Search results for: dynamic state estimation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4718

Search results for: dynamic state estimation

2708 Deep Learning Based, End-to-End Metaphor Detection in Greek with Recurrent and Convolutional Neural Networks

Authors: Konstantinos Perifanos, Eirini Florou, Dionysis Goutsos

Abstract:

This paper presents and benchmarks a number of end-to-end Deep Learning based models for metaphor detection in Greek. We combine Convolutional Neural Networks and Recurrent Neural Networks with representation learning to bear on the metaphor detection problem for the Greek language. The models presented achieve exceptional accuracy scores, significantly improving the previous state-of-the-art results, which had already achieved accuracy 0.82. Furthermore, no special preprocessing, feature engineering or linguistic knowledge is used in this work. The methods presented achieve accuracy of 0.92 and F-score 0.92 with Convolutional Neural Networks (CNNs) and bidirectional Long Short Term Memory networks (LSTMs). Comparable results of 0.91 accuracy and 0.91 F-score are also achieved with bidirectional Gated Recurrent Units (GRUs) and Convolutional Recurrent Neural Nets (CRNNs). The models are trained and evaluated only on the basis of training tuples, the related sentences and their labels. The outcome is a state-of-the-art collection of metaphor detection models, trained on limited labelled resources, which can be extended to other languages and similar tasks.

Keywords: Metaphor detection, deep learning, representation learning, embeddings.

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2707 Simulation of an Auto-Tuning Bicycle Suspension Fork with Quick Releasing Valves

Authors: Y. C. Mao, G. S. Chen

Abstract:

Bicycle configuration is not as large as those of motorcycles or automobiles, while it indeed composes a complicated dynamic system. People-s requirements on comfortability, controllability and safety grow higher as the research and development technologies improve. The shock absorber affects the vehicle suspension performances enormously. The absorber takes the vibration energy and releases it at a suitable time, keeping the wheel under a proper contact condition with road surface, maintaining the vehicle chassis stability. Suspension design for mountain bicycles is more difficult than that of city bikes since it encounters dynamic variations on road and loading conditions. Riders need a stiff damper as they exert to tread on the pedals when climbing, while a soft damper when they descend downhill. Various switchable shock absorbers are proposed in markets, however riders have to manually switch them among soft, hard and lock positions. This study proposes a novel design of the bicycle shock absorber, which provides automatic smooth tuning of the damping coefficient, from a predetermined lower bound to theoretically unlimited. An automatic quick releasing valve is involved in this design so that it can release the peak pressure when the suspension fork runs into a square-wave type obstacle and prevent the chassis from damage, avoiding the rider skeleton from injury. This design achieves the automatic tuning process by innovative plunger valve and fluidic passage arrangements without any electronic devices. Theoretical modelling of the damper and spring are established in this study. Design parameters of the valves and fluidic passages are determined. Relations between design parameters and shock absorber performances are discussed in this paper. The analytical results give directions to the shock absorber manufacture.

Keywords: Modelling, Simulation, Bicycle, Shock Absorber, Damping, Releasing Valve

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2706 Risk Management Analysis: An Empirical Study Using Bivariate GARCH

Authors: Chin Wen Cheong

Abstract:

This study employs a bivariate asymmetric GARCH model to reveal the hidden dynamics price changes and volatility among the emerging markets of Thailand and Malaysian after the Asian financial crisis from January 2001 to December 2008. Our results indicated that the equity markets are sharing the common information (shock) that transmitted among each others. These empirical findings are used to demonstrate the importance of shock and volatility dynamic transmissions in the cross-market hedging and market risk.

Keywords: multivariate ARCH, structural change, value at risk.

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2705 ANFIS Approach for Locating Faults in Underground Cables

Authors: Magdy B. Eteiba, Wael Ismael Wahba, Shimaa Barakat

Abstract:

This paper presents a fault identification, classification and fault location estimation method based on Discrete Wavelet Transform and Adaptive Network Fuzzy Inference System (ANFIS) for medium voltage cable in the distribution system.

