Search results for: loss model
8178 Vector Control Using Series Iron Loss Model of Induction, Motors and Power Loss Minimization
Authors: Kheldoun Aissa, Khodja Djalal Eddine
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The iron loss is a source of detuning in vector controlled induction motor drives if the classical rotor vector controller is used for decoupling. In fact, the field orientation will not be satisfied and the output torque will not truck the reference torque mostly used by Loss Model Controllers (LMCs). In addition, this component of loss, among others, may be excessive if the vector controlled induction motor is driving light loads. In this paper, the series iron loss model is used to develop a vector controller immune to iron loss effect and then an LMC to minimize the total power loss using the torque generated by the speed controller.Keywords: Field Oriented Controller, Induction Motor, Loss ModelController, Series Iron Loss.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27028177 Economic Loss due to Ganoderma Disease in Oil Palm
Authors: K. Assis, K. P. Chong, A. S. Idris, C. M. Ho
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Oil palm or Elaeis guineensis is considered as the golden crop in Malaysia. But oil palm industry in this country is now facing with the most devastating disease called as Ganoderma Basal Stem Rot disease. The objective of this paper is to analyze the economic loss due to this disease. There were three commercial oil palm sites selected for collecting the required data for economic analysis. Yield parameter used to measure the loss was the total weight of fresh fruit bunch in six months. The predictors include disease severity, change in disease severity, number of infected neighbor palms, age of palm, planting generation, topography, and first order interaction variables. The estimation model of yield loss was identified by using backward elimination based regression method. Diagnostic checking was conducted on the residual of the best yield loss model. The value of mean absolute percentage error (MAPE) was used to measure the forecast performance of the model. The best yield loss model was then used to estimate the economic loss by using the current monthly price of fresh fruit bunch at mill gate.
Keywords: Ganoderma, oil palm, regression model, yield loss, economic loss.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32378176 Assessment of Path Loss Prediction Models for Wireless Propagation Channels at L-Band Frequency over Different Micro-Cellular Environments of Ekiti State, Southwestern Nigeria
Authors: C. I. Abiodun, S. O. Azi, J. S. Ojo, P. Akinyemi
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The design of accurate and reliable mobile communication systems depends majorly on the suitability of path loss prediction methods and the adaptability of the methods to various environments of interest. In this research, the results of the adaptability of radio channel behavior are presented based on practical measurements carried out in the 1800 MHz frequency band. The measurements are carried out in typical urban, suburban and rural environments in Ekiti State, Southwestern part of Nigeria. A total number of seven base stations of MTN GSM service located in the studied environments were monitored. Path loss and break point distances were deduced from the measured received signal strength (RSS) and a practical path loss model is proposed based on the deduced break point distances. The proposed two slope model, regression line and four existing path loss models were compared with the measured path loss values. The standard deviations of each model with respect to the measured path loss were estimated for each base station. The proposed model and regression line exhibited lowest standard deviations followed by the Cost231-Hata model when compared with the Erceg Ericsson and SUI models. Generally, the proposed two-slope model shows closest agreement with the measured values with a mean error values of 2 to 6 dB. These results show that, either the proposed two slope model or Cost 231-Hata model may be used to predict path loss values in mobile micro cell coverage in the well-considered environments. Information from this work will be useful for link design of microwave band wireless access systems in the region.
