Search results for: Thyristor controlled series capacitor.

Authors: Jun Wang, Tingcun Wei

Abstract:

The digital pulse width modulator (DPWM) is the crucial building block for digitally-controlled DC-DC switching converter, which converts the digital duty ratio signal into its analog counterpart to control the power MOSFET transistors on or off. With the increase of switching frequency of digitally-controlled DC-DC converter, the DPWM with higher time resolution is required. In this paper, a 15-bits DPWM with three-level hybrid structure is presented; the first level is composed of a7-bits counter and a comparator, the second one is a 5-bits delay line, and the third one is a 3-bits digital dither. The presented DPWM is designed and implemented using the PLL megafunction of FPGA (Field Programmable Gate Arrays), and the required frequency of clock signal is 128 times of switching frequency. The simulation results show that, for the switching frequency of 2 MHz, a DPWM which has the time resolution of 15 ps is achieved using a maximum clock frequency of 256MHz. The designed DPWM in this paper is especially useful for high-frequency digitally-controlled DC-DC switching converters.

Keywords: DPWM, PLL megafunction, FPGA, time resolution, digitally-controlled DC-DC switching converter.

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Authors: Somayeh Gholami, Meysam Khakbaz

Abstract:

The current-voltage characteristics of a PtSi/p-Si Schottky barrier diode was measured at the temperature of 85 K and from the forward bias region of the I-V curve, the electrical parameters of the diode were measured by three methods. The results obtained from the two methods which considered the series resistance were in close agreement with each other and from them barrier height (
), ideality factor (n) and series resistance () were found to be 0.2045 eV, 2.877 and 14.556 K
respectively. By measuring the I-V characteristics in the temperature range of 85-136 K the electrical parameters were observed to have strong dependency on temperature. The increase of barrier height and decrease of ideality factor with increasing temperature is attributed to the existence of barrier height inhomogeneities in the silicide-semiconductor structure.

Keywords: Schottky diode, barrier height, series resistance, I-V, barrier height inhomogeneities.

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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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Authors: S. Wongkoon, M. Pollar, M. Jaroensutasinee, K. Jaroensutasinee

Abstract:

This study aimed at developing a forecasting model on the number of Dengue Haemorrhagic Fever (DHF) incidence in Northern Thailand using time series analysis. We developed Seasonal Autoregressive Integrated Moving Average (SARIMA) models on the data collected between 2003-2006 and then validated the models using the data collected between January-September 2007. The results showed that the regressive forecast curves were consistent with the pattern of actual values. The most suitable model was the SARIMA(2,0,1)(0,2,0)12 model with a Akaike Information Criterion (AIC) of 12.2931 and a Mean Absolute Percent Error (MAPE) of 8.91713. The SARIMA(2,0,1)(0,2,0)12 model fitting was adequate for the data with the Portmanteau statistic Q20 = 8.98644 ( x20,95= 27.5871, P>0.05). This indicated that there was no significant autocorrelation between residuals at different lag times in the SARIMA(2,0,1)(0,2,0)12 model.

Keywords: Dengue, SARIMA, Time Series Analysis, Northern Thailand.

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Authors: S.K. Mazloomi, Nasri b. Sulaiman

Abstract:

By analyzing the sources of energy and power loss in PWM (Pulse Width Modulation) controlled drivers of water electrolysis cells, it is possible to reduce the power dissipation and enhance the efficiency of such hydrogen production units. A PWM controlled power driver is based on a semiconductor switching element where its power dissipation might be a remarkable fraction of the total power demand of an electrolysis system. Power dissipation in a semiconductor switching element is related to many different parameters which could be fitted into two main categories: switching losses and conduction losses. Conduction losses are directly related to the built, structure and capabilities of a switching device itself and indeed the conditions in which the element is handling the switching application such as voltage, current, temperature and of course the fabrication technology. On the other hand, switching losses have some other influencing variables other than the mentioned such as control system, switching method and power electronics circuitry of the PWM power driver. By analyzings the characteristics of recently developed power switching transistors from different families of Bipolar Junction Transistors (BJT), Metal Oxide Semiconductor Field Effect Transistors (MOSFET) and Insulated Gate Bipolar Transistors (IGBT), some recommendations are made in this paper which are able to lead to achieve higher hydrogen production efficiency by utilizing PWM controlled water electrolysis cells.

