Search results for: optimal design.
5783 Optimization Based Obstacle Avoidance
Authors: R. Dariani, S. Schmidt, R. Kasper
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Based on a non-linear single track model which describes the dynamics of vehicle, an optimal path planning strategy is developed. Real time optimization is used to generate reference control values to allow leading the vehicle alongside a calculated lane which is optimal for different objectives such as energy consumption, run time, safety or comfort characteristics. Strict mathematic formulation of the autonomous driving allows taking decision on undefined situation such as lane change or obstacle avoidance. Based on position of the vehicle, lane situation and obstacle position, the optimization problem is reformulated in real-time to avoid the obstacle and any car crash.
Keywords: Autonomous driving, Obstacle avoidance, Optimal control, Path planning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30085782 Design and Implementation of Security Middleware for Data Warehouse Signature Framework
Authors: Mayada AlMeghari
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Recently, grid middlewares have provided large integrated use of network resources as the shared data and the CPU to become a virtual supercomputer. In this work, we present the design and implementation of the middleware for Data Warehouse Signature (DWS) Framework. The aim of using the middleware in the proposed DWS framework is to achieve the high performance by the parallel computing. This middleware is developed on Alchemi.Net framework to increase the security among the network nodes through the authentication and group-key distribution model. This model achieves the key security and prevents any intermediate attacks in the middleware. This paper presents the flow process structures of the middleware design. In addition, the paper ensures the implementation of security for DWS middleware enhancement with the authentication and group-key distribution model. Finally, from the analysis of other middleware approaches, the developed middleware of DWS framework is the optimal solution of a complete covering of security issues.
Keywords: Middleware, parallel computing, data warehouse, security, group-key, high performance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3375781 Ant Colony Optimization for Optimal Distributed Generation in Distribution Systems
Authors: I. A. Farhat
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The problem of optimal planning of multiple sources of distributed generation (DG) in distribution networks is treated in this paper using an improved Ant Colony Optimization algorithm (ACO). This objective of this problem is to determine the DG optimal size and location that in order to minimize the network real power losses. Considering the multiple sources of DG, both size and location are simultaneously optimized in a single run of the proposed ACO algorithm. The various practical constraints of the problem are taken into consideration by the problem formulation and the algorithm implementation. A radial power flow algorithm for distribution networks is adopted and applied to satisfy these constraints. To validate the proposed technique and demonstrate its effectiveness, the well-know 69-bus feeder standard test system is employed.cm.
Keywords: About Ant Colony Optimization (ACO), Distributed Generation (DG).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32805780 Optimal Planning of Waste-to-Energy through Mixed Integer Linear Programming
Authors: S. T. Tan, H. Hashim, W. S. Ho, C. T. Lee
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Rapid economic development and population growth in Malaysia had accelerated the generation of solid waste. This issue gives pressure for effective management of municipal solid waste (MSW) to take place in Malaysia due to the increased cost of landfill. This paper discusses optimal planning of waste-to-energy (WTE) using a combinatorial simulation and optimization model through mixed integer linear programming (MILP) approach. The proposed multi-period model is tested in Iskandar Malaysia (IM) as case study for a period of 12 years (2011 -2025) to illustrate the economic potential and tradeoffs involved in this study. In this paper, 3 scenarios have been used to demonstrate the applicability of the model: (1) Incineration scenario (2) Landfill scenario (3) Optimal scenario. The model revealed that the minimum cost of electricity generation from 9,995,855 tonnes of MSW is estimated as USD 387million with a total electricity generation of 50MW /yr in the optimal scenario.Keywords: Mixed Integer Linear Programming (MILP), optimization, solid waste management (SWM), Waste-to-energy (WTE).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29875779 Optimal Control Strategy for High Performance EV Interior Permanent Magnet Synchronous Motor
Authors: Mehdi Karbalaye Zadeh, Ehsan M. Siavashi
