Search results for: Order Quantity Model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 11323

Search results for: Order Quantity Model

11053 Acausal and Causal Model Construction with FEM Approach Using Modelica

Authors: Oke Oktavianty, Tadayuki Kyoutani, Shigeyuki Haruyama, Junji Kaneko, Ken Kaminishi

Abstract:

Modelica has many advantages and it is very useful in modeling and simulation especially for the multi-domain with a complex technical system. However, the big obstacle for a beginner is to understand the basic concept and to build a new system model for a real system. In order to understand how to solve the simple circuit model by hand translation and to get a better understanding of how modelica works, we provide a detailed explanation about solver ordering system in horizontal and vertical sorting and make some proposals for improvement. In this study, some difficulties in using modelica software with the original concept and the comparison with Finite Element Method (FEM) approach is discussed. We also present our textual modeling approach using FEM concept for acausal and causal model construction. Furthermore, simulation results are provided that demonstrate the comparison between using textual modeling with original coding in modelica and FEM concept.

Keywords: FEM, acausal model, modelica, horizontal and vertical sorting.

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11052 Engine Power Effects on Support Interference

Authors: B.J.C. Horsten, L.L.M. Veldhuis

Abstract:

Renewed interest in propeller propulsion on aircraft configurations combined with higher propeller loads lead to the question how the effects of the propulsion on model support disturbances should be accounted for. In this paper, the determination of engine power effects on support interference of sting-mounted models is demonstrated by a measurement on a four-engine turboprop aircraft. CFD results on a more generic model are presented in order to clarify the possible mechanism behind engine power effects on support interference. The engine slipstream induces a local change in angle of sideslip at the model sting thereby influencing the sting near-field and far-field effects. Whether or not the net result of these changes in the disturbance pattern leads to a significant engine power effect depends on the configuration of the wind tunnel model and the test setup.

Keywords: CFD, engine power effects, measurements, support interference.

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11051 A Single-Period Inventory Problem with Resalable Returns: A Fuzzy Stochastic Approach

Authors: Oshmita Dey, Debjani Chakraborty

Abstract:

In this paper, a single period inventory model with resalable returns has been analyzed in an imprecise and uncertain mixed environment. Demand has been introduced as a fuzzy random variable. In this model, a single order is placed before the start of the selling season. The customer, for a full refund, may return purchased products within a certain time interval. Returned products are resalable, provided they arrive back before the end of the selling season and are found to be undamaged. Products remaining at the end of the season are salvaged. All demands not met directly are lost. The probabilities that a sold product is returned and that a returned product is resalable, both imprecise in a real situation, have been assumed to be fuzzy in nature.

Keywords: Fuzzy random variable, Modified graded meanintegration, Internet mail order, Inventory.

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11050 Economic Evaluation of Degradation by Corrosion of an on-Grid Battery Energy Storage System: A Case Study in Algeria Territory

Authors: Fouzia Brihmat

Abstract:

Economic planning models, which are used to build microgrids and Distributed Energy Resources (DER), are the current norm for expressing such confidence. These models often decide both short-term DER dispatch and long-term DER investments. This research investigates the most cost-effective hybrid (photovoltaic-diesel) renewable energy system (HRES) based on Total Net Present Cost (TNPC) in an Algerian Saharan area, which has a high potential for solar irradiation and has a production capacity of 1 GW/h. Lead-acid batteries have been around much longer and are easier to understand, but have limited storage capacity. Lithium-ion batteries last longer, are lighter, but generally more expensive. By combining the advantages of each chemistry, we produce cost-effective high-capacity battery banks that operate solely on AC coupling. The financial implications of this research describe the corrosion process that occurs at the interface between the active material and grid material of the positive plate of a lead-acid battery. The best cost study for the HRES is completed with the assistance of the HOMER Pro MATLAB Link. Additionally, during the course of the project's 20 years, the system is simulated for each time step. In this model, which takes into consideration decline in solar efficiency, changes in battery storage levels over time, and rises in fuel prices above the rate of inflation, the trade-off is that the model is more accurate, but the computation takes longer. We initially utilized the optimizer to run the model without multi-year in order to discover the best system architecture. The optimal system for the single-year scenario is the Danvest generator, which has 760 kW, 200 kWh of the necessary quantity of lead-acid storage, and a somewhat lower Cost Of Energy (COE) of $0.309/kWh. Different scenarios that account for fluctuations in the gasified biomass generator's production of electricity have been simulated, and various strategies to guarantee the balance between generation and consumption have been investigated.

