Search results for: loss probability.

Authors: Eka Sari, Siti Syamsiah, Hary Sulistyo, Muslikhin

Abstract:

Lignocellulosic materials are considered the most abundant renewable resource available for the Bioethanol Production. Water Hyacinth is one of potential raw material of the world-s worst aquatic plant as a feedstock to produce Bioethanol. The purposed this research is obtain reduced of matter for biodegradation lignin in Biological pretreatment with White Rot Fungi eg. Phanerochaete Chrysosporium using Solid state Fermentation methods. Phanerochaete Chrysosporium is known to have the best ability to degraded lignin, but simultaneously it can also degraded cellulose and hemicelulose. During 8 weeks incubation, water hyacinth occurred loss of weight reached 34,67%, while loss of lignin reached 67,21%, loss of cellulose reached 11,01% and loss of hemicellulose reached 36,56%. The kinetic of losses lignin using regression linear plot, the results is obtained constant rate (k) of reduction lignin is -0.1053 and the equation of reduction of lignin is y = wo - 0, 1.53 x

Keywords: Biodegradation, lignin, PhanerochaeteChrysosporium, SSF, Water Hyacinth, Bioethanol

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Authors: A. GuhaRay, C. V. S. P. Kiranmayi, S. Rudraraju

Abstract:

The present study considers the effect of variation of different geotechnical random variables in the design of stone column-foundation systems for assessing the bearing capacity and consolidation settlement of highly compressible soil. The soil and stone column properties, spacing, diameter and arrangement of stone columns are considered as the random variables. Probability of failure (P_f) is computed for a target degree of consolidation and a target safe load by Monte Carlo Simulation (MCS). The study shows that the variation in coefficient of radial consolidation (c_r) and cohesion of soil (c_s) are two most important factors influencing Pf. If the coefficient of variation (COV) of c_r exceeds 20%, P_f exceeds 0.001, which is unsafe following the guidelines of US Army Corps of Engineers. The bearing capacity also exceeds its safe value for COV of c_s > 30%. It is also observed that as the spacing between the stone column increases, the probability of reaching a target degree of consolidation decreases. Accordingly, design guidelines, considering both consolidation and bearing capacity of improved ground, are proposed for different spacing and diameter of stone columns and geotechnical random variables.

Keywords: Bearing capacity, consolidation, geotechnical random variables, probability of failure, stone columns.

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Authors: S. Phanyaem

Abstract:

This paper presents the confidence intervals for the effect size base on bootstrap resampling method. The meta-analytic confidence interval for effect size is proposed that are easy to compute. A Monte Carlo simulation study was conducted to compare the performance of the proposed confidence intervals with the existing confidence intervals. The best confidence interval method will have a coverage probability close to 0.95. Simulation results have shown that our proposed confidence intervals perform well in terms of coverage probability and expected length.

Keywords: Effect size, confidence interval, Bootstrap Method.

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Authors: A. Sunkar, A. Saraswati, Y. Santosa

Abstract:

Controversies surrounding the impacts of oil palm plantations have resulted in some heated debates, especially concerning biodiversity loss and indigenous people well-being. The indigenous people of Dayak generally used wildlife to fulfill their daily needs thus were assumed to have experienced negative impacts due to oil palm developments within and surrounding their settlement areas. This study was conducted to identify the characteristics of the Dayak community settled around an oil palm plantation, to determine their perceptions of wildlife loss or gain as the results of the development of oil palm plantations, and to identify the determinant characteristic of the perceptions. The research was conducted on March 2018 in Nanga Tayap and Tajok Kayong Villages, which were located around the oil palm plantation of NTYE of Ketapang, West Kalimantan-Indonesia. Data were collected through in depth-structured interview, using closed and semi-open questionnaires and three-scale Likert statements. Interviews were conducted with 74 respondents using accidental sampling, and categorized into respondents who were dependent on oil palm for their livelihoods and those who were not. Data were analyzed using quantitative statistics method, Likert Scale, Chi-Square Test, Spearman Test, and Mann-Whitney Test. The research found that the indigenous Dayak people were aware of wildlife species loss and gain since the establishment of the plantation. Nevertheless, wildlife loss did not affect their social, economic, and cultural needs since they could find substitutions. It was found that prior to the plantation’s development, the local Dayak communities were already slowly experiencing some livelihood transitions through local village development. The only determinant characteristic of the community that influenced their perceptions of wildlife loss/gain was level of education.