Different faults and locations are simulated by ATP/EMTP, and then certain selected features of the wavelet transformed signals are used as an input for a training process on the ANFIS. Then an accurate fault classifier and locator algorithm was designed, trained and tested using current samples only. The results obtained from ANFIS output were compared with the real output. From the results, it was found that the percentage error between ANFIS output and real output is less than three percent. Hence, it can be concluded that the proposed technique is able to offer high accuracy in both of the fault classification and fault location.

Keywords: ANFIS, Fault location, Underground Cable, Wavelet Transform.

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2704 Prediction Heating Values of Lignocellulosics from Biomass Characteristics

Authors: Kaltima Phichai, Pornchanoke Pragrobpondee, Thaweesak Khumpart, Samorn Hirunpraditkoon

Abstract:

The paper provides biomasses characteristics by proximate analysis (volatile matter, fixed carbon and ash) and ultimate analysis (carbon, hydrogen, nitrogen and oxygen) for the prediction of the heating value equations. The heating value estimation of various biomasses can be used as an energy evaluation. Thirteen types of biomass were studied. Proximate analysis was investigated by mass loss method and infrared moisture analyzer. Ultimate analysis was analyzed by CHNO analyzer. The heating values varied from 15 to 22.4MJ kg-1. Correlations of the calculated heating value with proximate and ultimate analyses were undertaken using multiple regression analysis and summarized into three and two equations, respectively. Correlations based on proximate analysis illustrated that deviation of calculated heating values from experimental heating values was higher than the correlations based on ultimate analysis.

Keywords: Heating value equation, Proximate analysis, Ultimate analysis.

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2703 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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2702 Time Temperature Dependence of Long Fiber Reinforced Polypropylene Manufactured by Direct Long Fiber Thermoplastic Process

Authors: K. A. Weidenmann, M. Grigo, B. Brylka, P. Elsner, T. Böhlke

Abstract:

In order to reduce fuel consumption, the weight of automobiles has to be reduced. Fiber reinforced polymers offer the potential to reach this aim because of their high stiffness to weight ratio. Additionally, the use of fiber reinforced polymers in automotive applications has to allow for an economic large-scale production. In this regard, long fiber reinforced thermoplastics made by direct processing offer both mechanical performance and processability in injection moulding and compression moulding. The work presented in this contribution deals with long glass fiber reinforced polypropylene directly processed in compression moulding (D-LFT). For the use in automotive applications both the temperature and the time dependency of the materials properties have to be investigated to fulfill performance requirements during crash or the demands of service temperatures ranging from -40 °C to 80 °C. To consider both the influence of temperature and time, quasistatic tensile tests have been carried out at different temperatures. These tests have been complemented by high speed tensile tests at different strain rates. As expected, the increase in strain rate results in an increase of the elastic modulus which correlates to an increase of the stiffness with decreasing service temperature. The results are in good accordance with results determined by dynamic mechanical analysis within the range of 0.1 to 100 Hz. The experimental results from different testing methods were grouped and interpreted by using different time temperature shift approaches. In this regard, Williams-Landel-Ferry and Arrhenius approach based on kinetics have been used. As the theoretical shift factor follows an arctan function, an empirical approach was also taken into consideration. It could be shown that this approach describes best the time and temperature superposition for glass fiber reinforced polypropylene manufactured by D-LFT processing.

Keywords: Composite, long fiber reinforced thermoplastics, mechanical properties, dynamic mechanical analysis, time temperature superposition.

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2701 The Assessment of Interactions in Ratios Control Schemes for a Binary Distillation Column

Authors: R. Bendib, A. Khelassi

Abstract:

In this paper we will consider the most known ratios control schemes ((L/D, V/B),(L/D,V/F), Ryskamp-s, and (D/(L+D),V/B)) for binary distillation column and we compare them in the basis of interactions and disturbance propagation. The models for these configurations are deuced using mathematical transformations taking the energy balance structure (LV) as a base model. The dynamic relative magnitude criterion (DRMC) is used to assess the interactions. The results show that the introduction of ratios in controlling the column tends to minimize the degree of interactions between the loops.

Keywords: Distillation, interaction, DRMC, configurations.

