Search results for: Heterogeneous Earliest Finish Time (HEFT) algorithm

Authors: D. Boutana, B. Barkat , F. Marir

Abstract:

In this paper, we propose a novel time-frequency distribution (TFD) for the analysis of multi-component signals. In particular, we use synthetic as well as real-life speech signals to prove the superiority of the proposed TFD in comparison to some existing ones. In the comparison, we consider the cross-terms suppression and the high energy concentration of the signal around its instantaneous frequency (IF).

Keywords: Cohen's Class, Multicomponent signal, SeparableKernel, Speech signal, Time- frequency resolution.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1875

Authors: Pyung-Soo Kim, Jeong Hun Choi

Abstract:

In this paper, to resolve the problem of existing schemes, an alternative fast handover Proxy Mobile IPv6 (PMIPv6) scheme using the IEEE 802.21 Media Independent Handover (MIH) function is proposed for heterogeneous wireless networks. The proposed scheme comes to support fast handover for the mobile node (MN) irrespective of the presence or absence of MIH functionality as well as L3 mobility functionality, whereas the MN in existing schemes has to implement MIH functionality. That is, the proposed scheme does not require the MN to be involved in MIH related signaling required for handover procedure. The base station (BS) with MIH functionality performs handover on behalf of the MN. Therefore, the proposed scheme can reduce burden and power consumption of MNs with limited resource and battery power since MNs are not required to be involved for the handover procedure. In addition, the proposed scheme can reduce considerably traffic overhead over wireless links between MN and BS since signaling messages are reduced.

Keywords: Fast handover, PMIPv6, MIH.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2389

Authors: Shagufta Tabassum, V. P. Pawar

Abstract:

The study of static dielectric properties in a binary mixture of 1,2 dichloroethane (DE) and n,n dimethylformamide (DMF) polar liquids has been carried out in the frequency range of 10 MHz to 30 GHz for 11 different concentration using time domain reflectometry technique at 10ºC temperature. The dielectric relaxation study of solute-solvent mixture at microwave frequencies gives information regarding the creation of monomers and multimers as well as interaction between the molecules of the binary mixture. The least squares fit method is used to determine the values of dielectric parameters such as static dielectric constant (ε₀), dielectric constant at high frequency (ε_∞) and relaxation time (τ).

Keywords: Excess parameters, relaxation time, static dielectric constant, time domain reflectometry.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 735

Authors: Jong-Bae Lee, Seongsoo Lee

Abstract:

This paper proposes an alternating discharge method of multiple battery cells to extend battery operation time. In the proposed method, two battery cells are periodically connected in turn to a mobile device and only one cell supply power while the other rests. Battery operation time of the connecting cell decreases due to rate-capacity effect, while that of the resting cell increases due to recovery effect. These two effects conflict each other, but recovery effect is generally larger than rate-capacity effect and battery lifetime is extended. It was found from the result that battery operation time increase about 7% by using alternating battery cell discharge.

Keywords: Battery, Recovery Effect, Rate-Capacity Effect, Low-Power, Alternating Battery Cell Discharge.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1698

Authors: Ratchadaporn Oonsivilai, Jutarat Manatwiyangkool, Anant Oonsivilai

Abstract:

Theoptimal extraction condition of dried Phaseolus vulgaris powderwas studied. The three independent variables are raw material concentration, shaking and centrifugaltime. The dependent variables are both yield percentage of crude extract and alphaamylase enzyme inhibition activity. The experimental design was based on box-behnkendesign. Highest yield percentage of crude extract could get from extraction condition at concentration of 1, 0,1, concentration of 0.15 M ,extraction time for 2hour, and separationtime for60 min. Moreover, the crude extract with highest alpha-amylase enzyme inhibition activityoccurred by extraction condition at concentration of 0.10 M, extraction time for 2 min, and separation time for 45 min

Keywords: Extraction time, Optimal condition, Alpha-amylase enzymeinhibition activity

