Search results for: linear model
8285 A Comparative Study into Observer based Fault Detection and Diagnosis in DC Motors: Part-I
Authors: Padmakumar S., Vivek Agarwal, Kallol Roy
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A model based fault detection and diagnosis technique for DC motor is proposed in this paper. Fault detection using Kalman filter and its different variants are compared. Only incipient faults are considered for the study. The Kalman Filter iterations and all the related computations required for fault detection and fault confirmation are presented. A second order linear state space model of DC motor is used for this work. A comparative assessment of the estimates computed from four different observers and their relative performance is evaluated.Keywords: DC motor model, Fault detection and diagnosis Kalman Filter, Unscented Kalman Filter
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24958284 Reducing Uncertainty of Monte Carlo Estimated Fatigue Damage in Offshore Wind Turbines Using FORM
Authors: Jan-Tore H. Horn, Jørgen Juncher Jensen
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Uncertainties related to fatigue damage estimation of non-linear systems are highly dependent on the tail behaviour and extreme values of the stress range distribution. By using a combination of the First Order Reliability Method (FORM) and Monte Carlo simulations (MCS), the accuracy of the fatigue estimations may be improved for the same computational efforts. The method is applied to a bottom-fixed, monopile-supported large offshore wind turbine, which is a non-linear and dynamically sensitive system. Different curve fitting techniques to the fatigue damage distribution have been used depending on the sea-state dependent response characteristics, and the effect of a bi-linear S-N curve is discussed. Finally, analyses are performed on several environmental conditions to investigate the long-term applicability of this multistep method. Wave loads are calculated using state-of-the-art theory, while wind loads are applied with a simplified model based on rotor thrust coefficients.Keywords: Fatigue damage, FORM, monopile, monte carlo simulation, reliability, wind turbine.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11898283 Classification of Soil Aptness to Establish of Panicum virgatum in Mississippi using Sensitivity Analysis and GIS
Authors: Eduardo F. Arias, William Cooke III, Zhaofei Fan, William Kingery
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During the last decade Panicum virgatum, known as Switchgrass, has been broadly studied because of its remarkable attributes as a substitute pasture and as a functional biofuel source. The objective of this investigation was to establish soil suitability for Switchgrass in the State of Mississippi. A linear weighted additive model was developed to forecast soil suitability. Multicriteria analysis and Sensitivity analysis were utilized to adjust and optimize the model. The model was fit using seven years of field data associated with soils characteristics collected from Natural Resources Conservation System - United States Department of Agriculture (NRCS-USDA). The best model was selected by correlating calculated biomass yield with each model's soils-based output for Switchgrass suitability. Coefficient of determination (r2) was the decisive factor used to establish the 'best' soil suitability model. Coefficients associated with the 'best' model were implemented within a Geographic Information System (GIS) to create a map of relative soil suitability for Switchgrass in Mississippi. A Geodatabase associated with soil parameters was built and is available for future Geographic Information System use.Keywords: Aptness, GIS, sensitivity analysis, switchgrass, soil.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15358282 Modelling Extreme Temperature in Malaysia Using Generalized Extreme Value Distribution
Authors: Husna Hasan, Norfatin Salam, Mohd Bakri Adam
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Extreme temperature of several stations in Malaysia is modelled by fitting the monthly maximum to the Generalized Extreme Value (GEV) distribution. The Mann-Kendall (MK) test suggests a non-stationary model. Two models are considered for stations with trend and the Likelihood Ratio test is used to determine the best-fitting model. Results show that half of the stations favour a model which is linear for the location parameters. The return level is the level of events (maximum temperature) which is expected to be exceeded once, on average, in a given number of years, is obtained.Keywords: Extreme temperature, extreme value, return level.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28358281 Involving Action Potential Morphology on a New Cellular Automata Model of Cardiac Action Potential Propagation
Authors: F. Pourhasanzade, S. H. Sabzpoushan
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Computer modeling has played a unique role in understanding electrocardiography. Modeling and simulating cardiac action potential propagation is suitable for studying normal and pathological cardiac activation. This paper presents a 2-D Cellular Automata model for simulating action potential propagation in cardiac tissue. We demonstrate a novel algorithm in order to use minimum neighbors. This algorithm uses the summation of the excitability attributes of excited neighboring cells. We try to eliminate flat edges in the result patterns by inserting probability to the model. We also preserve the real shape of action potential by using linear curve fitting of one well known electrophysiological model.Keywords: Cellular Automata, Action Potential Propagation, cardiac tissue, Isotropic Pattern, accurate shape of cardiac actionpotential.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13288280 Fuzzy EOQ Models for Deteriorating Items with Stock Dependent Demand and Non-Linear Holding Costs
Authors: G. C. Mahata, A. Goswami
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This paper deals with infinite time horizon fuzzy Economic Order Quantity (EOQ) models for deteriorating items with stock dependent demand rate and nonlinear holding costs by taking deterioration rate θ0 as a triangular fuzzy number (θ0 −δ 1, θ0, θ0 +δ 2), where 1 2 0 0 <δ ,δ <θ are fixed real numbers. The traditional parameters such as unit cost and ordering cost have been kept constant but holding cost is considered to vary. Two possibilities of variations in the holding cost function namely, a non-linear function of the length of time for which the item is held in stock and a non-linear function of the amount of on-hand inventory have been used in the models. The approximate optimal solution for the fuzzy cost functions in both these cases have been obtained and the effect of non-linearity in holding costs is studied with the help of a numerical example.
