Search results for: Generation rate constraint (GRC)
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4032

Search results for: Generation rate constraint (GRC)

3912 Neural Network Optimal Power Flow(NN-OPF) based on IPSO with Developed Load Cluster Method

Authors: Mat Syai'in, Adi Soeprijanto

Abstract:

An Optimal Power Flow based on Improved Particle Swarm Optimization (OPF-IPSO) with Generator Capability Curve Constraint is used by NN-OPF as a reference to get pattern of generator scheduling. There are three stages in Designing NN-OPF. The first stage is design of OPF-IPSO with generator capability curve constraint. The second stage is clustering load to specific range and calculating its index. The third stage is training NN-OPF using constructive back propagation method. In training process total load and load index used as input, and pattern of generator scheduling used as output. Data used in this paper is power system of Java-Bali. Software used in this simulation is MATLAB.

Keywords: Optimal Power Flow, Generator Capability Curve, Improved Particle Swarm Optimization, Neural Network

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3911 Municipal Solid Waste Management in KhoramAbad City and Experiences

Authors: Ali Jafari, Hatam Godini, Saed Hamed Mirhousaini

Abstract:

This paper presents an overview of current municipal solid waste management in Khoram Abad city. According to data collected by the local authorities, the waste generation rate is estimated to be 800 g/cap.d with density of 243 kg/m3. Solid waste is stored in different types of containers at the source of generation in different areas of the city. Local Authority is responsible for waste collection, transportation. Municipality is responsible for waste collection, using private sector contracts. At present, both mechanical and manual methods are used to collect residential waste. Manual methods of collection are the most commonly used for waste collection in most parts of the city. Land filling is the main disposal method in this city. But it has some obvious problem and deficiencies The current state of solid waste management has been improved slightly in the last decade. By more actions can reduce the human and environmental risks.

Keywords: Disposal, Landfill, management, solid waste.

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3910 An Improved Total Variation Regularization Method for Denoising Magnetocardiography

Authors: Yanping Liao, Congcong He, Ruigang Zhao

Abstract:

The application of magnetocardiography signals to detect cardiac electrical function is a new technology developed in recent years. The magnetocardiography signal is detected with Superconducting Quantum Interference Devices (SQUID) and has considerable advantages over electrocardiography (ECG). It is difficult to extract Magnetocardiography (MCG) signal which is buried in the noise, which is a critical issue to be resolved in cardiac monitoring system and MCG applications. In order to remove the severe background noise, the Total Variation (TV) regularization method is proposed to denoise MCG signal. The approach transforms the denoising problem into a minimization optimization problem and the Majorization-minimization algorithm is applied to iteratively solve the minimization problem. However, traditional TV regularization method tends to cause step effect and lacks constraint adaptability. In this paper, an improved TV regularization method for denoising MCG signal is proposed to improve the denoising precision. The improvement of this method is mainly divided into three parts. First, high-order TV is applied to reduce the step effect, and the corresponding second derivative matrix is used to substitute the first order. Then, the positions of the non-zero elements in the second order derivative matrix are determined based on the peak positions that are detected by the detection window. Finally, adaptive constraint parameters are defined to eliminate noises and preserve signal peak characteristics. Theoretical analysis and experimental results show that this algorithm can effectively improve the output signal-to-noise ratio and has superior performance.

Keywords: Constraint parameters, derivative matrix, magnetocardiography, regular term, total variation.

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3909 Improved Performance Scheme for Joint Transmission in Downlink Coordinated Multi-Point Transmission

Authors: Young-Su Ryu, Su-Hyun Jung, Myoung-Jin Kim, Hyoung-Kyu Song

Abstract:

In this paper, improved performance scheme for joint transmission (JT) is proposed in downlink (DL) coordinated multi-point (CoMP) in case of the constraint transmission power. This scheme is that a serving transmission point (TP) requests the JT to an inter-TP and it selects a precoding technique according to the channel state information (CSI) from user equipment (UE). The simulation results show that the bit error rate (BER) and the throughput performances of the proposed scheme provide the high spectral efficiency and the reliable data at the cell edge.