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2700 Synthesis of Polystyrene Grafting Filler Nanoparticles: Effect of Grafting on Mechanical Reinforcement

Authors: M. Khlifa, A. Youssef, A. F. Zaed, A. Kraft, V. Arrighi

Abstract:

A series of polystyrene (PS) nanoparticles were prepared by grafting polystyrene from both aggregated silica and colloidally dispersed silica nanoparticles using atom-transfer radical polymerisation (ATRP). Cross-linking and macroscopic gelation were minimised by using a miniemulsion system. The thermal and mechanical behaviour of the nanocomposites have been examined by differential scanning calorimetry (DSC) and dynamic mechanical thermal analysis (DMTA).

Keywords: ATRP, nanocomposites, polystyrene, reinforcement.

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2699 Direct Transient Stability Assessment of Stressed Power Systems

Authors: E. Popov, N. Yorino, Y. Zoka, Y. Sasaki, H. Sugihara

Abstract:

This paper discusses the performance of critical trajectory method (CTrj) for power system transient stability analysis under various loading settings and heavy fault condition. The method obtains Controlling Unstable Equilibrium Point (CUEP) which is essential for estimation of power system stability margins. The CUEP is computed by applying the CTrjto the boundary controlling unstable equilibrium point (BCU) method. The Proposed method computes a trajectory on the stability boundary that starts from the exit point and reaches CUEP under certain assumptions. The robustness and effectiveness of the method are demonstrated via six power system models and five loading conditions. As benchmark is used conventional simulation method whereas the performance is compared with and BCU Shadowing method.

Keywords: Power system, Transient stability, Critical trajectory method, Energy function method.

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2698 Emission Constrained Economic Dispatch for Hydrothermal Coordination

Authors: Md. Sayeed Salam

Abstract:

This paper presents an efficient emission constrained economic dispatch algorithm that deals with nonlinear cost function and constraints. It is then incorporated into the dynamic programming based hydrothermal coordination program. The program has been tested on a practical utility system having 32 thermal and 12 hydro generating units. Test results show that a slight increase in production cost causes a substantial reduction in emission.

Keywords: Emission constraint, Hydrothermal coordination, and Economic dispatch algorithm.

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2697 Household Demand for Solid Waste Disposal Options in Malaysia

Authors: Pek Chuen-Khee, Jamal Othman

Abstract:

This paper estimates the economic values of household preference for enhanced solid waste disposal services in Malaysia. The contingent valuation (CV) method estimates an average additional monthly willingness-to-pay (WTP) in solid waste management charges of Ôé¼0.77 to 0.80 for improved waste disposal services quality. The finding of a slightly higher WTP from the generic CV question than that of label-specific, further reveals a higher WTP for sanitary landfill, at Ôé¼0.90, than incineration, at Ôé¼0.63. This suggests that sanitary landfill is a more preferred alternative. The logistic regression estimation procedure reveals that household-s concern of where their rubbish is disposed, age, ownership of house, household income and format of CV question are significant factors in influencing WTP.

Keywords: contingent valuation, logistic regression, solid waste disposal, willingness-to-pay.

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2696 Aliasing Free and Additive Error in Spectra for Alpha Stable Signals

Authors: R. Sabre

Abstract:

This work focuses on the symmetric alpha stable process with continuous time frequently used in modeling the signal with indefinitely growing variance, often observed with an unknown additive error. The objective of this paper is to estimate this error from discrete observations of the signal. For that, we propose a method based on the smoothing of the observations via Jackson polynomial kernel and taking into account the width of the interval where the spectral density is non-zero. This technique allows avoiding the “Aliasing phenomenon” encountered when the estimation is made from the discrete observations of a process with continuous time. We have studied the convergence rate of the estimator and have shown that the convergence rate improves in the case where the spectral density is zero at the origin. Thus, we set up an estimator of the additive error that can be subtracted for approaching the original signal without error.

Keywords: Spectral density, stable processes, aliasing, p-adic.

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2695 Optimal Estimation of Surface Reflectance from Landsat TM Visible and Mid Infrared Data over Penang Island

Authors: H. S. Lim, M. Z. MatJafri, K. Abdullah, N. Mohd. Saleh

Abstract:

Retrieval of the surface reflectance is important in the remotely sensed data analysis to obtain the atmospheric reflectance or atmospheric correction. The relationship between visible and mid infrared reflectance over land was investigated and developed in this study. The surface reflectances of the two visible bands were measured using a handheld spectroradiometer collected around Penang Island. In this study, we use the assumption that the 2.1 μm band is not affected by aerosol and it is transparent to most aerosol types (except dust). Therefore the satellite observed signal is the same as the surface signal in 2.1 μm band. The correlation between the surface reflectance measured by the spectroradiometer in the blue and red region and the 2.1 μm observed by the satellite has been established. We investigate five dates of Landsat TM scenes in this study. The finding obtained by this study indicates that the surface reflectance can be retrieved from the 2.1 μm band.