Keywords: Inventory Model, Deterioration, Holding Cost, Fuzzy Total Cost, Extension Principle.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18148279 A Contractor for the Symmetric Solution Set
Authors: Milan Hladik
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The symmetric solution set Σ sym is the set of all solutions to the linear systems Ax = b, where A is symmetric and lies between some given bounds A and A, and b lies between b and b. We present a contractor for Σ sym, which is an iterative method that starts with some initial enclosure of Σ sym (by means of a cartesian product of intervals) and sequentially makes the enclosure tighter. Our contractor is based on polyhedral approximation and solving a series of linear programs. Even though it does not converge to the optimal bounds in general, it may significantly reduce the overestimation. The efficiency is discussed by a number of numerical experiments.
Keywords: Linear interval systems, solution set, interval matrix, symmetric matrix.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12858278 Vibration of a Beam on an Elastic Foundation Using the Variational Iteration Method
Authors: Desmond Adair, Kairat Ismailov, Martin Jaeger
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Modelling of Timoshenko beams on elastic foundations has been widely used in the analysis of buildings, geotechnical problems, and, railway and aerospace structures. For the elastic foundation, the most widely used models are one-parameter mechanical models or two-parameter models to include continuity and cohesion of typical foundations, with the two-parameter usually considered the better of the two. Knowledge of free vibration characteristics of beams on an elastic foundation is considered necessary for optimal design solutions in many engineering applications, and in this work, the efficient and accurate variational iteration method is developed and used to calculate natural frequencies of a Timoshenko beam on a two-parameter foundation. The variational iteration method is a technique capable of dealing with some linear and non-linear problems in an easy and efficient way. The calculations are compared with those using a finite-element method and other analytical solutions, and it is shown that the results are accurate and are obtained efficiently. It is found that the effect of the presence of the two-parameter foundation is to increase the beam’s natural frequencies and this is thought to be because of the shear-layer stiffness, which has an effect on the elastic stiffness. By setting the two-parameter model’s stiffness parameter to zero, it is possible to obtain a one-parameter foundation model, and so, comparison between the two foundation models is also made.
