Search results for: Mathematical model of wind energy system

Authors: Andi Pawawoi, Syafii

Abstract:

Instantaneous electromagnetic torque of simple reflectance generator can be positive at a time and negative at other time. It is utilized to design a permanent magnet reluctance generator specifically. Generator is designed by combining two simple reluctance generators, consists of two rotors mounted on the same shaft, two output-windings and a field source of the permanent magnet. By this design, the electromagnetic torque on both rotor will be eliminated each other, so the input torque generator can be smaller. Rotor is expected only to regulate the flux flow to both output windings alternately, until the magnetic energy is converted into electrical energy, such as occurs in the transformer energy conversion. ​​The prototype trials have been made to test this design. The test result show that the new design of permanent magnets reluctance generator able to convert energy from permanent magnets into electrical energy, this is proven by the existence 167% power output compared to the shaft input power.

Keywords: Energy, Magnet permanent, Reluctance generator.

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Authors: P. Ghann, J. Shiguang, C. Zhou

Abstract:

Access control is one of the most challenging issues facing information security. Access control is defined as, the ability to permit or deny access to a particular computational resource or digital information by an unauthorized user or subject. The concept of usage control (UCON) has been introduced as a unified approach to capture a number of extensions for access control models and systems. In UCON, an access decision is determined by three factors: authorizations, obligations and conditions. Attribute mutability and decision continuity are two distinct characteristics introduced by UCON for the first time. An observation of UCON components indicates that, the components are predefined and static. In this paper, we propose a new and flexible model of usage control for the creation and elimination of some of these components; for example new objects, subjects, attributes and integrate these with the original UCON model. We also propose a model for concurrent usage scenarios in UCON.

Keywords: Access Control, Concurrency, Digital container, Usage control.

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Authors: B. Gopal, Pannala Krishna Murthy, G. N. Sreenivas

Abstract:

The increasing demand of electric power is giving an emphasis on the need for the maximum utilization of renewable energy sources. On the other hand maintaining power quality to satisfaction of utility is an essential requirement. In this paper the design aspects of a Unified Power Quality Conditioner integrated with photovoltaic system in a distributed generation is presented. The proposed system consist of series inverter, shunt inverter are connected back to back on the dc side and share a common dc-link capacitor with Distributed Generation through a boost converter. The primary task of UPQC is to minimize grid voltage and load current disturbances along with reactive and harmonic power compensation. In addition to primary tasks of UPQC, other functionalities such as compensation of voltage interruption and active power transfer to the load and grid in both islanding and interconnected mode have been addressed. The simulation model is design in MATLAB/ Simulation environment and the results are in good agreement with the published work.

Keywords: Distributed Generation(DG), Interconnected mode, Islanding mode, Maximum power point tracking (MPPT), Power Quality (PQ), Unified power quality conditioner (UPQC), Photovoltaic array (PV).

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Authors: J. K. Adedeji, M. O. Oyekanmi

Abstract:

This paper has critically examined the use of Machine Learning procedures in curbing unauthorized access into valuable areas of an organization. The use of passwords, pin codes, user’s identification in recent times has been partially successful in curbing crimes involving identities, hence the need for the design of a system which incorporates biometric characteristics such as DNA and pattern recognition of variations in facial expressions. The facial model used is the OpenCV library which is based on the use of certain physiological features, the Raspberry Pi 3 module is used to compile the OpenCV library, which extracts and stores the detected faces into the datasets directory through the use of camera. The model is trained with 50 epoch run in the database and recognized by the Local Binary Pattern Histogram (LBPH) recognizer contained in the OpenCV. The training algorithm used by the neural network is back propagation coded using python algorithmic language with 200 epoch runs to identify specific resemblance in the exclusive OR (XOR) output neurons. The research however confirmed that physiological parameters are better effective measures to curb crimes relating to identities.

Keywords: Biometric characters, facial recognition, neural network, OpenCV.