Keywords: Wildlife, oil palm plantations, indigenous Dayak, biodiversity loss and gain.

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Authors: Arun Kumar, Yousef L. A. Latif, Fugen Daver

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Despite the availability of natural disaster related time series data for last 110 years, there is no forecasting tool available to humanitarian relief organizations to determine forecasts for emergency logistics planning. This study develops a forecasting tool based on identifying probability distributions. The estimates of the parameters are used to calculate natural disaster forecasts. Further, the determination of aggregate forecasts leads to efficient pre-disaster planning. Based on the research findings, the relief agencies can optimize the various resources allocation in emergency logistics planning.

Keywords: Humanitarian logistics, relief agencies, probability distribution.

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Authors: Viriyavudh Sim, WooYoung Jung

Abstract:

Window system in high rise building is occasionally subjected to an excessive wind intensity, particularly during typhoon. The failure of window system did not affect overall safety of structural performance; however, it could endanger the safety of the residents. In this paper, comparison of fragility curves for window system of two residential buildings was studied. The probability of failure for individual window was determined with Monte Carlo Simulation method. Then, lognormal cumulative distribution function was used to represent the fragility. The results showed that windows located on the edge of leeward wall were more susceptible to wind load and the probability of failure for each window panel increased at higher floors.

Keywords: Wind fragility, window system, high rise building.

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Authors: Markus Kaiser, Johannes Buchmann

Abstract:

In this article we explore the application of a formal proof system to verification problems in cryptography. Cryptographic properties concerning correctness or security of some cryptographic algorithms are of great interest. Beside some basic lemmata, we explore an implementation of a complex function that is used in cryptography. More precisely, we describe formal properties of this implementation that we computer prove. We describe formalized probability distributions (σ-algebras, probability spaces and conditional probabilities). These are given in the formal language of the formal proof system Isabelle/HOL. Moreover, we computer prove Bayes- Formula. Besides, we describe an application of the presented formalized probability distributions to cryptography. Furthermore, this article shows that computer proofs of complex cryptographic functions are possible by presenting an implementation of the Miller- Rabin primality test that admits formal verification. Our achievements are a step towards computer verification of cryptographic primitives. They describe a basis for computer verification in cryptography. Computer verification can be applied to further problems in cryptographic research, if the corresponding basic mathematical knowledge is available in a database.

Keywords: prime numbers, primality tests, (conditional) probabilitydistributions, formal proof system, higher-order logic, formalverification, Bayes' Formula, Miller-Rabin primality test.

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Authors: Markus Kaiser, Johannes Buchmann

Abstract:

In this paper we explore the application of a formal proof system to verification problems in cryptography. Cryptographic properties concerning correctness or security of some cryptographic algorithms are of great interest. Beside some basic lemmata, we explore an implementation of a complex function that is used in cryptography. More precisely, we describe formal properties of this implementation that we computer prove. We describe formalized probability distributions (o--algebras, probability spaces and condi¬tional probabilities). These are given in the formal language of the formal proof system Isabelle/HOL. Moreover, we computer prove Bayes' Formula. Besides we describe an application of the presented formalized probability distributions to cryptography. Furthermore, this paper shows that computer proofs of complex cryptographic functions are possible by presenting an implementation of the Miller- Rabin primality test that admits formal verification. Our achievements are a step towards computer verification of cryptographic primitives. They describe a basis for computer verification in cryptography. Computer verification can be applied to further problems in crypto-graphic research, if the corresponding basic mathematical knowledge is available in a database.