Keywords: Timoshenko beam, variational iteration method, two-parameter elastic foundation model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9768277 Modeling Residential Space Heating Energy for Romania
Authors: Ion Smeureanu, Adriana Reveiu, Marian Dardala, Titus Felix Furtuna, Roman Kanala
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This paper proposes a linear model for optimizing domestic energy consumption in Romania. The particularity of the model is that it is putting in competition both tangible technologies and thermal insulation projects with different financing modes. The model is optimizing the energy system by minimizing the global discounted cost in household sector, by integrating residential lighting, space heating, hot water, combined space heating – hot water, as well as space cooling, in a monolithic model. Another demand sector included is the passenger transport. This paper focuses on space heating part, analyzing technical and economic issues related to investment decisions to envelope and insulate buildings, in order to minimize energy consumption.Keywords: Consumer behavior, energy modelling, Open Source Energy Modeling System (OSeMOSYS), MARKAL/TIMES Romanian energy model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25588276 Self-Tuning Power System Stabilizer Based on Recursive Least Square Identification and Linear Quadratic Regulator
Authors: J. Ritonja
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Available commercial applications of power system stabilizers assure optimal damping of synchronous generator’s oscillations only in a small part of operating range. Parameters of the power system stabilizer are usually tuned for the selected operating point. Extensive variations of the synchronous generator’s operation result in changed dynamic characteristics. This is the reason that the power system stabilizer tuned for the nominal operating point does not satisfy preferred damping in the overall operation area. The small-signal stability and the transient stability of the synchronous generators have represented an attractive problem for testing different concepts of the modern control theory. Of all the methods, the adaptive control has proved to be the most suitable for the design of the power system stabilizers. The adaptive control has been used in order to assure the optimal damping through the entire synchronous generator’s operating range. The use of the adaptive control is possible because the loading variations and consequently the variations of the synchronous generator’s dynamic characteristics are, in most cases, essentially slower than the adaptation mechanism. The paper shows the development and the application of the self-tuning power system stabilizer based on recursive least square identification method and linear quadratic regulator. Identification method is used to calculate the parameters of the Heffron-Phillips model of the synchronous generator. On the basis of the calculated parameters of the synchronous generator’s mathematical model, the synthesis of the linear quadratic regulator is carried-out. The identification and the synthesis are implemented on-line. In this way, the self-tuning power system stabilizer adapts to the different operating conditions. A purpose of this paper is to contribute to development of the more effective power system stabilizers, which would replace currently used linear stabilizers. The presented self-tuning power system stabilizer makes the tuning of the controller parameters easier and assures damping improvement in the complete operating range. The results of simulations and experiments show essential improvement of the synchronous generator’s damping and power system stability.
Keywords: Adaptive control, linear quadratic regulator, power system stabilizer, recursive least square identification.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11238275 Optimal Trajectories for Highly Automated Driving
Authors: Christian Rathgeber, Franz Winkler, Xiaoyu Kang, Steffen Müller
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In this contribution two approaches for calculating optimal trajectories for highly automated vehicles are presented and compared. The first one is based on a non-linear vehicle model, used for evaluation. The second one is based on a simplified model and can be implemented on a current ECU. In usual driving situations both approaches show very similar results.Keywords: Trajectory planning, direct method, indirect method, highly automated driving.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29418274 Factors Affecting Slot Machine Performance in an Electronic Gaming Machine Facility
Authors: Etienne Provencal, David L. St-Pierre
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A facility exploiting only electronic gambling machines (EGMs) opened in 2007 in Quebec City, Canada under the name of Salons de Jeux du Québec (SdjQ). This facility is one of the first worldwide to rely on that business model. This paper models the performance of such EGMs. The interest from a managerial point of view is to identify the variables that can be controlled or influenced so that a comprehensive model can help improve the overall performance of the business. The EGM individual performance model contains eight different variables under study (Game Title, Progressive jackpot, Bonus Round, Minimum Coin-in, Maximum Coin-in, Denomination, Slant Top and Position). Using data from Quebec City’s SdjQ, a linear regression analysis explains 90.80% of the EGM performance. Moreover, results show a behavior slightly different than that of a casino. The addition of GameTitle as a factor to predict the EGM performance is one of the main contributions of this paper. The choice of the game (GameTitle) is very important. Games having better position do not have significantly better performance than games located elsewhere on the gaming floor. Progressive jackpots have a positive and significant effect on the individual performance of EGMs. The impact of BonusRound on the dependent variable is significant but negative. The effect of Denomination is significant but weakly negative. As expected, the Language of an EGMS does not impact its individual performance. This paper highlights some possible improvements by indicating which features are performing well. Recommendations are given to increase the performance of the EGMs performance.
