size and subgrade compositions, the role of the slab stiffness and presence and the effect of commonly used structural joints and connections. These investigations aim to provide the reader with an objective design approach, efficiently preventing structural instability.

Keywords: Computational investigation of footing rotation.

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592 Improved Artificial Immune System Algorithm with Local Search

Authors: Ramin Javadzadeh., Zahra Afsahi, MohammadReza Meybodi

Abstract:

The Artificial immune systems algorithms are Meta heuristic optimization method, which are used for clustering and pattern recognition applications are abundantly. These algorithms in multimodal optimization problems are more efficient than genetic algorithms. A major drawback in these algorithms is their slow convergence to global optimum and their weak stability can be considered in various running of these algorithms. In this paper, improved Artificial Immune System Algorithm is introduced for the first time to overcome its problems of artificial immune system. That use of the small size of a local search around the memory antibodies is used for improving the algorithm efficiently. The credibility of the proposed approach is evaluated by simulations, and it is shown that the proposed approach achieves better results can be achieved compared to the standard artificial immune system algorithms

Keywords: Artificial immune system, Cellular Automata, Cellular learning automata, Cellular learning automata, , Local search, Optimization.

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591 Applying WILSERV in Measuring Visitor Satisfaction at Sepilok Orangutan Rehabilitation Centre (SORC)

Authors: A. H. Hendry, H. S. Mogindol

Abstract:

There is an increasing worldwide demand on the field of interaction with wildlife tourism. Studies pertaining to the service quality within the sphere of interaction with wildlife tourism are plentiful. However, studies on service quality in wildlife attractions, especially on semi-captured wildlife tourism are still limited. The Sepilok Orangutan Rehabilitation Centre (SORC) in Sandakan, Sabah, Malaysia is one good example of a semi-captured wildlife attraction and a renowned attraction in Sabah. This study presents a gap analysis by measuring the perception and expectation of service quality at SORC through the use of a modified SERVQUAL, referred to as WILSERV. A survey questionnaire was devised and administered to 190 visitors who visited SORC. The study revealed that all the means of the six dimensions for perceived perceptions were lower than the expectations. The highest gap was from the dimension of reliability (-0.21), followed by tangible (-0.17), responsiveness (-0.11), assurance, (-0.11), empathy (-0.11) and wild-tangible (-0.05). Similarly, the study also showed that all six dimensions for perceived perceptions means were lower than the expectations for both local and foreign visitors.

Keywords: Gap analysis, service quality, WILSERV, wildlife tourism.

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590 Ecological Networks: From Structural Analysis to Synchronization

Authors: N. F. F. Ebecken, G. C. Pereira

Abstract:

Ecological systems are exposed and are influenced by various natural and anthropogenic disturbances. They produce various effects and states seeking response symmetry to a state of global phase coherence or stability and balance of their food webs. This research project addresses the development of a computational methodology for modeling plankton food webs. The use of algorithms to establish connections, the generation of representative fuzzy multigraphs and application of technical analysis of complex networks provide a set of tools for defining, analyzing and evaluating community structure of coastal aquatic ecosystems, beyond the estimate of possible external impacts to the networks. Thus, this study aims to develop computational systems and data models to assess how these ecological networks are structurally and functionally organized, to analyze the types and degree of compartmentalization and synchronization between oscillatory and interconnected elements network and the influence of disturbances on the overall pattern of rhythmicity of the system.

Keywords: Ecological networks, plankton food webs, fuzzy multigraphs, dynamic of networks.

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589 Well-Being in Adolescence: Fitting Measurement Model

Authors: Azlina Abu Bakar, Abdul Fatah Wan Sidek

Abstract:

Well-being has been given special emphasis in quality of life. It involves living a meaningful, life satisfaction, stability and happiness in life. Well-being also concerns the satisfaction of physical, psychological, social needs and demands of an individual. The purpose of this study was to validate three-factor measurement model of well-being using structural equation modeling (SEM). The conceptions of well-being measured such dimensions as physical, psychological and social well-being. This study was done based on a total sample of 650 adolescents from east-coast of peninsular Malaysia. The Well-Being Scales which was adapted from [1] was used in this study. The items were hypothesized a priori to have nonzero loadings on all dimensions in the model. The findings of the SEM demonstrated that it is a good fitting model which the proposed model fits the driving theory; (x2df = 1.268; GFI = .994; CFI = .998; TLI= .996; p = .255; RMSEA = .021). Composite reliability (CR) was .93 and average variance extracted (AVE) was 58%. The model in this study fits with the sample of data and well-being is important to bring sustainable development to the mainstream.

