Search results for: generalized pareto distribution

Authors: Kourosh Parand, Jamal Amani Rad

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In this paper, Exp-function method is used for some exact solitary solutions of the generalized Pochhammer-Chree equation. It has been shown that the Exp-function method, with the help of symbolic computation, provides a very effective and powerful mathematical tool for solving nonlinear partial differential equations. As a result, some exact solitary solutions are obtained. It is shown that the Exp-function method is direct, effective, succinct and can be used for many other nonlinear partial differential equations.

Keywords: Exp-function method, generalized Pochhammer- Chree equation, solitary wave solution, ODE's.

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Authors: Fatemeh Panjeh Ali Beik

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In the present work, we propose a new projection method for solving the matrix equation AXB = F. For implementing our new method, generalized forms of block Krylov subspace and global Arnoldi process are presented. The new method can be considered as an extended form of the well-known global generalized minimum residual (Gl-GMRES) method for solving multiple linear systems and it will be called as the extended Gl-GMRES (EGl- GMRES). Some new theoretical results have been established for proposed method by employing Schur complement. Finally, some numerical results are given to illustrate the efficiency of our new method.

Keywords: Matrix equation, Iterative method, linear systems, block Krylov subspace method, global generalized minimum residual (Gl-GMRES).

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Authors: I. Abasi, L. Fata, M. Sadeghi, S. Banihashemi, A. Mohammadee

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Background: Dimensional and transdiagnostic approaches as a result of high comorbidity among mental disorders have captured researchers and clinicians interests for exploring the latent factors to development and maintenance of some psychological disorders. The goal of present study is comparing some of these common factors between generalized anxiety disorder and unipolar mood disorder. Methods: 27 patients with generalized anxiety disorder, 29 patients with depression disorder were recruited by using SCID-I and 69 non-clinical populations were selected by using GHQ cut off point. MANCOVA was used for analyzing data. Results: The results show that worry, rumination, intolerance of uncertainty, maladaptive metacognitive beliefs, and experiential avoidance were all significantly different between GAD and unipolar mood disorder groups. However, there weren’t any significant differences in difficulties in emotion regulation and neuroticism between GAD and unipolar mood disorder groups. Discussion: Results indicate that although there are some transdiagnostic and common factors in GAD and unipolar mood disorder, there may be some specific vulnerability factors for each disorder. Further study is needed for answering these questions.

Keywords: Depression, emotion regulation, generalized anxiety disorder, transdiagnostic.

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Authors: J. Becker, R. Arnold

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The design of distribution logistics has a decisive impact on a company's logistics costs and performance. Hence, such solutions make an essential contribution to corporate success. This article describes a decision support system for analyzing the potential of distribution logistics in terms of logistics costs and performance. In contrast to previous procedures of business process re-engineering (BPR), this method maps distribution logistics holistically under variable distribution structures. Combined with qualitative measures the decision support system will contribute to a more efficient design of distribution logistics.

Keywords: Decision support system distribution logistics, potential analyses, supply chain management.

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Authors: Shan Gao

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In this paper, we consider a risk model involving two independent classes of insurance risks and random premium income. We assume that the premium income process is a Poisson Process, and the claim number processes are independent Poisson and generalized Erlang(n) processes, respectively. Both of the Gerber- Shiu functions with zero initial surplus and the probability generating functions (p.g.f.) of the Gerber-Shiu functions are obtained.

Keywords: Poisson process, generalized Erlang risk process, Gerber-Shiu function, generating function, generalized Lundberg equation.

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Authors: Mehrdad N. Khajavi, Bahram Notghi, Golamhassan Paygane

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Vehicle suspension design must fulfill some conflicting criteria. Among those is ride comfort which is attained by minimizing the acceleration transmitted to the sprung mass, via suspension spring and damper. Also good handling of a vehicle is a desirable property which requires stiff suspension and therefore is in contrast with a vehicle with good ride. Among the other desirable features of a suspension is the minimization of the maximum travel of suspension. This travel which is called suspension working space in vehicle dynamics literature is also a design constraint and it favors good ride. In this research a full car 8 degrees of freedom model has been developed and the three above mentioned criteria, namely: ride, handling and working space has been adopted as objective functions. The Multi Objective Programming (MOP) discipline has been used to find the Pareto Front and some reasoning used to chose a design point between these non dominated points of Pareto Front.

