Search results for: penalty parameter and scaling parameter
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1270

Search results for: penalty parameter and scaling parameter

1090 Optimization of Copper-Water Negative Inclination Heat Pipe with Internal Composite Wick Structure

Authors: I. Brandys, M. Levy, K. Harush, Y. Haim, M. Korngold

Abstract:

Theoretical optimization of a copper-water negative inclination heat pipe with internal composite wick structure had been performed, regarding a new introduced parameter: the ratio between the coarse mesh wraps and the fine mesh wraps of the composite wick. Since in many cases, the design of a heat pipe matches specific thermal requirements and physical limitations, this work demonstrates the optimization of a 1m length, 8mm internal diameter heat pipe without an adiabatic section, at a negative inclination angle of -10º. The optimization is based on a new introduced parameter, LR: the ratio between the coarse mesh wraps and the fine mesh wraps.

Keywords: Heat pipe, inclination, optimization, ratio.

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1089 Fuzzy Controlled Hydraulic Excavator with Model Parameter Uncertainty

Authors: Ganesh Kothapalli, Mohammed Y. Hassan

Abstract:

The hydraulic actuated excavator, being a non-linear mobile machine, encounters many uncertainties. There are uncertainties in the hydraulic system in addition to the uncertain nature of the load. The simulation results obtained in this study show that there is a need for intelligent control of such machines and in particular interval type-2 fuzzy controller is most suitable for minimizing the position error of a typical excavator-s bucket under load variations. We consider the model parameter uncertainties such as hydraulic fluid leakage and friction. These are uncertainties which also depend up on the temperature and alter bulk modulus and viscosity of the hydraulic fluid. Such uncertainties together with the load variations cause chattering of the bucket position. The interval type-2 fuzzy controller effectively eliminates the chattering and manages to control the end-effecter (bucket) position with positional error in the order of few millimeters.

Keywords: excavator, fuzzy control, hydraulics, mining, type-2

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1088 Determination of the Quality of the Machined Surface Using Fuzzy Logic

Authors: Dejan Tanikić, Jelena Đoković, Saša Kalinović, Miodrag Manić, Saša Ranđelović

Abstract:

This paper deals with measuring and modelling of the quality of the machined surface of the metal machining process. The average surface roughness (Ra) which represents the quality of the machined part was measured during the dry turning of the AISI 4140 steel. A large number of factors with the unknown relations among them influences this parameter, and that is why mathematical modelling is extremely complicated. Different values of cutting speed, feed rate, depth of cut (cutting regime) and workpiece hardness causes different surface roughness values. Modelling with soft computing techniques may be very useful in such cases. This paper presents the usage of the fuzzy logic-based system for determining metal machining process parameter in order to find the proper values of cutting regimes.

Keywords: Metal machining, surface roughness, fuzzy logic, process modelling.

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1087 Comparative Analysis of Two Approaches to Joint Signal Detection, ToA and AoA Estimation in Multi-Element Antenna Arrays

Authors: Olesya Bolkhovskaya, Alexey Davydov, Alexander Maltsev

Abstract:

In this paper two approaches to joint signal detection, time of arrival (ToA) and angle of arrival (AoA) estimation in multi-element antenna array are investigated. Two scenarios were considered: first one, when the waveform of the useful signal is known a priori and, second one, when the waveform of the desired signal is unknown. For first scenario, the antenna array signal processing based on multi-element matched filtering (MF) with the following non-coherent detection scheme and maximum likelihood (ML) parameter estimation blocks is exploited. For second scenario, the signal processing based on the antenna array elements covariance matrix estimation with the following eigenvector analysis and ML parameter estimation blocks is applied. The performance characteristics of both signal processing schemes are thoroughly investigated and compared for different useful signals and noise parameters.

Keywords: Antenna array, signal detection, ToA, AoA estimation.

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1086 Stable Robust Adaptive Controller and Observer Design for a Class of SISO Nonlinear Systems with Unknown Dead Zone

Authors: Ibrahim F. Jasim

Abstract:

This paper presents a new stable robust adaptive controller and observer design for a class of nonlinear systems that contain i. Coupling of unmeasured states and unknown parameters ii. Unknown dead zone at the system actuator. The system is firstly cast into a modified form in which the observer and parameter estimation become feasible. Then a stable robust adaptive controller, state observer, parameter update laws are derived that would provide global adaptive system stability and desirable performance. To validate the approach, simulation was performed to a single-link mechanical system with a dynamic friction model and unknown dead zone exists at the system actuation. Then a comparison is presented with the results when there is no dead zone at the system actuation.

