Search results for: Linear stability
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2835

Search results for: Linear stability

1035 Equalization Algorithms for MIMO System

Authors: Said Elkassimi, Said Safi, B. Manaut

Abstract:

In recent years, multi-antenna techniques are being considered as a potential solution to increase the flow of future wireless communication systems. The objective of this article is to study the emission and reception system MIMO (Multiple Input Multiple Output), and present the different reception decoding techniques. First we will present the least complex technical, linear receivers such as the zero forcing equalizer (ZF) and minimum mean squared error (MMSE). Then a nonlinear technique called ordered successive cancellation of interferences (OSIC) and the optimal detector based on the maximum likelihood criterion (ML), finally, we simulate the associated decoding algorithms for MIMO system such as ZF, MMSE, OSIC and ML, thus a comparison of performance of these algorithms in MIMO context.

Keywords: Multiple Input Multiple Outputs (MIMO), ZF, MMSE, Ordered Interference Successive Cancellation (OSIC), ML, Interference Successive Cancellation (SIC).

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1034 Why We Are Taller in the Morning than Going to Bed at Night – An in vivo and in vitro Study

Authors: Harcharan Singh Ranu

Abstract:

Intradiscal and intervertebral pressure transducers were developed. They were used to map the pressures in the nucleus and within the annulus of the human spinal segments. Their stressrelaxation were recorded over a period of time for nucleus pressure, applied load, and peripherial strain against time. The results show that for normal discs, pressures in the nucleus are viscoelastic in nature with the applied compressive load. Mechanical strains which develop around the periphery of the vertebral body are also viscoelastic with the applied compressive load. Applied compressive load against time also shows viscoelastic behavior. However, annulus does not respond viscoelastically with the applied load. It showed a linear response to compressive loading.

Keywords: Intradiscal pressure transducer (IDPT), intervertebral pressure transducer (IVPT), mechanical strains of vertebral bone, viscoelasticity of human spinal disc.

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1033 Properties of SMA Mixtures Containing Waste Polyethylene Terephthalate

Authors: Taher Baghaee Moghaddam, Mohamed Rehan Karim

Abstract:

Utilization of waste material in asphalt pavement would be beneficial in order to find an alternative solution to increase service life of asphalt pavement and reduce environmental pollution as well. One of these waste materials is Polyethylene Terephthalate (PET) which is a type of polyester material and is produced in a large extent. This research program is investigating the effects of adding waste PET particles into the asphalt mixture with a maximum size of 2.36 mm. Different percentages of PET were added into the mixture during dry process. Gap-graded mixture (SMA 14) and PG 80-100 asphalt binder have been used for this study. To evaluate PET reinforced asphalt mixture different laboratory investigations have been conducted on specimens. Marshall Stability test was carried out. Besides, stiffness modulus test and indirect tensile fatigue test were conducted on specimens at optimum asphalt content. It was observed that in many cases PET reinforced SMA mixture had better mechanical properties in comparison with control mixture.

Keywords: Asphalt mixture, Environment, Mix properties, Polyethylene terephthalate

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1032 Reduction of Search Space by Applying Controlled Genetic Operators for Weight Constrained Shortest Path Problem

Authors: A.K.M. Khaled Ahsan Talukder, Taibun Nessa, Kaushik Roy

Abstract:

The weight constrained shortest path problem (WCSPP) is one of most several known basic problems in combinatorial optimization. Because of its importance in many areas of applications such as computer science, engineering and operations research, many researchers have extensively studied the WCSPP. This paper mainly concentrates on the reduction of total search space for finding WCSP using some existing Genetic Algorithm (GA). For this purpose, some controlled schemes of genetic operators are adopted on list chromosome representation. This approach gives a near optimum solution with smaller elapsed generation than classical GA technique. From further analysis on the matter, a new generalized schema theorem is also developed from the philosophy of Holland-s theorem.

Keywords: Genetic Algorithm, Evolutionary Optimization, Multi Objective Optimization, Non-linear Schema Theorem, WCSPP.

