Search results for: Riemann-Liouville fractional operators

Authors: A. A. Hossam-Eldin, E. N. Abdallah, M. S. El-Nozahy

Abstract:

Power system state estimation is the process of calculating a reliable estimate of the power system state vector composed of bus voltages' angles and magnitudes from telemetered measurements on the system. This estimate of the state vector provides the description of the system necessary for the operation and security monitoring. Many methods are described in the literature for solving the state estimation problem, the most important of which are the classical weighted least squares method and the nondeterministic genetic based method; however both showed drawbacks. In this paper a modified version of the genetic algorithm power system state estimation is introduced, Sensitivity of the proposed algorithm to genetic operators is discussed, the algorithm is applied to case studies and finally it is compared with the classical weighted least squares method formulation.

Keywords: Genetic algorithms, ill-conditioning, state estimation, weighted least squares.

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Authors: Roza Dastres, Mohsen Soori

Abstract:

Digital Signal Processing (DSP) is the use of digital processing systems by computers in order to perform a variety of signal processing operations. It is the mathematical manipulation of a digital signal's numerical values in order to increase quality as well as effects of signals. DSP can include linear or nonlinear operators in order to process and analyze the input signals. The nonlinear DSP processing is closely related to nonlinear system detection and can be implemented in time, frequency and space-time domains. Applications of the DSP can be presented as control systems, digital image processing, biomedical engineering, speech recognition systems, industrial engineering, health care systems, radar signal processing and telecommunication systems. In this study, advanced methods and different applications of DSP are reviewed in order to move forward the interesting research filed.

Keywords: Digital signal processing, advanced telecommunication, nonlinear signal processing, speech recognition systems.

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Authors: Tarek Aboueldahab

Abstract:

In this paper, we propose a new hybrid learning model for stock market indices prediction by adding a passive congregation term to the standard hybrid model comprising Particle Swarm Optimization (PSO) with Genetic Algorithm (GA) operators in training Neural Networks (NN). This new passive congregation term is based on the cooperation between different particles in determining new positions rather than depending on the particles selfish thinking without considering other particles positions, thus it enables PSO to perform both the local and global search instead of only doing the local search. Experiment study carried out on the most famous European stock market indices in both long term and short term prediction shows significantly the influence of the passive congregation term in improving the prediction accuracy compared to standard hybrid model.

Keywords: Global Search, Hybrid Model, Passive Congregation, Stock Market Prediction.

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Authors: Naoya Ozaki, Takuya Watanabe, Ryosuke Matsumoto, Noriko Fukasawa

Abstract:

In the metropolitan areas in Japan, in many stations, shopping areas are set up, and escalators and elevators are installed to make the stations be barrier-free. Further, many areas around the stations are being redeveloped. Railway business operators want to know how much effect these circumstances have on attractiveness of the station or number of passengers using the station. So, we performed a questionnaire survey of the station users in the metropolitan areas for finding factors to affect the attractiveness of stations. Then, based on the analysis of the survey, we developed a method to quantitatively evaluate attractiveness of the stations. We also developed an estimation method for number of passengers based on combination of attractiveness of the station quantitatively evaluated and the residential and labor population around the station. Then, we derived precise linear regression models estimating the attractiveness of the station and number of passengers of the station.

Keywords: Attractiveness of the station, estimation method, number of passengers of the station, redevelopment around the station, renovation of the station.

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Authors: Mahmoud M. Tash

Abstract:

The present study was undertaken to investigate the effect of aging parameters (time and temperature) on the mechanical properties of Be-and/or Zr- treated Al-Mg-Zn (7075) alloys. Ultimate tensile strength, 0.5% offset yield strength and % elongation measurements were carried out on specimens prepared from cast and heat treated 7075 alloys containing Be and/or Zr. Different aging treatment were carried out for the as solution treated (SHT) specimens (after quenching in warm water). The specimens were aged at different conditions; Natural and artificial aging was carried out at room temperature, 120C, 150C, 180C and 220C for different periods of time. Duplex aging was performed for SHT conditions (pre-aged at different time and temperature followed by high temperature aging). Ultimate tensile strength, yield strength and % elongation data results as a function of different aging parameters are analysed. A statistical design of experiments (DOE) approach using fractional factorial design is applied to acquire an understanding of the effects of these variables and their interactions on the mechanical properties of Be- and/or Zr- treated 7075 alloys. Mathematical models are developed to relate the alloy mechanical properties with the different aging parameters.