Keywords: Break-point distances, path loss models, path loss exponent, received signal strength.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8198175 Characterization and Modeling of Packet Loss of a VoIP Communication
Authors: L. Estrada, D. Torres, H. Toral
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In this work, a characterization and modeling of packet loss of a Voice over Internet Protocol (VoIP) communication is developed. The distributions of the number of consecutive received and lost packets (namely gap and burst) are modeled from the transition probabilities of two-state and four-state model. Measurements show that both models describe adequately the burst distribution, but the decay of gap distribution for non-homogeneous losses is better fit by the four-state model. The respective probabilities of transition between states for each model were estimated with a proposed algorithm from a set of monitored VoIP calls in order to obtain representative minimum, maximum and average values for both models.Keywords: Packet loss, gap and burst distribution, Markovchain, VoIP measurements.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18668174 A Generator from Cascade Markov Model for Packet Loss and Subsequent Bit Error Description
Authors: Jaroslav Polec, Viliam Hirner, Michal Martinovič, Kvetoslava Kotuliaková
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In this paper we present a novel error model for packet loss and subsequent error description. The proposed model simulates the error performance of wireless communication link. The model is designed as two independent Markov chains, where the first one is used for packet generation and the second one generates correctly and incorrectly transmitted bits for received packets from the first chain. The statistical analyses of real communication on the wireless link are used for determination of model-s parameters. Using the obtained parameters and the implementation of the generator, we collected generated traffic. The obtained results generated by proposed model are compared with the real data collection.Keywords: Wireless channel, error model, Markov chain, Elliot model, Gilbert model, generator, IEEE 802.11.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21138173 Loss Function Optimization for CNN-Based Fingerprint Anti-Spoofing
Authors: Yehjune Heo
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As biometric systems become widely deployed, the security of identification systems can be easily attacked by various spoof materials. This paper contributes to finding a reliable and practical anti-spoofing method using Convolutional Neural Networks (CNNs) based on the types of loss functions and optimizers. The types of CNNs used in this paper include AlexNet, VGGNet, and ResNet. By using various loss functions including Cross-Entropy, Center Loss, Cosine Proximity, and Hinge Loss, and various loss optimizers which include Adam, SGD, RMSProp, Adadelta, Adagrad, and Nadam, we obtained significant performance changes. We realize that choosing the correct loss function for each model is crucial since different loss functions lead to different errors on the same evaluation. By using a subset of the Livdet 2017 database, we validate our approach to compare the generalization power. It is important to note that we use a subset of LiveDet and the database is the same across all training and testing for each model. This way, we can compare the performance, in terms of generalization, for the unseen data across all different models. The best CNN (AlexNet) with the appropriate loss function and optimizers result in more than 3% of performance gain over the other CNN models with the default loss function and optimizer. In addition to the highest generalization performance, this paper also contains the models with high accuracy associated with parameters and mean average error rates to find the model that consumes the least memory and computation time for training and testing. Although AlexNet has less complexity over other CNN models, it is proven to be very efficient. For practical anti-spoofing systems, the deployed version should use a small amount of memory and should run very fast with high anti-spoofing performance. For our deployed version on smartphones, additional processing steps, such as quantization and pruning algorithms, have been applied in our final model.
Keywords: Anti-spoofing, CNN, fingerprint recognition, loss function, optimizer.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4208172 Minimizing Fish-feed Loss due to Sea Currents: An Economic Methodology
Authors: V. Vassiliou, M. Charalambides, M. Menicou
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Fish-feed is a major cost component of operating expenses for any aquaculture farm. Due to soaring prices of fish-feed ingredients, the need for better feeding schedule management has become imperative. On such factor that influences the utilization rate of fish-feed are sea currents. Up to now, practical monitoring of fishfeed loss due to sea currents is not exercised. This paper gives a description of an economic methodology that aims at quantifying the amount of fish-feed lost due to sea currents and draws on data from a Mediterranean aquaculture farm to formulate the associated model.