Keywords: prime numbers, primality tests, (conditional) proba¬bility distributions, formal proof system, higher-order logic, formal verification, Bayes' Formula, Miller-Rabin primality test.

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Authors: Ramli Nazir, Hossein Moayedi

Abstract:

Soil confinement systems serve as effective solutions to any erosion control project. Various confinements systems, namely triangular, circular and rectangular with the size of 50, 100, and 150 mm, and with a depth of 10 mm, were embedded in soil samples at slope angle of 60°. The observed soil mass losses for the confined soil systems were much smaller than those from unconfined system. As a result, the size of confinement and rainfall intensity have a direct effect on the soil mass loss. The triangular and rectangular confinement systems showed the lowest and highest soil loss masses, respectively. The slopes also failed much faster in the unconfined system than in the confined slope.

Keywords: Erosion control, Soil confinement, Soil erosion, Slope stability.

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Authors: Langroudi B., Salehi E., Keshani S., Baghersad M.

Abstract:

Transportation is of great importance in the current life of human beings. The transportation system plays many roles, from economical development to after-catastrophe aids such as rescue operation in the first hours and days after an earthquake. In after earthquakes response phase, transportation system acts as a basis for ground operations including rescue and relief operation, food providing for victims and etc. It is obvious that partial or complete obstruction of this system results in the stop of these operations. Bridges are one of the most important elements of transportation network. Failure of a bridge, in the most optimistic case, cuts the relation between two regions and in more developed countries, cuts the relation of numerous regions. In this paper, to evaluate the vulnerability and estimate the damage level of Tehran bridges, HAZUS method, developed by Federal Emergency Management Agency (FEMA) with the aid of National Institute of Building Science (NIBS), is used for the first time in Iran. In this method, to evaluate the collapse probability, fragility curves are used. Iran is located on seismic belt and thus, it is vulnerable to earthquakes. Thus, the study of the probability of bridge collapses, as an important part of transportation system, during earthquakes is of great importance. The purpose of this study is to provide fragility curves for Gisha Bridge, one of the longest steel bridges in Tehran, as an important lifeline element. Besides, the damage probability for this bridge during a specific earthquake, introduced as scenario earthquakes, is calculated. The fragility curves show that for the considered scenario, the probability of occurrence of complete collapse for the bridge is 8.6%.

Keywords: Bridge, Damage evaluation, Fragility curve, Lifelines, Seismic vulnerability.

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Authors: Harsh Vikram Singh, S. P. Singh, Anand Mohan

Abstract:

This paper discusses a new heavy tailed distribution based data hiding into discrete cosine transform (DCT) coefficients of image, which provides statistical security as well as robustness against steganalysis attacks. Unlike other data hiding algorithms, the proposed technique does not introduce much effect in the stegoimage-s DCT coefficient probability plots, thus making the presence of hidden data statistically undetectable. In addition the proposed method does not compromise on hiding capacity. When compared to the generic block DCT based data-hiding scheme, our method found more robust against a variety of image manipulating attacks such as filtering, blurring, JPEG compression etc.

Keywords: Information Security, Robust Steganography, Steganalysis, Pareto Probability Distribution function.

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Authors: Mehdi Karbalaye Zadeh, Ehsan M. Siavashi

Abstract:

The controllable electrical loss which consists of the copper loss and iron loss can be minimized by the optimal control of the armature current vector. The control algorithm of current vector minimizing the electrical loss is proposed and the optimal current vector can be decided according to the operating speed and the load conditions. The proposed control algorithm is applied to the experimental PM motor drive system and this paper presents a modern approach of speed control for permanent magnet synchronous motor (PMSM) applied for Electric Vehicle using a nonlinear control. The regulation algorithms are based on the feedback linearization technique. The direct component of the current is controlled to be zero which insures the maximum torque operation. The near unity power factor operation is also achieved. More over, among EV-s motor electric propulsion features, the energy efficiency is a basic characteristic that is influenced by vehicle dynamics and system architecture. For this reason, the EV dynamics are taken into account.

