Search results for: CFD models for solar chimney
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2920

Search results for: CFD models for solar chimney

2260 Strategic Management Accounting: Implementation and Control

Authors: Alireza Azimi Sani

Abstract:

This paper discusses the design characteristics management accounting systems should have to be useful for strategic planning and control and provides brief introductions to strategic variance analysis, profit-linked performance measurement models and balanced scorecard. It shows two multi-period, multiproduct models are specified, can be related to Porter's strategy framework and cost and revenue drivers, and can be used to support strategic planning, control and cost management.

Keywords: Accounting, balanced scorecard, profit-linked, strategic management, variance analysis.

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2259 Neural Network Models for Actual Cost and Actual Duration Estimation in Construction Projects: Findings from Greece

Authors: Panagiotis Karadimos, Leonidas Anthopoulos

Abstract:

Predicting the actual cost and duration in construction projects concern a continuous and existing problem for the construction sector. This paper addresses this problem with modern methods and data available from past public construction projects. 39 bridge projects, constructed in Greece, with a similar type of available data were examined. Considering each project’s attributes with the actual cost and the actual duration, correlation analysis is performed and the most appropriate predictive project variables are defined. Additionally, the most efficient subgroup of variables is selected with the use of the WEKA application, through its attribute selection function. The selected variables are used as input neurons for neural network models through correlation analysis. For constructing neural network models, the application FANN Tool is used. The optimum neural network model, for predicting the actual cost, produced a mean squared error with a value of 3.84886e-05 and it was based on the budgeted cost and the quantity of deck concrete. The optimum neural network model, for predicting the actual duration, produced a mean squared error with a value of 5.89463e-05 and it also was based on the budgeted cost and the amount of deck concrete.

Keywords: Actual cost and duration, attribute selection, bridge projects, neural networks, predicting models, FANN TOOL, WEKA.

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2258 Effect of Soil Corrosion in Failures of Buried Gas Pipelines

Authors: Saima Ali, Pathamanathan Rajeev, Imteaz A. Monzur

Abstract:

In this paper, a brief review of the corrosion mechanism in buried pipe and modes of failure is provided together with the available corrosion models. Moreover, the sensitivity analysis is performed to understand the influence of corrosion model parameters on the remaining life estimation. Further, the probabilistic analysis is performed to propagate the uncertainty in the corrosion model on the estimation of the renaming life of the pipe. Finally, the comparison among the corrosion models on the basis of the remaining life estimation will be provided to improve the renewal plan.

Keywords: Corrosion, pit depth, sensitivity analysis, exposure period.

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2257 A Numerical Study on the Influence of CO2 Dilution on Combustion Characteristics of a Turbulent Diffusion Flame

Authors: Yasaman Tohidi, Rouzbeh Riazi, Shidvash Vakilipour, Masoud Mohammadi

Abstract:

The objective of the present study is to numerically investigate the effect of CO2 replacement of N2 in air stream on the flame characteristics of the CH4 turbulent diffusion flame. The Open source Field Operation and Manipulation (OpenFOAM) has been used as the computational tool. In this regard, laminar flamelet and modified k-ε models have been utilized as combustion and turbulence models, respectively. Results reveal that the presence of CO2 in air stream changes the flame shape and maximum flame temperature. Also, CO2 dilution causes an increment in CO mass fraction.

Keywords: CH4 diffusion flame, CO2 dilution, OpenFOAM, turbulent flame.

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2256 Masonry CSEB Building Models under Shaketable Testing-An Experimental Study

Authors: Lakshmi Keshav, V. G. Srisanthi

Abstract:

In this experimental investigation shake table tests were conducted on two reduced models that represent normal single room building constructed by Compressed Stabilized Earth Block (CSEB) from locally available soil. One model was constructed with earthquake resisting features (EQRF) having sill band, lintel band and vertical bands to control the building vibration and another one was without Earthquake Resisting Features. To examine the seismic capacity of the models particularly when it is subjected to long-period ground motion by large amplitude by many cycles of repeated loading, the test specimen was shaken repeatedly until the failure. The test results from Hi-end Data Acquisition system show that model with EQRF behave better than without EQRF. This modified masonry model with new material combined with new bands is used to improve the behavior of masonry building.

Keywords: Earth Quake Resisting Features, Compressed Stabilized Earth Blocks, Masonry structures, Shake table testing, Horizontal and vertical bands.