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1031 Application of l1-Norm Minimization Technique to Image Retrieval

Authors: C. S. Sastry, Saurabh Jain, Ashish Mishra

Abstract:

Image retrieval is a topic where scientific interest is currently high. The important steps associated with image retrieval system are the extraction of discriminative features and a feasible similarity metric for retrieving the database images that are similar in content with the search image. Gabor filtering is a widely adopted technique for feature extraction from the texture images. The recently proposed sparsity promoting l1-norm minimization technique finds the sparsest solution of an under-determined system of linear equations. In the present paper, the l1-norm minimization technique as a similarity metric is used in image retrieval. It is demonstrated through simulation results that the l1-norm minimization technique provides a promising alternative to existing similarity metrics. In particular, the cases where the l1-norm minimization technique works better than the Euclidean distance metric are singled out.

Keywords: l1-norm minimization, content based retrieval, modified Gabor function.

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1030 A Source Point Distribution Scheme for Wave-Body Interaction Problem

Authors: Aichun Feng, Zhi-Min Chen, Jing Tang Xing

Abstract:

A two-dimensional linear wave-body interaction problem can be solved using a desingularized integral method by placing free surface Rankine sources over calm water surface and satisfying boundary conditions at prescribed collocation points on the calm water surface. A new free-surface Rankine source distribution scheme, determined by the intersection points of free surface and body surface, is developed to reduce numerical computation cost. Associated with this, a new treatment is given to the intersection point. The present scheme results are in good agreement with traditional numerical results and measurements.

Keywords: Source point distribution, panel method, Rankine source, desingularized algorithm.

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1029 Numerical Simulation and Experimental Validation of the Tire-Road Separation in Quarter-Car Model

Authors: Quy Dang Nguyen, Reza Nakhaie Jazar

Abstract:

The paper investigates vibration dynamics of tire-road separation for a quarter-car model; this separation model is developed to be close to the real situation considering the tire is able to separate from the ground plane. A set of piecewise linear mathematical models is developed and matches the in-contact and no-contact states to be considered as mother models for further investigations. The bound dynamics are numerically simulated in the time response and phase portraits. The separation analysis may determine which values of suspension parameters can delay and avoid the no-contact phenomenon, which results in improving ride comfort and eliminating the potentially dangerous oscillation. Finally, model verification is carried out in the MSC-ADAMS environment.

Keywords: Quarter-car vibrations, tire-road separation, separation analysis, separation dynamics, ride comfort, ADAMS validation.

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1028 Study of Water Relations, Chlorophyll and their Correlations with Grain Yield in Wheat(Triticum aestivum L.) Genotypes

Authors: Mokhtar Ghobadi, Saeed Khosravi, Danial Kahrizi, Firooz Shirvani

Abstract:

The objective of this experiment was to study of water relations and chlorophyll in different wheat genotypes and their correlations with grain and biological yields. 21 genotypes of bread wheat were compared in a field experiment as randomized complete blocks design with four replications. The results showed that relative water deficit, relative water loss, excised leaf water retention, cell membrane stability, chlorophyll-a, chlorophyll-b, total chlorophyll, grain yield and biological yield were different significantly among wheat genotypes, but SPAD-chlorophyll index, relative water content and chlorophyll florescence were not. Significant correlations were not observed among above mentioned water relations and chlorophyll characteristics with grain yield, but there was a positive and significant correlation between biological yield and grain yield.

Keywords: Wheat, water relations, chlorophyll, yield

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1027 Optimal Performance of Plastic Extrusion Process Using Fuzzy Goal Programming

Authors: Abbas Al-Refaie

Abstract:

This study optimized the performance of plastic extrusion process of drip irrigation pipes using fuzzy goal programming. Two main responses were of main interest; roll thickness and hardness. Four main process factors were studied. The L18 array was then used for experimental design. The individual-moving range control charts were used to assess the stability of the process, while the process capability index was used to assess process performance. Confirmation experiments were conducted at the obtained combination of optimal factor setting by fuzzy goal programming. The results revealed that process capability was improved significantly from -1.129 to 0.8148 for roll thickness and from 0.0965 to 0.714 and hardness. Such improvement results in considerable savings in production and quality costs.

Keywords: Fuzzy goal programming, extrusion process, process capability, irrigation plastic pipes.