Keywords: CoMP, joint transmission, minimum mean square error, zero-forcing, zero-forcing dirty paper coding.

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3908 Organizational Culture and Innovation Adoption/Generation: A Proposed Model

Authors: Kong-Seng, Lai, Nor'Aini Yusof

Abstract:

Organizational culture fosters innovation, and innovation is the main engine to be sustained within the uncertainty market. Like other countries, the construction industry significantly contributes to the economy, society and technology of Malaysia, yet, innovation is still considered slow compared to other industries such as manufacturing. Given the important role of an architect as the key player and the contributor of new ideas in the construction industry, there is a call to identify the issue and improve the current situation by focusing on the architectural firms. In addition, the existing studies tend to focus only on a few dimensions of organizational culture and very few studies consider whether innovation is being generated or adopted. Hence, the present research tends to fill in the gap by identifying the organizational cultures that foster or hinder innovation generation and/or innovation adoption, and propose a model of organizational culture and innovation generation and/or adoption.

Keywords: Innovation adoption, innovation generation, architectural firm, organizational culture

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3907 An Efficient Approach to Mining Frequent Itemsets on Data Streams

Authors: Sara Ansari, Mohammad Hadi Sadreddini

Abstract:

The increasing importance of data stream arising in a wide range of advanced applications has led to the extensive study of mining frequent patterns. Mining data streams poses many new challenges amongst which are the one-scan nature, the unbounded memory requirement and the high arrival rate of data streams. In this paper, we propose a new approach for mining itemsets on data stream. Our approach SFIDS has been developed based on FIDS algorithm. The main attempts were to keep some advantages of the previous approach and resolve some of its drawbacks, and consequently to improve run time and memory consumption. Our approach has the following advantages: using a data structure similar to lattice for keeping frequent itemsets, separating regions from each other with deleting common nodes that results in a decrease in search space, memory consumption and run time; and Finally, considering CPU constraint, with increasing arrival rate of data that result in overloading system, SFIDS automatically detect this situation and discard some of unprocessing data. We guarantee that error of results is bounded to user pre-specified threshold, based on a probability technique. Final results show that SFIDS algorithm could attain about 50% run time improvement than FIDS approach.

Keywords: Data stream, frequent itemset, stream mining.

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3906 Key Concepts of 5th Generation Mobile Technology

Authors: H. Magri, N. Abghour, M. Ouzzif

Abstract:

The 5th generation of mobile networks is term used in various research papers and projects to identify the next major phase of mobile telecommunications standards. 5G wireless networks will support higher peak data rate, lower latency and provide best connections with QoS guarantees. In this article, we discuss various promising technologies for 5G wireless communication systems, such as IPv6 support, World Wide Wireless Web (WWWW), Dynamic Adhoc Wireless Networks (DAWN), BEAM DIVISION MULTIPLE ACCESS (BDMA), Cloud Computing, cognitive radio technology and FBMC/OQAM. This paper is organized as follows: First, we will give introduction to 5G systems, present some goals and requirements of 5G. In the next, basic differences between 4G and 5G are given, after we talk about key technology innovations of 5G systems and finally we will conclude in last Section.

Keywords: WWWW, BDMA, DAWN, 5G, 4G, IPv6, Cloud Computing, cognitive radio, FBMC/OQAM.

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3905 Constraint Based Frequent Pattern Mining Technique for Solving GCS Problem

Authors: First G.M. Karthik, Second Ramachandra.V.Pujeri, Dr.

