Search results for: nonlinear time history analysis
12417 Modelling of Heating and Evaporation of Biodiesel Fuel Droplets
Authors: Mansour Al Qubeissi, Sergei S. Sazhin, Cyril Crua, Morgan R. Heikal
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This paper presents the application of the Discrete Component Model for heating and evaporation to multi-component biodiesel fuel droplets in direct injection internal combustion engines. This model takes into account the effects of temperature gradient, recirculation and species diffusion inside droplets. A distinctive feature of the model used in the analysis is that it is based on the analytical solutions to the temperature and species diffusion equations inside the droplets. Nineteen types of biodiesel fuels are considered. It is shown that a simplistic model, based on the approximation of biodiesel fuel by a single component or ignoring the diffusion of components of biodiesel fuel, leads to noticeable errors in predicted droplet evaporation time and time evolution of droplet surface temperature and radius.
Keywords: Heat/Mass Transfer, Biodiesel, Multi-component Fuel, Droplet, Evaporation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 279812416 Scale Time Offset Robust Modulation (STORM) in a Code Division Multiaccess Environment
Authors: David M. Jenkins Jr.
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Scale Time Offset Robust Modulation (STORM) [1]– [3] is a high bandwidth waveform design that adds time-scale to embedded reference modulations using only time-delay [4]. In an environment where each user has a specific delay and scale, identification of the user with the highest signal power and that user-s phase is facilitated by the STORM processor. Both of these parameters are required in an efficient multiuser detection algorithm. In this paper, the STORM modulation approach is evaluated with a direct sequence spread quadrature phase shift keying (DS-QPSK) system. A misconception of the STORM time scale modulation is that a fine temporal resolution is required at the receiver. STORM will be applied to a QPSK code division multiaccess (CDMA) system by modifying the spreading codes. Specifically, the in-phase code will use a typical spreading code, and the quadrature code will use a time-delayed and time-scaled version of the in-phase code. Subsequently, the same temporal resolution in the receiver is required before and after the application of STORM. In this paper, the bit error performance of STORM in a synchronous CDMA system is evaluated and compared to theory, and the bit error performance of STORM incorporated in a single user WCDMA downlink is presented to demonstrate the applicability of STORM in a modern communication system.Keywords: Pseudonoise coded communication, Cyclic codes, Code division multiaccess
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 163012415 A Comparative Analysis of Insolvency Proceedings in France, Germany and Slovak Republic
Authors: Zuzana Crhová, Marie Paseková
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This contribution aims to compare legislation adjusting the course of insolvency proceedings in France, Germany and Slovakia. On the basis of an investigation of the legislative adjustment of this problem, an attempt is made to ascertain in the given countries the extent to which the outcome of the entire proceedings is influenced by legislation and to determine the fundamental moments that influence costs, recovery rate and the duration of proceedings. A comparative analysis was utilized in order to achieve the set goal. The results of the survey could be used to improve legislation so as to lead in the best and most expedient way to a departure from the market of those subjects that are for economic reasons unable to continue with their activities whilst burdening the entire process with the lowest possible costs, which would lead to a high level of satisfaction for creditors.
Keywords: Costs, Insolvency Proceeding, Recovery Rate, Time.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 277112414 Diagnosis of Induction Machine Faults by DWT
Authors: Hamidreza Akbari
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In this paper, for detection of inclined eccentricity in an induction motor, time–frequency analysis of the stator startup current is carried out. For this purpose, the discrete wavelet transform is used. Data are obtained from simulations, using winding function approach. The results show the validity of the approach for detecting the fault and discriminating with respect to other faults.