Keywords: Power switch, PWM, Semiconductor switch, Waterelectrolysis

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Authors: Yong-Taeg Oh, Won Song, Seok-Eui Choi, Bo-Ra Koo, Dong-Chan Shin

Abstract:

ZnO+Ga2O3 functionally graded thin films (FGTFs) were examined for their potential use as Solar cell and organic light emitting diodes (OLEDs). FGTF transparent conducting oxides (TCO) were fabricated by combinatorial RF magnetron sputtering. The composition gradient was controlled up to 10% by changing the plasma power of the two sputter guns. A Ga2O3+ZnO graded region was placed on the top layer of ZnO. The FGTFs showed up to 80% transmittance. Their surface resistances were reduced to < 10% by increasing the Ga2O3: pure ZnO ratio in the TCO. The FGTFs- work functions could be controlled within a range of 0.18 eV. The controlled work function is a very promising technology because it reduces the contact resistance between the anode and Hall transport layers of OLED and solar cell devices.

Keywords: Work Function, TCO, Functionally Graded Thin Films, Resistance, Transmittance.

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Authors: Bhaskar Thakker, Anoop Lal Vyas

Abstract:

Wrist pulse analysis for identification of health status is found in Ancient Indian as well as Chinese literature. The preprocessing of wrist pulse is necessary to remove outlier pulses and fluctuations prior to the analysis of pulse pressure signal. This paper discusses the identification of irregular pulses present in the pulse series and intricacies associated with the extraction of time domain pulse features. An approach of Dynamic Time Warping (DTW) has been utilized for the identification of outlier pulses in the wrist pulse series. The ambiguity present in the identification of pulse features is resolved with the help of first derivative of Ensemble Average of wrist pulse series. An algorithm for detecting tidal and dicrotic notch in individual wrist pulse segment is proposed.

Keywords: Wrist Pulse Segment, Ensemble Average, Dynamic Time Warping (DTW), Pulse Similarity Vector.

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Authors: M. R. Rouhi, S. Shafiei, A. Taghavipour, H. Adibi-Asl, A. Doosthoseini

Abstract:

This research targets at alleviating the problem of range anxiety associated with the battery electric vehicles (BEVs) by considering mechanical and control aspects of the powertrain. In this way, all the energy consuming components and their effect on reducing the range of the BEV and battery life index are identified. On the other hand, an appropriate control strategy is designed to guarantee the performance of the BEV and the extended electric range which is evaluated by an extensive simulation procedure and a real-world driving schedule.

Keywords: Battery, electric vehicles EV, ultra-capacitor.

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Authors: Ramesh K. Sunkaria, Puneeta Marwaha

Abstract:

Non linear methods of heart rate variability (HRV) analysis are becoming more popular. It has been observed that complexity measures quantify the regularity and uncertainty of cardiovascular RR-interval time series. In the present work, SampEn has been evaluated in healthy normal sinus rhythm (NSR) male and female subjects for different data lengths and tolerance level r. It is demonstrated that SampEn is small for higher values of tolerance r. Also SampEn value of healthy female group is higher than that of healthy male group for short data length and with increase in data length both groups overlap each other and it is difficult to distinguish them. The SampEn gives inaccurate results by assigning higher value to female group, because male subject have more complex HRV pattern than that of female subjects. Therefore, this traditional algorithm exhibits higher complexity for healthy female subjects than for healthy male subjects, which is misleading observation. This may be due to the fact that SampEn do not account for multiple time scales inherent in the physiologic time series and the hidden spatial and temporal fluctuations remains unexplored.