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2551

Authors: Phavanee Narataruksa, Karn Pana-Suppamassadu, Sabaithip TungkamaniRungrote Kokoo, Prayut Jiamrittiwong

Abstract:

The major focus of this work was to characterize hydrodynamics in a packed-bed with and without static mixer by using Computational Fluid Dynamic (CFD). The commercial software: COMSOL MULTIPHYSICSTM Version 3.3 was used to simulate flow fields of mixed-gas reactants i.e. CO and H2. The packed-bed was a single tube with the inside diameter of 0.8 cm and the length of 1.2 cm. The static mixer was inserted inside the tube. The number of twisting elements was 1 with 0.8 cm in diameter and 1.2 cm in length. The packed-bed with and without static mixer were both packed with approximately 700 spherical structures representing catalyst pellets. Incompressible Navier-Stokes equations were used to model the gas flow inside the beds at steady state condition, in which the inlet Reynolds Number (Re) was 2.31. The results revealed that, with the insertion of static mixer, the gas was forced to flow radially inward and outward between the central portion of the tube and the tube wall. This could help improving the overall performance of the packed-bed, which could be utilized for heterogeneous catalytic reaction such as reforming and Fischer- Tropsch reactions.

Keywords: Packed Bed, Static Mixer, Computational Fluid Dynamic (CFD).

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2722

Authors: J. F. Viljoen, Catherine Foxcroft

Abstract:

Expert sight readers rely on their ability to recognize patterns in scores, their inner hearing and prediction skills in order to perform complex sight reading exercises. They also have the ability to observe deviations from expected patterns in musical scores. This increases the “Eye-hand span” (reading ahead of the point of playing) in order to process the elements in the score. The study aims to investigate the gaze patterns of expert and non-expert sight readers focusing on key and time signatures. 20 musicians were tasked with playing 12 sight reading examples composed for one hand and five examples composed for two hands to be performed on a piano keyboard. These examples were composed in different keys and time signatures and included accidentals and changes of time signature to test this theory. Results showed that the experts fixate more and for longer on key and time signatures as well as deviations in examples for two hands than the non-expert group. The inverse was true for the examples for one hand, where expert sight readers showed fewer and shorter fixations on key and time signatures as well as deviations. This seems to suggest that experts focus more on the key and time signatures as well as deviations in complex scores to facilitate sight reading. The examples written for one appeared to be too easy for the expert sight readers, compromising gaze patterns.

Keywords: Cognition, eye tracking, musical notation, sight reading.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 621

Authors: S. Hu, J. Mortensen, Bernard F. Buxton

Abstract:

A real-time tracking system was built to track performers on an interactive stage. Using an ordinary, up to date, desktop workstation, the performers- silhouette was segmented from the background and parameterized by calculating the normalized central image moments. In the stage system, the silhouette moments were then sent to a parallel workstation, which used them to generate corresponding 3D virtual geometry and projected the generated graphic back onto the stage.

Keywords: Image moment, interactive stage, real-time, silhouette.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1222

Authors: Mehmet Savsar

Abstract:

Facility location problem involves locating a facility to optimize some performance measures. Location of a public facility to serve the community, such as a fire station, significantly affects its service quality. Main objective in locating a fire station is to minimize the response time, which is the time duration between receiving a call and reaching the place of incident. In metropolitan areas, fire vehicles need to cross highways and other traffic obstacles through some obstacle-overcoming points which delay the response time. In this paper, fire station location problem is analyzed. Simulation models are developed for the location problems which involve obstacles. Particular case problems are analyzed and the results are presented.