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1026 Improved Tropical Wood Species Recognition System based on Multi-feature Extractor and Classifier

Authors: Marzuki Khalid, RubiyahYusof, AnisSalwaMohdKhairuddin

Abstract:

An automated wood recognition system is designed to classify tropical wood species.The wood features are extracted based on two feature extractors: Basic Grey Level Aura Matrix (BGLAM) technique and statistical properties of pores distribution (SPPD) technique. Due to the nonlinearity of the tropical wood species separation boundaries, a pre classification stage is proposed which consists ofKmeans clusteringand kernel discriminant analysis (KDA). Finally, Linear Discriminant Analysis (LDA) classifier and KNearest Neighbour (KNN) are implemented for comparison purposes. The study involves comparison of the system with and without pre classification using KNN classifier and LDA classifier.The results show that the inclusion of the pre classification stage has improved the accuracy of both the LDA and KNN classifiers by more than 12%.

Keywords: Tropical wood species, nonlinear data, featureextractors, classification

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1025 Optimal Relaxation Parameters for Obtaining Efficient Iterative Methods for the Solution of Electromagnetic Scattering Problems

Authors: Nadaniela Egidi, Pierluigi Maponi

Abstract:

The approximate solution of a time-harmonic electromagnetic scattering problem for inhomogeneous media is required in several application contexts and its two-dimensional formulation is a Fredholm integral equation of second kind. This integral equation provides a formulation for the direct scattering problem but has to be solved several times in the numerical solution of the corresponding inverse scattering problem. The discretization of this Fredholm equation produces large and dense linear systems that are usually solved by iterative methods. To improve the efficiency of these iterative methods, we use the Symmetric SOR preconditioning and propose an algorithm to evaluate the associated relaxation parameter. We show the efficiency of the proposed algorithm by several numerical experiments, where we use two Krylov subspace methods, i.e. Bi-CGSTAB and GMRES.

Keywords: Fredholm integral equation, iterative method, preconditioning, scattering problem.

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1024 Neural Network Based Approach for Face Detection cum Face Recognition

Authors: Kesari Verma, Aniruddha S. Thoke, Pritam Singh

Abstract:

Automatic face detection is a complex problem in image processing. Many methods exist to solve this problem such as template matching, Fisher Linear Discriminate, Neural Networks, SVM, and MRC. Success has been achieved with each method to varying degrees and complexities. In proposed algorithm we used upright, frontal faces for single gray scale images with decent resolution and under good lighting condition. In the field of face recognition technique the single face is matched with single face from the training dataset. The author proposed a neural network based face detection algorithm from the photographs as well as if any test data appears it check from the online scanned training dataset. Experimental result shows that the algorithm detected up to 95% accuracy for any image.

Keywords: Face Detection, Face Recognition, NN Approach, PCA Algorithm.

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1023 Multi-Element Synthetic Transmit Aperture Method in Medical Ultrasound Imaging

Authors: Ihor Trots, Yuriy Tasinkevych, Andrzej Nowicki, Marcin Lewandowski

Abstract:

The paper presents the multi-element synthetic transmit aperture (MSTA) method with a small number of elements transmitting and all elements apertures in medical ultrasound imaging. As compared to the other methods MSTA allows to increase the system frame rate and provides the best compromise between penetration depth and lateral resolution. In the experiments a 128-element linear transducer array with 0.3 mm pitch excited by a burst pulse of 125 ns duration were used. The comparison of 2D ultrasound images of tissue mimicking phantom obtained using the STA and the MSTA methods is presented to demonstrate the benefits of the second approach. The results were obtained using SA algorithm with transmit and receive signals correction based on a single element directivity function.

Keywords: Beamforming, frame rate, synthetic aperture, ultrasound imaging

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1022 Two-Stage Approach for Solving the Multi-Objective Optimization Problem on Combinatorial Configurations

Authors: Liudmyla Koliechkina, Olena Dvirna

Abstract:

The statement of the multi-objective optimization problem on combinatorial configurations is formulated, and the approach to its solution is proposed. The problem is of interest as a combinatorial optimization one with many criteria, which is a model of many applied tasks. The approach to solving the multi-objective optimization problem on combinatorial configurations consists of two stages; the first is the reduction of the multi-objective problem to the single criterion based on existing multi-objective optimization methods, the second stage solves the directly replaced single criterion combinatorial optimization problem by the horizontal combinatorial method. This approach provides the optimal solution to the multi-objective optimization problem on combinatorial configurations, taking into account additional restrictions for a finite number of steps.