Keywords: Battery, Corrosion, Diesel, Economic planning optimization, Hybrid energy system, HES, Lead-acid battery, Li-ion battery, multi-year planning, microgrid, price forecast, total net present cost, wind.

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11049 Group Invariant Solutions for Radial Jet Having Finite Fluid Velocity at Orifice

Authors: I. Naeem, R. Naz

Abstract:

The group invariant solution for Prandtl-s boundary layer equations for an incompressible fluid governing the flow in radial free, wall and liquid jets having finite fluid velocity at the orifice are investigated. For each jet a symmetry is associated with the conserved vector that was used to derive the conserved quantity for the jet elsewhere. This symmetry is then used to construct the group invariant solution for the third-order partial differential equation for the stream function. The general form of the group invariant solution for radial jet flows is derived. The general form of group invariant solution and the general form of the similarity solution which was obtained elsewhere are the same.

Keywords: Two-dimensional jets, radial jets, group invariant solution.

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11048 The Sizes of Large Hierarchical Long-Range Percolation Clusters

Authors: Yilun Shang

Abstract:

We study a long-range percolation model in the hierarchical lattice ΩN of order N where probability of connection between two nodes separated by distance k is of the form min{αβ−k, 1}, α ≥ 0 and β > 0. The parameter α is the percolation parameter, while β describes the long-range nature of the model. The ΩN is an example of so called ultrametric space, which has remarkable qualitative difference between Euclidean-type lattices. In this paper, we characterize the sizes of large clusters for this model along the line of some prior work. The proof involves a stationary embedding of ΩN into Z. The phase diagram of this long-range percolation is well understood.

Keywords: percolation, component, hierarchical lattice, phase transition.

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11047 Involving Action Potential Morphology on a New Cellular Automata Model of Cardiac Action Potential Propagation

Authors: F. Pourhasanzade, S. H. Sabzpoushan

Abstract:

Computer modeling has played a unique role in understanding electrocardiography. Modeling and simulating cardiac action potential propagation is suitable for studying normal and pathological cardiac activation. This paper presents a 2-D Cellular Automata model for simulating action potential propagation in cardiac tissue. We demonstrate a novel algorithm in order to use minimum neighbors. This algorithm uses the summation of the excitability attributes of excited neighboring cells. We try to eliminate flat edges in the result patterns by inserting probability to the model. We also preserve the real shape of action potential by using linear curve fitting of one well known electrophysiological model.

Keywords: Cellular Automata, Action Potential Propagation, cardiac tissue, Isotropic Pattern, accurate shape of cardiac actionpotential.

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11046 Integrating HOTS Activities with GeoGebra in Pre-Service Teachers’ Preparation

Authors: Wajeeh Daher, Nimer Baya'a

Abstract:

High Order Thinking Skills (HOTS) are suggested today as essential for the cognitive development of students and as preparing them for real life skills. Teachers are encouraged to use HOTS activities in the classroom to help their students develop higher order skills and deep thinking. So it is essential to prepare preservice teachers to write and use HOTS activities for their students. This paper describes a model for integrating HOTS activities with GeoGebra in pre-service teachers’ preparation. This model describes four aspects of HOTS activities and working with them: activity components, preparation procedure, strategies and processes used in writing a HOTS activity and types of the HOTS activities. In addition, the paper describes the pre-service teachers' difficulties in preparing and working with HOTS activities, as well as their perceptions regarding the use of these activities and GeoGebra in the mathematics classroom. The paper also describes the contribution of a HOTS activity to pupils' learning of mathematics, where this HOTS activity was prepared and taught by one pre-service teacher.

