Search results for: modeling technique

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

Abstract:

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

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

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Authors: Nyein Nyein Soe, Thet Thet Han Yee, Soe Sandar Aung

Abstract:

This paper is proposed the dynamic simulation of small power induction motor based on Mathematical modeling. The dynamic simulation is one of the key steps in the validation of the design process of the motor drive systems and it is needed for eliminating inadvertent design mistakes and the resulting error in the prototype construction and testing. This paper demonstrates the simulation of steady-state performance of induction motor by MATLAB Program Three phase 3 hp induction motor is modeled and simulated with SIMULINK model.

Keywords: Squirrel cage induction motor, modeling andsimulation, MATLAB software, torque, speed.

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Authors: Nader Ghareeb, R¨udiger Schmidt

Abstract:

Minimizing the weight in flexible structures means reducing material and costs as well. However, these structures could become prone to vibrations. Attenuating these vibrations has become a pivotal engineering problem that shifted the focus of many research endeavors. One technique to do that is to design and implement an active control system. This system is mainly composed of a vibrating structure, a sensor to perceive the vibrations, an actuator to counteract the influence of disturbances, and finally a controller to generate the appropriate control signals. In this work, two different techniques are explored to create two different mathematical models of an active control system. The first model is a finite element model with a reduced number of nodes and it is called a super-element. The second model is in the form of state-space representation, i.e. a set of partial differential equations. The damping coefficients are calculated and incorporated into both models. The effectiveness of these models is demonstrated when the system is excited by its first natural frequency and an active control strategy is developed and implemented to attenuate the resulting vibrations. Results from both modeling techniques are presented and compared.

Keywords: Finite element analysis, super-element, state-space model.

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Authors: M. Khodai, S. M. H. Mirbagheri

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In the Lost Foam Casting process, melting point temperature of metal, as well as volume and rate of the foam degradation have significant effect on the mold filling pattern. Therefore, gas generation capacity and gas gap length are two important parameters for modeling of mold filling time of the lost foam casting processes. In this paper, the gas gap length at the liquidfoam interface for a low melting point (aluminum) alloy and a high melting point (Carbon-steel) alloy are investigated by the photography technique. Results of the photography technique indicated, that the gas gap length and the mold filling time are increased with increased coating thickness and density of the foam. The Gas gap lengths measured in aluminum and Carbon-steel, depend on the foam density, and were approximately 4-5 and 25-60 mm, respectively. By using a new system, the gas generation capacity for the aluminum and steel was measured. The gas generation capacity measurements indicated that gas generation in the Aluminum and Carbon-steel lost foam casting was about 50 CC/g and 3200 CC/g polystyrene, respectively.

Keywords: gas gap, lost foam casting, photographytechnique.

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Authors: Ali Haroonabadi, Mohammad Teshnehlab

Abstract:

None of the processing models in the software development has explained the software systems performance evaluation and modeling; likewise, there exist uncertainty in the information systems because of the natural essence of requirements, and this may cause other challenges in the processing of software development. By definition an extended version of UML (Fuzzy- UML), the functional requirements of the software defined uncertainly would be supported. In this study, the behavioral description of uncertain information systems by the aid of fuzzy-state diagram is crucial; moreover, the introduction of behavioral diagrams role in F-UML is investigated in software performance modeling process. To get the aim, a fuzzy sub-profile is used.

Keywords: Fuzzy System, Software Development Model, Software Performance Evaluation, UML

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Authors: Hala Abdel hameed, Hazem M. El-Bakry, Torky Sultan

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There are many issues that affect modeling and designing real-time databases. One of those issues is maintaining consistency between the actual state of the real-time object of the external environment and its images as reflected by all its replicas distributed over multiple nodes. The need to improve the scalability is another important issue. In this paper, we present a general framework to design a replicated real-time database for small to medium scale systems and maintain all timing constrains. In order to extend the idea for modeling a large scale database, we present a general outline that consider improving the scalability by using an existing static segmentation algorithm applied on the whole database, with the intent to lower the degree of replication, enables segments to have individual degrees of replication with the purpose of avoiding excessive resource usage, which all together contribute in solving the scalability problem for DRTDBS.

