Search results for: Sinusoidal temperature distribution.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4278

Search results for: Sinusoidal temperature distribution.

1728 Application of Life Data Analysis for the Reliability Assessment of Numerical Overcurrent Relays

Authors: Mohd Iqbal Ridwan, Kerk Lee Yen, Aminuddin Musa, Bahisham Yunus

Abstract:

Protective relays are components of a protection system in a power system domain that provides decision making element for correct protection and fault clearing operations. Failure of the protection devices may reduce the integrity and reliability of the power system protection that will impact the overall performance of the power system. Hence it is imperative for power utilities to assess the reliability of protective relays to assure it will perform its intended function without failure. This paper will discuss the application of reliability analysis using statistical method called Life Data Analysis in Tenaga Nasional Berhad (TNB), a government linked power utility company in Malaysia, namely Transmission Division, to assess and evaluate the reliability of numerical overcurrent protective relays from two different manufacturers.

Keywords: Life data analysis, Protective relays, Reliability, Weibull Distribution.

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1727 Numerical Calculation of Coils Filled With Bianisotropic Media

Authors: Nebojsa B. Raicevic, Teodoros S. Prokic, Vladan Golubovic

Abstract:

Recently, bianisotropic media again received increasing importance in electromagnetic theory because of advances in material science which enable the manufacturing of complex bianisotropic materials. By using Maxwell's equations and corresponding boundary conditions, the electromagnetic field distribution in bianisotropic solenoid coils is determined and the influence of the bianisotropic behaviour of coil to the impedance and Q-factor is considered. Bianisotropic media are the largest class of linear media which is able to describe the macroscopic material properties of artificial dielectrics, artificial magnetics, artificial chiral materials, left-handed materials, metamaterials, and other composite materials. Several special cases of coils, filled with complex substance, have been analyzed. Results obtained by using the analytical approach are compared with values calculated by numerical methods, especially by our new hybrid EEM/BEM method and FEM.

Keywords: Bianisotropic media, impedance and Q-factor, Maxwell`s equations, hybrid EEM/BEM method.

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1726 Improving Sales through Inventory Reduction: A Retail Chain Case Study

Authors: M. G. Mattos, J. E. Pécora Jr, T. A. Briso

Abstract:

Today's challenging business environment, with unpredictable demand and volatility, requires a supply chain strategy that handles uncertainty and risks in the right way. Even though inventory models have been previously explored, this paper seeks to apply these concepts on a practical situation. This study involves the inventory replenishment problem, applying techniques that are mainly based on mathematical assumptions and modeling. The primary goal is to improve the retailer’s supply chain processes taking store differences when setting the various target stock levels. Through inventory review policy, picking piece implementation and minimum exposure definition, we were able not only to promote the inventory reduction as well as improve sales results. The inventory management theory from literature review was then tested on a single case study regarding a particular department in one of the largest Latam retail chains.

Keywords: Inventory, distribution, retail, risk, safety stock, sales, uncertainty.

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1725 Osmotic Dehydration of Apricot using Saltsucrose Solutions

Authors: M. Manafi, J. Hesari, H. Peighambardoust, M. Rahimzade Khoyi

Abstract:

Fruit drying is a well known process mostly used for preservation of fruits. Osmotic dehydration of apricot slices were carried out in three different salt-sucrose concentrations and four different temperatures. Also three different weight ratios of solution to sample were conducted to one set of experiments. The dehydration curves were constructed using Peleg-s model. Increasing the solution volume increased the mass transfer rate and hence the solid gain increased rapidly. Increasing the volume of osmotic media caused an increase in overall mass transfer but a 'solution to sample' ratio of 5:1 gave the best product quality. The best temperature and concentration that had a high water loss to solid gain ratio and an acceptable taste were 40°C and 5%, respectively.

Keywords: Apricot, Effective diffusivities, Osmotic dehydration

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1724 Optical Wireless Sensor Networks Based on VLC with PLC-Ethernet Interface

Authors: Heejin Lee, Yeonjoo Kim, Kyungrak Sohn

Abstract:

We present a white LED-based optical wireless communication systems for indoor ubiquitous sensor networks. Each sensor node could access to the server through the PLC (Power Line Communication)-Ethernet interface. The proposed system offers a full-duplex wireless link by using different wavelengths to reduce the inter-symbol interference between uplink and downlink. Through the 1-to-n optical wireless sensor network and PLC modem, the mobile terminals send a temperature data to server. The data transmission speed and distance are 115.2kbps and about 60cm, respectively.

