Search results for: Normal distribution
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2586

Search results for: Normal distribution

2346 An EWMA p Chart Based On Improved Square Root Transformation

Authors: S. Sukparungsee

Abstract:

Generally, the traditional Shewhart p chart has been developed by for charting the binomial data. This chart has been developed using the normal approximation with condition as low defect level and the small to moderate sample size. In real applications, however, are away from these assumptions due to skewness in the exact distribution. In this paper, a modified Exponentially Weighted Moving Average (EWMA) control chat for detecting a change in binomial data by improving square root transformations, namely ISRT p EWMA control chart. The numerical results show that ISRT p EWMA chart is superior to ISRT p chart for small to moderate shifts, otherwise, the latter is better for large shifts.

Keywords: Number of defects, Exponentially Weighted Moving Average, Average Run Length, Square root transformations.

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2345 Effect of Friction Models on Stress Distribution of Sheet Materials during V-Bending Process

Authors: Maziar Ramezani, Zaidi Mohd Ripin

Abstract:

In a metal forming process, the friction between the material and the tools influences the process by modifying the stress distribution of the workpiece. This frictional behaviour is often taken into account by using a constant coefficient of friction in the finite element simulations of sheet metal forming processes. However, friction coefficient varies in time and space with many parameters. The Stribeck friction model is investigated in this study to predict springback behaviour of AA6061-T4 sheets during V-bending process. The coefficient of friction in Stribeck curve depends on sliding velocity and contact pressure. The plane-strain bending process is simulated in ABAQUS/Standard. We compared the computed punch load-stroke curves and springback related to the constant coefficient of friction with the defined friction model. The results clearly showed that the new friction model provides better agreement between experiments and results of numerical simulations. The influence of friction models on stress distribution in the workpiece is also studied numerically

Keywords: Friction model, Stress distribution, V-bending.

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2344 Study of EEGs from Somatosensory Cortex and Alzheimer's Disease Sources

Authors: Md R. Bashar, Yan Li, Peng Wen

Abstract:

This study is to investigate the electroencephalogram (EEG) differences generated from a normal and Alzheimer-s disease (AD) sources. We also investigate the effects of brain tissue distortions due to AD on EEG. We develop a realistic head model from T1 weighted magnetic resonance imaging (MRI) using finite element method (FEM) for normal source (somatosensory cortex (SC) in parietal lobe) and AD sources (right amygdala (RA) and left amygdala (LA) in medial temporal lobe). Then, we compare the AD sourced EEGs to the SC sourced EEG for studying the nature of potential changes due to sources and 5% to 20% brain tissue distortions. We find an average of 0.15 magnification errors produced by AD sourced EEGs. Different brain tissue distortion models also generate the maximum 0.07 magnification. EEGs obtained from AD sources and different brain tissue distortion levels vary scalp potentials from normal source, and the electrodes residing in parietal and temporal lobes are more sensitive than other electrodes for AD sourced EEG.

Keywords: Alzheimer's disease (AD), brain tissue distortion, electroencephalogram, finite element method.

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2343 Thermoelastic Waves in Anisotropic Platesusing Normal Mode Expansion Method with Thermal Relaxation Time

Authors: K.L. Verma

Abstract:

Analysis for the generalized thermoelastic Lamb waves, which propagates in anisotropic thin plates in generalized thermoelasticity, is presented employing normal mode expansion method. The displacement and temperature fields are expressed by a summation of the symmetric and antisymmetric thermoelastic modes in the surface thermal stresses and thermal gradient free orthotropic plate, therefore the theory is particularly appropriate for waveform analyses of Lamb waves in thin anisotropic plates. The transient waveforms excited by the thermoelastic expansion are analyzed for an orthotropic thin plate. The obtained results show that the theory provides a quantitative analysis to characterize anisotropic thermoelastic stiffness properties of plates by wave detection. Finally numerical calculations have been presented for a NaF crystal, and the dispersion curves for the lowest modes of the symmetric and antisymmetric vibrations are represented graphically at different values of thermal relaxation time. However, the methods can be used for other materials as well

Keywords: Anisotropic, dispersion, frequency, normal, thermoelasticity, wave modes.

