Search results for: exponential utility.

Authors: Dimitra Alexiou

Abstract:

During the last 10 years, in spite of the economic crisis, the number of tourists arriving in Greece has increased, particularly during the tourist season from April to October. In this paper, the number of annual tourist arrivals is studied to explore their preferences with regard to the month of travel, the selected destinations, as well the amount of money spent. The collected data are processed with statistical methods, yielding numerical and graphical results. From the computation of statistical parameters and the forecasting with exponential smoothing, useful conclusions are arrived at that can be used by the Greek tourism authorities, as well as by tourist organizations, for planning purposes for the coming years. The results of this paper and the computed forecast can also be used for decision making by private tourist enterprises that are investing in Greece. With regard to the statistical methods, the method of Simple Exponential Smoothing of time series of data is employed. The search for a best forecast for 2017 and 2018 provides the value of the smoothing coefficient. For all statistical computations and graphics Microsoft Excel is used.

Keywords: Tourism, statistical methods, exponential smoothing, land spatial planning, economy, Microsoft Excel.

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Authors: Irene K. Amponsah, Bennony K. Gordor, Francis Dogbey

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This paper introduces a technique for simulating a single-server exponential queuing system. The technique called the Q-Simulator is a computer program which can simulate the effect of traffic intensity on all system average quantities given the arrival and/or service rates. The Q-Simulator has three phases namely: the formula based method, the uncontrolled simulation, and the controlled simulation. The Q-Simulator generates graphs (crystal solutions) for all results of the simulation or calculation and can be used to estimate desirable average quantities such as waiting times, queue lengths, etc.

Keywords: Automation system-Simulator, Simulation, Singleserver exponential system

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Authors: S. Sutor, R. Röhr, G. Pujolle, R. Reda

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This paper presents a highly efficient algorithm for detecting and tracking humans and objects in video surveillance sequences. Mean shift clustering is applied on backgrounddifferenced image sequences. For efficiency, all calculations are performed on integral images. Novel corresponding exponential integral kernels are introduced to allow the application of nonuniform kernels for clustering, which dramatically increases robustness without giving up the efficiency of the integral data structures. Experimental results demonstrating the power of this approach are presented.

Keywords: Clustering, Integral Images, Kernels, Person Detection, Person Tracking, Intelligent Video Surveillance.

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Authors: Wided GuezGuez, Nahla Ben Amor, Khaled Mellouli

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Influence diagrams (IDs) are one of the most commonly used graphical decision models for reasoning under uncertainty. The quantification of IDs which consists in defining conditional probabilities for chance nodes and utility functions for value nodes is not always obvious. In fact, decision makers cannot always provide exact numerical values and in some cases, it is more easier for them to specify qualitative preference orders. This work proposes an adaptation of standard IDs to the qualitative framework based on possibility theory.

Keywords: decision making, influence diagrams, qualitative utility, possibility theory.

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Authors: Zixin Liu, Shu Lü, Shouming Zhong, Mao Ye

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In this paper, the robust exponential stability problem of uncertain discrete-time recurrent neural networks with timevarying delay is investigated. By constructing a new augmented Lyapunov-Krasovskii function, some new improved stability criteria are obtained in forms of linear matrix inequality (LMI). Compared with some recent results in literature, the conservatism of the new criteria is reduced notably. Two numerical examples are provided to demonstrate the less conservatism and effectiveness of the proposed results.

Keywords: Robust exponential stability, delay-dependent stability, discrete-time neutral networks, time-varying delays.

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Authors: M. Centra

Abstract:

Due to the liberalization of countless electricity markets, load forecasting has become crucial to all public utilities for which electricity is a strategic variable. With the goal of contributing to the forecasting process inside public utilities, this paper addresses the issue of applying the Holt-Winters exponential smoothing technique and the time series analysis for forecasting the hourly electricity load curve of the Italian railways. The results of the analysis confirm the accuracy of the two models and therefore the relevance of forecasting inside public utilities.

Keywords: ARIMA models, Exponential smoothing, Electricity, Load forecasting, Rail transportation.