Keywords: Induction machine, Fault, DWT.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 213112413 Behavioral Modeling Accuracy for RF Power Amplifier with Memory Effects
Authors: Chokri Jebali, Noureddine Boulejfen, Ali Gharsallah, Fadhel M. Ghannouchi
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In this paper, a system level behavioural model for RF power amplifier, which exhibits memory effects, and based on multibranch system is proposed. When higher order terms are included, the memory polynomial model (MPM) exhibits numerical instabilities. A set of memory orthogonal polynomial model (OMPM) is introduced to alleviate the numerical instability problem associated to MPM model. A data scaling and centring algorithm was applied to improve the power amplifier modeling accuracy. Simulation results prove that the numerical instability can be greatly reduced, as well as the model precision improved with nonlinear model.Keywords: power amplifier, orthogonal model, polynomialmodel , memory effects.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 227712412 Evaluation of Aerodynamic Noise Generation by a Generic Side Mirror
Authors: Yiping Wang, Zhengqi Gu, Weiping Li, Xiaohui Lin
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The aerodynamic noise radiation from a side view mirror (SVM) in the high-speed airflow is calculated by the combination of unsteady incompressible fluid flow analysis and acoustic analysis. The transient flow past the generic SVM is simulated with variable turbulence model, namely DES Detached Eddy Simulation and LES (Large Eddy Simulation). Detailed velocity vectors and contour plots of the time-varying velocity and pressure fields are presented along cut planes in the flow-field. Mean and transient pressure are also monitored at several points in the flow field and compared to corresponding experimentally data published in literature. The acoustic predictions made using the Ffowcs-Williams-Hawkins acoustic analogy (FW-H) and the boundary element (BEM).
Keywords: Aerodynamic noise, BEM, DES, FW-H acousticanalogy, LES
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 293712411 Parameters Affecting the Elasto-Plastic Behavior of Outrigger Braced Walls to Earthquakes
Authors: T. A. Sakr, Hanaa E. Abd-El- Mottaleb
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Outrigger-braced wall systems are commonly used to provide high rise buildings with the required lateral stiffness for wind and earthquake resistance. The existence of outriggers adds to the stiffness and strength of walls as reported by several studies. The effects of different parameters on the elasto-plastic dynamic behavior of outrigger-braced wall systems to earthquakes are investigated in this study. Parameters investigated include outrigger stiffness, concrete strength, and reinforcement arrangement as the main design parameters in wall design. In addition to being significantly affect the wall behavior, such parameters may lead to the change of failure mode and the delay of crack propagation and consequently failure as the wall is excited by earthquakes. Bi-linear stress-strain relation for concrete with limited tensile strength and truss members with bi-linear stress-strain relation for reinforcement were used in the finite element analysis of the problem. The famous earthquake record, El-Centro, 1940 is used in the study. Emphasize was given to the lateral drift, normal stresses and crack pattern as behavior controlling determinants. Results indicated significant effect of the studied parameters such that stiffer outrigger, higher grade concrete and concentrating the reinforcement at wall edges enhance the behavior of the system. Concrete stresses and cracking behavior are too much enhanced while less drift improvements are observed.
Keywords: Structures, High rise, Outrigger, Shear Wall, Earthquake, Nonlinear.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 235512410 Teager-Huang Analysis Applied to Sonar Target Recognition
Authors: J.-C. Cexus, A.O. Boudraa
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In this paper, a new approach for target recognition based on the Empirical mode decomposition (EMD) algorithm of Huang etal. [11] and the energy tracking operator of Teager [13]-[14] is introduced. The conjunction of these two methods is called Teager-Huang analysis. This approach is well suited for nonstationary signals analysis. The impulse response (IR) of target is first band pass filtered into subsignals (components) called Intrinsic mode functions (IMFs) with well defined Instantaneous frequency (IF) and Instantaneous amplitude (IA). Each IMF is a zero-mean AM-FM component. In second step, the energy of each IMF is tracked using the Teager energy operator (TEO). IF and IA, useful to describe the time-varying characteristics of the signal, are estimated using the Energy separation algorithm (ESA) algorithm of Maragos et al .[16]-[17]. In third step, a set of features such as skewness and kurtosis are extracted from the IF, IA and IMF energy functions. The Teager-Huang analysis is tested on set of synthetic IRs of Sonar targets with different physical characteristics (density, velocity, shape,? ). PCA is first applied to features to discriminate between manufactured and natural targets. The manufactured patterns are classified into spheres and cylinders. One hundred percent of correct recognition is achieved with twenty three echoes where sixteen IRs, used for training, are free noise and seven IRs, used for testing phase, are corrupted with white Gaussian noise.