Keywords: Heart rate variability, normal sinus rhythm group, RR interval time series, sample entropy.

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Authors: Giovanni Incerti

Abstract:

The dynamic behaviour of a four-bar linkage driven by a velocity controlled DC motor is discussed in the paper. In particular the author presents the results obtained by means of a specifically developed software, which implements the mathematical models of all components of the system (linkage, transmission, electric motor, control devices). The use of this software enables a more efficient design approach, since it allows the designer to check, in a simple and immediate way, the dynamic behaviour of the mechanism, arising from different values of the system parameters.

Keywords: Four-bar linkage, Speed control, Dynamic analysis.

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Authors: Vishal V. R. Nandigana, Mohammad Heiranian, Narayana R. Aluru

Abstract:

Graphene material has found tremendous applications in water desalination, DNA sequencing and energy storage. Multiple nanopores are etched to create opening for water desalination and energy storage applications. The nanopores created are of the order of 3-5 nm allowing multiple ions to transport through the pore. In this paper, we present for the first time, molecular dynamics study of single ion transport, where only one ion passes through the graphene nanopore. The diameter of the graphene nanopore is of the same order as the hydration layers formed around each ion. Analogous to single electron transport resulting from ionic transport is observed for the first time. The current-voltage characteristics of such a device are similar to single electron transport in quantum dots. The current is blocked until a critical voltage, as the ions are trapped inside a hydration shell. The trapped ions have a high energy barrier compared to the applied input electrical voltage, preventing the ion to break free from the hydration shell. This region is called “Coulomb blockade region”. In this region, we observe zero transport of ions inside the nanopore. However, when the electrical voltage is beyond the critical voltage, the ion has sufficient energy to break free from the energy barrier created by the hydration shell to enter into the pore. Thus, the input voltage can control the transport of the ion inside the nanopore. The device therefore acts as a binary storage unit, storing 0 when no ion passes through the pore and storing 1 when a single ion passes through the pore. We therefore postulate that the device can be used for fluidic computing applications in chemistry and biology, mimicking a computer. Furthermore, the trapped ion stores a finite charge in the Coulomb blockade region; hence the device also acts a super capacitor.

Keywords: Graphene, single ion transport, Coulomb blockade, fluidic computer, super capacitor.

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Authors: R. Mechgoug, A. Titaouine

Abstract:

Fuzzy systems have been successfully used for exchange rate forecasting. However, fuzzy system is very confusing and complex to be designed by an expert, as there is a large set of parameters (fuzzy knowledge base) that must be selected, it is not a simple task to select the appropriate fuzzy knowledge base for an exchange rate forecasting. The researchers often look the effect of fuzzy knowledge base on the performances of fuzzy system forecasting. This paper proposes a genetic fuzzy predictor to forecast the future value of daily US Dollar/Euro exchange rate time’s series. A range of methodologies based on a set of fuzzy predictor’s which allow the forecasting of the same time series, but with a different fuzzy partition. Each fuzzy predictor is built from two stages, where each stage is performed by a real genetic algorithm.

Keywords: Foreign exchange rate, time series forecasting, Fuzzy System, and Genetic Algorithm.

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Authors: P. Ruttanee, K-N. Areerak, K-L. Areerak

Abstract:

Dynamic models of power converters are normally time-varying because of their switching actions. Several approaches are applied to analyze the power converters to achieve the timeinvariant models suitable for system analysis and design via the classical control theory. The paper presents how to derive dynamic models of the power system consisting of a three-phase controlled rectifier feeding an uncontrolled buck converter by using the combination between the well known techniques called the DQ and the generalized state-space averaging methods. The intensive timedomain simulations of the exact topology model are used to support the accuracies of the reported model. The results show that the proposed model can provide good accuracies in both transient and steady-state responses.

