Search results for: Forward curve
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 809

Search results for: Forward curve

809 Optimized Calculation of Hourly Price Forward Curve (HPFC)

Authors: Ahmed Abdolkhalig

Abstract:

This paper examines many mathematical methods for molding the hourly price forward curve (HPFC); the model will be constructed by numerous regression methods, like polynomial regression, radial basic function neural networks & a furrier series. Examination the models goodness of fit will be done by means of statistical & graphical tools. The criteria for choosing the model will depend on minimize the Root Mean Squared Error (RMSE), using the correlation analysis approach for the regression analysis the optimal model will be distinct, which are robust against model misspecification. Learning & supervision technique employed to determine the form of the optimal parameters corresponding to each measure of overall loss. By using all the numerical methods that mentioned previously; the explicit expressions for the optimal model derived and the optimal designs will be implemented.

Keywords: Forward curve, furrier series, regression, radial basic function neural networks.

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808 The Control Vector Scheme for Design of Planar Primitive PH curves

Authors: Ching-Shoei Chiang, Sheng-Hsin Tsai, James Chen

Abstract:

The PH curve can be constructed by given parameters, but the shape of the curve is not so easy to image from the value of the parameters. On the contract, Bézier curve can be constructed by the control polygon, and from the control polygon, we can image the figure of the curve. In this paper, we want to use the hodograph of Bézier curve to construct PH curve by selecting part of the control vectors, and produce other control vectors, so the property of PH curve exists.

Keywords: PH curve, hodograph, Bézier curve.

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807 Comparison of the Distillation Curve Obtained Experimentally with the Curve Extrapolated by a Commercial Simulator

Authors: Lívia B. Meirelles, Erika C. A. N. Chrisman, Flávia B. de Andrade, Lilian C. M. de Oliveira

Abstract:

True Boiling Point distillation (TBP) is one of the most common experimental techniques for the determination of petroleum properties. This curve provides information about the performance of petroleum in terms of its cuts. The experiment is performed in a few days. Techniques are used to determine the properties faster with a software that calculates the distillation curve when a little information about crude oil is known. In order to evaluate the accuracy of distillation curve prediction, eight points of the TBP curve and specific gravity curve (348 K and 523 K) were inserted into the HYSYS Oil Manager, and the extended curve was evaluated up to 748 K. The methods were able to predict the curve with the accuracy of 0.6%-9.2% error (Software X ASTM), 0.2%-5.1% error (Software X Spaltrohr).

Keywords: Distillation curve, petroleum distillation, simulation, true boiling point curve.

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806 Approximating Maximum Speed on Road from Curvature Information of Bezier Curve

Authors: M. Y. Misro, A. Ramli, J. M. Ali

Abstract:

Bezier curves have useful properties for path generation problem, for instance, it can generate the reference trajectory for vehicles to satisfy the path constraints. Both algorithms join cubic Bezier curve segment smoothly to generate the path. Some of the useful properties of Bezier are curvature. In mathematics, curvature is the amount by which a geometric object deviates from being flat, or straight in the case of a line. Another extrinsic example of curvature is a circle, where the curvature is equal to the reciprocal of its radius at any point on the circle. The smaller the radius, the higher the curvature thus the vehicle needs to bend sharply. In this study, we use Bezier curve to fit highway-like curve. We use different approach to find the best approximation for the curve so that it will resembles highway-like curve. We compute curvature value by analytical differentiation of the Bezier Curve. We will then compute the maximum speed for driving using the curvature information obtained. Our research works on some assumptions; first, the Bezier curve estimates the real shape of the curve which can be verified visually. Even though, fitting process of Bezier curve does not interpolate exactly on the curve of interest, we believe that the estimation of speed are acceptable. We verified our result with the manual calculation of the curvature from the map.

Keywords: Speed estimation, path constraints, reference trajectory, Bezier curve.