Keywords: PMSM, Electric Vehicle, Optimal control, Traction.

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Authors: N. Deetae, S. Sukparungsee, Y. Areepong, K. Jampachaisri

Abstract:

This research is aimed to compare the percentages of correct classification of Empirical Bayes method (EB) to Classical method when data are constructed as near normal, short-tailed and long-tailed symmetric, short-tailed and long-tailed asymmetric. The study is performed using conjugate prior, normal distribution with known mean and unknown variance. The estimated hyper-parameters obtained from EB method are replaced in the posterior predictive probability and used to predict new observations. Data are generated, consisting of training set and test set with the sample sizes 100, 200 and 500 for the binary classification. The results showed that EB method exhibited an improved performance over Classical method in all situations under study.

Keywords: Classification, Empirical Bayes, Posterior predictive probability.

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

Abstract:

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

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

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Authors: Dong Wan-li, Gu Nai-jie, Tu Kun, Bi Kun, Liu Gang

Abstract:

As originally designed for wired networks, TCP (transmission control protocol) congestion control mechanism is triggered into action when packet loss is detected. This implicit assumption for packet loss mostly due to network congestion does not work well in Mobile Ad Hoc Network, where there is a comparatively high likelihood of packet loss due to channel errors and node mobility etc. Such non-congestion packet loss, when dealt with by congestion control mechanism, causes poor TCP performance in MANET. In this study, we continue to investigate the impact of the interaction between transport protocols and on-demand routing protocols on the performance and stability of 802.11 multihop networks. We evaluate the important wireless networking events caused routing change, and propose a cross layer method to delay the unnecessary routing changes, only need to add a sensitivity parameter α , which represents the on-demand routing-s reaction to link failure of MAC layer. Our proposal is applicable to the plain 802.11 networking environment, the simulation results that this method can remarkably improve the stability and performance of TCP without any modification on TCP and MAC protocol.

Keywords: Mobile ad hoc networks (MANET), on-demandrouting, performance, transmission control protocol (TCP).

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Authors: N. Phanthuna, J. Jaturacherdchaiskul, S. Lerdvanittip, S. Auchariyamet

Abstract:

This paper proposes a particle swarm optimization (PSO) technique to solve the economic load dispatch (ELD) problems. For the ELD problem in this work, the objective function is to minimize the total fuel cost of all generator units for a given daily load pattern while the main constraints are power balance and generation output of each units. Case study in the test system of 40-generation units with 6 load patterns is presented to demonstrate the performance of PSO in solving the ELD problem. It can be seen that the optimal solution given by PSO provides the minimum total cost of generation while satisfying all the constraints and benefiting greatly from saving in power loss reduction.

Keywords: Particle Swarm Optimization, Economic Load Dispatch, Loss Reduction.

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Authors: Suparat Niwitpong, Sa-aat Niwitpong

Abstract:

In this paper we proposed the new confidence interval for the normal population mean with known coefficient of variation. In practice, this situation occurs normally in environment and agriculture sciences where we know the standard deviation is proportional to the mean. As a result, the coefficient of variation of is known. We propose the new confidence interval based on the recent work of Khan [3] and this new confidence interval will compare with our previous work, see, e.g. Niwitpong [5]. We derive analytic expressions for the coverage probability and the expected length of each confidence interval. A numerical method will be used to assess the performance of these intervals based on their expected lengths.