Keywords: EGM, linear regression, model prediction, slot operations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15638273 Convergence Analysis of Training Two-Hidden-Layer Partially Over-Parameterized ReLU Networks via Gradient Descent
Authors: Zhifeng Kong
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Over-parameterized neural networks have attracted a great deal of attention in recent deep learning theory research, as they challenge the classic perspective of over-fitting when the model has excessive parameters and have gained empirical success in various settings. While a number of theoretical works have been presented to demystify properties of such models, the convergence properties of such models are still far from being thoroughly understood. In this work, we study the convergence properties of training two-hidden-layer partially over-parameterized fully connected networks with the Rectified Linear Unit activation via gradient descent. To our knowledge, this is the first theoretical work to understand convergence properties of deep over-parameterized networks without the equally-wide-hidden-layer assumption and other unrealistic assumptions. We provide a probabilistic lower bound of the widths of hidden layers and proved linear convergence rate of gradient descent. We also conducted experiments on synthetic and real-world datasets to validate our theory.Keywords: Over-parameterization, Rectified Linear Units (ReLU), convergence, gradient descent, neural networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8978272 Wavelet Based Identification of Second Order Linear System
Authors: Sudipta Majumdar, Harish Parthasarathy
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In this paper, a wavelet based method is proposed to identify the constant coefficients of a second order linear system and is compared with the least squares method. The proposed method shows improved accuracy of parameter estimation as compared to the least squares method. Additionally, it has the advantage of smaller data requirement and storage requirement as compared to the least squares method.Keywords: Least squares method, linear system, system identification, wavelet transform.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15758271 A PSO-Based Optimum Design of PID Controller for a Linear Brushless DC Motor
Authors: Mehdi Nasri, Hossein Nezamabadi-pour, Malihe Maghfoori
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This Paper presents a particle swarm optimization (PSO) method for determining the optimal proportional-integral-derivative (PID) controller parameters, for speed control of a linear brushless DC motor. The proposed approach has superior features, including easy implementation, stable convergence characteristic and good computational efficiency. The brushless DC motor is modelled in Simulink and the PSO algorithm is implemented in MATLAB. Comparing with Genetic Algorithm (GA) and Linear quadratic regulator (LQR) method, the proposed method was more efficient in improving the step response characteristics such as, reducing the steady-states error; rise time, settling time and maximum overshoot in speed control of a linear brushless DC motor.
Keywords: Brushless DC motor, Particle swarm optimization, PID Controller, Optimal control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 49628270 Ride Control of Passenger Cars with Semi-active Suspension System Using a Linear Quadratic Regulator and Hybrid Optimization Algorithm
Authors: Ali Fellah Jahromi, Wen Fang Xie, Rama B. Bhat
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A semi-active control strategy for suspension systems of passenger cars is presented employing Magnetorheological (MR) dampers. The vehicle is modeled with seven DOFs including the, roll pitch and bounce of car body, and the vertical motion of the four tires. In order to design an optimal controller based on the actuator constraints, a Linear-Quadratic Regulator (LQR) is designed. The design procedure of the LQR consists of selecting two weighting matrices to minimize the energy of the control system. This paper presents a hybrid optimization procedure which is a combination of gradient-based and evolutionary algorithms to choose the weighting matrices with regards to the actuator constraint. The optimization algorithm is defined based on maximum comfort and actuator constraints. It is noted that utilizing the present control algorithm may significantly reduce the vibration response of the passenger car, thus, providing a comfortable ride.Keywords: Full car model, Linear Quadratic Regulator, Sequential Quadratic Programming, Genetic Algorithm
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29408269 Development of a Multi-Factorial Instrument for Accident Analysis Based on Systemic Methods
Authors: C. V. Pietreanu, S. E. Zaharia, C. Dinu
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The present research is built on three major pillars, commencing by making some considerations on accident investigation methods and pointing out both defining aspects and differences between linear and non-linear analysis. The traditional linear focus on accident analysis describes accidents as a sequence of events, while the latest systemic models outline interdependencies between different factors and define the processes evolution related to a specific (normal) situation. Linear and non-linear accident analysis methods have specific limitations, so the second point of interest is mirrored by the aim to discover the drawbacks of systemic models which becomes a starting point for developing new directions to identify risks or data closer to the cause of incidents/accidents. Since communication represents a critical issue in the interaction of human factor and has been proved to be the answer of the problems made by possible breakdowns in different communication procedures, from this focus point, on the third pylon a new error-modeling instrument suitable for risk assessment/accident analysis will be elaborated.
