Search results for: adaptive output recurrentcerebellar model articulation control.

Authors: Heiko Weiß, Andreas Meister, Christoph Ament, Nils Dreifke

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Linear actuators are deployed in a wide range of applications. This paper presents the modeling and system identification of a variable excited linear direct drive (LDD). The LDD is designed based on linear hybrid stepper technology exhibiting the characteristic tooth structure of mover and stator. A three-phase topology provides the thrust force caused by alternating strengthening and weakening of the flux of the legs. To achieve best possible synchronous operation, the phases are commutated sinusoidal. Despite the fact that these LDDs provide high dynamics and drive forces, noise emission limits their operation in calm workspaces. To overcome this drawback an additional excitation of the magnetic circuit is introduced to LDD using additional enabling coils instead of permanent magnets. The new degree of freedom can be used to reduce force variations and related noise by varying the excitation flux that is usually generated by permanent magnets. Hence, an identified simulation model is necessary to analyze the effects of this modification. Especially the force variations must be modeled well in order to reduce them sufficiently. The model can be divided into three parts: the current dynamics, the mechanics and the force functions. These subsystems are described with differential equations or nonlinear analytic functions, respectively. Ordinary nonlinear differential equations are derived and transformed into state space representation. Experiments have been carried out on a test rig to identify the system parameters of the complete model. Static and dynamic simulation based optimizations are utilized for identification. The results are verified in time and frequency domain. Finally, the identified model provides a basis for later design of control strategies to reduce existing force variations.

Keywords: Force variations, linear direct drive, modeling and system identification, variable excitation flux.

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Authors: Mkhinini Maher, Knani Jilani

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We present in this work the performances of a mobile omnidirectional robot through evaluating its management of the redundancy of actuation. Thus we come to the predictive control implemented.

The distribution of the wringer on the robot actions, through the inverse pseudo of Moore-Penrose, corresponds to a « geometric ›› distribution of efforts. We will show that the load on vehicle wheels would not be equi-distributed in terms of wheels configuration and of robot movement.

Thus, the threshold of sliding is not the same for the three wheels of the vehicle. We suggest exploiting the redundancy of actuation to reduce the risk of wheels sliding and to ameliorate, thereby, its accuracy of displacement. This kind of approach was the subject of study for the legged robots.

Keywords: Mobile robot, actuation, redundancy, omnidirectional, inverse pseudo Moore-Penrose, reductive control.

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Authors: Nisha Budhwar, Sunita Daniel

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In this paper, we analyse the stability of the SEIR model of malaria with infective immigrants which was recently formulated by the authors. The model consists of an SEIR model for the human population and SI Model for the mosquitoes. Susceptible humans become infected after they are bitten by infectious mosquitoes and move on to the Exposed, Infected and Recovered classes respectively. The susceptible mosquito becomes infected after biting an infected person and remains infected till death. We calculate the reproduction number R0 using the next generation method and then discuss about the stability of the equilibrium points. We use the Lyapunov function to show the global stability of the equilibrium points.

Keywords: Susceptible, exposed, infective, recovered, infective immigrants, reproduction number, Lyapunov function, equilibrium points, global stability.

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Authors: Roy J. Issa

Abstract:

Spray chilling using air-mist nozzles has received much attention in the food processing industry because of the benefits it has shown over forced air convection. These benefits include an increase in the heat transfer coefficient and a reduction in the water loss by the product during cooling. However, few studies have simulated the heat transfer and aerodynamics phenomena of the air-mist chilling process for optimal operating conditions. The study provides insight into the optimal conditions for spray impaction, heat transfer efficiency and control of surface flooding. A computational fluid dynamics model using a two-phase flow composed of water droplets injected with air is developed to simulate the air-mist chilling of food products. The model takes into consideration droplet-to-surface interaction, water-film accumulation and surface runoff. The results of this study lead to a better understanding of the heat transfer enhancement, water conservation, and to a clear direction for the optimal design of air-mist chilling systems that can be used in commercial applications in the food and meat processing industries.

Keywords: Droplets impaction efficiency, Droplet size, Heat transfer enhancement factor, Water runoff.

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Authors: Young-Seok Choi

Abstract:

This paper proposes a complementary combination scheme of affine projection algorithm (APA) filters with different order of input regressors. A convex combination provides an interesting way to keep the advantage of APA having different order of input regressors. Consequently, a novel APA which has the rapid convergence and the reduced steady-state error is derived. Experimental results show the good properties of the proposed algorithm.