Keywords: Database modeling, Distributed database, Real time databases, Replication

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Authors: Hacene Benkhoula, Mohamed Badreddine Benabdella, Hamid Bouzeboudja, Abderrahmane Asraoui

Abstract:

The wind is a random variable difficult to master, for this, we developed a mathematical and statistical methods enable to modeling and forecast wind power. Gaussian Processes (GP) is one of the most widely used families of stochastic processes for modeling dependent data observed over time, or space or time and space. GP is an underlying process formed by unrecognized operator’s uses to solve a problem. The purpose of this paper is to present how to forecast wind power by using the GP. The Gaussian process method for forecasting are presented. To validate the presented approach, a simulation under the MATLAB environment has been given.

Keywords: Forecasting, Gaussian process, modeling, wind power.

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Authors: Nael Hirzalla

Abstract:

The legality of some countries or agencies’ acts to spy on personal phone calls of the public became a hot topic to many social groups’ talks. It is believed that this act is considered an invasion to someone’s privacy. Such act may be justified if it is singling out specific cases but to spy without limits is very unacceptable. This paper discusses the needs for not only a simple and light weight technique to secure mobile voice calls but also a technique that is independent from any encryption standard or library. It then presents and tests one encrypting algorithm that is based of Frequency scrambling technique to show fair and delay-free process that can be used to protect phone calls from such spying acts.

Keywords: Frequency Scrambling, Mobile Applications, Real- Time Voice Encryption, Spying on Calls.

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Authors: Omar Boutkhoum, Mohamed Hanine, Tarik Agouti, Abdessadek Tikniouine

Abstract:

This paper discusses the intake of combining multi-criteria decision analysis (MCDA) with OLAP systems, to generate an integrated analysis process dealing with complex multi-criteria decision-making situations. In this context, a multi-agent modeling is presented for decision support systems by combining multi-criteria decision analysis (MCDA) with OLAP systems. The proposed modeling which consists in performing the multi-agent system (MAS) architecture, procedure and protocol of the negotiation model is elaborated as a decision support tool for complex decision-making environments. Our objective is to take advantage from the multi-agent system which distributes resources and computational capabilities across interconnected agents, and provide a problem modeling in terms of autonomous interacting component-agents. Thus, the identification and evaluation of criteria as well as the evaluation and ranking of alternatives in a decision support situation will be performed by organizing tasks and user preferences between different agents in order to reach the right decision. At the end, an illustrative example is conducted to demonstrate the function and effectiveness of our MAS modeling.

Keywords: Multidimensional Analysis, OLAP Analysis, Multi-criteria Decision Analysis, Multi-Agent System, Decision Support System.

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Authors: A. A. Hekmatzadeh, A. Karimi-Jashani, N. Talebbeydokhti

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The rate of nitrate adsorption by a nitrate selective ion exchange resin was investigated in a well-stirred batch experiments. The kinetic experimental data were simulated with diffusion models including external mass transfer, particle diffusion and chemical adsorption. Particle pore volume diffusion and particle surface diffusion were taken into consideration separately and simultaneously in the modeling. The model equations were solved numerically using the Crank-Nicholson scheme. An optimization technique was employed to optimize the model parameters. All nitrate concentration decay data were well described with the all diffusion models. The results indicated that the kinetic process is initially controlled by external mass transfer and then by particle diffusion. The external mass transfer coefficient and the coefficients of pore volume diffusion and surface diffusion in all experiments were close to each other with the average value of 8.3×10-3 cm/S for external mass transfer coefficient. In addition, the models are more sensitive to the mass transfer coefficient in comparison with particle diffusion. Moreover, it seems that surface diffusion is the dominant particle diffusion in comparison with pore volume diffusion.

Keywords: External mass transfer, pore volume diffusion, surface diffusion, mass action law isotherm.

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Authors: Suhas K, Sripadaraja K

Abstract:

This paper details few mechanical modeling and design issues of RF MEMS switches. We concentrate on an electrostatically actuated broad side series switch; surface micromachined with a crab leg membrane. The same results are extended to any complex structure. With available experimental data and fabrication results, we present the variation in dynamic performance and compliance of the switch with reference to few design issues, which we find are critical in deciding the dynamic behavior of the switch, without compromise on the RF characteristics. The optimization of pull in voltage, transient time and resonant frequency with regard to these critical design parameters are also presented.