Keywords: Target recognition, Empirical mode decomposition, Teager-Kaiser energy operator, Features extraction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 228312409 Effect of Precursors Aging Time on the Photocatalytic Activity of ZnO Thin Films
Authors: N. Kaneva, A. Bojinova, K. Papazova
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Thin ZnO films are deposited on glass substrates via sol–gel method and dip-coating. The films are prepared from zinc acetate dehydrate as a starting reagent. After that the as-prepared ZnO sol is aged for different periods (0, 1, 3, 5, 10, 15 and 30 days). Nanocrystalline thin films are deposited from various sols. The effect ZnO sols aging time on the structural and photocatalytic properties of the films is studied. The films surface is studied by Scanning Electron Microscopy. The effect of the aging time of the starting solution is studied in the photocatalytic degradation of Reactive Black 5 (RB5) by UV-vis spectroscopy. The experiments are conducted upon UV-light illumination and in complete darkness. The variation of the absorption spectra shows the degradation of RB5 dissolved in water, as a result of the reaction, occurring on the surface of the films and promoted by UV irradiation. The initial concentrations of dye (5, 10 and 20 ppm) and the effect of the aging time are varied during the experiments. The results show, that the increasing aging time of starting solution with respect to ZnO generally promotes photocatalytic activity. The thin films obtained from ZnO sol, which is aged 30 days have best photocatalytic degradation of the dye (97,22%) in comparison with the freshly prepared ones (65,92%). The samples and photocatalytic experimental results are reproducible. Nevertheless, all films exhibit a substantial activity in both UV light and darkness, which is promising for the development of new ZnO photocatalysts by sol-gel method.
Keywords: ZnO thin films, sol-gel, photocatalysis, aging time.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 244912408 Crashworthiness Optimization of an Automotive Front Bumper in Composite Material
Authors: S. Boria
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In the last years, the crashworthiness of an automotive body structure can be improved, since the beginning of the design stage, thanks to the development of specific optimization tools. It is well known how the finite element codes can help the designer to investigate the crashing performance of structures under dynamic impact. Therefore, by coupling nonlinear mathematical programming procedure and statistical techniques with FE simulations, it is possible to optimize the design with reduced number of analytical evaluations. In engineering applications, many optimization methods which are based on statistical techniques and utilize estimated models, called meta-models, are quickly spreading. A meta-model is an approximation of a detailed simulation model based on a dataset of input, identified by the design of experiments (DOE); the number of simulations needed to build it depends on the number of variables. Among the various types of meta-modeling techniques, Kriging method seems to be excellent in accuracy, robustness and efficiency compared to other ones when applied to crashworthiness optimization. Therefore the application of such meta-model was used in this work, in order to improve the structural optimization of a bumper for a racing car in composite material subjected to frontal impact. The specific energy absorption represents the objective function to maximize and the geometrical parameters subjected to some design constraints are the design variables. LS-DYNA codes were interfaced with LS-OPT tool in order to find the optimized solution, through the use of a domain reduction strategy. With the use of the Kriging meta-model the crashworthiness characteristic of the composite bumper was improved.
Keywords: Composite material, crashworthiness, finite element analysis, optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 112912407 All-Optical Function Based on Self-Similar Spectral Broadening for 2R Regeneration in High-Bit-Rate Optical Transmission Systems
Authors: Leila Graini
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In this paper, we demonstrate basic all-optical functions for 2R regeneration (Re-amplification and Re-shaping) based on self-similar spectral broadening in low normal dispersion and highly nonlinear fiber (ND-HNLF) to regenerate the signal through optical filtering including the transfer function characteristics, and output extinction ratio. Our approach of all-optical 2R regeneration is based on those of Mamyshev. The numerical study reveals the self-similar spectral broadening very effective for 2R all-optical regeneration; the proposed design presents high stability compared to a conventional regenerator using SPM broadening with reduction of the intensity fluctuations and improvement of the extinction ratio.