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805 Massive Lesions Classification using Features based on Morphological Lesion Differences

Authors: U. Bottigli, D.Cascio, F. Fauci, B. Golosio, R. Magro, G.L. Masala, P. Oliva, G. Raso, S.Stumbo

Abstract:

Purpose of this work is the development of an automatic classification system which could be useful for radiologists in the investigation of breast cancer. The software has been designed in the framework of the MAGIC-5 collaboration. In the automatic classification system the suspicious regions with high probability to include a lesion are extracted from the image as regions of interest (ROIs). Each ROI is characterized by some features based on morphological lesion differences. Some classifiers as a Feed Forward Neural Network, a K-Nearest Neighbours and a Support Vector Machine are used to distinguish the pathological records from the healthy ones. The results obtained in terms of sensitivity (percentage of pathological ROIs correctly classified) and specificity (percentage of non-pathological ROIs correctly classified) will be presented through the Receive Operating Characteristic curve (ROC). In particular the best performances are 88% ± 1 of area under ROC curve obtained with the Feed Forward Neural Network.

Keywords: Neural Networks, K-Nearest Neighbours, SupportVector Machine, Computer Aided Diagnosis.

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804 Parametric Transition as a Spiral Curve and Its Application in Spur Gear Tooth with FEA

Authors: S. H. Yahaya, J. M. Ali, T.A. Abdullah

Abstract:

The exploration of this paper will focus on the Cshaped transition curve. This curve is designed by using the concept of circle to circle where one circle lies inside other. The degree of smoothness employed is curvature continuity. The function used in designing the C-curve is Bézier-like cubic function. This function has a low degree, flexible for the interactive design of curves and surfaces and has a shape parameter. The shape parameter is used to control the C-shape curve. Once the C-shaped curve design is completed, this curve will be applied to design spur gear tooth. After the tooth design procedure is finished, the design will be analyzed by using Finite Element Analysis (FEA). This analysis is used to find out the applicability of the tooth design and the gear material that chosen. In this research, Cast Iron 4.5 % Carbon, ASTM A-48 is selected as a gear material.

Keywords: Bézier-like cubic function, Curvature continuity, Cshapedtransition curve, Spur gear tooth.

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803 Determination the Curve Number Catchment by Using GIS and Remote Sensing

Authors: Abouzar Nasiri, Hamid Alipur

Abstract:

In recent years, geographic information systems (GIS) and remote sensing using has increased to estimate runoff catchment. In this research, runoff curve number maps for captive catchment of Tehran by helping GIS and also remote sensing which based on factors such as vegetation, lands using, group of soil hydrology and hydrological conditions were obtained. Runoff curve numbers map was obtained by combining these maps in ARC GIS and SCS table. To evaluate the accuracy of the results, the maximum flow rate of flood which was obtained from curve numbers, was compared with the measured maximum flood rate at the watershed outlet and correctness of curve numbers were approved.

Keywords: Curve number, GIS, Remote sensing, Runoff.

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802 An Approaching Index to Evaluate a forward Collision Probability

Authors: Yuan-Lin Chen

Abstract:

This paper presents an approaching forward collision probability index (AFCPI) for alerting and assisting driver in keeping safety distance to avoid the forward collision accident in highway driving. The time to collision (TTC) and time headway (TH) are used to evaluate the TTC forward collision probability index (TFCPI) and the TH forward collision probability index (HFCPI), respectively. The Mamdani fuzzy inference algorithm is presented combining TFCPI and HFCPI to calculate the approaching collision probability index of the vehicle. The AFCPI is easier to understand for the driver who did not even have any professional knowledge in vehicle professional field. At the same time, the driver’s behavior is taken into account for suiting each driver. For the approaching index, the value 0 is indicating the 0% probability of forward collision, and the values 0.5 and 1 are indicating the 50% and 100% probabilities of forward collision, respectively. The AFCPI is useful and easy-to-understand for alerting driver to avoid the forward collision accidents when driving in highway.

Keywords: Approaching index, forward collision probability, time to collision, time headway.

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801 Accurate Dimensional Measurement of 3D Round Holes Based on Stereo Vision

Authors: Zhiguo Ren, Lilong Cai

Abstract:

This paper present an effective method to accurately reconstruct and measure the 3D curve edges of small industrial parts based on stereo vision. To effectively fit the curve of the measured parts using a series of line segments in the images, a strategy from coarse to fine is employed based on multi-scale curve fitting. After reconstructing the 3D curve of a hole through a curved surface, its axis is adjusted so that it is parallel to the Z axis with least squares error and the dimensions of the hole can be calculated on the XY plane easily. Experimental results show that the presented method can accurately measure the dimensions of round holes through a curved surface.