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2342 A New Approach for Fingerprint Classification based on Minutiae Distribution

Authors: Jayant V Kulkarni, Jayadevan R, Suresh N Mali, Hemant K Abhyankar, Raghunath S Holambe

Abstract:

The paper describes a new approach for fingerprint classification, based on the distribution of local features (minute details or minutiae) of the fingerprints. The main advantage is that fingerprint classification provides an indexing scheme to facilitate efficient matching in a large fingerprint database. A set of rules based on heuristic approach has been proposed. The area around the core point is treated as the area of interest for extracting the minutiae features as there are substantial variations around the core point as compared to the areas away from the core point. The core point in a fingerprint has been located at a point where there is maximum curvature. The experimental results report an overall average accuracy of 86.57 % in fingerprint classification.

Keywords: Minutiae distribution, Minutiae, Classification, Orientation, Heuristic.

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2341 Research on Axial End Flux Leakage and Detent Force of Transverse Flux PM Linear Machine

Authors: W. R. Li, J. K. Xia, R. Q. Peng, Z. Y. Guo, L. Jiang

Abstract:

According to 3D magnetic circuit of the transverse flux PM linear machine, distribution law is presented, and analytical expression of axial end flux leakage is derived using numerical method. Maxwell stress tensor is used to solve detent force of mover. A 3D finite element model of the transverse flux PM machine is built to analyze the flux distribution and detent force. Experimental results of the prototype verified the validity of axial end flux leakage and detent force theoretical derivation, the research on axial end flux leakage and detent force provides a valuable reference to other types of linear machine.

Keywords: Transverse flux PM linear machine, flux distribution, axial end flux leakage, detent force.

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2340 The Influence of Beta Shape Parameters in Project Planning

Authors: Αlexios Kotsakis, Stefanos Katsavounis, Dimitra Alexiou

Abstract:

Networks can be utilized to represent project planning problems, using nodes for activities and arcs to indicate precedence relationship between them. For fixed activity duration, a simple algorithm calculates the amount of time required to complete a project, followed by the activities that comprise the critical path. Program Evaluation and Review Technique (PERT) generalizes the above model by incorporating uncertainty, allowing activity durations to be random variables, producing nevertheless a relatively crude solution in planning problems. In this paper, based on the findings of the relevant literature, which strongly suggests that a Beta distribution can be employed to model earthmoving activities, we utilize Monte Carlo simulation, to estimate the project completion time distribution and measure the influence of skewness, an element inherent in activities of modern technical projects. We also extract the activity criticality index, with an ultimate goal to produce more accurate planning estimations.

Keywords: Beta distribution, PERT, Monte Carlo Simulation, skewness, project completion time distribution.

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2339 Impact of Masonry Joints on Detection of Humidity Distribution in Aerated Concrete Masonry Constructions by Electric Impedance Spectrometry Measurements

Authors: Sanita Rubene, Martins Vilnitis, Juris Noviks

Abstract:

Aerated concrete is a load bearing construction material, which has high heat insulation parameters. Walls can be erected from aerated concrete masonry constructions and in perfect circumstances additional heat insulation is not required. The most common problem in aerated concrete heat insulation properties is the humidity distribution throughout the cross section of the masonry elements as well as proper and conducted drying process of the aerated concrete construction because only dry aerated concrete masonry constructions can reach high heat insulation parameters. In order to monitor drying process of the masonry and detect humidity distribution throughout the cross section of aerated concrete masonry construction application of electrical impedance spectrometry is applied. Further test results and methodology of this non-destructive testing method is described in this paper.

Keywords: Aerated concrete, electrical impedance spectrometry, humidity distribution, non-destructive testing.