Keywords: All-optical function, 2R optical regeneration, self-similar broadening, Mamyshev regenerator.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 81912406 Development of an Autonomous Greenhouse Gas Monitoring System
Authors: Breda M. Kiernan, Cormac Fay, Stephen Beirne, Dermot Diamond
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This paper describes the designs of a first and second generation autonomous gas monitoring system and the successful field trial of the final system (2nd generation). Infrared sensing technology is used to detect and measure the greenhouse gases methane (CH4) and carbon dioxide (CO2) at point sources. The ability to monitor real-time events is further enhanced through the implementation of both GSM and Bluetooth technologies to communicate these data in real-time. These systems are robust, reliable and a necessary tool where the monitoring of gas events in real-time are needed.Keywords: Environmental monitoring, infrared sensing, autonomous system.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 225212405 HERMES System: a Virtual Reality Simulator for the Angioplasty Intervention Training
Authors: Giovanni Aloisio, Lucio T. De Paolis, Luciana Provenzano, Lucio Colizzi, Gianluca Pantile
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One of the essential requirements in order to have a realistic surgical simulator is real-time interaction by means of a haptic interface is. In fact, reproducing haptic sensations increases the realism of the simulation. However, the interaction need to be performed in real-time, since a delay between the user action and the system reaction reduces the user immersion. In this paper, we present a prototype of the coronary stent implant simulator developed in the HERMES Project; this system allows real-time interactions with a artery by means of a specific haptic device; thus the user can interactively navigate in a reconstructed artery and force feedback is produced when contact occurs between the artery walls and the medical instrumentsKeywords: Collision Detection, Haptic Interface, Real-Time Interaction, Surgical Simulator.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 206712404 Numerical Modeling of Various Support Systems to Stabilize Deep Excavations
Authors: M. Abdallah
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Urban development requires deep excavations near buildings and other structures. Deep excavation has become more a necessity for better utilization of space as the population of the world has dramatically increased. In Lebanon, some urban areas are very crowded and lack spaces for new buildings and underground projects, which makes the usage of underground space indispensable. In this paper, a numerical modeling is performed using the finite element method to study the deep excavation-diaphragm wall soil-structure interaction in the case of nonlinear soil behavior. The study is focused on a comparison of the results obtained using different support systems. Furthermore, a parametric study is performed according to the remoteness of the structure.Keywords: Deep excavation, ground anchors, interaction, struts.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 108812403 A Semi-Classical Signal Analysis Method for the Analysis of Turbomachinery Flow Unsteadiness
Authors: Fadi Eleiwi, Taous Meriem Laleg-Kirati, Sofiane Khelladi, Farid Bakir
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This paper presents the use of a semi-classical signal analysis method that has been developed recently for the analysis of turbomachinery flow unsteadiness. We will focus on the correlation between theSemi-Classical Signal Analysis parameters and some physical parameters in relation with turbomachinery features. To demonstrate the potential of the proposed approach, a static pressure signal issued from a rotor/stator interaction of a centrifugal pump is studied. Several configurations of the pump are compared.Keywords: Semi-classical signal analysis, turbomachines, newindices, physical parameters
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 144812402 The Role of the Studs Configuration in the Structural Response of Composite Bridges
Authors: M. M. Mohammadi Dehnavi, A. De Angelis, M. R. Pecce
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This paper deals with the role of studs in structural response for steel-concrete composite beams. A tri-linear slip-shear strength law is assumed according to literature and codes provisions for developing a finite element (FE) model of a case study of a composite deck. The variation of the strength and ductility of the connection is implemented in the numerical model carrying out nonlinear analyses. The results confirm the utility of the model to evaluate the importance of the studs capacity, ductility and strength, on the global response (ductility and strength) of the structures but also to analyse the trend of slip and shear at interface along the beams.
Keywords: Shear Load, slip, steel-concrete composite bridge, stud connectors.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 39312401 An Improved Prediction Model of Ozone Concentration Time Series Based On Chaotic Approach
Authors: N. Z. A. Hamid, M. S. M. Noorani
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This study is focused on the development of prediction models of the Ozone concentration time series. Prediction model is built based on chaotic approach. Firstly, the chaotic nature of the time series is detected by means of phase space plot and the Cao method. Then, the prediction model is built and the local linear approximation method is used for the forecasting purposes. Traditional prediction of autoregressive linear model is also built. Moreover, an improvement in local linear approximation method is also performed. Prediction models are applied to the hourly Ozone time series observed at the benchmark station in Malaysia. Comparison of all models through the calculation of mean absolute error, root mean squared error and correlation coefficient shows that the one with improved prediction method is the best. Thus, chaotic approach is a good approach to be used to develop a prediction model for the Ozone concentration time series.