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

Abstract:

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

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

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Authors: A.Venkadesan, S.Himavathi, A.Muthuramalingam

Abstract:

Rotor Flux based Model Reference Adaptive System (RF-MRAS) is the most popularly used conventional speed estimation scheme for sensor-less IM drives. In this scheme, the voltage model equations are used for the reference model. This encounters major drawbacks at low frequencies/speed which leads to the poor performance of RF-MRAS. Replacing the reference model using Neural Network (NN) based flux estimator provides an alternate solution and addresses such drawbacks. This paper identifies an NN based flux estimator using Single Neuron Cascaded (SNC) Architecture. The proposed SNC-NN model replaces the conventional voltage model in RF-MRAS to form a novel MRAS scheme named as SNC-NN-MRAS. Through simulation the proposed SNC-NN-MRAS is shown to be promising in terms of all major issues and robustness to parameter variation. The suitability of the proposed SNC-NN-MRAS based speed estimator and its advantages over RF-MRAS for sensor-less induction motor drives is comprehensively presented through extensive simulations.

Keywords: Sensor-less operation, vector-controlled IM drives, SNC-NN-MRAS, single neuron cascaded architecture, RF-MRAS, artificial neural network

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Authors: Moslem Afrashteh Mehr

Abstract:

Wireless Sensor Networks consist of small battery powered devices with limited energy resources. once deployed, the small sensor nodes are usually inaccessible to the user, and thus replacement of the energy source is not feasible. Hence, One of the most important issues that needs to be enhanced in order to improve the life span of the network is energy efficiency. to overcome this demerit many research have been done. The clustering is the one of the representative approaches. in the clustering, the cluster heads gather data from nodes and sending them to the base station. In this paper, we introduce a dynamic clustering algorithm using genetic algorithm. This algorithm takes different parameters into consideration to increase the network lifetime. To prove efficiency of proposed algorithm, we simulated the proposed algorithm compared with LEACH algorithm using the matlab

Keywords: Wireless Sensor Networks, Clustering, Geneticalgorithm, Energy Consumption

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Authors: Ashmin Aryal, Pipat Chaiwiwatworakul, Surapong Chirarattananon

Abstract:

Radiant chilled ceiling (RCC) has been perceived to save more energy and provide better thermal comfort than the traditional air conditioning system. However, its application has been rather limited by some reasons e.g., the scarce information about the thermal characteristic in the radiant room and the local climate influence on the system performance, etc. To bridge such gap, an office-like experiment room with a RCC was constructed in the hot and humid climate of Thailand. This paper presents exemplarily results from the RCC experiments to give an insight into the thermal environment in a radiant room and the cooling load associated to maintain the room's comfort condition. It gave a demonstration of the RCC system operation for its application to achieve thermal comfort in offices in a hot humid climate, as well.

Keywords: Radiant chilled ceiling, thermal comfort, cooling load, outdoor air unit.

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Authors: Hun Go, Ji-Su Kim, Dong-Ho Lee

Abstract:

This study considers the problem of determining operation and maintenance schedules for a containership equipped with components during its sailing according to a pre-determined navigation schedule. The operation schedule, which specifies work time of each component, determines the due-date of each maintenance activity, and the maintenance schedule specifies the actual start time of each maintenance activity. The main constraints are component requirements, workforce availability, working time limitation, and inter-maintenance time. To represent the problem mathematically, a mixed integer programming model is developed. Then, due to the problem complexity, we suggest a heuristic for the objective of minimizing the sum of earliness and tardiness between the due-date and the starting time of each maintenance activity. Computational experiments were done on various test instances and the results are reported.

Keywords: Containerships, operation and preventive maintenance schedules, integer programming, heuristic

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Authors: Naimi Abdelhamid, Othmane Abdelkhalek

Abstract:

With the current rise in the demand of electrical energy, present-day power systems which are large and complex, will continue to grow in both size and complexity. Flexible AC Transmission System (FACTS) controllers provide new facilities, both in steady state power flow control and dynamic stability control. Thyristor Controlled Series Capacitor (TCSC) is one of FACTS equipment, which is used for power flow control of active power in electric power system and for increase of capacities of transmission lines. In this paper, a Backstepping Power Flow Controller (BPFC) for TCSC in multimachine power system is developed and tested. The simulation results show that the TCSC proposed controller is capable of controlling the transmitted active power and improving the transient stability when compared with conventional PI Power Flow Controller (PIPFC).

Keywords: FACTS, Thyristor Controlled Series Capacitor (TCSC), Backstepping, BPFC, PIPFC.

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Authors: M. Rodionov, Z. Dedovets

Abstract:

The level and type of student academic motivation are the key factors in their development and determine the effectiveness of their education. Improving motivation is very important with regard to courses on middle school mathematics. This article examines the general position regarding the practice of academic motivation. It also examines the particular features of mathematical problem solving in a school setting.

Keywords: Teaching strategy, mathematics, motivation, student.