Keywords: Discrete set, linear combinatorial optimization, multi-objective optimization, multipermutation, Pareto solutions, partial permutation set, permutation, structural graph.

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1021 A Survey on Quasi-Likelihood Estimation Approaches for Longitudinal Set-ups

Authors: Naushad Mamode Khan

Abstract:

The Com-Poisson (CMP) model is one of the most popular discrete generalized linear models (GLMS) that handles both equi-, over- and under-dispersed data. In longitudinal context, an integer-valued autoregressive (INAR(1)) process that incorporates covariate specification has been developed to model longitudinal CMP counts. However, the joint likelihood CMP function is difficult to specify and thus restricts the likelihood-based estimating methodology. The joint generalized quasi-likelihood approach (GQL-I) was instead considered but is rather computationally intensive and may not even estimate the regression effects due to a complex and frequently ill-conditioned covariance structure. This paper proposes a new GQL approach for estimating the regression parameters (GQL-III) that is based on a single score vector representation. The performance of GQL-III is compared with GQL-I and separate marginal GQLs (GQL-II) through some simulation experiments and is proved to yield equally efficient estimates as GQL-I and is far more computationally stable.

Keywords: Longitudinal, Com-Poisson, Ill-conditioned, INAR(1), GLMS, GQL.

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1020 Energy Saving, Heritage Conserving Renovation Methods in Case of Historical Building Stock

Authors: Viktória Sugár, Zoltán Laczó, András Horkai, Gyula Kiss, Attila Talamon

Abstract:

The majority of the building stock of Budapest inner districts was built around the turn of the 19th and 20th century. Although the structural stability of the buildings is not questioned, as the load bearing structures are in sufficient state, the secondary structures are aged, resulting unsatisfactory energetic state. The renovation of these historical buildings requires special methodology and technology: their ornamented facades and custom-made fenestration cannot be insulated or exchanged with conventional solutions without damaging the heritage values. The present paper aims to introduce and systematize the possible technological solutions for heritage respecting energy retrofit in case of a historical residential building stock. Through case study, the possible energy saving potential is also calculated using multiple renovation scenarios.

Keywords: Energy efficiency, heritage, historical building, renovation, technical solutions.

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1019 Identification of Nonlinear Systems Using Radial Basis Function Neural Network

Authors: C. Pislaru, A. Shebani

Abstract:

This paper uses the radial basis function neural network (RBFNN) for system identification of nonlinear systems. Five nonlinear systems are used to examine the activity of RBFNN in system modeling of nonlinear systems; the five nonlinear systems are dual tank system, single tank system, DC motor system, and two academic models. The feed forward method is considered in this work for modelling the non-linear dynamic models, where the KMeans clustering algorithm used in this paper to select the centers of radial basis function network, because it is reliable, offers fast convergence and can handle large data sets. The least mean square method is used to adjust the weights to the output layer, and Euclidean distance method used to measure the width of the Gaussian function.

Keywords: System identification, Nonlinear system, Neural networks, RBF neural network.

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1018 Numerical Simulation and Experiment of a Lifting Body with Leading-Edge Rotating Cylinder

Authors: A. Badarudin, C. S. Oon, S. N. Kazi, N. Nik-Ghazali, Y. J. Lee, W. T. Chong

Abstract:

An experimental and simulation flight test has been carried out to evaluate the longitudinal gliding characteristics of a lifting body with blunted half-cone geometry. The novelty here is the lifting body's pitch control mechanism, which consists of a pair of leading-edge rotating cylinders. Flight simulation uses aerodynamic data from computational fluid dynamics supported by wind-tunnel test. Flight test consists of releasing an aluminum lifting body model from a moving vehicle at the appropriate wind speed while measuring the lifting body's variation of altitude against time of flight. Results show that leading-edge rotating cylinder is able to give small amounts of improvement to the longitudinal stability and pitch control to the lifting body.