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Authors: Abdulrahman Abdulrahman

Abstract:

A side weir is a hydraulic structure set into the side of a channel. This structure is used for water level control in channels, to divert flow from a main channel into a side channel when the water level in the main channel exceeds a specific limit and as storm overflows from urban sewerage system. Computation of water surface over the side weirs is essential to determine the flow rate of the side weir. Analytical solutions for water surface profile along rectangular side weir are available only for the special cases of rectangular and trapezoidal channels considering constant specific energy. In this paper, a rectangular side weir located in a combined (trapezoidal with exponential) channel was considered. Expanding binominal series of integer and fraction powers and the using of reduction formula of cosine function integrals, a general analytical formula was obtained for water surface profile along a side weir in a combined (trapezoidal with exponential) channel. Since triangular, rectangular, trapezoidal and parabolic cross-sections are special cases of the combined cross section, the derived formula, is applicable to triangular, rectangular, trapezoidal cross-sections as analytical solution and semi-analytical solution to parabolic cross-section with maximum relative error smaller than 0.76%. The proposed solution should be a useful engineering tool for the evaluation and design of side weirs in open channel.

Keywords: Analytical solution, combined channel, exponential channel, side weirs, trapezoidal channel, water surface profile.

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Authors: Usha Sridhar, Sridhar Mandyam

Abstract:

We propose a multi-agent based utilitarian approach to model and understand information flows in social networks that lead to Pareto optimal informational exchanges. We model the individual expected utility function of the agents to reflect the net value of information received. We show how this model, adapted from a theorem by Karl Borch dealing with an actuarial Risk Exchange concept in the Insurance industry, can be used for social network analysis. We develop a utilitarian framework that allows us to interpret Pareto optimal exchanges of value as potential information flows, while achieving a maximization of a sum of expected utilities of information of the group of agents. We examine some interesting conditions on the utility function under which the flows are optimal. We illustrate the promise of this new approach to attach economic value to information in networks with a synthetic example.

Keywords: Borch's Theorem , Economic value of information, Information Exchange, Pareto Optimal Solution, Social Networks, Utility Functions

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Authors: Yongkun Li, Tianwei Zhang, Shufa Bai

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By using the method of coincidence degree theory and constructing suitable Lyapunov functional, several sufficient conditions are established for the existence and global exponential stability of anti-periodic solutions for Cohen-Grossberg shunting inhibitory neural networks with delays. An example is given to illustrate our feasible results.

Keywords: Anti-periodic solution, coincidence degree, global exponential stability, Cohen-Grossberg shunting inhibitory cellular neural networks.

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Authors: A. Abedian, M. H. Ghiasi, B. Dehghan-Manshadi

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A stiffened laminated composite panel (1 m length × 0.5m width) was optimized for minimum weight and deflection under several constraints using genetic algorithm. Here, a significant study on the performance of a penalty function with two kinds of static and dynamic penalty factors was conducted. The results have shown that linear dynamic penalty factors are more effective than the static ones. Also, a specially combined linear-exponential function has shown to perform more effective than the previously mentioned penalty functions. This was then resulted in the less sensitivity of the GA to the amount of penalty factor.

Keywords: Genetic algorithms, penalty function, stiffenedcomposite panel, finite element method.

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Authors: I. Falconett, K. Nagasaka

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This study investigates the performance of radial basis function networks (RBFN) in forecasting the monthly CO2 emissions of an electric power utility. We also propose a method for input variable selection. This method is based on identifying the general relationships between groups of input candidates and the output. The effect that each input has on the forecasting error is examined by removing all inputs except the variable to be investigated from its group, calculating the networks parameter and performing the forecast. Finally, the new forecasting error is compared with the reference model. Eight input variables were identified as the most relevant, which is significantly less than our reference model with 30 input variables. The simulation results demonstrate that the model with the 8 inputs selected using the method introduced in this study performs as accurate as the reference model, while also being the most parsimonious.

Keywords: Correlation analysis, CO2 emissions forecasting, electric power utility, radial basis function networks.

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Authors: Masatora Daito, Hisashi Kojima

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In this research, the authors analyze network stability using agent-based simulation. Firstly, the authors focus on analyzing large networks (eight agents) by connecting different two stable small social networks (A small stable network is consisted on four agents.). Secondly, the authors analyze the network (eight agents) shape which is added one agent to a stable network (seven agents). Thirdly, the authors analyze interpersonal comparison of utility. The “star-network "was not found on the result of interaction among stable two small networks. On the other hand, “decentralized network" was formed from several combination. In case of added one agent to a stable network (seven agents), if the value of “c"(maintenance cost of per a link) was larger, the number of patterns of stable network was also larger. In this case, the authors identified the characteristics of a large stable network. The authors discovered the cases of decreasing personal utility under condition increasing total utility.

Keywords: Social Network, Symmetric Situation, Network Stability, Agent-Based Modeling.