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Authors: Sh. Kianfar, A. Moheb, H. Ghaforian

Abstract:

The equilibrium, thermodynamics and kinetics of the biosorption of Cd (II) and Pb(II) by a Spore Forming Bacillus (MGL 75) were investigated at different experimental conditions. The Langmuir and Freundlich, and Dubinin-Radushkevich (D-R) equilibrium adsorption models were applied to describe the biosorption of the metal ions by MGL 75 biomass. The Langmuir model fitted the equilibrium data better than the other models. Maximum adsorption capacities q max for lead (II) and cadmium (II) were found equal to 158.73mg/g and 91.74 mg/g by Langmuir model. The values of the mean free energy determined with the D-R equation showed that adsorption process is a physiosorption process. The thermodynamic parameters Gibbs free energy (ΔG°), enthalpy (ΔH°), and entropy (ΔS°) changes were also calculated, and the values indicated that the biosorption process was exothermic and spontaneous. Experiment data were also used to study biosorption kinetics using pseudo-first-order and pseudo-second-order kinetic models. Kinetic parameters, rate constants, equilibrium sorption capacities and related correlation coefficients were calculated and discussed. The results showed that the biosorption processes of both metal ions followed well pseudo-second-order kinetics.

Keywords: biosorption, kinetics, Metal ion removal, thermodynamics

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Authors: Adel M. Sharaf, Foad H. Gandoman

Abstract:

Nowadays, Photovoltaic-PV Farms/ Parks and large PV-Smart Grid Interface Schemes are emerging and commonly utilized in Renewable Energy distributed generation. However, PVhybrid- Dc-Ac Schemes using interface power electronic converters usually has negative impact on power quality and stabilization of modern electrical network under load excursions and network fault conditions in smart grid. Consequently, robust FACTS based interface schemes are required to ensure efficient energy utilization and stabilization of bus voltages as well as limiting switching/fault onrush current condition. FACTS devices are also used in smart grid- Battery Interface and Storage Schemes with PV-Battery Storage hybrid systems as an elegant alternative to renewable energy utilization with backup battery storage for electric utility energy and demand side management to provide needed energy and power capacity under heavy load conditions. The paper presents a robust interface PV-Li-Ion Battery Storage Interface Scheme for Distribution/Utilization Low Voltage Interface using FACTS stabilization enhancement and dynamic maximum PV power tracking controllers. Digital simulation and validation of the proposed scheme is done using MATLAB/Simulink software environment for Low Voltage- Distribution/Utilization system feeding a hybrid Linear-Motorized inrush and nonlinear type loads from a DC-AC Interface VSC-6- pulse Inverter Fed from the PV Park/Farm with a back-up Li-Ion Storage Battery.

Keywords: AC FACTS, Smart grid, Stabilization, PV-Battery Storage, Switched Filter-Compensation (SFC).

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Authors: Adriana Alexandru, Ovidiu Bica, Eleonora Tudora, Cristina Simona Alecu, Cristina-Adriana Alexandru, Ioan Covalcic

Abstract:

This paper presents the results of the authors in designing, experimenting, assessing and transferring an innovative approach to energy education in secondary schools, aimed to enhance the quality of learning in terms of didactic curricula and pedagogic methods. The training is online delivered to youngsters via e-Books and portals specially designed for this purpose or by learning by doing via interactive games. An online educational methodology is available teachers.

Keywords: Education, eLearning, Energy Efficiency, InternetMethodology, Renewable Energy Sources.

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Authors: Nor Hayati Ibrahim, Yaakob B. Che Man, Chin Ping Tan, Nor Aini Idris

Abstract:

Interaction effects of xanthan gum (XG), carboxymethyl cellulose (CMC), and locust bean gum (LBG) on the flow properties of oil-in-water emulsions were investigated by a mixture design experiment. Blends of XG, CMC and LBG were prepared according to an augmented simplex-centroid mixture design (10 points) and used at 0.5% (wt/wt) in the emulsion formulations. An appropriate mathematical model was fitted to express each response as a function of the proportions of the blend components that are able to empirically predict the response to any blend of combination of the components. The synergistic interaction effect of the ternary XG:CMC:LBG blends at approximately 33-67% XG levels was shown to be much stronger than that of the binary XG:LBG blend at 50% XG level (p < 0.05). Nevertheless, an antagonistic interaction effect became significant as CMC level in blends was more than 33% (p < 0.05). Yield stress and apparent viscosity (at 10 s-1) responses were successfully fitted with a special quartic model while flow behaviour index and consistency coefficient were fitted with a full quartic model (R2 adjusted ≥ 0.90). This study found that a mixture design approach could serve as a valuable tool in better elucidating and predicting the interaction effects beyond the conventional twocomponent blends.