Keywords: Visible light communications, LED lighting, powerline communications, ubiquitous sensor networks, full-duplex links

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1723 Feature Preserving Nonlinear Diffusion for Ultrasonic Image Denoising and Edge Enhancement

Authors: Shujun Fu, Qiuqi Ruan, Wenqia Wang, Yu Li

Abstract:

Utilizing echoic intension and distribution from different organs and local details of human body, ultrasonic image can catch important medical pathological changes, which unfortunately may be affected by ultrasonic speckle noise. A feature preserving ultrasonic image denoising and edge enhancement scheme is put forth, which includes two terms: anisotropic diffusion and edge enhancement, controlled by the optimum smoothing time. In this scheme, the anisotropic diffusion is governed by the local coordinate transformation and the first and the second order normal derivatives of the image, while the edge enhancement is done by the hyperbolic tangent function. Experiments on real ultrasonic images indicate effective preservation of edges, local details and ultrasonic echoic bright strips on denoising by our scheme.

Keywords: anisotropic diffusion, coordinate transformationdirectional derivatives, edge enhancement, hyperbolic tangentfunction, image denoising.

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1722 Assessment of Channel Unavailability Effect on the Wireless Networks Teletraffic Modeling and Analysis

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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1721 Free Vibration and Buckling of Rectangular Plates under Nonuniform In-Plane Edge Shear Loads

Authors: T. H. Young, Y. J. Tsai

Abstract:

A method for determining the stress distribution of a rectangular plate subjected to two pairs of arbitrarily distributed in-plane edge shear loads is proposed, and the free vibration and buckling of such a rectangular plate are investigated in this work.  The method utilizes two stress functions to synthesize the stress-resultant field of the plate with each of the stress functions satisfying the biharmonic compatibility equation. The sum of stress-resultant fields due to these two stress functions satisfies the boundary conditions at the edges of the plate, from which these two stress functions are determined. Then, the free vibration and buckling of the rectangular plate are investigated by the Galerkin method. Numerical results obtained by this work are compared with those appeared in the literature, and good agreements are observed.

Keywords: Stress analysis, free vibration, plate buckling, nonuniform in-plane edge shear.

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1720 Analysis of Electromagnetic Field Effects Using FEM for Transmission Lines Transposition

Authors: S. Tupsie, A. Isaramongkolrak, P. Pao-la-or

Abstract:

This paper presents the mathematical model of electric field and magnetic field in transmission system, which performs in second-order partial differential equation. This research has conducted analyzing the electromagnetic field radiating to atmosphere around the transmission line, when there is the transmission line transposition in case of long distance distribution. The six types of 500 kV transposed HV transmission line with double circuit will be considered. The computer simulation is applied finite element method that is developed by MATLAB program. The problem is considered to two dimensions, which is time harmonic system with the graphical performance of electric field and magnetic field. The impact from simulation of six types long distance distributing transposition will not effect changing of electric field and magnetic field which surround the transmission line.

Keywords: Transposition, Electromagnetic Field, Finite Element Method (FEM), Transmission Line, Computer Simulation

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1719 Numerical and Experimental Studies of Joule Heating Effects around Crack and Notch Tips

Authors: Thomas Jin-Chee Liu, Ji-Fu Tseng, Yu-Shen Chen

Abstract:

This paper investigates the thermo-electric effects around the crack and notch tips under the electric current load. The research methods include the finite element analysis and thermal imaging experiment. The finite element solutions show that the electric current density field concentrates at the crack tip. Due to the Joule heating, this electric concentration causes the hot spot at the tip zone. From numerical and experimental results, this hot spot is identified. The temperature of the hot spot is affected by the electric load, operation time and geometry of the sample.

Keywords: Thermo-electric, Joule heating, crack tip, notch tip.

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1718 Enhanced Dimensional Stability of Rigid PVC Foams Using Glass Fibers

Authors: Nidal H. Abu-Zahra, Murtatha M. Jamel, Parisa Khoshnoud, Subhashini Gunashekar

Abstract:

Two types of glass fibers having different lengths (1/16" and 1/32") were added into rigid PVC foams to enhance the dimensional stability of extruded rigid Polyvinyl Chloride (PVC) foam at different concentrations (0-20 phr) using a single screw profile extruder. PVC foam-glass fiber composites (PVC-GF) were characterized for their dimensional stability, structural, thermal, and mechanical properties. Experimental results show that the dimensional stability, heat resistance, and storage modulus were enhanced without compromising the tensile and flexural strengths of the composites. Overall, foam composites which were prepared with longer glass fibers exhibit better mechanical and thermal properties than those prepared with shorter glass fibers due to higher interlocking between the fibers and the foam cells, which result in better load distribution in the matrix.