Abstract:

Generalized Center String (GCS) problem are generalized from Common Approximate Substring problem and Common substring problems. GCS are known to be NP-hard allowing the problems lies in the explosion of potential candidates. Finding longest center string without concerning the sequence that may not contain any motifs is not known in advance in any particular biological gene process. GCS solved by frequent pattern-mining techniques and known to be fixed parameter tractable based on the fixed input sequence length and symbol set size. Efficient method known as Bpriori algorithms can solve GCS with reasonable time/space complexities. Bpriori 2 and Bpriori 3-2 algorithm are been proposed of any length and any positions of all their instances in input sequences. In this paper, we reduced the time/space complexity of Bpriori algorithm by Constrained Based Frequent Pattern mining (CBFP) technique which integrates the idea of Constraint Based Mining and FP-tree mining. CBFP mining technique solves the GCS problem works for all center string of any length, but also for the positions of all their mutated copies of input sequence. CBFP mining technique construct TRIE like with FP tree to represent the mutated copies of center string of any length, along with constraints to restraint growth of the consensus tree. The complexity analysis for Constrained Based FP mining technique and Bpriori algorithm is done based on the worst case and average case approach. Algorithm's correctness compared with the Bpriori algorithm using artificial data is shown.

Keywords: Constraint Based Mining, FP tree, Data mining, GCS problem, CBFP mining technique.

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3904 Uniform Solution on the Effect of Internal Heat Generation on Rayleigh-Benard Convection in Micropolar Fluid

Authors: Izzati K. Khalid, Nor Fadzillah M. Mokhtar, Norihan Md. Arifin

Abstract:

The effect of internal heat generation is applied to the Rayleigh-Benard convection in a horizontal micropolar fluid layer. The bounding surfaces of the liquids are considered to be rigid-free, rigid-rigid and free-free with the combination of isothermal on the spin-vanishing boundaries. A linear stability analysis is used and the Galerkin method is employed to find the critical stability parameters numerically. It is shown that the critical Rayleigh number decreases as the value of internal heat generation increase and hence destabilize the system.

Keywords: Internal heat generation, micropolar fluid, rayleighbenard convection.

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3903 Nuclear Power Generation and CO2 Abatement Scenarios in Taiwan

Authors: Chang-Bin Huang, Fu-Kuang Ko

Abstract:

Taiwan was the first country in Asia to announce “Nuclear-Free Homeland" in 2002. In 2008, the new government released the Sustainable Energy Policy Guidelines to lower the nationwide CO2 emissions some time between 2016 and 2020 back to the level of year 2008, further abatement of CO2 emissions is planed in year 2025 when CO2 emissions will decrease to the level of year 2000. Besides, under consideration of the issues of energy, environment and economics (3E), the new government declared that the nuclear power is a carbon-less energy option. This study analyses the effects of nuclear power generation for CO2 abatement scenarios in Taiwan. The MARKAL-MACRO energy model was adopted to evaluate economic impacts and energy deployment due to life extension of existing nuclear power plants and build new nuclear power units in CO2 abatement scenarios. The results show that CO2 abatement effort is expensive. On the other hand, nuclear power is a cost-effective choice. The GDP loss rate in the case of building new nuclear power plants is around two thirds of the Nuclear-Free Homeland case. Nuclear power generation has the capacity to provide large-scale CO2 free electricity. Therefore, the results show that nuclear power is not only an option for Taiwan, but also a requisite for Taiwan-s CO2 reduction strategy.

Keywords: Energy model, CO2 abatement, nuclear power, economic impacts.

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3902 A Note on Significance of Solar Pond Technology for Power Generation

Authors: Donepudi Jagadish

Abstract:

In the view of current requirements of power generation and the increased interest on renewable energy sources, many options are available for generation of clean power. Solar power generation would be one of the best options in this context. The solar pond uses the principle of conversion of solar energy into heat energy, and also has the capability of storing this energy for certain period of time. The solar ponds could be best option for the regions with high solar radiation throughout the day, and also has free land availability. The paper depicts the significance of solar pond for conversion of solar energy into heat energy with a sight towards the parameters like thermal efficiency, working conditions and cost of construction. The simulation of solar pond system has been carried out for understanding the trends of the thermal efficiencies with respect to time.