Keywords: Lifting body, pitch control, aerodynamic, rotating cylinder.

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1017 A CTL Specification of Serializability for Transactions Accessing Uniform Data

Authors: Rafat Alshorman, Walter Hussak

Abstract:

Existing work in temporal logic on representing the execution of infinitely many transactions, uses linear-time temporal logic (LTL) and only models two-step transactions. In this paper, we use the comparatively efficient branching-time computational tree logic CTL and extend the transaction model to a class of multistep transactions, by introducing distinguished propositional variables to represent the read and write steps of n multi-step transactions accessing m data items infinitely many times. We prove that the well known correspondence between acyclicity of conflict graphs and serializability for finite schedules, extends to infinite schedules. Furthermore, in the case of transactions accessing the same set of data items in (possibly) different orders, serializability corresponds to the absence of cycles of length two. This result is used to give an efficient encoding of the serializability condition into CTL.

Keywords: computational tree logic, serializability, multi-step transactions.

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1016 Alternative Convergence Analysis for a Kind of Singularly Perturbed Boundary Value Problems

Authors: Jiming Yang

Abstract:

A kind of singularly perturbed boundary value problems is under consideration. In order to obtain its approximation, simple upwind difference discretization is applied. We use a moving mesh iterative algorithm based on equi-distributing of the arc-length function of the current computed piecewise linear solution. First, a maximum norm a posteriori error estimate on an arbitrary mesh is derived using a different method from the one carried out by Chen [Advances in Computational Mathematics, 24(1-4) (2006), 197-212.]. Then, basing on the properties of discrete Green-s function and the presented posteriori error estimate, we theoretically prove that the discrete solutions computed by the algorithm are first-order uniformly convergent with respect to the perturbation parameter ε.

Keywords: Convergence analysis, green's function, singularly perturbed, equi-distribution, moving mesh.

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1015 Comparison of the Parameter using ECG with Bisepctrum Parameter using EEG during General Anesthesia

Authors: Seong-wan Baik, Soo-young Ye, Byeong-cheol Choi, Gye-rok Jeon

Abstract:

The measurement of anesthetic depth is necessary in anesthesiology. NN10 is very simple method among the RR intervals analysis methods. NN10 parameter means the numbers of above the 10 ms intervals of the normal to normal RR intervals. Bispectrum analysis is defined as 2D FFT. EEG signal reflected the non-linear peristalsis phenomena according to the change brain function. After analyzing the bispectrum of the 2 dimension, the most significant power spectrum density peaks appeared abundantly at the specific area in awakening and anesthesia state. These points are utilized to create the new index since many peaks appeared at the specific area in the frequency coordinate. The measured range of an index was 0-100. An index is 20-50 at an anesthesia, while the index is 90-60 at the awake. In this paper, the relation between NN10 parameter using ECG and bisepctrum index using EEG is observed to estimate the depth of anesthesia during anesthesia and then we estimated the utility of the anesthetic.

Keywords: Anesthesia, Bispectrum index, ECG, EEG

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1014 Video-Based Tracking of Laparoscopic Instruments Using an Orthogonal Webcams System

Authors: Fernando Pérez, Humberto Sossa, Rigoberto Martínez, Daniel Lorias, Arturo Minor

Abstract:

This paper presents a system for tracking the movement of laparoscopic instruments which is based on an orthogonal system of webcams and video image processing. The movements are captured with two webcams placed orthogonally inside of the physical trainer. On the image, the instruments were detected by using color markers placed on the distal tip of each instrument. The 3D position of the tip of the instrument within the work space was obtained by linear triangulation method. Preliminary results showed linearity and repeatability in the motion tracking with a resolution of 0.616 mm in each axis; the accuracy of the system showed a 3D instrument positioning error of 1.009 ± 0.101 mm. This tool is a portable and low-cost alternative to traditional tracking devices and a trustable method for the objective evaluation of the surgeon’s surgical skills.

Keywords: Laparoscopic Surgery, Orthogonal Vision, Tracking Instruments, Triangulation.