Keywords: Stereo Vision, 3D Round Hole Measurement, Curve Fitting, 3D Curve Reconstruction, Least Squares Error.

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800 Solving 94-bit ECDLP with 70 Computers in Parallel

Authors: Shunsuke Miyoshi, Yasuyuki Nogami, Takuya Kusaka, Nariyoshi Yamai

Abstract:

Elliptic curve discrete logarithm problem(ECDLP) is one of problems on which the security of pairing-based cryptography is based. This paper considers Pollard’s rho method to evaluate the security of ECDLP on Barreto-Naehrig(BN) curve that is an efficient pairing-friendly curve. Some techniques are proposed to make the rho method efficient. Especially, the group structure on BN curve, distinguished point method, and Montgomery trick are well-known techniques. This paper applies these techniques and shows its optimization. According to the experimental results for which a large-scale parallel system with MySQL is applied, 94-bit ECDLP was solved about 28 hours by parallelizing 71 computers.

Keywords: Pollard’s rho method, BN curve, Montgomery multiplication.

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799 Generating Arabic Fonts Using Rational Cubic Ball Functions

Authors: Fakharuddin Ibrahim, Jamaludin Md. Ali, Ahmad Ramli

Abstract:

In this paper, we will discuss about the data interpolation by using the rational cubic Ball curve. To generate a curve with a better and satisfactory smoothness, the curve segments must be connected with a certain amount of continuity. The continuity that we will consider is of type G1 continuity. The conditions considered are known as the G1 Hermite condition. A simple application of the proposed method is to generate an Arabic font satisfying the required continuity.

Keywords: Continuity, data interpolation, Hermite condition, rational Ball curve.

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798 Proposed Developments of Elliptic Curve Digital Signature Algorithm

Authors: Sattar B. Sadkhan, Najlae Falah Hameed

Abstract:

The Elliptic Curve Digital Signature Algorithm (ECDSA) is the elliptic curve analogue of DSA, where it is a digital signature scheme designed to provide a digital signature based on a secret number known only to the signer and also on the actual message being signed. These digital signatures are considered the digital counterparts to handwritten signatures, and are the basis for validating the authenticity of a connection. The security of these schemes results from the infeasibility to compute the signature without the private key. In this paper we introduce a proposed to development the original ECDSA with more complexity.

Keywords: Elliptic Curve Digital Signature Algorithm, DSA.

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797 Detection of Keypoint in Press-Fit Curve Based on Convolutional Neural Network

Authors: Shoujia Fang, Guoqing Ding, Xin Chen

Abstract:

The quality of press-fit assembly is closely related to reliability and safety of product. The paper proposed a keypoint detection method based on convolutional neural network to improve the accuracy of keypoint detection in press-fit curve. It would provide an auxiliary basis for judging quality of press-fit assembly. The press-fit curve is a curve of press-fit force and displacement. Both force data and distance data are time-series data. Therefore, one-dimensional convolutional neural network is used to process the press-fit curve. After the obtained press-fit data is filtered, the multi-layer one-dimensional convolutional neural network is used to perform the automatic learning of press-fit curve features, and then sent to the multi-layer perceptron to finally output keypoint of the curve. We used the data of press-fit assembly equipment in the actual production process to train CNN model, and we used different data from the same equipment to evaluate the performance of detection. Compared with the existing research result, the performance of detection was significantly improved. This method can provide a reliable basis for the judgment of press-fit quality.

Keywords: Keypoint detection, curve feature, convolutional neural network, press-fit assembly.

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796 Feed-Forward Control in Resonant DC Link Inverter

Authors: Apinan Aurasopon, Worawat Sa-ngiavibool

Abstract:

This paper proposes a feed-forward control in resonant dc link inverter. The feed-forward control configuration is based on synchronous sigma-delta modulation. The simulation results showing the proposed technique can reject non-ideal dc bus improving the total harmonic distortion.

