Search results for: Standard finite difference schemes
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4432

Search results for: Standard finite difference schemes

1852 Efficiency of Post-Tensioning Method for Seismic Retrofitting of Pre-Cast Cylindrical Concrete Reservoirs

Authors: M.E.Karbaschi, R.Goudarzizadeh, N.Hedayat

Abstract:

Cylindrical concrete reservoirs are appropriate choice for storing liquids as water, oil and etc. By using of the pre-cast concrete reservoirs instead of the in-situ constructed reservoirs, the speed and precision of the construction would considerably increase. In this construction method, wall and roof panels would make in factory with high quality materials and precise controlling. Then, pre-cast wall and roof panels would carry out to the construction site for assembling. This method has a few faults such as: the existing weeks in connection of wall panels together and wall panels to foundation. Therefore, these have to be resisted under applied loads such as seismic load. One of the innovative methods which was successfully applied for seismic retrofitting of numerous pre-cast cylindrical water reservoirs in New Zealand, using of the high tensile cables around the reservoirs and post-tensioning them. In this paper, analytical modeling of wall and roof panels and post-tensioned cables are carried out with finite element method and the effect of height to diameter ratio, post-tensioning force value, liquid level in reservoir, installing position of tendons on seismic response of reservoirs are investigated.

Keywords: Seismic Retrofit, Pre-Cast, Concrete Reservoir, Post-Tensioning.

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1851 Automated ECG Segmentation Using Piecewise Derivative Dynamic Time Warping

Authors: Ali Zifan, Sohrab Saberi, Mohammad Hassan Moradi, Farzad Towhidkhah

Abstract:

Electrocardiogram (ECG) segmentation is necessary to help reduce the time consuming task of manually annotating ECG's. Several algorithms have been developed to segment the ECG automatically. We first review several of such methods, and then present a new single lead segmentation method based on Adaptive piecewise constant approximation (APCA) and Piecewise derivative dynamic time warping (PDDTW). The results are tested on the QT database. We compared our results to Laguna's two lead method. Our proposed approach has a comparable mean error, but yields a slightly higher standard deviation than Laguna's method.

Keywords: Adaptive Piecewise Constant Approximation, Dynamic programming, ECG segmentation, Piecewise Derivative Dynamic Time Warping.

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1850 SPH Method used for Flow Predictions at a Turgo Impulse Turbine: Comparison with Fluent

Authors: Phoevos K. Koukouvinis, John S. Anagnostopoulos, Dimitris E. Papantonis

Abstract:

This work is an attempt to use the standard Smoothed Particle Hydrodynamics methodology for the simulation of the complex unsteady, free-surface flow in a rotating Turgo impulse water turbine. A comparison of two different geometries was conducted. The SPH method due to its mesh-less nature is capable of capturing the flow features appearing in the turbine, without diffusion at the water/air interface. Furthermore results are compared with a commercial CFD package (Fluent®) and the SPH algorithm proves to be capable of providing similar results, in much less time than the mesh based CFD program. A parametric study was also performed regarding the turbine inlet angle.

Keywords: Smoothed Particle Hydrodynamics, Mesh-lessmethods, Impulse turbines, Turgo turbine.

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1849 Overhead Estimation over Capacity of Mobile WiMAX

Authors: Saeed AL-Rashdy, Qing Guo

Abstract:

The IEEE802.16 standard which has emerged as Broadband Wireless Access (BWA) technology, promises to deliver high data rate over large areas to a large number of subscribers in the near future. This paper analyze the effect of overheads over capacity of downlink (DL) of orthogonal frequency division multiple access (OFDMA)–based on the IEEE802.16e mobile WiMAX system with and without overheads. The analysis focuses in particular on the impact of Adaptive Modulation and Coding (AMC) as well as deriving an algorithm to determine the maximum numbers of subscribers that each specific WiMAX sector may support. An analytical study of the WiMAX propagation channel by using Cost- 231 Hata Model is presented. Numerical results and discussion estimated by using Matlab to simulate the algorithm for different multi-users parameters.

Keywords: BWA, mobile WiMAX, capacity, AMC , overheads.