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1013 Statistical Optimization of the Enzymatic Saccharification of the Oil Palm Empty Fruit Bunches

Authors: Rashid S. S., Alam M. Z.

Abstract:

A statistical optimization of the saccharification process of EFB was studied. The statistical analysis was done by applying faced centered central composite design (FCCCD) under response surface methodology (RSM). In this investigation, EFB dose, enzyme dose and saccharification period was examined, and the maximum 53.45% (w/w) yield of reducing sugar was found with 4% (w/v) of EFB, 10% (v/v) of enzyme after 120 hours of incubation. It can be calculated that the conversion rate of cellulose content of the substrate is more than 75% (w/w) which can be considered as a remarkable achievement. All the variables, linear, quadratic and interaction coefficient, were found to be highly significant, other than two coefficients, one quadratic and another interaction coefficient. The coefficient of determination (R2) is 0.9898 that confirms a satisfactory data and indicated that approximately 98.98% of the variability in the dependent variable, saccharification of EFB, could be explained by this model.

Keywords: Face centered central composite design (FCCCD), Liquid state bioconversion (LSB), Palm oil mill effluent, Trichoderma reesei RUT C-30.

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1012 Viscoelastic Characterization of Bovine Trabecular Bone Samples

Authors: Ramirez D. Edgar I., Angeles H. José J., Ruiz C. Osvaldo, Jacobo A. Victor H., Ortiz P. Armando

Abstract:

Knowledge of bone mechanical properties is important for bone substitutes design and fabrication, and more efficient prostheses development. The aim of this study is to characterize the viscoelastic behavior of bone specimens, through stress relaxation and fatigue tests performed to trabecular bone samples from bovine femoral heads. Relaxation tests consisted on preloading the samples at five different magnitudes and evaluate them for 1020 seconds, adjusting the results to a KWW mathematical model. Fatigue tests consisted of 700 load cycles and analyze their status at the end of the tests. As a conclusion we have that between relaxation stress and each preload there is linear relation and for samples with initial Young´s modulus greater than 1.5 GPa showed no effects due fatigue test loading cycles.

Keywords: Bone viscoelasticity, fatigue test, stress relaxation test, trabecular bone properties.

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1011 Existence of Periodic Solution for p-Laplacian Neutral Rayleigh Equation with Sign-variable Coefficient of Non Linear Term

Authors: Aomar Anane, Omar Chakrone, Loubna Moutaouekkil

Abstract:

As p-Laplacian equations have been widely applied in field of the fluid mechanics and nonlinear elastic mechanics, it is necessary to investigate the periodic solutions of functional differential equations involving the scalar p-Laplacian. By using Mawhin’s continuation theorem, we study the existence of periodic solutions for p-Laplacian neutral Rayleigh equation (ϕp(x(t)−c(t)x(t − r))) + f(x(t)) + g1(x(t − τ1(t, |x|∞))) + β(t)g2(x(t − τ2(t, |x|∞))) = e(t), It is meaningful that the functions c(t) and β(t) are allowed to change signs in this paper, which are different from the corresponding ones of known literature.

Keywords: periodic solution, neutral Rayleigh equation, variable sign, Deviating argument, p-Laplacian, Mawhin’s continuation.

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1010 Multi-Stakeholder Road Pricing Game: Solution Concepts

Authors: Anthony E. Ohazulike, Georg Still, Walter Kern, Eric C. van Berkum

Abstract:

A road pricing game is a game where various stakeholders and/or regions with different (and usually conflicting) objectives compete for toll setting in a given transportation network to satisfy their individual objectives. We investigate some classical game theoretical solution concepts for the road pricing game. We establish results for the road pricing game so that stakeholders and/or regions playing such a game will beforehand know what is obtainable. This will save time and argument, and above all, get rid of the feelings of unfairness among the competing actors and road users. Among the classical solution concepts we investigate is Nash equilibrium. In particular, we show that no pure Nash equilibrium exists among the actors, and further illustrate that even “mixed Nash equilibrium" may not be achievable in the road pricing game. The paper also demonstrates the type of coalitions that are not only reachable, but also stable and profitable for the actors involved.

Keywords: Road pricing game, Equilibrium problem with equilibrium constraint (EPEC), Nash equilibrium, Game stability.