Keywords: DQ method, Generalized state-space averaging method, Three-phase controlled rectifier, Uncontrolled buck converter, Averaging model, Modeling, Simulation.

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Authors: Ilaria Lucrezia Amerise

Abstract:

Electricity markets throughout the world have undergone substantial changes. Accurate, reliable, clear and comprehensible modeling and forecasting of different variables (loads and prices in the first instance) have achieved increasing importance. In this paper, we describe the actual state of the art focusing on reg-SARMA methods, which have proven to be flexible enough to accommodate the electricity price/load behavior satisfactory. More specifically, we will discuss: 1) The dichotomy between point and interval forecasts; 2) The difficult choice between stochastic (e.g. climatic variation) and non-deterministic predictors (e.g. calendar variables); 3) The confrontation between modelling a single aggregate time series or creating separated and potentially different models of sub-series. The noteworthy point that we would like to make it emerge is that prices and loads require different approaches that appear irreconcilable even though must be made reconcilable for the interests and activities of energy companies.

Keywords: Forecasting problem, interval forecasts, time series, electricity prices, reg-plus-SARMA methods.

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Authors: M. A. Torkamani, S. Mahmoodzadeh, S. Pourroostaei, C. Lucas

Abstract:

Daily production of information and importance of the sequence of produced data in forecasting future performance of market causes analysis of data behavior to become a problem of analyzing time series. But time series that are very complicated, usually are random and as a result their changes considered being unpredictable. While these series might be products of a deterministic dynamical and nonlinear process (chaotic) and as a result be predictable. Point of Chaotic theory view, complicated systems have only chaotically face and as a result they seem to be unregulated and random, but it is possible that they abide by a specified math formula. In this article, with regard to test of strange attractor and biggest Lyapunov exponent probability of chaos on several foreign exchange rates vs. IRR (Iranian Rial) has been investigated. Results show that data in this market have complex chaotic behavior with big degree of freedom.

Keywords: Chaos, Exchange Rate, Nonlinear Models.

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Authors: W. Kaowumpai, D. Koolpiruck, K. Viravaidya

Abstract:

Female breast cancer is the second in frequency after cervical cancer. Surgery is the most common treatment for breast cancer, followed by chemotherapy as a treatment of choice. Although effective, it causes serious side effects. Controlled-release drug delivery is an alternative method to improve the efficacy and safety of the treatment. It can release the dosage of drug between the minimum effect concentration (MEC) and minimum toxic concentration (MTC) within tumor tissue and reduce the damage of normal tissue and the side effect. Because an in vivo experiment of this system can be time-consuming and labor-intensive, a mathematical model is desired to study the effects of important parameters before the experiments are performed. Here, we describe a 3D mathematical model to predict the release of doxorubicin from pluronic gel to treat human breast cancer. This model can, ultimately, be used to effectively design the in vivo experiments.

Keywords: Breast Cancer, Doxorubicin, Controlled ReleaseSystem, Diffusion and Convection Equation.

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Authors: Khalid M. Aamir, Mohammad A. Maud

Abstract:

Power Spectral Density (PSD) of quasi-stationary processes can be efficiently estimated using the short time Fourier series (STFT). In this paper, an algorithm has been proposed that computes the PSD of quasi-stationary process efficiently using offline autoregressive model order estimation algorithm, recursive parameter estimation technique and modified sliding window discrete Fourier Transform algorithm. The main difference in this algorithm and STFT is that the sliding window (SW) and window for spectral estimation (WSA) are separately defined. WSA is updated and its PSD is computed only when change in statistics is detected in the SW. The computational complexity of the proposed algorithm is found to be lesser than that for standard STFT technique.

Keywords: Power Spectral Density (PSD), quasi-stationarytime series, short time Fourier Transform, Sliding window DFT.