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1848 Development of a Vegetation Searching System

Authors: Rattanathip Rattanachai, Kunyanuth Kularbphettong

Abstract:

 

This paper describes the development of a Vegetation Searching System based on Web Application in case of Suan Sunandha Rajabhat University. The model was developed by PHP, JavaScript and MySQL database system and it was designed to support searching for endemic and rare species of trees on Web site. We describe the design methods and functional components of this prototype. To evaluate the system performance, questionnaires for the system usability and Black Box Testing were used to measure expert and user satisfaction. The results were satisfactory as followed: Means for experts and users were 4.30 and 4.50, and standard deviation for experts and users were 0.61and 0.73 respectively. Further analysis showed that the quality of the plant searching Website was also at a good level as well.

Keywords: Endemic species, Vegetation, Web based System, and Black Box Testing.

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1847 Theoretical Density Study of Winding Yarns on Spool

Authors: Bachir Chemani, Rachid Halfaoui

Abstract:

The aim of work is to define the distribution density of winding yarn on cylindrical and conical bobbins. It is known that parallel winding gives greater density and more regular distribution, but the unwinding of yarn is much more difficult for following process. The conical spool has an enormous advantage during unwinding and may contain a large amount of yarns, but the density distribution is not regular because of difference in diameters. The variation of specific density over the reel height is explained generally by the sudden change of winding speed due to direction movement variation of yarn. We determined the conditions of uniform winding and developed a calculate model to the change of the specific density of winding wire over entire spool height.

Keywords: Textile, cylindrical bobbins, conical bobbins, parallel winding, cross winding.

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1846 Using Data Mining Techniques for Estimating Minimum, Maximum and Average Daily Temperature Values

Authors: S. Kotsiantis, A. Kostoulas, S. Lykoudis, A. Argiriou, K. Menagias

Abstract:

Estimates of temperature values at a specific time of day, from daytime and daily profiles, are needed for a number of environmental, ecological, agricultural and technical applications, ranging from natural hazards assessments, crop growth forecasting to design of solar energy systems. The scope of this research is to investigate the efficiency of data mining techniques in estimating minimum, maximum and mean temperature values. For this reason, a number of experiments have been conducted with well-known regression algorithms using temperature data from the city of Patras in Greece. The performance of these algorithms has been evaluated using standard statistical indicators, such as Correlation Coefficient, Root Mean Squared Error, etc.

Keywords: regression algorithms, supervised machine learning.

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1845 Mathematical Modelling of Partially Filled Fluid Coupling Behaviour

Authors: A. M. Maqableh

Abstract:

Modelling techniques for a fluid coupling taken from published literature have been extended to include the effects of the filling and emptying of the coupling with oil and the variation in losses when the coupling is partially full. In the model, the fluid flow inside the coupling is considered to have two principal velocity components; one circumferentially about the coupling axis (centrifugal head) and the other representing the secondary vortex within the coupling itself (vortex head). The calculation of liquid mass flow rate circulating between the two halves of the coupling is based on: the assumption of a linear velocity variation in the circulating vortex flow; the head differential in the fluid due to the speed difference between the two shafts; and the losses in the circulating vortex flow as a result of the impingement of the flow with the blades in the coupling and friction within the passages between the blades.

Keywords: Fluid Coupling, Mathematical Modelling, partially filled.

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1844 A Real-Time Signal Processing Technique for MIDI Generation

Authors: Farshad Arvin, Shyamala Doraisamy

Abstract:

This paper presents a new hardware interface using a microcontroller which processes audio music signals to standard MIDI data. A technique for processing music signals by extracting note parameters from music signals is described. An algorithm to convert the voice samples for real-time processing without complex calculations is proposed. A high frequency microcontroller as the main processor is deployed to execute the outlined algorithm. The MIDI data generated is transmitted using the EIA-232 protocol. The analyses of data generated show the feasibility of using microcontrollers for real-time MIDI generation hardware interface.

Keywords: Signal processing, MIDI, Microcontroller, EIA-232.