Keywords: Adolescence, Structural Equation Modeling, Sustainable Development, Well-Being.

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588 Optimal Channel Equalization for MIMO Time-Varying Channels

Authors: Ehab F. Badran, Guoxiang Gu

Abstract:

We consider optimal channel equalization for MIMO (multi-input/multi-output) time-varying channels in the sense of MMSE (minimum mean-squared-error), where the observation noise can be non-stationary. We show that all ZF (zero-forcing) receivers can be parameterized in an affine form which eliminates completely the ISI (inter-symbol-interference), and optimal channel equalizers can be designed through minimization of the MSE (mean-squarederror) between the detected signals and the transmitted signals, among all ZF receivers. We demonstrate that the optimal channel equalizer is a modified Kalman filter, and show that under the AWGN (additive white Gaussian noise) assumption, the proposed optimal channel equalizer minimizes the BER (bit error rate) among all possible ZF receivers. Our results are applicable to optimal channel equalization for DWMT (discrete wavelet multitone), multirate transmultiplexers, OFDM (orthogonal frequency division multiplexing), and DS (direct sequence) CDMA (code division multiple access) wireless data communication systems. A design algorithm for optimal channel equalization is developed, and several simulation examples are worked out to illustrate the proposed design algorithm.

Keywords: Channel equalization, Kalman filtering, Time-varying systems.

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587 Power Reference Control of Wind Farms Based On the Operational Limit

Authors: Dae-Hee Son, Seung-Hwa Kang, Sang-Hee Kang, Soon-Ryul Nam

Abstract:

Wind farms usually produce power irregularly, due to  unpredictable change of wind speed. Accordingly, we should  determine the penetration limit of wind power to consider stability of  power system and build a facility to control the wind power. The  operational limit of wind power is determined as the minimum  between the technical limit and the dynamic limit of wind power. The  technical limit is calculated by the number of generators and the  dynamic limit is calculated by the constraint of frequency variation  when a wind farm is disconnected suddenly. According to the  determined operational limit of wind power, pitch angles of wind  generators are controlled. PSS/E simulation results show that the pitch  angles were correctly controlled when wind speeds are changed in  addition to loads.

Keywords: Pitch Angle, Dynamic limit, Operational limit, Technical limit.

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586 Publishing Curriculum Vitae using Weblog: An Investigation on its Usefulness, Ease of Use, and Behavioral Intention to Use

Authors: Chng Pei Eng, Boon Yih Mah, Chng Pei Cheng

Abstract:

In this cyber age, the job market has been rapidly transforming and being digitalized. Submitting a paper-based curriculum vitae (CV) nowadays does not grant a job seeker a high employability rate. This paper calls for attention on the creation of mobile Curriculum Vitae or m-CV (http://mcurriculumvitae. blogspot.com), a sample of an individual CV developed using weblog, which can enhance the job hunter especially fresh graduate-s higher marketability rate. This study is designed to identify the perceptions held by Malaysian university students regarding m-CV grounded on a modified Technology Acceptance Model (TAM). It measures the strength and the direction of relationships among three major variables – Perceived Ease of Use (PEOU), Perceived Usefulness (PU) and Behavioral Intention (BI) to use. The finding shows that university students generally accepted adopting m-CV since they perceived m-CV to be more useful rather than easy to use. Additionally, this study has confirmed TAM to be a useful theoretical model in helping to understand and explain the behavioral intention to use Web 2.0 application-weblog publishing their CV. The result of the study has underlined another significant positive value of using weblog to create personal CV. Further research of m-CV has been highlighted in this paper.

Keywords: CV, mobile curriculum vitae, Technology Acceptance Model, weblog

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585 The Need for the Development of Entrepreneurial Skill in Benue State University Students, Makurdi

Authors: Philomena Ibuh Adzongo, Margaret U. Oluwole, Justina Nguveren Jor.