Keywords: Accident analysis, multi-factorial error modeling, risk, systemic methods.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10398268 Using Non-Linear Programming Techniques in Determination of the Most Probable Slip Surface in 3D Slopes
Authors: M. M. Toufigh, A. R. Ahangarasr, A. Ouria
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Among many different methods that are used for optimizing different engineering problems mathematical (numerical) optimization techniques are very important because they can easily be used and are consistent with most of engineering problems. Many studies and researches are done on stability analysis of three dimensional (3D) slopes and the relating probable slip surfaces and determination of factors of safety, but in most of them force equilibrium equations, as in simplified 2D methods, are considered only in two directions. In other words for decreasing mathematical calculations and also for simplifying purposes the force equilibrium equation in 3rd direction is omitted. This point is considered in just a few numbers of previous studies and most of them have only given a factor of safety and they haven-t made enough effort to find the most probable slip surface. In this study shapes of the slip surfaces are modeled, and safety factors are calculated considering the force equilibrium equations in all three directions, and also the moment equilibrium equation is satisfied in the slip direction, and using nonlinear programming techniques the shape of the most probable slip surface is determined. The model which is used in this study is a 3D model that is composed of three upper surfaces which can cover all defined and probable slip surfaces. In this research the meshing process is done in a way that all elements are prismatic with quadrilateral cross sections, and the safety factor is defined on this quadrilateral surface in the base of the element which is a part of the whole slip surface. The method that is used in this study to find the most probable slip surface is the non-linear programming method in which the objective function that must get optimized is the factor of safety that is a function of the soil properties and the coordinates of the nodes on the probable slip surface. The main reason for using non-linear programming method in this research is its quick convergence to the desired responses. The final results show a good compatibility with the previously used classical and 2D methods and also show a reasonable convergence speed.Keywords: Non-linear programming, numerical optimization, slope stability, 3D analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16198267 Optimization of Enzymatic Hydrolysis of Manihot Esculenta Root Starch by Immobilizeda-Amylase Using Response Surface Methodology
Authors: G. Baskar, C. Muthukumaran, S. Renganathan
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Enzymatic hydrolysis of starch from natural sources finds potential application in commercial production of alcoholic beverage and bioethanol. In this study the effect of starch concentration, temperature, time and enzyme concentration were studied and optimized for hydrolysis of cassava (Manihot esculenta) starch powder (of mesh 80/120) into glucose syrup by immobilized (using Polyacrylamide gel) a-amylase using central composite design. The experimental result on enzymatic hydrolysis of cassava starch was subjected to multiple linear regression analysis using MINITAB 14 software. Positive linear effect of starch concentration, enzyme concentration and time was observed on hydrolysis of cassava starch by a-amylase. The statistical significance of the model was validated by F-test for analysis of variance (p < 0.01). The optimum value of starch concentration temperature, time and enzyme concentration were found to be 4.5% (w/v), 45oC, 150 min, and 1% (w/v) enzyme. The maximum glucose yield at optimum condition was 5.17 mg/mL.Keywords: Enzymatic hydrolysis, Alcoholic beverage, Centralcomposite design, Polynomial model, glucose yield.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22378266 Large Vibration Amplitude of Circular Functionally Graded Plates Resting on Pasternak Foundations
Authors: El Kaak Rachid, El Bikri Khalid, Benamar Rhali
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In the present study, the problem of geometrically nonlinear free vibrations of functionally graded circular plates (FGCP) resting on Pasternak elastic foundation with immovable ends was studied. The material properties of the functionally graded composites examined were assumed to be graded in the thickness direction and estimated through the rule of mixture. The theoretical model is based on the classical Plate theory and the Von Kármán geometrical nonlinearity assumptions. Hamilton’s principle is applied and a multimode approach is derived to calculate the fundamental nonlinear frequency parameters, which are found to be in a good agreement with the published results dealing with the problem of functionally graded plates. On the other hand, the influence of the foundation parameters on the nonlinear frequency to the linear frequency ratio of the FGCP has been studied. The effect of the linear and shearing foundations is to decrease the frequency ratio, where it increases with the effect of the nonlinear foundation stiffness.