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2255 An Improved Prediction Model of Ozone Concentration Time Series Based On Chaotic Approach

Authors: N. Z. A. Hamid, M. S. M. Noorani

Abstract:

This study is focused on the development of prediction models of the Ozone concentration time series. Prediction model is built based on chaotic approach. Firstly, the chaotic nature of the time series is detected by means of phase space plot and the Cao method. Then, the prediction model is built and the local linear approximation method is used for the forecasting purposes. Traditional prediction of autoregressive linear model is also built. Moreover, an improvement in local linear approximation method is also performed. Prediction models are applied to the hourly Ozone time series observed at the benchmark station in Malaysia. Comparison of all models through the calculation of mean absolute error, root mean squared error and correlation coefficient shows that the one with improved prediction method is the best. Thus, chaotic approach is a good approach to be used to develop a prediction model for the Ozone concentration time series.

Keywords: Chaotic approach, phase space, Cao method, local linear approximation method.

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2254 A Grid Synchronization Method Based on Adaptive Notch Filter for SPV System with Modified MPPT

Authors: Priyanka Chaudhary, M. Rizwan

Abstract:

This paper presents a grid synchronization technique based on adaptive notch filter for SPV (Solar Photovoltaic) system along with MPPT (Maximum Power Point Tracking) techniques. An efficient grid synchronization technique offers proficient detection of various components of grid signal like phase and frequency. It also acts as a barrier for harmonics and other disturbances in grid signal. A reference phase signal synchronized with the grid voltage is provided by the grid synchronization technique to standardize the system with grid codes and power quality standards. Hence, grid synchronization unit plays important role for grid connected SPV systems. As the output of the PV array is fluctuating in nature with the meteorological parameters like irradiance, temperature, wind etc. In order to maintain a constant DC voltage at VSC (Voltage Source Converter) input, MPPT control is required to track the maximum power point from PV array. In this work, a variable step size P & O (Perturb and Observe) MPPT technique with DC/DC boost converter has been used at first stage of the system. This algorithm divides the dPpv/dVpv curve of PV panel into three separate zones i.e. zone 0, zone 1 and zone 2. A fine value of tracking step size is used in zone 0 while zone 1 and zone 2 requires a large value of step size in order to obtain a high tracking speed. Further, adaptive notch filter based control technique is proposed for VSC in PV generation system. Adaptive notch filter (ANF) approach is used to synchronize the interfaced PV system with grid to maintain the amplitude, phase and frequency parameters as well as power quality improvement. This technique offers the compensation of harmonics current and reactive power with both linear and nonlinear loads. To maintain constant DC link voltage a PI controller is also implemented and presented in this paper. The complete system has been designed, developed and simulated using SimPower System and Simulink toolbox of MATLAB. The performance analysis of three phase grid connected solar photovoltaic system has been carried out on the basis of various parameters like PV output power, PV voltage, PV current, DC link voltage, PCC (Point of Common Coupling) voltage, grid voltage, grid current, voltage source converter current, power supplied by the voltage source converter etc. The results obtained from the proposed system are found satisfactory.

Keywords: Solar photovoltaic systems, MPPT, voltage source converter, grid synchronization technique.

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2253 Modeling Default Probabilities of the Chosen Czech Banks in the Time of the Financial Crisis

Authors: Petr Gurný

Abstract:

One of the most important tasks in the risk management is the correct determination of probability of default (PD) of particular financial subjects. In this paper a possibility of determination of financial institution’s PD according to the creditscoring models is discussed. The paper is divided into the two parts. The first part is devoted to the estimation of the three different models (based on the linear discriminant analysis, logit regression and probit regression) from the sample of almost three hundred US commercial banks. Afterwards these models are compared and verified on the control sample with the view to choose the best one. The second part of the paper is aimed at the application of the chosen model on the portfolio of three key Czech banks to estimate their present financial stability. However, it is not less important to be able to estimate the evolution of PD in the future. For this reason, the second task in this paper is to estimate the probability distribution of the future PD for the Czech banks. So, there are sampled randomly the values of particular indicators and estimated the PDs’ distribution, while it’s assumed that the indicators are distributed according to the multidimensional subordinated Lévy model (Variance Gamma model and Normal Inverse Gaussian model, particularly). Although the obtained results show that all banks are relatively healthy, there is still high chance that “a financial crisis” will occur, at least in terms of probability. This is indicated by estimation of the various quantiles in the estimated distributions. Finally, it should be noted that the applicability of the estimated model (with respect to the used data) is limited to the recessionary phase of the financial market.