Keywords: O/W emulsions, flow behavior, polysaccharideinteraction, mixture design.

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Authors: M. Sangeetha, A. Sabari, T. Shanthi Priya

Abstract:

Recent advances in wireless networking technologies introduce several energy aware routing protocols in sensor networks. Such protocols aim to extend the lifetime of network by reducing the energy consumption of nodes. Many researchers are looking for certain challenges that are predominant in the grounds of energy consumption. One such protocol that addresses this energy consumption issue is ‘Cluster based hierarchical routing protocol’. In this paper, we intend to discuss some of the major hierarchical routing protocols adhering towards sensor networks. Furthermore, we examine and compare several aspects and characteristics of few widely explored hierarchical clustering protocols, and its operations in wireless sensor networks (WSN). This paper also presents a discussion on the future research topics and the challenges of hierarchical clustering in WSNs.

Keywords: Clustering, Energy Efficiency, Hierarchical routing, Wireless sensor networks.

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Authors: Vidhu Mitha Goutham, Ruma Mukherjee

Abstract:

The low availability of well-trained, unlimited, dynamic-access models for specific languages makes it hard for corporate users to adopt quick translation techniques and incorporate them into product solutions. As translation tasks increasingly require a dynamic sequence learning curve; stable, cost-free opensource models are scarce. We survey and compare current translation techniques and propose a modified sequence to sequence model repurposed with attention techniques. Sequence learning using an encoder-decoder model is now paving the path for higher precision levels in translation. Using a Convolutional Neural Network (CNN) encoder and a Recurrent Neural Network (RNN) decoder background, we use Fairseq tools to produce an end-to-end bilingually trained Spanish-English machine translation model including source language detection. We acquire competitive results using a duo-lingo-corpus trained model to provide for prospective, ready-made plug-in use for compound sentences and document translations. Our model serves a decent system for large, organizational data translation needs. While acknowledging its shortcomings and future scope, it also identifies itself as a well-optimized deep neural network model and solution.

Keywords: Attention, encoder-decoder, Fairseq, Seq2Seq, Spanish, translation.

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Authors: C. K. Chear, S. S. Dol

Abstract:

For a bluff body, dimples behave like roughness elements in stimulating a turbulent boundary layer, leading to delayed flow separation, a smaller wake and lower form drag. This is very different in principle from the application of dimples to streamlined body, where any reduction in drag would be predominantly due to a reduction in skin friction. In the present work, a car model with different dimple geometry is simulated using k-ε turbulence modeling to determine its effect to the aerodynamics performance. Overall, the results show that the application of dimples manages to reduce the drag coefficient of the car model.

Keywords: Aerodynamics, Boundary Layer, Dimple, Drag, Kinetic Energy, Turbulence.

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Authors: Tomoaki Hashimoto

Abstract:

Model predictive control is a kind of optimal feedback control in which control performance over a finite future is optimized with a performance index that has a moving initial time and a moving terminal time. This paper examines the stability of model predictive control for linear discrete-time systems with additive stochastic disturbances. A sufficient condition for the stability of the closed-loop system with model predictive control is derived by means of a linear matrix inequality. The objective of this paper is to show the results of computational simulations in order to verify the effectiveness of the obtained stability condition.

Keywords: Computational simulations, optimal control, predictive control, stochastic systems, discrete-time systems.

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Authors: Jaemyoung Lee

Abstract:

We present a method to set up system functions through a near filed communication (NFC) of a smartphone. The short communication distance of the NFC which is usually less than 4 cm could prevent any interferences from other devices and establish a secure communication channel between a system and the smartphone. The proposed set-up method for system function values is demonstrated for a blacbox system in a car. In demonstration, system functions of a blackbox which is manipulated through NFC of a smartphone are controls of image quality, sound level, shock sensing level to store images, etc. The proposed set-up method for system function values can be used for any devices with NFC.

Keywords: System set-up, near field communication, smartphone, Android.