Keywords: Surface Reflectance, Landsat TM, Aerosol, Spectroradiometer.

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2694 Target Signal Detection Using MUSIC Spectrum in Noise Environment

Authors: Sangjun Park, Sangbae Jeong, Moonsung Han, Minsoo hahn

Abstract:

In this paper, a target signal detection method using multiple signal classification (MUSIC) algorithm is proposed. The MUSIC algorithm is a subspace-based direction of arrival (DOA) estimation method. The algorithm detects the DOAs of multiple sources using the inverse of the eigenvalue-weighted eigen spectra. To apply the algorithm to target signal detection for GSC-based beamforming, we utilize its spectral response for the target DOA in noisy conditions. For evaluation of the algorithm, the performance of the proposed target signal detection method is compared with that of the normalized cross-correlation (NCC), the fixed beamforming, and the power ratio method. Experimental results show that the proposed algorithm significantly outperforms the conventional ones in receiver operating characteristics(ROC) curves.

Keywords: Beamforming, direction of arrival, multiple signal classification, target signal detection.

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2693 A Continuous Time Sigma Delta Modulators Using CMOS Current Conveyors

Authors: E. Farshidi, N. Ahmadpoor

Abstract:

In this paper, a alternative structure method for continuous time sigma delta modulator is presented. In this modulator for implementation of integrators in loop filter second generation current conveyors are employed. The modulator is designed in CMOS technology and features low power consumption (<2.8mW), low supply voltage (±1.65), wide dynamic range (>65db), and with 180khZ bandwidth. Simulation results confirm that this design is suitable for data converters.

Keywords: Current Conveyor, continuous, sigma delta, MOS, modulator

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2692 Bee Parameter Determination via Weighted Centriod Modified Simplex and Constrained Response Surface Optimisation Methods

Authors: P. Luangpaiboon

Abstract:

Various intelligences and inspirations have been adopted into the iterative searching process called as meta-heuristics. They intelligently perform the exploration and exploitation in the solution domain space aiming to efficiently seek near optimal solutions. In this work, the bee algorithm, inspired by the natural foraging behaviour of honey bees, was adapted to find the near optimal solutions of the transportation management system, dynamic multi-zone dispatching. This problem prepares for an uncertainty and changing customers- demand. In striving to remain competitive, transportation system should therefore be flexible in order to cope with the changes of customers- demand in terms of in-bound and outbound goods and technological innovations. To remain higher service level but lower cost management via the minimal imbalance scenario, the rearrangement penalty of the area, in each zone, including time periods are also included. However, the performance of the algorithm depends on the appropriate parameters- setting and need to be determined and analysed before its implementation. BEE parameters are determined through the linear constrained response surface optimisation or LCRSOM and weighted centroid modified simplex methods or WCMSM. Experimental results were analysed in terms of best solutions found so far, mean and standard deviation on the imbalance values including the convergence of the solutions obtained. It was found that the results obtained from the LCRSOM were better than those using the WCMSM. However, the average execution time of experimental run using the LCRSOM was longer than those using the WCMSM. Finally a recommendation of proper level settings of BEE parameters for some selected problem sizes is given as a guideline for future applications.

Keywords: Meta-heuristic, Bee Algorithm, Dynamic Multi-Zone Dispatching, Linear Constrained Response SurfaceOptimisation Method, Weighted Centroid Modified Simplex Method

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2691 Kinematic Analysis of a Novel Complex DoF Parallel Manipulator

Authors: M.A. Hosseini, P. Ebrahimi Naghani

Abstract:

In this research work, a novel parallel manipulator with high positioning and orienting rate is introduced. This mechanism has two rotational and one translational degree of freedom. Kinematics and Jacobian analysis are investigated. Moreover, workspace analysis and optimization has been performed by using genetic algorithm toolbox in Matlab software. Because of decreasing moving elements, it is expected much more better dynamic performance with respect to other counterpart mechanisms with the same degrees of freedom. In addition, using couple of cylindrical and revolute joints increased mechanism ability to have more extended workspace.