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The controllable electrical loss which consists of the copper loss and iron loss can be minimized by the optimal control of the armature current vector. The control algorithm of current vector minimizing the electrical loss is proposed and the optimal current vector can be decided according to the operating speed and the load conditions. The proposed control algorithm is applied to the experimental PM motor drive system and this paper presents a modern approach of speed control for permanent magnet synchronous motor (PMSM) applied for Electric Vehicle using a nonlinear control. The regulation algorithms are based on the feedback linearization technique. The direct component of the current is controlled to be zero which insures the maximum torque operation. The near unity power factor operation is also achieved. More over, among EV-s motor electric propulsion features, the energy efficiency is a basic characteristic that is influenced by vehicle dynamics and system architecture. For this reason, the EV dynamics are taken into account.Keywords: PMSM, Electric Vehicle, Optimal control, Traction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17675778 Microwave LNA Design Based On Adaptive Network Fuzzy Inference and Evolutionary Optimization
Authors: Samad Nejatian, Vahideh Rezaie, Vahid Asadpour
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This paper presents a novel approach for the design of microwave circuits using Adaptive Network Fuzzy Inference Optimizer (ANFIO). The method takes advantage of direct synthesis of subsections of the amplifier using very fast and accurate ANFIO models based on exact simulations using ADS. A mapping from course space to fine space known as space mapping is also used. The proposed synthesis approach takes into account the noise and scattering parameters due to parasitic elements to achieve optimal results. The overall ANFIO system is capable of designing different LNAs at different noise and scattering criteria. This approach offers significantly reduced time in the design of microwave amplifiers within the validity range of the ANFIO system. The method has been proven to work efficiently for a 2.4GHz LNA example. The S21 of 10.1 dB and noise figure (NF) of 2.7 dB achieved for ANFIO while S21 of 9.05 dB and NF of 2.6 dB achieved for ANN.Keywords: fuzzy system, low noise amplifier, microwaveamplifier, space mapping
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17965777 Equivalence Class Subset Algorithm
Authors: Jeffrey L. Duffany
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The equivalence class subset algorithm is a powerful tool for solving a wide variety of constraint satisfaction problems and is based on the use of a decision function which has a very high but not perfect accuracy. Perfect accuracy is not required in the decision function as even a suboptimal solution contains valuable information that can be used to help find an optimal solution. In the hardest problems, the decision function can break down leading to a suboptimal solution where there are more equivalence classes than are necessary and which can be viewed as a mixture of good decision and bad decisions. By choosing a subset of the decisions made in reaching a suboptimal solution an iterative technique can lead to an optimal solution, using series of steadily improved suboptimal solutions. The goal is to reach an optimal solution as quickly as possible. Various techniques for choosing the decision subset are evaluated.Keywords: np-complete, complexity, algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13645776 Harmonics Elimination in Multilevel Inverter Using Linear Fuzzy Regression
Authors: A. K. Al-Othman, H. A. Al-Mekhaizim
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Multilevel inverters supplied from equal and constant dc sources almost don-t exist in practical applications. The variation of the dc sources affects the values of the switching angles required for each specific harmonic profile, as well as increases the difficulty of the harmonic elimination-s equations. This paper presents an extremely fast optimal solution of harmonic elimination of multilevel inverters with non-equal dc sources using Tanaka's fuzzy linear regression formulation. A set of mathematical equations describing the general output waveform of the multilevel inverter with nonequal dc sources is formulated. Fuzzy linear regression is then employed to compute the optimal solution set of switching angles.Keywords: Multilevel converters, harmonics, pulse widthmodulation (PWM), optimal control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17975775 Modeling Methodologies for Optimization and Decision Support on Coastal Transport Information System (Co.Tr.I.S.)
Authors: Vassilios Moussas, Dimos N. Pantazis, Panagiotis Stratakis
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The aim of this paper is to present the optimization methodology developed in the frame of a Coastal Transport Information System. The system will be used for the effective design of coastal transportation lines and incorporates subsystems that implement models, tools and techniques that may support the design of improved networks. The role of the optimization and decision subsystem is to provide the user with better and optimal scenarios that will best fulfill any constrains, goals or requirements posed. The complexity of the problem and the large number of parameters and objectives involved led to the adoption of an evolutionary method (Genetic Algorithms). The problem model and the subsystem structure are presented in detail, and, its support for simulation is also discussed.
