Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 34

Search results for: high-frequency

34 A Prediction Model Using the Price Cyclicality Function Optimized for Algorithmic Trading in Financial Market

Authors: Cristian Păuna

Abstract:

After the widespread release of electronic trading, automated trading systems have become a significant part of the business intelligence system of any modern financial investment company. An important part of the trades is made completely automatically today by computers using mathematical algorithms. The trading decisions are taken almost instantly by logical models and the orders are sent by low-latency automatic systems. This paper will present a real-time price prediction methodology designed especially for algorithmic trading. Based on the price cyclicality function, the methodology revealed will generate price cyclicality bands to predict the optimal levels for the entries and exits. In order to automate the trading decisions, the cyclicality bands will generate automated trading signals. We have found that the model can be used with good results to predict the changes in market behavior. Using these predictions, the model can automatically adapt the trading signals in real-time to maximize the trading results. The paper will reveal the methodology to optimize and implement this model in automated trading systems. After tests, it is proved that this methodology can be applied with good efficiency in different timeframes. Real trading results will be also displayed and analyzed in order to qualify the methodology and to compare it with other models. As a conclusion, it was found that the price prediction model using the price cyclicality function is a reliable trading methodology for algorithmic trading in the financial market.

Keywords: Algorithmic trading, automated trading systems, financial markets, high-frequency trading, price prediction.

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33 High-Frequency Monitoring Results of a Piled Raft Foundation under Wind Loading

Authors: Laurent Pitteloud, Jörg Meier

Abstract:

Piled raft foundations represent an efficient and reliable technique for transferring high vertical and horizontal loads to the subsoil. Piled raft foundations were success­fully implemented for several high-rise buildings world­wide over the last decades. For the structural design of this foundation type the stiffnesses of both the piles and the raft have to be deter­mined for the static (e.g. dead load, live load) and the dynamic load cases (e.g. earthquake). In this context the question often arises, to which proportion wind loads are to be considered as dynamic loads. Usually a piled raft foundation has to be monitored in order to verify the design hypotheses. As an additional benefit, the analysis of this monitoring data may lead to a better under­standing of the behaviour of this foundation type for future projects in similar subsoil conditions. In case the measurement frequency is high enough, one may also draw conclusions on the effect of wind loading on the piled raft foundation. For a 41-storey office building in Basel, Switzerland, the preliminary design showed that a piled raft foundation was the best solution to satisfy both design requirements, as well as economic aspects. A high-frequency monitoring of the foundation including pile loads, vertical stresses under the raft, as well as pore water pressures was performed over 5 years. In windy situations the analysis of the measure­ments shows that the pile load increment due to wind consists of a static and a cyclic load term. As piles and raft react with different stiffnesses under static and dynamic loading, these measure­ments are useful for the correct definition of stiffnesses of future piled raft foundations. This paper outlines the design strategy and the numerical modelling of the aforementioned piled raft foundation. The measurement results are presented and analysed. Based on the findings, comments and conclusions on the definition of pile and raft stiffnesses for vertical and wind loading are proposed.

Keywords: Dynamic loading, high-frequency monitoring, piled raft foundations, wind loading.

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32 A Compact Via-less Ultra-Wideband Microstrip Filter by Utilizing Open-Circuit Quarter Wavelength Stubs

Authors: Muhammad Yasir Wadood, Fatemeh Babaeian

Abstract:

By developing ultra-wideband (UWB) systems, there is a high demand for UWB filters with low insertion loss, wide bandwidth, and having a planar structure which is compatible with other components of the UWB system. A microstrip interdigital filter is a great option for designing UWB filters. However, the presence of via holes in this structure creates difficulties in the fabrication procedure of the filter. Especially in the higher frequency band, any misalignment of the drilled via hole with the Microstrip stubs causes large errors in the measurement results compared to the desired results. Moreover, in this case (high-frequency designs), the line width of the stubs are very narrow, so highly precise small via holes are required to be implemented, which increases the cost of fabrication significantly. Also, in this case, there is a risk of having fabrication errors. To combat this issue, in this paper, a via-less UWB microstrip filter is proposed which is designed based on a modification of a conventional inter-digital bandpass filter. The novel approaches in this filter design are 1) replacement of each via hole with a quarter-wavelength open circuit stub to avoid the complexity of manufacturing, 2) using a bend structure to reduce the unwanted coupling effects and 3) minimising the size. Using the proposed structure, a UWB filter operating in the frequency band of 3.9-6.6 GHz (1-dB bandwidth) is designed and fabricated. The promising results of the simulation and measurement are presented in this paper. The selected substrate for these designs was Rogers RO4003 with a thickness of 20 mils. This is a common substrate in most of the industrial projects. The compact size of the proposed filter is highly beneficial for applications which require a very miniature size of hardware.

