Search results for: optimal price.

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: Neha Khanduja

Abstract:

This paper presents a comparative analysis of continuously stirred tank reactor (CSTR) control based on adaptive control and optimal tuning of PID control based on particle swarm optimization. In the design of adaptive control, Model reference adaptive control (MRAC) scheme is used, in which the adaptation law have been developed by MIT rule & Lyapunov’s rule. In PSO control parameters of PID controller is tuned by using the concept of particle swarm optimization to get optimized operating point for minimum integral square error (ISE) condition. The results show the adjustment of PID parameters converting into the optimal operating point and the good control response can be obtained by the PSO technique.

Keywords: Model reference adaptive control (MRAC), optimal control, particle swarm optimization (PSO).

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Authors: Jeffrey L. Duffany

Abstract:

The equivalence class subset algorithm is a powerful tool for solving a wide variety of constraint satisfaction problems and is based on the use of a decision function which has a very high but not perfect accuracy. Perfect accuracy is not required in the decision function as even a suboptimal solution contains valuable information that can be used to help find an optimal solution. In the hardest problems, the decision function can break down leading to a suboptimal solution where there are more equivalence classes than are necessary and which can be viewed as a mixture of good decision and bad decisions. By choosing a subset of the decisions made in reaching a suboptimal solution an iterative technique can lead to an optimal solution, using series of steadily improved suboptimal solutions. The goal is to reach an optimal solution as quickly as possible. Various techniques for choosing the decision subset are evaluated.

Keywords: np-complete, complexity, algorithm.

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Authors: A. K. Al-Othman, H. A. Al-Mekhaizim

Abstract:

Multilevel inverters supplied from equal and constant dc sources almost don-t exist in practical applications. The variation of the dc sources affects the values of the switching angles required for each specific harmonic profile, as well as increases the difficulty of the harmonic elimination-s equations. This paper presents an extremely fast optimal solution of harmonic elimination of multilevel inverters with non-equal dc sources using Tanaka's fuzzy linear regression formulation. A set of mathematical equations describing the general output waveform of the multilevel inverter with nonequal dc sources is formulated. Fuzzy linear regression is then employed to compute the optimal solution set of switching angles.

Keywords: Multilevel converters, harmonics, pulse widthmodulation (PWM), optimal control.

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Authors: M. Ravindra, R. Srinivasa Rao, V. Shanmukha Naga Raju

Abstract:

This paper presents state estimation with Phasor Measurement Unit (PMU) allocation to obtain complete observability of network. A matrix is designed with modeling of zero injection constraints to minimize PMU allocations. State estimation algorithm is developed with optimal allocation of PMUs to find accurate states of network. The incorporation of PMU into traditional state estimation process improves accuracy and computational performance for large power systems. The nonlinearity integrated with zero injection (ZI) constraints is remodeled to linear frame to optimize number of PMUs. The problem of optimal PMU allocation is regarded with modeling of ZI constraints, PMU loss or line outage, cost factor and redundant measurements. The proposed state estimation with optimal PMU allocation has been compared with traditional state estimation process to show its importance. MATLAB programming on IEEE 14, 30, 57, and 118 bus networks is implemented out by Binary Integer Programming (BIP) method and compared with other methods to show its effectiveness.

Keywords: Observability, phasor measurement units, synchrophasors, SCADA measurements, zero injection bus.

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Authors: K. Varesi

Abstract:

This paper proposes a Particle Swarm Optimization (PSO) based technique for the optimal allocation of Distributed Generation (DG) units in the power systems. In this paper our aim is to decide optimal number, type, size and location of DG units for voltage profile improvement and power loss reduction in distribution network. Two types of DGs are considered and the distribution load flow is used to calculate exact loss. Load flow algorithm is combined appropriately with PSO till access to acceptable results of this operation. The suggested method is programmed under MATLAB software. Test results indicate that PSO method can obtain better results than the simple heuristic search method on the 30-bus and 33- bus radial distribution systems. It can obtain maximum loss reduction for each of two types of optimally placed multi-DGs. Moreover, voltage profile improvement is achieved.

Keywords: Distributed Generation (DG), Optimal Allocation, Particle Swarm Optimization (PSO), Power Loss Minimization, Voltage Profile Improvement.