Keywords: Renewable Energy, Solar Pond, Energy Efficiency, Construction of Solar Pond.

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3901 An UML Statechart Diagram-Based MM-Path Generation Approach for Object-Oriented Integration Testing

Authors: Ruilian Zhao, Ling Lin

Abstract:

MM-Path, an acronym for Method/Message Path, describes the dynamic interactions between methods in object-oriented systems. This paper discusses the classifications of MM-Path, based on the characteristics of object-oriented software. We categorize it according to the generation reasons, the effect scope and the composition of MM-Path. A formalized representation of MM-Path is also proposed, which has considered the influence of state on response method sequences of messages. .Moreover, an automatic MM-Path generation approach based on UML Statechart diagram has been presented, and the difficulties in identifying and generating MM-Path can be solved. . As a result, it provides a solid foundation for further research on test cases generation based on MM-Path.

Keywords: MM-Path, Message Sequence, Object-Oriented Integration Testing, Response Method Sequence, UML Statechart Diagram.

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3900 Self-Organization of Radiation Defects: Temporal Dissipative Structures

Authors: Pavlo Selyshchev

Abstract:

A theoretical approach to radiation damage evolution is developed. Stable temporal behavior taking place in solids under irradiation are examined as phenomena of self-organization in nonequilibrium systems. Experimental effects of temporal self-organization in solids under irradiation are reviewed. Their essential common properties and features are highlighted and analyzed. Dynamical model to describe development of self-oscillation of density of point defects under stationary irradiation is proposed. The emphasis is the nonlinear couplings between rate of annealing and density of defects that determine the kind and parameters of an arising self-oscillation. The field of parameters (defect generation rate and environment temperature) at which self-oscillations develop is found. Bifurcation curve and self-oscillation period near it is obtained.

Keywords: Irradiation, Point Defects, Solids, Temporal Selforganization.

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3899 Sensor-Based Motion Planning for a Car-like Robot Based On Bug Family Algorithms

Authors: Dong-Hyung Kim, Ji Yeong Lee, Chang-Soo Han

Abstract:

This paper presents a sensor-based motion planning algorithm for 3-DOF car-like robots with a nonholonomic constraint. Similar to the classic Bug family algorithms, the proposed algorithm enables the car-like robot to navigate in a completely unknown environment using only the range sensor information. The car-like robot uses the local range sensor view to determine the local path so that it moves towards the goal. To guarantee that the robot can approach the goal, the two modes of motion are repeated, termed motion-to-goal and wall-following. The motion-to-goal behavior lets the robot directly move toward the goal, and the wall-following behavior makes the robot circumnavigate the obstacle boundary until it meets the leaving condition. For each behavior, the nonholonomic motion for the car-like robot is planned in terms of the instantaneous turning radius. The proposed algorithm is implemented to the real robot and the experimental results show the performance of proposed algorithm.

Keywords: Motion planning, car-like robot, bug algorithm, autonomous motion planning, nonholonomic constraint.

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3898 Organizational Culture and Innovation Adoption/Generation: A Proposed Model for Architectural Firms

Authors: Kong-Seng, Lai, Nor'Aini Yusof

Abstract:

Organizational culture fosters innovation, and innovation is the main engine to be sustained within the uncertainty market. Like other countries, the construction industry significantly contributes to the economy, society and technology of Malaysia, yet, innovation is still considered slow compared to other industries such as manufacturing. Given the important role of an architect as the key player and the contributor of new ideas in the construction industry, there is a call to identify the issue and improve the current situation by focusing on the architectural firms. In addition, the existing studies tend to focus only on a few dimensions of organizational culture and very few studies consider whether innovation is being generated or adopted. Hence, the present research tends to fill in the gap by identifying the organizational cultures that foster or hinder innovation generation and/or innovation adoption, and propose a model of organizational culture and innovation generation and/or adoption.