Keywords: Higher order thinking, HOTS activities, pre-service teachers, teachers' preparation.

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11045 Quantification of Periodicities in Fugitive Emission of Gases from Lyari Waterway

Authors: Rana Khalid Naeem, Asif Mansoor

Abstract:

Periodicities in the environmetric time series can be idyllically assessed by utilizing periodic models. In this communication fugitive emission of gases from open sewer channel Lyari which follows periodic behaviour are approximated by employing periodic autoregressive model of order p. The orders of periodic model for each season are selected through the examination of periodic partial autocorrelation or information criteria. The parameters for the selected order of season are estimated individually for each emitted air toxin. Subsequently, adequacies of fitted models are established by examining the properties of the residual for each season. These models are beneficial for schemer and administrative bodies for the improvement of implemented policies to surmount future environmental problems.

Keywords: Exchange of Gases, Goodness of Fit, Open Sewer Channel, PAR(p) Models, Periodicities, Season Wise Models.

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11044 The Effect of Modification and Initial Concentration on Ammonia Removal from Leachate by Zeolite

Authors: Fulya Aydın, Ayşe Kuleyin

Abstract:

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

Keywords: Leachate, Ammonium, zeolite

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11043 Development of Rotational Smart Lighting Control System for Plant Factory

Authors: Won-Sub Lee, Sung-Gaun Kim

Abstract:

Rotational Smart Lighting Control System can supply the quantity of lighting which is required to run plants by rotating few LED and Fluorescent instead of that are used in the existing plant factories.The initial installation of the existing plants factory is expensive, so in order to solve the problem with smart lighting control system was developed. The beam required intensity for the growth of crops, Photosynthetic Photon Flux Density(PPFD)is calculated; and the number of LED, are installed on the blades, set; using the Lighting Simulation Program.Relux, it is able to confirm that the difference of the beam intensity between the center and the outer of lighting system when the lighting device is rotating.

Keywords: Plant Factory, Lighting Control System, Rotational Lighting System, Lighting Equipment

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11042 Estimating the Runoff Using the Simple Tank Model and Comparing it with the SCS-CN Model - A Case Study of the Dez River Basin

Authors: H. Alaleh, N. Hedayat, A. Alaleh, H. Ayazi, A. Ruhani

Abstract:

Run-offs are considered as important hydrological factors in feasibility studies of river engineering and irrigation-related projects under arid and semi-arid condition. Flood control is one of the crucial factor, the management of which while mitigates its destructive consequences, abstracts considerable volume of renewable water resources. The methodology applied here was based on Mizumura, which applied a mathematical model for simple tank to simulate the rainfall-run-off process in a particular water basin using the data from the observational hydrograph. The model was applied in the Dez River water basin adjacent to Greater Dezful region, Iran in order to simulate and estimate the floods. Results indicated that the calculated hydrographs using the simple tank method, SCS-CN model and the observation hydrographs had a close proximity. It was also found that on average the flood time and discharge peaks in the simple tank were closer to the observational data than the CN method. On the other hand, the calculated flood volume in the CN model was significantly closer to the observational data than the simple tank model.

Keywords: Simple tank, Dez River, run-off, lag time, excess rainfall.

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11041 Second Order Sliding Mode Observer Using MRAS Theory for Sensorless Control of Multiphase Induction Machine

Authors: Mohammad Jafarifar

Abstract:

This paper presents a speed estimation scheme based on second-order sliding-mode Super Twisting Algorithm (STA) and Model Reference Adaptive System (MRAS) estimation theory for Sensorless control of multiphase induction machine. A stator current observer is designed based on the STA, which is utilized to take the place of the reference voltage model of the standard MRAS algorithm. The observer is insensitive to the variation of rotor resistance and magnetizing inductance when the states arrive at the sliding mode. Derivatives of rotor flux are obtained and designed as the state of MRAS, thus eliminating the integration. Compared with the first-order sliding-mode speed estimator, the proposed scheme makes full use of the auxiliary sliding-mode surface, thus alleviating the chattering behavior without increasing the complexity. Simulation results show the robustness and effectiveness of the proposed scheme.