Keywords: Casting, Aging Treatment, Mechanical Properties, Al-Mg-Zn (7075) alloys, Be- and/or Zr-Treatment, Experimental Correlation.

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Authors: Vitalice K. Oduol, C. Ardil

Abstract:

The paper presents frame and burst acquisition in a satellite communication network based on time division multiple access (TDMA) in which the transmissions may be carried on different transponders. A unique word pattern is used for the acquisition process. The search for the frame is aided by soft-decision of QPSK modulated signals in an additive white Gaussian channel. Results show that when the false alarm rate is low the probability of detection is also low, and the acquisition time is long. Conversely when the false alarm rate is high, the probability of detection is also high and the acquisition time is short. Thus the system operators can trade high false alarm rates for high detection probabilities and shorter acquisition times.

Keywords: burst acquisition, burst time plan, frame acquisition, satellite access, satellite TDMA, unique word detection

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Authors: Adi Maulana, Koichiro Watanabe, Akira Imai, Kotaro Yonezu

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Petrology and geochemical characteristics of granitic rocks from South Sulawesi, especially from Polewaliand Masamba area are presented in order to elucidate their origin of magma and geodynamic setting. The granitic rocks in these areas are dominated by granodiorite and granite in composition. Quartz, K-feldspar and plagioclase occur as major phases with hornblende and biotite as major ferromagnesian minerals. All of the samples were plotted in calc-alkaline field, show metaluminous affinity and typical of I-type granitic rock. Harker diagram indicates that granitic rocks experienced fractional crystallization during magmatic evolution. Both groups displayed an extreme enrichment of LILE, LREE and a slight negative Eu anomaly which resemble upper continental crust affinity. They were produced from partial melting of upper continental crust and have close relationship of sources composition within a suite. The geochemical characteristics explained the arc related subduction environment which later give an evidence of continent-continent collision between Australia-derived microcontinent and Sundalandto form continental arc environment.

Keywords: Geochemistry, Granitic Rock, Petrology, Sulawesi

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Authors: C. Ardil

Abstract:

This study uses two-dimensional standard fuzzy sets to enhance multiple criteria decision-making analysis for passenger aircraft selection, allowing decision-makers to express judgments with uncertain and vague information. Using two-dimensional fuzzy numbers, three decision makers evaluated three aircraft alternatives according to seven decision criteria. A validity analysis based on two-dimensional standard fuzzy weighted geometric (SFWG) and two-dimensional standard fuzzy weighted average (SFGA) operators is conducted to test the proposed approach's robustness and effectiveness in the fuzzy multiple criteria decision making (MCDM) evaluation process. 

Keywords: Standard fuzzy sets (SFSs), aircraft selection, multiple criteria decision making, intuitionistic fuzzy sets (IFSs), SFWG, SFGA, MCDM

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Authors: Mohammad Mirabi

Abstract:

Flow-shop scheduling problem (FSP) deals with the scheduling of a set of jobs that visit a set of machines in the same order. The FSP is NP-hard, which means that an efficient algorithm for solving the problem to optimality is unavailable. To meet the requirements on time and to minimize the make-span performance of large permutation flow-shop scheduling problems in which there are sequence dependent setup times on each machine, this paper develops one hybrid genetic algorithms (HGA). Proposed HGA apply a modified approach to generate population of initial chromosomes and also use an improved heuristic called the iterated swap procedure to improve initial solutions. Also the author uses three genetic operators to make good new offspring. The results are compared to some recently developed heuristics and computational experimental results show that the proposed HGA performs very competitively with respect to accuracy and efficiency of solution.

Keywords: Hybrid genetic algorithm, Scheduling, Permutationflow-shop, Sequence dependent

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Authors: Khwaja Naweed Seddiqi, Zabihullah Mahdi, Shigeo Honma

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Recently increasing oil production from petroleum reservoirs is one of the most important issues in the global energy sector. So, in this paper, the recovery of oil by the waterflooding technique from petroleum reservoir are considered. To investigate the aforementioned phenomena, the relative permeability of two immiscible fluids in sand is measured in the laboratory based on the steady-state method. Two sorts of oils, kerosene and heavy oil, and water are pumped simultaneously into a vertical sand column with different pumping ratio. From the change in fractional discharge measured at the outlet, a method for determining the relative permeability is developed focusing on the displacement mechanism in sand. Then, displacement mechanism of two immiscible fluids in the sand is investigated under the Buckley-Leveret frontal displacement theory and laboratory experiment. Two sorts of experiments, one is the displacement of pore water by oil, the other is the displacement of pore oil by water, are carried out. It is revealed that the relative permeability curves display tolerably different shape owing to the properties of oils, and produce different amount of residual oils and irreducible water saturation.