Keywords: Dead Zone, Nonlinear Systems, Observer, Robust Adaptive Control.

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1085 Using Interval Constrained Petri Nets and Fuzzy Method for Regulation of Quality: The Case of Weight in Tobacco Factory

Authors: Nabli L., Dhouibi H., Collart Dutilleul S., Craye E.

Abstract:

The existence of maximal durations drastically modifies the performance evaluation in Discrete Event Systems (DES). The same particularity may be found on systems where the associated constraints do not concern the time. For example weight measures, in chemical industry, are used in order to control the quantity of consumed raw materials. This parameter also takes a fundamental part in the product quality as the correct transformation process is based upon a given percentage of each essence. Weight regulation therefore increases the global productivity of the system by decreasing the quantity of rejected products. In this paper we present an approach based on mixing different characteristics theories, the fuzzy system and Petri net system to describe the behaviour. An industriel application on a tobacco manufacturing plant, where the critical parameter is the weight is presented as an illustration.

Keywords: Petri Net, Manufacturing systems, Performance evaluation, Fuzzy logic, Tolerant system.

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1084 Parametric Transition as a Spiral Curve and Its Application in Spur Gear Tooth with FEA

Authors: S. H. Yahaya, J. M. Ali, T.A. Abdullah

Abstract:

The exploration of this paper will focus on the Cshaped transition curve. This curve is designed by using the concept of circle to circle where one circle lies inside other. The degree of smoothness employed is curvature continuity. The function used in designing the C-curve is Bézier-like cubic function. This function has a low degree, flexible for the interactive design of curves and surfaces and has a shape parameter. The shape parameter is used to control the C-shape curve. Once the C-shaped curve design is completed, this curve will be applied to design spur gear tooth. After the tooth design procedure is finished, the design will be analyzed by using Finite Element Analysis (FEA). This analysis is used to find out the applicability of the tooth design and the gear material that chosen. In this research, Cast Iron 4.5 % Carbon, ASTM A-48 is selected as a gear material.

Keywords: Bézier-like cubic function, Curvature continuity, Cshapedtransition curve, Spur gear tooth.

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1083 Speed Sensorless Direct Torque Control of a PMSM Drive using Space Vector Modulation Based MRAS and Stator Resistance Estimator

Authors: A. Ameur, B. Mokhtari, N. Essounbouli, L. Mokrani

Abstract:

This paper presents a speed sensorless direct torque control scheme using space vector modulation (DTC-SVM) for permanent magnet synchronous motor (PMSM) drive based a Model Reference Adaptive System (MRAS) algorithm and stator resistance estimator. The MRAS is utilized to estimate speed and stator resistance and compensate the effects of parameter variation on stator resistance, which makes flux and torque estimation more accurate and insensitive to parameter variation. In other hand the use of SVM method reduces the torque ripple while achieving a good dynamic response. Simulation results are presented and show the effectiveness of the proposed method.

Keywords: MRAS, PMSM, SVM, DTC, Speed and Resistance estimation, Sensorless drive

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1082 Use of Linear Programming for Optimal Production in a Production Line in Saudi Food Co.

Authors: Qasim M. Kriri

Abstract:

Few Saudi Arabia production companies face financial profit issues until this moment. This work presents a linear integer programming model that solves a production problem of a Saudi Food Company in Saudi Arabia. An optimal solution to the above-mentioned problem is a Linear Programming solution. In this regard, the main purpose of this project is to maximize profit. Linear Programming Technique has been used to derive the maximum profit from production of natural juice at Saudi Food Co. The operations of production of the company were formulated and optimal results are found out by using Lindo Software that employed Sensitivity Analysis and Parametric linear programming in order develop Linear Programming. In addition, the parameter values are increased, then the values of the objective function will be increased.

Keywords: Parameter linear programming, objective function, sensitivity analysis, optimize profit.