Keywords: Adaptive filter, affine projection algorithm, convex combination, input order.

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Authors: D. I. De Souza, D. R. Fonseca, D. Kipper

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In this paper, the test purpose will be to assess whether or not the accelerated model proposed by Eyring will be able to translate results for the shape and scale parameters of an underlying Weibull model, obtained under two accelerating using conditions, to expected normal using condition results for these parameters. The product being analyzed is a new type of insulate fluid, and the accelerating factor is the voltage stresses applied to the fluid at two different levels (30KV and 40KV). The normal operating voltage is 25KV. In this case, it was possible to test the insulate fluid at normal voltage using condition. Both results for the two parameters of the Weibull model, obtained under normal using condition and translated from accelerated using conditions to normal conditions, will be compared to each other to assess the accuracy of the Eyring model when the accelerating factor is only the voltage stress.

Keywords: Eyring Accelerated Model, Sequential Life Testing, Two-Parameter Weibull Distribution, Voltage Stresses.

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Authors: Guilherme B. B. Vieira, Rafael M. da Silva, Eliana T. P. Senna, Luiz A. S. Senna, Francisco J. Kliemann Neto

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Given the importance of ports as links in the global supply chains and because they are key elements to induce competitiveness in their hinterlands, the number of studies devoted to port governance, management and operations has increased in the last decades. Some of these studies address the port governance model as an element to improve coordination among the actors of the portlogistics chain and to generate a better port performance. In this context, the present study analyzes the governance of Port of Santos through individual interviews with port managers, based on a conceptual model that considers the key dimensions associated with port governance. The results reinforce the usefulness of the applied model and highlight some existing improvement opportunities in the port studied.

Keywords: Port Governance, Model, Port of Santos, Managers’ Perception.

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Authors: Han-Soo Kim, Jae-Gyun Ahn, Hyo-Seung Ahn

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Though nonlinear dynamic analysis using a specialized hydro-code such as AUTODYN is accurate and useful tool for progressive collapse assessment of a multi-story building subjected to blast load, it takes too much time to be applied to a practical simulation of progressive collapse of a tall building. In this paper, blast analysis of a RC frame structure using a simplified model with Reinforcement Contact technique provided in Ansys Workbench was introduced and investigated on its accuracy. Even though the simplified model has a fraction of elements of the detailed model, the simplified model with this modeling technique shows similar structural behavior under the blast load to the detailed model. The proposed modeling method can be effectively applied to blast loading progressive collapse analysis of a RC frame structure.

Keywords: Autodyn, Blast Load, Progressive Collapse, Reinforcement Contact.

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Authors: R. Vedhapriya Vadhana, Ruba Soundar, K. G. Jothi Shalini

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We address the problem of interference over all the channels in multiuser MIMO-OFDM systems. This paper contributes three beamforming strategies designed for multiuser multiple-input and multiple-output by way of orthogonal frequency division multiplexing, in which the transmit and receive beamformers are acquired repetitious by secure-form stages. In the principal case, the transmit (TX) beamformers remain fixed then the receive (RX) beamformers are computed. This eradicates one interference span for every user by means of extruding the transmit beamformers into a null space of relevant channels. Formerly, by gratifying the orthogonality condition to exclude the residual interferences in RX beamformer for every user is done by maximizing the signal-to-noise ratio (SNR). The second case comprises mutually optimizing the TX and RX beamformers from controlled SNR maximization. The outcomes of first case is used here. The third case also includes combined optimization of TX-RX beamformers; however, uses the both controlled SNR and signal-to-interference-plus-noise ratio maximization (SINR). By the standardized channel model for IEEE 802.11n, the proposed simulation experiments offer rapid beamforming and enhanced error performance.

Keywords: Beamforming, interference channels, MIMO-OFDM, multi-objective optimization.

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Authors: A. Bayaga

Abstract:

This research provides a technical account of estimating Transition Probability using Time-homogeneous Markov Jump Process applying by South African HIV/AIDS data from the Statistics South Africa. It employs Maximum Likelihood Estimator (MLE) model to explore the possible influence of Transition Probability of mortality cases in which case the data was based on actual Statistics South Africa. This was conducted via an integrated demographic and epidemiological model of South African HIV/AIDS epidemic. The model was fitted to age-specific HIV prevalence data and recorded death data using MLE model. Though the previous model results suggest HIV in South Africa has declined and AIDS mortality rates have declined since 2002 – 2013, in contrast, our results differ evidently with the generally accepted HIV models (Spectrum/EPP and ASSA2008) in South Africa. However, there is the need for supplementary research to be conducted to enhance the demographic parameters in the model and as well apply it to each of the nine (9) provinces of South Africa.