Abstract:

This paper investigated the need for the development of entrepreneurial skills for Benue State University students. The population consisted of all 1,500 final year students in Benue State University. A sample of 100 students was selected using simple random sampling. A 12-item self-constructed and content validated questionnaire by research experts titled, the Need for the Development of Entrepreneurial Skills in Benue State University Students (NDECBSUS) was used to collect the data. The questionnaire items were rated using a 4-point modified rating scale of Strongly Agree, Agree, Disagree and Strongly Disagree, assigned the following scores of 4,3,2 and 1, respectively. The questionnaire was administered by the researcher with the help of two research assistants through the primary source. Simple percentages and chi-square were used to answer the research questions and test the hypotheses, respectively. The findings revealed that in business management, business management skills, personal skills, and technical skills need to be developed in students for them to become effective and efficient entrepreneurs and concluded that the acquisition of these skills will reduce the challenge of unemployment. The study recommended that funds should be made available by all education stakeholders for such programmes to remain functional.

Keywords: Entrepreneurial skill, entrepreneurship, need for development, university students.

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584 Re-Design of Load Shedding Schemes of the Kosovo Power System

Authors: A.Gjukaj, G.Kabashi, G.Pula, N.Avdiu, B.Prebreza

Abstract:

This paper discusses aspects of re-design of loadshedding schemes with respect to actual developments in the Kosovo power system. Load-shedding is a type of emergency control that is designed to ensure system stability by reducing power system load to match the power generation supply. This paper presents a new adaptive load-shedding scheme that provides emergency protection against excess frequency decline, in cases when the Kosovo power system might be disconnected from the regional transmission network. The proposed load-shedding scheme uses the local frequency rate information to adapt the load-shedding pattern to suit the size and location of the occurring disturbance. The proposed scheme is tested in a software simulation on a large scale PSS/E model which represents nine power system areas of Southeast Europe including the Kosovo power system.

Keywords: About Load Shedding, Power System Transient, PSS/E Dynamic Simulation, Under-frequency Protection

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583 Sliding Mode Position Control for Permanent Magnet Synchronous Motors Based On Passivity Approach

Authors: Jenn-Yih Chen, Bean-Yin Lee, Yuan-Chuan Hsu, Jui-Cheng Lin, Kuang-Chyi Lee

Abstract:

In this paper, a sliding mode control method based on the passivity approach is proposed to control the position of surface-mounted permanent magnet synchronous motors (PMSMs). Firstly, the dynamics of a PMSM was proved to be strictly passive. The position controller with an adaptive law was used to estimate the load torque to eliminate the chattering effects associated with the conventional sliding mode controller. The stability analysis of the overall position control system was carried out by adopting the passivity theorem instead of Lyapunov-type arguments. Finally, experimental results were provided to show that the good position tracking can be obtained, and exhibit robustness in the variations of the motor parameters and load torque disturbances.

Keywords: Adaptive law, passivity theorem, permanent magnet synchronous motor, sliding mode control.

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582 Hydrophobic Characteristics of EPDM Composite Insulators in Simulated Arid Desert Environment

Authors: Yasin Khan

Abstract:

Overhead electrical insulators form an important link in an electric power system. Along with the traditional insulators (i.e. glass and porcelain, etc) presently the polymeric insulators are also used world widely. These polymeric insulators are very sensitive to various environmental parameters such temperature, environmental pollution, UV-radiations, etc. which seriously effect their electrical, chemical and hydrophobic properties. The UV radiation level in the central region of Saudi Arabia is high as compared to the IEC standard for the accelerated aging of the composite insulators. Commonly used suspension type of composite EPDM (Ethylene Propylene Diene Monomer) insulator was subjected to accelerated stress aging as per modified IEC standard simulating the inland arid deserts atmospheric condition and also as per IEC-61109 standard. The hydrophobic characteristics were studied by measuring the contact angle along the insulator surface before and after the accelerated aging of the samples. It was found that EPDM insulator loses it hydrophobic properties proportional to the intensity of UV irradiations and its rate of recovery is also very low as compared to Silicone Rubber insulator.KeywordsEPDM, composite insulators, accelerated aging, hydrophobicity, contact angle.

Keywords: EPDM, composite insulators, accelerated aging, hydrophobicity, contact angle.