Keywords: Feed-forward control, Resonant dc link inverter, Synchronous sigma-delta modulation.

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795 Choosing between the Regression Correlation, the Rank Correlation, and the Correlation Curve

Authors: Roger L Goodwin

Abstract:

This paper presents a rank correlation curve. The traditional correlation coefficient is valid for both continuous variables and for integer variables using rank statistics. Since the correlation coefficient has already been established in rank statistics by Spearman, such a calculation can be extended to the correlation curve. This paper presents two survey questions. The survey collected non-continuous variables. We will show weak to moderate correlation. Obviously, one question has a negative effect on the other. A review of the qualitative literature can answer which question and why. The rank correlation curve shows which collection of responses has a positive slope and which collection of responses has a negative slope. Such information is unavailable from the flat, ”first-glance” correlation statistics.

Keywords: Bayesian estimation, regression model, rank statistics, correlation, correlation curve.

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794 Cost and Productivity Experiences of Pakistan with Aggregate Learning Curve

Authors: Jamshaid ur Rehman, Shahida Wizarat

Abstract:

The principal focus of this study is on the measurement and analysis of labor learnings in Pakistan. The study at the aggregate economy level focus on the labor productivity movements and at large-scale manufacturing level focus on the cost structure, with isolating the contribution of the learning curve. The analysis of S-shaped curve suggests that learnings are only below one half of aggregate learning curve and other half shows the retardation in learning, hence retardation in productivity movements. The study implies the existence of learning economies in term of cost reduction that is input cost per unit produced decreases by 0.51 percent every time the cumulative production output doubles.

Keywords: Cost, Inflection Point, Learning Curve, Minima, Maxima, and Productivity

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793 Neural Networks Approaches for Computing the Forward Kinematics of a Redundant Parallel Manipulator

Authors: H. Sadjadian , H.D. Taghirad Member, A. Fatehi

Abstract:

In this paper, different approaches to solve the forward kinematics of a three DOF actuator redundant hydraulic parallel manipulator are presented. On the contrary to series manipulators, the forward kinematic map of parallel manipulators involves highly coupled nonlinear equations, which are almost impossible to solve analytically. The proposed methods are using neural networks identification with different structures to solve the problem. The accuracy of the results of each method is analyzed in detail and the advantages and the disadvantages of them in computing the forward kinematic map of the given mechanism is discussed in detail. It is concluded that ANFIS presents the best performance compared to MLP, RBF and PNN networks in this particular application.

Keywords: Forward Kinematics, Neural Networks, Numerical Solution, Parallel Manipulators.

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792 Preparing the Curve Number (CN) and Surface Runoff Coefficient (C) Map of the Basin in the Aghche Watershed, Iran

Authors: Ali Gholami, Ebrahim Panahpour, Amir Hossein Davami

Abstract:

In this research, a part of Aghche basin in Isfahan province with an area about 2000 hectars, was chosen to be obtain curve number coefficient runoff and W indicator in second Cook method By using aerial photos 1968 and 1995, the satellite data of the IRS in 2008. Then the process of land use changes in the period of study and its effect on the changes of curve number (CN), W indicator and surface runoff coefficient (C) of the basin was investigated. These results showed that on the track of these land use changes the weight averages curve number (CN), surface runoff coefficient (C) and W indicator of the basin were increased to 0.92, 0.02 and 0.78 unit in the first period of study and 1.18, 0.03, 0.99 Unit in the second period of study respectively.

Keywords: Aghche Watershed, Curve Numbers (CV), Land UseChanges, Surface Runoff Coefficient(C) Map, W indicator

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791 On the Determination of a Time-like Dual Curve in Dual Lorentzian Space

Authors: Emin Özyılmaz

Abstract:

In this work, position vector of a time-like dual curve according to standard frame of D31 is investigated. First, it is proven that position vector of a time-like dual curve satisfies a dual vector differential equation of fourth order. The general solution of this dual vector differential equation has not yet been found. Due to this, in terms of special solutions, position vectors of some special time-like dual curves with respect to standard frame of D31 are presented.