Keywords: Band-pass filters, inter-digital filter, microstrip, via-less.

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31 A Procedure for Post-Earthquake Damage Estimation Based on Detection of High-Frequency Transients

Authors: Aleksandar Zhelyazkov, Daniele Zonta, Helmut Wenzel, Peter Furtner

Abstract:

In the current research structural health monitoring is considered for addressing the critical issue of post-earthquake damage detection. A non-standard approach for damage detection via acoustic emission is presented - acoustic emissions are monitored in the low frequency range (up to 120 Hz). Such emissions are termed high-frequency transients. Further a damage indicator defined as the Time-Ratio Damage Indicator is introduced. The indicator relies on time-instance measurements of damage initiation and deformation peaks. Based on the time-instance measurements a procedure for estimation of the maximum drift ratio is proposed. Monitoring data is used from a shaking-table test of a full-scale reinforced concrete bridge pier. Damage of the experimental column is successfully detected and the proposed damage indicator is calculated.

Keywords: Acoustic emission, Damage detection, Shaking table test, Structural health monitoring, High-frequency transients.

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30 Evaluating the Capability of the Flux-Limiter Schemes in Capturing the Turbulence Structures in a Fully Developed Channel Flow

Authors: Mohamed Elghorab, Vendra C. Madhav Rao, Jennifer X. Wen

Abstract:

Turbulence modelling is still evolving, and efforts are on to improve and develop numerical methods to simulate the real turbulence structures by using the empirical and experimental information. The monotonically integrated large eddy simulation (MILES) is an attractive approach for modelling turbulence in high Re flows, which is based on the solving of the unfiltered flow equations with no explicit sub-grid scale (SGS) model. In the current work, this approach has been used, and the action of the SGS model has been included implicitly by intrinsic nonlinear high-frequency filters built into the convection discretization schemes. The MILES solver is developed using the opensource CFD OpenFOAM libraries. The role of flux limiters schemes namely, Gamma, superBee, van-Albada and van-Leer, is studied in predicting turbulent statistical quantities for a fully developed channel flow with a friction Reynolds number, ReT = 180, and compared the numerical predictions with the well-established Direct Numerical Simulation (DNS) results for studying the wall generated turbulence. It is inferred from the numerical predictions that Gamma, van-Leer and van-Albada limiters produced more diffusion and overpredicted the velocity profiles, while superBee scheme reproduced velocity profiles and turbulence statistical quantities in good agreement with the reference DNS data in the streamwise direction although it deviated slightly in the spanwise and normal to the wall directions. The simulation results are further discussed in terms of the turbulence intensities and Reynolds stresses averaged in time and space to draw conclusion on the flux limiter schemes performance in OpenFOAM context.

Keywords: Flux limiters, MILES, OpenFOAM, turbulence structures, TVD schemes.

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29 Speech Enhancement Using Wavelet Coefficients Masking with Local Binary Patterns

Authors: Christian Arcos, Marley Vellasco, Abraham Alcaim

Abstract:

In this paper, we present a wavelet coefficients masking based on Local Binary Patterns (WLBP) approach to enhance the temporal spectra of the wavelet coefficients for speech enhancement. This technique exploits the wavelet denoising scheme, which splits the degraded speech into pyramidal subband components and extracts frequency information without losing temporal information. Speech enhancement in each high-frequency subband is performed by binary labels through the local binary pattern masking that encodes the ratio between the original value of each coefficient and the values of the neighbour coefficients. This approach enhances the high-frequency spectra of the wavelet transform instead of eliminating them through a threshold. A comparative analysis is carried out with conventional speech enhancement algorithms, demonstrating that the proposed technique achieves significant improvements in terms of PESQ, an international recommendation of objective measure for estimating subjective speech quality. Informal listening tests also show that the proposed method in an acoustic context improves the quality of speech, avoiding the annoying musical noise present in other speech enhancement techniques. Experimental results obtained with a DNN based speech recognizer in noisy environments corroborate the superiority of the proposed scheme in the robust speech recognition scenario.

Keywords: Binary labels, local binary patterns, mask, wavelet coefficients, speech enhancement, speech recognition.