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1081 Harmonic Parameters with HHT and Wavelet Transform for Automatic Sleep Stages Scoring

Authors: Wei-Chih Tang, Shih-Wei Lu, Chih-Mong Tsai, Cheng-Yan Kao, Hsiu-Hui Lee

Abstract:

Previously, harmonic parameters (HPs) have been selected as features extracted from EEG signals for automatic sleep scoring. However, in previous studies, only one HP parameter was used, which were directly extracted from the whole epoch of EEG signal. In this study, two different transformations were applied to extract HPs from EEG signals: Hilbert-Huang transform (HHT) and wavelet transform (WT). EEG signals are decomposed by the two transformations; and features were extracted from different components. Twelve parameters (four sets of HPs) were extracted. Some of the parameters are highly diverse among different stages. Afterward, HPs from two transformations were used to building a rough sleep stages scoring model using the classifier SVM. The performance of this model is about 78% using the features obtained by our proposed extractions. Our results suggest that these features may be useful for automatic sleep stages scoring.

Keywords: EEG, harmonic parameter, Hilbert-Huang transform, sleep stages, wavelet transform.

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1080 Floating-Point Scaling for BSS Gain Control

Authors: Abdelmalek Fermas, Adel Belouchrani, Otmane Ait Mohamed

Abstract:

In Blind Source Separation (BSS) processing, taking advantage of scaling factor indetermination and based on the floatingpoint representation, we propose a scaling technique applied to the separation matrix, to avoid the saturation or the weakness in the recovered source signals. This technique performs an Automatic Gain Control (AGC) in an on-line BSS environment. We demonstrate the effectiveness of this technique by using the implementation of a division free BSS algorithm with two input, two output. This technique is computationally cheaper and efficient for a hardware implementation.

Keywords: Automatic Gain Control, Blind Source Separation, Floating-Point Representation, FPGA Implementation.

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1079 A 4-Element Corporate Series Feed Millimeter-Wave Microstrip Antenna Array for 5G Applications

Authors: G. Viswanadh Raviteja

Abstract:

In this paper, a microstrip antenna array is designed for 5G applications. A corporate series feed is considered to operate with a center frequency between 27 to 28 GHz to be able to cover the 5G frequency bands 24.25-27.5 GHz, 26.5-29.5 GHz and 27.5-28.35 GHz. The substrate is taken to be Rogers RT/Duroid 6002. The corporate series 5G antenna array is designed stage by stage by taking into consideration a conventional antenna designed at 28 GHz, thereby constructing the 2X1 antenna array before arriving at the final design structure of 4-element corporate series feed antenna array. The discussions concerning S11 parameter, gain and voltage standing wave ratio (VSWR) for the design structures are considered and all the important findings are tabulated. The proposed antenna array’s S11 parameter was found to be -29.00 dB at a frequency of 27.39 GHz with a good directional gain of 12.12 dB.

Keywords: Corporate series feed, millimeter wave antenna array, 5G applications, millimeter-wave (mm-wave) applications

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1078 Performance Analysis of the First-Order Characteristics of Polling Systems Based on Parallel Limited (k = 1) Services Mode

Authors: Liu Yi, Bao Liyong

Abstract:

Aiming at the problem of low efficiency of pipelined scheduling in periodic query-qualified service, this paper proposes a system service resource scheduling strategy with parallel optimized qualified service polling control. The paper constructs the polling queuing system and its mathematical model; firstly, the first-order and second-order characteristic parameter equations are obtained by partial derivation of the probability mother function of the system state variables, and the complete mathematical, analytical expressions of each system parameter are deduced after the joint solution. The simulation experimental results are consistent with the theoretical calculated values. The system performance analysis shows that the average captain and average period of the system have been greatly improved, which can better adapt to the service demand of delay-sensitive data in the dense data environment.

Keywords: Polling, parallel scheduling, mean queue length, average cycle time.