Keywords: Polyvinyl Chloride, PVC Foam, PVC Composites, Glass Fiber Composites.

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1717 Signal and Harmonic Analysis of a Compressor Blade for Identification of the Nonlinear Frequency Vibration

Authors: Farhad Asadi, Gholamhasan Payganeh

Abstract:

High-speed turbomachine can experience significant centrifugal and gas bending loads. As a result, the compressor blades must be able to resist high-frequency oscillations due to surge or stall condition in flow field dynamics. In this paper, vibration characteristics of the 6th stage blade compressor have been examined in detail with, using 3-D finite element (FE) methods. The primary aim of this article is to gain an understanding of nonlinear vibration induced in the blade against different loading conditions. The results indicate the nonlinear behavior of the blade as a result of the amplitude of resonances or material properties. Since one of the leading causes of turbine blade failure is high cycle fatigue, simulations were started by specifying the stress distribution in the blade due to the centrifugal rotation. Next, resonant frequencies and critical speeds of the blade were defined by modal analysis. Finally, the harmonic analysis was simulated on the blades.

Keywords: Nonlinear vibration, modal analysis, resonance, frequency response, compressor blade.

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1716 A Predictive control based on Neural Network for Proton Exchange Membrane Fuel Cell

Authors: M. Sedighizadeh, M. Rezaei, V. Najmi

Abstract:

The Proton Exchange Membrane Fuel Cell (PEMFC) control system has an important effect on operation of cell. Traditional controllers couldn-t lead to acceptable responses because of time- change, long- hysteresis, uncertainty, strong- coupling and nonlinear characteristics of PEMFCs, so an intelligent or adaptive controller is needed. In this paper a neural network predictive controller have been designed to control the voltage of at the presence of fluctuations of temperature. The results of implementation of this designed NN Predictive controller on a dynamic electrochemical model of a small size 5 KW, PEM fuel cell have been simulated by MATLAB/SIMULINK.

Keywords: PEMFC, Neural Network, Predictive Control..

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1715 Simulation of Multiphase Flows Using a Modified Upwind-Splitting Scheme

Authors: David J. Robbins, R. Stewart Cant, Lynn F. Gladden

Abstract:

A robust AUSM+ upwind discretisation scheme has been developed to simulate multiphase flow using consistent spatial discretisation schemes and a modified low-Mach number diffusion term. The impact of the selection of an interfacial pressure model has also been investigated. Three representative test cases have been simulated to evaluate the accuracy of the commonly-used stiffenedgas equation of state with respect to the IAPWS-IF97 equation of state for water. The algorithm demonstrates a combination of robustness and accuracy over a range of flow conditions, with the stiffened-gas equation tending to overestimate liquid temperature and density profiles.

Keywords: Multiphase flow, AUSM+ scheme, liquid EOS, low Mach number models

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1714 A Comparative Study of Electrical Transport Phenomena in Ultrathin vs. Nanoscale SOI MOSFETs Devices

Authors: A. Karsenty, A. Chelly

Abstract:

Ultrathin (UTD) and Nanoscale (NSD) SOI-MOSFET devices, sharing a similar W/L but with a channel thickness of 46nm and 1.6nm respectively, were fabricated using a selective “gate recessed” process on the same silicon wafer. The electrical transport characterization at room temperature has shown a large difference between the two kinds of devices and has been interpreted in terms of a huge unexpected series resistance. Electrical characteristics of the Nanoscale device, taken in the linear region, can be analytically derived from the ultrathin device ones. A comparison of the structure and composition of the layers, using advanced techniques such as Focused Ion Beam (FIB) and High Resolution TEM (HRTEM) coupled with Energy Dispersive X-ray Spectroscopy (EDS), contributes an explanation as to the difference of transport between the devices.

Keywords: Nanoscale Devices, SOI MOSFET, Analytical Model, Electron Transport.