Keywords: Microelectromechanical Systems (MEMS), RadioFrequency MEMS, Modeling, Actuators

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Authors: Hyun-Woo Cho

Abstract:

The fault detection and diagnosis of complicated production processes is one of essential tasks needed to run the process safely with good final product quality. Unexpected events occurred in the process may have a serious impact on the process. In this work, triangular representation of process measurement data obtained in an on-line basis is evaluated using simulation process. The effect of using linear and nonlinear reduced spaces is also tested. Their diagnosis performance was demonstrated using multivariate fault data. It has shown that the nonlinear technique based diagnosis method produced more reliable results and outperforms linear method. The use of appropriate reduced space yielded better diagnosis performance. The presented diagnosis framework is different from existing ones in that it attempts to extract the fault pattern in the reduced space, not in the original process variable space. The use of reduced model space helps to mitigate the sensitivity of the fault pattern to noise.

Keywords: Real-time Fault diagnosis, triangular representation of patterns in reduced spaces, Nonlinear kernel technique, multivariate statistical modeling.

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Authors: Taweechai Nuntawisuttiwong, Natasha Dejdumrong

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Geometric modeling plays an important role in the constructions and manufacturing of curve, surface and solid modeling. Their algorithms are critically important not only in the automobile, ship and aircraft manufacturing business, but are also absolutely necessary in a wide variety of modern applications, e.g., robotics, optimization, computer vision, data analytics and visualization. The calculation and display of geometric objects can be accomplished by these six techniques: Polynomial basis, Recursive, Iterative, Coefficient matrix, Polar form approach and Pyramidal algorithms. In this research, the coefficient matrix (simply called monomial form approach) will be used to model polynomial rectangular patches, i.e., Said-Ball, Wang-Ball, DP, Dejdumrong and NB1 surfaces. Some examples of the monomial forms for these surface modeling are illustrated in many aspects, e.g., construction, derivatives, model transformation, degree elevation and degress reduction.

Keywords: Monomial form, rectangular surfaces, CAGD curves, monomial matrix applications.

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Authors: Mehdi Salami-Kalajahi, Pejman Ganjeh-Anzabi, Vahid Haddadi-Asl, Mohammad Najafi

Abstract:

In the following text, we show that by introducing universal kinetic scheme, the origin of rate retardation and inhibition period which observed in dithiobenzoate-mediated RAFT polymerization can be described properly. We develop our model by utilizing the method of moments, then we apply our model to different monomer/RAFT agent systems, both homo- and copolymerization. The modeling results are in an excellent agreement with experiments and imply the validity of universal kinetic scheme, not only for dithiobenzoate-mediated systems, but also for different types of monomer/RAFT agent ones.

Keywords: RAFT Polymerization, Mechanism, Kinetics, Moment Equations, Modeling.

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Authors: Maha Sharkas, Dahlia R. ElShafie, Nadder Hamdy

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Image watermarking has proven to be quite an efficient tool for the purpose of copyright protection and authentication over the last few years. In this paper, a novel image watermarking technique in the wavelet domain is suggested and tested. To achieve more security and robustness, the proposed techniques relies on using two nested watermarks that are embedded into the image to be watermarked. A primary watermark in form of a PN sequence is first embedded into an image (the secondary watermark) before being embedded into the host image. The technique is implemented using Daubechies mother wavelets where an arbitrary embedding factor α is introduced to improve the invisibility and robustness. The proposed technique has been applied on several gray scale images where a PSNR of about 60 dB was achieved.

Keywords: Image watermarking, Multimedia Security, Wavelets, Image Processing.

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Authors: Moeiz Miraoui, Chakib Tadj, Chokri ben Amar

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Devices in a pervasive computing system (PCS) are characterized by their context-awareness. It permits them to provide proactively adapted services to the user and applications. To do so, context must be well understood and modeled in an appropriate form which enhance its sharing between devices and provide a high level of abstraction. The most interesting methods for modeling context are those based on ontology however the majority of the proposed methods fail in proposing a generic ontology for context which limit their usability and keep them specific to a particular domain. The adaptation task must be done automatically and without an explicit intervention of the user. Devices of a PCS must acquire some intelligence which permits them to sense the current context and trigger the appropriate service or provide a service in a better suitable form. In this paper we will propose a generic service ontology for context modeling and a context-aware service adaptation based on a service oriented definition of context.