Keywords: Chaotic approach, phase space, Cao method, local linear approximation method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 178312400 Mounting Time Reduction using Content-Based Block Management for NAND Flash File System
Authors: Won-Hee Cho, GeunHyung Lee, Deok-Hwan Kim
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The flash memory has many advantages such as low power consumption, strong shock resistance, fast I/O and non-volatility. And it is increasingly used in the mobile storage device. The YAFFS, one of the NAND flash file system, is widely used in the embedded device. However, the existing YAFFS takes long time to mount the file system because it scans whole spare areas in all pages of NAND flash memory. In order to solve this problem, we propose a new content-based flash file system using a mounting time reduction technique. The proposed method only scans partial spare areas of some special pages by using content-based block management. The experimental results show that the proposed method reduces the average mounting time by 87.2% comparing with JFFS2 and 69.9% comparing with YAFFS.
Keywords: NAND Flash Memory, Mounting Time, YAFFS, JFFS2, Content-based Block management
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 167912399 Periodic Solutions for a Two-prey One-predator System on Time Scales
Authors: Changjin Xu
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In this paper, using the Gaines and Mawhin,s continuation theorem of coincidence degree theory on time scales, the existence of periodic solutions for a two-prey one-predator system is studied. Some sufficient conditions for the existence of positive periodic solutions are obtained. The results provide unified existence theorems of periodic solution for the continuous differential equations and discrete difference equations.
Keywords: Time scales, competitive system, periodic solution, coincidence degree, topological degree.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 136912398 Comparative Forensic Analysis of Lipsticks Using Thin Layer Chromatography and Gas Chromatography
Authors: M. O. Ezegbogu, H. B. Osadolor
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Lipsticks constitute a significant source of transfer evidence, and can, therefore, provide corroborative or inclusionary evidence in criminal investigation. This study aimed to determine the uniqueness and persistence of different lipstick smears using Thin Layer Chromatography (TLC), and Gas Chromatography with a Flame Ionisation Detector (GC-FID). In this study, we analysed lipstick smears retrieved from tea cups exposed to the environment for up to four weeks. The n-alkane content of each sample was determined using GC-FID, while TLC was used to determine the number of bands, and retention factor of each band per smear. This study shows that TLC gives more consistent results over a 4-week period than GC-FID. It also proposes a maximum exposure time of two weeks for the analysis of lipsticks left in the open using GC-FID. Finally, we conclude that neither TLC nor GC-FID can distinguish lipstick evidence recovered from hypothetical crime scenes.Keywords: Forensic science, chromatography, identification, lipstick.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 178512397 Fractal Patterns for Power Quality Detection Using Color Relational Analysis Based Classifier
Authors: Chia-Hung Lin, Mei-Sung Kang, Cong-Hui Huang, Chao-Lin Kuo
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This paper proposes fractal patterns for power quality (PQ) detection using color relational analysis (CRA) based classifier. Iterated function system (IFS) uses the non-linear interpolation in the map and uses similarity maps to construct various fractal patterns of power quality disturbances, including harmonics, voltage sag, voltage swell, voltage sag involving harmonics, voltage swell involving harmonics, and voltage interruption. The non-linear interpolation functions (NIFs) with fractal dimension (FD) make fractal patterns more distinguishing between normal and abnormal voltage signals. The classifier based on CRA discriminates the disturbance events in a power system. Compared with the wavelet neural networks, the test results will show accurate discrimination, good robustness, and faster processing time for detecting disturbing events.Keywords: Power Quality (PQ), Color Relational Analysis(CRA), Iterated Function System (IFS), Non-linear InterpolationFunction (NIF), Fractal Dimension (FD).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 164812396 Seismic Fragility Assessment of Strongback Steel Braced Frames Subjected to Near-Field Earthquakes
Authors: Mohammadreza Salek Faramarzi, Touraj Taghikhany
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In this paper, seismic fragility assessment of a recently developed hybrid structural system, known as the strongback system (SBS) is investigated. In this system, to mitigate the occurrence of the soft-story mechanism and improve the distribution of story drifts over the height of the structure, an elastic vertical truss is formed. The strengthened members of the braced span are designed to remain substantially elastic during levels of excitation where soft-story mechanisms are likely to occur and impose a nearly uniform story drift distribution. Due to the distinctive characteristics of near-field ground motions, it seems to be necessary to study the effect of these records on seismic performance of the SBS. To this end, a set of 56 near-field ground motion records suggested by FEMA P695 methodology is used. For fragility assessment, nonlinear dynamic analyses are carried out in OpenSEES based on the recommended procedure in HAZUS technical manual. Four damage states including slight, moderate, extensive, and complete damage (collapse) are considered. To evaluate each damage state, inter-story drift ratio and floor acceleration are implemented as engineering demand parameters. Further, to extend the evaluation of the collapse state of the system, a different collapse criterion suggested in FEMA P695 is applied. It is concluded that SBS can significantly increase the collapse capacity and consequently decrease the collapse risk of the structure during its life time. Comparing the observing mean annual frequency (MAF) of exceedance of each damage state against the allowable values presented in performance-based design methods, it is found that using the elastic vertical truss, improves the structural response effectively.