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1713 A New Heuristic Statistical Methodology for Optimizing Queuing Networks Using Discreet Event Simulation

Authors: Mohamad Mahdavi

Abstract:

Most of the real queuing systems include special properties and constraints, which can not be analyzed directly by using the results of solved classical queuing models. Lack of Markov chains features, unexponential patterns and service constraints, are the mentioned conditions. This paper represents an applied general algorithm for analysis and optimizing the queuing systems. The algorithm stages are described through a real case study. It is consisted of an almost completed non-Markov system with limited number of customers and capacities as well as lots of common exception of real queuing networks. Simulation is used for optimizing this system. So introduced stages over the following article include primary modeling, determining queuing system kinds, index defining, statistical analysis and goodness of fit test, validation of model and optimizing methods of system with simulation.

Keywords: Estimation, queuing system, simulation model, probability distribution, non-Markov chain.

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1712 A Dose Distribution Approach Using Monte Carlo Simulation in Dosimetric Accuracy Calculation for Treating the Lung Tumor

Authors: Md Abdullah Al Mashud, M. Tariquzzaman, M. Jahangir Alam, Tapan Kumar Godder, M. Mahbubur Rahman

Abstract:

This paper presents a Monte Carlo (MC) method-based dose distributions on lung tumor for 6 MV photon beam to improve the dosimetric accuracy for cancer treatment. The polystyrene which is tissue equivalent material to the lung tumor density is used in this research. In the empirical calculations, TRS-398 formalism of IAEA has been used, and the setup was made according to the ICRU recommendations. The research outcomes were compared with the state-of-the-art experimental results. From the experimental results, it is observed that the proposed based approach provides more accurate results and improves the accuracy than the existing approaches. The average %variation between measured and TPS simulated values was obtained 1.337±0.531, which shows a substantial improvement comparing with the state-of-the-art technology.

Keywords: Lung tumor, Monte Carlo, polystyrene, elekta synergy, Monaco Planning System.

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1711 Rheodynamic Lubrication of a Rectangular Squeeze Film Bearing with an Exponential Curvature Variation using Bingham Lubricants

Authors: K. P. Vishwanath, A. Kandasamy

Abstract:

The present work deals with analyses of the effects of bearing curvature and non-Newtonian characteristics on the load capacity of an exponential rectangular squeeze film bearing using Bingham fluids as lubricants. Bingham fluids are characterized by an yield value and hence the formation of a “rigid" core in the region between the plates is justified. The flow is confined to the region between the core and the plates. The shape of the core has been identified through numerical means. Further, numerical solutions for the pressure distribution and load carrying capacity of the bearing for various values of Bingham number and curvature parameter have been obtained. The effects of bearing curvature and non-Newtonian characteristics of the lubricant on the bearing performances have been discussed.

Keywords: rheodynamic lubrication, yield stress, non-Newtonianfluid, Bingham fluid, exponential squeeze film.

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1710 Effect of Y Addition on the Microstructure and Mechanical Properties of Sn-Zn Eutectic Alloy

Authors: Jung-Ho Moon, Tae Kwon Ha

Abstract:

The effect of Yttrium addition on the microstructure and mechanical properties of Sn-Zn eutectic alloy, which has been attracting intensive focus as a Pb-free solder material, was investigated in this study. Phase equilibrium has been calculated by using FactSage® to evaluate the composition and fraction of equilibrium intermetallic compounds and construct a phase diagram. In the case of Sn-8.8Zn eutectic alloy, the as-cast microstructure was typical lamellar. With addition of 0.25wt.%Y, a large amount of pro-eutectic a phase have been observed and various YZnx intermetallic compounds were expected to successively form during cooling. Hardness of Sn-8.8Zn alloy was not affected by Y-addition and both alloys could be rolled by 90% at room temperature.

Keywords: Sn-Zn eutectic alloy, Yttrium, FactSage®, microstructure, mechanical properties.

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1709 Simple Procedure for Probability Calculation of Tensile Crack Occurring in Rigid Pavement – Case Study

Authors: Aleš Florian, Lenka Ševelová, Jaroslav Žák

Abstract:

Formation of tensile cracks in concrete slabs of rigid pavement can be (among others) the initiation point of the other, more serious failures which can ultimately lead to complete degradation of the concrete slab and thus the whole pavement. Two measures can be used for reliability assessment of this phenomenon - the probability of failure and/or the reliability index. Different methods can be used for their calculation. The simple ones are called moment methods and simulation techniques. Two methods - FOSM Method and Simple Random Sampling Method - are verified and their comparison is performed. The influence of information about the probability distribution and the statistical parameters of input variables as well as of the limit state function on the calculated reliability index and failure probability are studied in three points on the lower surface of concrete slabs of the older type of rigid pavement formerly used in the Czech Republic.