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1843 Stress and Strain Analysis of Notched Bodies Subject to Non-Proportional Loadings

Authors: A. Ince

Abstract:

In this paper, an analytical simplified method for calculating elasto-plastic stresses strains of notched bodies subject to non-proportional loading paths is discussed. The method was based on the Neuber notch correction, which relates the incremental elastic and elastic-plastic strain energy densities at the notch root and the material constitutive relationship. The validity of the method was presented by comparing computed results of the proposed model against finite element numerical data of notched shaft. The comparison showed that the model estimated notch-root elasto-plastic stresses strains with good accuracy using linear-elastic stresses. The prosed model provides more efficient and simple analysis method preferable to expensive experimental component tests and more complex and time consuming incremental non-linear FE analysis. The model is particularly suitable to perform fatigue life and fatigue damage estimates of notched components subjected to nonproportional loading paths.

Keywords: Elasto-plastic, stress-strain, notch analysis, nonprortional loadings, cyclic plasticity, fatigue.

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1842 Comparison between Solar Simulation and Infrared Technique for Thermal Balance Test

Authors: Tao Tao, Wang Jing, Cao Zhisong, Liu Yi, Qie Dianfu

Abstract:

The precision of heat flux simulation influences the temperature field and test aberration for TB test and also reflects the test level for spacecraft development. This paper describes TB tests for a small satellite using solar simulator, electric heaters, calrod heaters to evaluate the difference of the three methods. Under the same boundary condition, calrod heaters cases were about 6oC higher than solar simulator cases and electric heaters cases for non-external-heat-flux cases (extreme low temperature cases). While calrod heaters cases and electric heaters cases were 5~7oC and 2~3oC lower than solar simulator cases respectively for high temperature cases. The results show that the solar simulator is better than calrod heaters for its better collimation, non-homogeneity and stability.

Keywords: solar simulation, infrared simulation, TB test, TMM

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1841 Optimization of Process Parameters Affecting on Spring-Back in V-Bending Process for High Strength Low Alloy Steel HSLA 420 Using FEA (HyperForm) and Taguchi Technique

Authors: Navajyoti Panda, R. S. Pawar

Abstract:

In this study, process parameters like punch angle, die opening, grain direction, and pre-bend condition of the strip for deep draw of high strength low alloy steel HSLA 420 are investigated. The finite element method (FEM) in association with the Taguchi and the analysis of variance (ANOVA) techniques are carried out to investigate the degree of importance of process parameters in V-bending process for HSLA 420&ST12 grade material. From results, it is observed that punch angle had a major influence on the spring-back. Die opening also showed very significant role on spring back. On the other hand, it is revealed that grain direction had the least impact on spring back; however, if strip from flat sheet is taken, then it is less prone to spring back as compared to the strip from sheet metal coil. HyperForm software is used for FEM simulation and experiments are designed using Taguchi method. Percentage contribution of the parameters is obtained through the ANOVA techniques.

Keywords: Bending, V-bending, FEM, spring-back, Taguchi, HyperForm, profile projector, HSLA 420 & St12 materials.

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1840 Influence of Behavior Models on the Response of a Reinforced Concrete Frame: Multi-Fiber Approach

Authors: A. Kahil, A. Nekmouche, N. Khelil, I. Hamadou, M. Hamizi, Ne. Hannachi

Abstract:

The objective of this work is to study the influence of the nonlinear behavior models of the concrete (concrete_BAEL and concrete_UNI) as well as the confinement brought by the transverse reinforcement on the seismic response of reinforced concrete frame (RC/frame). These models as well as the confinement are integrated in the Cast3m finite element calculation code. The consideration of confinement (TAC, taking into account the confinement) provided by the transverse reinforcement and the non-consideration of confinement (without consideration of containment, WCC) in the presence and absence of a vertical load is studied. The application was made on a reinforced concrete frame (RC/frame) with 3 levels and 2 spans. The results show that on the one hand, the concrete_BAEL model slightly underestimates the resistance of the RC/frame in the plastic field, whereas the concrete_uni model presents the best results compared to the simplified model "concrete_BAEL", on the other hand, for the concrete-uni model, taking into account the confinement has no influence on the behavior of the RC/frame under imposed displacement up to a vertical load of 500 KN.

Keywords: Reinforced concrete, nonlinear calculation, behavior laws, fiber model confinement, numerical simulation.

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1839 Differentiation of Heart Rate Time Series from Electroencephalogram and Noise

Authors: V. I. Thajudin Ahamed, P. Dhanasekaran, Paul Joseph K.