Keywords: Public Facility Location, Fire Stations, Response Time, Fire Vehicle Delays.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2421

Authors: Guomin Luo, Daming Zhang, Yong Kwee Koh, Kim Teck Ng, Helmi Kurniawan, Weng Hoe Leong

Abstract:

Partial discharge (PD) detection is an important method to evaluate the insulation condition of metal-clad apparatus. Non-intrusive sensors which are easy to install and have no interruptions on operation are preferred in onsite PD detection. However, it often lacks of accuracy due to the interferences in PD signals. In this paper a novel PD extraction method that uses frequency analysis and entropy based time-frequency (TF) analysis is introduced. The repetitive pulses from convertor are first removed via frequency analysis. Then, the relative entropy and relative peak-frequency of each pulse (i.e. time-indexed vector TF spectrum) are calculated and all pulses with similar parameters are grouped. According to the characteristics of non-intrusive sensor and the frequency distribution of PDs, the pulses of PD and interferences are separated. Finally the PD signal and interferences are recovered via inverse TF transform. The de-noised result of noisy PD data demonstrates that the combination of frequency and time-frequency techniques can discriminate PDs from interferences with various frequency distributions.

Keywords: Entropy, Fourier analysis, non-intrusive measurement, time-frequency analysis, partial discharge

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1598

Authors: M. Moslehpour, S. Khorsandi

Abstract:

As transition to widespread use of IPv6 addresses has gained momentum, it has been shown to be vulnerable to certain security attacks such as those targeting Neighbor Discovery Protocol (NDP) which provides the address resolution functionality in IPv6. To protect this protocol, Secure Neighbor Discovery (SEND) is introduced. This protocol uses Cryptographically Generated Address (CGA) and asymmetric cryptography as a defense against threats on integrity and identity of NDP. Although SEND protects NDP against attacks, it is computationally intensive due to Hash2 condition in CGA. To improve the CGA computation speed, we parallelized CGA generation process and used the available resources in a trusted network. Furthermore, we focused on the influence of the existence of malicious nodes on the overall load of un-malicious ones in the network. According to the evaluation results, malicious nodes have adverse impacts on the average CGA generation time and on the average number of tries. We utilized a Trust Management that is capable of detecting and isolating the malicious node to remove possible incentives for malicious behavior. We have demonstrated the effectiveness of the Trust Management System in detecting the malicious nodes and hence improving the overall system performance.

Keywords: NDP, SEND, CGA, modifier, malicious node.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1213

Authors: C. Hönnscheidt, R. Krull

Abstract:

Oxidative stress makes up common incidents in eukaryotic metabolism. The presence of diverse components disturbing the equilibrium during oxygen metabolism increases oxidative damage unspecifically in living cells. Body´s own ubiquinone (Q10) seems to be a promising drug in defending the heightened appearance of reactive oxygen species (ROS). Though, its lipophilic properties require a new strategy in drug formulation to overcome their low bioavailability. Consequently, the manufacture of heterogeneous nanodispersions is in focus for medical applications. The composition of conventional nanodispersions is made up of a drug-consisting core and a surfactive agent, also named as surfactant. Long-termed encapsulation of the surfactive components into tissues might be the consequence of the use during medical therapeutics. The potential of provoking side-effects is given by their nonbiodegradable properties. Further improvements during fabrication process use the incorporation of biodegradable components such as modified γ-polyglutamic acid which decreases the potential of prospective side-effects.

Keywords: Biopolymers, γ-Polyglutamic acid, Oxidative stress, Ubiquinone.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2244

Authors: Worawit Somha, Hiroyuki Yamauchi

Abstract:

This paper proposes, for the first time, how the challenges facing the guard-band designs including the margin assist-circuits scheme for the screening-test in the coming process generations should be addressed. The increased screening error impacts are discussed based on the proposed statistical analysis models. It has been shown that the yield-loss caused by the misjudgment on the screening test would become 5-orders of magnitude larger than that for the conventional one when the amplitude of random telegraph noise (RTN) caused variations approaches to that of random dopant fluctuation. Three fitting methods to approximate the RTN caused complex Gamma mixtures distributions by the simple Gaussian mixtures model (GMM) are proposed and compared. It has been verified that the proposed methods can reduce the error of the fail-bit predictions by 4-orders of magnitude.