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28 Contrast Enhancement in Digital Images Using an Adaptive Unsharp Masking Method

Authors: Z. Mortezaie, H. Hassanpour, S. Asadi Amiri

Abstract:

Captured images may suffer from Gaussian blur due to poor lens focus or camera motion. Unsharp masking is a simple and effective technique to boost the image contrast and to improve digital images suffering from Gaussian blur. The technique is based on sharpening object edges by appending the scaled high-frequency components of the image to the original. The quality of the enhanced image is highly dependent on the characteristics of both the high-frequency components and the scaling/gain factor. Since the quality of an image may not be the same throughout, we propose an adaptive unsharp masking method in this paper. In this method, the gain factor is computed, considering the gradient variations, for individual pixels of the image. Subjective and objective image quality assessments are used to compare the performance of the proposed method both with the classic and the recently developed unsharp masking methods. The experimental results show that the proposed method has a better performance in comparison to the other existing methods.

Keywords: Unsharp masking, blur image, sub-region gradient, image enhancement.

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27 Detection of Voltage Sag and Voltage Swell in Power Quality Using Wavelet Transforms

Authors: Nor Asrina Binti Ramlee

Abstract:

Voltage sag, voltage swell, high-frequency noise and voltage transients are kinds of disturbances in power quality. They are also known as power quality events. Equipment used in the industry nowadays has become more sensitive to these events with the increasing complexity of equipment. This leads to the importance of distributing clean power quality to the consumer. To provide better service, the best analysis on power quality is very vital. Thus, this paper presents the events detection focusing on voltage sag and swell. The method is developed by applying time domain signal analysis using wavelet transform approach in MATLAB. Four types of mother wavelet namely Haar, Dmey, Daubechies, and Symlet are used to detect the events. This project analyzed real interrupted signal obtained from 22 kV transmission line in Skudai, Johor Bahru, Malaysia. The signals will be decomposed through the wavelet mothers. The best mother is the one that is capable to detect the time location of the event accurately.

Keywords: Power quality, voltage sag, voltage swell, wavelet transform.

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26 Comparisons of Co-Seismic Gravity Changes between GRACE Observations and the Predictions from the Finite-Fault Models for the 2012 Mw = 8.6 Indian Ocean Earthquake Off-Sumatra

Authors: Armin Rahimi

Abstract:

The Gravity Recovery and Climate Experiment (GRACE) has been a very successful project in determining math redistribution within the Earth system. Large deformations caused by earthquakes are in the high frequency band. Unfortunately, GRACE is only capable to provide reliable estimate at the low-to-medium frequency band for the gravitational changes. In this study, we computed the gravity changes after the 2012 Mw8.6 Indian Ocean earthquake off-Sumatra using the GRACE Level-2 monthly spherical harmonic (SH) solutions released by the University of Texas Center for Space Research (UTCSR). Moreover, we calculated gravity changes using different fault models derived from teleseismic data. The model predictions showed non-negligible discrepancies in gravity changes. However, after removing high-frequency signals, using Gaussian filtering 350 km commensurable GRACE spatial resolution, the discrepancies vanished, and the spatial patterns of total gravity changes predicted from all slip models became similar at the spatial resolution attainable by GRACE observations, and predicted-gravity changes were consistent with the GRACE-detected gravity changes. Nevertheless, the fault models, in which give different slip amplitudes, proportionally lead to different amplitude in the predicted gravity changes.

Keywords: Undersea earthquake, GRACE observation, gravity change, dislocation model, slip distribution.

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25 Investigation on Unsteady Flow of a Turbine Stage with Negative Bowed Stator

Authors: Keke Gao, Tao Lin, Yonghui Xie, Di Zhang

Abstract:

Complicated unsteady flow in axial turbines produces high-frequency unsteady aerodynamic exciting force, which threatens the safe operation of turbines. This paper illustrates how negative-bowed stator reduces the rotor unsteady aerodynamic exciting force by unsteady flow field. With the support of three-dimensional viscous compressible Navier-Stokes equation, the single axial turbines with 0, -10 and -20 degree bowed stator are comparably investigated, aiming to identify the flow field structure difference caused by various negative-bowed degrees. The results show that negative-bowed stator strengthens the turbulence kinetic energy, which is further strengthened with the increase of negative-bowed degree. Meanwhile, the flow phenomenon including stator wakes and passage vortex is shown. In addition, the interaction of upstream negative-bowed wakes contributes to the reduction of unsteady blade load fluctuation. Furthermore, the aerodynamic exciting force decreases with the increasing negative bowed degree, while the efficiency is correspondingly reduced. This paper provides the reference for the alleviation of the harmful impact caused by unsteady interaction with the method of wake control.