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2338 Mechanical Characteristics on Fatigue Crack Propagation in Aluminium Plate

Authors: A. Chellil, A. Nour, S. Lecheb, H. Mechakra, L. Addar, H. Kebir

Abstract:

This paper present a mechanical characteristics on fatigue crack propagation in Aluminium Plate based on strain and stress distribution using the abaqus software. The changes in shear strain and stress distribution during the fatigue cycle with crack growth is identified. In progressive crack in the strain distribution and the stress is increase in the critical zone. Numerical Modal analysis of the model developed, prove that the Eigen frequencies of aluminium plate were decreased after cracking, and this reduce is nonlinear. These results can provide a reference for analysts and designers of aluminium alloys in aeronautical systems.

Therefore, the modal analysis is an important factor for monitoring the aeronautic structures.

Keywords: Aluminium alloys, plate, crack, failure.

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2337 Classification of Germinatable Mung Bean by Near Infrared Hyperspectral Imaging

Authors: Kaewkarn Phuangsombat, Arthit Phuangsombat, Anupun Terdwongworakul

Abstract:

Hard seeds will not grow and can cause mold in sprouting process. Thus, the hard seeds need to be separated from the normal seeds. Near infrared hyperspectral imaging in a range of 900 to 1700 nm was implemented to develop a model by partial least squares discriminant analysis to discriminate the hard seeds from the normal seeds. The orientation of the seeds was also studied to compare the performance of the models. The model based on hilum-up orientation achieved the best result giving the coefficient of determination of 0.98, and root mean square error of prediction of 0.07 with classification accuracy was equal to 100%.

Keywords: Mung bean, near infrared, germinatability, hard seed.

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2336 Optimal Allocation of PHEV Parking Lots to Minimize Distribution System Losses

Authors: Mahmud Fotuhi-Firuzabad, Ali Abbaspour, Mohsen Mazidi, Mohamamd Rastegar

Abstract:

To tackle the air pollution issues, Plug-in Hybrid Electric Vehicles (PHEVs) are proposed as an appropriate solution. Charging a large amount of PHEV batteries, if not controlled, would have negative impacts on the distribution system. The control process of charging of these vehicles can be centralized in parking lots that may provide a chance for better coordination than the individual charging in houses. In this paper, an optimization-based approach is proposed to determine the optimum PHEV parking capacities in candidate nodes of the distribution system. In so doing, a profile for charging and discharging of PHEVs is developed in order to flatten the network load profile. Then, this profile is used in solving an optimization problem to minimize the distribution system losses. The outputs of the proposed method are the proper place for PHEV parking lots and optimum capacity for each parking. The application of the proposed method on the IEEE-34 node test feeder verifies the effectiveness of the method.

Keywords: Plug-in Hybrid Electric Vehicle (PHEV), PHEV parking lot, V2G.

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2335 Negative Impact of Bacteria Legionella Pneumophila in Hot Water Distribution Systems on Human Health

Authors: Daniela Ocipova, Zuzana Vranayova, Ondrej Sikula

Abstract:

Safe drinking water is one of the biggest issues facing the planet this century. The primary aim of this paper is to present our research focused on theoretical and experimental analysis of potable water and in-building water distribution systems from the point of view of microbiological risk on the basis of confrontation between the theoretical analysis and synthesis of gathered information in conditions of the Slovak Republic. The presence of the bacteria Legionella in water systems, especially in hot water distribution system, represents in terms of health protection of inhabitants the crucial problem which cannot be overlooked. Legionella pneumophila discovery, its classification and its influence on installations inside buildings are relatively new. There are a lot of guidelines and regulations developed in many individual countries for the design, operation and maintenance for tap water systems to avoid the growth of bacteria Legionella pneumophila, but in Slovakia we don-t have any. The goal of this paper is to show the necessity of prevention and regulations for installations inside buildings verified by simulation methods.

Keywords: Legionella pneumophila, water temperature, distribution system, risk analysis, simulations.

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2334 Dissimilar Materials Joint and Effect of Angle Junction on Stress Distribution at Interface

Authors: Ali Baladi, Alireza Fallahi Arezoodar

Abstract:

in dissimilar material joints, failure often occurs along the interface between two materials due to stress singularity. Stress distribution and its concentration depend on materials and geometry of the junction. Inhomogenity of stress distribution at the interface of junction of two materials with different elastic modules and stress concentration in this zone are the main factors resulting in rupture of the junction. Effect of joining angle in the interface of aluminum-polycarbonate will be discussed in this paper. Computer simulation and finite element analysis by ABAQUS showed that convex interfacial joint leads to stress reduction at junction corners in compare with straight joint. This finding is confirmed by photoelastic experimental results.