Keywords: Vehicle, Ride, Handling, Suspension, Working Space, Multi Objective Programming.

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Authors: Hazem J. Smadi

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Performance of a supply chain is directly related to a distribution network that entails the location of storing materials or products and how products are delivered to the end customer through different stages in the supply chain. This study analyses the current distribution network used for delivering gas cylinders to end customer in Jordan. Evaluation of current distribution has been conducted across customer service components. A modification on the current distribution network in terms of central warehousing in each city in the country improves the response time and customer experience. 

Keywords: Distribution network, gas cylinder, Jordan, supply chain.

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Authors: Halil Tanyer Eyyuboğu

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For a generalized Hermite sinosiodal / hyperbolic Gaussian beam passing through an ABCD system with a finite aperture, the propagation properties are derived using the Collins integral. The results are obtained in the form of intensity graphs indicating that previously demonstrated rules of reciprocity are applicable, while the existence of the aperture accelerates this transformation.

Keywords: Optical communications, Hermite-Gaussian beams, ABCD system.

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Authors: C. Selvaraj, K. R. Karthikeyan

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We obtain several interesting subordination results for a class of analytic functions defined by using a generalized integral operator.

Keywords: Analytic functions, Hadamard product, Subordinating factor sequence

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Authors: Shiva Abdoli, Daniel T. Semere

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Several researches have been conducted to study consumption of energy in cutting process. Most of these researches are focusing to measure the consumption and propose consumption reduction methods. In this work, the relation between the cutting parameters and the consumption is investigated in order to establish a generalized energy consumption model that can be used for process and production planning in real production lines. Using the generalized model, the process planning will be carried out by taking into account the energy as a function of the selected process parameters. Similarly, the generalized model can be used in production planning to select the right operational parameters like batch sizes, routing, buffer size, etc. in a production line. The description and derivation of the model as well as a case study are given in this paper to illustrate the applicability and validity of the model.

Keywords: Process parameters, cutting process, energy efficiency, Material Removal Rate (MRR).

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Authors: Ilaria Lucrezia Amerise

Abstract:

The statistical modelling of precipitation data for a given portion of territory is fundamental for the monitoring of climatic conditions and for Hydrogeological Management Plans (HMP). This modelling is rendered particularly complex by the changes taking place in the frequency and intensity of precipitation, presumably to be attributed to the global climate change. This paper applies the Wakeby distribution (with 5 parameters) as a theoretical reference model. The number and the quality of the parameters indicate that this distribution may be the appropriate choice for the interpolations of the hydrological variables and, moreover, the Wakeby is particularly suitable for describing phenomena producing heavy tails. The proposed estimation methods for determining the value of the Wakeby parameters are the same as those used for density functions with heavy tails. The commonly used procedure is the classic method of moments weighed with probabilities (probability weighted moments, PWM) although this has often shown difficulty of convergence, or rather, convergence to a configuration of inappropriate parameters. In this paper, we analyze the problem of the likelihood estimation of a random variable expressed through its quantile function. The method of maximum likelihood, in this case, is more demanding than in the situations of more usual estimation. The reasons for this lie, in the sampling and asymptotic properties of the estimators of maximum likelihood which improve the estimates obtained with indications of their variability and, therefore, their accuracy and reliability. These features are highly appreciated in contexts where poor decisions, attributable to an inefficient or incomplete information base, can cause serious damages.

Keywords: Generalized extreme values (GEV), likelihood estimation, precipitation data, Wakeby distribution.

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Authors: Gamze Ozel, Selen Cakmakyapan

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We introduce a new model called the Marshall-Olkin Rayleigh distribution which extends the Rayleigh distribution using Marshall-Olkin transformation and has increasing and decreasing shapes for the hazard rate function. Various structural properties of the new distribution are derived including explicit expressions for the moments, generating and quantile function, some entropy measures, and order statistics are presented. The model parameters are estimated by the method of maximum likelihood and the observed information matrix is determined. The potentiality of the new model is illustrated by means of a simulation study. 