Keywords: Unsteady flow, axial turbine, wake, aerodynamic force, loss.

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24 Dynamic Shear Energy Absorption of Ultra-High Performance Concrete

Authors: Robert J. Thomas, Colton Bedke, Andrew Sorensen

Abstract:

The exemplary mechanical performance and durability of ultra-high performance concrete (UHPC) has led to its rapid emergence as an advanced cementitious material. The uncharacteristically high mechanical strength and ductility of UHPC makes it a promising potential material for defense structures which may be subject to highly dynamic loads like impact or blast. However, the mechanical response of UHPC under dynamic loading has not been fully characterized. In particular, there is a need to characterize the energy absorption of UHPC under high-frequency shear loading. This paper presents preliminary results from a parametric study of the dynamic shear energy absorption of UHPC using the Charpy impact test. UHPC mixtures with compressive strengths in the range of 100-150 MPa exhibited dynamic shear energy absorption in the range of 0.9-1.5 kJ/m. Energy absorption is shown to be sensitive to the water/cement ratio, silica fume content, and aggregate gradation. Energy absorption was weakly correlated to compressive strength. Results are highly sensitive to specimen preparation methods, and there is a demonstrated need for a standardized test method for high frequency shear in cementitious composites.

Keywords: Charpy impact test, dynamic shear, impact loading, ultra-high performance concrete.

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23 Normalizing Logarithms of Realized Volatility in an ARFIMA Model

Authors: G. L. C. Yap

Abstract:

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.

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22 Digital Control Algorithm Based on Delta-Operator for High-Frequency DC-DC Switching Converters

Authors: Renkai Wang, Tingcun Wei

Abstract:

In this paper, a digital control algorithm based on delta-operator is presented for high-frequency digitally-controlled DC-DC switching converters. The stability and the controlling accuracy of the DC-DC switching converters are improved by using the digital control algorithm based on delta-operator without increasing the hardware circuit scale. The design method of voltage compensator in delta-domain using PID (Proportion-Integration- Differentiation) control is given in this paper, and the simulation results based on Simulink platform are provided, which have verified the theoretical analysis results very well. It can be concluded that, the presented control algorithm based on delta-operator has better stability and controlling accuracy, and easier hardware implementation than the existed control algorithms based on z-operator, therefore it can be used for the voltage compensator design in high-frequency digitally- controlled DC-DC switching converters.

Keywords: Digitally-controlled DC-DC switching converter, finite word length, control algorithm based on delta-operator, high-frequency, stability.

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21 A High Time Resolution Digital Pulse Width Modulator Based on Field Programmable Gate Array’s Phase Locked Loop Megafunction

Authors: Jun Wang, Tingcun Wei

Abstract:

The digital pulse width modulator (DPWM) is the crucial building block for digitally-controlled DC-DC switching converter, which converts the digital duty ratio signal into its analog counterpart to control the power MOSFET transistors on or off. With the increase of switching frequency of digitally-controlled DC-DC converter, the DPWM with higher time resolution is required. In this paper, a 15-bits DPWM with three-level hybrid structure is presented; the first level is composed of a7-bits counter and a comparator, the second one is a 5-bits delay line, and the third one is a 3-bits digital dither. The presented DPWM is designed and implemented using the PLL megafunction of FPGA (Field Programmable Gate Arrays), and the required frequency of clock signal is 128 times of switching frequency. The simulation results show that, for the switching frequency of 2 MHz, a DPWM which has the time resolution of 15 ps is achieved using a maximum clock frequency of 256MHz. The designed DPWM in this paper is especially useful for high-frequency digitally-controlled DC-DC switching converters.

Keywords: DPWM, PLL megafunction, FPGA, time resolution, digitally-controlled DC-DC switching converter.

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20 Wetting Characterization of High Aspect Ratio Nanostructures by Gigahertz Acoustic Reflectometry

Authors: C. Virgilio, J. Carlier, P. Campistron, M. Toubal, P. Garnier, L. Broussous, V. Thomy, B. Nongaillard

Abstract:

Wetting efficiency of microstructures or nanostructures patterned on Si wafers is a real challenge in integrated circuits manufacturing. In fact, bad or non-uniform wetting during wet processes limits chemical reactions and can lead to non-complete etching or cleaning inside the patterns and device defectivity. This issue is more and more important with the transistors size shrinkage and concerns mainly high aspect ratio structures. Deep Trench Isolation (DTI) structures enabling pixels’ isolation in imaging devices are subject to this phenomenon. While low-frequency acoustic reflectometry principle is a well-known method for Non Destructive Test applications, we have recently shown that it is also well suited for nanostructures wetting characterization in a higher frequency range. In this paper, we present a high-frequency acoustic reflectometry characterization of DTI wetting through a confrontation of both experimental and modeling results. The acoustic method proposed is based on the evaluation of the reflection of a longitudinal acoustic wave generated by a 100 µm diameter ZnO piezoelectric transducer sputtered on the silicon wafer backside using MEMS technologies. The transducers have been fabricated to work at 5 GHz corresponding to a wavelength of 1.7 µm in silicon. The DTI studied structures, manufactured on the wafer frontside, are crossing trenches of 200 nm wide and 4 µm deep (aspect ratio of 20) etched into a Si wafer frontside. In that case, the acoustic signal reflection occurs at the bottom and at the top of the DTI enabling its characterization by monitoring the electrical reflection coefficient of the transducer. A Finite Difference Time Domain (FDTD) model has been developed to predict the behavior of the emitted wave. The model shows that the separation of the reflected echoes (top and bottom of the DTI) from different acoustic modes is possible at 5 Ghz. A good correspondence between experimental and theoretical signals is observed. The model enables the identification of the different acoustic modes. The evaluation of DTI wetting is then performed by focusing on the first reflected echo obtained through the reflection at Si bottom interface, where wetting efficiency is crucial. The reflection coefficient is measured with different water / ethanol mixtures (tunable surface tension) deposited on the wafer frontside. Two cases are studied: with and without PFTS hydrophobic treatment. In the untreated surface case, acoustic reflection coefficient values with water show that liquid imbibition is partial. In the treated surface case, the acoustic reflection is total with water (no liquid in DTI). The impalement of the liquid occurs for a specific surface tension but it is still partial for pure ethanol. DTI bottom shape and local pattern collapse of the trenches can explain these incomplete wetting phenomena. This high-frequency acoustic method sensitivity coupled with a FDTD propagative model thus enables the local determination of the wetting state of a liquid on real structures. Partial wetting states for non-hydrophobic surfaces or low surface tension liquids are then detectable with this method.

Keywords: Wetting, acoustic reflectometry, gigahertz, semiconductor.

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19 Cleaning Performance of High-Frequency, High-Intensity 360 kHz Frequency Operating in Thickness Mode Transducers

Authors: R. Vetrimurugan, Terry Lim, M. J. Goodson, R. Nagarajan

Abstract:

This study investigates the cleaning performance of high intensity 360 kHz frequency on removal of nano-dimensional and sub-micron particles from various surfaces, uniformity of the cleaning tank and run to run variation of cleaning process. The uniformity of the cleaning tank was measured by two different methods i.e. 1. ppbTM meter and 2. Liquid Particle Counting (LPC) technique. The result indicates that the energy was distributed more uniformly throughout the entire cleaning vessel even at the corners and edges of the tank when megasonic sweeping technology is applied. The result also shows that rinsing the parts with 360 kHz frequency at final rinse gives lower particle counts, hence higher cleaning efficiency as compared to other frequencies. When megasonic sweeping technology is applied each piezoelectric transducers will operate at their optimum resonant frequency and generates stronger acoustic cavitational force and higher acoustic streaming velocity. These combined forces are helping to enhance the particle removal and at the same time improve the overall cleaning performance. The multiple extractions study was also carried out for various frequencies to measure the cleaning potential and asymptote value.

Keywords: Power distribution, megasonic sweeping, thickness mode transducers, cavitation intensity, particle removal, laser particle counting, nano, submicron.

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18 Speech Enhancement of Vowels Based on Pitch and Formant Frequency

Authors: R. Rishma Rodrigo, R. Radhika, M. Vanitha Lakshmi

Abstract:

Numerous signal processing based speech enhancement systems have been proposed to improve intelligibility in the presence of noise. Traditionally, studies of neural vowel encoding have focused on the representation of formants (peaks in vowel spectra) in the discharge patterns of the population of auditory-nerve (AN) fibers. A method is presented for recording high-frequency speech components into a low-frequency region, to increase audibility for hearing loss listeners. The purpose of the paper is to enhance the formant of the speech based on the Kaiser window. The pitch and formant of the signal is based on the auto correlation, zero crossing and magnitude difference function. The formant enhancement stage aims to restore the representation of formants at the level of the midbrain. A MATLAB software’s are used for the implementation of the system with low complexity is developed.

Keywords: Formant estimation, formant enhancement, pitch detection, speech analysis.