Keywords: Strongback System, Near-fault, Seismic fragility, Uncertainty, IDA, Probabilistic performance assessment.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 57412395 FPGA Implementation of Adaptive Clock Recovery for TDMoIP Systems
Authors: Semih Demir, Anil Celebi
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Circuit switched networks widely used until the end of the 20th century have been transformed into packages switched networks. Time Division Multiplexing over Internet Protocol (TDMoIP) is a system that enables Time Division Multiplexing (TDM) traffic to be carried over packet switched networks (PSN). In TDMoIP systems, devices that send TDM data to the PSN and receive it from the network must operate with the same clock frequency. In this study, it was aimed to implement clock synchronization process in Field Programmable Gate Array (FPGA) chips using time information attached to the packages received from PSN. The designed hardware is verified using the datasets obtained for the different carrier types and comparing the results with the software model. Field tests are also performed by using the real time TDMoIP system.
Keywords: Clock recovery on TDMoIP, FPGA, MATLAB reference model, clock synchronization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 146412394 Impact of Regulation on Trading in Financial Derivatives in Europe
Authors: H. Florianová, J. Nešleha
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Financial derivatives are considered to be risky investment instruments which could possibly bring another financial crisis. As prevention, European Union and its member states have released new legal acts adjusting this area of law in recent years. There have been several cases in history of capital markets worldwide where it was shown that legislature may affect behavior of subjects on capital markets. In our paper we analyze main events on selected European stock exchanges in order to apply them on three chosen markets - Czech capital market represented by Prague Stock Exchange, German capital market represented by Deutsche Börse and Polish capital market represented by Warsaw Stock Exchange. We follow time series of development of the sum of listed derivatives on these three stock exchanges in order to evaluate popularity of those exchanges. Afterwards we compare newly listed derivatives in relation to the speed of development of these exchanges. We also make a comparison between trends in derivatives and shares development. We explain how a legal regulation may affect situation on capital markets. If the regulation is too strict, potential investors or traders are not willing to undertake it and move to other markets. On the other hand, if the regulation is too vague, trading scandals occur and the market is not reliable from the prospect of potential investors or issuers. We see that making the regulation stricter usually discourages subjects to stay on the market immediately although making the regulation vaguer to interest more subjects is usually much slower process.
Keywords: Capital markets, financial derivatives, investors' behavior, regulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 91812393 Cryogenic Freezing Process Optimization Based On Desirability Function on the Path of Steepest Ascent
Authors: R. Uporn, P. Luangpaiboon
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This paper presents a comparative study of statistical methods for the multi-response surface optimization of a cryogenic freezing process. Taguchi design and analysis and steepest ascent methods based on the desirability function were conducted to ascertain the influential factors of a cryogenic freezing process and their optimal levels. The more preferable levels of the set point, exhaust fan speed, retention time and flow direction are set at -90oC, 20 Hz, 18 minutes and Counter Current, respectively. The overall desirability level is 0.7044.