Keywords: Petroleum reservoir engineering, relative permeability, two-phase flow, immiscible displacement in porous media, steady-state method, waterflooding.

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Authors: T. Juhana Hashim, A. Mohamed

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This paper discusses the implementation of a fuzzy logic based coordinated voltage control for a distribution system connected with distributed generations (DGs). The connection of DGs has created a challenge for the distribution network operators to keep the voltage in the system within its acceptable limits. Intelligent centralized or coordinated voltage control schemes have proven to be more reliable due to its ability to provide more control and coordination with the communication with other network devices. In this work, voltage control using fuzzy logic by coordinating three methods of control, power factor control, on load tap changer and generation curtailment is implemented on a distribution network test system. The results show that the fuzzy logic based coordination is able to keep the voltage within its allowable limits. 

Keywords: Coordinated control, Distributed generation, Fuzzy logic, Voltage control.

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Authors: Van Nhan Nguyen, Harald Holone

Abstract:

Over the past few years, a lot of research has been conducted to bring Automatic Speech Recognition (ASR) into various areas of Air Traffic Control (ATC), such as air traffic control simulation and training, monitoring live operators for with the aim of safety improvements, air traffic controller workload measurement and conducting analysis on large quantities controller-pilot speech. Due to the high accuracy requirements of the ATC context and its unique challenges, automatic speech recognition has not been widely adopted in this field. With the aim of providing a good starting point for researchers who are interested bringing automatic speech recognition into ATC, this paper gives an overview of possibilities and challenges of applying automatic speech recognition in air traffic control. To provide this overview, we present an updated literature review of speech recognition technologies in general, as well as specific approaches relevant to the ATC context. Based on this literature review, criteria for selecting speech recognition approaches for the ATC domain are presented, and remaining challenges and possible solutions are discussed.

Keywords: Automatic Speech Recognition, ASR, Air Traffic Control, ATC.

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Authors: Abdallah A. Alshennawy, Ayman A. Aly

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The fuzzy technique is an operator introduced in order to simulate at a mathematical level the compensatory behavior in process of decision making or subjective evaluation. The following paper introduces such operators on hand of computer vision application. In this paper a novel method based on fuzzy logic reasoning strategy is proposed for edge detection in digital images without determining the threshold value. The proposed approach begins by segmenting the images into regions using floating 3x3 binary matrix. The edge pixels are mapped to a range of values distinct from each other. The robustness of the proposed method results for different captured images are compared to those obtained with the linear Sobel operator. It is gave a permanent effect in the lines smoothness and straightness for the straight lines and good roundness for the curved lines. In the same time the corners get sharper and can be defined easily.

Keywords: Fuzzy logic, Edge detection, Image processing, computer vision, Mechanical parts, Measurement.

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Authors: Yanchao Wang, Rajshekhar Sunderraman

Abstract:

This paper presents an algebraic approach to optimize queries in domain-specific database management system for protein structure data. The approach involves the introduction of several protein structure specific algebraic operators to query the complex data stored in an object-oriented database system. The Protein Algebra provides an extensible set of high-level Genomic Data Types and Protein Data Types along with a comprehensive collection of appropriate genomic and protein functions. The paper also presents a query translator that converts high-level query specifications in algebra into low-level query specifications in Protein-QL, a query language designed to query protein structure data. The query transformation process uses a Protein Ontology that serves the purpose of a dictionary.

Keywords: Domain-Specific Data Management, Protein Algebra, Protein Ontology, Protein Structure Data.