Keywords: Marshall-Olkin distribution, Rayleigh distribution, estimation, maximum likelihood.

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Authors: L.Ramesh, S.P.Chowdhury, S.Chowdhury, A.A.Natarajan, C.T.Gaunt

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Accurate loss minimization is the critical component for efficient electrical distribution power flow .The contribution of this work presents loss minimization in power distribution system through feeder restructuring, incorporating DG and placement of capacitor. The study of this work was conducted on IEEE distribution network and India Electricity Board benchmark distribution system. The executed experimental result of Indian system is recommended to board and implement practically for regulated stable output.

Keywords: Distribution system, Distributed Generation LossMinimization, Network Restructuring

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Authors: K. V. Geetha, N. R. Mangalambal

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Aim. We have introduced the notion of order to multinormed spaces and countable union spaces and their duals. The topology of bounded convergence is assigned to the dual spaces. The aim of this paper is to develop the theory of ordered topological linear spaces La,b, L(w, z), the dual spaces of ordered multinormed spaces La,b, ordered countable union spaces L(w, z), with the topology of bounded convergence assigned to the dual spaces. We apply Laplace transformation to the ordered linear space of Laplace transformable generalized functions. We ultimately aim at finding solutions to nonhomogeneous nth order linear differential equations with constant coefficients in terms of generalized functions and comparing different solutions evolved out of different initial conditions. Method. The above aim is achieved by • Defining the spaces La,b, L(w, z). • Assigning an order relation on these spaces by identifying a positive cone on them and studying the properties of the cone. • Defining an order relation on the dual spaces La,b, L(w, z) of La,b, L(w, z) and assigning a topology to these dual spaces which makes the order dual and the topological dual the same. • Defining the adjoint of a continuous map on these spaces and studying its behaviour when the topology of bounded convergence is assigned to the dual spaces. • Applying the two-sided Laplace Transformation on the ordered linear space of generalized functions W and studying some properties of the transformation which are used in solving differential equations. Result. The above techniques are applied to solve non-homogeneous n-th order linear differential equations with constant coefficients in terms of generalized functions and to compare different solutions of the differential equation.

Keywords: Laplace transformable generalized function, positive cone, topology of bounded convergence

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Authors: B. I. Lee, S. I. Kim, D. H. Suh, J. I. Kim, Y. K. Lim

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A total of 33,680 nuclear power plants (NPPs) workers were monitored and recorded from 1990 to 2007. According to the record, the average individual radiation dose has been decreasing continually from it 3.20 mSv/man in 1990 to 1.12 mSv/man at the end of 2007. After the International Commission on Radiological Protection (ICRP) 60 recommendation was generalized in South Korea, no nuclear power plant workers received above 20 mSv radiation, and the numbers of relatively highly exposed workers have been decreasing continuously. The age distribution of radiation workers in nuclear power plants was composed of mainly 20-30- year-olds (83%) for 1990 ~ 1994 and 30-40-year-olds (75%) for 2003 ~ 2007. The difference in individual average dose by age was not significant. Most (77%) of NPP radiation exposures from 1990 to 2007 occurred mostly during the refueling period. With regard to exposure type, the majority of exposures were external exposures, representing 95% of the total exposures, while internal exposures represented only 5%. External effective dose was affected mainly by gamma radiation exposure, with an insignificant amount of neutron exposure. As for internal effective dose, tritium (3H) in the pressurized heavy water reactor (PHWR) was the biggest cause of exposure.