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Authors: Yilun Shang

Abstract:

In this paper we consider a one-dimensional random geometric graph process with the inter-nodal gaps evolving according to an exponential AR(1) process. The transition probability matrix and stationary distribution are derived for the Markov chains concerning connectivity and the number of components. We analyze the algorithm for hitting time regarding disconnectivity. In addition to dynamical properties, we also study topological properties for static snapshots. We obtain the degree distributions as well as asymptotic precise bounds and strong law of large numbers for connectivity threshold distance and the largest nearest neighbor distance amongst others. Both exact results and limit theorems are provided in this paper.

Keywords: random geometric graph, autoregressive process, degree, connectivity, Markovian, wireless network.

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Authors: Yaping Ren, Yongkun Li

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In this paper, by using the continuation theorem of coincidence degree theory, M-matrix theory and constructing some suitable Lyapunov functions, some sufficient conditions are obtained for the existence and global exponential stability of periodic solutions of recurrent neural networks with distributed delays and impulses on time scales. Without assuming the boundedness of the activation functions gj, hj , these results are less restrictive than those given in the earlier references.

Keywords: Recurrent neural networks, global exponential stability, periodic solutions, distributed delays, impulses, time scales.

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Authors: Amir T. Payandeh Najafabadi

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This article considers the problem of evaluating infinite-time (or finite-time) ruin probability under a given compound Poisson surplus process by approximating the claim size distribution by a finite mixture exponential, say Hyperexponential, distribution. It restates the infinite-time (or finite-time) ruin probability as a solvable ordinary differential equation (or a partial differential equation). Application of our findings has been given through a simulation study.

Keywords: Ruin probability, compound Poisson processes, mixture exponential (hyperexponential) distribution, heavy-tailed distributions.

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Authors: Shazia Javed, Noor Atinah Ahmad

Abstract:

The householder RLS (HRLS) algorithm is an O(N2) algorithm which recursively updates an arbitrary square-root of the input data correlation matrix and naturally provides the LS weight vector. A data dependent householder matrix is applied for such an update. In this paper a recursive estimate of the eigenvalue spread and misalignment of the algorithm is presented at a very low computational cost. Misalignment is found to be highly sensitive to the eigenvalue spread of input signals, output noise of the system and exponential window. Simulation results show noticeable degradation in the misalignment by increase in eigenvalue spread as well as system-s output noise, while exponential window was kept constant.

Keywords: HRLS algorithm, eigenvalue spread, misalignment.

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Authors: Khattab Ibrahim Al Qaisi, Nicholas Bowring

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This paper presents the simulation results of the effects of sampling frequency on the total harmonic distortion (THD) of three-phase inverters using the space vector pulse width modulation (SVPWM) and space vector control (SVC) algorithms. The relationship between the variables was studied using curve fitting techniques, and it has been shown that, for 50 Hz inverters, there is an exponential relation between the sampling frequency and THD up to around 8500 Hz, beyond which the performance of the model becomes irregular, and there is an negative exponential relation between the sampling frequency and the marginal improvement to the THD. It has also been found that the performance of SVPWM is better than that of SVC with the same sampling frequency in most frequency range, including the range where the performance of the former is irregular.

Keywords: SVPWM, THD, DC-AC Inverter, Sampling Frequency.

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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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Authors: Meng Hu, Lili Wang

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In this paper, we investigate dynamics of 2n almost periodic attractors for Cohen-Grossberg neural networks (CGNNs) with variable and distribute time delays. By imposing some new assumptions on activation functions and system parameters, we split invariant basin of CGNNs into 2n compact convex subsets. Then the existence of 2n almost periodic solutions lying in compact convex subsets is attained due to employment of the theory of exponential dichotomy and Schauder-s fixed point theorem. Meanwhile, we derive some new criteria for the networks to converge toward these 2n almost periodic solutions and exponential attracting domains are also given correspondingly.

Keywords: CGNNs, almost periodic solution, invariant basins, attracting domains.

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Authors: Hemant I. Joshi, Vivek J. Pandya

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This paper discusses the simulation and experimental work of small Smart Grid containing ten consumers. Smart Grid is characterized by a two-way flow of real-time information and energy. RTP (Real Time Pricing) based tariff is implemented in this work to reduce peak demand, PAR (peak to average ratio) and cost of energy consumed. In the experimental work described here, working of Smart Plug, HEC (Home Energy Controller), HAN (Home Area Network) and communication link between consumers and utility server are explained. Algorithms for Smart Plug, HEC, and utility server are presented and explained in this work. After receiving the Real Time Price for different time slots of the day, HEC interacts automatically by running an algorithm which is based on Linear Programming Problem (LPP) method to find the optimal energy consumption schedule. Algorithm made for utility server can handle more than one off-peak time period during the day. Simulation and experimental work are carried out for different cases. At the end of this work, comparison between simulation results and experimental results are presented to show the effectiveness of the minimization method adopted.