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17 High-Voltage Resonant Converter with Extreme Load Variation: Design Criteria and Applications

Authors: Jose A. Pomilio, Olavo Bet, Mateus P. Vieira

Abstract:

The power converter that feeds high-frequency, highvoltage transformers must be carefully designed due to parasitic components, mainly the secondary winding capacitance and the leakage inductance, that introduces resonances in relatively lowfrequency range, next to the switching frequency. This paper considers applications in which the load (resistive) has an unpredictable behavior, changing from open to short-circuit condition faster than the output voltage control loop could react. In this context, to avoid overvoltage and over current situations, that could damage the converter, the transformer or the load, it is necessary to find an operation point that assure the desired output voltage in spite of the load condition. This can done adjusting the frequency response of the transformer adding an external inductance, together with selecting the switching frequency to get stable output voltage independently of the load.

Keywords: High-voltage transformer, Resonant converter, Softcommutation.

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16 Temperature Effect on Sound Propagation in an Elastic Pipe with Viscoelastic Liquid

Authors: S. Levitsky, R. Bergman

Abstract:

Fluid rheology may have essential impact on sound propagation in a liquid-filled pipe, especially, in a low frequency range. Rheological parameters of liquid are temperature-sensitive, which ultimately results in a temperature dependence of the wave speed and attenuation in the waveguide. The study is devoted to modeling of this effect at sound propagation in an elastic pipe with polymeric liquid, described by generalized Maxwell model with non-zero high-frequency viscosity. It is assumed that relaxation spectrum is distributed according to the Spriggs law; temperature impact on the liquid rheology is described on the basis of the temperature-superposition principle and activation theory. The dispersion equation for the waveguide, considered as a thin-walled tube with polymeric solution, is obtained within a quasi-one-dimensional formulation. Results of the study illustrate the influence of temperature on sound propagation in the system.

Keywords: Elastic tube, sound propagation, temperature effect, viscoelastic liquid.

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15 Complex Wavelet Transform Based Image Denoising and Zooming Under the LMMSE Framework

Authors: T. P. Athira, Gibin Chacko George

Abstract:

This paper proposes a dual tree complex wavelet transform (DT-CWT) based directional interpolation scheme for noisy images. The problems of denoising and interpolation are modelled as to estimate the noiseless and missing samples under the same framework of optimal estimation. Initially, DT-CWT is used to decompose an input low-resolution noisy image into low and high frequency subbands. The high-frequency subband images are interpolated by linear minimum mean square estimation (LMMSE) based interpolation, which preserves the edges of the interpolated images. For each noisy LR image sample, we compute multiple estimates of it along different directions and then fuse those directional estimates for a more accurate denoised LR image. The estimation parameters calculated in the denoising processing can be readily used to interpolate the missing samples. The inverse DT-CWT is applied on the denoised input and interpolated high frequency subband images to obtain the high resolution image. Compared with the conventional schemes that perform denoising and interpolation in tandem, the proposed DT-CWT based noisy image interpolation method can reduce many noise-caused interpolation artifacts and preserve well the image edge structures. The visual and quantitative results show that the proposed technique outperforms many of the existing denoising and interpolation methods.

Keywords: Dual-tree complex wavelet transform (DT-CWT), denoising, interpolation, optimal estimation, super resolution.

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14 High-Frequency Spectrum Analysis of VFTO Generated inside Gas Insulated Substations

Authors: M. A. Abd-Allah, A. Said, Ebrahim A. Badran

Abstract:

Worldwide many electrical equipment insulation failures have been reported caused by switching operations, while those equipments had previously passed all the standard tests and complied with all quality requirements. The problem is mostly associated with high-frequency overvoltages generated during opening or closing of a switching device. The transients generated during switching operations in a Gas Insulated Substation (GIS) are associated with high frequency components in the order of few tens of MHz. The frequency spectrum of the VFTO generated in the 220/66 kV Wadi-Hoff GIS is analyzed using Fast Fourier Transform technique. The main frequency with high voltage amplitude due to the operation of disconnector (DS5) is 5 to 10 MHz, with the highest amplitude at 9 MHz. The main frequency with high voltage amplitude due to the operation of circuit breaker (CB5) is 1 to 25 MHz, with the highest amplitude at 2 MHz. Mitigating techniques damped the oscillating frequencies effectively. The using of cable terminal reduced the frequency oscillation effectively than that of OHTL terminal. The using of a shunt capacitance results in vanishing the high frequency components. Ferrite rings reduces the high frequency components effectively especially in the range 2 to 7 MHz. The using of RC and RL filters results in vanishing the high frequency components.