Keywords: Pervasive computing system, context, contextawareness, service, context modeling, ontology, adaptation, machine learning.

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Authors: Lo Kar Yin, Law Ka Mei

Abstract:

Architectural, engineering, construction and operations (AECO) industry practitioners have been well adapting to the dynamic construction market from the fundamental training of its disciplines. As further triggered by the pandemic since 2019, great steps are taken in virtual environment and the best collaboration is strived with project teams without boundaries. With adoption of Building Information Modeling-based approach and qualitative analysis, this paper is to review quantity take-off (QTO) and cost estimation process through modeling techniques in liaison with suppliers, fabricators, subcontractors, contractors, designers, consultants and services providers in the construction industry value chain for automatic project cost budgeting, project cost control and cost evaluation on design options of in-situ reinforced-concrete construction and Modular Integrated Construction (MiC) at design stage, variation of works and cash flow/spending analysis at construction stage as far as practicable, with a view to sharing the findings for enhancing mutual trust and co-operation among AECO industry practitioners. It is to foster development through a common prototype of design and build project delivery method in NEC4 Engineering and Construction Contract (ECC) Options A and C.

Keywords: Building Information Modeling, cost estimation, quantity take-off, modeling techniques.

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Authors: Adel Smeda, Adel Alti, Mourad Oussalah, Abdallah Boukerram

Abstract:

A key aspect of the design of any software system is its architecture. An architecture description provides a formal model of the architecture in terms of components and connectors and how they are composed together. COSA (Component-Object based Software Structures), is based on object-oriented modeling and component-based modeling. The model improves the reusability by increasing extensibility, evolvability, and compositionality of the software systems. This paper presents the COSA modelling tool which help architects the possibility to verify the structural coherence of a given system and to validate its semantics with COSA approach.

Keywords: Software Architecture, Architecture Description Languages, UML, Components, Connectors.

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Authors: Changqiao Wu, Guoqing Ding, Xin Chen

Abstract:

In this paper, ways of modeling dynamic measurement systems are discussed. Specially, for linear system with single-input single-output, it could be modeled with shallow neural network. Then, gradient based optimization algorithms are used for searching the proper coefficients. Besides, method with normal equation and second order gradient descent are proposed to accelerate the modeling process, and ways of better gradient estimation are discussed. It shows that the mathematical essence of the learning objective is maximum likelihood with noises under Gaussian distribution. For conventional gradient descent, the mini-batch learning and gradient with momentum contribute to faster convergence and enhance model ability. Lastly, experimental results proved the effectiveness of second order gradient descent algorithm, and indicated that optimization with normal equation was the most suitable for linear dynamic models.

Keywords: Dynamic system modeling, neural network, normal equation, second order gradient descent.

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Authors: K.Sowmyan, A.Siddarth, D.Menaka

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Several methods have been proposed for color image compression but the reconstructed image had very low signal to noise ratio which made it inefficient. This paper describes a lossy compression technique for color images which overcomes the drawbacks. The technique works on spatial domain where the pixel values of RGB planes of the input color image is mapped onto two dimensional planes. The proposed technique produced better results than JPEG2000, 2DPCA and a comparative study is reported based on the image quality measures such as PSNR and MSE.Experiments on real time images are shown that compare this methodology with previous ones and demonstrate its advantages.

Keywords: Color Image compression, spatial domain, planereduction, root mean square, image restoration

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Authors: R. P. Mahapatra, Jitendra Singh

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This paper proposes a new technique for improving the efficiency of software testing, which is based on a conventional attempt to reduce test cases that have to be tested for any given software. The approach utilizes the advantage of Regression Testing where fewer test cases would lessen time consumption of the testing as a whole. The technique also offers a means to perform test case generation automatically. Compared to one of the techniques in the literature where the tester has no option but to perform the test case generation manually, the proposed technique provides a better option. As for the test cases reduction, the technique uses simple algebraic conditions to assign fixed values to variables (Maximum, minimum and constant variables). By doing this, the variables values would be limited within a definite range, resulting in fewer numbers of possible test cases to process. The technique can also be used in program loops and arrays.