Keywords: Innovation adoption, innovation generation, architectural firm, organizational culture

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3897 Vapor Bubble Dynamics in Upward Subcooled Flow Boiling During Void Evolution

Authors: Rouhollah Ahmadi, Tatsuya Ueno, Tomio Okawa

Abstract:

Bubble generation was observed using a high-speed camera in subcooled flow boiling at low void fraction. Constant heat flux was applied on one side of an upward rectangular channel to make heated test channel. Water as a working fluid from high subcooling to near saturation temperature was injected step by step to investigate bubble behavior during void development. Experiments were performed in two different pressures condition close to 2bar and 4bar. It was observed that in high subcooling when boiling was commenced, bubble after nucleation departed its origin and slid beside heated surface. In an observation window mean release frequency of bubble fb,mean, nucleation site Ns and mean bubble volume Vb,mean in each step of experiments were measured to investigate wall vaporization rate. It was found that in proximity of PNVG vaporization rate was increased significantly in compare with condensation rate which remained in low value.

Keywords: Subcooled flow boiling, Bubble dynamics, Void fraction, Sliding bubble.

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3896 The Effect of Stress Biaxiality on Crack Shape Development

Authors: Osama A. Terfas

Abstract:

The development of shape and size of a crack in a pressure vessel under uniaxial and biaxial loadings is important in fitness-for-service evaluations such as leak-before-break. In this work finite element modelling was used to evaluate the mean stress and the J-integral around a front of a surface-breaking crack. A procedure on the basis of ductile tearing resistance curves of high and low constrained fracture mechanics geometries was developed to estimate the amount of ductile crack extension for surface-breaking cracks and to show the evolution of the initial crack shape. The results showed non-uniform constraint levels and crack driving forces around the crack front at large deformation levels. It was also shown that initially semi-elliptical surface cracks under biaxial load developed higher constraint levels around the crack front than in uniaxial tension. However similar crack shapes were observed with more extensions associated with cracks under biaxial loading.

Keywords: biaxial load, crack shape, fracture toughness, surface crack, uniaxial load.

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3895 From Modeling of Data Structures towards Automatic Programs Generating

Authors: Valentin P. Velikov

Abstract:

Automatic program generation saves time, human resources, and allows receiving syntactically clear and logically correct modules. The 4-th generation programming languages are related to drawing the data and the processes of the subject area, as well as, to obtain a frame of the respective information system. The application can be separated in interface and business logic. That means, for an interactive generation of the needed system to be used an already existing toolkit or to be created a new one.

Keywords: Computer science, graphical user interface, user dialog interface, dialog frames, data modeling, subject area modeling.

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3894 Fighter Aircraft Selection Using Fuzzy Preference Optimization Programming (POP)

Authors: C. Ardil

Abstract:

The Turkish Air Force needs to acquire a sixth- generation fighter aircraft in order to maintain its air superiority and dominance against its rivals under the risks posed by global geopolitical opportunities and threats. Accordingly, five evaluation criteria were determined to evaluate the sixth-generation fighter aircraft alternatives and to select the best one. Systematically, a new fuzzy preference optimization programming (POP) method is proposed to select the best sixth generation fighter aircraft in an uncertain environment. The POP technique considers both quantitative and qualitative evaluation criteria. To demonstrate the applicability and effectiveness of the proposed approach, it is applied to a multiple criteria decision-making problem to evaluate and select sixth-generation fighter aircraft. The results of the fuzzy POP method are compared with the results of the fuzzy TOPSIS approach to validate it. According to the comparative analysis, fuzzy POP and fuzzy TOPSIS methods get the same results. This demonstrates the applicability of the fuzzy POP technique to address the sixth-generation fighter selection problem.