Keywords: Multiphase induction machine, field oriented control, sliding mode, super twisting algorithm, MRAS algorithm.

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11040 Simulation of Piezoelectric Laminated Smart Structure under Strong Electric Field

Authors: Shun-Qi Zhang, Shu-Yang Zhang, Min Chen

Abstract:

Applying strong electric field on piezoelectric actuators, on one hand very significant electroelastic material nonlinear effects will occur, on the other hand piezo plates and shells may undergo large displacements and rotations. In order to give a precise prediction of piezolaminated smart structures under large electric field, this paper develops a finite element (FE) model accounting for both electroelastic material nonlinearity and geometric nonlinearity with large rotations based on the first order shear deformation (FSOD) hypothesis. The proposed FE model is applied to analyze a piezolaminated semicircular shell structure.

Keywords: Smart structures, piezolamintes, material nonlinearity, geometric nonlinearity, strong electric field.

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11039 Hybrid Model Based on Artificial Immune System and Cellular Automata

Authors: Ramin Javadzadeh, Zahra Afsahi, MohammadReza Meybodi

Abstract:

The hybridization of artificial immune system with cellular automata (CA-AIS) is a novel method. In this hybrid model, the cellular automaton within each cell deploys the artificial immune system algorithm under optimization context in order to increase its fitness by using its neighbor-s efforts. The hybrid model CA-AIS is introduced to fix the standard artificial immune system-s weaknesses. The credibility of the proposed approach is evaluated by simulations and it shows that the proposed approach achieves better results compared to standard artificial immune system.

Keywords: Artificial Immune System, Cellular Automat, neighborhood

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11038 Design of a Non-linear Observer for VSI Fed Synchronous Motor

Authors: P. Ramana , K. Alice Mary, M. Surya Kalavathi, M. Phani Kumar

Abstract:

This paper discusses two observers, which are used for the estimation of parameters of PMSM. Former one, reduced order observer, which is used to estimate the inaccessible parameters of PMSM. Later one, full order observer, which is used to estimate all the parameters of PMSM even though some of the parameters are directly available for measurement, so as to meet with the insensitivity to the parameter variation. However, the state space model contains some nonlinear terms i.e. the product of different state variables. The asymptotic state observer, which approximately reconstructs the state vector for linear systems without uncertainties, was presented by Luenberger. In this work, a modified form of such an observer is used by including a non-linear term involving the speed. So, both the observers are designed in the framework of nonlinear control; their stability and rate of convergence is discussed.

Keywords: Permanent magnet synchronous motor, Mathematicalmodelling, Rotor reference frame, parameter estimation, Luenbergerobserver, reduced order observer, full order observer

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11037 Development of a Kinetic Model for the Photodegradation of 4-Chlorophenol using a XeBr Excilamp

Authors: M. Gomez, M. D. Murcia, E. Gomez, J. L. Gomez, N. Christofi

Abstract:

Excilamps are new UV sources with great potential for application in wastewater treatment. In the present work, a XeBr excilamp emitting radiation at 283 nm has been used for the photodegradation of 4-chlorophenol within a range of concentrations from 50 to 500 mg L-1. Total removal of 4-chlorophenol was achieved for all concentrations assayed. The two main photoproduct intermediates formed along the photodegradation process, benzoquinone and hydroquinone, although not being completely removed, remain at very low residual concentrations. Such concentrations are insignificant compared to the 4-chlorophenol initial ones and non-toxic. In order to simulate the process and scaleup, a kinetic model has been developed and validated from the experimental data.