Keywords: Coastal transport, modeling, optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20035774 State Estimation Solution with Optimal Allocation of Phasor Measurement Units Considering Zero Injection Bus Modeling
Authors: M. Ravindra, R. Srinivasa Rao, V. Shanmukha Naga Raju
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This paper presents state estimation with Phasor Measurement Unit (PMU) allocation to obtain complete observability of network. A matrix is designed with modeling of zero injection constraints to minimize PMU allocations. State estimation algorithm is developed with optimal allocation of PMUs to find accurate states of network. The incorporation of PMU into traditional state estimation process improves accuracy and computational performance for large power systems. The nonlinearity integrated with zero injection (ZI) constraints is remodeled to linear frame to optimize number of PMUs. The problem of optimal PMU allocation is regarded with modeling of ZI constraints, PMU loss or line outage, cost factor and redundant measurements. The proposed state estimation with optimal PMU allocation has been compared with traditional state estimation process to show its importance. MATLAB programming on IEEE 14, 30, 57, and 118 bus networks is implemented out by Binary Integer Programming (BIP) method and compared with other methods to show its effectiveness.
Keywords: Observability, phasor measurement units, synchrophasors, SCADA measurements, zero injection bus.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8075773 Optimal Allocation of DG Units for Power Loss Reduction and Voltage Profile Improvement of Distribution Networks using PSO Algorithm
Authors: K. Varesi
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This paper proposes a Particle Swarm Optimization (PSO) based technique for the optimal allocation of Distributed Generation (DG) units in the power systems. In this paper our aim is to decide optimal number, type, size and location of DG units for voltage profile improvement and power loss reduction in distribution network. Two types of DGs are considered and the distribution load flow is used to calculate exact loss. Load flow algorithm is combined appropriately with PSO till access to acceptable results of this operation. The suggested method is programmed under MATLAB software. Test results indicate that PSO method can obtain better results than the simple heuristic search method on the 30-bus and 33- bus radial distribution systems. It can obtain maximum loss reduction for each of two types of optimally placed multi-DGs. Moreover, voltage profile improvement is achieved.Keywords: Distributed Generation (DG), Optimal Allocation, Particle Swarm Optimization (PSO), Power Loss Minimization, Voltage Profile Improvement.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31685772 Application of Central Composite Design Based Response Surface Methodology in Parameter Optimization and on Cellulase Production Using Agricultural Waste
Authors: R.Muthuvelayudham, T.Viruthagiri
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Response Surface Methodology (RSM) is a powerful and efficient mathematical approach widely applied in the optimization of cultivation process. Cellulase enzyme production by Trichoderma reesei RutC30 using agricultural waste rice straw and banana fiber as carbon source were investigated. In this work, sequential optimization strategy based statistical design was employed to enhance the production of cellulase enzyme through submerged cultivation. A fractional factorial design (26-2) was applied to elucidate the process parameters that significantly affect cellulase production. Temperature, Substrate concentration, Inducer concentration, pH, inoculum age and agitation speed were identified as important process parameters effecting cellulase enzyme synthesis. The concentration of lignocelluloses and lactose (inducer) in the cultivation medium were found to be most significant factors. The steepest ascent method was used to locate the optimal domain and a Central Composite Design (CCD) was used to estimate the quadratic response surface from which the factor levels for maximum production of cellulase were determined.Keywords: Banana fiber, Cellulase, Optimization, Rice straw
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24005771 Optimal Design of the Power Generation Network in California: Moving towards 100% Renewable Electricity by 2045
Authors: Wennan Long, Yuhao Nie, Yunan Li, Adam Brandt
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To fight against climate change, California government issued the Senate Bill No. 100 (SB-100) in 2018 September, which aims at achieving a target of 100% renewable electricity by the end of 2045. A capacity expansion problem is solved in this case study using a binary quadratic programming model. The optimal locations and capacities of the potential renewable power plants (i.e., solar, wind, biomass, geothermal and hydropower), the phase-out schedule of existing fossil-based (nature gas) power plants and the transmission of electricity across the entire network are determined with the minimal total annualized cost measured by net present value (NPV). The results show that the renewable electricity contribution could increase to 85.9% by 2030 and reach 100% by 2035. Fossil-based power plants will be totally phased out around 2035 and solar and wind will finally become the most dominant renewable energy resource in California electricity mix.