Keywords: GIS, VFTO, Mitigation Techniques, Frequency spectrum, FFT, EMTP/ATP.

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13 Dissipation of Higher Mode using Numerical Integration Algorithm in Dynamic Analysis

Authors: Jin Sup Kim, Woo Young Jung, Minho Kwon

Abstract:

In general dynamic analyses, lower mode response is of interest, however the higher modes of spatially discretized equations generally do not represent the real behavior and not affects to global response much. Some implicit algorithms, therefore, are introduced to filter out the high-frequency modes using intended numerical error. The objective of this study is to introduce the P-method and PC α-method to compare that with dissipation method and Newmark method through the stability analysis and numerical example. PC α-method gives more accuracy than other methods because it based on the α-method inherits the superior properties of the implicit α-method. In finite element analysis, the PC α-method is more useful than other methods because it is the explicit scheme and it achieves the second order accuracy and numerical damping simultaneously.

Keywords: Dynamic, α-Method, P-Method, PC α-Method, Newmark method.

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12 Performance of Heterogeneous Autoregressive Models of Realized Volatility: Evidence from U.S. Stock Market

Authors: Petr Seďa

Abstract:

This paper deals with heterogeneous autoregressive models of realized volatility (HAR-RV models) on high-frequency data of stock indices in the USA. Its aim is to capture the behavior of three groups of market participants trading on a daily, weekly and monthly basis and assess their role in predicting the daily realized volatility. The benefits of this work lies mainly in the application of heterogeneous autoregressive models of realized volatility on stock indices in the USA with a special aim to analyze an impact of the global financial crisis on applied models forecasting performance. We use three data sets, the first one from the period before the global financial crisis occurred in the years 2006-2007, the second one from the period when the global financial crisis fully hit the U.S. financial market in 2008-2009 years, and the last period was defined over 2010-2011 years. The model output indicates that estimated realized volatility in the market is very much determined by daily traders and in some cases excludes the impact of those market participants who trade on monthly basis.

Keywords: Global financial crisis, heterogeneous autoregressive model, in-sample forecast, realized volatility, U.S. stock market.

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11 Real-Time Implementation of STANAG 4539 High-Speed HF Modem

Authors: S. Saraç, F. Kara, C.Vural

Abstract:

High-frequency (HF) communications have been used by military organizations for more than 90 years. The opportunity of very long range communications without the need for advanced equipment makes HF a convenient and inexpensive alternative of satellite communications. Besides the advantages, voice and data transmission over HF is a challenging task, because the HF channel generally suffers from Doppler shift and spread, multi-path, cochannel interference, and many other sources of noise. In constructing an HF data modem, all these effects must be taken into account. STANAG 4539 is a NATO standard for high-speed data transmission over HF. It allows data rates up to 12800 bps over an HF channel of 3 kHz. In this work, an efficient implementation of STANAG 4539 on a single Texas Instruments- TMS320C6747 DSP chip is described. The state-of-the-art algorithms used in the receiver and the efficiency of the implementation enables real-time high-speed data / digitized voice transmission over poor HF channels.

Keywords: High frequency, modem, STANAG 4539.

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10 The Role Played by Swift Change of the Stability Characteristic of Mean Flow in Bypass Transition

Authors: Dong Ming, Su Caihong

Abstract:

The scenario of bypass transition is generally described as follows: the low-frequency disturbances in the free-stream may generate long stream-wise streaks in the boundary layer, which later may trigger secondary instability, leading to rapid increase of high-frequency disturbances. Then possibly turbulent spots emerge, and through their merging, lead to fully developed turbulence. This description, however, is insufficient in the sense that it does not provide the inherent mechanism of transition that during the transition, a large number of waves with different frequencies and wave numbers appear almost simultaneously, producing sufficiently large Reynolds stress, so the mean flow profile can change rapidly from laminar to turbulent. In this paper, such a mechanism will be figured out from analyzing DNS data of transition.

Keywords: boundary layer, breakdown, bypass transition, stability, streak.

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9 Improved Lung Nodule Visualization on Chest Radiographs using Digital Filtering and Contrast Enhancement

Authors: Benjamin Y. M. Kwan, Hon Keung Kwan

Abstract:

Early detection of lung cancer through chest radiography is a widely used method due to its relatively affordable cost. In this paper, an approach to improve lung nodule visualization on chest radiographs is presented. The approach makes use of linear phase high-frequency emphasis filter for digital filtering and histogram equalization for contrast enhancement to achieve improvements. Results obtained indicate that a filtered image can reveal sharper edges and provide more details. Also, contrast enhancement offers a way to further enhance the global (or local) visualization by equalizing the histogram of the pixel values within the whole image (or a region of interest). The work aims to improve lung nodule visualization of chest radiographs to aid detection of lung cancer which is currently the leading cause of cancer deaths worldwide.