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581 Optimal Placement and Sizing of SVC for Load Margin Improvement Using BF Algorithm

Authors: Santi Behera, M. Tripathy, J. K. Satapathy

Abstract:

Power systems are operating under stressed condition due to continuous increase in demand of load. This can lead to voltage instability problem when face additional load increase or contingency. In order to avoid voltage instability suitable size of reactive power compensation at optimal location in the system is required which improves the load margin. This work aims at obtaining optimal size as well as location of compensation in the 39- bus New England system with the help of Bacteria Foraging and Genetic algorithms. To reduce the computational time the work identifies weak candidate buses in the system, and then picks only two of them to take part in the optimization. The objective function is based on a recently proposed voltage stability index which takes into account the weighted average sensitivity index is a simpler and faster approach than the conventional CPF algorithm. BFOA has been found to give better results compared to GA.

Keywords: BFOA, GA, SSVSL, WASI.

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580 The Influence of EU Regulation of Margin Requirements on Market Stock Volatility

Authors: Nadira Kaimova

Abstract:

In this paper it was examined the influence of margin regulation on stock market volatility in EU 1993 – 2014. Regulating margin requirements or haircuts for securities financing transactions has for a long time been considered as a potential tool to limit the build-up of leverage and dampen volatility in financial markets. The margin requirement dictates how much investors can borrow against these securities. Margin can be an important part of investment. Using daily and monthly stock returns and there is no convincing evidence that EU Regulation margin requirements have served to dampen stock market volatility. In this paper was detected the expected negative relation between margin requirements and the amount of margin credit outstanding. Also, it confirmed that changes in margin requirements by the EU regulation have tended to follow than lead changes in market volatility. For the analysis have been used the modified Levene statistics to test whether the standard deviation of stock returns in the 25, 50 and 100 days preceding margin changes is the same as that in the succeeding 25, 50 and 100 days. The analysis started in May 1993 when it was first empowered to set the initial margin requirement and the last sample was in May 2014. To test whether margin requirements influence stock market volatility over the long term, the sample of stock returns was divided into 14 periods, according to the 14 changes in margin requirements.

Keywords: Levene statistic, Margin Regulation, Stock Market, Volatility.

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579 A Character Detection Method for Ancient Yi Books Based on Connected Components and Regressive Character Segmentation

Authors: Xu Han, Shanxiong Chen, Shiyu Zhu, Xiaoyu Lin, Fujia Zhao, Dingwang Wang

Abstract:

Character detection is an important issue for character recognition of ancient Yi books. The accuracy of detection directly affects the recognition effect of ancient Yi books. Considering the complex layout, the lack of standard typesetting and the mixed arrangement between images and texts, we propose a character detection method for ancient Yi books based on connected components and regressive character segmentation. First, the scanned images of ancient Yi books are preprocessed with nonlocal mean filtering, and then a modified local adaptive threshold binarization algorithm is used to obtain the binary images to segment the foreground and background for the images. Second, the non-text areas are removed by the method based on connected components. Finally, the single character in the ancient Yi books is segmented by our method. The experimental results show that the method can effectively separate the text areas and non-text areas for ancient Yi books and achieve higher accuracy and recall rate in the experiment of character detection, and effectively solve the problem of character detection and segmentation in character recognition of ancient books.

Keywords: Computing methodologies, interest point, salient region detections, image segmentation.

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578 Deposit Guarantee Fund: One Perspective

Authors: Rute Abreu, Fátima David, Liliane Cristina Segura

Abstract:

The Deposit Guarantee Fund (DGF) and its communication with the Society, in general, and with the deposit client of Financial Institutions, in particular, is discussed through the challenges of the accounting and financial report. The Bank of Portugal promotes the Portuguese Deposit Guarantee Fund (PDGF) as a financial institution that enhanced the market confidence and stability on the deposit-insurance system. Due to the nature of their functions, it must be subject to regulation and supervision that provides a first line of defense against adversely affect confidence on the Portuguese financial market. First, this research provides evidence of the effectiveness of the protection mechanisms on the deposit insurance system, which provides high and equal protection to all stakeholders. Second, it emphasizes the need of requirements of rigorous accounting process and effective financial report to reduce the moral hazard implications. Third, this research focuses on the need of total disclosure of the financial information which gives higher transparency and protection to deposit client of financial institutions.

Keywords: Deposit Guarantee Fund, Portugal, Accounting, Financial Report.