Keywords: Credit-scoring Models, Multidimensional Subordinated Lévy Model, Probability of Default.

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2252 Data Collection with Bounded-Sized Messages in Wireless Sensor Networks

Authors: Min Kyung An

Abstract:

In this paper, we study the data collection problem in Wireless Sensor Networks (WSNs) adopting the two interference models: The graph model and the more realistic physical interference model known as Signal-to-Interference-Noise-Ratio (SINR). The main issue of the problem is to compute schedules with the minimum number of timeslots, that is, to compute the minimum latency schedules, such that data from every node can be collected without any collision or interference to a sink node. While existing works studied the problem with unit-sized and unbounded-sized message models, we investigate the problem with the bounded-sized message model, and introduce a constant factor approximation algorithm. To the best known of our knowledge, our result is the first result of the data collection problem with bounded-sized model in both interference models.

Keywords: Data collection, collision-free, interference-free, physical interference model, SINR, approximation, bounded-sized message model, wireless sensor networks, WSN.

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2251 Facilitating Cooperative Knowledge Support by Role-Based Knowledge-Flow Views

Authors: Chih-Wei Lin, Duen-Ren Liu, Hui-Fang Chen

Abstract:

Effective knowledge support relies on providing operation-relevant knowledge to workers promptly and accurately. A knowledge flow represents an individual-s or a group-s knowledge-needs and referencing behavior of codified knowledge during operation performance. The flow has been utilized to facilitate organizational knowledge support by illustrating workers- knowledge-needs systematically and precisely. However, conventional knowledge-flow models cannot work well in cooperative teams, which team members usually have diverse knowledge-needs in terms of roles. The reason is that those models only provide one single view to all participants and do not reflect individual knowledge-needs in flows. Hence, we propose a role-based knowledge-flow view model in this work. The model builds knowledge-flow views (or virtual knowledge flows) by creating appropriate virtual knowledge nodes and generalizing knowledge concepts to required concept levels. The customized views could represent individual role-s knowledge-needs in teamwork context. The novel model indicates knowledge-needs in condensed representation from a roles perspective and enhances the efficiency of cooperative knowledge support in organizations.

Keywords: cooperative knowledge support, knowledge flow, knowledge-flow view, role-based models

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2250 Meta Model Based EA for Complex Optimization

Authors: Maumita Bhattacharya

Abstract:

Evolutionary Algorithms are population-based, stochastic search techniques, widely used as efficient global optimizers. However, many real life optimization problems often require finding optimal solution to complex high dimensional, multimodal problems involving computationally very expensive fitness function evaluations. Use of evolutionary algorithms in such problem domains is thus practically prohibitive. An attractive alternative is to build meta models or use an approximation of the actual fitness functions to be evaluated. These meta models are order of magnitude cheaper to evaluate compared to the actual function evaluation. Many regression and interpolation tools are available to build such meta models. This paper briefly discusses the architectures and use of such meta-modeling tools in an evolutionary optimization context. We further present two evolutionary algorithm frameworks which involve use of meta models for fitness function evaluation. The first framework, namely the Dynamic Approximate Fitness based Hybrid EA (DAFHEA) model [14] reduces computation time by controlled use of meta-models (in this case approximate model generated by Support Vector Machine regression) to partially replace the actual function evaluation by approximate function evaluation. However, the underlying assumption in DAFHEA is that the training samples for the metamodel are generated from a single uniform model. This does not take into account uncertain scenarios involving noisy fitness functions. The second model, DAFHEA-II, an enhanced version of the original DAFHEA framework, incorporates a multiple-model based learning approach for the support vector machine approximator to handle noisy functions [15]. Empirical results obtained by evaluating the frameworks using several benchmark functions demonstrate their efficiency

Keywords: Meta model, Evolutionary algorithm, Stochastictechnique, Fitness function, Optimization, Support vector machine.