Keywords: 100% renewable electricity, California, capacity expansion, binary quadratic programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7315770 Dynamic Synthesis of a Flexible Multibody System
Authors: Mohamed Amine Ben Abdallah, Imed Khemili, Nizar Aifaoui
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This work denotes an insight into dynamic synthesis of multibody systems. A set of mechanism parameters design variable are synthetized based on a desired mechanism response, such as, velocity, acceleration and bodies deformations. Moreover, knowing the work space, for a robot, and mechanism response allow defining optimal parameters mechanism handling with the desired target response. To this end, evolutionary genetic algorithm has been deployed. A demonstrative example for imperfect mechanism has been treated, mainly, a slider crank mechanism with a flexible connecting rod. The transversal deflection of the connecting rod has been chosen as response to identify the mechanism design parameters.
Keywords: Dynamic response, flexible bodies, optimization, evolutionary genetic algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14625769 A Study on using N-Pattern Chains of Design Patterns based on Software Quality Metrics
Authors: Niloofar Khedri, Masoud Rahgozar, MahmoudReza Hashemi
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Design patterns describe good solutions to common and reoccurring problems in program design. Applying design patterns in software design and implementation have significant effects on software quality metrics such as flexibility, usability, reusability, scalability and robustness. There is no standard rule for using design patterns. There are some situations that a pattern is applied for a specific problem and this pattern uses another pattern. In this paper, we study the effect of using chain of patterns on software quality metrics.Keywords: Design Patterns, Design patterns' Relationship, Software quality Metrics, Software Engineering.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15785768 Real-Coded Genetic Algorithm for Robust Power System Stabilizer Design
Authors: Sidhartha Panda, C. Ardil
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Power system stabilizers (PSS) are now routinely used in the industry to damp out power system oscillations. In this paper, real-coded genetic algorithm (RCGA) optimization technique is applied to design robust power system stabilizer for both singlemachine infinite-bus (SMIB) and multi-machine power system. The design problem of the proposed controller is formulated as an optimization problem and RCGA is employed to search for optimal controller parameters. By minimizing the time-domain based objective function, in which the deviation in the oscillatory rotor speed of the generator is involved; stability performance of the system is improved. The non-linear simulation results are presented under wide range of operating conditions; disturbances at different locations as well as for various fault clearing sequences to show the effectiveness and robustness of the proposed controller and their ability to provide efficient damping of low frequency oscillations.
Keywords: Particle swarm optimization, power system stabilizer, low frequency oscillations, power system stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20615767 Emulation Model in Architectural Education
Authors: Ö. Şenyiğit, A. Çolak
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It is of great importance for an architectural student to know the parameters through which he/she can conduct his/her design and makes his/her design effective in architectural education. Therefore; an empirical application study was carried out through the designing activity using the emulation model to support the design and design approaches of architectural students. During the investigation period, studies were done on the basic design elements and principles of the fall semester, and the emulation model, one of the designing methods that constitute the subject of the study, was fictionalized as three phased “recognition-interpretation-application”. As a result of the study, it was observed that when students were given a key method during the design process, their awareness increased and their aspects improved as well.