Keywords: Failure, pavement, probability, reliability index, simulation, tensile crack.

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1708 Three Dimensional Analysis of Pollution Dispersion in Street Canyon

Authors: T. Banerjee, R. A. Christian

Abstract:

Three dimensional simulations are carried out to estimate the effect of wind direction, wind speed and geometry on the flow and dispersion of vehicular pollutant in a street canyon. The pollutant sources are motor vehicles passing between the two buildings. Suitable emission factors for petrol and diesel vehicles at varying vehicle speed are used for the estimation of the rate of emission from the streets. The dispersion of automobile pollutant released from the street is simulated by introducing vehicular emission source term as a fixed-flux boundary condition at the ground level over the road. The emission source term is suitably calculated by adopting emission factors from literature for varying conditions of street traffic. It is observed that increase in wind angle disturbs the symmetric pattern of pollution distribution along the street length. The concentration increases in the far end of the street as compared to the near end.

Keywords: Street canyon, pollution dispersion, vehicular emission, numerical simulation.

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1707 Study of Incineration of Acacia Wood Chips for Biomass Power Plant of the Royal Thai Navy in Sattahip, Chonburi Province, Thailand

Authors: Thanapong Suriyea, Teeratas Pornyungyuen, Koonlaya Kanokjaruvijit

Abstract:

This research is aimed to find optimal values of parameters of acacia wood chips combustion in a bubbling fluidized bed for electrification within the area of the Royal Thai Navy in Sattahip, Chonburi province, Thailand. The size of wood chips falls in the range of 25 mm in diameter. The bed temperature is set within the range of 800±10 oC with the air flow rate of 2.1-3.1 m/min corresponding to the air-fuel ratio between 0.71 to 1.03. The resulting thermal efficiency is approximately 95% with a thermal output of 474.76 kWth, which produced the electricity 0.131 kW-hr.

Keywords: Acacia Wood Chips, Biomass, Combustion, Fluidized Bed.

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1706 Regeneration of Spent Catalysts with Ozone

Authors: Jyh-Cherng Chen, Chang-Yong Liu

Abstract:

This study investigates the in-situ regeneration of deactivated Pt-Pd catalyst in a laboratory-scale catalysis reactor. Different regeneration conditions are tested and the activity and characteristics of regenerated catalysts are analyzed. Experimental results show that the conversion efficiencies of C3H6 by different regenerated Pt-Pd catalysts were significantly improved from 77%, 55% and 41% to 86%, 98% and 99%, respectively. The best regeneration conditions was 52ppm ozone, 500oC, and 10min. Regeneration temperature has more influences than ozone concentration and regeneration time. With the comparisons of characteristics of deactivated catalyst and regenerated catalyst, the major poison species (carbon, metals, chloride, and sulfate) on the spent catalysts can be effectively removed by ozone regeneration. 

Keywords: Catalyst, deactivated, ozone, regeneration.

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1705 Hydrodynamic Processes in Bubbly Liquid Flow in Tubes and Nozzles

Authors: Raisa Kh. Bolotnova, Marat N. Galimzianov, Andrey S. Topolnikov, Valeria A. Buzina, Uliana O. Agisheva

Abstract:

The hydrodynamic processes in bubbly liquid flowing in tubes and nozzles are studied theoretically and numerically. The principal regularities of non-stationary processes of boiling liquid outflow are established under conditions of experiments when the depressurization of a tube with high pressure inside occurs. The steady-state solution of bubbly liquid flow in the nozzle of round cross section with high pressure and temperature conditions inside bubbles is studied accounting for phase transition and chemical reactions.

Keywords: bubbly liquid, cavitation, chemical reactions, phase transition.

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1704 Investigation of Inter Feeder Power Flow Regulator: Load Sharing Mode

Authors: Ahmed Hossam-Eldin, Ahmed Elserougi, Ahmed Massoud, Shehab Ahmed

Abstract:

The Inter feeder Power Flow Regulator (IFPFR) proposed in this paper consists of several voltage source inverters with common dc bus; each inverter is connected in series with one of different independent distribution feeders in the power system. This paper is concerned with how to transfer power between the feeders for load sharing purpose. The power controller of each inverter injects the power (for sending feeder) or absorbs the power (for receiving feeder) via injecting suitable voltage; this voltage injection is simulated by voltage drop across series virtual impedance, the impedance value is selected to achieve the concept of power exchange between the feeders without perturbing the load voltage magnitude of each feeder. In this paper a new control scheme for load sharing using IFPFR is proposed.