Keywords: Cryogenic Freezing Process, Taguchi Design and Analysis, Response Surface Method, Steepest Ascent Method and Desirability Function Approach.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 183212392 An IM-COH Algorithm Neural Network Optimization with Cuckoo Search Algorithm for Time Series Samples
Authors: Wullapa Wongsinlatam
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Back propagation algorithm (BP) is a widely used technique in artificial neural network and has been used as a tool for solving the time series problems, such as decreasing training time, maximizing the ability to fall into local minima, and optimizing sensitivity of the initial weights and bias. This paper proposes an improvement of a BP technique which is called IM-COH algorithm (IM-COH). By combining IM-COH algorithm with cuckoo search algorithm (CS), the result is cuckoo search improved control output hidden layer algorithm (CS-IM-COH). This new algorithm has a better ability in optimizing sensitivity of the initial weights and bias than the original BP algorithm. In this research, the algorithm of CS-IM-COH is compared with the original BP, the IM-COH, and the original BP with CS (CS-BP). Furthermore, the selected benchmarks, four time series samples, are shown in this research for illustration. The research shows that the CS-IM-COH algorithm give the best forecasting results compared with the selected samples.Keywords: Artificial neural networks, back propagation algorithm, time series, local minima problem, metaheuristic optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 109312391 The Leaves of a Tree
Authors: Zhu Jiaming, Yu Mengna
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In this article, models based on quantitative analysis, physical geometry and regression analysis are established, by using analytic hierarchy process analysis, fuzzy cluster analysis, fuzzy photographic and data fitting. The reasons of various leaf shapes among different species and the differences between the leaf shapes on same tree have been solved by using software, such as Eviews, VB and Matlab. We also successfully estimate the leaf mass of a tree and the correlation with the tree profile.Keywords: Leaf shape; Mass; Fuzzy cluster; Regression analysis; Eviews; Matlab
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 159712390 The Application of an Ensemble of Boosted Elman Networks to Time Series Prediction: A Benchmark Study
Authors: Chee Peng Lim, Wei Yee Goh
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In this paper, the application of multiple Elman neural networks to time series data regression problems is studied. An ensemble of Elman networks is formed by boosting to enhance the performance of the individual networks. A modified version of the AdaBoost algorithm is employed to integrate the predictions from multiple networks. Two benchmark time series data sets, i.e., the Sunspot and Box-Jenkins gas furnace problems, are used to assess the effectiveness of the proposed system. The simulation results reveal that an ensemble of boosted Elman networks can achieve a higher degree of generalization as well as performance than that of the individual networks. The results are compared with those from other learning systems, and implications of the performance are discussed.
Keywords: AdaBoost, Elman network, neural network ensemble, time series regression.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 169112389 An Examination and Validation of the Theoretical Resistivity-Temperature Relationship for Conductors
Authors: Fred Lacy
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Electrical resistivity is a fundamental parameter of metals or electrical conductors. Since resistivity is a function of temperature, in order to completely understand the behavior of metals, a temperature dependent theoretical model is needed. A model based on physics principles has recently been developed to obtain an equation that relates electrical resistivity to temperature. This equation is dependent upon a parameter associated with the electron travel time before being scattered, and a parameter that relates the energy of the atoms and their separation distance. Analysis of the energy parameter reveals that the equation is optimized if the proportionality term in the equation is not constant but varies over the temperature range. Additional analysis reveals that the theoretical equation can be used to determine the mean free path of conduction electrons, the number of defects in the atomic lattice, and the ‘equivalent’ charge associated with the metallic bonding of the atoms. All of this analysis provides validation for the theoretical model and provides insight into the behavior of metals where performance is affected by temperatures (e.g., integrated circuits and temperature sensors).
Keywords: Callendar–van Dusen, conductivity, mean free path, resistance temperature detector, temperature sensor.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 218512388 Performance Analysis of a Series of Adaptive Filters in Non-Stationary Environment for Noise Cancelling Setup
Authors: Anam Rafique, Syed Sohail Ahmed
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One of the essential components of much of DSP application is noise cancellation. Changes in real time signals are quite rapid and swift. In noise cancellation, a reference signal which is an approximation of noise signal (that corrupts the original information signal) is obtained and then subtracted from the noise bearing signal to obtain a noise free signal. This approximation of noise signal is obtained through adaptive filters which are self adjusting. As the changes in real time signals are abrupt, this needs adaptive algorithm that converges fast and is stable. Least mean square (LMS) and normalized LMS (NLMS) are two widely used algorithms because of their plainness in calculations and implementation. But their convergence rates are small. Adaptive averaging filters (AFA) are also used because they have high convergence, but they are less stable. This paper provides the comparative study of LMS and Normalized NLMS, AFA and new enhanced average adaptive (Average NLMS-ANLMS) filters for noise cancelling application using speech signals.Keywords: AFA, ANLMS, LMS, NLMS.
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