Search results for: rolling stock reliability.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1046

Search results for: rolling stock reliability.

956 Reliability Assessment of Bangladesh Power System Using Recursive Algorithm

Authors: Nahid-Al-Masood, Jubaer Ahmed, Amina Hasan Abedin, S. R. Deeba, Faeza Hafiz, Mahmuda Begum

Abstract:

An electric utility-s main concern is to plan, design, operate and maintain its power supply to provide an acceptable level of reliability to its users. This clearly requires that standards of reliability be specified and used in all three sectors of the power system, i.e., generation, transmission and distribution. That is why reliability of a power system is always a major concern to power system planners. This paper presents the reliability analysis of Bangladesh Power System (BPS). Reliability index, loss of load probability (LOLP) of BPS is evaluated using recursive algorithm and considering no de-rated states of generators. BPS has sixty one generators and a total installed capacity of 5275 MW. The maximum demand of BPS is about 5000 MW. The relevant data of the generators and hourly load profiles are collected from the National Load Dispatch Center (NLDC) of Bangladesh and reliability index 'LOLP' is assessed for the period of last ten years.

Keywords: Recursive algorithm, LOLP, forced outage rate, cumulative probability.

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955 A New Hybrid Model with Passive Congregation for Stock Market Indices Prediction

Authors: Tarek Aboueldahab

Abstract:

In this paper, we propose a new hybrid learning model for stock market indices prediction by adding a passive congregation term to the standard hybrid model comprising Particle Swarm Optimization (PSO) with Genetic Algorithm (GA) operators in training Neural Networks (NN). This new passive congregation term is based on the cooperation between different particles in determining new positions rather than depending on the particles selfish thinking without considering other particles positions, thus it enables PSO to perform both the local and global search instead of only doing the local search. Experiment study carried out on the most famous European stock market indices in both long term and short term prediction shows significantly the influence of the passive congregation term in improving the prediction accuracy compared to standard hybrid model.

Keywords: Global Search, Hybrid Model, Passive Congregation, Stock Market Prediction.

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954 Fast Forecasting of Stock Market Prices by using New High Speed Time Delay Neural Networks

Authors: Hazem M. El-Bakry, Nikos Mastorakis

Abstract:

Fast forecasting of stock market prices is very important for strategic planning. In this paper, a new approach for fast forecasting of stock market prices is presented. Such algorithm uses new high speed time delay neural networks (HSTDNNs). The operation of these networks relies on performing cross correlation in the frequency domain between the input data and the input weights of neural networks. It is proved mathematically and practically that the number of computation steps required for the presented HSTDNNs is less than that needed by traditional time delay neural networks (TTDNNs). Simulation results using MATLAB confirm the theoretical computations.

Keywords: Fast Forecasting, Stock Market Prices, Time Delay NeuralNetworks, Cross Correlation, Frequency Domain.

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953 Deep Reinforcement Learning Approach for Trading Automation in the Stock Market

Authors: Taylan Kabbani, Ekrem Duman

Abstract:

Deep Reinforcement Learning (DRL) algorithms can scale to previously intractable problems. The automation of profit generation in the stock market is possible using DRL, by combining  the financial assets price ”prediction” step and the ”allocation” step of the portfolio in one unified process to produce fully autonomous systems capable of interacting with its environment to make optimal decisions through trial and error. This work represents a DRL model to generate profitable trades in the stock market, effectively overcoming the limitations of supervised learning approaches. We formulate the trading problem as a Partially observed Markov Decision Process (POMDP) model, considering the constraints imposed by the stock market, such as liquidity and transaction costs. We then solved the formulated POMDP problem using the Twin Delayed Deep Deterministic Policy Gradient (TD3) algorithm and achieved a 2.68 Sharpe ratio on the test dataset. From the point of view of stock market forecasting and the intelligent decision-making mechanism, this paper demonstrates the superiority of DRL in financial markets over other types of machine learning and proves its credibility and advantages of strategic decision-making.

Keywords: Autonomous agent, deep reinforcement learning, MDP, sentiment analysis, stock market, technical indicators, twin delayed deep deterministic policy gradient.

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952 Application of Reliability Prediction Model Adapted for the Analysis of the ERP System

Authors: F. Urem, K. Fertalj, Ž. Mikulić

Abstract:

This paper presents the possibilities of using Weibull statistical distribution in modeling the distribution of defects in ERP systems. There follows a case study, which examines helpdesk records of defects that were reported as the result of one ERP subsystem upgrade. The result of the applied modeling is in modeling the reliability of the ERP system from a user perspective with estimated parameters like expected maximum number of defects in one day or predicted minimum of defects between two upgrades. Applied measurement-based analysis framework is proved to be suitable in predicting future states of the reliability of the observed ERP subsystems.