Keywords: Kinematics, Workspace, 3-CRS/PU, Parallel robot

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2690 DHCP Message Authentication with an Effective Key Management

Authors: HongIl Ju, JongWook Han

Abstract:

In this paper we describes the authentication for DHCP (Dynamic Host Configuration Protocol) message which provides the efficient key management and reduces the danger replay attack without an additional packet for a replay attack. And the authentication for DHCP message supports mutual authentication and provides both entity authentication and message authentication. We applied the authentication for DHCP message to the home network environments and tested through a home gateway.

Keywords: DHCP, authentication, key management, replayattack, home network.

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2689 Estimation of Groundwater Recovery by Recharge in the Agricultural Area

Authors: Tsutomu Ichikawa

Abstract:

The Kumamoto area, Kyushu, Japan has 1,041km2 in area and about 1milion in population. This area is a greatest area in Japan which depends on groundwater for all of drinking water. Quantity of this local groundwater use is about 200MCM during the year. It is understood that the main recharging area of groundwater exist in the rice field zone which have high infiltrate height ahead of 100mm/ day of the irrigated water located in the middle area of the Shira-River Basin. However, by decrease of the paddy-rice planting area by urbanization and an acreage reduction policy, the groundwater income and expenditure turned worse. Then Kumamoto city and four companies expended financial support to increase recharging water to underground by ponded water in the field from 2004. In this paper, the author reported the situation of recovery of groundwater by recharge and estimates the efficiency of recharge by statistical method.

Keywords: Groundwater recharge, groundwater level, spring water, paddy field.

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2688 Problems Occurring in the Process of Audit by Taking into Consideration their Theoretic Aspects against the Background of Reforms Conducted in a Country: The Example of Georgia

Authors: Levan Sabauri

Abstract:

The purpose of this article is an examination of the meaning of theoretic aspects of audit in the context of solving of specific problems of the audit. The audit’s aim is the estimation of financial statements by the auditor, i.e. if they are prepared according to the basic requirements of current financial statements. By examination of concrete examples, we can clearly see problems created in an audit and in often cases, those contradictions which can be caused by incompliance of matters regulated by legislation and by reality. An important part of this work is the analysis of reform in the direction of business accounting, statements and audit in Georgia and its comparison with EU countries. In the article, attention is concentrated on the analysis of specific problems of auditing practice and ways of their solving by taking into consideration theoretical aspects of the audit are proposed.

Keywords: Audit, auditor, auditor’s ethic code, auditor’s risk, financial statement, objectivity.

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2687 Stability of New Macromycetes Phytases under Room, Cooling and Freezing Temperatures of Storage

Authors: Michele R. Spier, Denise N. X. Salmon, Renato L. Binati, Luíza C. Piva, Adriane B.P. Medeiros, Carlos R. Soccol

Abstract:

Phytases are enzymes used as an important component in monogastric animals feeds in order to improve phosphorous availability, since it is not readily assimilated by these animals in the form of the phytate presented in plants and grains. As these enzymes are used in industrial activities, they must retain its catalytic activities during a certain storage period. This study presents information about the stability of 4 different phytases, produced by four macromycetes fungi through solid-state fermentation (SSF). There is a lack of data in literature concerning phytase from macromycetes shelf-life in storage conditions at room, cooling and freezing temperatures. The 4 phytases from macromycetes still had enzymatic activities around 100 days of storage at room temperature. At cooling temperature in 146 days of studies, the phytase from G. stipitatum was the most stable with 44% of the initial activity, in U.gds (units per gram of dried fermented substrate). The freezing temperature was the best condition storage for phytases from G. stipitatum and T. versicolor. Each condition provided a study for each mushroom phytase, totalizing 12 studies. The phytases showed to be stable for a long period without the addition of additives.