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Authors: Razak Rahmat, Azizah Ahmad, Rafidah Razak, Roshidi Din, Azizi Abas

Abstract:

Telecenter is a place where communities can access computers, the Internet, and other digital technologies to enable them to gather information, create, learn, and communicate with others. However, previous studies found that sustainability issues related to economic, political and institutional, social and technology is one of the major problem faced by the telecenter. Based on that problem this research is planning to design a possible solution on rural telecenters sustainability with the support of business intelligence (BI). The empirical study will be conducted through qualitative and quantitative method including interviews and observations with a range of stakeholders including ministry officers, telecenters managers and operators. Result from the data collection will be analyzed using causal modeling approach of SEM SmartPLS for the validity. The expected finding from this research is the Business Intelligent Requirement Model as a guild for sustainability of the rural telecenters.

Keywords: Rural ICT Telecenter (RICTT), Business Intelligence, Sustainability, Requirement Analysis Modal.

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Authors: Pornthep Navakitkanok, Ammarin Pimnoo, Seksan Jaturat

Abstract:

THEOS is the first earth observation spacecraft of Thailand which was launched on the 1st October 2008 and is currently operated by GISTDA. The transfer phase has been performed by Astrium Flight Dynamics team leading to a hand over to GISTDA teams starting mid-October 2008. The THEOS spacecraft-s orbit is LEO and has the same repetitivity (14+5/26) as the SPOT spacecraft, i.e. the same altitude of 822 km but it has a different mean local solar time (LST). Ground track maintenance manoeuvres are performed to maintain the ground track within a predefined control band around the reference ground track and the band is ±40 km for THEOS spacecraft. This paper presents the first ground track maintenance manoeuvre of THEOS spacecraft and the detailed results. In addition, it also includes one and a half year of operation as seen by GISTDA operators. It finally describes the foreseenable activities for the next orbit control manoeuvre (OCM) preparation.

Keywords: Orbit Control Manoeuvre, Ground Track Error, Local Solar Time Error, LEO, THEOS

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Authors: A. A. Hossam-Eldin, E. N. Abdallah, M. S. El-Nozahy

Abstract:

The identification and elimination of bad measurements is one of the basic functions of a robust state estimator as bad data have the effect of corrupting the results of state estimation according to the popular weighted least squares method. However this is a difficult problem to handle especially when dealing with multiple errors from the interactive conforming type. In this paper, a self adaptive genetic based algorithm is proposed. The algorithm utilizes the results of the classical linearized normal residuals approach to tune the genetic operators thus instead of making a randomized search throughout the whole search space it is more likely to be a directed search thus the optimum solution is obtained at very early stages(maximum of 5 generations). The algorithm utilizes the accumulating databases of already computed cases to reduce the computational burden to minimum. Tests are conducted with reference to the standard IEEE test systems. Test results are very promising.

Keywords: Bad Data, Genetic Algorithms, Linearized Normal residuals, Observability, Power System State Estimation.

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Authors: Juergen Rossmann, Andre Kupetz, Roland Wischnewski

Abstract:

Mobile robots are used in a large field of scenarios, like exploring contaminated areas, repairing oil rigs under water, finding survivors in collapsed buildings, etc. Currently, there is no unified intuitive user interface (UI) to control such complex mobile robots. As a consequence, some scenarios are done without the exploitation of experience and intuition of human teleoperators. A novel framework has been developed to embed a flexible and modular UI into a complete 3-D virtual reality simulation system. This new approach wants to access maximum benefits of human operators. Sensor information received from the robot is prepared for an intuitive visualization. Virtual reality metaphors support the operator in his decisions. These metaphors are integrated into a real time stereo video stream. This approach is not restricted to any specific type of mobile robot and allows for the operation of different robot types with a consistent concept and user interface.

Keywords: 3-D simulation system, augmented reality, teleoperation of mobile robots, user interface.

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Authors: Li Ni, Pen ManMan, Li KenLi

Abstract:

Clustering is an intensive research for some years because of its multifaceted applications, such as biology, information retrieval, medicine, business and so on. The expectation maximization (EM) is a kind of algorithm framework in clustering methods, one of the ten algorithms of machine learning. Traditionally, optimization of objective function has been the standard approach in EM. Hence, research has investigated the utility of evolutionary computing and related techniques in the regard. Chemical Reaction Optimization (CRO) is a recently established method. So the property embedded in CRO is used to solve optimization problems. This paper presents an algorithm framework (EM-CRO) with modified CRO operators based on EM cluster problems. The hybrid algorithm is mainly to solve the problem of initial value sensitivity of the objective function optimization clustering algorithm. Our experiments mainly take the EM classic algorithm:k-means and fuzzy k-means as an example, through the CRO algorithm to optimize its initial value, get K-means-CRO and FKM-CRO algorithm. The experimental results of them show that there is improved efficiency for solving objective function optimization clustering problems.