Abstract:

Analysis of heart rate variability (HRV) has become a popular non-invasive tool for assessing the activities of autonomic nervous system. Most of the methods were hired from techniques used for time series analysis. Currently used methods are time domain, frequency domain, geometrical and fractal methods. A new technique, which searches for pattern repeatability in a time series, is proposed for quantifying heart rate (HR) time series. These set of indices, which are termed as pattern repeatability measure and pattern repeatability ratio are able to distinguish HR data clearly from noise and electroencephalogram (EEG). The results of analysis using these measures give an insight into the fundamental difference between the composition of HR time series with respect to EEG and noise.

Keywords: Approximate entropy, heart rate variability, noise, pattern repeatability, and sample entropy.

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1838 Frequency-Energy Characteristics of Local Earthquakes using Discrete Wavelet Transform(DWT)

Authors: O. H. Colak, T. C. Destici, S. Ozen, H. Arman, O. Cerezci

Abstract:

The wavelet transform is one of the most important method used in signal processing. In this study, we have introduced frequency-energy characteristics of local earthquakes using discrete wavelet transform. Frequency-energy characteristic was analyzed depend on difference between P and S wave arrival time and noise within records. We have found that local earthquakes have similar characteristics. If frequency-energy characteristics can be found accurately, this gives us a hint to calculate P and S wave arrival time. It can be seen that wavelet transform provides successful approximation for this. In this study, 100 earthquakes with 500 records were analyzed approximately.

Keywords: Discrete Wavelet Transform, Frequency-EnergyCharacteristics, P and S waves arrival time.

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1837 Performance Improvement in Internally Finned Tube by Shape Optimization

Authors: Kyoungwoo Park, Byeong Sam Kim, Hyo-Jae Lim, Ji Won Han, Park Kyoun Oh, Juhee Lee, Keun-Yeol Yu

Abstract:

Predictions of flow and heat transfer characteristics and shape optimization in internally finned circular tubes have been performed on three-dimensional periodically fully developed turbulent flow and thermal fields. For a trapezoidal fin profile, the effects of fin height h, upper fin widths d1, lower fin widths d2, and helix angle of fin ? on transport phenomena are investigated for the condition of fin number of N = 30. The CFD and mathematical optimization technique are coupled in order to optimize the shape of internally finned tube. The optimal solutions of the design variables (i.e., upper and lower fin widths, fin height and helix angle) are numerically obtained by minimizing the pressure loss and maximizing the heat transfer rate, simultaneously, for the limiting conditions of d1 = 0.5~1.5 mm, d2 = 0.5~1.5 mm, h= 0.5~1.5mm, ? = 10~30 degrees. The fully developed flow and thermal fields are predicted using the finite volume method and the optimization is carried out by means of the multi-objective genetic algorithm that is widely used in the constrained nonlinear optimization problem.

Keywords: Computational fluid dynamics, Genetic algorithm, Internally finned tube with helix angle, Optimization.

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1836 A Numerical Study of Single-phase Forced Convective Heat Transfer in Tube in Tube Heat Exchangers

Authors: P. Mohajeri Khameneh, I. Mirzaie, N. Pourmahmoud, M. Rahimi, S. Majidyfar

Abstract:

Three dimensional simulations in tube in tube heat exchangers are investigated numerically in this study. In these simulations forced convective heat transfer and laminar flow of single-phase water are considered. In order to measure heat transfer parameters in these heat exchangers, FLUENT CFD Solver is used in this numerical method. For the purpose of creating geometry and exert boundary and initial conditions in the present model, finite volume method in Computational Fluid Dynamics is used in this study. In the present study, at each Z-location, variation of local temperatures, heat flux and Nusselt number at the whole tube is investigated in detail. Thereafter, averaged computational Nusselt number in this model is calculated. In addition, conceivable pressure drops have been obtained at each Z-location in this model. Then, pressure drop values in the present model are explored. Finally, all the numerical results for this kind of heat exchanger will be discussed precisely.

Keywords: Heat exchanger, Laminar flow, CFD, Nusseltnumber, Tube in tube, pressure drop.