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

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Authors: P. C. Ihenacho, M. Burby, G. G. Nasr, G. C. Enyi

Abstract:

Formulation of a low oil-water ratio drilling mud with vegetable oil continuous phase without adversely affecting the mud rheology and stability has been a major challenge. A low oil-water ratio is beneficial in producing low fluid loss which is essential for wellbore stability. This study examined the possibility of 50/50 oil-water ratio invert emulsion drilling mud using a vegetable oil continuous phase. Jatropha oil was used as continuous phase. 12 ml of egg yolk which was separated from the albumen was added as the primary emulsifier additive. The rheological, stability and filtration properties were examined. The plastic viscosity and yield point were found to be 36cp and 17 Ib/100 ft² respectively. The electrical stability at 48.9ºC was 353v and the 30 minutes fluid loss was 6ml. The results compared favourably with a similar formulation using 70/30 oil - water ratio giving plastic viscosity of 31cp, yield point of 17 Ib/100 ft², electrical stability value of 480v and 12ml for the 30 minutes fluid loss. This study indicates that with a good mud composition using guided empiricism, 50/50 oil-water ratio invert emulsion drilling mud is feasible with a vegetable oil continuous phase. The choice of egg yolk as emulsifier additive is for compatibility with the vegetable oil and environmental concern. The high water content with no fluid loss additive will also minimise the cost of mud formulation.

Keywords: Environmental compatibility, low cost of mud formulation, low fluid loss, wellbore stability.

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Authors: Reza Hossseynie, Amir Jafari

Abstract:

This paper presents a method for steering velocity bounded mobile robots in environments with partially known stationary obstacles. The exact location of obstacles is unknown and only a probability distribution associated with the location of the obstacles is known. Kinematic model of a 2-wheeled differential drive robot is used as the model of mobile robot. The presented control strategy uses the Artificial Potential Field (APF) method for devising a desired direction of movement for the robot at each instant of time while the Constrained Directions Control (CDC) uses the generated direction to produce the control signals required for steering the robot. The location of each obstacle is considered to be the mean value of the 2D probability distribution and similarly, the magnitude of the electric charge in the APF is set as the trace of covariance matrix of the location probability distribution. The method not only captures the challenges of planning the path (i.e. probabilistic nature of the location of unknown obstacles), but it also addresses the output saturation which is considered to be an important issue from the control perspective. Moreover, velocity of the robot can be controlled during the steering. For example, the velocity of robot can be reduced in close vicinity of obstacles and target to ensure safety. Finally, the control strategy is simulated for different scenarios to show how the method can be put into practice.

Keywords: Steering, obstacle avoidance, mobile robots, constrained directions control, artificial potential field.

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Authors: Chaiyakrit Raoupatham, Ram Hari Dhakal, Chalermchai Wanichlamlert

Abstract:

This paper aimed to introduce the solution of concrete slump recovery using chemical admixture type-F (superplasticizer, naphthalene base) to the practice in order to solve unusable concrete problem due to concrete loss its slump, especially for those tropical countries that have faster slump loss rate. In the other hand, randomly adding superplasticizer into concrete can cause concrete to segregate. Therefore, this paper also develops the estimation model used to calculate amount of second dose of superplasticizer need for concrete slump recovery. Fresh properties of ordinary Portland cement concrete with volumetric ratio of paste to void between aggregate (paste content) of 1.1-1.3 with water-cement ratio zone of 0.30 to 0.67 and initial superplasticizer (naphthalene base) of 0.25%-1.6% were tested for initial slump and slump loss for every 30 minutes for one and half hour by slump cone test. Those concretes with slump loss range from 10% to 90% were re-dosed and successfully recovered back to its initial slump. Slump after re-dosed was tested by slump cone test. From the result, it has been concluded that, slump loss was slower for those mix with high initial dose of superplasticizer due to addition of superplasticizer will disturb cement hydration. The required second dose of superplasticizer was affected by two major parameters, which were water-cement ratio and paste content, where lower water-cement ratio and paste content cause an increase in require second dose of superplasticizer. The amount of second dose of superplasticizer is higher as the solid content within the system is increase, solid can be either from cement particles or aggregate. The data was analyzed to form an equation use to estimate the amount of second dosage requirement of superplasticizer to recovery slump to its original.