Keywords: 4-chlorophenol, excilamps, kinetic model, photodegradation.

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11036 Sensitivity of the SHARC Model to Variations of Manning Coefficient and Effect of “n“ on the Sediment Materials Entry into the Eastern Water intake- A Case in the Dez Diversion Weir in Iran

Authors: M.R.Mansoujian, A.Rohani, N.Hedayat , M.Qamari, M. Osroosh

Abstract:

Permanent rivers are the main sources of renewable water supply for the croplands under the irrigation and drainage schemes. They are also the major source of sediment loads transport into the storage reservoirs of the hydro-electrical dams, diversion weirs and regulating dams. Sedimentation process results from soil erosion which is related to poor watershed management and human intervention ion in the hydraulic regime of the rivers. These could change the hydraulic behavior and as such, leads to riverbed and river bank scouring, the consequences of which would be sediment load transport into the dams and therefore reducing the flow discharge in water intakes. The present paper investigate sedimentation process by varying the Manning coefficient "n" by using the SHARC software along the watercourse in the Dez River. Results indicated that the optimum "n" within that river range is 0.0315 at which quantity minimum sediment loads are transported into the Eastern intake. Comparison of the model results with those obtained by those from the SSIIM software within the same river reach showed a very close proximity between them. This suggests a relative accuracy with which the model can simulate the hydraulic flow characteristics and therefore its suitability as a powerful analytical tool for project feasibility studies and project implementation.

Keywords: Sediment transport, Manning coefficient, Eastern Intake, SHARC, Dez River.

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11035 High Secure Data Hiding Using Cropping Image and Least Significant Bit Steganography

Authors: Khalid A. Al-Afandy, El-Sayyed El-Rabaie, Osama Salah, Ahmed El-Mhalaway

Abstract:

This paper presents a high secure data hiding technique using image cropping and Least Significant Bit (LSB) steganography. The predefined certain secret coordinate crops will be extracted from the cover image. The secret text message will be divided into sections. These sections quantity is equal the image crops quantity. Each section from the secret text message will embed into an image crop with a secret sequence using LSB technique. The embedding is done using the cover image color channels. Stego image is given by reassembling the image and the stego crops. The results of the technique will be compared to the other state of art techniques. Evaluation is based on visualization to detect any degradation of stego image, the difficulty of extracting the embedded data by any unauthorized viewer, Peak Signal-to-Noise Ratio of stego image (PSNR), and the embedding algorithm CPU time. Experimental results ensure that the proposed technique is more secure compared with the other traditional techniques.

Keywords: Steganography, stego, LSB, crop.

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11034 Fluid Flow Analysis and Design of a Flow Distributor in a Domestic Gas Boiler Using a Commercial CFD Software

Authors: Lukasz Peronski, Roy Bratley, Derek B. Ingham, Lin Ma, Mohamed Pourkashanian, StephenTaylor

Abstract:

The aim of the study was to investigate the possible use of commercial Computational Fluid Dynamics (CFD) software in the design process of a domestic gas boiler. Because of the limited computational resources some simplifications had to be made in order to contribute to the design in a reasonable timescale. The porous media model was used in order to simulate the influence of the pressure drop characteristic of particular elements of a heat transfer system on the water-flow distribution in the system. Further, a combination of CFD analyses and spread sheet calculations was used in order to solve the flow distribution problem.

Keywords: CFD, domestic gas boilers, flow distribution, heatexchanger, porous media

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11033 Constructing a Fuzzy Net Present Value Method to Evaluating the BOT Sport Facilities

Authors: Huei-Fu Lu

Abstract:

This paper is to develop a fuzzy net present value (FNPV) method by taking vague cash flow and imprecise required rate of return into account for evaluating the value of the Build-Operate-Transfer (BOT) sport facilities. In order to clearly manifest a more realistic capital budgeting model based on the classical net present value (NPV) method, some uncertain financial elements in NPV formula will be fuzzified as triangular fuzzy numbers. Through the conscientious manipulation of fuzzy set theory, we will find that the proposed FNPV model is a more explicit extension of classical (crisp) model and could be more practicable for the financial managers to capture the essence of capital budgeting of sport facilities than non-fuzzy model.