Keywords: Non-linear vibrations, Circular plates, Pasternak foundation, functionally graded materials.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21848265 Rheological Modeling for Shape-Memory Thermoplastic Polymers
Authors: H. Hosseini, B. V. Berdyshev, I. Iskopintsev
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This paper presents a rheological model for producing shape-memory thermoplastic polymers. Shape-memory occurs as a result of internal rearrangement of the structural elements of a polymer. A non-linear viscoelastic model was developed that allows qualitative and quantitative prediction of the stress-strain behavior of shape-memory polymers during heating. This research was done to develop a technique to determine the maximum possible change in size of shape-memory products during heating. The rheological model used in this work was particularly suitable for defining process parameters and constructive parameters of the processing equipment.Keywords: Elastic deformation, heating, shape-memory polymers, stress-strain behavior.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17698264 A Family of Zero Stable Block Integrator for the Solutions of Ordinary Differential Equations
Authors: A. M. Sagir
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In this paper, linear multistep technique using power series as the basis function is used to develop the block methods which are suitable for generating direct solution of the special second order ordinary differential equations with associated initial or boundary conditions. The continuous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain two different four discrete schemes, each of order (5,5,5,5)T, which were used in block form for parallel or sequential solutions of the problems. The computational burden and computer time wastage involved in the usual reduction of second order problem into system of first order equations are avoided by this approach. Furthermore, a stability analysis and efficiency of the block methods are tested on linear and non-linear ordinary differential equations and the results obtained compared favorably with the exact solution.Keywords: Block Method, Hybrid, Linear Multistep Method, Self – starting, Special Second Order.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14828263 Normalizing Logarithms of Realized Volatility in an ARFIMA Model
Authors: G. L. C. Yap
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Modelling realized volatility with high-frequency returns is popular as it is an unbiased and efficient estimator of return volatility. A computationally simple model is fitting the logarithms of the realized volatilities with a fractionally integrated long-memory Gaussian process. The Gaussianity assumption simplifies the parameter estimation using the Whittle approximation. Nonetheless, this assumption may not be met in the finite samples and there may be a need to normalize the financial series. Based on the empirical indices S&P500 and DAX, this paper examines the performance of the linear volatility model pre-treated with normalization compared to its existing counterpart. The empirical results show that by including normalization as a pre-treatment procedure, the forecast performance outperforms the existing model in terms of statistical and economic evaluations.
Keywords: Long-memory, Gaussian process, Whittle estimator, normalization, volatility, value-at-risk.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16888262 Short-Term Electric Load Forecasting Using Multiple Gaussian Process Models
Authors: Tomohiro Hachino, Hitoshi Takata, Seiji Fukushima, Yasutaka Igarashi
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This paper presents a Gaussian process model-based short-term electric load forecasting. The Gaussian process model is a nonparametric model and the output of the model has Gaussian distribution with mean and variance. The multiple Gaussian process models as every hour ahead predictors are used to forecast future electric load demands up to 24 hours ahead in accordance with the direct forecasting approach. The separable least-squares approach that combines the linear least-squares method and genetic algorithm is applied to train these Gaussian process models. Simulation results are shown to demonstrate the effectiveness of the proposed electric load forecasting.
Keywords: Direct method, electric load forecasting, Gaussian process model, genetic algorithm, separable least-squares method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19848261 Asymptotic Stabilization of an Active Magnetic Bearing System using LMI-based Sliding Mode Control
Authors: Abdul Rashid Husain, Mohamad Noh Ahmad, Abdul Halim Mohd. Yatim
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In this paper, stabilization of an Active Magnetic Bearing (AMB) system with varying rotor speed using Sliding Mode Control (SMC) technique is considered. The gyroscopic effect inherited in the system is proportional to rotor speed in which this nonlinearity effect causes high system instability as the rotor speed increases. Also, transformation of the AMB dynamic model into a new class of uncertain system shows that this gyroscopic effect lies in the mismatched part of the system matrix. Moreover, the current gain parameter is allowed to be varied in a known bound as an uncertainty in the input matrix. SMC design method is proposed in which the sufficient condition that guarantees the global exponential stability of the reduced-order system is represented in Linear Matrix Inequality (LMI). Then, a new chattering-free control law is established such that the system states are driven to reach the switching surface and stay on it thereafter. The performance of the controller applied to the AMB model is demonstrated through simulation works under various system conditions.