Keywords: Mixtures of Gaussian, Random telegraph noise, EM algorithm, Long-tail distribution, Fail-bit analysis, Static random access memory, Guard band design.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1847

Authors: Rochdi Omami, Mohamed Omami, Raouf Ouni

Abstract:

Let n ≥ 3 be an integer and p be a prime odd number. Let us consider Gp(n) the subgroup of (Z/nZ)* defined by : Gp(n) = {x ∈ (Z/nZ)* / xp = 1}. In this paper, we give an algorithm that computes a generating set of this subgroup.

Keywords: Group, p-th roots, modulo, unity.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1047

Authors: Azeddine Ghodbane, David Bensoussan, Maher Hammami

Abstract:

In this study, we introduce an alternative adaptive architecture that enhances both time and frequency performance, helpfully mitigating the effects of disturbances from the input plant and external disturbances affecting the output. To facilitate superior performance in both the time and frequency domains, we have developed a user-friendly interactive design methods using the GeoGebra platform.

Keywords: Control theory, decentralized control, sensitivity theory, input-output stability theory, robust multivariable feedback control design.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 241

Authors: Kejun Zhuang

Abstract:

In this paper, the semi–ratio–dependent predator-prey system with nonmonotonic functional response on time scales is investigated. By using the coincidence degree theory, sufficient conditions for existence of periodic solutions are obtained.

Keywords: Semi–ratio–dependent, predator–prey system, coincidence degree, time scales.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1297

Authors: Nkechi Neboh, Josiah Adeyemo, Abimbola Enitan, Oludayo Olugbara

Abstract:

Evolutionary Algorithms (EAs) have been used widely through evolution theory to discover acceptable solutions that corresponds to challenges such as natural resources management. EAs are also used to solve varied problems in the real world. EAs have been rapidly identified for its ease in handling multiple objective problems. Reservoir operations is a vital and researchable area which has been studied in the last few decades due to the limited nature of water resources that is found mostly in the semi-arid regions of the world. The state of some developing economy that depends on electricity for overall development through hydropower production, a renewable form of energy, is appalling due to water scarcity. This paper presents a review of the applications of evolutionary algorithms to reservoir operation for hydropower production. This review includes the discussion on areas such as genetic algorithm, differential evolution, and reservoir operation. It also identified the research gaps discovered in these areas. The results of this study will be an eye opener for researchers and decision makers to think deeply of the adverse effect of water scarcity and drought towards economic development of a nation. Hence, it becomes imperative to identify evolutionary algorithms that can address this issue which can hamper effective hydropower generation.

Keywords: Evolutionary algorithms, genetic algorithm, hydropower, multi-objective, reservoir operations.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2803

Authors: Halil Ibrahim Demir, Tarık Cakar, Ibrahim Cil, Muharrem Dugenci, Caner Erden

Abstract:

Conventionally, process planning, scheduling, and due-date assignment functions are performed separately and sequentially. The interdependence of these functions requires integration. Although integrated process planning and scheduling, and scheduling with due date assignment problems are popular research topics, only a few works address the integration of these three functions. This work focuses on the integration of process planning, WMS scheduling, and WPPW due date assignment. Another novelty of this work is the use of a weighted due date assignment. In the literature, due dates are generally assigned without considering the importance of customers. However, in this study, more important customers get closer due dates. Typically, only tardiness is punished, but the JIT philosophy punishes both earliness and tardiness. In this study, all weighted earliness, tardiness, and due date related costs are penalized. As no customer desires distant due dates, such distant due dates should be penalized. In this study, various levels of integration of these three functions are tested and genetic search and random search are compared both with each other and with ordinary solutions. Higher integration levels are superior, while search is always useful. Genetic searches outperformed random searches.