Keywords: Fighter aircraft selection, sixth-generation fighter aircraft, fuzzy decision process, multiple criteria decision making, preference optimization programming, POP, TOPSIS, Kizilelma, MIUS, fuzzy set theory

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3893 Implementation of Terrain Rendering on Mobile Device

Authors: S.A.M. Isa, M.S.M. Rahim, M.D. Kasmuni, D. Daman

Abstract:

Recently, there are significant improvements in the capabilities of mobile devices; rendering large terrain is tedious because of the constraint in resources of mobile devices. This paper focuses on the implementation of terrain rendering on mobile device to observe some issues and current constraints occurred. Experiments are performed using two datasets with results based on rendering speed and appearance to ascertain both the issues and constraints. The result shows a downfall of frame rate performance because of the increase of triangles. Since the resolution between computer and mobile device is different, the terrain surface on mobile device looks more unrealistic compared to on a computer. Thus, more attention in the development of terrain rendering on mobile devices is required. The problems highlighted in this paper will be the focus of future research and will be a great importance for 3D visualization on mobile device.

Keywords: Mobile Device, Mobile Rendering, OpenGL ES, Terrain Rendering.

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3892 Entropy Generation and Heat Transfer of Cu–Water Nanofluid Mixed Convection in a Cavity

Authors: Mliki Bouchmel, Belgacem Nabil, Abbassi Mohamed Ammar, Geudri Kamel, Omri Ahmed

Abstract:

In this numerical work, mixed convection and entropy generation of Cu–water nanofluid in a lid-driven square cavity have been investigated numerically using the Lattice Boltzmann Method. Horizontal walls of the cavity are adiabatic and vertical walls have constant temperature but different values. The top wall has been considered as moving from left to right at a constant speed, U0. The effects of different parameters such as nanoparticle volume concentration (0–0.05), Rayleigh number (104–106) and Reynolds numbers (1, 10 and 100) on the entropy generation, flow and temperature fields are studied. The results have shown that addition of nanoparticles to the base fluid affects the entropy generation, flow pattern and thermal behavior especially at higher Rayleigh and low Reynolds numbers. For pure fluid as well as nanofluid, the increase of Reynolds number increases the average Nusselt number and the total entropy generation, linearly. The maximum entropy generation occurs in nanofluid at low Rayleigh number and at high Reynolds number. The minimum entropy generation occurs in pure fluid at low Rayleigh and Reynolds numbers. Also at higher Reynolds number, the effect of Cu nanoparticles on enhancement of heat transfer was decreased because the effect of lid-driven cavity was increased. The present results are validated by favorable comparisons with previously published results. The results of the problem are presented in graphical and tabular forms and discussed.

Keywords: Entropy generation, mixed convection, nanofluid, lattice Boltzmann method.

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3891 Effect of Chromatic Dispersion on Optical Generation of Tunable Millimeter-Wave Signals

Authors: M. R. Salehi, S. Khosroabadi

Abstract:

In this paper, the optical generation of three bands of continuously tunable millimeter-wave signals using an optical phase modulator (OPM) and a polarization state rotation filter (PSRF) as an optical notch filter is analyzed. The effect of the chromatic dispersion on millimeter-wave signals is presented.

Keywords: Optical generation, millimeter-wave, optical notchfilter , chromatic dispersion.

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3890 Optimum Working Fluid Selection for Automotive Cogeneration System

Authors: Wonsim Cha, Kibum Kim, Kyungwook Choi, Kihyung Lee

Abstract:

A co-generation system in automobile can improve thermal efficiency of vehicle in some degree. The waste heat from the engine exhaust and coolant is still attractive energy source that reaches around 60% of the total energy converted from fuel. To maximize the effectiveness of heat exchangers for recovering the waste heat, it is vital to select the most suitable working fluid for the system, not to mention that it is important to find the optimum design for the heat exchangers. The design of heat exchanger is out of scoop of this study; rather, the main focus has been on the right selection of working fluid for the co-generation system. Simulation study was carried out to find the most suitable working fluid that can allow the system to achieve the optimum efficiency in terms of the heat recovery rate and thermal efficiency.