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1835 Trust Enhanced Dynamic Source Routing Protocol for Adhoc Networks

Authors: N. Bhalaji, A. R. Sivaramkrishnan, Sinchan Banerjee, V. Sundar, A. Shanmugam

Abstract:

Nodes in mobile Ad Hoc Network (MANET) do not rely on a central infrastructure but relay packets originated by other nodes. Mobile ad hoc networks can work properly only if the participating nodes collaborate in routing and forwarding. For individual nodes it might be advantageous not to collaborate, though. In this conceptual paper we propose a new approach based on relationship among the nodes which makes them to cooperate in an Adhoc environment. The trust unit is used to calculate the trust values of each node in the network. The calculated trust values are being used by the relationship estimator to determine the relationship status of nodes. The proposed enhanced protocol was compared with the standard DSR protocol and the results are analyzed using the network simulator-2.

Keywords: Reliable Routing, DSR, Grudger, Adhoc network.

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1834 Chinese Preferences of Hotel Websites: the Differences among Different Regions

Authors: Shanshan Qi, Rob Law, Dimitrios Buhalis

Abstract:

The fast technology and economic growth in China has attracted global attention in its tourism development. This study makes an effort on investigating China-s online tourism market and the Chinese online travelers- perceptions of hotel websites. The findings are expected to better understand Chinese customers- online preference and identified the differences among online travelers from different regions in the country. Empirical findings showed online reservation information is the most important factor to Chinese customers, and tourists from different regions of China have perception difference on user-friendly factor. The findings benefit hoteliers from understanding their websites development and formulating more appropriate online strategies to meet the requirements of Chinese travelers.

Keywords: Chinese online travelers, Hotel websites, Regions of China, Website usefulness

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1833 An Analytical Study on Rotational Capacity of Beam-Column Joints in Unit Modular Frames

Authors: Kyung-Suk Choi, Hyung-Joon Kim

Abstract:

Modular structural systems are constructed using a method that they are assembled with prefabricated unit modular frames on-site. This provides a benefit that can significantly reduce building construction time. The structural design is usually carried out under the assumption that their load-carrying mechanism is similar to that of traditional steel moment-resisting systems. However, both systems are different in terms of beam-column connection details which may strongly influence the lateral structural behavior. Specially, the presence of access holes in a beam-column joint of a unit modular frame could cause undesirable failure during strong earthquakes. Therefore, this study carried out finite element analyses (FEMs) of unit modular frames to investigate the cyclic behavior of beam-column joints with the access holes. Analysis results show that the unit modular frames present stable cyclic response with large deformation capacities and their joints are classified into semi-rigid connections even if there are access holes.

Keywords: Unit modular frame, steel moment connection, nonlinear analytical model, moment-rotation relation, access holes.

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1832 A 3.125Gb/s Clock and Data Recovery Circuit Using 1/4-Rate Technique

Authors: Il-Do Jeong, Hang-Geun Jeong

Abstract:

This paper describes the design and fabrication of a clock and data recovery circuit (CDR). We propose a new clock and data recovery which is based on a 1/4-rate frequency detector (QRFD). The proposed frequency detector helps reduce the VCO frequency and is thus advantageous for high speed application. The proposed frequency detector can achieve low jitter operation and extend the pull-in range without using the reference clock. The proposed CDR was implemented using a 1/4-rate bang-bang type phase detector (PD) and a ring voltage controlled oscillator (VCO). The CDR circuit has been fabricated in a standard 0.18 CMOS technology. It occupies an active area of 1 x 1 and consumes 90 mW from a single 1.8V supply.

Keywords: Clock and data recovery, 1/4-rate frequency detector, 1/4-rate phase detector.

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1831 Wave Vortex Parameters as an Indicator of Breaking Intensity

Authors: B. Robertson, K. Hall

Abstract:

The study of the geometric shape of the plunging wave enclosed vortices as a possible indicator for the breaking intensity of ocean waves has been ongoing for almost 50 years with limited success. This paper investigates the validity of using the vortex ratio and vortex angle as methods of predicting breaking intensity. Previously published works on vortex parameters, based on regular wave flume results or solitary wave theory, present contradictory results and conclusions. Through the first complete analysis of field collected irregular wave breaking vortex parameters it is illustrated that the vortex ratio and vortex angle cannot be accurately predicted using standard breaking wave characteristics and hence are not suggested as a possible indicator for breaking intensity.