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1077 Revolving Ferrofluid Flow in Porous Medium with Rotating Disk

Authors: Paras Ram, Vikas Kumar

Abstract:

An attempt has been made to study the effect of rotation on incompressible, electrically non-conducting ferrofluid in porous medium on Axi-symmetric steady flow over a rotating disk excluding thermal effects. Here, we solved the boundary layer equations with boundary conditions using Neuringer-Rosensweig model considering the z-axis as the axis of rotation. The non linear boundary layer equations involved in the problem are transformed to the non linear coupled ordinary differential equations by Karman's transformation and solved by power series approximations. Besides numerically calculating the velocity components and pressure for different values of porosity parameter with the variation of Karman's parameter we have also calculated the displacement thickness of boundary layer, the total volume flowing outward the z-axis and angle between wall and ferrofluid. The results for all above variables are obtained numerically and discussed graphically.

Keywords: Ferrofluid, magnetic field porous medium, rotating disk.

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1076 Design and Implementation of a Hybrid Fuzzy Controller for a High-Performance Induction

Authors: M. Zerikat, S. Chekroun

Abstract:

This paper proposes an effective algorithm approach to hybrid control systems combining fuzzy logic and conventional control techniques of controlling the speed of induction motor assumed to operate in high-performance drives environment. The introducing of fuzzy logic in the control systems helps to achieve good dynamical response, disturbance rejection and low sensibility to parameter variations and external influences. Some fundamentals of the fuzzy logic control are preliminary illustrated. The developed control algorithm is robust, efficient and simple. It also assures precise trajectory tracking with the prescribed dynamics. Experimental results have shown excellent tracking performance of the proposed control system, and have convincingly demonstrated the validity and the usefulness of the hybrid fuzzy controller in high-performance drives with parameter and load uncertainties. Satisfactory performance was observed for most reference tracks.

Keywords: Fuzzy controller, high-performance, inductionmotor, intelligent control, robustness.

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1075 Simulating Discrete Time Model Reference Adaptive Control System with Great Initial Error

Authors: Bubaker M. F. Bushofa, Abdel Hafez A. Azab

Abstract:

This article is based on the technique which is called Discrete Parameter Tracking (DPT). First introduced by A. A. Azab [8] which is applicable for less order reference model. The order of the reference model is (n-l) and n is the number of the adjustable parameters in the physical plant. The technique utilizes a modified gradient method [9] where the knowledge of the exact order of the nonadaptive system is not required, so, as to eliminate the identification problem. The applicability of the mentioned technique (DPT) was examined through the solution of several problems. This article introduces the solution of a third order system with three adjustable parameters, controlled according to second order reference model. The adjustable parameters have great initial error which represent condition. Computer simulations for the solution and analysis are provided to demonstrate the simplicity and feasibility of the technique.

Keywords: Adaptive Control System, Discrete Parameter Tracking, Discrete Time Model.

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1074 Determination of the Best Fit Probability Distribution for Annual Rainfall in Karkheh River at Iran

Authors: Karim Hamidi Machekposhti, Hossein Sedghi

Abstract:

This study was designed to find the best-fit probability distribution of annual rainfall based on 50 years sample (1966-2015) in the Karkheh river basin at Iran using six probability distributions: Normal, 2-Parameter Log Normal, 3-Parameter Log Normal, Pearson Type 3, Log Pearson Type 3 and Gumbel distribution. The best fit probability distribution was selected using Stormwater Management and Design Aid (SMADA) software and based on the Residual Sum of Squares (R.S.S) between observed and estimated values Based on the R.S.S values of fit tests, the Log Pearson Type 3 and then Pearson Type 3 distributions were found to be the best-fit probability distribution at the Jelogir Majin and Pole Zal rainfall gauging station. The annual values of expected rainfall were calculated using the best fit probability distributions and can be used by hydrologists and design engineers in future research at studied region and other region in the world.

Keywords: Log Pearson Type 3, SMADA, rainfall, Karkheh River.

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1073 Further Thoughtson a Sequential Life Testing Approach Using an Inverse Weibull Model

Authors: D. I. De Souza, G. P. Azevedo, D. R. Fonseca

Abstract:

In this paper we will develop further the sequential life test approach presented in a previous article by [1] using an underlying two parameter Inverse Weibull sampling distribution. The location parameter or minimum life will be considered equal to zero. Once again we will provide rules for making one of the three possible decisions as each observation becomes available; that is: accept the null hypothesis H0; reject the null hypothesis H0; or obtain additional information by making another observation. The product being analyzed is a new electronic component. There is little information available about the possible values the parameters of the corresponding Inverse Weibull underlying sampling distribution could have.To estimate the shape and the scale parameters of the underlying Inverse Weibull model we will use a maximum likelihood approach for censored failure data. A new example will further develop the proposed sequential life testing approach.