Keywords: Aquaculture, economic model, fish-feed loss, sea currents.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18258171 Determination of Critical Source Areas for Sediment Loss: Sarrath River Basin, Tunisia
Authors: Manel Mosbahi
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The risk of water erosion is one of the main environmental concerns in the southern Mediterranean regions. Thus, quantification of soil loss is an important issue for soil and water conservation managers. The objective of this paper is to examine the applicability of the Soil and Water Assessment Tool (SWAT) model in The Sarrath river catchment, North of Tunisia, and to identify the most vulnerable areas in order to help manager implement an effective management program. The spatial analysis of the results shows that 7 % of the catchment experiences very high erosion risk, in need for suitable conservation measures to be adopted on a priority basis. The spatial distribution of erosion risk classes estimated 3% high, 5,4% tolerable, and 84,6% low. Among the 27 delineated subcatchments only 4 sub-catchments are found to be under high and very high soil loss group, two sub-catchments fell under moderate soil loss group, whereas other sub-catchments are under low soil loss group.Keywords: Critical source areas, Erosion risk, SWAT model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14648170 Loss of P16/INK4A Protein Expression is a Common Abnormality in Hodgkin's Lymphoma
Authors: Fawzi Irshaid, Fatiha Dilmi, Khaled Tarawneh, Raji Hadeth, Adnan Jaran, Ahad Al-Khatib
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P16/INK4A is tumor suppressor protein that plays a critical role in cell cycle regulation. Loss of P16 protein expression has been implicated in pathogenesis of many cancers, including lymphoma. Therefore, we sought to investigate if loss of P16 protein expression is associated with lymphoma and/or any specific lymphoma subtypes (Hodgkin-s lymphoma (HL) and nonHodgkin-s lymphoma (NHL)). Fifty-five lymphoma cases consisted of 30 cases of HL and 25 cases of NHL, with an age range of 3 to 78 years, were examined for loss of P16 by immunohistochemical technique using a specific antibody reacting against P16. In total, P16 loss was seen in 33% of all lymphoma cases. P16 loss was identified in 47.7% of HL cases. In contrast, only 16% of NHL showed loss of P16. Loss of P16 was seen in 67% of HL patients with 50 years of age or older, whereas P16 loss was found in only 42% of HL patients with less than 50 years of age. P16 loss in HL is somewhat higher in male (55%) than in female (30%). In subtypes of HL, P16 loss was found exclusively in all cases of lymphocyte depletion, lymphocyte predominance and unclassified cases, whereas P16 loss was seen in 39% of mixed cellularity and 29% of nodular sclerosis cases. In low grade NHL patients, P16 loss was seen in approximately one-third of cases, whereas no or very rare of P16 loss was found in intermediate and high grade cases. P16 loss did not show any correlation with age or gender of NHL patients. In conclusion, the high rate of P16 loss seen in our study suggests that loss of P16 expression plays a critical role in the pathogenesis of lymphoma, particularly with HL.
Keywords: B-cells, immunostaining, P16 protein, Reed-Sternberg cells, tumors.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16658169 Simultaneous Term Structure Estimation of Hazard and Loss Given Default with a Statistical Model using Credit Rating and Financial Information
Authors: Tomohiro Ando, Satoshi Yamashita
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16668168 Adaptive Few-Shot Deep Metric Learning
Authors: Wentian Shi, Daming Shi, Maysam Orouskhani, Feng Tian
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Currently the most prevalent deep learning methods require a large amount of data for training, whereas few-shot learning tries to learn a model from limited data without extensive retraining. In this paper, we present a loss function based on triplet loss for solving few-shot problem using metric based learning. Instead of setting the margin distance in triplet loss as a constant number empirically, we propose an adaptive margin distance strategy to obtain the appropriate margin distance automatically. We implement the strategy in the deep siamese network for deep metric embedding, by utilizing an optimization approach by penalizing the worst case and rewarding the best. Our experiments on image recognition and co-segmentation model demonstrate that using our proposed triplet loss with adaptive margin distance can significantly improve the performance.
Keywords: Few-shot learning, triplet network, adaptive margin, deep learning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9088167 Coverage Probability Analysis of WiMAX Network under Additive White Gaussian Noise and Predicted Empirical Path Loss Model
Authors: Chaudhuri Manoj Kumar Swain, Susmita Das
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This paper explores a detailed procedure of predicting a path loss (PL) model and its application in estimating the coverage probability in a WiMAX network. For this a hybrid approach is followed in predicting an empirical PL model of a 2.65 GHz WiMAX network deployed in a suburban environment. Data collection, statistical analysis, and regression analysis are the phases of operations incorporated in this approach and the importance of each of these phases has been discussed properly. The procedure of collecting data such as received signal strength indicator (RSSI) through experimental set up is demonstrated. From the collected data set, empirical PL and RSSI models are predicted with regression technique. Furthermore, with the aid of the predicted PL model, essential parameters such as PL exponent as well as the coverage probability of the network are evaluated. This research work may assist in the process of deployment and optimisation of any cellular network significantly.