Keywords: Breaking Wave Measurement, Wave Vortex Parameters, Analytical Techniques, Ocean Remote Sensing.

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1830 Electromyography Activity of the Rectus Femoris and Biceps Femoris Muscles during Prostration and Squat Exercise

Authors: Mohd Safee M. K., Wan Abas W. A. B, Ibrahim F., Abu Osman N. A., Abdul Malik N. A.

Abstract:

This paper investigates the activity of the rectus femoris (RF) and biceps femoris (BF) in healthy subjects during salat (prostration) and specific exercise (squat exercise) using electromyography (EMG). A group of undergraduates aged between 19 to 25 years voluntarily participated in this study. The myoelectric activity of the muscles were recorded and analyzed. The finding indicated that there were contractions of the muscles during the salat and exercise with almost same EMG’s level. From the result, Wilcoxon’s Rank Sum test showed significant difference between prostration and squat exercise (p<0.05) but the differences was very small; RF (8.63%MVC) and BF (11.43%MVC). Therefore, salat may be useful in strengthening exercise and also in rehabilitation programs for lower limb activities. This pilot study conducted initial research into the biomechanical responses of human muscles in various positions of salat.

Keywords: Electromyography, exercise, muscle, salat.

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1829 Investigation of Building Loads Effect on the Stability of Slope

Authors: Hadj Brahim Mounia, Belhamel Farid, Souici Messoud

Abstract:

In big cities, construction on sloping land (landslide) is becoming increasingly prevalent due to the unavailability of flat lands. This has created a major challenge for structural engineers with regard to structure design, due to the difficulties encountered during the implementation of projects, both for the structure and the soil. This paper analyses the effect of the number of floors of a building, founded on isolated footing on the stability of the slope using the computer code finite element PLAXIS 2D v. 8.2. The isolated footings of a building in this case were anchored in soil so that the levels of successive isolated footing realize a maximum slope of base of three for two heights, which connects the edges of the nearest footings, according to the Algerian building code DTR-BC 2.331: Shallow foundations. The results show that the embedment of the foundation into the soil reduces the value of the safety factor due to the change of the stress state of the soil by these foundations. The number of floors a building has also influences the safety factor. It has been noticed from this case of study that there is no risk of collapse of slopes for an inclination between 5° and 8°. In the case of slope inclination greater than 10° it has been noticed that the urbanization is prohibited.

Keywords: Building, collapse, factor of safety, isolated footing, PLAXIS 2D, slope.

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1828 Probing Anomalous WW γ and WWZ Couplings with Polarized Electron Beam at the LHeC and FCC-Ep Collider

Authors: I. Turk Cakir, A. Senol, A. T. Tasci, O. Cakir

Abstract:

We study the anomalous WWγ and WWZ couplings by calculating total cross sections of two processes at the LHeC with electron beam energy Ee=140 GeV and the proton beam energy Ep=7 TeV, and at the FCC-ep collider with the polarized electron beam energy Ee=80 GeV and the proton beam energy Ep=50 TeV. At the LHeC with electron beam polarization, we obtain the results for the difference of upper and lower bounds as (0.975, 0.118) and (0.285, 0.009) for the anomalous (Δκγ, λγ) and (Δκz, λz) couplings, respectively. As for FCC-ep collider, these bounds are obtained as (1.101, 0.065) and (0.320, 0.002) at an integrated luminosity of Lint=100 fb^-1.

Keywords: Anomalous Couplings, Future Circular Collider, Large Hadron electron Collider, W-boson and Z-boson.

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1827 Model Solutions for Performance-Based Seismic Analysis of an Anchored Sheet Pile Quay Wall

Authors: C. J. W. Habets, D. J. Peters, J. G. de Gijt, A. V. Metrikine, S. N. Jonkman

Abstract:

Conventional seismic designs of quay walls in ports are mostly based on pseudo-static analysis. A more advanced alternative is the Performance-Based Design (PBD) method, which evaluates permanent deformations and amounts of (repairable) damage under seismic loading. The aim of this study is to investigate the suitability of this method for anchored sheet pile quay walls that were not purposely designed for seismic loads. A research methodology is developed in which pseudo-static, permanent-displacement and finite element analysis are employed, calibrated with an experimental reference case that considers a typical anchored sheet pile wall. A reduction factor that accounts for deformation behaviour is determined for pseudo-static analysis. A model to apply traditional permanent displacement analysis on anchored sheet pile walls is proposed. Dynamic analysis is successfully carried out. From the research it is concluded that PBD evaluation can effectively be used for seismic analysis and design of this type of structure.