Keywords: macromycetes, phytase, solid-state fermentation, wheat bran, stability

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2686 UD Covariance Factorization for Unscented Kalman Filter using Sequential Measurements Update

Authors: H. Ghanbarpour Asl, S. H. Pourtakdoust

Abstract:

Extended Kalman Filter (EKF) is probably the most widely used estimation algorithm for nonlinear systems. However, not only it has difficulties arising from linearization but also many times it becomes numerically unstable because of computer round off errors that occur in the process of its implementation. To overcome linearization limitations, the unscented transformation (UT) was developed as a method to propagate mean and covariance information through nonlinear transformations. Kalman filter that uses UT for calculation of the first two statistical moments is called Unscented Kalman Filter (UKF). Square-root form of UKF (SRUKF) developed by Rudolph van der Merwe and Eric Wan to achieve numerical stability and guarantee positive semi-definiteness of the Kalman filter covariances. This paper develops another implementation of SR-UKF for sequential update measurement equation, and also derives a new UD covariance factorization filter for the implementation of UKF. This filter is equivalent to UKF but is computationally more efficient.

Keywords: Unscented Kalman filter, Square-root unscentedKalman filter, UD covariance factorization, Target tracking.

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2685 The Analysis of TRACE/PARCS in the Simulation of Ultimate Response Guideline for Lungmen ABWR

Authors: J. R. Wang, W.Y. Li, H.T. Lin, B.H. Lee, C. Shih, S.W. Chen

Abstract:

In this research, the TRACE/PARCS model of  Lungmen ABWR has been developed for verification of ultimate  response guideline (URG) efficiency. This ultimate measure was  named as DIVing plan, abbreviated from system depressurization,  water injection and containment venting. The simulation initial  condition is 100% rated power/100% rated core flow. This research  focuses on the estimation of the time when the fuel might be damaged  with no water injection by using TRACE/PARCS first. Then, the  effect of the reactor core isolation system (RCIC), control  depressurization and ac-independent water addition system (ACIWA),  which can provide the injection with 950 gpm are also estimated for  the station blackout (SBO) transient.

 

Keywords: ABWR, TRACE, safety analysis, PARCS.

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2684 Review and Evaluation of Trending Canonical Correlation Analyses-Based Brain-Computer Interface Methods

Authors: Bayar Shahab

Abstract:

The fast development of technology that has advanced neuroscience and human interaction with computers has enabled solutions to various problems and issues of this new era. The Brain-Computer Interface (BCI) has opened the door to several new research areas and have been able to provide solutions to critical and vital issues such as supporting a paralyzed patient to interact with the outside world, controlling a robot arm, playing games in VR with the brain, driving a wheelchair. This review presents the state-of-the-art methods and improvements of canonical correlation analyses (CCA), an SSVEP-based BCI method. These are the methods used to extract EEG signal features or, to be said differently, the features of interest that we are looking for in the EEG analyses. Each of the methods from oldest to newest has been discussed while comparing their advantages and disadvantages. This would create a great context and help researchers understand the most state-of-the-art methods available in this field, their pros and cons, and their mathematical representations and usage. This work makes a vital contribution to the existing field of study. It differs from other similar recently published works by providing the following: (1) stating most of the main methods used in this field in a hierarchical way, (2) explaining the pros and cons of each method and their performance, (3) presenting the gaps that exist at the end of each method that can improve the understanding and open doors to new researches or improvements. 

Keywords: BCI, CCA, SSVEP, EEG

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2683 Equity Risk Premiums and Risk Free Rates in Modelling and Prediction of Financial Markets

Authors: Mohammad Ghavami, Reza S. Dilmaghani

Abstract:

This paper presents an adaptive framework for modelling financial markets using equity risk premiums, risk free rates and volatilities. The recorded economic factors are initially used to train four adaptive filters for a certain limited period of time in the past. Once the systems are trained, the adjusted coefficients are used for modelling and prediction of an important financial market index. Two different approaches based on least mean squares (LMS) and recursive least squares (RLS) algorithms are investigated. Performance analysis of each method in terms of the mean squared error (MSE) is presented and the results are discussed. Computer simulations carried out using recorded data show MSEs of 4% and 3.4% for the next month prediction using LMS and RLS adaptive algorithms, respectively. In terms of twelve months prediction, RLS method shows a better tendency estimation compared to the LMS algorithm.