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2249 Application of Transportation Models for Analysing Future Intercity and Intracity Travel Patterns in Kuwait

Authors: Srikanth Pandurangi, Basheer Mohammed, Nezar Al Sayegh

Abstract:

In order to meet the increasing demand for housing care for Kuwaiti citizens, the government authorities in Kuwait are undertaking a series of projects in the form of new large cities, outside the current urban area. Al Mutlaa City located to the north-west of the Kuwait Metropolitan Area is one such project out of the 15 planned new cities. The city accommodates a wide variety of residential developments, employment opportunities, commercial, recreational, health care and institutional uses. This paper examines the application of comprehensive transportation demand modeling works undertaken in VISUM platform to understand the future intracity and intercity travel distribution patterns in Kuwait. The scope of models developed varied in levels of detail: strategic model update, sub-area models representing future demand of Al Mutlaa City, sub-area models built to estimate the demand in the residential neighborhoods of the city. This paper aims at offering model update framework that facilitates easy integration between sub-area models and strategic national models for unified traffic forecasts. This paper presents the transportation demand modeling results utilized in informing the planning of multi-modal transportation system for Al Mutlaa City. This paper also presents the household survey data collection efforts undertaken using GPS devices (first time in Kuwait) and notebook computer based digital survey forms for interviewing representative sample of citizens and residents. The survey results formed the basis of estimating trip generation rates and trip distribution coefficients used in the strategic base year model calibration and validation process.

Keywords: GPS based household surveys, transportation infrastructure, origin-destination trip matrices, traffic forecasts, transportation demand modeling, travel behavior patterns.

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2248 Performance Improvement in the Bivariate Models by using Modified Marginal Variance of Noisy Observations for Image-Denoising Applications

Authors: R. Senthilkumar

Abstract:

Most simple nonlinear thresholding rules for wavelet- based denoising assume that the wavelet coefficients are independent. However, wavelet coefficients of natural images have significant dependencies. This paper attempts to give a recipe for selecting one of the popular image-denoising algorithms based on VisuShrink, SureShrink, OracleShrink, BayesShrink and BiShrink and also this paper compares different Bivariate models used for image denoising applications. The first part of the paper compares different Shrinkage functions used for image-denoising. The second part of the paper compares different bivariate models and the third part of this paper uses the Bivariate model with modified marginal variance which is based on Laplacian assumption. This paper gives an experimental comparison on six 512x512 commonly used images, Lenna, Barbara, Goldhill, Clown, Boat and Stonehenge. The following noise powers 25dB,26dB, 27dB, 28dB and 29dB are added to the six standard images and the corresponding Peak Signal to Noise Ratio (PSNR) values are calculated for each noise level.

Keywords: BiShrink, Image-Denoising, PSNR, Shrinkage function

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2247 Fuzzy EOQ Models for Deteriorating Items with Stock Dependent Demand and Non-Linear Holding Costs

Authors: G. C. Mahata, A. Goswami

Abstract:

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.

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2246 Using Dynamic Glazing to Eliminate Mechanical Cooling in Multi-family Highrise Buildings

Authors: Ranojoy Dutta, Adam Barker

Abstract:

Multifamily residential buildings are increasingly being built with large glazed areas to provide tenants with greater daylight and outdoor views. However, traditional double-glazed window assemblies can lead to significant thermal discomfort from high radiant temperatures as well as increased cooling energy use to address solar gains. Dynamic glazing provides an effective solution by actively controlling solar transmission to maintain indoor thermal comfort, without compromising the visual connection to outdoors. This study uses thermal simulations across three Canadian cities (Toronto, Vancouver and Montreal) to verify if dynamic glazing along with operable windows and ceiling fans can maintain the indoor operative temperature of a prototype southwest facing high-rise apartment unit within the ASHRAE 55 adaptive comfort range for a majority of the year, without any mechanical cooling. Since this study proposes the use of natural ventilation for cooling and the typical building life cycle is 30-40 years, the typical weather files have been modified based on accepted global warming projections for increased air temperatures by 2050. Results for the prototype apartment confirm that thermal discomfort with dynamic glazing occurs only for less than 0.7% of the year. However, in the baseline scenario with low-E glass there are up to 7% annual hours of discomfort despite natural ventilation with operable windows and improved air movement with ceiling fans.

Keywords: Electrochromic, operable windows, thermal comfort, natural ventilation, adaptive comfort.