Keywords: Sequential Life Testing, Inverse Weibull Model, Maximum Likelihood Approach, Hypothesis Testing.

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1072 Investigations on the Influence of Process Parameters on the Sliding Wear Behavior of Components Produced by Direct Metal Laser Sintering (DMLS)

Authors: C. D. Naiju, K. Annamalai, Siva Prasad Darla, Y. Murali Krishna

Abstract:

This work presents the results of a study carried out to determine the sliding wear behavior and its effect on the process parameters of components manufactured by direct metal laser sintering (DMLS). A standard procedure and specimen had been used in the present study to find the wear behavior. Using Taguchi-s experimental technique, an orthogonal array of modified L8 had been developed. Sliding wear testing using pin-on-disk machine was carried out and analysis of variance (ANOVA) technique was used to investigate the effect of process parameters and to identify the main process parameter that influences the properties of wear behavior on the DMLS components. It has been found that part orientation, one of the selected process parameter had more influence on wear as compared to other selected process parameters.

Keywords: ANOVA, DMLS, Taguchi, Wear.

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1071 Optimization of Loudspeaker Part Design Parameters by Air Viscosity Damping Effect

Authors: Yue Hu, Xilu Zhao, Takao Yamaguchi, Manabu Sasajima, Yoshio Koike, Akira Hara

Abstract:

This study optimized the design parameters of a cone loudspeaker as an example of high flexibility of the product design. We developed an acoustic analysis software program that considers the impact of damping caused by air viscosity. In sound reproduction, it is difficult to optimize each parameter of the loudspeaker design. To overcome the limitation of the design problem in practice, this study presents an acoustic analysis algorithm to optimize the design parameters of the loudspeaker. The material character of cone paper and the loudspeaker edge were the design parameters, and the vibration displacement of the cone paper was the objective function. The results of the analysis showed that the design had high accuracy as compared to the predicted value. These results suggested that although the parameter design is difficult, with experience and intuition, the design can be performed easily using the optimized design found with the acoustic analysis software.

Keywords: Air viscosity, design parameters, loudspeaker, optimization.

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1070 Lagrange-s Inversion Theorem and Infiltration

Authors: Pushpa N. Rathie, Prabhata K. Swamee, André L. B. Cavalcante, Luan Carlos de S. M. Ozelim

Abstract:

Implicit equations play a crucial role in Engineering. Based on this importance, several techniques have been applied to solve this particular class of equations. When it comes to practical applications, in general, iterative procedures are taken into account. On the other hand, with the improvement of computers, other numerical methods have been developed to provide a more straightforward methodology of solution. Analytical exact approaches seem to have been continuously neglected due to the difficulty inherent in their application; notwithstanding, they are indispensable to validate numerical routines. Lagrange-s Inversion Theorem is a simple mathematical tool which has proved to be widely applicable to engineering problems. In short, it provides the solution to implicit equations by means of an infinite series. To show the validity of this method, the tree-parameter infiltration equation is, for the first time, analytically and exactly solved. After manipulating these series, closed-form solutions are presented as H-functions.

Keywords: Green-Ampt Equation, Lagrange's Inversion Theorem, Talsma-Parlange Equation, Three-Parameter Infiltration Equation

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1069 Synthesis of a Control System of a Deterministic Chaotic Process in the Class of Two-Parameter Structurally Stable Mappings

Authors: M. Beisenbi, A. Sagymbay, S. Beisembina, A. Satpayeva

Abstract:

In this paper, the problem of unstable and deterministic chaotic processes in control systems is considered. The synthesis of a control system in the class of two-parameter structurally stable mappings is demonstrated. This is realized via the gradient-velocity method of Lyapunov vector functions. It is shown that the gradient-velocity method of Lyapunov vector functions allows generating an aperiodic robust stable system with the desired characteristics. A simple solution to the problem of synthesis of control systems for unstable and deterministic chaotic processes is obtained. Moreover, it is applicable for complex systems.