Keywords: Process planning, weighted scheduling, weighted due-date assignment, genetic algorithm, random search.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1301

Authors: Mohammed H. Rady, Mohd Sukri Mustapa, S Shamsudin, M. A. Lajis, A. Wagiman

Abstract:

The present study is aimed at investigating microhardness and density of aluminium alloy chips when subjected to various settings of preheating temperature and preheating time. Three values of preheating temperature were taken as 450 °C, 500 °C, and 550 °C. On the other hand, three values of preheating time were chosen (1, 2, 3) hours. The influences of the process parameters (preheating temperature and time) were analyzed using Design of Experiments (DOE) approach whereby full factorial design with center point analysis was adopted. The total runs were 11 and they comprise of two factors of full factorial design with 3 center points. The responses were microhardness and density. The results showed that the density and microhardness increased with decreasing the preheating temperature. The results also found that the preheating temperature is more important to be controlled rather than the preheating time in microhardness analysis while both the preheating temperature and preheating time are important in density analysis. It can be concluded that setting temperature at 450 °C for 1 hour resulted in the optimum responses.

Keywords: AA6061, density, DOE, hot extrusion, microhardness.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 713

Authors: Kamaruddin Malik Mohamad, Sapiee Haji Jamel, Mustafa Mat Deris

Abstract:

Memory forensic is important in digital investigation. The forensic is based on the data stored in physical memory that involve memory management and processing time. However, the current forensic tools do not consider the efficiency in terms of storage management and the processing time. This paper shows the high redundancy of data found in the physical memory that cause inefficiency in processing time and memory management. The experiment is done using Borland C compiler on Windows XP with 512 MB of physical memory.

Keywords: Digital Evidence, Memory Forensics.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2026

Authors: N. Kh. Gomidze, I. N. Jabnidze, K. A. Makharadze

Abstract:

The influence of inhomogeneities of plasma and statistical characteristics on the propagation of signal is very actual in wireless communication systems. While propagating in the media, the deformation and evaluation of the signal in time and space take place and on the receiver we get a deformed signal. The present article is dedicated to studying the space-time evolution of rectangular, sinusoidal, exponential and bi-exponential impulses via numerical experiment in the collisional, cold plasma. The presented method is not based on the Fourier-presentation of the signal. Analytically, we have received the general image depicting the space-time evolution of the radio impulse amplitude that gives an opportunity to analyze the concrete results in the case of primary impulse.

Keywords: Collisional, cold plasma, rectangular pulse signal, impulse envelope.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 844

Authors: C. Gunavathi, K. Premalatha

Abstract:

Microarray technology is universally used in the study of disease diagnosis using gene expression levels. The main shortcoming of gene expression data is that it includes thousands of genes and a small number of samples. Abundant methods and techniques have been proposed for tumor classification using microarray gene expression data. Feature or gene selection methods can be used to mine the genes that directly involve in the classification and to eliminate irrelevant genes. In this paper statistical measures like T-Statistics, Signal-to-Noise Ratio (SNR) and F-Statistics are used to rank the genes. The ranked genes are used for further classification. Particle Swarm Optimization (PSO) algorithm and Shuffled Frog Leaping (SFL) algorithm are used to find the significant genes from the top-m ranked genes. The Naïve Bayes Classifier (NBC) is used to classify the samples based on the significant genes. The proposed work is applied on Lung and Ovarian datasets. The experimental results show that the proposed method achieves 100% accuracy in all the three datasets and the results are compared with previous works.

Keywords: Microarray, T-Statistics, Signal-to-Noise Ratio, FStatistics, Particle Swarm Optimization, Shuffled Frog Leaping, Naïve Bayes Classifier.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1954

Authors: Cem Karacal, Sohyung Cho, William Yu

Abstract:

In metal cutting industries, mathematical/statistical models are typically used to predict tool replacement time. These off-line methods usually result in less than optimum replacement time thereby either wasting resources or causing quality problems. The few online real-time methods proposed use indirect measurement techniques and are prone to similar errors. Our idea is based on identifying the optimal replacement time using an electronic nose to detect the airborne compounds released when the tool wear reaches to a chemical substrate doped into tool material during the fabrication. The study investigates the feasibility of the idea, possible doping materials and methods along with data stream mining techniques for detection and monitoring different phases of tool wear.