Keywords: Software Testing, Test Case Generation, Test CaseReduction

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Authors: Z. Hormozi Moghaddam, M. Mokhtari-Dizaji, M. Movahedin, M. E. Ravari

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Mechanical index (MI) is used for quantifying acoustic cavitation and the relationship between acoustic pressure and the frequency. In this study, modeling of the MI was applied to provide treatment protocol and to understand the effective physical processes on reproducibility of stem cells. The acoustic pressure and MI equations are modeled and solved to estimate optimal MI for 28, 40, 150 kHz and 1 MHz frequencies. Radial and axial acoustic pressure distribution was extracted. To validate the results of the modeling, the acoustic pressure in the water and near field depth was measured by a piston hydrophone. Results of modeling and experiments show that the model is consistent well to experimental results with 0.91 and 0.90 correlation of coefficient (p<0.05) for 1 MHz and 40 kHz. Low intensity ultrasound with 0.40 MI is more effective on the proliferation rate of the spermatogonial stem cells during the seven days of culture, in contrast, high MI has a harmful effect on the spermatogonial stem cells. This model provides proper treatment planning in vitro and in vivo by estimating the cavitation phenomenon.

Keywords: Ultrasound, mechanical index, modeling, stem cell.

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Authors: Tan Kian Lam, Abdullah Zawawi bin Haji Talib, Mohd. Azam Osman

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This paper describes a method of modeling to model shadow play puppet using sophisticated computer graphics techniques available in OpenGL in order to allow interactive play in real-time environment as well as producing realistic animation. This paper proposes a novel real-time method is proposed for modeling of puppet and its shadow image that allows interactive play of virtual shadow play using texture mapping and blending techniques. Special effects such as lighting and blurring effects for virtual shadow play environment are also developed. Moreover, the use of geometric transformations and hierarchical modeling facilitates interaction among the different parts of the puppet during animation. Based on the experiments and the survey that were carried out, the respondents involved are very satisfied with the outcomes of these techniques.

Keywords: Animation, blending, hierarchical modeling, interactive play, real-time, shadow play, visual simulation.

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Authors: M. Ashaque Meah, M. Shah Noor, M Asif Arefin, Md. Fazlul Karim

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A numerical technique in a boundary-fitted curvilinear grid model is developed to simulate the extent of inland inundation along the coastal belts of Peninsular Malaysia and Southern Thailand due to 2004 Indian ocean tsunami. Tsunami propagation and run-up are also studied in this paper. The vertically integrated shallow water equations are solved by using the method of lines (MOL). For this purpose the boundary-fitted grids are generated along the coastal and island boundaries and the other open boundaries of the model domain. A transformation is used to the governing equations so that the transformed physical domain is converted into a rectangular one. The MOL technique is applied to the transformed shallow water equations and the boundary conditions so that the equations are converted into ordinary differential equations initial value problem. Finally the 4^th order Runge-Kutta method is used to solve these ordinary differential equations. The moving boundary technique is applied instead of fixed sea side wall or fixed coastal boundary to ensure the movement of the coastal boundary. The extent of intrusion of water and associated tsunami propagation are simulated for the 2004 Indian Ocean tsunami along the west coast of Peninsular Malaysia and southern Thailand. The simulated results are compared with the results obtained from a finite difference model and the data available in the USGS website. All simulations show better approximation than earlier research and also show excellent agreement with the observed data.

Keywords: Open boundary condition, moving boundary condition, boundary-fitted curvilinear grids, far field tsunami, Shallow Water Equations, tsunami source, Indonesian tsunami of 2004.

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Authors: Bothinah Altaf, Gary Montague, Elaine B. Martin

Abstract:

This study involves the modeling and monitoring of an ammonia synthesis fixed-bed reactor using partial least squares (PLS) and its variants. The process exhibits complex dynamic behavior due to the presence of heat recycling and feed quench. One limitation of static PLS model in this situation is that it does not take account of the process dynamics and hence dynamic PLS was used. Although it showed, superior performance to static PLS in terms of prediction, the monitoring scheme was inappropriate hence adaptive PLS was considered. A limitation of adaptive PLS is that non-conforming observations also contribute to the model, therefore, a new adaptive approach was developed, robust adaptive dynamic PLS. This approach updates a dynamic PLS model and is robust to non-representative data. The developed methodology showed a clear improvement over existing approaches in terms of the modeling of the reactor and the detection of faults.

Keywords: Ammonia synthesis fixed-bed reactor, dynamic partial least squares modeling, recursive partial least squares, robust modeling.