Keywords: AIDS mortality rates, Epidemiological model, Time-homogeneous Markov Jump Process, Transition Probability, Statistics South Africa.

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Authors: Jeewanee Bamunusinghe, Damminda Alahakoon

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Visual inputs are one of the key sources from which humans perceive the environment and 'understand' what is happening. Artificial systems perceive the visual inputs as digital images. The images need to be processed and analysed. Within the human brain, processing of visual inputs and subsequent development of perception is one of its major functionalities. In this paper we present part of our research project, which aims at the development of an artificial model for visual perception (or 'understanding') based on the human perceptive and cognitive systems. We propose a new model for perception from visual inputs and a way of understaning or interpreting images using the model. We demonstrate the implementation and use of the model with a real image data set.

Keywords: Image understanding, percept, visual perception.

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Authors: M. Zarei Mahmoudabadi, M. Sadighi

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In the study of honeycomb crushing under quasistatic loading, two parameters are important, the mean crushing stress and the wavelength of the folding mode. The previous theoretical models did not consider the true cylindrical curvature effects and the flow stress in the folding mode of honeycomb material. The present paper introduces a modification on Wierzbicki-s model based on considering two above mentioned parameters in estimating the mean crushing stress and the wavelength through implementation of the energy method. Comparison of the results obtained by the new model and Wierzbicki-s model with existing experimental data shows better prediction by the model presented in this paper.

Keywords: Crush strength, Flow stress, Honeycomb, Quasistatic load.

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Authors: Agus Sahri, Cahya Putra Dinata, Faishal Andhi Rokhman

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Intersection is a critical area on a highway which is a place of conflict points and congestion due to the meeting of two or more roads. Conflicts that occur at the intersection include diverging, merging, weaving, and crossing. To deal with these conflicts, a crossing control system is needed, at a plot of intersection there are two control systems namely signal intersections and non-signalized intersections. The control system at a plot of intersection can affect the intersection performance. In Indonesia there are still many intersections with poor intersection performance. In analyzing the parameters to measure the performance of a plot of intersection in Indonesia, it is guided by the 1997 Indonesian Road Capacity Manual. For this reason, this study aims to develop laboratory diagnostics at plot intersections to analyze parameters that can affect the performance of an intersection. The research method used is research and development. The laboratory diagnosis includes anamnesis, differential diagnosis, inspection, diagnosis, prognosis, specimens, analysis and sample data analysts. It is expected that this research can encourage the development and application of laboratory diagnostics at a plot of intersection in Indonesia so that intersections can function optimally.

Keywords: Intersection, laboratory diagnostic, control systems, Indonesia.

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Authors: Ahmed Abdolkhalig

Abstract:

This paper examines many mathematical methods for molding the hourly price forward curve (HPFC); the model will be constructed by numerous regression methods, like polynomial regression, radial basic function neural networks & a furrier series. Examination the models goodness of fit will be done by means of statistical & graphical tools. The criteria for choosing the model will depend on minimize the Root Mean Squared Error (RMSE), using the correlation analysis approach for the regression analysis the optimal model will be distinct, which are robust against model misspecification. Learning & supervision technique employed to determine the form of the optimal parameters corresponding to each measure of overall loss. By using all the numerical methods that mentioned previously; the explicit expressions for the optimal model derived and the optimal designs will be implemented.

Keywords: Forward curve, furrier series, regression, radial basic function neural networks.

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Authors: A. Ujunwa, P. O. Salami, A. H. Umar

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The recommendation of the committee on corporate governance for public companies in Nigeria, that the position of the CEO be separated from board chair has generated serious debate among scholars and practitioners. They have questioned the appropriateness of implementing corporate governance model that is based on Anglo-Saxon agency problem characterized by dispersed ownership structure; where markets for corporate control, legal regulation, and contractual incentives are the key governance mechanisms. This paper strives to resolve the argument by adopting an institutional perspective in testing the agency theory on board duality. The study developed a theoretical and empirical model to better understand how ownership structure influences agency conflict and how such affects firm performance. Hence, the study examines the relationship between CEO duality and firm performance using two institutional ownership structures – dispersed ownership and concentrated ownership structures. The empirical results show that CEO duality is negatively correlated with firm performance in Nigeria irrespective of the firm-s ownership structure. The findings give credence to the recommendation of the Peterside Commission on the need to separate the position of CEO from board chair.