Keywords: Chemical reaction optimization, expectation maximization, initial, objective function clustering.

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Authors: F. Simba, L. Trojer, N.H. Mvungi, B.M. Mwinyiwiwa, E.M. Mjema

Abstract:

Rural areas of Tanzania are still disadvantaged in terms of diffusion of IP-based services; this is due to lack of Information and Communication Technology (ICT) infrastructures, especially lack of connectivity. One of the limitations for connectivity problems in rural areas of Tanzania is the high cost to establish infrastructures for IP-based services [1-2]. However the cost of connectivity varies from one technology to the other and at the same time, the cost is also different from one operator (service provider) to another within the country. This paper presents development of software system to calculate cost of connectivity to rural areas of Tanzania. The system is developed to make an easy access of connectivity cost from different technologies and different operators. The development of the calculator follows the V-model software development lifecycle. The calculator is used to evaluate the economic viability of different technologies considered as being potential candidates to provide rural connectivity. In this paper, the evaluation is based on the techno-economic analysis approach.

Keywords: rural, connectivity, cost, V-model, techno economic analysis.

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Authors: Sedigheh Zarei

Abstract:

The aim of this research is to identify the key factors in shipping company’s port selection in order to providing their requirement. To identify and rank factors that play the main role in selecting port for providing the ship requirement, at the first step, data were collected via Semi-structured interviews, the aim was to generate knowledge on how shipping company select the port and suppliers for providing their needs. 37 port selection factors were chosen from the previous researches and field interviews and have been categorized into two groups of port's factor and the factors of services of suppliers companies. The current study adopts a questionnaire survey to the main shipping companies' operators in Iran. Their responses reveal that level of services of supplying companies and customs rules play the important role in selecting the ports. Our findings could affect decisions made by port authorities to consider that supporting the privet sections for ship chandelling business could have the best result in attracting ships.

Keywords: Port selection, ship supplier, ship chandler, provision.

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Authors: R. Khaniki, M.B. Menhaj, H. Eliasi

Abstract:

This paper describes the application of a model predictive controller to the problem of batch reactor temperature control. Although a great deal of work has been done to improve reactor throughput using batch sequence control, the control of the actual reactor temperature remains a difficult problem for many operators of these processes. Temperature control is important as many chemical reactions are sensitive to temperature for formation of desired products. This controller consist of two part (1) a nonlinear control method GLC (Global Linearizing Control) to create a linear model of system and (2) a Model predictive controller used to obtain optimal input control sequence. The temperature of reactor is tuned to track a predetermined temperature trajectory that applied to the batch reactor. To do so two input signals, electrical powers and the flow of coolant in the coil are used. Simulation results show that the proposed controller has a remarkable performance for tracking reference trajectory while at the same time it is robust against noise imposed to system output.

Keywords: Generalized Predictive Control (GPC), TemperatureControl, Global Linearizing Control (GLC), Batch Reactor.

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Authors: R. Khaniki, M.B. Menhaj, H. Eliasi

Abstract:

This paper describes the application of a model predictive controller to the problem of batch reactor temperature control. Although a great deal of work has been done to improve reactor throughput using batch sequence control, the control of the actual reactor temperature remains a difficult problem for many operators of these processes. Temperature control is important as many chemical reactions are sensitive to temperature for formation of desired products. This controller consist of two part (1) a nonlinear control method GLC (Global Linearizing Control) to create a linear model of system and (2) a Model predictive controller used to obtain optimal input control sequence. The temperature of reactor is tuned to track a predetermined temperature trajectory that applied to the batch reactor. To do so two input signals, electrical powers and the flow of coolant in the coil are used. Simulation results show that the proposed controller has a remarkable performance for tracking reference trajectory while at the same time it is robust against noise imposed to system output.

Keywords: Generalized Predictive Control (GPC), TemperatureControl, Global Linearizing Control (GLC), Batch Reactor.