Keywords: Classical Differential Geometry, Dual Numbers, DualFrenet Equations, Time-like Dual Curve, Position Vector, DualLorentzian Space.

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790 The Impact of Market-Related Variables on Forward-Looking Disclosure in the Annual Reports of Non-Financial Egyptian Companies

Authors: Bassam Baroma

Abstract:

The main objective of this study is to test the relationship between numbers of variables representing the firm characteristics (market-related variables) and the extent of voluntary disclosure levels (forward-looking disclosure) in the annual reports of Egyptian firms listed on the Egyptian Stock Exchange. The results show that audit firm size is significantly positively correlated (in all the three years) with the level of forward-looking disclosure. However, industry type variable (which divided to: industries, cement, construction, petrochemicals and services), is found being insignificantly association with the level of forward-looking information disclosed in the annual reports for all the three years.

Keywords: Forward-looking disclosure, market-related variables, annual reports, Egyptian Stock Exchange.

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789 Energy Consumption in Forward Osmosis Desalination Compared to other Desalination Techniques

Authors: Ali Shoeb Moon, Moonyong Lee

Abstract:

The draw solute separation process in Forward Osmosis desalination was simulated in Aspen Plus chemical process modeling software, to estimate the energy consumption and compare it with other desalination processes, mainly the Reverse Osmosis process which is currently most prevalent. The electrolytic chemistry for the system was retrieved using the Elec – NRTL property method in the Aspen Plus database. Electrical equivalent of energy required in the Forward Osmosis desalination technique was estimated and compared with the prevalent desalination techniques.

Keywords: Desalination, Energy, Forward Osmosis, Separation

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788 Feed-Forward Control in Half-Bridge Resonant DC Link Inverter

Authors: Apinan Aurasopon, Worawat Sa-ngiavibool

Abstract:

This paper proposes a feed-forward control in a halfbridge resonant dc link inverter. The configuration of feed-forward control is based on synchronous sigma-delta modulation and the halfbridge resonant dc link inverter consists of two inductors, one capacitor and two power switches. The simulation results show the proposed technique can reject non-ideal dc bus improving the total harmonic distortion.

Keywords: Feed-forward control, Resonant dc link inverter, Synchronous sigma-delta modulation.

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787 ROC Analysis of PVC Detection Algorithm using ECG and Vector-ECG Charateristics

Authors: J. S. Nah, A. Y. Jeon, J. H. Ro, G. R. Jeon

Abstract:

ECG analysis method was developed using ROC analysis of PVC detecting algorithm. ECG signal of MIT-BIH arrhythmia database was analyzed by MATLAB. First of all, the baseline was removed by median filter to preprocess the ECG signal. R peaks were detected for ECG analysis method, and normal VCG was extracted for VCG analysis method. Four PVC detecting algorithm was analyzed by ROC curve, which parameters are maximum amplitude of QRS complex, width of QRS complex, r-r interval and geometric mean of VCG. To set cut-off value of parameters, ROC curve was estimated by true-positive rate (sensitivity) and false-positive rate. sensitivity and false negative rate (specificity) of ROC curve calculated, and ECG was analyzed using cut-off value which was estimated from ROC curve. As a result, PVC detecting algorithm of VCG geometric mean have high availability, and PVC could be detected more accurately with amplitude and width of QRS complex.

Keywords: Vectorcardiogram (VCG), Premature Ventricular contraction (PVC), ROC (receiver operating characteristic) curve, ECG

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786 The Study of Relative Efficiency in Growth Curve Model

Authors: Nan Chen, Baoguang Tian

Abstract:

In this paper, some relative efficiency have been discussed, including the LSE estimate with respect to BLUE in curve model. Four new kinds of relative efficiency have defined, and their upper bounds have been discussed.

Keywords: Relative efficiency, LSE estimate, BLUE estimate, Upper bound, Curve model.