Keywords: Tool condition monitoring, cutting tool replacement, data stream mining, e-Nose.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1887

Authors: S. Prem Kumar, H. Thameemul Ansari, V. Saminadan

Abstract:

A smart grid is an emerging technology in the power delivery system which provides an intelligent, self-recovery and homeostatic grid in delivering power to the users. Smart grid communication network provides transmission capacity for information transformation within the connected nodes in the network, in favor of functional and operational needs. In the electric grids communication network delay is based on choosing the appropriate technology and the types of devices enforced. In distinction, the combination of IEEE 802.16 based WiMAX and IEEE 802.11 based WiFi technologies provides improved coverage and gives low delay performances to meet the smart grid needs. By incorporating this method in Wide Area Monitoring System (WAMS) and Advanced Metering Infrastructure (AMI) the performance of the smart grid will be considerably improved. This work deals with the implementation of WiMAX-WLAN integrated network architecture for WAMS and AMI in the smart grid.

Keywords: WiMAX, WLAN, WAMS, Smart Grid, HetNet, AMI.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1025

Authors: Jixiang Zhang, Guocheng Wang

Abstract:

A dynamic of Bertrand duopoly game is analyzed, where players use different production methods and choose their prices with bounded rationality. The equilibriums of the corresponding discrete dynamical systems are investigated. The stability conditions of Nash equilibrium under a local adjustment process are studied. The stability conditions of Nash equilibrium under a local adjustment process are studied. The stability of Nash equilibrium, as some parameters of the model are varied, gives rise to complex dynamics such as cycles of higher order and chaos. On this basis, we discover that an increase of adjustment speed of bounded rational player can make Bertrand market sink into the chaotic state. Finally, the complex dynamics, bifurcations and chaos are displayed by numerical simulation.

Keywords: Bertrand duopoly model, Discrete dynamical system, Heterogeneous expectations, Nash equilibrium.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2608

Authors: Vishal Awasthi, Atul Kumar Agnihotri

Abstract:

Face is a non-intrusive strong biometrics for identification of original and dummy facial by different artificial means. Face recognition is extremely important in the contexts of computer vision, psychology, surveillance, pattern recognition, neural network, content based video processing. The availability of a widespread face database is crucial to test the performance of these face recognition algorithms. The openly available face databases include face images with a wide range of poses, illumination, gestures and face occlusions but there is no dummy face database accessible in public domain. This paper presents a face detection algorithm based on the image segmentation in terms of distance from a fixed point and template matching methods. This proposed work is having the most appropriate number of nodal points resulting in most appropriate outcomes in terms of face recognition and detection. The time taken to identify and extract distinctive facial features is improved in the range of 90 to 110 sec. with the increment of efficiency by 3%.

Keywords: Face recognition, Principal Component Analysis, PCA, Linear Discriminant Analysis, LDA, Improved Support Vector Machine, iSVM, elastic bunch mapping technique.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 504

Authors: Timothée Bligny, Clément Codron, Antoine Estruch, Nicolas Girodet, Clément Ginet

Abstract:

Collateralized Debt Obligations are not as widely used nowadays as they were before 2007 Subprime crisis. Nonetheless there remains an enthralling challenge to optimize cash flows associated with synthetic CDOs. A Gaussian-based model is used here in which default correlation and unconditional probabilities of default are highlighted. Then numerous simulations are performed based on this model for different scenarios in order to evaluate the associated cash flows given a specific number of defaults at different periods of time. Cash flows are not solely calculated on a single bought or sold tranche but rather on a combination of bought and sold tranches. With some assumptions, the simplex algorithm gives a way to find the maximum cash flow according to correlation of defaults and maturities. The used Gaussian model is not realistic in crisis situations. Besides present system does not handle buying or selling a portion of a tranche but only the whole tranche. However the work provides the investor with relevant elements on how to know what and when to buy and sell.