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Authors: M. Ranjeeth, S. Anuradha

Abstract:

Spectrum sensing is the main feature of cognitive radio technology. Spectrum sensing gives an idea of detecting the presence of the primary users in a licensed spectrum. In this paper we compare the theoretical results of detection probability of different fading environments like Rayleigh, Rician, Nakagami-m fading channels with the simulation results using energy detection based spectrum sensing. The numerical results are plotted as Pf Vs Pd for different SNR values, fading parameters. It is observed that Nakagami fading channel performance is better than other fading channels by using energy detection in spectrum sensing. A MATLAB simulation test bench has been implemented to know the performance of energy detection in different fading channel environment.

Keywords: Spectrum sensing, Energy detection, fading channels, Probability of detection, probability of false alarm.

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Authors: Jean-Pierre Dubois, Jihad S. Daba, H. Karam, J. Abdallah

Abstract:

Tsunami early detection and warning systems have proved to be of ultimate importance, especially after the destructive tsunami that hit Japan in March 2012. Such systems are crucial to inform the authorities of any risk of a tsunami and of the degree of its danger in order to make the right decision and notify the public of the actions they need to take to save their lives. The purpose of this research is to enhance existing tsunami detection and warning systems. We first propose an automated and miniaturized model of an early tsunami detection and warning system. The model for the operation of a tsunami warning system is simulated using the data acquisition toolbox of Matlab and measurements acquired from specified internet pages due to the lack of the required real-life sensors, both seismic and hydrologic, and building a graphical user interface for the system. In the second phase of this work, we implement various satellite image filtering schemes to enhance the acquired synthetic aperture radar images of the tsunami affected region that are masked by speckle noise. This enables us to conduct a post-tsunami damage extent study and calculate the percentage damage. We conclude by proposing improvements to the existing telecommunication infrastructure of existing warning tsunami systems using a migration to IP-based networks and fiber optics links.

Keywords: Detection, GIS, GSN, GTS, GPS, speckle noise, synthetic aperture radar, tsunami, wiener filter.

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Authors: Nilson Barbieri, Bruno Matos Martins, Gabriel de Sant'Anna Vitor Barbieri

Abstract:

In more complex systems, such as automotive gearbox, a rigorous treatment of the data is necessary because there are several moving parts (gears, bearings, shafts, etc.), and in this way, there are several possible sources of errors and also noise. The basic objective of this work is the detection of damage in automotive gearbox. The detection methods used are the wavelet method, the bispectrum; advanced filtering techniques (selective filtering) of vibrational signals and mathematical morphology. Gearbox vibration tests were performed (gearboxes in good condition and with defects) of a production line of a large vehicle assembler. The vibration signals are obtained using five accelerometers in different positions of the sample. The results obtained using the kurtosis, bispectrum, wavelet and mathematical morphology showed that it is possible to identify the existence of defects in automotive gearboxes.

Keywords: Automotive gearbox, mathematical morphology, wavelet, bispectrum.

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Authors: Cafer Görkem Pınar, İlker Coşar, Serkan Uzun, Atahan Çelebi, Mehmet Ali Ersoy, Ali Pınarbaşı

Abstract:

In this study, it was numerically investigated that a 1:1 scale model of the Renault Clio MK4 SW brand vehicle aerodynamic analysis was performed in the commercial computational fluid dynamics (CFD) package program of ANSYS CFX 2021 R1 under steady, subsonic, and 3-D conditions. The model of vehicle used for the analysis was made independent of the number of mesh elements and the k-epsilon turbulence model was applied during the analysis. Results were interpreted as streamlines, pressure gradient, and turbulent kinetic energy contours around the vehicle at 50 km/h and 100 km/h speeds. In addition, the validity of the analysis was decided by comparing the drag coefficient of the vehicle with the values in the literature. As a result, the pressure gradient contours of the taillight of the Renault Clio MK4 SW vehicle were examined and the behavior of the total force at speeds of 50 km/h and 100 km/h was interpreted.

Keywords: CFD, k-epsilon, aerodynamics, drag coefficient, taillight.

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Authors: Mohammad Fuad Mohammad Naser, Faycal Ikhouane

Abstract:

LuGre friction model is an ordinary differential equation that is widely used in describing the friction phenomenon for mechanical systems. The importance of this model comes from the fact that it captures most of the friction behavior that has been observed including hysteresis. In this paper, we study some aspects related to the hysteresis behavior induced by the LuGre friction model.

Keywords: Hysteresis, LuGre model, operator, (strong) consistency.