Keywords: Basic design, design education, design methods, emulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9445766 Blind Speech Separation Using SRP-PHAT Localization and Optimal Beamformer in Two-Speaker Environments
Authors: Hai Quang Hong Dam, Hai Ho, Minh Hoang Le Ngo
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This paper investigates the problem of blind speech separation from the speech mixture of two speakers. A voice activity detector employing the Steered Response Power - Phase Transform (SRP-PHAT) is presented for detecting the activity information of speech sources and then the desired speech signals are extracted from the speech mixture by using an optimal beamformer. For evaluation, the algorithm effectiveness, a simulation using real speech recordings had been performed in a double-talk situation where two speakers are active all the time. Evaluations show that the proposed blind speech separation algorithm offers a good interference suppression level whilst maintaining a low distortion level of the desired signal.Keywords: Blind speech separation, voice activity detector, SRP-PHAT, optimal beamformer.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13885765 Optimal Trajectory Finding of IDP Ventilation Control with Outdoor Air Information and Indoor Health Risk Index
Authors: Minjeong Kim, Seungchul Lee, Iman Janghorban Esfahani, Jeong Tai Kim, Chang Kyoo Yoo
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This study was carried out for an underground subway station at Seoul Metro, Korea. The optimal set-points of the ventilation control system are determined every 3 hours, then, the ventilation controller adjusts the ventilation fan speed according to the optimal set-point changes. Compared to manual ventilation system which is operated irrespective of the OAQ, the IDP-based ventilation control system saves 3.7% of the energy consumption. Compared to the fixed set-point controller which is operated irrespective of the IAQ diurnal variation, the IDP-based controller shows better performance with a 2% decrease in energy consumption, maintaining the comfortable IAQ range inside the station.
Keywords: Indoor air quality, iterative dynamic algorithm, outdoor air information, ventilation control system.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17185764 A Study of Under Actuator Dynamic System by Comparing between Minimum Energy and Minimum Jerk Problems
Authors: Tawiwat V., Phermsak S., Noppasit C.
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This paper deals with under actuator dynamic systems such as spring-mass-damper system when the number of control variable is less than the number of state variable. In order to apply optimal control, the controllability must be checked. There are many objective functions to be selected as the goal of the optimal control such as minimum energy, maximum energy and minimum jerk. As the objective function is the first priority, if one like to have the second goal to be applied; however, it could not fit in the objective function format and also avoiding the vector cost for the objective, this paper will illustrate the problem of under actuator dynamic systems with the easiest to deal with comparing between minimum energy and minimum jerk.
Keywords: Under actuator, Dynamic optimal control, Minimumjerk, Minimum energy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13225763 On the Application of Meta-Design Techniques in Hardware Design Domain
Authors: R. Damaševičius
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System-level design based on high-level abstractions is becoming increasingly important in hardware and embedded system design. This paper analyzes meta-design techniques oriented at developing meta-programs and meta-models for well-understood domains. Meta-design techniques include meta-programming and meta-modeling. At the programming level of design process, metadesign means developing generic components that are usable in a wider context of application than original domain components. At the modeling level, meta-design means developing design patterns that describe general solutions to the common recurring design problems, and meta-models that describe the relationship between different types of design models and abstractions. The paper describes and evaluates the implementation of meta-design in hardware design domain using object-oriented and meta-programming techniques. The presented ideas are illustrated with a case study.Keywords: Design patterns, meta-design, meta-modeling, metaprogramming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23135762 Discrete Time Optimal Solution for the Connection Admission Control Problem
Authors: C. Bruni, F. Delli Priscoli, G. Koch, I. Marchetti
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The Connection Admission Control (CAC) problem is formulated in this paper as a discrete time optimal control problem. The control variables account for the acceptance/ rejection of new connections and forced dropping of in-progress connections. These variables are constrained to meet suitable conditions which account for the QoS requirements (Link Availability, Blocking Probability, Dropping Probability). The performance index evaluates the total throughput. At each discrete time, the problem is solved as an integer-valued linear programming one. The proposed procedure was successfully tested against suitably simulated data.