Keywords: Synthetic Collateralized Debt Obligation (CDO), Credit Default Swap (CDS), Cash Flow Optimization, Probability of Default, Default Correlation, Strategies, Simulation, Simplex.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1910

Authors: Mohamed Hamdaoui, Jean-Baptiste Mouret, Stephane Doncieux, Pierre Sagaut

Abstract:

The aim of this work is to present a multi-objective optimization method to find maximum efficiency kinematics for a flapping wing unmanned aerial vehicle. We restrained our study to rectangular wings with the same profile along the span and to harmonic dihedral motion. It is assumed that the birdlike aerial vehicle (whose span and surface area were fixed respectively to 1m and 0.15m2) is in horizontal mechanically balanced motion at fixed speed. We used two flight physics models to describe the vehicle aerodynamic performances, namely DeLaurier-s model, which has been used in many studies dealing with flapping wings, and the model proposed by Dae-Kwan et al. Then, a constrained multi-objective optimization of the propulsive efficiency is performed using a recent evolutionary multi-objective algorithm called є-MOEA. Firstly, we show that feasible solutions (i.e. solutions that fulfil the imposed constraints) can be obtained using Dae-Kwan et al.-s model. Secondly, we highlight that a single objective optimization approach (weighted sum method for example) can also give optimal solutions as good as the multi-objective one which nevertheless offers the advantage of directly generating the set of the best trade-offs. Finally, we show that the DeLaurier-s model does not yield feasible solutions.

Keywords: Flight physics, evolutionary algorithm, optimization, Pareto surface.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1651

Authors: Randeep Kaur, Jyoti Ohri

Abstract:

This paper proposes a new technique to design a fixed-structure robust loop shaping controller for the pneumatic servosystem. In this paper, a new method based on a particle swarm optimization (PSO) algorithm for tuning the weighting function parameters to design an H∞ controller is presented. The PSO algorithm is used to minimize the infinity norm of the transfer function of the nominal closed loop system to obtain the optimal parameters of the weighting functions. The optimal stability margin is used as an objective in PSO for selecting the optimal weighting parameters; it is shown that the proposed method can simplify the design procedure of H∞ control to obtain optimal robust controller for pneumatic servosystem. In addition, the order of the proposed controller is much lower than that of the conventional robust loop shaping controller, making it easy to implement in practical works. Also two-degree-of-freedom (2DOF) control design procedure is proposed to improve tracking performance in the face of noise and disturbance. Result of simulations demonstrates the advantages of the proposed controller in terms of simple structure and robustness against plant perturbations and disturbances.

Keywords: Robust control, Pneumatic Servosystem, PSO, H∞ control, 2DOF.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2436

Authors: G. M. Mir, Moinuddin, N. A. Shah

Abstract:

In the age of global communications, heterogeneous networks are seen to be the best choice of strategy to ensure continuous and uninterruptible services. This will allow mobile terminal to stay in connection even they are migrating into different segment coverage through the handoff process. With the increase of teletraffic demands in mobile cellular system, hierarchical cellular systems have been adopted extensively for more efficient channel utilization and better QoS (Quality of Service). This paper presents a bidirectional call overflow scheme between two layers of microcells and macrocells, where handoffs are decided by the velocity of mobile making the call. To ensure that handoff calls are given higher priorities, it is assumed that guard channels are assigned in both macrocells and microcells. A hysteresis value introduced in mobile velocity is used to allow mobile roam in the same cell if its velocity changes back within the set threshold values. By doing this the number of handoffs is reduced thereby reducing the processing overhead and enhancing the quality of service to the end user.

Keywords: Hierarchical cellular systems, hysteresis, overflow, threshold.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1375