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2245 Kinetic Studies on Microbial Production of Tannase Using Redgram Husk

Authors: S. K. Mohan, T. Viruthagiri, C. Arunkumar

Abstract:

Tannase (tannin acyl hydrolase, E.C.3.1.1.20) is an important hydrolysable enzyme with innumerable applications and industrial potential. In the present study, a kinetic model has been developed for the batch fermentation used for the production of tannase by A.flavus MTCC 3783. Maximum tannase activity of 143.30 U/ml was obtained at 96 hours under optimum operating conditions at 35oC, an initial pH of 5.5 and with an inducer tannic acid concentration of 3% (w/v) for a fermentation period of 120 hours. The biomass concentration reaches a maximum of 6.62 g/l at 96 hours and further there was no increase in biomass concentration till the end of the fermentation. Various unstructured kinetic models were analyzed to simulate the experimental values of microbial growth, tannase activity and substrate concentration. The Logistic model for microbial growth , Luedeking - Piret model for production of tannase and Substrate utilization kinetic model for utilization of substrate were capable of predicting the fermentation profile with high coefficient of determination (R2) values of 0.980, 0.942 and 0.983 respectively. The results indicated that the unstructured models were able to describe the fermentation kinetics more effectively.

Keywords: Aspergillus flavus, Batch fermentation, Kinetic model, Tannase, Unstructured models.

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2244 Estimation of Natural Frequency of the Bearing System under Periodic Force Based on Principal of Hydrodynamic Mass of Fluid

Authors: M. H. Pol, A. Bidi, A. V. Hoseini

Abstract:

Estimation of natural frequency of structures is very important and isn-t usually calculated simply and sometimes complicated. Lack of knowledge about that caused hard damage and hazardous effects. In this paper, with using from two different models in FEM method and based on hydrodynamic mass of fluids, natural frequency of an especial bearing (Fig. 1) in an electric field (or, a periodic force) is calculated in different stiffness and different geometric. In final, the results of two models and analytical solution are compared.

Keywords: Natural frequency of the bearing, Hydrodynamic mass of fluid method.

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2243 Application of Differential Transformation Method for Solving Dynamical Transmission of Lassa Fever Model

Authors: M. A. Omoloye, M. I. Yusuff, O. K. S. Emiola

Abstract:

The use of mathematical models for solving biological problems varies from simple to complex analyses, depending on the nature of the research problems and applicability of the models. The method is more common nowadays. Many complex models become impractical when transmitted analytically. However, alternative approach such as numerical method can be employed. It appropriateness in solving linear and non-linear model equation in Differential Transformation Method (DTM) which depends on Taylor series make it applicable. Hence this study investigates the application of DTM to solve dynamic transmission of Lassa fever model in a population. The mathematical model was formulated using first order differential equation. Firstly, existence and uniqueness of the solution was determined to establish that the model is mathematically well posed for the application of DTM. Numerically, simulations were conducted to compare the results obtained by DTM and that of fourth-order Runge-Kutta method. As shown, DTM is very effective in predicting the solution of epidemics of Lassa fever model.

Keywords: Differential Transform Method, Existence and uniqueness, Lassa fever, Runge-Kutta Method.

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2242 The Effect of Modification and Initial Concentration on Ammonia Removal from Leachate by Zeolite

Authors: Fulya Aydın, Ayşe Kuleyin

Abstract:

The purpose of this study is to investigate the capacity of natural Turkish zeolite for NH4-N removal from landfill leachate. The effects of modification and initial concentration on the removal of NH4-N from leachate were also investigated. The kinetics of adsorption of NH4-N has been discussed using three kinetic models, i.e., the pseudo-second order model, the Elovich equation, the intraparticle diffuion model. Kinetic parameters and correlation coefficients were determined. Equilibrium isotherms for the adsorption of NH4-N were analyzed by Langmuir, Freundlich and Tempkin isotherm models. Langmuir isotherm model was found to best represent the data for NH4-N.

Keywords: Leachate, Ammonium, zeolite

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2241 Classifying and Predicting Efficiencies Using Interval DEA Grid Setting

Authors: Yiannis G. Smirlis

Abstract:

The classification and the prediction of efficiencies in Data Envelopment Analysis (DEA) is an important issue, especially in large scale problems or when new units frequently enter the under-assessment set. In this paper, we contribute to the subject by proposing a grid structure based on interval segmentations of the range of values for the inputs and outputs. Such intervals combined, define hyper-rectangles that partition the space of the problem. This structure, exploited by Interval DEA models and a dominance relation, acts as a DEA pre-processor, enabling the classification and prediction of efficiency scores, without applying any DEA models.