Keywords: Control system synthesis, deterministic chaotic processes, Lyapunov vector function, robust stability, structurally stable mappings.

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1068 Confidence Intervals for the Coefficients of Variation with Bounded Parameters

Authors: Jeerapa Sappakitkamjorn, Sa-aat Niwitpong

Abstract:

In many practical applications in various areas, such as engineering, science and social science, it is known that there exist bounds on the values of unknown parameters. For example, values of some measurements for controlling machines in an industrial process, weight or height of subjects, blood pressures of patients and retirement ages of public servants. When interval estimation is considered in a situation where the parameter to be estimated is bounded, it has been argued that the classical Neyman procedure for setting confidence intervals is unsatisfactory. This is due to the fact that the information regarding the restriction is simply ignored. It is, therefore, of significant interest to construct confidence intervals for the parameters that include the additional information on parameter values being bounded to enhance the accuracy of the interval estimation. Therefore in this paper, we propose a new confidence interval for the coefficient of variance where the population mean and standard deviation are bounded. The proposed interval is evaluated in terms of coverage probability and expected length via Monte Carlo simulation.  

Keywords: Bounded parameters, coefficient of variation, confidence interval, Monte Carlo simulation.

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1067 Fuzzy Cost Support Vector Regression

Authors: Hadi Sadoghi Yazdi, Tahereh Royani, Mehri Sadoghi Yazdi, Sohrab Effati

Abstract:

In this paper, a new version of support vector regression (SVR) is presented namely Fuzzy Cost SVR (FCSVR). Individual property of the FCSVR is operation over fuzzy data whereas fuzzy cost (fuzzy margin and fuzzy penalty) are maximized. This idea admits to have uncertainty in the penalty and margin terms jointly. Robustness against noise is shown in the experimental results as a property of the proposed method and superiority relative conventional SVR.

Keywords: Support vector regression, Fuzzy input, Fuzzy cost.

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1066 Nonconforming Control Charts for Zero-Inflated Poisson Distribution

Authors: N. Katemee, T. Mayureesawan

Abstract:

This paper developed the c-Chart based on a Zero- Inflated Poisson (ZIP) processes that approximated by a geometric distribution with parameter p. The p estimated that fit for ZIP distribution used in calculated the mean, median, and variance of geometric distribution for constructed the c-Chart by three difference methods. For cg-Chart, developed c-Chart by used the mean and variance of the geometric distribution constructed control limits. For cmg-Chart, the mean used for constructed the control limits. The cme- Chart, developed control limits of c-Chart from median and variance values of geometric distribution. The performance of charts considered from the Average Run Length and Average Coverage Probability. We found that for an in-control process, the cg-Chart is superior for low level of mean at all level of proportion zero. For an out-of-control process, the cmg-Chart and cme-Chart are the best for mean = 2, 3 and 4 at all level of parameter.

Keywords: average coverage probability, average run length, geometric distribution, zero-inflated poisson distribution

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1065 Material Parameter Identification of Modified AbdelKarim-Ohno Model

Authors: M. Cermak, T. Karasek, J. Rojicek

Abstract:

The key role in phenomenological modelling of cyclic plasticity is good understanding of stress-strain behaviour of given material. There are many models describing behaviour of materials using numerous parameters and constants. Combination of individual parameters in those material models significantly determines whether observed and predicted results are in compliance. Parameter identification techniques such as random gradient, genetic algorithm and sensitivity analysis are used for identification of parameters using numerical modelling and simulation. In this paper genetic algorithm and sensitivity analysis are used to study effect of 4 parameters of modified AbdelKarim-Ohno cyclic plasticity model. Results predicted by Finite Element (FE) simulation are compared with experimental data from biaxial ratcheting test with semi-elliptical loading path.

Keywords: Genetic algorithm, sensitivity analysis, inverse approach, finite element method, cyclic plasticity, ratcheting.