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577 Speed Control of Permanent Magnet Synchronous Motor Using Evolutionary Fuzzy PID Controller

Authors: M. Umabharathi, S. Vijayabaskar

Abstract:

Evolutionary Fuzzy PID Speed Controller for Permanent Magnet Synchronous Motor (PMSM) is developed to achieve the Speed control of PMSM in Closed Loop operation and to deal with the existence of transients. Consider a Fuzzy PID control design problem, based on common control Engineering Knowledge. If the transient error is big, that Good transient performance can be obtained by increasing the P and I gains and decreasing the D gains. To autotune the control parameters of the Fuzzy PID controller, the Evolutionary Algorithms (EA) are developed. EA based Fuzzy PID controller provides better speed control and guarantees the closed loop stability. The Evolutionary Fuzzy PID controller can be implemented in real time Applications without any concern about instabilities that leads to system failure or damage.

Keywords: Evolutionary Algorithm (EA), Fuzzy system, Genetic Algorithm (GA), Membership, Permanent Magnet Synchronous Motor (PMSM).

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576 Techno-Economic Analysis of Motor-Generator Pair System and Virtual Synchronous Generator for Providing Inertia of Power System

Authors: Zhou Yingkun, Xu Guorui, Wei Siming, Huang Yongzhang

Abstract:

With the increasing of the penetration of renewable energy in power system, the whole inertia of the power system is declining, which will endanger the frequency stability of the power system. In order to enhance the inertia, virtual synchronous generator (VSG) has been proposed. In addition, the motor-generator pair (MGP) system is proposed to enhance grid inertia. Both of them need additional equipment to provide instantaneous energy, so the economic problem should be considered. In this paper, the basic working principle of MGP system and VSG are introduced firstly. Then, the technical characteristics and economic investment of MGP/VSG are compared by calculation and simulation. The results show that the MGP system can provide same inertia with less cost than VSG.

Keywords: High renewable energy penetration, inertia of power system, virtual synchronous generator, motor-generator pair system, techno-economic analysis.

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575 Preparation of Polylactic Acid Graft Polyvinyl Acetate Compatibilizers for 50/50 Starch/PLLA Blending

Authors: S. Buchatip, A. Petchsuk

Abstract:

Polylactic acid-g-polyvinyl acetate (PLLA-g-PVAc) was used as a compatibilizer for 50/50 starch/PLLA blend. PLLA-g- PVAc with different mol% of PVAc contents were prepared by grafting PVAc onto PLLA backbone via free radical polymerization in solution process. Various conditions such as type and the amount of initiator, monomer concentration, polymerization time and temperature were studied. Results showed that the highest mol% of PVAc grafting (16 mol%) was achieved by conducting graft copolymerization in toluene at 110°C for 10 h using DCP as an initiator. Chemical structure of the PVAc grafted PLLA was confirmed by 1H NMR. Blending of modified starch and PLLA in the presence compatibilizer with different amounts and mol% PVAc was acquired using internal mixer at 160°C for 15 min. Effects of PVAc content and the amount of compatibilizer on mechanical properties of polymer blend were studied. Results revealed that tensile strength and tensile modulus of polymer blend with higher PVAc grafting content compatibilizer showed better properties than that of lower PVAc grafting content compatibilizer. The amount of compatibilizer was found optimized in the range of 0.5-1.0 Wt% depending on the mol% PVAc.

Keywords: starch, PLLA, compatibilizer, free radical polymerization, blending

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574 Electrochemical Performance of Al-Mn2O3 Based Electrode Materials

Authors: Noor Ul Ain Bhatti, M. Junaid Khan, Javed Ahmad, Murtaza Saleem, Shahid M. Ramay, Saadat A. Siddiqi

Abstract:

Manganese oxide is being recently used as electrode material for rechargeable batteries. In this study, Al incorporated Mn2O3 compositions were synthesized to study the effect of Al doping on electrochemical performance of host material. Structural studies were carried out using X-ray diffraction analysis to confirm the phase stability and explore the lattice parameters, crystallite size, lattice strain, density and cell volume. Morphology and composition were analyzed using field emission scanning electron microscope and energy dispersive X-ray spectroscopy, respectively. Dynamic light scattering analysis was performed to observe the average particle size of the compositions. FTIR measurements exhibit the O-Al-O and O-Mn-O and Al-O bonding and with increasing the concentration of Al, the vibrational peaks of Mn-O become sharper. An enhanced electrochemical performance was observed in compositions with higher Al content.

Keywords: Mn2O3, electrode materials, energy storage and conversion, electrochemical performance.

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