Keywords: Data envelopment analysis, interval DEA, efficiency classification, efficiency prediction.

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2240 The Performance of Natural Light by Roof Systems in Cultural Buildings

Authors: Ana Paula Esteves, Diego S. Caetano, Louise L. B. Lomardo

Abstract:

This paper presents an approach to the performance of the natural lighting, when the use of appropriated solar lighting systems on the roof is applied in cultural buildings such as museums and foundations. The roofs, as a part of contact between the building and the external environment, require special attention in projects that aim at energy efficiency, being an important element for the capture of natural light in greater quantity, but also for being the most important point of generation of photovoltaic solar energy, even semitransparent, allowing the partial passage of light. Transparent elements in roofs, as well as superior protection of the building, can also play other roles, such as: meeting the needs of natural light for the accomplishment of the internal tasks, attending to the visual comfort; to bring benefits to the human perception and about the interior experience in a building. When these resources are well dimensioned, they also contribute to the energy efficiency and consequent character of sustainability of the building. Therefore, when properly designed and executed, a roof light system can bring higher quality natural light to the interior of the building, which is related to the human health and well-being dimension. Furthermore, it can meet the technologic, economic and environmental yearnings, making possible the more efficient use of that primordial resource, which is the light of the Sun. The article presents the analysis of buildings that used zenith light systems in search of better lighting performance in museums and foundations: the Solomon R. Guggenheim Museum in the United States, the Iberê Camargo Foundation in Brazil, the Museum of Fine Arts in Castellón in Spain and the Pinacoteca of São Paulo.

Keywords: Natural lighting, roof lighting systems, natural lighting in museums, comfort lighting.

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2239 Prediction of Computer and Video Game Playing Population: An Age Structured Model

Authors: T. K. Sriram, Joydip Dhar

Abstract:

Models based on stage structure have found varied applications in population models. This paper proposes a stage structured model to study the trends in the computer and video game playing population of US. The game paying population is divided into three compartments based on their age group. After simulating the mathematical model, a forecast of the number of game players in each stage as well as an approximation of the average age of game players in future has been made.

Keywords: Age structure, Forecasting, Mathematical modeling, Stage structure.

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2238 Hybrid Equity Warrants Pricing Formulation under Stochastic Dynamics

Authors: Teh Raihana Nazirah Roslan, Siti Zulaiha Ibrahim, Sharmila Karim

Abstract:

A warrant is a financial contract that confers the right but not the obligation, to buy or sell a security at a certain price before expiration. The standard procedure to value equity warrants using call option pricing models such as the Black–Scholes model had been proven to contain many flaws, such as the assumption of constant interest rate and constant volatility. In fact, existing alternative models were found focusing more on demonstrating techniques for pricing, rather than empirical testing. Therefore, a mathematical model for pricing and analyzing equity warrants which comprises stochastic interest rate and stochastic volatility is essential to incorporate the dynamic relationships between the identified variables and illustrate the real market. Here, the aim is to develop dynamic pricing formulations for hybrid equity warrants by incorporating stochastic interest rates from the Cox-Ingersoll-Ross (CIR) model, along with stochastic volatility from the Heston model. The development of the model involves the derivations of stochastic differential equations that govern the model dynamics. The resulting equations which involve Cauchy problem and heat equations are then solved using partial differential equation approaches. The analytical pricing formulas obtained in this study comply with the form of analytical expressions embedded in the Black-Scholes model and other existing pricing models for equity warrants. This facilitates the practicality of this proposed formula for comparison purposes and further empirical study.

Keywords: Cox-Ingersoll-Ross model, equity warrants, Heston model, hybrid models, stochastic.