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1064 Segmentation of Piecewise Polynomial Regression Model by Using Reversible Jump MCMC Algorithm

Authors: Suparman

Abstract:

Piecewise polynomial regression model is very flexible model for modeling the data. If the piecewise polynomial regression model is matched against the data, its parameters are not generally known. This paper studies the parameter estimation problem of piecewise polynomial regression model. The method which is used to estimate the parameters of the piecewise polynomial regression model is Bayesian method. Unfortunately, the Bayes estimator cannot be found analytically. Reversible jump MCMC algorithm is proposed to solve this problem. Reversible jump MCMC algorithm generates the Markov chain that converges to the limit distribution of the posterior distribution of piecewise polynomial regression model parameter. The resulting Markov chain is used to calculate the Bayes estimator for the parameters of piecewise polynomial regression model.

Keywords: Piecewise, Bayesian, reversible jump MCMC, segmentation.

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1063 Non-Isothermal Kinetics of Crystallization and Phase Transformation of SiO2-Al2O3-P2O5-CaO-CaF Glass

Authors: Bogdan Il. Bogdanov, Plamen S. Pashev, Yancho H. Hristov, Dimitar P.Georgiev, Irena G. Markovska

Abstract:

The crystallization kinetics and phase transformation of SiO2.Al2O3.0,56P2O5.1,8CaO.0,56CaF2 glass have been investigated using differential thermal analysis (DTA), x-ray diffraction (XRD), and scanning electron microscopy (SEM). Glass samples were obtained by melting the glass mixture at 14500С/120 min. in platinum crucibles. The mixture were prepared from chemically pure reagents: SiO2, Al(OH)3, H3PO4, CaCO3 and CaF2. The non-isothermal kinetics of crystallization was studied by applying the DTA measurements carried out at various heating rates. The activation energies of crystallization and viscous flow were measured as 348,4 kJ.mol–1 and 479,7 kJ.mol–1 respectively. Value of Avrami parameter n ≈ 3 correspond to a three dimensional of crystal growth mechanism. The major crystalline phase determined by XRD analysis was fluorapatite (Ca(PO4)3F) and as the minor phases – fluormargarite (CaAl2(Al2SiO2)10F2) and vitlokite (Ca9P6O24). The resulting glass-ceramic has a homogeneous microstructure, composed of prismatic crystals, evenly distributed in glass phase.

Keywords: glass-ceramic, crystallization, non-isothermalkinetics, Avrami parameter

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1062 Modelling Conditional Volatility of Saving Rate by a Time-Varying Parameter Model

Authors: Katleho D. Makatjane, Kalebe M. Kalebe

Abstract:

The present paper used time-varying parameters which are based on the score function of a probability density at time t to model volatility of saving rate. We used a scaled likelihood function to update the parameters of the model overtime. Our results revealed high diligence of time-varying since the location parameter is greater than zero. Furthermore, we discovered a leptokurtic condition on saving rate’s distribution. Kapetanios, Shin-Shell Nonlinear Augmented Dickey-Fuller (KSS-NADF) test showed that the saving rate has a nonlinear unit root; therefore, it can be modeled by a generalised autoregressive score (GAS) model. Additionally, value at risk (VaR) and conditional tail expectation (CTE) indicate that 99% of the time people in Lesotho are saving more than spending. This puts the economy in high risk of not expanding. Therefore, the monetary policy committee (MPC) of Lesotho should revise their monetary policies towards this high saving rates risk.

Keywords: Generalized autoregressive score, time-varying, saving rate, Lesotho.

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1061 The Hyperbolic Smoothing Approach for Automatic Calibration of Rainfall-Runoff Models

Authors: Adilson Elias Xavier, Otto Corrêa Rotunno Filho, Paulo Canedo de Magalhães

Abstract:

This paper addresses the issue of automatic parameter estimation in conceptual rainfall-runoff (CRR) models. Due to threshold structures commonly occurring in CRR models, the associated mathematical optimization problems have the significant characteristic of being strongly non-differentiable. In order to face this enormous task, the resolution method proposed adopts a smoothing strategy using a special C∞ differentiable class function. The final estimation solution is obtained by solving a sequence of differentiable subproblems which gradually approach the original conceptual problem. The use of this technique, called Hyperbolic Smoothing Method (HSM), makes possible the application of the most powerful minimization algorithms, and also allows for the main difficulties presented by the original CRR problem to be overcome. A set of computational experiments is presented for the purpose of illustrating both the reliability and the efficiency of the proposed approach.

Keywords: Rainfall-runoff models, optimization procedure, automatic parameter calibration, hyperbolic smoothing method.

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