Keywords: Smart Grid, Real Time Pricing, Peak to Average Ratio, Home Area Network, Home Energy Controller, Smart Plug, Utility Server, Linear Programming Problem.

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Authors: Shu Lü, Shouming Zhong, Zixin Liu

Abstract:

In this paper, the robust exponential stability problem of discrete-time uncertain stochastic neural networks with timevarying delays is investigated. By introducing a new augmented Lyapunov function, some delay-dependent stable results are obtained in terms of linear matrix inequality (LMI) technique. Compared with some existing results in the literature, the conservatism of the new criteria is reduced notably. Three numerical examples are provided to demonstrate the less conservatism and effectiveness of the proposed method.

Keywords: Robust exponential stability, delay-dependent stability, discrete-time neural networks, stochastic, time-varying delays.

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Authors: N. Sopipan

Abstract:

In this paper, we study the rainfall using a time series for weather stations in Nakhon Ratchasima province in Thailand by various statistical methods to enable us to analyse the behaviour of rainfall in the study areas. Time-series analysis is an important tool in modelling and forecasting rainfall. The ARIMA and Holt-Winter models were built on the basis of exponential smoothing. All the models proved to be adequate. Therefore it is possible to give information that can help decision makers establish strategies for the proper planning of agriculture, drainage systems and other water resource applications in Nakhon Ratchasima province. We obtained the best performance from forecasting with the ARIMA Model(1,0,1)(1,0,1)12.

Keywords: ARIMA Models, Exponential Smoothing, Holt- Winter model.

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Authors: Mengzhuo Luo, Shouming Zhong

Abstract:

This paper investigates the problem of exponential stability for a class of uncertain discrete-time stochastic neural network with time-varying delays. By constructing a suitable Lyapunov-Krasovskii functional, combining the stochastic stability theory, the free-weighting matrix method, a delay-dependent exponential stability criteria is obtained in term of LMIs. Compared with some previous results, the new conditions obtain in this paper are less conservative. Finally, two numerical examples are exploited to show the usefulness of the results derived.

Keywords: Delay-dependent stability, Neural networks, Time varying delay, Linear matrix inequality (LMI).

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Authors: Amira M. Attia, Karim H. Youssef, Nabil H. Abbasy

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Energy consumption schedule (ECS) technique shifts usage of loads from on peak hours and redistributes them throughout the day according to residents’ operating time preferences. This technique is used as form of indirect control from utility to improve the load curve and hence its load factor and reduce customer’s total electric bill as well. Similarly, load shifting technique achieves ECS purposes but as direct control form applied from utility. In this paper, ECS is simulated twice as optimal constrained mathematical formula, solved by using CVX program in MATLAB^® R2013b. First, it is utilized for single residential building with ten apartments to determine max allowable energy consumption per hour for each residential apartment. Then, it is used for single apartment with number of shiftable domestic devices, where operating schedule is deduced using previous simulation output results as constraints. The paper ends by giving differences between ECS technique and load shifting technique via literature and simulation. Based on results assessment, it will be shown whether using ECS or load shifting is more beneficial to both customer and utility.

Keywords: Energy consumption schedule, load shifting technique, comparison.

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Authors: Norhayati Mat Wajid, Abdul Murad Zainal Abidin, Faiz Fadzil, Mohd Yusof Aizad Mukhtar

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One of the areas that present an opportunity to reduce the national carbon emission is the energy management of public buildings. To our present knowledge, there is no easy-to-use and centralized mechanism that enables the government to monitor the overall energy performance, as well as the carbon footprint, of Malaysia’s public buildings. Therefore, the Public Works Department Malaysia, or PWD, has developed a web-based energy performance reporting tool called JENOSYS (JKR Energy Online System), which incorporates a database of utility account numbers acquired from the utility service provider for analysis and reporting. For test case purposes, 23 buildings under PWD were selected and monitored for their monthly energy performance (in kWh), carbon emission reduction (in tCO₂eq) and utility cost (in MYR), against the baseline. This paper demonstrates the simplicity with which buildings without energy metering can be monitored centrally and the benefits that can be accrued by the government in terms of building energy disclosure and concludes with the recommendation of expanding the system to all the public buildings in Malaysia.

Keywords: Energy-efficient buildings. energy management systems, government buildings, JENOSYS.