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Authors: Karim Hamidi Machekposhti, Hossein Sedghi

Abstract:

This study was designed to find the best stochastic model (using of time series analysis) for annual extreme streamflow (peak and maximum streamflow) of Karkheh River at Iran. The Auto-regressive Integrated Moving Average (ARIMA) model used to simulate these series and forecast those in future. For the analysis, annual extreme streamflow data of Jelogir Majin station (above of Karkheh dam reservoir) for the years 1958–2005 were used. A visual inspection of the time plot gives a little increasing trend; therefore, series is not stationary. The stationarity observed in Auto-Correlation Function (ACF) and Partial Auto-Correlation Function (PACF) plots of annual extreme streamflow was removed using first order differencing (d=1) in order to the development of the ARIMA model. Interestingly, the ARIMA(4,1,1) model developed was found to be most suitable for simulating annual extreme streamflow for Karkheh River. The model was found to be appropriate to forecast ten years of annual extreme streamflow and assist decision makers to establish priorities for water demand. The Statistical Analysis System (SAS) and Statistical Package for the Social Sciences (SPSS) codes were used to determinate of the best model for this series.

Keywords: Stochastic models, ARIMA, extreme streamflow, Karkheh River.

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Authors: Ramin Vafadary, Maryam Khanbaghi

Abstract:

Forecasting electricity load is important for various purposes like planning, operation and control. Forecasts can save operating and maintenance costs, increase the reliability of power supply and delivery systems, and correct decisions for future development. This paper compares various time series methods to forecast 24 hours ahead of electricity load. The methods considered are the Holt-Winters smoothing, SARIMA Modeling, LSTM Network, Fbprophet and Tensorflow probability. The performance of each method is evaluated by using the forecasting accuracy criteria namely, the Mean Absolute Error and Root Mean Square Error. The National Renewable Energy Laboratory (NREL) residential energy consumption data are used to train the models. The results of this study show that SARIMA model is superior to the others for 24 hours ahead forecasts. Furthermore, a Bagging technique is used to make the predictions more robust. The obtained results show that by Bagging multiple time-series forecasts we can improve the robustness of the models for 24 hour ahead electricity load forecasting.

Keywords: Bagging, Fbprophet, Holt-Winters, LSTM, Load Forecast, SARIMA, tensorflow probability, time series.

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Authors: Parvinder S. Sandhu, Iqbaldeep Kaur, Amit Verma, Inderpreet Kaur, Birinderjit S. Kalyan

Abstract:

This work is a proposed model of CMOS for which the algorithm has been created and then the performance evaluation of this proposition has been done. In this context, another commonly used model called ZSTT (Zero Switching Time Transient) model is chosen to compare all the vital features and the results for the Proposed Equivalent CMOS are promising. In the end, the excerpts of the created algorithm are also included

Keywords: Dual Capacitor Model, ZSTT, CMOS, SPICEMacro-Model.

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Authors: Sun-Ki Hong, Yong-Ho Cho, Ki-Seok Kim, Tae-Sam Kang

Abstract:

Piezoelectric actuator is treated as RC load when it is modeled electrically. For some piezoelectric actuator applications, arbitrary voltage is required to actuate. Especially for unidirectional arbitrary voltage driving like as sine wave, some special inverter with circuit that can charge and discharge the capacitive energy can be used. In this case, the difference between power supply level and the object voltage level for RC load is varied. Because the control gain is constant, the controlled output is not uniform according to the voltage difference. In this paper, for charge and discharge circuit for unidirectional arbitrary voltage driving for piezoelectric actuator, the controller gain is controlled according to the voltage difference. With the proposed simple idea, the load voltage can have controlled smoothly although the voltage difference is varied. The appropriateness is proved from the simulation of the proposed circuit.

Keywords: Analog voltage inverter, Capacitive load, Gain control, DC-DC converter, Piezoelectric, Voltage waveform.