Keywords: ERP, reliability, Weibull

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951 Optimal Sizing of a Hybrid Wind/PV Plant Considering Reliability Indices

Authors: S. Dehghan, B. Kiani, A. Kazemi, A. Parizad

Abstract:

The utilization of renewable energy sources in electric power systems is increasing quickly because of public apprehensions for unpleasant environmental impacts and increase in the energy costs involved with the use of conventional energy sources. Despite the application of these energy sources can considerably diminish the system fuel costs, they can also have significant influence on the system reliability. Therefore an appropriate combination of the system reliability indices level and capital investment costs of system is vital. This paper presents a hybrid wind/photovoltaic plant, with the aim of supplying IEEE reliability test system load pattern while the plant capital investment costs is minimized by applying a hybrid particle swarm optimization (PSO) / harmony search (HS) approach, and the system fulfills the appropriate level of reliability.

Keywords: Distributed Generation, Fuel Cell, HS, Hybrid Power Plant, PSO, Photovoltaic, Reliability.

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950 Forecasting Stock Price Manipulation in Capital Market

Authors: F. Rahnamay Roodposhti, M. Falah Shams, H. Kordlouie

Abstract:

The aim of the article is extending and developing econometrics and network structure based methods which are able to distinguish price manipulation in Tehran stock exchange. The principal goal of the present study is to offer model for approximating price manipulation in Tehran stock exchange. In order to do so by applying separation method a sample consisting of 397 companies accepted at Tehran stock exchange were selected and information related to their price and volume of trades during years 2001 until 2009 were collected and then through performing runs test, skewness test and duration correlative test the selected companies were divided into 2 sets of manipulated and non manipulated companies. In the next stage by investigating cumulative return process and volume of trades in manipulated companies, the date of starting price manipulation was specified and in this way the logit model, artificial neural network, multiple discriminant analysis and by using information related to size of company, clarity of information, ratio of P/E and liquidity of stock one year prior price manipulation; a model for forecasting price manipulation of stocks of companies present in Tehran stock exchange were designed. At the end the power of forecasting models were studied by using data of test set. Whereas the power of forecasting logit model for test set was 92.1%, for artificial neural network was 94.1% and multi audit analysis model was 90.2%; therefore all of the 3 aforesaid models has high power to forecast price manipulation and there is no considerable difference among forecasting power of these 3 models.

Keywords: Price Manipulation, Liquidity, Size of Company, Floating Stock, Information Clarity

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949 A New Fuzzy DSS/ES for Stock Portfolio Selection using Technical and Fundamental Approaches in Parallel

Authors: H. Zarei, M. H. Fazel Zarandi, M. Karbasian

Abstract:

A Decision Support System/Expert System for stock portfolio selection presented where at first step, both technical and fundamental data used to estimate technical and fundamental return and risk (1st phase); Then, the estimated values are aggregated with the investor preferences (2nd phase) to produce convenient stock portfolio. In the 1st phase, there are two expert systems, each of which is responsible for technical or fundamental estimation. In the technical expert system, for each stock, twenty seven candidates are identified and with using rough sets-based clustering method (RC) the effective variables have been selected. Next, for each stock two fuzzy rulebases are developed with fuzzy C-Mean method and Takai-Sugeno- Kang (TSK) approach; one for return estimation and the other for risk. Thereafter, the parameters of the rule-bases are tuned with backpropagation method. In parallel, for fundamental expert systems, fuzzy rule-bases have been identified in the form of “IF-THEN" rules through brainstorming with the stock market experts and the input data have been derived from financial statements; as a result two fuzzy rule-bases have been generated for all the stocks, one for return and the other for risk. In the 2nd phase, user preferences represented by four criteria and are obtained by questionnaire. Using an expert system, four estimated values of return and risk have been aggregated with the respective values of user preference. At last, a fuzzy rule base having four rules, treats these values and produce a ranking score for each stock which will lead to a satisfactory portfolio for the user. The stocks of six manufacturing companies and the period of 2003-2006 selected for data gathering.

Keywords: Stock Portfolio Selection, Fuzzy Rule-Base ExpertSystems, Financial Decision Support Systems, Technical Analysis, Fundamental Analysis.