Keywords: IFPFR, Load sharing, Power transfer

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1703 Renovation of Industrial Zones in Ho Chi Minh City: An Approach from Changing Function of Processing to Urban Warehousing

Authors: Thu Le Thi Bao

Abstract:

Industrial parks have both active roles in promoting economic development, and source of appearance of boarding houses and slums in the adjacent area, lacking infrastructure, causing many social matters. The context of recent pandemic and climate change on a global scale pose issues that need to be resolved for sustainable development. Ho Chi Minh city aims to develop housing for migrant workers to stabilize human resources and at the same time, solve problems of social evils caused by poor living conditions. The paper focuses on the content of renovating existing industrial parks and worker accommodation in Ho Chi Minh city to propose appropriate models, contributing to the goal of urban embellishment and solutions for industrial parks to adapt to decree 29/2008/ND-CP abnormal impact conditions such as pandemics, climate change, crises.

Keywords: Industrial park, social housing, accommodation, distribution centre.

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1702 BER Performance of NLOS Underwater Wireless Optical Communication with Multiple Scattering

Authors: V. K. Jagadeesh, K. V. Naveen, P. Muthuchidambaranathan

Abstract:

Recently, there is a lot of interest in the field of under water optical wireless communication for short range because of its high bandwidth. But in most of the previous works line of sight propagation or single scattering of photons only considered. In practical case this is not applicable because of beam blockage in underwater and multiple scattering also occurred during the photons propagation through water. In this paper we consider a non-line of sight underwater wireless optical communication system with multiple scattering and examine the performance of the system using monte carlo simulation. The distribution scattering angle of photons are modeled by Henyey-Greenstein method. The average bit error rate is calculated using on-off keying modulation for different water types.

Keywords: Non line of sight under Water optical wireless communication, Henyey-Greenstein model, Multiple scattering, Monte-Carlo simulation.

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1701 Analyzing the Performance of Phase Change Material Insulation Layer on Food Packaging

Authors: Kasra Ghaemi, Syeda Tasnim, Shohel Mahmud

Abstract:

One of the main issues affecting the quality and shelf life of food products is temperature fluctuation during transportation and storage. Packaging plays an important role in protecting food from environmental conditions, especially thermal variations. In this study, the performance of using microencapsulated Phase Change Material (PCM) as a promising thermal buffer layer in smart food packaging is investigated. The considered insulation layer is evaluated for different thicknesses and the absorbed heat from the environment. The results are presented in terms of the melting time of PCM or provided thermal protection period.

Keywords: Food packaging, phase change material, thermal buffer, protection time.

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1700 Forecasting for Financial Stock Returns Using a Quantile Function Model

Authors: Yuzhi Cai

Abstract:

In this talk, we introduce a newly developed quantile function model that can be used for estimating conditional distributions of financial returns and for obtaining multi-step ahead out-of-sample predictive distributions of financial returns. Since we forecast the whole conditional distributions, any predictive quantity of interest about the future financial returns can be obtained simply as a by-product of the method. We also show an application of the model to the daily closing prices of Dow Jones Industrial Average (DJIA) series over the period from 2 January 2004 - 8 October 2010. We obtained the predictive distributions up to 15 days ahead for the DJIA returns, which were further compared with the actually observed returns and those predicted from an AR-GARCH model. The results show that the new model can capture the main features of financial returns and provide a better fitted model together with improved mean forecasts compared with conventional methods. We hope this talk will help audience to see that this new model has the potential to be very useful in practice.

Keywords: DJIA, Financial returns, predictive distribution, quantile function model.

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1699 Large-Eddy Simulation of Hypersonic Configuration Aerodynamics

Authors: Huang Shengqin, Xiao Hong

Abstract:

LES with mixed subgrid-scale model has been used to simulate aerodynamic performance of hypersonic configuration. The simulation was conducted to replicate conditions and geometry of a model which has been previously tested. LES Model has been successful in predict pressure coefficient with the max error 1.5% besides afterbody. But in the high Mach number condition, it is poor in predict ability and product 12.5% error. The calculation error are mainly conducted by the distribution swirling. The fact of poor ability in the high Mach number and afterbody region indicated that the mixed subgrid-scale model should be improved in large eddied especially in hypersonic separate region. In the condition of attach and sideslip flight, the calculation results have waves. LES are successful in the prediction the pressure wave in hypersonic flow.

Keywords: Hypersonic, LES, mixed Subgrid-scale model, experiment.

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