Keywords: WiMAX, RSSI, path loss, coverage probability, regression analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7068166 Transmission Loss Allocation via Loss Function Decomposition and Current Projection Concept
Authors: M.R. Ebrahimi, Z. Ghofrani, M. Ehsan
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One of the major problems in liberalized power markets is loss allocation. In this paper, a different method for allocating transmission losses to pool market participants is proposed. The proposed method is fundamentally based on decomposition of loss function and current projection concept. The method has been implemented and tested on several networks and one sample summarized in the paper. The results show that the method is comprehensive and fair to allocating the energy losses of a power market to its participants.Keywords: Transmission loss, loss allocation, current projectionconcept, loss function decomposition.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17448165 Multi-Objective Fuzzy Model in Optimal Sitingand Sizing of DG for Loss Reduction
Authors: H. Shayeghi, B. Mohamadi
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This paper presents a possibilistic (fuzzy) model in optimal siting and sizing of Distributed Generation (DG) for loss reduction and improve voltage profile in power distribution system. Multi-objective problem is developed in two phases. In the first one, the set of non-dominated planning solutions is obtained (with respect to the objective functions of fuzzy economic cost, and exposure) using genetic algorithm. In the second phase, one solution of the set of non-dominated solutions is selected as optimal solution, using a suitable max-min approach. This method can be determined operation-mode (PV or PQ) of DG. Because of considering load uncertainty in this paper, it can be obtained realistic results. The whole process of this method has been implemented in the MATLAB7 environment with technical and economic consideration for loss reduction and voltage profile improvement. Through numerical example the validity of the proposed method is verified.
Keywords: Fuzzy Power Flow, DG siting and sizing, LoadUncertainty, Multi-objective Possibilistic Model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16278164 On the Network Packet Loss Tolerance of SVM Based Activity Recognition
Authors: Gamze Uslu, Sebnem Baydere, Alper K. Demir
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In this study, data loss tolerance of Support Vector Machines (SVM) based activity recognition model and multi activity classification performance when data are received over a lossy wireless sensor network is examined. Initially, the classification algorithm we use is evaluated in terms of resilience to random data loss with 3D acceleration sensor data for sitting, lying, walking and standing actions. The results show that the proposed classification method can recognize these activities successfully despite high data loss. Secondly, the effect of differentiated quality of service performance on activity recognition success is measured with activity data acquired from a multi hop wireless sensor network, which introduces high data loss. The effect of number of nodes on the reliability and multi activity classification success is demonstrated in simulation environment. To the best of our knowledge, the effect of data loss in a wireless sensor network on activity detection success rate of an SVM based classification algorithm has not been studied before.
Keywords: Activity recognition, support vector machines, acceleration sensor, wireless sensor networks, packet loss.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28708163 Estimation Model for Concrete Slump Recovery by Using Superplasticizer
Authors: Chaiyakrit Raoupatham, Ram Hari Dhakal, Chalermchai Wanichlamlert
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19158162 Energy Loss at Drops using Neuro Solutions
Authors: Farzin Salmasi
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Energy dissipation in drops has been investigated by physical models. After determination of effective parameters on the phenomenon, three drops with different heights have been constructed from Plexiglas. They have been installed in two existing flumes in the hydraulic laboratory. Several runs of physical models have been undertaken to measured required parameters for determination of the energy dissipation. Results showed that the energy dissipation in drops depend on the drop height and discharge. Predicted relative energy dissipations varied from 10.0% to 94.3%. This work has also indicated that the energy loss at drop is mainly due to the mixing of the jet with the pool behind the jet that causes air bubble entrainment in the flow. Statistical model has been developed to predict the energy dissipation in vertical drops denotes nonlinear correlation between effective parameters. Further an artificial neural networks (ANNs) approach was used in this paper to develop an explicit procedure for calculating energy loss at drops using NeuroSolutions. Trained network was able to predict the response with R2 and RMSE 0.977 and 0.0085 respectively. The performance of ANN was found effective when compared to regression equations in predicting the energy loss.Keywords: Air bubble, drop, energy loss, hydraulic jump, NeuroSolutions
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16438161 Experimental Investigation of On-Body Channel Modelling at 2.45 GHz
Authors: Hasliza A. Rahim, Fareq Malek, Nur A. M. Affendi, Azuwa Ali, Norshafinash Saudin, Latifah Mohamed
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This paper presents the experimental investigation of on-body channel fading at 2.45 GHz considering two effects of the user body movement; stationary and mobile. A pair of body-worn antennas was utilized in this measurement campaign. A statistical analysis was performed by comparing the measured on-body path loss to five well-known distributions; lognormal, normal, Nakagami, Weibull and Rayleigh. The results showed that the average path loss of moving arm varied higher than the path loss in sitting position for upper-arm-to-left-chest link, up to 3.5 dB. The analysis also concluded that the Nakagami distribution provided the best fit for most of on-body static link path loss in standing still and sitting position, while the arm movement can be best described by log-normal distribution.