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785 A Bathtub Curve from Nonparametric Model

Authors: Eduardo C. Guardia, Jose W. M. Lima, Afonso H. M. Santos

Abstract:

This paper presents a nonparametric method to obtain the hazard rate “Bathtub curve” for power system components. The model is a mixture of the three known phases of a component life, the decreasing failure rate (DFR), the constant failure rate (CFR) and the increasing failure rate (IFR) represented by three parametric Weibull models. The parameters are obtained from a simultaneous fitting process of the model to the Kernel nonparametric hazard rate curve. From the Weibull parameters and failure rate curves the useful lifetime and the characteristic lifetime were defined. To demonstrate the model the historic time-to-failure of distribution transformers were used as an example. The resulted “Bathtub curve” shows the failure rate for the equipment lifetime which can be applied in economic and replacement decision models.

Keywords: Bathtub curve, failure analysis, lifetime estimation, parameter estimation, Weibull distribution.

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784 A Simple Method for Tracing PV Curve of a Radial Transmission Line

Authors: Asfar Ali Khan

Abstract:

Analytical expression for maximum power transfer through a transmission line limited by voltage stability has been formulated using exact representation of transmission line with ABCD parameters. The expression has been used for plotting PV curve at different power factors of a radial transmission line. Limiting values of reactive power have been obtained.

Keywords: Power Transfer, PV Curve, Voltage Stability.

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783 Application of Generalized NAUT B-Spline Curveon Circular Domain to Generate Circle Involute

Authors: Ashok Ganguly, Pranjali Arondekar

Abstract:

In the present paper, we use generalized B-Spline curve in trigonometric form on circular domain, to capture the transcendental nature of circle involute curve and uncertainty characteristic of design. The required involute curve get generated within the given tolerance limit and is useful in gear design.

Keywords: Bézier, Circle Involute, NAUT B-Spline, Spur Gear.

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782 Position Vector of a Partially Null Curve Derived from a Vector Differential Equation

Authors: Süha Yılmaz, Emin Özyılmaz, Melih Turgut, Şuur Nizamoğlu

Abstract:

In this paper, position vector of a partially null unit speed curve with respect to standard frame of Minkowski space-time is studied. First, it is proven that position vector of every partially null unit speed curve satisfies a vector differential equation of fourth order. In terms of solution of the differential equation, position vector of a partially null unit speed curve is expressed.

Keywords: Frenet Equations, Partially Null Curves, Minkowski Space-time, Vector Differential Equation.

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781 An Approach to Polynomial Curve Comparison in Geometric Object Database

Authors: Chanon Aphirukmatakun, Natasha Dejdumrong

Abstract:

In image processing and visualization, comparing two bitmapped images needs to be compared from their pixels by matching pixel-by-pixel. Consequently, it takes a lot of computational time while the comparison of two vector-based images is significantly faster. Sometimes these raster graphics images can be approximately converted into the vector-based images by various techniques. After conversion, the problem of comparing two raster graphics images can be reduced to the problem of comparing vector graphics images. Hence, the problem of comparing pixel-by-pixel can be reduced to the problem of polynomial comparisons. In computer aided geometric design (CAGD), the vector graphics images are the composition of curves and surfaces. Curves are defined by a sequence of control points and their polynomials. In this paper, the control points will be considerably used to compare curves. The same curves after relocated or rotated are treated to be equivalent while two curves after different scaled are considered to be similar curves. This paper proposed an algorithm for comparing the polynomial curves by using the control points for equivalence and similarity. In addition, the geometric object-oriented database used to keep the curve information has also been defined in XML format for further used in curve comparisons.

Keywords: Bezier curve, Said-Ball curve, Wang-Ball curve, DP curve, CAGD, comparison, geometric object database.

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780 Dynamic Voltage Stability Estimation using Particle Filter

Authors: Osea Zebua, Norikazu Ikoma, Hiroshi Maeda

Abstract:

Estimation of voltage stability based on optimal filtering method is presented. PV curve is used as a tool for voltage stability analysis. Dynamic voltage stability estimation is done by using particle filter method. Optimum value (nose point) of PV curve can be estimated by estimating parameter of PV curve equation optimal value represents critical voltage and condition at specified point of measurement. Voltage stability is then estimated by analyzing loading margin condition c stimating equation. This maximum loading ecified dynamically.

Keywords: normalized PV curve, optimal filtering method particle filter, voltage stability.

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