Keywords: Estimation model, second superplasticizer dosage, slump loss, slump recovery.

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Authors: M. Fotuhi-Firuzabad, A. Salehi Dobakhshari

Abstract:

This paper presents a reliability-based approach to select appropriate wind turbine types for a wind farm considering site-specific wind speed patterns. An actual wind farm in the northern region of Iran with the wind speed registration of one year is studied in this paper. An analytic approach based on total probability theorem is utilized in this paper to model the probabilistic behavior of both turbines- availability and wind speed. Well-known probabilistic reliability indices such as loss of load expectation (LOLE), expected energy not supplied (EENS) and incremental peak load carrying capability (IPLCC) for wind power integration in the Roy Billinton Test System (RBTS) are examined. The most appropriate turbine type achieving the highest reliability level is chosen for the studied wind farm.

Keywords: Wind Turbine Generator, Wind Farm, Power System Reliability, Wind Turbine Type Selection

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Authors: Mohammad Ahmed Rehmatullah

Abstract:

The aim of this paper is to discuss a low-cost methodology that can predict traffic flow conflicts and quantitatively rank crash expectancies (based on relative probability) for various traffic facilities. This paper focuses on the application of statistical distributions to model traffic flow and Monte Carlo techniques to simulate traffic and discusses how to create a tool in order to predict the possibility of a traffic crash. A low-cost data collection methodology has been discussed for the heterogeneous traffic flow that exists and a GIS platform has been proposed to thematically represent traffic flow from simulations and the probability of a crash. Furthermore, discussions have been made to reflect the dynamism of the model in reference to its adaptability, adequacy, economy, and efficiency to ensure adoption.

Keywords: Heterogeneous traffic data collection, Monte CarloSimulation, Traffic Flow Modeling, GIS.

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Authors: S. Shirazian, M.R. Ghayamghamian, G.R. Nouri

Abstract:

Bridges are one of the main components of transportation networks. They should be functional before and after earthquake for emergency services. Therefore we need to assess seismic performance of bridges under different seismic loadings. Fragility curve is one of the popular tools in seismic evaluations. The fragility curves are conditional probability statements, which give the probability of a bridge reaching or exceeding a particular damage level for a given intensity level. In this study, the seismic performance of a two-span simply supported concrete bridge is assessed. Due to usual lack of empirical data, the analytical fragility curve was developed by results of the dynamic analysis of bridge subjected to the different time histories in near-fault area.

Keywords: Fragility curve, Seismic behavior, Time historyanalysis, Transportation Network.

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Authors: Mathinee Khongsatid, Phusit Phukamchanoad, Sakapas Sangchai

Abstract:

This research aims to study the democratic political socialization of the 5th and 6th Graders under the Authority of Dusit District Office, Bangkok by using stratified sampling for probability sampling and using purposive sampling for non-probability sampling to collect data toward the distribution of questionnaires to 300 respondents. This covers all of the schools under the authority of Dusit District Office. The researcher analyzed the data by using descriptive statistics which include arithmetic mean and standard deviation. The result shows that 5th and 6th graders under the authority of Dusit District Office, Bangkok, have displayed some characteristics following democratic political socialization both inside and outside classroom as well as outside school. However, the democratic political socialization in classroom through grouping and class participation is much more emphasized.

Keywords: Democratic, Political Socialization

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Authors: M. Marsadek, A. Mohamed

Abstract:

Power system security analysis is the most time demanding process due to large number of possible contingencies that need to be analyzed.  In a power system, any contingency resulting in security violation such as line overload or low voltage may occur for a number of reasons at any time.  To efficiently rank a contingency, both probability and the extent of security violation must be considered so as not to underestimate the risk associated with the contingency. This paper proposed a contingency ranking method that take into account the probabilistic nature of power system and the severity of contingency by using a newly developed method based on risk factor.  The proposed technique is implemented on IEEE 24-bus system.