Keywords: Elastic Modules, Stress Concentration, JoiningAngle, Photoelastic.

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2333 Using Jumping Particle Swarm Optimization for Optimal Operation of Pump in Water Distribution Networks

Authors: R. Rajabpour, N. Talebbeydokhti, M. H. Ahmadi

Abstract:

Carefully scheduling the operations of pumps can be resulted to significant energy savings. Schedules can be defined either implicit, in terms of other elements of the network such as tank levels, or explicit by specifying the time during which each pump is on/off. In this study, two new explicit representations based on timecontrolled triggers were analyzed, where the maximum number of pump switches was established beforehand, and the schedule may contain fewer switches than the maximum. The optimal operation of pumping stations was determined using a Jumping Particle Swarm Optimization (JPSO) algorithm to achieve the minimum energy cost. The model integrates JPSO optimizer and EPANET hydraulic network solver. The optimal pump operation schedule of VanZyl water distribution system was determined using the proposed model and compared with those from Genetic and Ant Colony algorithms. The results indicate that the proposed model utilizing the JPSO algorithm is a versatile management model for the operation of realworld water distribution system.

Keywords: JPSO, operation, optimization, water distribution system.

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2332 Analysis of OPG Gene Polymorphism T245G (rs3134069) in Slovak Postmenopausal Women

Authors: I. Boroňová, J. Bernasovská, J. Kľoc, Z. Tomková, E. Petrejčíková, S. Mačeková, J. Poráčová, M. M. Blaščáková

Abstract:

Osteoporosis is a common multifactorial disease with a strong genetic component characterized by reduced bone mass and increased risk of fractures. Genetic factors play an important role in the pathogenesis of osteoporosis. The aim of our study was to identify the genotype and allele distribution of T245G polymorphism in OPG gene in Slovak postmenopausal women. A total of 200 unrelated Slovak postmenopausal women with diagnosed osteoporosis and 200 normal controls were genotyped for T245G (rs3134069) polymorphism of OPG gene. Genotyping was performed using the Custom Taqman®SNP Genotyping assays. Genotypes and alleles frequencies showed no significant differences (p=0.5551; p=0.6022). The results of the present study confirm the importance of T245G polymorphism in OPG gene in the pathogenesis of osteoporosis.

Keywords: OPG gene, osteoporosis, Real-time PCR, T245G polymorphism.

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2331 Effect of DG Installation in Distribution System for Voltage Monitoring Scheme

Authors: S. R. A. Rahim, I. Musirin, M. M. Othman, M. H. Hussain

Abstract:

Loss minimization is a long progressing issue mainly in distribution system. Nevertheless its effect led to temperature rise due to significant voltage drop through the distribution line. Thus, compensation scheme should be proper scheduled in the attempt to alleviate the voltage drop phenomenon. Distributed generation has been profoundly known for voltage profile improvement; provided that over-compensation or under-compensation phenomena are avoided. This paper addresses the issue of voltage improvement through different type DG installation. In ensuring optimal sizing and location of the DGs, pre-developed EMEFA technique was made use for this purpose. Incremental loading condition subjected to the system is the concern such that it is beneficial to the power system operator.

Keywords: Distributed generation, EMEFA, power loss, voltage profile.