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1009 Non-Chronological Approach in Crane Girder and Composite Steel Beam Installation: Case Study

Authors: Govindaraj Ramanathan

Abstract:

The time delay and the structural stability are major issues in big size projects due to several factors. Improper planning and poor coordination lead to delay in construction, which sometimes result in reworking or rebuilding. This definitely increases the cost and time of project. This situation stresses the structural engineers to plan out of the limits of contemporary technology utilizing non-chronological approach with creative ideas. One of the strategies to solve this issue is through structural integrity solutions in a cost-effective way. We have faced several problems in a project worth 470 million USD, and one such issue is crane girder installation with composite steel beams. We have applied structural integrity approach with the proper and revised planning schedule to solve the problem efficiently with minimal expenses.

Keywords: Construction management, delay, non-chronological approach, composite beam, structural integrity.

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1008 EML-Estimation of Multivariate t Copulas with Heuristic Optimization

Authors: Jin Zhang, Wing Lon Ng

Abstract:

In recent years, copulas have become very popular in financial research and actuarial science as they are more flexible in modelling the co-movements and relationships of risk factors as compared to the conventional linear correlation coefficient by Pearson. However, a precise estimation of the copula parameters is vital in order to correctly capture the (possibly nonlinear) dependence structure and joint tail events. In this study, we employ two optimization heuristics, namely Differential Evolution and Threshold Accepting to tackle the parameter estimation of multivariate t distribution models in the EML approach. Since the evolutionary optimizer does not rely on gradient search, the EML approach can be applied to estimation of more complicated copula models such as high-dimensional copulas. Our experimental study shows that the proposed method provides more robust and more accurate estimates as compared to the IFM approach.

Keywords: Copula Models, Student t Copula, Parameter Inference, Differential Evolution, Threshold Accepting.

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1007 Multimachine Power System Stabilizers Design Using PSO Algorithm

Authors: H. Shayeghi, A. Safari, H. A. Shayanfar

Abstract:

In this paper, multiobjective design of multi-machine Power System Stabilizers (PSSs) using Particle Swarm Optimization (PSO) is presented. The stabilizers are tuned to simultaneously shift the lightly damped and undamped electro-mechanical modes of all machines to a prescribed zone in the s-plane. A multiobjective problem is formulated to optimize a composite set of objective functions comprising the damping factor, and the damping ratio of the lightly damped electromechanical modes. The PSSs parameters tuning problem is converted to an optimization problem which is solved by PSO with the eigenvalue-based multiobjective function. The proposed PSO based PSSs is tested on a multimachine power system under different operating conditions and disturbances through eigenvalue analysis and some performance indices to illustrate its robust performance.

Keywords: PSS Design, Particle Swarm Optimization, Dynamic Stability, Multiobjective Optimization.

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1006 Carbon Nanofibers Reinforced P(VdF-HFP) Based Gel Polymer Electrolyte for Lithium-Ion Battery Application

Authors: Anjan Sil, Rajni Sharma, Subrata Ray

Abstract:

The effect of carbon nanofibers (CNFs) on the electrical properties of Poly(vinylidene fluoride-hexafluoropropylene) (P(VdF-HFP)) based gel polymer electrolytes has been investigated in the present work. The length and diameter ranges of CNFs used in the present work are 5-50 μm and 200-600 nm respectively. The nanocomposite gel polymer electrolytes have been synthesized by solution casting technique with varying CNFs content in terms of weight percentage. Electrochemical impedance analysis demonstrates that the reinforcement of carbon nanofibers significantly enhances the ionic conductivity of the polymer electrolyte. The decrease of crystallinity of P(VdF-HFP) due the addition of CNFs has been confirmed by X-ray diffraction (XRD). The interaction of CNFs with various constituents of nanocomposite gel polymer electrolytes has been assessed by Fourier Transform Infrared (FTIR) spectroscopy. Moreover CNFs added gel polymer electrolytes offer superior thermal stability as compared to that of CNFs free electrolytes as confirmed by Thermogravimetric analysis (TGA).

Keywords: Polymer electrolytes, CNFs, Ionic conductivity, TGA.

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