Keywords: Corporate Governance, CEO-Duality, Firm Performance.

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Authors: Hadia Abdel Aziz, Raghda El Ebrashi

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Business models are shaped by their design space or the environment they are designed to be implemented in. The rapidly changing economic, technological, political, regulatory and market external environment severely affects business logic. This is particularly true for social enterprises whose core mission is to transform their environments, and thus, their whole business logic revolves around the interchange between the enterprise and the environment. The context in which social business operates imposes different business design constraints while at the same time, open up new design opportunities. It is also affected to a great extent by the impact that successful enterprises generate; a continuous loop of interaction that needs to be managed through a dynamic capability in order to generate a lasting powerful impact. This conceptual research synthesizes and analyzes literature on social enterprise, social enterprise business models, business model innovation, business model design, and the open system view theory to propose a new business model design process for social enterprises that takes into account the critical role of environmental factors. This process would help the social enterprise develop a dynamic capability that ensures the alignment of its business model to its environmental context, thus, maximizing its probability of success.

Keywords: Social enterprise, business model, business model design.

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Authors: Jozsef Katona, Attila Kovari, Tibor Ujbanyi, Gergely Sziladi

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By the development of IT systems, human-computer interaction is also developing even faster and newer communication methods become available in human-machine interaction. In this article, the application of a hand gesture controlled human-computer interface is being introduced through the example of a mobile robot. The control of the mobile robot is implemented in a realistic virtual environment that is advantageous regarding the aspect of different tests, parallel examinations, so the purchase of expensive equipment is unnecessary. The usability of the implemented hand gesture control has been evaluated by test subjects. According to the opinion of the testing subjects, the system can be well used, and its application would be recommended on other application fields too.

Keywords: Human-machine interface, hand control, mobile robot, virtual environment.

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Authors: K.M. Ngcobo, S.D. Eyono Obono

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Indigenous Knowledge (IK) has many social and economic benefits. However, IK is at the risk of extinction due to the difficulties to preserve it as most of the IK largely remains undocumented. This study aims to design a model of the factors affecting the adoption of Information and Communication Technologies (ICTs) for the preservation of IK. The proposed model is based on theoretical frameworks on ICT adoption. It was designed following a literature review of ICT adoption theories for households, and of the factors affecting ICT adoption for IK. The theory that fitted to the best all factors was then chosen as the basis for the proposed model. This study found that the Model of Adoption of Technology in Households (MATH) is the most suitable theoretical framework for modeling ICT adoption factors for the preservation of IK.

Keywords: Adoption factors, ICT adoption theories, Indigenous knowledge.

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Authors: Yung-Ting Chang, Chung-You Tsai, Yu-Chuan Li

Abstract:

Nosocomial (i.e., hospital-acquired) infections (NI) is a major cause of morbidity and mortality in hospitals. NI rate is higher in intensive care units (ICU) than in the general ward due to patients with severe symptoms, poor immunity, and accepted many invasive therapies. Contact behaviors between health caregivers and patients is one of the infect factors. It is difficult to obtain complete contact records by traditional method of retrospective analysis of medical records. This paper establishes a contact history inferential model (CHIM) intended to extend the use of Proximity Sensing of rapid frequency identification (RFID) technology to transferring all proximity events between health caregivers and patients into clinical events (close-in events, contact events and invasive events).The results of the study indicated that the CHIM can infer proximity care activities into close-in events and contact events. The infection control team could redesign and build optimal workflow in the ICU according to the patient-specific contact history which provided by our automatic tracing system.