Keywords: Line overload, low voltage, probability, risk factor, severity.

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Authors: H. P. Singh, S. Singh

Abstract:

The voice signal in Voice over Internet protocol (VoIP) system is processed through the best effort policy based IP network, which leads to the network degradations including delay, packet loss jitter. The work in this paper presents the implementation of finite impulse response (FIR) filter for voice quality improvement in the VoIP system through distributed arithmetic (DA) algorithm. The VoIP simulations are conducted with AMR-NB 6.70 kbps and G.729a speech coders at different packet loss rates and the performance of the enhanced VoIP signal is evaluated using the perceptual evaluation of speech quality (PESQ) measurement for narrowband signal. The results show reduction in the computational complexity in the system and significant improvement in the quality of the VoIP voice signal.

Keywords: VoIP, Signal Quality, Distributed Arithmetic, Packet Loss, Speech Coder.

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Authors: R. Srinivasa Rao

Abstract:

This paper presents a new and efficient approach for capacitor placement in radial distribution systems that determine the optimal locations and size of capacitor with an objective of improving the voltage profile and reduction of power loss. The solution methodology has two parts: in part one the loss sensitivity factors are used to select the candidate locations for the capacitor placement and in part two a new algorithm that employs Plant growth Simulation Algorithm (PGSA) is used to estimate the optimal size of capacitors at the optimal buses determined in part one. The main advantage of the proposed method is that it does not require any external control parameters. The other advantage is that it handles the objective function and the constraints separately, avoiding the trouble to determine the barrier factors. The proposed method is applied to 9 and 34 bus radial distribution systems. The solutions obtained by the proposed method are compared with other methods. The proposed method has outperformed the other methods in terms of the quality of solution.

Keywords: Distribution systems, Capacitor allocation, Loss reduction, Fuzzy, PGSA.

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Authors: Peristera Baziana

Abstract:

In this paper, we present a network configuration for a WDM LANs of passive star topology that assume that the set of data WDM channels is split into two separate sets of channels, with different access rights over them. Especially, a synchronous transmission WDMA access algorithm is adopted in order to increase the probability of successful transmission over the data channels and consequently to reduce the probability of data packets transmission cancellation in order to avoid the data channels collisions. Thus, a control pre-transmission access scheme is followed over a separate control channel. An analytical Markovian model is studied and the average throughput is mathematically derived. The performance is studied for several numbers of data channels and various values of control phase duration.

Keywords: Access algorithm, channels division, collisions avoidance, wavelength division multiplexing.

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Authors: C. Bruni, F. Delli Priscoli, G. Koch, I. Marchetti

Abstract:

The Connection Admission Control (CAC) problem is formulated in this paper as a discrete time optimal control problem. The control variables account for the acceptance/ rejection of new connections and forced dropping of in-progress connections. These variables are constrained to meet suitable conditions which account for the QoS requirements (Link Availability, Blocking Probability, Dropping Probability). The performance index evaluates the total throughput. At each discrete time, the problem is solved as an integer-valued linear programming one. The proposed procedure was successfully tested against suitably simulated data.

Keywords: Connection Admission Control, Optimal Control, Integer valued Linear Programming, Quality of Service Requirements, Robust Control.

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Authors: Tomohiro Ando, Satoshi Yamashita

Abstract:

The objective of this study is to propose a statistical modeling method which enables simultaneous term structure estimation of the risk-free interest rate, hazard and loss given default, incorporating the characteristics of the bond issuing company such as credit rating and financial information. A reduced form model is used for this purpose. Statistical techniques such as spline estimation and Bayesian information criterion are employed for parameter estimation and model selection. An empirical analysis is conducted using the information on the Japanese bond market data. Results of the empirical analysis confirm the usefulness of the proposed method.

Keywords: Empirical Bayes, Hazard term structure, Loss given default.

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