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2330 Reduction of Power Losses in Distribution Systems

Authors: Y. Al-Mahroqi, I.A. Metwally, A. Al-Hinai, A. Al-Badi

Abstract:

Losses reduction initiatives in distribution systems have been activated due to the increasing cost of supplying electricity, the shortage in fuel with ever-increasing cost to produce more power, and the global warming concerns. These initiatives have been introduced to the utilities in shape of incentives and penalties. Recently, the electricity distribution companies in Oman have been incentivized to reduce the distribution technical and non-technical losses with an equal annual reduction rate for 6 years. In this paper, different techniques for losses reduction in Mazoon Electricity Company (MZEC) are addressed. In this company, high numbers of substation and feeders were found to be non-compliant with the Distribution System Security Standard (DSSS). Therefore, 33 projects have been suggested to bring non-complying 29 substations and 28 feeders to meet the planed criteria and to comply with the DSSS. The largest part of MZEC-s network (South Batinah region) was modeled by ETAP software package. The model has been extended to implement the proposed projects and to examine their effects on losses reduction. Simulation results have shown that the implementation of these projects leads to a significant improvement in voltage profile, and reduction in the active and the reactive power losses. Finally, the economical analysis has revealed that the implementation of the proposed projects in MZEC leads to an annual saving of about US$ 5 million.

Keywords: Losses Reduction, Technical Losses, Non-Technical Losses, Cost Analysis

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2329 The Influence of RHA on the Mechanical Properties of Mortar Heated Up To High Temperature

Authors: Md. Harunur Rashid, S. M. Kamal Uddin, Sobura khatun

Abstract:

The performance of mortar subjected to high temperature and cooled in normal ambient temperature was examined in the laboratory to comply with the situation of burning & cooling of a structure. Four series of cubical (5 X 5 X 5 cm) mortar specimens were made from OPC, and partial replacement (10, 15, 20, 25 & 30%) of OPC by Rice Husk Ash (RHA) produced in the uncontrolled environment. These specimens were heated in electric furnace to 200, 300, 400, 500 and 7000C. The specimens were kept in normal room temperature for cooling. They were then tested for mechanical properties and the results shows that particular 20% RHA mixed mortar shows better fire performance.

Keywords: Fire performance, Rice Husk

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2328 (λ, μ)-Intuitionistic Fuzzy Subgroups of Groups with Operators

Authors: Shaoquan Sun, Chunxiang Liu

Abstract:

The aim of this paper is to introduce the concepts of the (λ, μ)-intuitionistic fuzzy subgroups and (λ, μ)-intuitionistic fuzzy normal subgroups of groups with operators, and to investigate their properties and characterizations based on M-group homomorphism.

Keywords: Intuitionistic fuzzy group, , μ)-intuitionistic fuzzy subgroup of groups with operators, , μ)-intuitionistic fuzzy normal subgroup of groups with operators, M-group homomorphism.

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2327 Another Structure of Weakly Left C-wrpp Semigroups

Authors: Enxiao Yuan, Xiaomin Zhang

Abstract:

It is known that a left C-wrpp semigroup can be described as curler structure of a left band and a C-wrpp semigroup. In this paper, we introduce the class of weakly left C-wrpp semigroups which includes the class of weakly left C-rpp semigroups as a subclass. We shall particularly show that the spined product of a left C-wrpp semigroup and a right normal band is a weakly left C-wrpp semifroup. Some equivalent characterizations of weakly left C-wrpp semigroups are obtained. Our results extend that of left C-wrpp semigroups.

Keywords: Left C-wrpp semigroup, left quasi normal regular band, weakly left C-wrpp semigroup.

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2326 Application of Digital Image Correlation Technique on Vacuum Assisted Resin Transfer Molding Process and Performance Evaluation of the Produced Materials

Authors: Dingding Chen, Kazuo Arakawa, Masakazu Uchino, Changheng Xu

Abstract:

Vacuum assisted resin transfer moulding (VARTM) is a promising manufacture process for making large and complex fiber reinforced composite structures. However, the complexity of the flow of the resin in the infusion stage usually leads to nonuniform property distribution of the produced composite part. In order to control the flow of the resin, the situation of flow should be mastered. For the safety of the usage of the produced composite in practice, the understanding of the property distribution is essential. In this paper, we did some trials on monitoring the resin infusion stage and evaluation for the fiber volume fraction distribution of the VARTM produced composite using the digital image correlation methods. The results showthat3D-DIC is valid on monitoring the resin infusion stage and it is possible to use 2D-DIC to estimate the distribution of the fiber volume fraction on a FRP plate.