Keywords: Dose distribution, External exposure, Nuclear powerplant, Occupational radiation dose

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Authors: Fatimah A. Alshaikh

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This paper is concerned with propagation of thermoelastic longitudinal vibrations of an infinite circular cylinder, in the context of the linear theory of generalized thermoelasticity with two relaxation time parameters (Green and Lindsay theory). Three displacement potential functions are introduced to uncouple the equations of motion. The frequency equation, by using the traction free boundary conditions, is given in the form of a determinant involving Bessel functions. The roots of the frequency equation give the value of the characteristic circular frequency as function of the wave number. These roots, which correspond to various modes, are numerically computed and presented graphically for different values of the thermal relaxation times. It is found that the influences of the thermal relaxation times on the amplitudes of the elastic and thermal waves are remarkable. Also, it is shown in this study that the propagation of thermoelastic longitudinal vibrations based on the generalized thermoelasticity can differ significantly compared with the results under the classical formulation. A comparison of the results for the case with no thermal effects shows well agreement with some of the corresponding earlier results.

Keywords: Wave propagation, longitudinal vibrations, circular cylinder, generalized thermoelasticity, Thermal relaxation times.

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Authors: S. B. Mansuri

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In this paper, at first we explain about negative hypergeometric distribution and its properties. Then we use the w-function and the Stein identity to give a result on the poisson approximation to the negative hypergeometric distribution in terms of the total variation distance between the negative hypergeometric and poisson distributions and its upper bound.

Keywords: Negative hypergeometric distribution, Poisson distribution, Poisson approximation, Stein-Chen identity, w-function.

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Authors: Mohammad Ali Baradaran Ghahfarokhi, Parvin Baradaran Ghahfarokhi

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In this paper, first we introduce the stable distribution, stable process and theirs characteristics. The a -stable distribution family has received great interest in the last decade due to its success in modeling data, which are too impulsive to be accommodated by the Gaussian distribution. In the second part, we propose major applications of alpha stable distribution in telecommunication, computer science such as network delays and signal processing and financial markets. At the end, we focus on using stable distribution to estimate measure of risk in stock markets and show simulated data with statistical softwares.

Keywords: stable distribution, SaS, infinite variance, heavy tail networks, VaR.

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Authors: P. Waiyawuththanapoom

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This research is objected to study the pattern and channel of distribution of Ang Thong’s court doll OTOP product and try to develop the quality of distribution of the court doll product. The population of this research is 50 court doll manufacturers of Ang Thong’s court doll. The data and information was collected by using the questionnaire and use percentage, mean and standard deviation as an analysis tools. The distribution channel of Ang Thong’s court doll can be separated into 3 channels which are direct distribution from the manufacturer, via the middleman and via the co-operated manufacturing group. In the direct distribution from the manufacturer channel, it was found that the manufacturer is given the highest rate of importance to how they keep the inventory. In the distribution via the middleman channel, it was found that the manufacturer is given the highest rate of importance to the distribution efficiency. But in the distribution via the co-operated manufacturing group, it was found that the manufacturer is given the highest rate of importance to the public relationship.

Keywords: Distribution, Court Doll, Ang Thong Province.

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Authors: N. Kumaresan , J. Kavikumar, Kuru Ratnavelu

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In this paper, solution of fuzzy differential equation under general differentiability is obtained by simulink. The simulink solution is equivalent or very close to the exact solution of the problem. Accuracy of the simulink solution to this problem is qualitatively better. An illustrative numerical example is presented for the proposed method.

Keywords: Fuzzy differential equation, Generalized differentiability, H-difference and Simulink.

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Authors: Tulika Bhattacharjee, A. K.Chakraborty

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Due to the deregulation of the Electric Supply Industry and the resulting emergence of electricity market, the volumes of power purchases are on the rise all over the world. In a bid to meet the customer-s demand in a reliable and yet economic manner, utilities purchase power from the energy market over and above its own production. This paper aims at developing an optimal power purchase model with two objectives viz economy and environment ,taking various functional operating constraints such as branch flow limits, load bus voltage magnitudes limits, unit capacity constraints and security constraints into consideration.The price of purchased power being an uncertain variable is modeled using fuzzy logic. DEMO (Differential Evolution For Multi-objective Optimization) is used to obtain the pareto-optimal solution set of the multi-objective problem formulated. Fuzzy set theory has been employed to extract the best compromise non-dominated solution. The results obtained on IEEE 30 bus system are presented and compared with that of NSGAII.