Keywords: Connection Admission Control, Optimal Control, Integer valued Linear Programming, Quality of Service Requirements, Robust Control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12625761 Reconfiguration of Deregulated Distribution Network for Minimizing Energy Supply Cost by using Multi-Objective BGA
Authors: H. Kazemi Karegar, S. Jalilzadeh, V. Nabaei, A. Shabani
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In this paper, the problem of finding the optimal topological configuration of a deregulated distribution network is considered. The new features of this paper are proposing a multiobjective function and its application on deregulated distribution networks for finding the optimal configuration. The multi-objective function will be defined for minimizing total Energy Supply Costs (ESC) and energy losses subject to load flow constraints. The optimal configuration will be obtained by using Binary Genetic Algorithm (BGA).The proposed method has been tested to analyze a sample and a practical distribution networks.Keywords: Binary Genetic Algorithm, Deregulated Distribution Network, Minimizing Cost, Reconfiguration.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14125760 Photovoltaic Array Cleaning System Design and Evaluation
Authors: Ghoname Abdullah, Hidekazu Nishimura
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Dust accumulation on the photovoltaic module's surface results in appreciable loss and negatively affects the generated power. Hence, in this paper, the design of a photovoltaic array cleaning system is presented. The cleaning system utilizes one drive motor, two guide rails, and four sweepers during the cleaning process. The cleaning system was experimentally implemented for one month to investigate its efficiency on PV array energy output. The energy capture over a month for PV array cleaned using the proposed cleaning system is compared with that of the energy capture using soiled PV array. The results show a 15% increase in energy generation from PV array with cleaning. From the results, investigating the optimal scheduling of the PV array cleaning could be an interesting research topic.
Keywords: Cleaning system, dust accumulation, PV array, PV module, soiling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5155759 Robust FACTS Controller Design Employing Modern Heuristic Optimization Techniques
Authors: A.K.Balirsingh, S.C.Swain, S. Panda
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Recently, Genetic Algorithms (GA) and Differential Evolution (DE) algorithm technique have attracted considerable attention among various modern heuristic optimization techniques. Since the two approaches are supposed to find a solution to a given objective function but employ different strategies and computational effort, it is appropriate to compare their performance. This paper presents the application and performance comparison of DE and GA optimization techniques, for flexible ac transmission system (FACTS)-based controller design. The design objective is to enhance the power system stability. The design problem of the FACTS-based controller is formulated as an optimization problem and both the PSO and GA optimization techniques are employed to search for optimal controller parameters. The performance of both optimization techniques has been compared. Further, the optimized controllers are tested on a weekly connected power system subjected to different disturbances, and their performance is compared with the conventional power system stabilizer (CPSS). The eigenvalue analysis and non-linear simulation results are presented and compared to show the effectiveness of both the techniques in designing a FACTS-based controller, to enhance power system stability.Keywords: Differential Evolution, Flexible AC TransmissionSystems (FACTS), Genetic Algorithm, Low Frequency Oscillations, Single-machine Infinite Bus Power System.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17905758 Dynamic Correlations and Portfolio Optimization between Islamic and Conventional Equity Indexes: A Vine Copula-Based Approach
Authors: Imen Dhaou
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This study examines conditional Value at Risk by applying the GJR-EVT-Copula model, and finds the optimal portfolio for eight Dow Jones Islamic-conventional pairs. Our methodology consists of modeling the data by a bivariate GJR-GARCH model in which we extract the filtered residuals and then apply the Peak over threshold model (POT) to fit the residual tails in order to model marginal distributions. After that, we use pair-copula to find the optimal portfolio risk dependence structure. Finally, with Monte Carlo simulations, we estimate the Value at Risk (VaR) and the conditional Value at Risk (CVaR). The empirical results show the VaR and CVaR values for an equally weighted portfolio of Dow Jones Islamic-conventional pairs. In sum, we found that the optimal investment focuses on Islamic-conventional US Market index pairs because of high investment proportion; however, all other index pairs have low investment proportion. These results deliver some real repercussions for portfolio managers and policymakers concerning to optimal asset allocations, portfolio risk management and the diversification advantages of these markets.