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Authors: Hai Quang Hong Dam, Hai Ho, Minh Hoang Le Ngo

Abstract:

This paper investigates the problem of blind speech separation from the speech mixture of two speakers. A voice activity detector employing the Steered Response Power - Phase Transform (SRP-PHAT) is presented for detecting the activity information of speech sources and then the desired speech signals are extracted from the speech mixture by using an optimal beamformer. For evaluation, the algorithm effectiveness, a simulation using real speech recordings had been performed in a double-talk situation where two speakers are active all the time. Evaluations show that the proposed blind speech separation algorithm offers a good interference suppression level whilst maintaining a low distortion level of the desired signal.

Keywords: Blind speech separation, voice activity detector, SRP-PHAT, optimal beamformer.

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Authors: Minjeong Kim, Seungchul Lee, Iman Janghorban Esfahani, Jeong Tai Kim, Chang Kyoo Yoo

Abstract:

This study was carried out for an underground subway station at Seoul Metro, Korea. The optimal set-points of the ventilation control system are determined every 3 hours, then, the ventilation controller adjusts the ventilation fan speed according to the optimal set-point changes. Compared to manual ventilation system which is operated irrespective of the OAQ, the IDP-based ventilation control system saves 3.7% of the energy consumption. Compared to the fixed set-point controller which is operated irrespective of the IAQ diurnal variation, the IDP-based controller shows better performance with a 2% decrease in energy consumption, maintaining the comfortable IAQ range inside the station.

Keywords: Indoor air quality, iterative dynamic algorithm, outdoor air information, ventilation control system.

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Authors: Tawiwat V., Phermsak S., Noppasit C.

Abstract:

This paper deals with under actuator dynamic systems such as spring-mass-damper system when the number of control variable is less than the number of state variable. In order to apply optimal control, the controllability must be checked. There are many objective functions to be selected as the goal of the optimal control such as minimum energy, maximum energy and minimum jerk. As the objective function is the first priority, if one like to have the second goal to be applied; however, it could not fit in the objective function format and also avoiding the vector cost for the objective, this paper will illustrate the problem of under actuator dynamic systems with the easiest to deal with comparing between minimum energy and minimum jerk.

Keywords: Under actuator, Dynamic optimal control, Minimumjerk, Minimum energy.

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Authors: M. Wendeker, K. Siadkowska, P. Magryta, Z. Czyz, K. Skiba

Abstract:

In the paper environmental impact analysis the optimal Diesel engine for a light helicopter was performed. The paper consist an answer to the question of what the optimal Diesel engine for a light helicopter is, taking into consideration its expected performance and design capacity. The use of turbocharged engine with self-ignition and an electronic control system can substantially reduce the negative impact on the environment by decreasing toxic substance emission, fuel consumption and therefore carbon dioxide emission. In order to establish the environmental benefits of the diesel engine technologies, mathematical models were created, providing additional insight on the environmental impact and performance of a classic turboshaft and an advanced diesel engine light helicopter, incorporating technology developments.

Keywords: Diesel engine, helicopter, simulation, environmental impact.

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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: Mansoor Momeni, Mahmoud Dehghan Nayeri, Ali Faal Ghayoumi, Hoda Ghorbani

Abstract:

This research is aimed to describe the application of robust regression and its advantages over the least square regression method in analyzing financial data. To do this, relationship between earning per share, book value of equity per share and share price as price model and earning per share, annual change of earning per share and return of stock as return model is discussed using both robust and least square regressions, and finally the outcomes are compared. Comparing the results from the robust regression and the least square regression shows that the former can provide the possibility of a better and more realistic analysis owing to eliminating or reducing the contribution of outliers and influential data. Therefore, robust regression is recommended for getting more precise results in financial data analysis.

Keywords: Financial data analysis, Influential data, Outliers, Robust regression.

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Authors: H. Kazemi Karegar, S. Jalilzadeh, V. Nabaei, A. Shabani

Abstract:

In this paper, the problem of finding the optimal topological configuration of a deregulated distribution network is considered. The new features of this paper are proposing a multiobjective function and its application on deregulated distribution networks for finding the optimal configuration. The multi-objective function will be defined for minimizing total Energy Supply Costs (ESC) and energy losses subject to load flow constraints. The optimal configuration will be obtained by using Binary Genetic Algorithm (BGA).The proposed method has been tested to analyze a sample and a practical distribution networks.