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Authors: Jayadevan R., Jayant V. Kulkarni, Suresh N. Mali, Hemant K. Abhyankar

Abstract:

An important step in studying the statistics of fingerprint minutia features is to reliably extract minutia features from the fingerprint images. A new reliable method of computation for minutiae feature extraction from fingerprint images is presented. A fingerprint image is treated as a textured image. An orientation flow field of the ridges is computed for the fingerprint image. To accurately locate ridges, a new ridge orientation based computation method is proposed. After ridge segmentation a new method of computation is proposed for smoothing the ridges. The ridge skeleton image is obtained and then smoothed using morphological operators to detect the features. A post processing stage eliminates a large number of false features from the detected set of minutiae features. The detected features are observed to be reliable and accurate.

Keywords: Minutia, orientation field, ridge segmentation, textured image.

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Authors: Volker Wannack

Abstract:

Regional and global strategies focusing on hydrogen (H2) and blockchain technologies are fueling remarkable advancements. These strategies underpin the revolutionary 'Blockchain Based Hydrogen Market (BBH2)' project, with the primary objective of creating a Blockchain Minimum Viable Product (B-MVP) tailored to the hydrogen market. The B-MVP harnesses blockchain's capabilities, establishing a unified platform for secure, automated transactions via smart contracts. This innovation promises to reshape hydrogen logistics, trade, and transactions. The B-MVP carries transformative potential across diverse sectors, benefiting renewable energy producers, surplus energy-based hydrogen manufacturers, grid operators, and consumers. By implementing standardized, automated, tamper-proof processes, it bolsters cost-efficiency and enables transparent, traceable transactions. Its core mission is to verify the integrity of 'green' hydrogen, tracing its journey from renewable producers to end-users. This emphasis on transparency fosters economic, ecological, and social sustainability within a secure, transparent market. A standout feature of the B-MVP is its cross-border adaptability, obviating the need for nation-specific data storage, and broadening its global reach. This adaptability also spurs long-term job creation by establishing a dedicated blockchain operating firm. By attracting skilled labor and offering training, the B-MVP fortifies the hydrogen sector's workforce. Furthermore, it catalyzes innovative business models, luring more companies and startups, contributing to sustained job growth. For example, data analysis can tailor tariffs to offer demand-centric network capacities to producers and operators, providing tamper-proof pricing options to redistributors and end-customers. Beyond technological and economic progress, the B-MVP amplifies the prominence of national and international standards efforts. The region implementing the B-MVP becomes recognized as a pioneer in climate-friendly, sustainable, and forward-thinking practices, generating interest and attention beyond its geographic boundaries. Additionally, it fosters knowledge transfer between academia and industry, promoting scientific advancements, aligning with innovation management, and nurturing an innovation culture in the hydrogen sector. Through blockchain-hydrogen integration, the B-MVP champions comprehensive innovation, contributing to a sustainable future in the hydrogen industry. Implementation involves evaluating blockchain tech, developing smart contracts, and ensuring interoperability with existing systems. Scalability testing and data format development further validate the B-MVP's potential. BBH2 secures funding under the 'Technology Offensive Hydrogen,' a part of the Federal Ministry of Economics and Climate Protection's 7th Energy Research Program.

Keywords: Hydrogen, blockchain, sustainability, structural change.

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Authors: G.Kabashi, K.Kadriu, A.Gashi, S.Kabashi, G, Pula, V.Komoni

Abstract:

This paper focuses on PSS/E modeling of wind farms of Doubly-fed Induction Generator (DFIG) type and their impact on issues of power system operation. Since Wind Turbine Generators (WTG) don-t have the same characteristics as synchronous generators, the appropriate modeling of wind farms is essential for transmission system operators to analyze the best options of transmission grid reinforcements as well as to evaluate the wind power impact on reliability and security of supply. With the high excepted penetration of wind power into the power system a simultaneous loss of Wind Farm generation will put at risk power system security and reliability. Therefore, the main wind grid code requirements concern the fault ride through capability and frequency operation range of wind turbines. In case of grid faults wind turbines have to supply a definite reactive power depending on the instantaneous voltage and to return quickly to normal operation.

Keywords: Power System transients, PSS/E dynamic simulationDouble-fed Induction Generator.