Keywords: Digital image correlation, VARTM, FRP, fiber volume fraction.

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2325 Ant Colony Optimization for Optimal Distributed Generation in Distribution Systems

Authors: I. A. Farhat

Abstract:

The problem of optimal planning of multiple sources of distributed generation (DG) in distribution networks is treated in this paper using an improved Ant Colony Optimization algorithm (ACO). This objective of this problem is to determine the DG optimal size and location that in order to minimize the network real power losses. Considering the multiple sources of DG, both size and location are simultaneously optimized in a single run of the proposed ACO algorithm. The various practical constraints of the problem are taken into consideration by the problem formulation and the algorithm implementation. A radial power flow algorithm for distribution networks is adopted and applied to satisfy these constraints. To validate the proposed technique and demonstrate its effectiveness, the well-know 69-bus feeder standard test system is employed.cm.

Keywords: About Ant Colony Optimization (ACO), Distributed Generation (DG).

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2324 A Novel Method to Evaluate Line Loadability for Distribution Systems with Realistic Loads

Authors: K. Nagaraju, S. Sivanagaraju, T. Ramana, V. Ganesh

Abstract:

This paper presents a simple method for estimation of additional load as a factor of the existing load that may be drawn before reaching the point of line maximum loadability of radial distribution system (RDS) with different realistic load models at different substation voltages. The proposed method involves a simple line loadability index (LLI) that gives a measure of the proximity of the present state of a line in the distribution system. The LLI can use to assess voltage instability and the line loading margin. The proposed method also compares with the existing method of maximum loadability index [10]. The simulation results show that the LLI can identify not only the weakest line/branch causing system instability but also the system voltage collapse point when it is near one. This feature enables us to set an index threshold to monitor and predict system stability on-line so that a proper action can be taken to prevent the system from collapse. To demonstrate the validity of the proposed algorithm, computer simulations are carried out on two bus and 69 bus RDS.

Keywords: line loadability index, line loading margin, maximum line loadability, system stability, radial distribution system

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2323 Normalized Cumulative Spectral Distribution in Music

Authors: Young-Hwan Song, Hyung-Jun Kwon, Myung-Jin Bae

Abstract:

As the remedy used music becomes active and meditation effect through the music is verified, people take a growing interest about psychological balance or remedy given by music. From traditional studies, it is verified that the music of which spectral envelop varies approximately as 1/f (f is frequency) down to a frequency of low frequency bandwidth gives psychological balance. In this paper, we researched signal properties of music which gives psychological balance. In order to find this, we derived the property from voice. Music composed by voice shows large value in NCSD. We confirmed the degree of deference between music by curvature of normalized cumulative spectral distribution. In the music that gives psychological balance, the curvature shows high value, otherwise, the curvature shows low value.

Keywords: Cognitive Psychology, Normalized Cumulative Spectral Distribution, Curvature.

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2322 Confidence Intervals for the Normal Mean with Known Coefficient of Variation

Authors: Suparat Niwitpong

Abstract:

In this paper we proposed two new confidence intervals for the normal population mean with known coefficient of variation. This situation occurs normally in environment and agriculture experiments where the scientist knows the coefficient of variation of their experiments. We propose two new confidence intervals for this problem based on the recent work of Searls [5] and the new method proposed in this paper for the first time. We derive analytic expressions for the coverage probability and the expected length of each confidence interval. Monte Carlo simulation will be used to assess the performance of these intervals based on their expected lengths.

Keywords: confidence interval, coverage probability, expected length, known coefficient of variation.

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2321 Effect of Fire on Structural Behavior of Normal and High Strength Concrete Beams

Authors: Alaa I. Arafa, Hemdan O. A. Said. Marwa A. M. Ali

Abstract:

This paper investigates and evaluates experimentally the structural behavior of high strength concrete (HSC) beams under fire and compares it with that of Normal strength concrete (NSC) beams. The main investigated parameters are: concrete compressive strength (300 or 600 kg/cm2); the concrete cover thickness (3 or 5 cm); the degree of temperature (room temperature or 600 oC); the type of cooling (air or water); and the fire exposure time (3 or 5 hours). Test results showed that the concrete compressive strength decreases significantly as the exposure time to fire increases.