Keywords: Active Magnetic Bearing (AMB), Sliding ModeControl (SMC), Linear Matrix Inequality (LMI), mismatcheduncertainty.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15228260 DNA Nanowires: A Charge Transfer Approach
Authors: S. Behnia, S. Fathizadeh
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Conductivity properties of DNA molecule is investigated in a simple, but chemically specific approach that is intimately related to the Su-Schrieffer-Heeger (SSH) model. This model is a tight-binding linear nanoscale chain. We have tried to study the electrical current flowing in DNA and investigated the characteristic I-V diagram. As a result, It is shown that there are the (quasi-) ohmic areas in I-V diagram. On the other hand, the regions with a negative differential resistance (NDR) are detectable in diagram.Keywords: Charge transfer in DNA, Chaos theory, Molecular electronics, Negative Differential resistance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18458259 Modeling and Identification of Hammerstein System by using Triangular Basis Functions
Authors: K. Elleuch, A. Chaari
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This paper deals with modeling and parameter identification of nonlinear systems described by Hammerstein model having Piecewise nonlinear characteristics such as Dead-zone nonlinearity characteristic. The simultaneous use of both an easy decomposition technique and the triangular basis functions leads to a particular form of Hammerstein model. The approximation by using Triangular basis functions for the description of the static nonlinear block conducts to a linear regressor model, so that least squares techniques can be used for the parameter estimation. Singular Values Decomposition (SVD) technique has been applied to separate the coupled parameters. The proposed approach has been efficiently tested on academic examples of simulation.Keywords: Identification, Hammerstein model, Piecewisenonlinear characteristic, Dead-zone nonlinearity, Triangular basisfunctions, Singular Values Decomposition
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19208258 Optimization of Petroleum Refinery Configuration Design with Logic Propositions
Authors: Cheng Seong Khor, Xiao Qi Yeoh
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This work concerns the topological optimization problem for determining the optimal petroleum refinery configuration. We are interested in further investigating and hopefully advancing the existing optimization approaches and strategies employing logic propositions to conceptual process synthesis problems. In particular, we seek to contribute to this increasingly exciting area of chemical process modeling by addressing the following potentially important issues: (a) how the formulation of design specifications in a mixed-logical-and-integer optimization model can be employed in a synthesis problem to enrich the problem representation by incorporating past design experience, engineering knowledge, and heuristics; and (b) how structural specifications on the interconnectivity relationships by space (states) and by function (tasks) in a superstructure should be properly formulated within a mixed-integer linear programming (MILP) model. The proposed modeling technique is illustrated on a case study involving the alternative processing routes of naphtha, in which significant improvement in the solution quality is obtained.Keywords: Mixed-integer linear programming (MILP), petroleum refinery, process synthesis, superstructure.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17288257 Design and Analysis of a Piezoelectric Linear Motor Based on Rigid Clamping
Authors: Chao Yi, Cunyue Lu, Lingwei Quan
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Piezoelectric linear motors have the characteristics of great electromagnetic compatibility, high positioning accuracy, compact structure and no deceleration mechanism, which make it promising to applicate in micro-miniature precision drive systems. However, most piezoelectric motors are employed by flexible clamping, which has insufficient rigidity and is difficult to use in rapid positioning. Another problem is that this clamping method seriously affects the vibration efficiency of the vibrating unit. In order to solve these problems, this paper proposes a piezoelectric stack linear motor based on double-end rigid clamping. First, a piezoelectric linear motor with a length of only 35.5 mm is designed. This motor is mainly composed of a motor stator, a driving foot, a ceramic friction strip, a linear guide, a pre-tightening mechanism and a base. This structure is much simpler and smaller than most similar motors, and it is easy to assemble as well as to realize precise control. In addition, the properties of piezoelectric stack are reviewed and in order to obtain the elliptic motion trajectory of the driving head, a driving scheme of the longitudinal-shear composite stack is innovatively proposed. Finally, impedance analysis and speed performance testing were performed on the piezoelectric linear motor prototype. The motor can measure speed up to 25.5 mm/s under the excitation of signal voltage of 120 V and frequency of 390 Hz. The result shows that the proposed piezoelectric stacked linear motor obtains great performance. It can run smoothly in a large speed range, which is suitable for various precision control in medical images, aerospace, precision machinery and many other fields.
Keywords: Elliptical trajectory, linear motor, piezoelectric stack, rigid clamping.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7208256 Establishment of Kinetic Zone Diagrams via Simulated Linear Sweep Voltammograms for Soluble-Insoluble Systems
Authors: Imene Atek, Abed M. Affoune, Hubert Girault, Pekka Peljo
Abstract:
Due to the need for a rigorous mathematical model that can help to estimate kinetic properties for soluble-insoluble systems, through voltammetric experiments, a Nicholson Semi Analytical Approach was used in this work for modeling and prediction of theoretical linear sweep voltammetry responses for reversible, quasi reversible or irreversible electron transfer reactions. The redox system of interest is a one-step metal electrodeposition process. A rigorous analysis of simulated linear scan voltammetric responses following variation of dimensionless factors, the rate constant and charge transfer coefficients in a broad range was studied and presented in the form of the so called kinetic zones diagrams. These kinetic diagrams were divided into three kinetics zones. Interpreting these zones leads to empirical mathematical models which can allow the experimenter to determine electrodeposition reactions kinetics whatever the degree of reversibility. The validity of the obtained results was tested and an excellent experiment–theory agreement has been showed.
Keywords: Electrodeposition, kinetics diagrams, modeling, voltammetry.
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