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Authors: B. Marasović, S. Pivac, S. V. Vukasović

Abstract:

Constructing a portfolio of investments is one of the most significant financial decisions facing individuals and institutions. In accordance with the modern portfolio theory maximization of return at minimal risk should be the investment goal of any successful investor. In addition, the costs incurred when setting up a new portfolio or rebalancing an existing portfolio must be included in any realistic analysis. In this paper rebalancing an investment portfolio in the presence of transaction costs on the Croatian capital market is analyzed. The model applied in the paper is an extension of the standard portfolio mean-variance optimization model in which transaction costs are incurred to rebalance an investment portfolio. This model allows different costs for different securities, and different costs for buying and selling. In order to find efficient portfolio, using this model, first, the solution of quadratic programming problem of similar size to the Markowitz model, and then the solution of a linear programming problem have to be found. Furthermore, in the paper the impact of transaction costs on the efficient frontier is investigated. Moreover, it is shown that global minimum variance portfolio on the efficient frontier always has the same level of the risk regardless of the amount of transaction costs. Although efficient frontier position depends of both transaction costs amount and initial portfolio it can be concluded that extreme right portfolio on the efficient frontier always contains only one stock with the highest expected return and the highest risk.

Keywords: Croatian capital market, Fractional quadratic programming, Markowitz model, Portfolio optimization, Transaction costs.

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Authors: Jyoti Chaturvedi Gursaran

Abstract:

Nature conducts its action in a very private manner. To reveal these actions classical science has done a great effort. But classical science can experiment only with the things that can be seen with eyes. Beyond the scope of classical science quantum science works very well. It is based on some postulates like qubit, superposition of two states, entanglement, measurement and evolution of states that are briefly described in the present paper. One of the applications of quantum computing i.e. implementation of a novel quantum evolutionary algorithm(QEA) to automate the time tabling problem of Dayalbagh Educational Institute (Deemed University) is also presented in this paper. Making a good timetable is a scheduling problem. It is NP-hard, multi-constrained, complex and a combinatorial optimization problem. The solution of this problem cannot be obtained in polynomial time. The QEA uses genetic operators on the Q-bit as well as updating operator of quantum gate which is introduced as a variation operator to converge toward better solutions.

Keywords: Quantum computing, qubit, superposition, entanglement, measurement of states, evolution of states, Scheduling problem, hard and soft constraints, evolutionary algorithm, quantum evolutionary algorithm.

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Authors: Andressa dos Santos Nicolau, João P. da S.C Algusto, Claudio Márcio do N. A. Pereira, Roberto Schirru

Abstract:

In case of abnormal situations, the nuclear power plant (NPP) operators must follow written procedures to check the condition of the plant and to classify the type of emergency. In this paper, we proposed a Real Time Expert System in order to improve operator’s performance in case of transient or accident with reactor shutdown. The expert system’s knowledge is based on the sequence of events (SoE) of known accident and two emergency procedures of the Brazilian Pressurized Water Reactor (PWR) NPP and uses two kinds of knowledge representation: rule and logic trees. The results show that the system was able to classify the response of the automatic protection systems, as well as to evaluate the conditions of the plant, diagnosing the type of occurrence, recovery procedure to be followed, indicating the shutdown root cause, and classifying the emergency level.

Keywords: Emergence procedure, expert system, operator support, PWR nuclear power plant.

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Authors: O. Srihakulung, Y. Soongsumal

Abstract:

Among the chemicals used for ammunition production, TNT (Trinitrotoluene) play a significant role since World War I and II. Various types of military weapon utilize TNT in casting process. However, the TNT casting process for warhead is difficult to control the cooling rate of the liquid TNT. This problem occurs because the casting process lacks the equipment to detect the temperature during the casting procedure This study presents the temperature detected by infrared camera to illustrate the cooling rate and cooling zone of curing, and demonstrates the optimization of TNT condition to reduce the risk of air gap occurred in the warhead which can result in the destruction afterward. Premature initiation of explosive-filled projectiles in response to set-back forces during gunfiring cause by casting defects. Finally the study can help improving the process of the TNT casting. The operators can control the curing of TNT inside the case by rising up the heating rod at the proper time. Consequently this can reduce tremendous time of rework if the air gaps occur and increase strength to lower elastic modulus. Therefore, it can be clearly concluded that the use of Infrared Cameras in this process is another method to improve the casting procedure.

Keywords: Infrared camera, TNT casting, warhead, curing.

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