Keywords: Cycle Analysis, Heat Recovery, Rankine Cycle, Waste Heat Recovery, Working Fluid.

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3889 Islanding Detection Techniques for Synchronous Distributed Generation

Authors: Bharti B. Parmar, Vivek J. Pandya

Abstract:

The issue of unintentional islanding detection of grid connected synchronous distributed generation (SDG) remains the most challenging task faced by the distributed generation (DG) industry as SDG is highly capable of prolonging an island. This paper gives an insight of anti-islanding detection techniques mainly applied for SDG. Different techniques conclude that it is challenging to point out a generic method for a distinct purpose as the application of particular practice depends on nature of the end use and system dependent elements. Also, the setup and operational cost affect the selection of anti-islanding technique to achieve minimal compromising between cost and system quality. A test bench is created in the MATLAB/Simulink® to demonstrate the results of a 33 kV system. The results are highly satisfactory and they are according to the current practices.

Keywords: Synchronous distributed generation, islanding, point of common coupling, loss of grid.

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3888 Effect of Clustering on Energy Efficiency and Network Lifetime in Wireless Sensor Networks

Authors: Prakash G L, Chaitra K Meti, Poojitha K, Divya R.K.

Abstract:

Wireless Sensor Network is Multi hop Self-configuring Wireless Network consisting of sensor nodes. The deployment of wireless sensor networks in many application areas, e.g., aggregation services, requires self-organization of the network nodes into clusters. Efficient way to enhance the lifetime of the system is to partition the network into distinct clusters with a high energy node as cluster head. The different methods of node clustering techniques have appeared in the literature, and roughly fall into two families; those based on the construction of a dominating set and those which are based solely on energy considerations. Energy optimized cluster formation for a set of randomly scattered wireless sensors is presented. Sensors within a cluster are expected to be communicating with cluster head only. The energy constraint and limited computing resources of the sensor nodes present the major challenges in gathering the data. In this paper we propose a framework to study how partially correlated data affect the performance of clustering algorithms. The total energy consumption and network lifetime can be analyzed by combining random geometry techniques and rate distortion theory. We also present the relation between compression distortion and data correlation.

Keywords: Clusters, multi hop, random geometry, rate distortion.

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3887 Stock Portfolio Selection Using Chemical Reaction Optimization

Authors: Jin Xu, Albert Y.S. Lam, Victor O.K. Li

Abstract:

Stock portfolio selection is a classic problem in finance, and it involves deciding how to allocate an institution-s or an individual-s wealth to a number of stocks, with certain investment objectives (return and risk). In this paper, we adopt the classical Markowitz mean-variance model and consider an additional common realistic constraint, namely, the cardinality constraint. Thus, stock portfolio optimization becomes a mixed-integer quadratic programming problem and it is difficult to be solved by exact optimization algorithms. Chemical Reaction Optimization (CRO), which mimics the molecular interactions in a chemical reaction process, is a population-based metaheuristic method. Two different types of CRO, named canonical CRO and Super Molecule-based CRO (S-CRO), are proposed to solve the stock portfolio selection problem. We test both canonical CRO and S-CRO on a benchmark and compare their performance under two criteria: Markowitz efficient frontier (Pareto frontier) and Sharpe ratio. Computational experiments suggest that S-CRO is promising in handling the stock portfolio optimization problem.