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2237 Specialized Reduced Models of Dynamic Flows in 2-Stroke Engines

Authors: S. Cagin, X. Fischer, E. Delacourt, N. Bourabaa, C. Morin, D. Coutellier, B. Carré, S. Loumé

Abstract:

The complexity of scavenging by ports and its impact on engine efficiency create the need to understand and to model it as realistically as possible. However, there are few empirical scavenging models and these are highly specialized. In a design optimization process, they appear very restricted and their field of use is limited. This paper presents a comparison of two methods to establish and reduce a model of the scavenging process in 2-stroke diesel engines. To solve the lack of scavenging models, a CFD model has been developed and is used as the referent case. However, its large size requires a reduction. Two techniques have been tested depending on their fields of application: The NTF method and neural networks. They both appear highly appropriate drastically reducing the model’s size (over 90% reduction) with a low relative error rate (under 10%). Furthermore, each method produces a reduced model which can be used in distinct specialized fields of application: the distribution of a quantity (mass fraction for example) in the cylinder at each time step (pseudo-dynamic model) or the qualification of scavenging at the end of the process (pseudo-static model).

Keywords: Diesel engine, Design optimization, Model reduction, Neural network, NTF algorithm, Scavenging.

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2236 On the Performance of Information Criteria in Latent Segment Models

Authors: Jaime R. S. Fonseca

Abstract:

Nevertheless the widespread application of finite mixture models in segmentation, finite mixture model selection is still an important issue. In fact, the selection of an adequate number of segments is a key issue in deriving latent segments structures and it is desirable that the selection criteria used for this end are effective. In order to select among several information criteria, which may support the selection of the correct number of segments we conduct a simulation study. In particular, this study is intended to determine which information criteria are more appropriate for mixture model selection when considering data sets with only categorical segmentation base variables. The generation of mixtures of multinomial data supports the proposed analysis. As a result, we establish a relationship between the level of measurement of segmentation variables and some (eleven) information criteria-s performance. The criterion AIC3 shows better performance (it indicates the correct number of the simulated segments- structure more often) when referring to mixtures of multinomial segmentation base variables.

Keywords: Quantitative Methods, Multivariate Data Analysis, Clustering, Finite Mixture Models, Information Theoretical Criteria, Simulation experiments.

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2235 Mapping Knowledge Model Onto Java Codes

Authors: B.A.Gobin, R.K.Subramanian

Abstract:

This paper gives an overview of the mapping mechanism of SEAM-a methodology for the automatic generation of knowledge models and its mapping onto Java codes. It discusses the rules that will be used to map the different components in the knowledge model automatically onto Java classes, properties and methods. The aim of developing this mechanism is to help in the creation of a prototype which will be used to validate the knowledge model which has been generated automatically. It will also help to link the modeling phase with the implementation phase as existing knowledge engineering methodologies do not provide for proper guidelines for the transition from the knowledge modeling phase to development phase. This will decrease the development overheads associated to the development of Knowledge Based Systems.

Keywords: KBS, OWL, ontology, knowledge models

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2234 Feature Analysis of Predictive Maintenance Models

Authors: Zhaoan Wang

Abstract:

Research in predictive maintenance modeling has improved in the recent years to predict failures and needed maintenance with high accuracy, saving cost and improving manufacturing efficiency. However, classic prediction models provide little valuable insight towards the most important features contributing to the failure. By analyzing and quantifying feature importance in predictive maintenance models, cost saving can be optimized based on business goals. First, multiple classifiers are evaluated with cross-validation to predict the multi-class of failures. Second, predictive performance with features provided by different feature selection algorithms are further analyzed. Third, features selected by different algorithms are ranked and combined based on their predictive power. Finally, linear explainer SHAP (SHapley Additive exPlanations) is applied to interpret classifier behavior and provide further insight towards the specific roles of features in both local predictions and global model behavior. The results of the experiments suggest that certain features play dominant roles in predictive models while others have significantly less impact on the overall performance. Moreover, for multi-class prediction of machine failures, the most important features vary with type of machine failures. The results may lead to improved productivity and cost saving by prioritizing sensor deployment, data collection, and data processing of more important features over less importance features.

Keywords: Automated supply chain, intelligent manufacturing, predictive maintenance machine learning, feature engineering, model interpretation.