Keywords: Chest radiographs, Contrast enhancement, Digital filtering, Lung nodule detection

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8 Ultrasonic Intensification of the Chemical Degradation of Methyl Violet: An Experimental Study

Authors: N. P. Dhanalakshmi, R. Nagarajan

Abstract:

The sonochemical decolorization and degradation of azo dye Methyl violet using Fenton-s reagent in the presence of a high-frequency acoustic field has been investigated. Dyeing and textile effluents are the major sources of azo dyes, and are most troublesome among industrial wastewaters, causing imbalance in the eco-system. The effect of various operating conditions (initial concentration of dye, liquid-phase temperature, ultrasonic power and frequency and process time) on sonochemical degradation was investigated. Conversion was found to increase with increase in initial concentration, temperature, power level and frequency. Both horntype and tank-type sonicators were used, at various power levels (250W, 400W and 500W) for frequencies ranging from 20 kHz - 1000 kHz. A 'Process Intensification' parameter PI, was defined to quantify the enhancement of the degradation reaction by ultrasound when compared to control (i.e., without ultrasound). The present work clearly demonstrates that a high-frequency ultrasonic bath can be used to achieve higher process throughput and energy efficiency at a larger scale of operation.

Keywords: Fenton oxidation, process intensification, sonochemical degradation of MV, ultrasonic frequency.

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7 Rapid Frequency Response Measurement of Power Conversion Products with Coherence-Based Confidence Analysis

Authors: Tomi Roinila, Aki Taskinen, Matti Vilkko

Abstract:

Switched-mode converters play now a significant role in modern society. Their operation are often crucial in various electrical applications affecting the every day life. Therefore, the quality of the converters needs to be reliably verified. Recent studies have shown that the converters can be fully characterized by a set of frequency responses which can be efficiently used to validate the proper operation of the converters. Consequently, several methods have been proposed to measure the frequency responses fast and accurately. Most often correlation-based techniques have been applied. The presented measurement methods are highly sensitive to external errors and system nonlinearities. This fact has been often forgotten and the necessary uncertainty analysis of the measured responses has been neglected. This paper presents a simple approach to analyze the noise and nonlinearities in the frequency-response measurements of switched-mode converters. Coherence analysis is applied to form a confidence interval characterizing the noise and nonlinearities involved in the measurements. The presented method is verified by practical measurements from a high-frequency switchedmode converter.

Keywords: Switched-mode converters, Frequency analysis, CoherenceAnalysis.

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6 Study on Position Polarity Compensation for Permanent Magnet Synchronous Motor Based on High Frequency Signal Injection

Authors: Gu Shan-Mao, He Feng-You, Ye Sheng-Wen, Ma Zhi-Xun

Abstract:

The application of a high frequency signal injection method as speed and position observer in PMSM drives has been a research focus. At present, the precision of this method is nearly good as that of ten-bit encoder. But there are some questions for estimating position polarity. Based on high frequency signal injection, this paper presents a method to compensate position polarity for permanent magnet synchronous motor (PMSM). Experiments were performed to test the effectiveness of the proposed algorithm and results present the good performance.

Keywords: permanent magnet synchronous motor, sensorless, high-frequency signal injection, magnetic pole position.

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5 Design and Fabrication of a Miniature Railway Vehicle

Authors: Max Ti-Kuang Hou, Hui-Mei Shen, Chiang-Ni Lu, I-Jen Hsu

Abstract:

We present design, fabrication, and characterization of a small (12 mm × 12 mm × 8 mm) movable railway vehicle for sensor carrying. The miniature railway vehicle (MRV) was mainly composed of a vibrational structure and three legs. A railway was designed and fabricated to power and guide the MRV. It also transmits the sensed data from the MRV to the signal processing unit. The MRV with legs on the railway was moving due to its high-frequency vibration. A model was derived to describe the motion. Besides, FEM simulations were performed to design the legs. Then, the MRV and the railway were fabricated by precision machining. Finally, an infrared sensor was carried and tested. The result shows that the MRV without loading was moving along the railway and its maximum speed was 12.2 mm/s. Moreover, the testing signal was sensed by the MRV.

Keywords: Locomotion, Micro-Robot, Miniature Railway Vehicle, Stick-Slip.

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