Keywords: On-Body channel communications, fading characteristics, statistical model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15408160 Improved Rare Species Identification Using Focal Loss Based Deep Learning Models
Authors: Chad Goldsworthy, B. Rajeswari Matam
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The use of deep learning for species identification in camera trap images has revolutionised our ability to study, conserve and monitor species in a highly efficient and unobtrusive manner, with state-of-the-art models achieving accuracies surpassing the accuracy of manual human classification. The high imbalance of camera trap datasets, however, results in poor accuracies for minority (rare or endangered) species due to their relative insignificance to the overall model accuracy. This paper investigates the use of Focal Loss, in comparison to the traditional Cross Entropy Loss function, to improve the identification of minority species in the “255 Bird Species” dataset from Kaggle. The results show that, although Focal Loss slightly decreased the accuracy of the majority species, it was able to increase the F1-score by 0.06 and improve the identification of the bottom two, five and ten (minority) species by 37.5%, 15.7% and 10.8%, respectively, as well as resulting in an improved overall accuracy of 2.96%.
Keywords: Convolutional neural networks, data imbalance, deep learning, focal loss, species classification, wildlife conservation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14198159 Remarks Regarding Queuing Model and Packet Loss Probability for the Traffic with Self-Similar Characteristics
Authors: Mihails Kulikovs, Ernests Petersons
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Network management techniques have long been of interest to the networking research community. The queue size plays a critical role for the network performance. The adequate size of the queue maintains Quality of Service (QoS) requirements within limited network capacity for as many users as possible. The appropriate estimation of the queuing model parameters is crucial for both initial size estimation and during the process of resource allocation. The accurate resource allocation model for the management system increases the network utilization. The present paper demonstrates the results of empirical observation of memory allocation for packet-based services.Keywords: Queuing System, Packet Loss Probability, Measurement-Based Admission Control (MBAC), Performanceevaluation, Quality of Service (QoS).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17728158 CFD Prediction of the Round Elbow Fitting Loss Coefficient
Authors: Ana Paula P. dos Santos, Claudia R. Andrade, Edson L. Zaparoli
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Pressure loss in ductworks is an important factor to be considered in design of engineering systems such as power-plants, refineries, HVAC systems to reduce energy costs. Ductwork can be composed by straight ducts and different types of fittings (elbows, transitions, converging and diverging tees and wyes). Duct fittings are significant sources of pressure loss in fluid distribution systems. Fitting losses can be even more significant than equipment components such as coils, filters, and dampers. At the present work, a conventional 90o round elbow under turbulent incompressible airflow is studied. Mass, momentum, and k-e turbulence model equations are solved employing the finite volume method. The SIMPLE algorithm is used for the pressure-velocity coupling. In order to validate the numerical tool, the elbow pressure loss coefficient is determined using the same conditions to compare with ASHRAE database. Furthermore, the effect of Reynolds number variation on the elbow pressure loss coefficient is investigated. These results can be useful to perform better preliminary design of air distribution ductworks in air conditioning systems.
Keywords: Duct fitting, Pressure loss, Elbow.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 48518157 Development of a RAM Simulation Model for Acid Gas Removal System
Authors: Ainul Akmar Mokhtar, Masdi Muhammad, Hilmi Hussin, Mohd Amin Abdul Majid
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A reliability, availability and maintainability (RAM) model has been built for acid gas removal plant for system analysis that will play an important role in any process modifications, if required, for achieving its optimum performance. Due to the complexity of the plant, the model was based on a Reliability Block Diagram (RBD) with a Monte Carlo simulation engine. The model has been validated against actual plant data as well as local expert opinions, resulting in an acceptable simulation model. The results from the model showed that the operation and maintenance can be further improved, resulting in reduction of the annual production loss.