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Authors: T. Sanches, K. Bousson

Abstract:

As part of the development of a 4D autopilot system for unmanned aerial vehicles (UAVs), i.e. a time-dependent robust trajectory generation and control algorithm, this work addresses the problem of optimal path control based on the flight sensors data output that may be unreliable due to noise on data acquisition and/or transmission under certain circumstances. Although several filtering methods, such as the Kalman-Bucy filter or the Linear Quadratic Gaussian/Loop Transfer Recover Control (LQG/LTR), are available, the utter complexity of the control system, together with the robustness and reliability required of such a system on a UAV for airworthiness certifiable autonomous flight, required the development of a proper robust filter for a nonlinear system, as a way of further mitigate errors propagation to the control system and improve its ,performance. As such, a nonlinear algorithm based upon the LQG/LTR, is validated through computational simulation testing, is proposed on this paper.

Keywords: Autonomous flight, LQG/LTR, nonlinear state estimator, robust flight control and stability.

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Authors: Eunil Park, Kwangsu Cho

Abstract:

The wireless link can be unreliable in realistic wireless sensor networks (WSNs). Energy efficient and reliable data forwarding is important because each node has limited resources. Therefore, we must suggest an optimal solution that considers using the information of the node-s characteristics. Previous routing protocols were unsuited to realistic asymmetric WSNs. In this paper, we propose a Protocol that considers Both sides of Link-quality and Energy (PBLE), an optimal routing protocol that balances modified link-quality, distance and energy. Additionally, we propose a node scheduling method. PBLE achieves a longer lifetime than previous routing protocols and is more energy-efficient. PBLE uses energy, local information and both sides of PRR in a 1-hop distance. We explain how to send data packets to the destination node using the node's information. Simulation shows PBLE improves delivery rate and network lifetime compared to previous schemes. Moreover, we show the improvement in various WSN environments.

Keywords: energy-efficient, lifetime, PBLE, unreliable

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Authors: E.G. Bautista, F. Méndez, O. Bautista, J.C. Arcos

Abstract:

In this work we study analytically and numerically the performance of the mean heave motion of an OWC coupled with the governing equation of the spreading ocean waves due to the wide variation in an open parabolic channel with constant depth. This paper considers that the ocean wave propagation is under the assumption of a shallow flow condition. In order to verify the effect of the waves in the OWC firstly we establish the analytical model in a non-dimensional form based on the energy equation. The proposed wave-power system has to aims: one is to perturb the ocean waves as a consequence of the channel shape in order to concentrate the maximum ocean wave amplitude in the neighborhood of the OWC and the second is to determine the pressure and volume oscillation of air inside the compression chamber.

Keywords: Oscillating water column, Shallow flow, Waveenergy.

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Authors: Mamta Patel, R. N. Patel

Abstract:

Transmission and distribution lines are vital links between the generating unit and consumers. They are exposed to atmosphere, hence chances of occurrence of fault in transmission line is very high which has to be immediately taken care of in order to minimize damage caused by it. In this paper Discrete wavelet transform of voltage signals at the two ends of transmission lines have been analyzed. The transient energy of the detail information of level five is calculated for different fault conditions. It is observed that the variation of transient energy of healthy and faulted line can give important information which can be very useful in classifying and locating the fault.

Keywords: Wavelet, Discrete wavelet transform, Multiresolution analysis, Transient energy

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Authors: Edikan E. Akpanibah, Ogunmodimu Dupe Catherine

Abstract:

The relevance of geometric Brownian motion (GBM) in modelling the behaviour of stock market prices (SMP) cannot be over emphasized taking into consideration the volatility of the SMP. Consequently, there is need to investigate how GBM models are being estimated and used in financial market to predict SMP. To achieve this, the GBM estimation and its application to the SMP of some selected companies are studied. The normal and log-normal distributions were used to determine the expected value, variance and co-variance. Furthermore, the GBM model was used to predict the SMP of some selected companies over a period of time and the mean absolute percentage error (MAPE) were calculated and used to determine the accuracy of the GBM model in predicting the SMP of the four companies under consideration. It was observed that for all the four companies, their MAPE values were within the region of acceptance. Also, the MAPE values of our data were compared to an existing literature to test the accuracy of our prediction with respect to time of investment. Finally, some numerical simulations of the graphs of the SMP, expectations and variance of the four companies over a period of time were presented using MATLAB programming software.

Keywords: Stock Market, Geometric Brownian Motion, normal and log-normal distribution, mean absolute percentage error.

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