Keywords: Prediction of financial markets, Adaptive methods, MSE, LSE.

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2682 Development of Autonomous Cable Inspection Robot for Nuclear Power Plant

Authors: Jae-Kyung LEE, Byung-Hak CHO, Kyung-Nam Jang, Sun-Chul Jung, Ki-Yong OH, Joon-Young PARK, Jong-Seog Kim

Abstract:

The cables in a nuclear power plant are designed to be used for about 40 years in safe operation environment. However, the heat and radiation in the nuclear power plant causes the rapid performance deterioration of cables in nuclear vessels and heat exchangers, which requires cable lifetime estimation. The most accurate method of estimating the cable lifetime is to evaluate the cables in a laboratory. However, removing cables while the plant is operating is not allowed because of its safety and cost. In this paper, a robot system to estimate the cable lifetime in nuclear power plants is developed and tested. The developed robot system can calculate a modulus value to estimate the cable lifetime even when the nuclear power plant is in operation.

Keywords: Autonomous robot, Cable Inspection, Indenter, Nuclear Power Plant

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2681 On Bayesian Analysis of Failure Rate under Topp Leone Distribution using Complete and Censored Samples

Authors: N. Feroze, M. Aslam

Abstract:

The article is concerned with analysis of failure rate (shape parameter) under the Topp Leone distribution using a Bayesian framework. Different loss functions and a couple of noninformative priors have been assumed for posterior estimation. The posterior predictive distributions have also been derived. A simulation study has been carried to compare the performance of different estimators. A real life example has been used to illustrate the applicability of the results obtained. The findings of the study suggest  that the precautionary loss function based on Jeffreys prior and singly type II censored samples can effectively be employed to obtain the Bayes estimate of the failure rate under Topp Leone distribution.

Keywords: loss functions, type II censoring, posterior distribution, Bayes estimators.

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2680 Steady State Transpiration Cooling System in Ni-Cr Open-Cellular Porous Plate

Authors: P. Amatachaya, P. Khantikomol, R. Sangchot, B. Krittacom

Abstract:

The steady-state temperature for one-dimensional transpiration cooling system has been conducted experimentally and numerically to investigate the heat transfer characteristics of combined convection and radiation. The Nickel –Chrome (Ni-Cr) open-cellular porous material having porosity of 0.93 and pores per inch (PPI) of 21.5 was examined. The upper surface of porous plate was heated by the heat flux of incoming radiation varying from 7.7 - 16.6 kW/m2 whereas air injection velocity fed into the lower surface was varied from 0.36 - 1.27 m/s, and was then rearranged as Reynolds number (Re). For the report of the results in the present study, two efficiencies including of temperature and conversion efficiency were presented. Temperature efficiency indicating how close the mean temperature of a porous heat plate to that of inlet air, and increased rapidly with the air injection velocity (Re). It was then saturated and had a constant value at Re higher than 10. The conversion efficiency, which was regarded as the ability of porous material in transferring energy by convection after absorbed from heat radiation, decreased with increasing of the heat flux and air injection velocity. In addition, it was then asymptotic to a constant value at the Re higher than 10. The numerical predictions also agreed with experimental data very well.

Keywords: Convection, open-cellular, radiation, transpiration cooling, Reynolds number.

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2679 Social Organization of Kazakhstani Business under Conditions of Customs Union and Common Free Market Zone: Empirical Study Practice

Authors: Zh. Nurbekova, Z. Zhanazarova, A. Beissenova

Abstract:

This article is devoted to the analysis of results of sociological researches carried out by authors directed on studying of opinion of representatives of small, medium and big business on formation of the Customs Union, Common Free Market Zone with participation of Kazakhstan, Russia and Belarus. It-s forecasted that companies, their branches will interpenetrate with registration and moving their businesses to regions with more beneficial conditions. They say that in Kazakhstan there are more profitable geo-strategic operating environment for business and lower taxes. Russia using this opportunity will create new conditions for expansion into other countries of Central Asia and China. Opinions of participants of questionnaire and expert poll different in estimation of value of these two integration mechanisms since market segments on the one hand extend, but also on the other hand - loss of exclusive influence in certain fields of activity.

Keywords: Customs Union, Kazakhstan, sociological research.

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