Keywords: Fuzzy sets; Capital budgeting, Sport facility, Net present value (NPV), Build-Operate-Transfer (BOT) scheme

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11032 Functional Decomposition Based Effort Estimation Model for Software-Intensive Systems

Authors: Nermin Sökmen

Abstract:

An effort estimation model is needed for softwareintensive projects that consist of hardware, embedded software or some combination of the two, as well as high level software solutions. This paper first focuses on functional decomposition techniques to measure functional complexity of a computer system and investigates its impact on system development effort. Later, it examines effects of technical difficulty and design team capability factors in order to construct the best effort estimation model. With using traditional regression analysis technique, the study develops a system development effort estimation model which takes functional complexity, technical difficulty and design team capability factors as input parameters. Finally, the assumptions of the model are tested.

Keywords: Functional complexity, functional decomposition, development effort, technical difficulty, design team capability, regression analysis.

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11031 A Comparative Study into Observer based Fault Detection and Diagnosis in DC Motors: Part-I

Authors: Padmakumar S., Vivek Agarwal, Kallol Roy

Abstract:

A model based fault detection and diagnosis technique for DC motor is proposed in this paper. Fault detection using Kalman filter and its different variants are compared. Only incipient faults are considered for the study. The Kalman Filter iterations and all the related computations required for fault detection and fault confirmation are presented. A second order linear state space model of DC motor is used for this work. A comparative assessment of the estimates computed from four different observers and their relative performance is evaluated.

Keywords: DC motor model, Fault detection and diagnosis Kalman Filter, Unscented Kalman Filter

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11030 A Hybrid Particle Swarm Optimization-Nelder- Mead Algorithm (PSO-NM) for Nelson-Siegel- Svensson Calibration

Authors: Sofia Ayouche, Rachid Ellaia, Rajae Aboulaich

Abstract:

Today, insurers may use the yield curve as an indicator evaluation of the profit or the performance of their portfolios; therefore, they modeled it by one class of model that has the ability to fit and forecast the future term structure of interest rates. This class of model is the Nelson-Siegel-Svensson model. Unfortunately, many authors have reported a lot of difficulties when they want to calibrate the model because the optimization problem is not convex and has multiple local optima. In this context, we implement a hybrid Particle Swarm optimization and Nelder Mead algorithm in order to minimize by least squares method, the difference between the zero-coupon curve and the NSS curve.

Keywords: Optimization, zero-coupon curve, Nelson-Siegel- Svensson, Particle Swarm Optimization, Nelder-Mead Algorithm.

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11029 Active Linear Quadratic Gaussian Secondary Suspension Control of Flexible Bodied Railway Vehicle

Authors: Kaushalendra K. Khadanga, Lee Hee Hyol

Abstract:

Passenger comfort has been paramount in the design of suspension systems of high speed cars. To analyze the effect of vibration on vehicle ride quality, a vertical model of a six degree of freedom railway passenger vehicle, with front and rear suspension, is built. It includes car body flexible effects and vertical rigid modes. A second order linear shaping filter is constructed to model Gaussian white noise into random rail excitation. The temporal correlation between the front and rear wheels is given by a second order Pade approximation. The complete track and the vehicle model are then designed. An active secondary suspension system based on a Linear Quadratic Gaussian (LQG) optimal control method is designed. The results show that the LQG control method reduces the vertical acceleration, pitching acceleration and vertical bending vibration of the car body as compared to the passive system.

Keywords: Active suspension, bending vibration, railway vehicle, vibration control.