Keywords: Binary Genetic Algorithm, Deregulated Distribution Network, Minimizing Cost, Reconfiguration.

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Authors: Imen Dhaou

Abstract:

This study examines conditional Value at Risk by applying the GJR-EVT-Copula model, and finds the optimal portfolio for eight Dow Jones Islamic-conventional pairs. Our methodology consists of modeling the data by a bivariate GJR-GARCH model in which we extract the filtered residuals and then apply the Peak over threshold model (POT) to fit the residual tails in order to model marginal distributions. After that, we use pair-copula to find the optimal portfolio risk dependence structure. Finally, with Monte Carlo simulations, we estimate the Value at Risk (VaR) and the conditional Value at Risk (CVaR). The empirical results show the VaR and CVaR values for an equally weighted portfolio of Dow Jones Islamic-conventional pairs. In sum, we found that the optimal investment focuses on Islamic-conventional US Market index pairs because of high investment proportion; however, all other index pairs have low investment proportion. These results deliver some real repercussions for portfolio managers and policymakers concerning to optimal asset allocations, portfolio risk management and the diversification advantages of these markets.

Keywords: CVaR, Dow Jones Islamic index, GJR-GARCH-EVT-pair copula, portfolio optimization.

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Authors: Vitoldas Vaitkevičius, Evaldas Šerelis

Abstract:

Silica fume, also known as microsilica (MS) or  condensed silica fume is a by-product of the production of silicon  metal or ferrosilicon alloys. Silica fume is one of the most effective  pozzolanic additives which could be used for ultrahigh performance  and other types of concrete. Despite the fact, however is not entirely  clear, which amount of silica fume is most optimal for UHPC. Main  objective of this experiment was to find optimal amount of silica  fume for UHPC with and without thermal treatment, when different  amount of quartz powder is substituted by silica fume. In this work  were investigated four different composition of UHPC with different  amount of silica fume. Silica fume were added 0, 10, 15 and 20% of  cement (by weight) to UHPC mixture. Optimal amount of silica fume  was determined by slump, viscosity, qualitative and quantitative  XRD analysis and compression strength tests methods.

Keywords: Compressive strength, silica fume, ultrahigh performance concrete, XRD.

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Authors: Ruma Bhattacharyya

Abstract:

The basic objective of this paper is to measure and compare the profitability of investments made by the small and marginal farmers of the state of West Bengal in floriculture shifting from the traditional cultivation of paddy. A comparison of IRR is made to establish the fact that cultivation of flowers yield higher returns farmers whose land size is so small that viability of paddy cultivation is raising a question mark. A detailed study of the price behavior of the flower crop has been carried out in which the factors leading to the volatility of the price and the dispersion of the range have also been discussed. Finally the incremental incomes of the farmers have been calculated with the help of imputed income from paddy cultivation and the reported income from the selected flowers. The study shows that the farmers stand gainers if they opt for flower cultivation.

Keywords: Bazar Samity, Floriculture, Marginal Farmers.

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Authors: F. Gökgöz, M. E. Atmaca

Abstract:

Electricity has an indispensable role in human daily life, technological development and economy. It is a special product or service that should be instantaneously generated and consumed. Sources of the world are limited so that effective and efficient use of them is very important not only for human life and environment but also for technological and economic development. Competitive electricity market is one of the important way that provides suitable platform for effective and efficient use of electricity. Besides benefits, it brings along some risks that should be carefully managed by a market player like Electricity Generation Company. Risk management is an essential part in market players’ decision making. In this paper, risk management through diversification is applied with the help of Value at Risk methods for case studies. Performance of optimal electricity sale solutions are measured and the portfolio performance has been evaluated via Sharpe-Ratio, and compared with conventional approach. Biennial historical electricity price data of Turkish Day Ahead Market are used to demonstrate the approach.

Keywords: Electricity market, portfolio optimization, risk management, Sharpe ratio, value at risk.