Keywords: Deregulation, Differential Evolution, Multi objective Optimization, Pareto Optimal Set, Optimal Power Flow

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Authors: Ayesha S. Rahman, Khaled Haddad, Ataur Rahman

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At-site flood frequency analysis is used to estimate flood quantiles when at-site record length is reasonably long. In Australia, FLIKE software has been introduced for at-site flood frequency analysis. The advantage of FLIKE is that, for a given application, the user can compare a number of most commonly adopted probability distributions and parameter estimation methods relatively quickly using a windows interface. The new version of FLIKE has been incorporated with the multiple Grubbs and Beck test which can identify multiple numbers of potentially influential low flows. This paper presents a case study considering six catchments in eastern Australia which compares two outlier identification tests (original Grubbs and Beck test and multiple Grubbs and Beck test) and two commonly applied probability distributions (Generalized Extreme Value (GEV) and Log Pearson type 3 (LP3)) using FLIKE software. It has been found that the multiple Grubbs and Beck test when used with LP3 distribution provides more accurate flood quantile estimates than when LP3 distribution is used with the original Grubbs and Beck test. Between these two methods, the differences in flood quantile estimates have been found to be up to 61% for the six study catchments. It has also been found that GEV distribution (with L moments) and LP3 distribution with the multiple Grubbs and Beck test provide quite similar results in most of the cases; however, a difference up to 38% has been noted for flood quantiles for annual exceedance probability (AEP) of 1 in 100 for one catchment. This finding needs to be confirmed with a greater number of stations across other Australian states.

Keywords: Floods, FLIKE, probability distributions, flood frequency, outlier.

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Authors: Mahdi Fakoor, Seyed Mohammad Navid Ghoreishi

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Composite patching is a common way for reinforcing the cracked pipes and cylinders. The effects of composite patch reinforcement on fracture parameters of a cracked pipe depend on a variety of parameters such as number of layers, angle, thickness, and material of each layer. Therefore, stacking sequence optimization of composite patch becomes crucial for the applications of cracked pipes. In this study, in order to obtain the optimal stacking sequence for a composite patch that has minimum weight and maximum resistance in propagation of cracks, a coupled Multi-Objective Genetic Algorithm (MOGA) and Finite Element Method (FEM) process is proposed. This optimization process has done for longitudinal and transverse semi-elliptical cracks and optimal stacking sequences and Pareto’s front for each kind of cracks are presented. The proposed algorithm is validated against collected results from the existing literature.

Keywords: Multi objective optimization, Pareto front, composite patch, cracked pipe.

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Authors: Ashok Ganguly, Pranjali Arondekar

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In the present paper, we use generalized B-Spline curve in trigonometric form on circular domain, to capture the transcendental nature of circle involute curve and uncertainty characteristic of design. The required involute curve get generated within the given tolerance limit and is useful in gear design.

Keywords: Bézier, Circle Involute, NAUT B-Spline, Spur Gear.

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Authors: Suparat Niwitpong

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Motivated by the recent work of Herbert, Hayen, Macaskill and Walter [Interval estimation for the difference of two independent variances. Communications in Statistics, Simulation and Computation, 40: 744-758, 2011.], we investigate, in this paper, new confidence intervals for the difference between two normal population variances based on the generalized confidence interval of Weerahandi [Generalized Confidence Intervals. Journal of the American Statistical Association, 88(423): 899-905, 1993.] and the closed form method of variance estimation of Zou, Huo and Taleban [Simple confidence intervals for lognormal means and their differences with environmental applications. Environmetrics 20: 172-180, 2009]. Monte Carlo simulation results indicate that our proposed confidence intervals give a better coverage probability than that of the existing confidence interval. Also two new confidence intervals perform similarly based on their coverage probabilities and their average length widths.

Keywords: Confidence interval, generalized confidence interval, the closed form method of variance estimation, variance.