Keywords: Stock portfolio selection, Markowitz model, Chemical Reaction Optimization, Sharpe ratio

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3886 GEP Considering Purchase Prices, Profits of IPPs and Reliability Criteria Using Hybrid GA and PSO

Authors: H. Shayeghi, H. Hosseini, A. Shabani, M. Mahdavi

Abstract:

In this paper, optimal generation expansion planning (GEP) is investigated considering purchase prices, profits of independent power producers (IPPs) and reliability criteria using a new method based on hybrid coded Genetic Algorithm (GA) and Particle Swarm Optimization (PSO). In this approach, optimal purchase price of each IPP is obtained by HCGA and reliability criteria are calculated by PSO technique. It should be noted that reliability criteria and the rate of carbon dioxide (CO2) emission have been considered as constraints of the GEP problem. Finally, the proposed method has been tested on the case study system. The results evaluation show that the proposed method can simply obtain optimal purchase prices of IPPs and is a fast method for calculation of reliability criteria in expansion planning. Also, considering the optimal purchase prices and profits of IPPs in generation expansion planning are caused that the expansion costs are decreased and the problem is solved more exactly.

Keywords: GEP Problem, IPPs, Reliability Criteria, GA, PSO.

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3885 Increase of Organization in Complex Systems

Authors: Georgi Yordanov Georgiev, Michael Daly, Erin Gombos, Amrit Vinod, Gajinder Hoonjan

Abstract:

Measures of complexity and entropy have not converged to a single quantitative description of levels of organization of complex systems. The need for such a measure is increasingly necessary in all disciplines studying complex systems. To address this problem, starting from the most fundamental principle in Physics, here a new measure for quantity of organization and rate of self-organization in complex systems based on the principle of least (stationary) action is applied to a model system - the central processing unit (CPU) of computers. The quantity of organization for several generations of CPUs shows a double exponential rate of change of organization with time. The exact functional dependence has a fine, S-shaped structure, revealing some of the mechanisms of self-organization. The principle of least action helps to explain the mechanism of increase of organization through quantity accumulation and constraint and curvature minimization with an attractor, the least average sum of actions of all elements and for all motions. This approach can help describe, quantify, measure, manage, design and predict future behavior of complex systems to achieve the highest rates of self organization to improve their quality. It can be applied to other complex systems from Physics, Chemistry, Biology, Ecology, Economics, Cities, network theory and others where complex systems are present.

Keywords: Organization, self-organization, complex system, complexification, quantitative measure, principle of least action, principle of stationary action, attractor, progressive development, acceleration, stochastic.

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3884 Coordinated Voltage Control using Multiple Regulators in Distribution System with Distributed Generators

Authors: R. Shivarudraswamy, D. N. Gaonkar

Abstract:

The continued interest in the use of distributed generation in recent years is leading to the growth in number of distributed generators connected to distribution networks. Steady state voltage rise resulting from the connection of these generators can be a major obstacle to their connection at lower voltage levels. The present electric distribution network is designed to keep the customer voltage within tolerance limit. This may require a reduction in connectable generation capacity, under utilization of appropriate generation sites. Thus distribution network operators need a proper voltage regulation method to allow the significant integration of distributed generation systems to existing network. In this work a voltage rise problem in a typical distribution system has been studied. A method for voltage regulation of distribution system with multiple DG system by coordinated operation distributed generator, capacitor and OLTC has been developed. A sensitivity based analysis has been carried out to determine the priority for individual generators in multiple DG environment. The effectiveness of the developed method has been evaluated under various cases through simulation results.

Keywords: Distributed generation, voltage control, sensitivity factor.

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3883 Development of Sleep Quality Index Using Heart Rate

Authors: Dongjoo Kim, Chang-Sik Son, Won-Seok Kang

Abstract:

Adequate sleep affects various parts of one’s overall physical and mental life. As one of the methods in determining the appropriate amount of sleep, this research presents a heart rate based sleep quality index. In order to evaluate sleep quality using the heart rate, sleep data from 280 subjects taken over one month are used. Their sleep data are categorized by a three-part heart rate range. After categorizing, some features are extracted, and the statistical significances are verified for these features. The results show that some features of this sleep quality index model have statistical significance. Thus, this heart rate based sleep quality index may be a useful discriminator of sleep.

Keywords: Sleep, sleep quality, heart rate, statistical analysis.

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