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Authors: Sangeeta Mandal, Rajib Kar, Durbadal Mandal, Sakti Prasad Ghoshal

Abstract:

In this paper, an optimal design of linear phase digital high pass finite impulse response (FIR) filter using Particle Swarm Optimization with Constriction Factor and Inertia Weight Approach (PSO-CFIWA) has been presented. In the design process, the filter length, pass band and stop band frequencies, feasible pass band and stop band ripple sizes are specified. FIR filter design is a multi-modal optimization problem. The conventional gradient based optimization techniques are not efficient for digital filter design. Given the filter specifications to be realized, the PSO-CFIWA algorithm generates a set of optimal filter coefficients and tries to meet the ideal frequency response characteristic. In this paper, for the given problem, the designs of the optimal FIR high pass filters of different orders have been performed. The simulation results have been compared to those obtained by the well accepted algorithms such as Parks and McClellan algorithm (PM), genetic algorithm (GA). The results justify that the proposed optimal filter design approach using PSOCFIWA outperforms PM and GA, not only in the accuracy of the designed filter but also in the convergence speed and solution quality.

Keywords: FIR Filter; PSO-CFIWA; PSO; Parks and McClellanAlgorithm, Evolutionary Optimization Technique; MagnitudeResponse; Convergence; High Pass Filter

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Authors: Vu Ngoc Pi

Abstract:

This paper presents a new study on the applications of optimization and regression analysis techniques for optimal calculation of partial ratios of four-step helical gearboxes for getting minimal gearbox length. In the paper, basing on the moment equilibrium condition of a mechanic system including four gear units and their regular resistance condition, models for determination of the partial ratios of the gearboxes are proposed. In particular, explicit models for calculation of the partial ratios are proposed by using regression analysis. Using these models, the determination of the partial ratios is accurate and simple.

Keywords: Gearbox design; optimal design; helical gearbox, transmission ratio.

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Authors: Sofia Stoica

Abstract:

In this paper, we use historical data to predict the stock price of a tech company. To this end, we use a dataset consisting of the stock prices over the past five years of 10 major tech companies: Adobe, Amazon, Apple, Facebook, Google, Microsoft, Netflix, Oracle, Salesforce, and Tesla. We implemented and tested three models – a linear regressor model, a k-nearest neighbor model (KNN), and a sequential neural network – and two algorithms – Multiplicative Weight Update and AdaBoost. We found that the sequential neural network performed the best, with a testing error of 0.18%. Interestingly, the linear model performed the second best with a testing error of 0.73%. These results show that using historical data is enough to obtain high accuracies, and a simple algorithm like linear regression has a performance similar to more sophisticated models while taking less time and resources to implement.

Keywords: Finance, machine learning, opening price, stock market.

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Authors: Maria Kalinina, Aron Larsson, Leif Olsson

Abstract:

In the multi objective optimization, in the case when generated set of Pareto optimal solutions is large, occurs the problem to select of the best solution from this set. In this paper, is suggested a method to order of Pareto set. Ordering the Pareto optimal set carried out in conformity with the introduced distance function between each solution and selected reference point, where the reference point may be adjusted to represent the preferences of a decision making agent. Preference information about objective weights from a decision maker may be expressed imprecisely. The developed elicitation procedure provides an opportunity to obtain surrogate numerical weights for the objectives, and thus, to manage impreciseness of preference. The proposed method is a scalable to many objectives and can be used independently or as complementary to the various visualization techniques in the multidimensional case.

Keywords: Imprecise weights, Multiple objectives, Pareto optimality, Visualization.

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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: Jong Woo Kim, Go Bong Choi, Sang Hwan Son, Dae Shik Kim, Jung Chul Suh, Jong Min Lee

Abstract:

The Markov decision process (MDP) based methodology is implemented in order to establish the optimal schedule which minimizes the cost. Formulation of MDP problem is presented using the information about the current state of pipe, improvement cost, failure cost and pipe deterioration model. The objective function and detailed algorithm of dynamic programming (DP) are modified due to the difficulty of implementing the conventional DP approaches. The optimal schedule derived from suggested model is compared to several policies via Monte Carlo simulation. Validity of the solution and improvement in computational time are proved.

Keywords: Markov decision processes, Dynamic Programming, Monte Carlo simulation, Periodic replacement, Weibull distribution.

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Authors: Leila Jafari, Viliam Makis

Abstract:

In this paper, the joint optimization of the economic manufacturing quantity (EMQ), safety stock level, and condition-based maintenance (CBM) is presented for a partially observable, deteriorating system subject to random failure. The demand is stochastic and it is described by a Poisson process. The stochastic model is developed and the optimization problem is formulated in the semi-Markov decision process framework. A modification of the policy iteration algorithm is developed to find the optimal policy. A numerical example is presented to compare the optimal policy with the policy considering zero safety stock.