Keywords: Anchored sheet pile quay wall, simplified dynamic analysis, performance-based design, pseudo-static analysis.

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1826 A Hybrid Particle Swarm Optimization-Nelder- Mead Algorithm (PSO-NM) for Nelson-Siegel- Svensson Calibration

Authors: Sofia Ayouche, Rachid Ellaia, Rajae Aboulaich

Abstract:

Today, insurers may use the yield curve as an indicator evaluation of the profit or the performance of their portfolios; therefore, they modeled it by one class of model that has the ability to fit and forecast the future term structure of interest rates. This class of model is the Nelson-Siegel-Svensson model. Unfortunately, many authors have reported a lot of difficulties when they want to calibrate the model because the optimization problem is not convex and has multiple local optima. In this context, we implement a hybrid Particle Swarm optimization and Nelder Mead algorithm in order to minimize by least squares method, the difference between the zero-coupon curve and the NSS curve.

Keywords: Optimization, zero-coupon curve, Nelson-Siegel- Svensson, Particle Swarm Optimization, Nelder-Mead Algorithm.

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1825 Forecasting the Volatility of Geophysical Time Series with Stochastic Volatility Models

Authors: Maria C. Mariani, Md Al Masum Bhuiyan, Osei K. Tweneboah, Hector G. Huizar

Abstract:

This work is devoted to the study of modeling geophysical time series. A stochastic technique with time-varying parameters is used to forecast the volatility of data arising in geophysics. In this study, the volatility is defined as a logarithmic first-order autoregressive process. We observe that the inclusion of log-volatility into the time-varying parameter estimation significantly improves forecasting which is facilitated via maximum likelihood estimation. This allows us to conclude that the estimation algorithm for the corresponding one-step-ahead suggested volatility (with ±2 standard prediction errors) is very feasible since it possesses good convergence properties.

Keywords: Augmented Dickey Fuller Test, geophysical time series, maximum likelihood estimation, stochastic volatility model.

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1824 A Novel Method for Areal Surface Roughness Measurement

Authors: Romuald Synak, Wlodzimierz Lipinski, Marcin Pawelczak

Abstract:

An area-integrating method that uses the technique of total integrated light scatter for evaluating the root mean square height of the surface Sq has been presented in the paper. It is based on the measurement of the scatter power using a flat photodiode integrator rather than an optical sphere or a hemisphere. By this means, one can obtain much less expensive and smaller instruments than traditional ones. Thanks to this, they could find their application for surface control purposes, particularly in small and medium size enterprises. A description of the functioning of the measuring unit as well as the impact caused by different factors on its properties is presented first. Next, results of measurements of the Sq values performed for optical, silicon and metal samples have been shown. It has been also proven that they are in a good agreement with the results obtained using the Ulbricht sphere instrument.

Keywords: ISO 25178 Standard, scatterometry, surface metrology, surface roughness

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1823 Decolorization and Phenol Removal of Palm Oil Mill Effluent by Termite-Associated Yeast

Authors: P. Chaijak, M. Lertworapreecha, C. Sukkasem

Abstract:

A huge of dark color palm oil mill effluent (POME) cannot pass the discharge standard. It has been identified as the major contributor to the pollution load into ground water. Here, lignin-degrading yeast isolated from a termite nest was tested to treat the POME. Its lignin-degrading and decolorizing ability was determined. The result illustrated that Galactomyces sp. was successfully grown in POME. The decolorizing test demonstrated that 40% of Galactomyces sp. could reduce the color of POME (50% v/v) about 74-75% in 5 days without nutrient supplement. The result suggested that G. reessii has a potential to apply for decolorizing the dark wastewater like POME and other industrial wastewaters.

Keywords: Decolorization, palm oil mill effluent, ligninolytic enzyme, yeast, termite.

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