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Authors: N. Kh. Gomidze, I. N. Jabnidze, K. A. Makharadze

Abstract:

The influence of inhomogeneities of plasma and statistical characteristics on the propagation of signal is very actual in wireless communication systems. While propagating in the media, the deformation and evaluation of the signal in time and space take place and on the receiver we get a deformed signal. The present article is dedicated to studying the space-time evolution of rectangular, sinusoidal, exponential and bi-exponential impulses via numerical experiment in the collisional, cold plasma. The presented method is not based on the Fourier-presentation of the signal. Analytically, we have received the general image depicting the space-time evolution of the radio impulse amplitude that gives an opportunity to analyze the concrete results in the case of primary impulse.

Keywords: Collisional, cold plasma, rectangular pulse signal, impulse envelope.

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Authors: Nicolò Vaiana, Giorgio Serino

Abstract:

In this paper, an advanced Nonlinear Exponential Model (NEM), able to simulate the uniaxial dynamic behavior of seismic isolators having a continuously decreasing tangent stiffness with increasing displacement in the relatively large displacements range and a hardening or softening behavior at large displacements, is presented. The mathematical model is validated by comparing the experimental force-displacement hysteresis loops obtained during cyclic tests, conducted on a helical wire rope isolator and a recycled rubber-fiber reinforced bearing, with those predicted analytically. Good agreement between the experimental and simulated results shows that the proposed model can be an effective numerical tool to predict the force-displacement relationship of seismic isolation devices within the large displacements range. Compared to the widely used Bouc-Wen model, unable to simulate the response of seismic isolators at large displacements, the proposed one allows to avoid the numerical solution of a first order nonlinear ordinary differential equation for each time step of a nonlinear time history analysis, thus reducing the computation effort. Furthermore, the proposed model can simulate the smooth transition of the hysteresis loops from small to large displacements by adopting only one set of five parameters determined from the experimental hysteresis loops having the largest amplitude.

Keywords: Base isolation, hardening behavior, nonlinear exponential model, seismic isolators, softening behavior.

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Authors: A. Khanal, A. Osareh, G. Lebby

Abstract:

Wind energy offers a significant advantage such as no fuel costs and no emissions from generation. However, wind energy sources are variable and non-dispatchable. The utility grid is able to accommodate the variability of wind in smaller proportion along with the daily load. However, at high penetration levels, the variability can severely impact the utility reserve requirements and the cost associated with it. In this paper the impact of wind energy is evaluated in detail in formulating the total utility cost. The objective is to minimize the overall cost of generation while ensuring the proper management of the load. Overall cost includes the curtailment cost, reserve cost and the reliability cost, as well as any other penalty imposed by the regulatory authority. Different levels of wind penetrations are explored and the cost impacts are evaluated. As the penetration level increases significantly, the reliability becomes a critical question to be answered. Here we increase the penetration from the wind yet keep the reliability factor within the acceptable limit provided by NERC. This paper uses an economic dispatch (ED) model to incorporate wind generation into the power grid. Power system costs are analyzed at various wind penetration levels using Linear Programming. The goal of this study is show how the increases in wind generation will affect power system economics.

Keywords: Balancing Reserves, Optimization, Wind Energy.

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Authors: Ghulam Murtaza, Kalsoom Farzana

Abstract:

The aim of this article is to narrate the utility of novel simulation approach i.e. convolution method to predict blood concentration of drug utilizing dissolution data of salbutamol sulphate microparticulate formulations with different release patterns (1:1, 1:2 and 1:3, drug:polymer). Dissolution apparatus II USP 2007 and 900 ml double distilled water stirrd at 50 rpm was employed for dissolution analysis. From dissolution data, blood drug concentration was determined, and in return predicted blood drug concentration data was used to calculate the pharmacokinetic parameters i.e. Cmax, Tmax, and AUC. Convolution is a good biwaiver technique; however its better utility needs it application in the conditions where biorelevant dissolution media are used.

Keywords: Convolution, Dissolution, Pharmacokinetics, Salbutamol sulphate

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Authors: Kalyani J. Kulkarni, Bharat S. Chaudhari

Abstract:

This paper addresses the issue of resource allocation in the emerging cognitive technology. Focusing the Quality of Service (QoS) of Primary Users (PU), a novel method is proposed for the resource allocation of Secondary Users (SU). In this paper, we propose the unique Utility Function in the game theoretic model of Cognitive Radio which can be maximized to increase the capacity of the Cognitive Radio Network (CRN) and to minimize the interference scenario. Utility function is formulated to cater the need of PUs by observing Signal to Noise ratio. Existence of Nash Equilibrium for the postulated game is established.

Keywords: Cognitive Networks, Game Theory, Nash Equilibrium, Resource Allocation.

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