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Authors: S. Anna Durai, E. Anna Saro

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Image Compression using Artificial Neural Networks is a topic where research is being carried out in various directions towards achieving a generalized and economical network. Feedforward Networks using Back propagation Algorithm adopting the method of steepest descent for error minimization is popular and widely adopted and is directly applied to image compression. Various research works are directed towards achieving quick convergence of the network without loss of quality of the restored image. In general the images used for compression are of different types like dark image, high intensity image etc. When these images are compressed using Back-propagation Network, it takes longer time to converge. The reason for this is, the given image may contain a number of distinct gray levels with narrow difference with their neighborhood pixels. If the gray levels of the pixels in an image and their neighbors are mapped in such a way that the difference in the gray levels of the neighbors with the pixel is minimum, then compression ratio as well as the convergence of the network can be improved. To achieve this, a Cumulative distribution function is estimated for the image and it is used to map the image pixels. When the mapped image pixels are used, the Back-propagation Neural Network yields high compression ratio as well as it converges quickly.

Keywords: Back-propagation Neural Network, Cumulative Distribution Function, Correlation, Convergence.

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Authors: Avellino I. Mondlane, Karin Hansson, Oliver Popov

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This paper discusses the application of extreme events distribution taking the Limpopo River Basin at Xai-Xai station, in Mozambique, as a case analysis. We analyze the extreme value concepts, namely Gumbel, Fréchet, Weibull and Generalized Extreme Value Distributions and then extrapolate the original data to 1000, 5000 and 10000 figures for further simulations and we compare their outcomes based on these three main distributions.

Keywords: Catastrophes, extreme event, disasters, mathematical models, simulation.

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Authors: Mohammad Mahdi Paydar, Armin Cheraghalipour, Mostafa Hajiaghaei-Keshteli

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Nowadays, in advanced countries, agriculture as one of the most significant sectors of the economy, plays an important role in its political and economic independence. Due to farmers' lack of information about products' demand and lack of proper planning for harvest time, annually the considerable amount of products is corrupted. Besides, in this paper, we attempt to improve these unfavorable conditions via designing an effective supply chain network that tries to minimize total costs of agricultural products along with minimizing shortage in demand points. To validate the proposed model, a stochastic optimization approach by using a branch and bound solver of the LINGO software is utilized. Furthermore, to accumulate the data of parameters, a case study in Mazandaran province placed in the north of Iran has been applied. Finally, using ɛ-constraint approach, a Pareto front is obtained and one of its Pareto solutions as best solution is selected. Then, related results of this solution are explained. Finally, conclusions and suggestions for the future research are presented.

Keywords: Perishable products, stochastic optimization, agricultural supply chain, ɛ-constraint.

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Authors: Flur R. Ismagilov, Irek Kh. Khayrullin, Vyacheslav E. Vavilov, Ruslan D. Karimov, Anton S. Gorbunov, Danis R. Farrakhov

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The paper presents another structural scheme of high-temperature starter-generator with external rotor to be installed on High Pressure Shaft (HPS) of aircraft engines (AE) to implement More Electrical Engine concept. The basic materials to make this starter-generator (SG) were selected and justified. Multi-criteria optimization of the developed structural scheme was performed using a genetic algorithm and Pareto method. The optimum (in Pareto terms) active length and thickness of permanent magnets of SG were selected as a result of the optimization. Using the dimensions obtained, allowed to reduce the weight of the designed SG by 10 kg relative to a base option at constant thermal loads. Multidisciplinary computer simulation was performed on the basis of the optimum geometric dimensions, which proved performance efficiency of the design. We further plan to make a full-scale sample of SG of HPS and publish the results of its experimental research.

Keywords: High-temperature starter-generator, More electrical engine, multi-criteria optimization, permanent magnet.

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Authors: S. Thongkeaw, M. Boonthienthong

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This paper presents the techniques for voltage control in distribution system. It is integrated in the distribution management system. Voltage is an important parameter for the control of electrical power systems. The distribution network operators have the responsibility to regulate the voltage supplied to consumer within statutory limits. Traditionally, the On-Load Tap Changer (OLTC) transformer equipped with automatic voltage control (AVC) relays is the most popular and effective voltage control device. A static synchronous compensator (STATCOM) may be equipped with several controllers to perform multiple control functions. Static Var Compensation (SVC) is regulation slopes and available margins for var dispatch. The voltage control in distribution networks is established as a centralized analytical function in this paper. 

Keywords: Voltage Control, Reactive Power, Distribution System.

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