Keywords: Active Radio Frequency Identification, Intensive Care Unit, Nosocomial Infections

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Authors: B. Engel, H. Hassan

Abstract:

Rotary draw bending is a method which is being used in tube forming. In the tube bending process, the neutral axis moves towards the inner arc and the wall thickness distribution changes for tube’s cross section. Thinning takes place in the outer arc of the tube (extrados) due to the stretching of the material, whereas thickening occurs in the inner arc of the tube (intrados) due to the comparison of the material. The calculations of the wall thickness distribution, neutral axis shifting, and strain distribution have not been accurate enough, so far. The previous model (the geometrical model) describes the neutral axis shifting and wall thickness distribution. The geometrical of the tube, bending radius and bending angle are considered in the geometrical model, while the influence of the material properties of the tube forming are ignored. The advanced model is a modification of the previous model using material properties that depends on the correction factor. The correction factor is a purely empirically determined factor. The advanced model was compared with the Finite element simulation (FE simulation) using a different bending factor (Bf =bending radius/ diameter of the tube), wall thickness (Wf = diameter of the tube/ wall thickness), and material properties (strain hardening exponent). Finite element model of rotary draw bending has been performed in PAM-TUBE program (version: 2012). Results from the advanced model resemble the FE simulation and the experimental test.

Keywords: Rotary draw bending, material properties, neutral axis shifting, wall thickness distribution.

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Authors: Ion Smeureanu, Adriana Reveiu, Marian Dardala, Titus Felix Furtuna, Roman Kanala

Abstract:

This paper proposes a linear model for optimizing domestic energy consumption in Romania. The particularity of the model is that it is putting in competition both tangible technologies and thermal insulation projects with different financing modes. The model is optimizing the energy system by minimizing the global discounted cost in household sector, by integrating residential lighting, space heating, hot water, combined space heating – hot water, as well as space cooling, in a monolithic model. Another demand sector included is the passenger transport. This paper focuses on space heating part, analyzing technical and economic issues related to investment decisions to envelope and insulate buildings, in order to minimize energy consumption.

Keywords: Consumer behavior, energy modelling, Open Source Energy Modeling System (OSeMOSYS), MARKAL/TIMES Romanian energy model.

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Authors: A. Amar, N. Burtebayev, Sh. Hamada, Kerimkulov Zhambul, N. Amangieldy

Abstract:

Analysis of the elastic scattering of protons on 6,7Li nuclei has been done in the framework of the optical model at the beam energies up to 50 MeV. Differential cross sections for the 6,7Li + p scattering were measured over the proton laboratory–energy range from 400 to 1050 keV. The elastic scattering of 6,7Li+p data at different proton incident energies have been analyzed using singlefolding model. In each case the real potential obtained from the folding model was supplemented by a phenomenological imaginary potential, and during the fitting process the real potential was normalized and the imaginary potential optimized. Normalization factor NR is calculated in the range between 0.70 and 0.84.

Keywords: scattering of protons on 6, 7Li nuclei, Esis88 Codesingle-folding model, phenomenological.

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Authors: Hans H. Diel

Abstract:

A computer model of Quantum Theory (QT) has been developed by the author. Major goal of the computer model was support and demonstration of an as large as possible scope of QT. This includes simulations for the major QT (Gedanken-) experiments such as, for example, the famous double-slit experiment. Besides the anticipated difficulties with (1) transforming exacting mathematics into a computer program, two further types of problems showed up, namely (2) areas where QT provides a complete mathematical formalism, but when it comes to concrete applications the equations are not solvable at all, or only with extremely high effort; (3) QT rules which are formulated in natural language and which do not seem to be translatable to precise mathematical expressions, nor to a computer program. The paper lists problems in all three categories and describes also the possible solutions or circumventions developed for the computer model.

Keywords: Computability, Foundation of Quantum Mechanics, Measurement Process, Modeling.

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Authors: A. Jamekhorshid, G. Karimi, I. Noshadi, A. Jahangiri

Abstract:

Non-uniform current distribution in polymer electrolyte membrane fuel cells results in local over-heating, accelerated ageing, and lower power output than expected. This issue is very critical when fuel cell experiences water flooding. In this work, the performance of a PEM fuel cell is investigated under cathode flooding conditions. Two-dimensional partially flooded GDL models based on the conservation laws and electrochemical relations are proposed to study local current density distributions along flow fields over a wide range of cell operating conditions. The model results show a direct association between cathode inlet humidity increases and that of average current density but the system becomes more sensitive to flooding. The anode inlet relative humidity shows a similar effect. Operating the cell at higher temperatures would lead to higher average current densities and the chance of system being flooded is reduced. In addition, higher cathode stoichiometries prevent system flooding but the average current density remains almost constant. The higher anode stoichiometry leads to higher average current density and higher sensitivity to cathode flooding.

Keywords: Current distribution, Flooding, Hydrogen energysystem, PEM fuel cell.