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Authors: V. Golubev, A. Dosmakanbetova, A. Brener

Abstract:

The purpose of this work is to establish the theoretical foundations for calculating and designing the sublimationcondensation processes in chemical apparatuses which are intended for production of ultrafine powders of crystalline and amorphous materials with controlled fractional composition. Theoretic analysis of the primary processes of nucleation and growth kinetics of the clusters according to the degree of super-saturation and the homogeneous or heterogeneous nature of nucleation has been carried out. The engineering design procedures of desublimation processes have been offered and tested for modification of the Claus process.

Keywords: Desublimation, controlled fraction composition, nucleation, ultrafine powders.

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Authors: Arkady Bolotin

Abstract:

In many ways, biomedical analysis is analogous to possibilistic reasoning. In spite of that, there are hardly any applications of possibility theory in biology or medicine. The aim of this work is to demonstrate the use of possibility theory in an epidemiological study. In the paper, we build the possibility distribution for the controlled bloodstream concentrations of any physiologically active substance through few approximate considerations. This possibility distribution is tested later against the empirical histograms obtained from the panel study of the eight different physiologically active substances in 417 individuals.

Keywords: Possibility distributions, physiologically activesubstances, bloodstream concentrations.

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Authors: Rao Fu, Jie Chen, Shutian Zeng, Yiping Zhuang, Agus Sudjianto

Abstract:

Generative Adversarial Net (GAN) has proved to be a powerful machine learning tool in image data analysis and generation. In this paper, we propose to use Conditional Generative Adversarial Net (CGAN) to learn and simulate time series data. The conditions include both categorical and continuous variables with different auxiliary information. Our simulation studies show that CGAN has the capability to learn different types of normal and heavy-tailed distributions, as well as dependent structures of different time series. It also has the capability to generate conditional predictive distributions consistent with training data distributions. We also provide an in-depth discussion on the rationale behind GAN and the neural networks as hierarchical splines to establish a clear connection with existing statistical methods of distribution generation. In practice, CGAN has a wide range of applications in market risk and counterparty risk analysis: it can be applied to learn historical data and generate scenarios for the calculation of Value-at-Risk (VaR) and Expected Shortfall (ES), and it can also predict the movement of the market risk factors. We present a real data analysis including a backtesting to demonstrate that CGAN can outperform Historical Simulation (HS), a popular method in market risk analysis to calculate VaR. CGAN can also be applied in economic time series modeling and forecasting. In this regard, we have included an example of hypothetical shock analysis for economic models and the generation of potential CCAR scenarios by CGAN at the end of the paper.

Keywords: Conditional Generative Adversarial Net, market and credit risk management, neural network, time series.

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Authors: M. Alauddin, M. M. Hossain, M. N. Uddin, M. E. Haque

Abstract:

An optimal design of a spur is the first requirement to make it sustainable and function properly. In view of that, a thorough understanding to the hydro- and morpho-dynamics due to spurs is essential. This paper presents a literature review on the effect of spurs to obtain the most recent design criteria. Perpendicular and upstream aligned impermeable spurs have large disturbances to flow and less stability because of strong vortices and associated scour. Downstream aligned spurs minimize scour holes, but there is a chance of strong return current which could be controlled allowing flow through them. A series arrangement of spurs is important to have the desired results with a special care for the first one. Several equations have been presented in the paper for predicting the scour depth. But, they have to be used carefully. Different flow environments developed by spurs are favorable for various aquatic species. However, it is important to maintain almost a stable flow condition providing stable spurs.

Keywords: Bed topography, flow pattern, scour, spur.