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Authors: P. V. V. Rama Rao, M. V. Srikanth, S. Dileep Kumar Varma

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With advances in solid-state power electronic devices and microprocessors, various pulse-width-modulation (PWM) techniques have been developed for industrial applications. This paper presents the comparison of two different PWM techniques, the sinusoidal PWM (SPWM) technique and the space-vector PWM (SVPWM) technique applied to two level VSI for micro grid applications. These two methods are compared by discussing their ease of implementation and by analyzing the output harmonic spectra of various output voltages (line-to-neutral voltages, and line-to-line voltages) and their total harmonic distortion (THD). The SVPWM technique in the under-modulation region can increase the fundamental output voltage by 15.5% over the SPWM technique.

Keywords: SPWM, SVPWM, VSI, Modulation Index.

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Authors: Yousef Abu Nahleh, Arun Kumar, Fugen Daver, Reham Al-Hindawi

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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 of disaster for each country in the world by using decision tree modeling. 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: Decision tree modeling, Forecasting, Humanitarian relief, emergency supply chain.

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Authors: Praveen Kumar, Satish Kumar, Jashanpreet Singh

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Transportation of unrefined crude oil from the production unit to a refinery or large storage area by a pipeline is difficult due to the different properties of crude in various areas. Thus, the design of a crude oil pipeline is a very complex and time consuming process, when considering all the various parameters. There were three very important parameters that play a significant role in the transportation and processing pipeline design; these are: viscosity profile, temperature profile and the velocity profile of waxy crude oil through the crude oil pipeline. Knowledge of the Rheological computational technique is required for better understanding the flow behavior and predicting the flow profile in a crude oil pipeline. From these profile parameters, the material and the emulsion that is best suited for crude oil transportation can be predicted. Rheological computational fluid dynamic technique is a fast method used for designing flow profile in a crude oil pipeline with the help of computational fluid dynamics and rheological modeling. With this technique, the effect of fluid properties including shear rate range with temperature variation, degree of viscosity, elastic modulus and viscous modulus was evaluated under different conditions in a transport pipeline. In this paper, two crude oil samples was used, as well as a prepared emulsion with natural and synthetic additives, at different concentrations ranging from 1,000 ppm to 3,000 ppm. The rheological properties was then evaluated at a temperature range of 25 to 60 °C and which additive was best suited for transportation of crude oil is determined. Commercial computational fluid dynamics (CFD) has been used to generate the flow, velocity and viscosity profile of the emulsions for flow behavior analysis in crude oil transportation pipeline. This rheological CFD design can be further applied in developing designs of pipeline in the future.

Keywords: Natural surfactant, crude oil, rheology, CFD, viscosity.

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Authors: C. Ardil

Abstract:

Uncertainty set theory is a generalization of fuzzy set theory and intuitionistic fuzzy set theory. It serves as an effective tool for dealing with inconsistent, imprecise, and vague information. The technique for order preference by similarity to ideal solution (TOPSIS) method is a multiple-attribute method used to identify solutions from a finite set of alternatives. It simultaneously minimizes the distance from an ideal point and maximizes the distance from a nadir point. In this paper, an extension of the TOPSIS method for multiple attribute group decision-making (MAGDM) based on uncertainty sets is presented. In uncertainty decision analysis, decision-makers express information about attribute values and weights using uncertainty numbers to select the best stealth combat aircraft.

Keywords: Uncertainty set, stealth combat aircraft selection multiple criteria decision-making analysis, MCDM, uncertainty decision analysis, TOPSIS

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Authors: Robest Flasza, Milan Rippel, Jan Solc

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The main aim of this paper is to develop and calibrate an econometric model for modeling prices of long term electricity futures contracts. The calibration of our model is performed on data from EEX AG allowing us to capture the specific features of German electricity market. The data sample contains several structural breaks which have to be taken into account for modeling. We model the data with an ARIMAX model which reveals high correlation between the price of electricity futures contracts and prices of LT futures contracts of fuels (namely coal, natural gas and crude oil). Besides this, also a share price index of representative electricity companies traded on Xetra, spread between 10Y and 1Y German bonds and exchange rate between EUR and USD appeared to have significant explanatory power over these futures contracts on EEX.

Keywords: electricity futures, EEX, ARIMAX, emissionallowances

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