Keywords: Condition-based maintenance, economic manufacturing quantity, safety stock, stochastic demand.

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

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, 34, and 85-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 placement, loss reduction, Loss sensitivity factors, PGSA.

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Authors: Zhaojun Wang, Zongdi Sun, Zhiyuan Liu

Abstract:

First of all, the carbon trading price and trading volume in Shanghai are transformed by Fourier transform, and the frequency response diagram is obtained. Then, the frequency response diagram is analyzed and the Blackman filter is designed. The Blackman filter is used to filter, and the carbon trading time domain and frequency response diagram are obtained. After wavelet analysis, the carbon trading data were processed; respectively, we got the average value for each 5 days, 10 days, 20 days, 30 days, and 60 days. Finally, the data are used as input of the Back Propagation Neural Network model for prediction.

Keywords: Shanghai carbon trading, carbon trading price, carbon trading volume, wavelet analysis, BP neural network model.

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Authors: Anatoli Torokhti, Phil Howlett

Abstract:

We present a theory for optimal filtering of infinite sets of random signals. There are several new distinctive features of the proposed approach. First, we provide a single optimal filter for processing any signal from a given infinite signal set. Second, the filter is presented in the special form of a sum with p terms where each term is represented as a combination of three operations. Each operation is a special stage of the filtering aimed at facilitating the associated numerical work. Third, an iterative scheme is implemented into the filter structure to provide an improvement in the filter performance at each step of the scheme. The final step of the concerns signal compression and decompression. This step is based on the solution of a new rank-constrained matrix approximation problem. The solution to the matrix problem is described in this paper. A rigorous error analysis is given for the new filter.

Keywords: stochastic signals, optimization problems in signal processing.

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Authors: Anatoli Torokhti, Phil Howlett

Abstract:

A theory for optimal filtering of infinite sets of random signals is presented. There are several new distinctive features of the proposed approach. First, a single optimal filter for processing any signal from a given infinite signal set is provided. Second, the filter is presented in the special form of a sum with p terms where each term is represented as a combination of three operations. Each operation is a special stage of the filtering aimed at facilitating the associated numerical work. Third, an iterative scheme is implemented into the filter structure to provide an improvement in the filter performance at each step of the scheme. The final step of the scheme concerns signal compression and decompression. This step is based on the solution of a new rank-constrained matrix approximation problem. The solution to the matrix problem is described in this paper. A rigorous error analysis is given for the new filter.

Keywords: Optimal filtering, data compression, stochastic signals.

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Authors: P. Suryakumari, P. Kantarao

Abstract:

Optimal Power Flow (OPF) problem in electrical power system is considered as a static, non-linear, multi-objective or a single objective optimization problem. This paper presents an algorithm for solving the voltage stability objective reactive power dispatch problem in a power system .The proposed approach employs cat swarm optimization algorithm for optimal settings of RPD control variables. Generator terminal voltages, reactive power generation of the capacitor banks and tap changing transformer setting are taken as the optimization variables. CSO algorithm is tested on standard IEEE 30 bus system and the results are compared with other methods to prove the effectiveness of the new algorithm. As a result, the proposed method is the best for solving optimal reactive power dispatch problem.

Keywords: RPD problem, voltage stability enhancement, CSO algorithm.

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Authors: Sidshchadhaa Aumted, Shuhei Shiina, Hiroshi Takami

Abstract:

In this paper, we propose an advanced ILQ control for the buck-converter via two-degrees of freedom servo-system. Our presented strategy is based on Inverse Linear Quadratic (ILQ) servo-system controller without solving Riccati-s equation directly. The optimal controller of the current and voltage control system is designed. The stability and robust control are analyzed. A conscious and persistent effort has been made to improve ILQ control via two-degrees of freedom guarantees the optimal gains on the basis of polynomial pole assignment, which our results of the proposed strategy shows that the advanced ILQ control can be controlled independently the step response and the disturbance response by appending a feed-forward compensator.

Keywords: Optimal voltage control, inverse LQ design method, second order polynomial, two-degrees of freedom.

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