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Authors: Muzaffar Bashir, Jürgen Kempf

Abstract:

The purpose of this paper is to present a Dynamic Time Warping technique which reduces significantly the data processing time and memory size of multi-dimensional time series sampled by the biometric smart pen device BiSP. The acquisition device is a novel ballpoint pen equipped with a diversity of sensors for monitoring the kinematics and dynamics of handwriting movement. The DTW algorithm has been applied for time series analysis of five different sensor channels providing pressure, acceleration and tilt data of the pen generated during handwriting on a paper pad. But the standard DTW has processing time and memory space problems which limit its practical use for online handwriting recognition. To face with this problem the DTW has been applied to the sum of the five sensor signals after an adequate down-sampling of the data. Preliminary results have shown that processing time and memory size could significantly be reduced without deterioration of performance in single character and word recognition. Further excellent accuracy in recognition was achieved which is mainly due to the reduced dynamic time warping RDTW technique and a novel pen device BiSP.

Keywords: Biometric character recognition, biometric person authentication, biometric smart pen BiSP, dynamic time warping DTW, online-handwriting recognition, multidimensional time series.

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Authors: Bhaba Priyo Das, Neville Watson, Yonghe Liu

Abstract:

In recent years Operational Transconductance Amplifier based high frequency integrated circuits, filters and systems have been widely investigated. The usefulness of OTAs over conventional OP-Amps in the design of both first order and second order active filters are well documented. This paper discusses some of the tunability issues using the Matlab/Simulink® software which are previously unreported for any commercial OTA. Using the simulation results two first order voltage controlled all pass filters with phase tuning capability are proposed.

Keywords: All pass filter, Operational Transconductance Amplifier, Simulation.

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Authors: Chokri Slim

Abstract:

The neural network's performance can be measured by efficiency and accuracy. The major disadvantages of neural network approach are that the generalization capability of neural networks is often significantly low, and it may take a very long time to tune the weights in the net to generate an accurate model for a highly complex and nonlinear systems. This paper presents a novel Neuro-fuzzy architecture based on Extended Kalman filter. To test the performance and applicability of the proposed neuro-fuzzy model, simulation study of nonlinear complex dynamic system is carried out. The proposed method can be applied to an on-line incremental adaptive learning for the prediction of financial time series. A benchmark case studie is used to demonstrate that the proposed model is a superior neuro-fuzzy modeling technique.

Keywords: Neuro-fuzzy, Extended Kalman filter, nonlinear systems, financial time series.

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Authors: Fatih Tosunoğlu, İbrahim Can

Abstract:

The flow duration curve (FDC) is an informative method that represents the flow regime’s properties for a river basin. Therefore, the FDC is widely used for water resource projects such as hydropower, water supply, irrigation and water quality management. The primary purpose of this study is to obtain synthetic daily flow duration curves for Çoruh Basin, Turkey. For this aim, we firstly developed univariate auto-regressive moving average (ARMA) models for daily flows of 9 stations located in Çoruh basin and then these models were used to generate 100 synthetic flow series each having same size as historical series. Secondly, flow duration curves of each synthetic series were drawn and the flow values exceeded 10, 50 and 95% of the time and 95% confidence limit of these flows were calculated. As a result, flood, mean and low flows potential of Çoruh basin will comprehensively be represented.

Keywords: ARMA models, Çoruh basin, flow duration curve, Turkey.

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Authors: Karim Hamidi Machekposhti, Hossein Sedghi, Abdolrasoul Telvari, Hossein Babazadeh

Abstract:

Rainfall and runoff phenomenon is a chaotic and complex outcome of nature which requires sophisticated modelling and simulation methods for explanation and use. Time Series modelling allows runoff data analysis and can be used as forecasting tool. In the paper attempt is made to model river runoff data and predict the future behavioural pattern of river based on annual past observations of annual river runoff. The river runoff analysis and predict are done using ARIMA model. For evaluating the efficiency of prediction to hydrological events such as rainfall, runoff and etc., we use the statistical formulae applicable. The good agreement between predicted and observation river runoff coefficient of determination (R²) display that the ARIMA (4,1,1) is the suitable model for predicting Karkheh River runoff at Iran.

Keywords: Time series modelling, ARIMA model, River runoff, Karkheh River, CLS method.

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