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Authors: Tarek Aboueldahab

Abstract:

In this paper, we propose a new hybrid learning model for stock market indices prediction by adding a passive congregation term to the standard hybrid model comprising Particle Swarm Optimization (PSO) with Genetic Algorithm (GA) operators in training Neural Networks (NN). This new passive congregation term is based on the cooperation between different particles in determining new positions rather than depending on the particles selfish thinking without considering other particles positions, thus it enables PSO to perform both the local and global search instead of only doing the local search. Experiment study carried out on the most famous European stock market indices in both long term and short term prediction shows significantly the influence of the passive congregation term in improving the prediction accuracy compared to standard hybrid model.

Keywords: Global Search, Hybrid Model, Passive Congregation, Stock Market Prediction.

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Authors: Eman S. El-Din, Hesham M. El-Badawy, Salwa H. Elramly

Abstract:

Whereas cellular wireless communication systems are subject to short-and long-term fading. The effect of wireless channel has largely been ignored in most of the teletraffic assessment researches. In this paper, a mathematical teletraffic model is proposed to estimate blocking and forced termination probabilities of cellular wireless networks as a result of teletraffic behavior as well as the outage of the propagation channel. To evaluate the proposed teletraffic model, gamma inter-arrival and general service time distributions have been considered based on wireless channel fading effect. The performance is evaluated and compared with the classical model. The proposed model is dedicated and investigated in different operational conditions. These conditions will consider not only the arrival rate process, but also, the different faded channels models.

Keywords: Cellular wireless networks, outage probability, traffic model, gamma inter-arrival distribution.

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Authors: Mounir Frikha, Michael Meincke, Semia Barouni

Abstract:

This paper proposes a vehicle-to-vehicle propagation model implemented with SDL. To estimate the channel characteristics for Inter-Vehicle communication, we first define a predicted propagation pathloss between the moving vehicles under three typical scenarios. A Ray-tracing method is used for the simple gamma model performance.

Keywords: Inter-vehicle communication (IVC), propagationmodel, road traffic, road vicinity, pathloss.

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Authors: W. Hasan, H. Farhat, A. Alhilo, L. Tamimi

Abstract:

Oil in water (O/W) emulsions are utilized extensively for cooling and lubricating cutting tools during parts machining. A robust Lattice Boltzmann (LBM) thermal-surfactants model, which provides a useful platform for exploring complex emulsions’ characteristics under variety of flow conditions, is used here for the study of the fluid behavior during conventional tools cooling. The transient thermal capabilities of the model are employed for simulating the effects of the flow conditions of O/W emulsions on the cooling of cutting tools. The model results show that the temperature outcome is slightly affected by reversing the direction of upper plate (workpiece). On the other hand, an important increase in effective viscosity is seen which supports better lubrication during the work.

Keywords: Hybrid lattice Boltzmann method, Gunstensen model, thermal, surfactant-covered droplet, Marangoni stress.

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Authors: Attila Balogh, Eszter Varga, István Varjasi

Abstract:

Nowadays there are several grid connected converter in the grid system. These grid connected converters are generally the converters of renewable energy sources, industrial four quadrant drives and other converters with DC link. These converters are connected to the grid through a three phase bridge. The standards prescribe the maximal harmonic emission which could be easily limited with high switching frequency. The increased switching losses can be reduced to the half with the utilization of the wellknown Flat-top modulation. The suggested control method is the expansion of the Flat-top modulation with which the losses could be also reduced to the half compared to the Flat-top modulation. Comparing to traditional control these requirements can be simultaneously satisfied much better with the DLF (DC Link Floating) method.

Keywords: DC link floating, high efficiency, PV converter, control method.

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Authors: Robest Flasza, Milan Rippel, Jan Solc

Abstract:

The main aim of this paper is to develop and calibrate an econometric model for modeling prices of long term electricity futures contracts. The calibration of our model is performed on data from EEX AG allowing us to capture the specific features of German electricity market. The data sample contains several structural breaks which have to be taken into account for modeling. We model the data with an ARIMAX model which reveals high correlation between the price of electricity futures contracts and prices of LT futures contracts of fuels (namely coal, natural gas and crude oil). Besides this, also a share price index of representative electricity companies traded on Xetra, spread between 10Y and 1Y German bonds and exchange rate between EUR and USD appeared to have significant explanatory power over these futures contracts on EEX.

Keywords: electricity futures, EEX, ARIMAX, emissionallowances

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