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11028 Speeding up Nonlinear Time History Analysis of Base-Isolated Structures Using a Nonlinear Exponential Model

Authors: Nicolò Vaiana, Giorgio Serino

Abstract:

The nonlinear time history analysis of seismically base-isolated structures can require a significant computational effort when the behavior of each seismic isolator is predicted by adopting the widely used differential equation Bouc-Wen model. In this paper, a nonlinear exponential model, able to simulate the response of seismic isolation bearings within a relatively large displacements range, is described and adopted in order to reduce the numerical computations and speed up the nonlinear dynamic analysis. Compared to the Bouc-Wen model, the proposed one does not require the numerical solution of a nonlinear differential equation for each time step of the analysis. The seismic response of a 3d base-isolated structure with a lead rubber bearing system subjected to harmonic earthquake excitation is simulated by modeling each isolator using the proposed analytical model. The comparison of the numerical results and computational time with those obtained by modeling the lead rubber bearings using the Bouc-Wen model demonstrates the good accuracy of the proposed model and its capability to reduce significantly the computational effort of the analysis.

Keywords: Base isolation, computational efficiency, nonlinear exponential model, nonlinear time history analysis.

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11027 A Prediction Model Using the Price Cyclicality Function Optimized for Algorithmic Trading in Financial Market

Authors: Cristian Păuna

Abstract:

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

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

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11026 Design Optimization of a Compact Quadrupole Electromagnet for CLS 2.0

Authors: Md. Armin Islam, Les Dallin, Mark Boland, W. J. Zhang

Abstract:

This paper reports a study on the optimal magnetic design of a compact quadrupole electromagnet for the Canadian Light Source (CLS 2.0). The nature of the design is to determine a quadrupole with low relative higher order harmonics and better field quality. The design problem was formulated as an optimization model, in which the objective function is the higher order harmonics (multipole errors) and the variable to be optimized is the material distribution on the pole. The higher order harmonics arose in the quadrupole due to truncating the ideal hyperbola at a certain point to make the pole. In this project, the arisen harmonics have been optimized both transversely and longitudinally by adjusting material on the poles in a controlled way. For optimization, finite element analysis (FEA) has been conducted. A better higher order harmonics amplitudes and field quality have been achieved through the optimization. On the basis of the optimized magnetic design, electrical and cooling calculation has been performed for the magnet.

Keywords: Drift, electrical, and cooling calculation, integrated field, higher order harmonics (multipole errors), magnetic field gradient, quadrupole.

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11025 Development of Risk Assessment and Occupational Safety Management Model for Building Construction Projects

Authors: Preeda Sansakorn, Min An

Abstract:

In order to be capable of dealing with uncertainties, subjectivities, including vagueness arising in building construction projects, the application of fuzzy reasoning technique based on fuzzy set theory is proposed. This study contributes significantly to the development of a fuzzy reasoning safety risk assessment model for building construction projects that could be employed to assess the risk magnitude of each hazardous event identified during construction, and a third parameter of probability of consequence is incorporated in the model. By using the proposed safety risk analysis methodology, more reliable and less ambiguities, which provide the safety risk management project team for decision-making purposes.

Keywords: Safety risks assessment, building construction safety, fuzzy reasoning, construction risk assessment model, building construction projects.

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11024 TELUM Land Use Model: An Investigation of Data Requirements and Calibration Results for Chittenden County MPO, U.S.A.

Authors: Georgia Pozoukidou

Abstract:

TELUM software is a land use model designed specifically to help metropolitan planning organizations (MPOs) prepare their transportation improvement programs and fulfill their numerous planning responsibilities. In this context obtaining, preparing, and validating socioeconomic forecasts are becoming fundamental tasks for an MPO in order to ensure that consistent population and employment data are provided to travel demand models. Chittenden County Metropolitan Planning Organization of Vermont State was used as a case study to test the applicability of TELUM land use model. The technical insights and lessons learned from the land use model application have transferable value for all MPOs faced with land use forecasting development and transportation modeling.

Keywords: Calibration data requirements, land use models, land use planning, Metropolitan Planning Organizations.

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