Keywords: Acid gas removal plant, RAM model, Reliabilityblock diagram
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23428156 Operational Risk – Scenario Analysis
Authors: Milan Rippel, Petr Teply
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This paper focuses on operational risk measurement techniques and on economic capital estimation methods. A data sample of operational losses provided by an anonymous Central European bank is analyzed using several approaches. Loss Distribution Approach and scenario analysis method are considered. Custom plausible loss events defined in a particular scenario are merged with the original data sample and their impact on capital estimates and on the financial institution is evaluated. Two main questions are assessed – What is the most appropriate statistical method to measure and model operational loss data distribution? and What is the impact of hypothetical plausible events on the financial institution? The g&h distribution was evaluated to be the most suitable one for operational risk modeling. The method based on the combination of historical loss events modeling and scenario analysis provides reasonable capital estimates and allows for the measurement of the impact of extreme events on banking operations.Keywords: operational risk, scenario analysis, economic capital, loss distribution approach, extreme value theory, stress testing
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24288155 Modeling Salam Contract for Profit and Loss Sharing
Authors: Dchieche Amina, Aboulaich Rajae
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Profit and loss sharing suggests an equitable sharing of risks and profits between the parts involved in a financial transaction. Salam is a contract in which advance payment is made for goods to be delivered at a future date. The purpose of this work is to price a new contract for profit and loss sharing based on Salam contract, using Khiyar Al Ghabn which is an agreement of choice in case of misrepresent facts.Keywords: Islamic finance, Shariah compliance, profit and loss sharing, derivatives, risks, hedging, salam contract.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19228154 Optimal Efficiency Control of Pulse Width Modulation - Inverter Fed Motor Pump Drive Using Neural Network
Authors: O. S. Ebrahim, M. A. Badr, A. S. Elgendy, K. O. Shawky, P. K. Jain
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This paper demonstrates an improved Loss Model Control (LMC) for a 3-phase induction motor (IM) driving pump load. Compared with other power loss reduction algorithms for IM, the presented one has the advantages of fast and smooth flux adaptation, high accuracy, and versatile implementation. The performance of LMC depends mainly on the accuracy of modeling the motor drive and losses. A loss-model for IM drive that considers the surplus power loss caused by inverter voltage harmonics using closed-form equations and also includes the magnetic saturation has been developed. Further, an Artificial Neural Network (ANN) controller is synthesized and trained offline to determine the optimal flux level that achieves maximum drive efficiency. The drive’s voltage and speed control loops are connecting via the stator frequency to avoid the possibility of excessive magnetization. Besides, the resistance change due to temperature is considered by a first-order thermal model. The obtained thermal information enhances motor protection and control. These together have the potential of making the proposed algorithm reliable. Simulation and experimental studies are performed on 5.5 kW test motor using the proposed control method. The test results are provided and compared with the fixed flux operation to validate the effectiveness.
Keywords: Artificial neural network, ANN, efficiency optimization, induction motor, IM, Pulse Width Modulated, PWM, harmonic losses.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3578153 Thermodynamic Analyses of Information Dissipation along the Passive Dendritic Trees and Active Action Potential
Authors: Bahar Hazal Yalçınkaya, Bayram Yılmaz, Mustafa Özilgen
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Brain information transmission in the neuronal network occurs in the form of electrical signals. Neural work transmits information between the neurons or neurons and target cells by moving charged particles in a voltage field; a fraction of the energy utilized in this process is dissipated via entropy generation. Exergy loss and entropy generation models demonstrate the inefficiencies of the communication along the dendritic trees. In this study, neurons of 4 different animals were analyzed with one dimensional cable model with N=6 identical dendritic trees and M=3 order of symmetrical branching. Each branch symmetrically bifurcates in accordance with the 3/2 power law in an infinitely long cylinder with the usual core conductor assumptions, where membrane potential is conserved in the core conductor at all branching points. In the model, exergy loss and entropy generation rates are calculated for each branch of equivalent cylinders of electrotonic length (L) ranging from 0.1 to 1.5 for four different dendritic branches, input branch (BI), and sister branch (BS) and two cousin branches (BC-1 & BC-2). Thermodynamic analysis with the data coming from two different cat motoneuron studies show that in both experiments nearly the same amount of exergy is lost while generating nearly the same amount of entropy. Guinea pig vagal motoneuron loses twofold more exergy compared to the cat models and the squid exergy loss and entropy generation were nearly tenfold compared to the guinea pig vagal motoneuron model. Thermodynamic analysis show that the dissipated energy in the dendritic tress is directly proportional with the electrotonic length, exergy loss and entropy generation. Entropy generation and exergy loss show variability not only between the vertebrate and invertebrates but also within the same class. Concurrently, single action potential Na+ ion load, metabolic energy utilization and its thermodynamic aspect contributed for squid giant axon and mammalian motoneuron model. Energy demand is supplied to the neurons in the form of Adenosine triphosphate (ATP). Exergy destruction and entropy generation upon ATP hydrolysis are calculated. ATP utilization, exergy destruction and entropy generation showed differences in each model depending on the variations in the ion transport along the channels.