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2233 Achieving Net Zero Energy Building in a Hot Climate Using Integrated Photovoltaic and Parabolic trough Collectors

Authors: Adel A. Ghoneim

Abstract:

In most existing buildings in hot climate, cooling loads lead to high primary energy consumption and consequently high CO2 emissions. These can be substantially decreased with integrated renewable energy systems. Kuwait is characterized by its dry hot long summer and short warm winter. Kuwait receives annual total radiation more than 5280 MJ/m2 with approximately 3347 h of sunshine. Solar energy systems consist of PV modules and parabolic trough collectors are considered to satisfy electricity consumption, domestic water heating, and cooling loads of an existing building. This paper presents the results of an extensive program of energy conservation and energy generation using integrated photovoltaic (PV) modules and Parabolic Trough Collectors (PTC). The program conducted on an existing institutional building intending to convert it into a Net-Zero Energy Building (NZEB) or near net Zero Energy Building (nNZEB). The program consists of two phases; the first phase is concerned with energy auditing and energy conservation measures at minimum cost and the second phase considers the installation of photovoltaic modules and parabolic trough collectors. The 2-storey building under consideration is the Applied Sciences Department at the College of Technological Studies, Kuwait. Single effect lithium bromide water absorption chillers are implemented to provide air conditioning load to the building. A numerical model is developed to evaluate the performance of parabolic trough collectors in Kuwait climate. Transient simulation program (TRNSYS) is adapted to simulate the performance of different solar system components. In addition, a numerical model is developed to assess the environmental impacts of building integrated renewable energy systems. Results indicate that efficient energy conservation can play an important role in converting the existing buildings into NZEBs as it saves a significant portion of annual energy consumption of the building. The first phase results in an energy conservation of about 28% of the building consumption. In the second phase, the integrated PV completely covers the lighting and equipment loads of the building. On the other hand, parabolic trough collectors of optimum area of 765 m2 can satisfy a significant portion of the cooling load, i.e about73% of the total building cooling load. The annual avoided CO2 emission is evaluated at the optimum conditions to assess the environmental impacts of renewable energy systems. The total annual avoided CO2 emission is about 680 metric ton/year which confirms the environmental impacts of these systems in Kuwait.

Keywords: Building integrated renewable systems, Net-Zero Energy Building, solar fraction, avoided CO2 emission.

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2232 Identification, Prediction and Detection of the Process Fault in a Cement Rotary Kiln by Locally Linear Neuro-Fuzzy Technique

Authors: Masoud Sadeghian, Alireza Fatehi

Abstract:

In this paper, we use nonlinear system identification method to predict and detect process fault of a cement rotary kiln. After selecting proper inputs and output, an input-output model is identified for the plant. To identify the various operation points in the kiln, Locally Linear Neuro-Fuzzy (LLNF) model is used. This model is trained by LOLIMOT algorithm which is an incremental treestructure algorithm. Then, by using this method, we obtained 3 distinct models for the normal and faulty situations in the kiln. One of the models is for normal condition of the kiln with 15 minutes prediction horizon. The other two models are for the two faulty situations in the kiln with 7 minutes prediction horizon are presented. At the end, we detect these faults in validation data. The data collected from White Saveh Cement Company is used for in this study.

Keywords: Cement Rotary Kiln, Fault Detection, Delay Estimation Method, Locally Linear Neuro Fuzzy Model, LOLIMOT.

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2231 Dynamic Programming Based Algorithm for the Unit Commitment of the Transmission-Constrained Multi-Site Combined Heat and Power System

Authors: A. Rong, P. B. Luh, R. Lahdelma

Abstract:

High penetration of intermittent renewable energy sources (RES) such as solar power and wind power into the energy system has caused temporal and spatial imbalance between electric power supply and demand for some countries and regions. This brings about the critical need for coordinating power production and power exchange for different regions. As compared with the power-only systems, the combined heat and power (CHP) systems can provide additional flexibility of utilizing RES by exploiting the interdependence of power and heat production in the CHP plant. In the CHP system, power production can be influenced by adjusting heat production level and electric power can be used to satisfy heat demand by electric boiler or heat pump in conjunction with heat storage, which is much cheaper than electric storage. This paper addresses multi-site CHP systems without considering RES, which lay foundation for handling penetration of RES. The problem under study is the unit commitment (UC) of the transmission-constrained multi-site CHP systems. We solve the problem by combining linear relaxation of ON/OFF states and sequential dynamic programming (DP) techniques, where relaxed states are used to reduce the dimension of the UC problem and DP for improving the solution quality. Numerical results for daily scheduling with realistic models and data show that DP-based algorithm is from a few to a few hundred times faster than CPLEX (standard commercial optimization software) with good solution accuracy (less than 1% relative gap from the optimal solution on the average).

Keywords: Dynamic programming, multi-site combined heat and power system, relaxed states, transmission-constrained generation unit commitment.

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