Keywords: Experimental, fire, high strength concrete beams, monotonic loading.

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2320 Optimization of Distribution Network Configuration for Loss Reduction Using Artificial Bee Colony Algorithm

Authors: R. Srinivasa Rao, S.V.L. Narasimham, M. Ramalingaraju

Abstract:

Network reconfiguration in distribution system is realized by changing the status of sectionalizing switches to reduce the power loss in the system. This paper presents a new method which applies an artificial bee colony algorithm (ABC) for determining the sectionalizing switch to be operated in order to solve the distribution system loss minimization problem. The ABC algorithm is a new population based metaheuristic approach inspired by intelligent foraging behavior of honeybee swarm. The advantage of ABC algorithm is that it does not require external parameters such as cross over rate and mutation rate as in case of genetic algorithm and differential evolution and it is hard to determine these parameters in prior. The other advantage is that the global search ability in the algorithm is implemented by introducing neighborhood source production mechanism which is a similar to mutation process. To demonstrate the validity of the proposed algorithm, computer simulations are carried out on 14, 33, and 119-bus systems and compared with different approaches available in the literature. The proposed method has outperformed the other methods in terms of the quality of solution and computational efficiency.

Keywords: Distribution system, Network reconfiguration, Loss reduction, Artificial Bee Colony Algorithm.

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2319 Operational Risk – Scenario Analysis

Authors: Milan Rippel, Petr Teply

Abstract:

This paper focuses on operational risk measurement techniques and on economic capital estimation methods. A data sample of operational losses provided by an anonymous Central European bank is analyzed using several approaches. Loss Distribution Approach and scenario analysis method are considered. Custom plausible loss events defined in a particular scenario are merged with the original data sample and their impact on capital estimates and on the financial institution is evaluated. Two main questions are assessed – What is the most appropriate statistical method to measure and model operational loss data distribution? and What is the impact of hypothetical plausible events on the financial institution? The g&h distribution was evaluated to be the most suitable one for operational risk modeling. The method based on the combination of historical loss events modeling and scenario analysis provides reasonable capital estimates and allows for the measurement of the impact of extreme events on banking operations.

Keywords: operational risk, scenario analysis, economic capital, loss distribution approach, extreme value theory, stress testing

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2318 Statistical Description of Wave Interactions in 1D Defect Turbulence

Authors: Yusuke Uchiyama, Hidetoshi Konno

Abstract:

We have investigated statistical properties of the defect turbulence in 1D CGLE wherein many body interaction is involved between local depressing wave (LDW) and local standing wave (LSW). It is shown that the counting number fluctuation of LDW is subject to the sub-Poisson statistics (SUBP). The physical origin of the SUBP can be ascribed to pair extinction of LDWs based on the master equation approach. It is also shown that the probability density function (pdf) of inter-LDW distance can be identified by the hyper gamma distribution. Assuming a superstatistics of the exponential distribution (Poisson configuration), a plausible explanation is given. It is shown further that the pdf of amplitude of LDW has a fattail. The underlying mechanism of its fluctuation is examined by introducing a generalized fractional Poisson configuration.

Keywords: sub-Poisson statistics, hyper gamma distribution, fractional Poisson configuration.

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2317 A Practical Method for Load Balancing in the LV Distribution Networks Case Study: Tabriz Electrical Network

Authors: A. Raminfard, S. M. Shahrtash

Abstract:

In this paper, a new efficient method for load balancing in low voltage distribution systems is presented. The proposed method introduces an improved Leap-frog method for optimization. The proposed objective function includes the difference between three phase currents, as well as two other terms to provide the integer property of the variables; where the latter are the status of the connection of loads to different phases. Afterwards, a new algorithm is supplemented to undertake the integer values for the load connection status. Finally, the method is applied to different parts of Tabriz low voltage network, where the results have shown the good performance of the proposed method.

Keywords: Load balancing, improved leap-frog method, optimization algorithm, low voltage distribution systems.

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