Keywords: ATP utilization, entropy generation, exergy loss, neuronal information transmittance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10148152 Numerical Investigation on the Progressive Collapse Resistance of an RC Building with Brick Infills under Column Loss
Authors: Meng-Hao Tsai, Tsuei-Chiang Huang
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Interior brick-infill partitions are usually considered as non-structural components and only their weight is accounted for in practical structural design. In this study, their effect on the progressive collapse resistance of an RC building subjected to sudden column loss is investigated. Three notional column loss conditions with four different brick-infill locations are considered. Column-loss response analyses of the RC building with and without brick infills are carried out. Analysis results indicate that the collapse resistance is only slightly influenced by the brick infills due to their brittle failure characteristic. Even so, they may help to reduce the inelastic displacement response under column loss. For practical engineering, it is reasonably conservative to only consider the weight of brick-infill partitions in the structural analysis.Keywords: Progressive collapse, column loss, brick-infill partition, compression strut.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21338151 Estimation of Bayesian Sample Size for Binomial Proportions Using Areas P-tolerance with Lowest Posterior Loss
Authors: H. Bevrani, N. Najafi
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This paper uses p-tolerance with the lowest posterior loss, quadratic loss function, average length criteria, average coverage criteria, and worst outcome criterion for computing of sample size to estimate proportion in Binomial probability function with Beta prior distribution. The proposed methodology is examined, and its effectiveness is shown.Keywords: Bayesian inference, Beta-binomial Distribution, LPLcriteria, quadratic loss function.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17498150 Investigation of Heat Loss in Ethanol-Water Distillation Column with Direct Vapour Recompression Heat Pump
Authors: Christopher C. Enweremadu, Hilary L. Rutto
Abstract:
Vapour recompression system has been used to enhance reduction in energy consumption and improvement in energy effectiveness of distillation columns. However, the effects of certain parameters have not been taken into consideration. One of such parameters is the column heat loss which has either been assumed to be a certain percent of reboiler heat transfer or negligible. The purpose of this study was to evaluate the heat loss from an ethanol-water vapour recompression distillation column with pressure increase across the compressor (VRCAS) and compare the results obtained and its effect on some parameters in similar system (VRCCS) where the column heat loss has been assumed or neglected. Results show that the heat loss evaluated was higher when compared with that obtained for the column VRCCS. The results also showed that increase in heat loss could have significant effect on the total energy consumption, reboiler heat transfer, the number of trays and energy effectiveness of the column.Keywords: Compressor, distillation column, heat loss, vapourrecompression.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 49928149 Determining Optimal Demand Rate and Production Decisions: A Geometric Programming Approach
Authors: Farnaz G. Nezami, Mir B. Aryanezhad, Seyed J. Sadjadi
Abstract:
In this paper a nonlinear model is presented to demonstrate the relation between production and marketing departments. By introducing some functions such as pricing cost and market share loss functions it will be tried to show some aspects of market modelling which has not been regarded before. The proposed model will be a constrained signomial geometric programming model. For model solving, after variables- modifications an iterative technique based on the concept of geometric mean will be introduced to solve the resulting non-standard posynomial model which can be applied to a wide variety of models in non-standard posynomial geometric programming form. At the end a numerical analysis will be presented to accredit the validity of the mentioned model.Keywords: Geometric programming, marketing, nonlinear optimization, production.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1434