Keywords: CVaR, Dow Jones Islamic index, GJR-GARCH-EVT-pair copula, portfolio optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9965757 Factors of Successful Wooden Furniture Design Process
Authors: S. Choodoung, U. Smutkupt
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This study systemizes processes and methods in wooden furniture design that contains uniqueness in function and aesthetics. The study was done by research and analysis for designer-s consideration factors that affect function and production. Therefore, the study result indicates that such factors are design process (planning for design, product specifications, concept design, product architecture, industrial design, production), design evaluation as well as wooden furniture design dependent factors i.e. art (art style; furniture history, form), functionality (the strength and durability, area place, using), material (appropriate to function, wood mechanical properties), joints, cost, safety, and social responsibility. Specifically, all aforementioned factors affect good design. Resulting from direct experience gained through user-s usage, the designer must design the wooden furniture systemically and effectively. As a result, this study selected dinning armchair as a case study with all involving factors and all design process stated in this study.Keywords: Furniture Design, Function Design, Aesthetic, Wooden Furniture.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 100145756 Influence of Silica Fume on Ultrahigh Performance Concrete
Authors: Vitoldas Vaitkevičius, Evaldas Šerelis
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Silica fume, also known as microsilica (MS) or condensed silica fume is a by-product of the production of silicon metal or ferrosilicon alloys. Silica fume is one of the most effective pozzolanic additives which could be used for ultrahigh performance and other types of concrete. Despite the fact, however is not entirely clear, which amount of silica fume is most optimal for UHPC. Main objective of this experiment was to find optimal amount of silica fume for UHPC with and without thermal treatment, when different amount of quartz powder is substituted by silica fume. In this work were investigated four different composition of UHPC with different amount of silica fume. Silica fume were added 0, 10, 15 and 20% of cement (by weight) to UHPC mixture. Optimal amount of silica fume was determined by slump, viscosity, qualitative and quantitative XRD analysis and compression strength tests methods.
Keywords: Compressive strength, silica fume, ultrahigh performance concrete, XRD.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 46075755 Genetic Algorithm Based Approach for Actuator Saturation Effect on Nonlinear Controllers
Authors: M. Mohebbi, K. Shakeri
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In the real application of active control systems to mitigate the response of structures subjected to sever external excitations such as earthquake and wind induced vibrations, since the capacity of actuators is limited then the actuators saturate. Hence, in designing controllers for linear and nonlinear structures under sever earthquakes, the actuator saturation should be considered as a constraint. In this paper optimal design of active controllers for nonlinear structures by considering the actuator saturation has been studied. To this end a method has been proposed based on defining an optimization problem which considers the minimizing of the maximum displacement of the structure as objective when a limited capacity for actuator has been used as a constraint in optimization problem. To evaluate the effectiveness of the proposed method, a single degree of freedom (SDF) structure with a bilinear hysteretic behavior has been simulated under a white noise ground acceleration of different amplitudes. Active tendon control mechanism, comprised of pre-stressed tendons and an actuator, and extended nonlinear Newmark method based instantaneous optimal control algorithm have been used as active control mechanism and algorithm. To enhance the efficiency of the controllers, the weights corresponding to displacement, velocity, acceleration and control force in the performance index have been found by using the Distributed Genetic Algorithm (DGA). According to the results it has been concluded that the proposed method has been effective in considering the actuator saturation in designing optimal controllers for nonlinear frames. Also it has been shown that the actuator capacity and the average value of required control force are two important factors in designing nonlinear controllers for considering the actuator saturation.Keywords: Active control, Actuator Saturation, Nonlinear, Optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14545754 Easy-Interactive Ordering of the Pareto Optimal Set with Imprecise Weights
Authors: Maria Kalinina, Aron Larsson, Leif Olsson
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In the multi objective optimization, in the case when generated set of Pareto optimal solutions is large, occurs the problem to select of the best solution from this set. In this paper, is suggested a method to order of Pareto set. Ordering the Pareto optimal set carried out in conformity with the introduced distance function between each solution and selected reference point, where the reference point may be adjusted to represent the preferences of a decision making agent. Preference information about objective weights from a decision maker may be expressed imprecisely. The developed elicitation procedure provides an opportunity to obtain surrogate numerical weights for the objectives, and thus, to manage impreciseness of preference. The proposed method is a scalable to many objectives and can be used independently or as complementary to the various visualization techniques in the multidimensional case.
Keywords: Imprecise weights, Multiple objectives, Pareto optimality, Visualization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2080