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948 Influence of Deep Cold Rolling and Low Plasticity Burnishing on Surface Hardness and Surface Roughness of AISI 4140 Steel

Authors: P. R. Prabhu, S. M. Kulkarni, S. S. Sharma

Abstract:

Deep cold rolling (DCR) and low plasticity burnishing (LPB) process are cold working processes, which easily produce a smooth and work-hardened surface by plastic deformation of surface irregularities. The present study focuses on the surface roughness and surface hardness aspects of AISI 4140 work material, using fractional factorial design of experiments. The assessment of the surface integrity aspects on work material was done, in order to identify the predominant factors amongst the selected parameters. They were then categorized in order of significance followed by setting the levels of the factors for minimizing surface roughness and/or maximizing surface hardness. In the present work, the influence of main process parameters (force, feed rate, number of tool passes/overruns, initial roughness of the work piece, ball material, ball diameter and lubricant used) on the surface roughness and the hardness of AISI 4140 steel were studied for both LPB and DCR process and the results are compared. It was observed that by using LPB process surface hardness has been improved by 167% and in DCR process surface hardness has been improved by 442%. It was also found that the force, ball diameter, number of tool passes and initial roughness of the workpiece are the most pronounced parameters, which has a significant effect on the work piece-s surface during deep cold rolling and low plasticity burnishing process.

Keywords: Deep cold rolling, burnishing, surface roughness, surface hardness, design of experiments, AISI4140 steel.

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947 Physical Parameters for Reliability Evaluation

Authors: Tazibt W., Mialhe P.

Abstract:

This paper presents ageing experiments controlled by the evolution of junction parameters. The deterioration of the device is related to high injection effects which modified the transport mechanisms in the space charge region of the junction. Physical phenomena linked to the degradation of junction parameters that affect the devices reliability are reported and discussed. We have used the method based on numerical analysis of experimental current-voltage characteristic of the junction, in order to extract the electrical parameters. The simultaneous follow-up of the evolutions of the series resistance and of the transition voltage allow us to introduce a new parameter for reliability evaluation.

Keywords: High injection, junction, parameters, reliability

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946 Features of Rail Strength Analysis in Conditions of Increased Force Loading

Authors: G. Guramishvili, M. Moistsrapishvili, L. Andghuladze

Abstract:

In the article are considered the problems arising at increasing of transferring from rolling stock axles on rail loading from 210 KN up to 270 KN and is offered for rail strength analysis definition of rail force loading complex integral characteristic with taking into account all affecting force factors that is characterizing specific operation condition of rail structure and defines the working capability of structure.

As result of analysis due mentioned method is obtained that in the conditions of 270 KN loading the rail meets the working assessment criteria of rail and rail structures: Strength, rail track stability, rail links stability and its transverse stability, traffic safety condition that is rather important for post-Soviet countries railways.

Keywords: Axial loading, rail force loading, rail structure, rail strength analysis, rail track stability.

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945 Investigation of Some Technical Indexes inStock Forecasting Using Neural Networks

Authors: Myungsook Klassen

Abstract:

Training neural networks to capture an intrinsic property of a large volume of high dimensional data is a difficult task, as the training process is computationally expensive. Input attributes should be carefully selected to keep the dimensionality of input vectors relatively small. Technical indexes commonly used for stock market prediction using neural networks are investigated to determine its effectiveness as inputs. The feed forward neural network of Levenberg-Marquardt algorithm is applied to perform one step ahead forecasting of NASDAQ and Dow stock prices.

Keywords: Stock Market Prediction, Neural Networks, Levenberg-Marquadt Algorithm, Technical Indexes

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944 Tribological Aspects of Advanced Roll Material in Cold Rolling of Stainless Steel

Authors: Mohammed Tahir, Jonas Lagergren

Abstract:

Vancron 40, a nitrided powder metallurgical tool Steel, is used in cold work applications where the predominant failure mechanisms are adhesive wear or galling. Typical applications of Vancron 40 are among others fine blanking, cold extrusion, deep drawing and cold work rolls for cluster mills. Vancron 40 positive results for cold work rolls for cluster mills and as a tool for some severe metal forming process makes it competitive compared to other type of work rolls that require higher precision, among others in cold rolling of thin stainless steel, which required high surface finish quality. In this project, three roll materials for cold rolling of stainless steel strip was examined, Vancron 40, Narva 12B (a high-carbon, high-chromium tool steel alloyed with tungsten) and Supra 3 (a Chromium-molybdenum tungsten-vanadium alloyed high speed steel). The purpose of this project was to study the depth profiles of the ironed stainless steel strips, emergence of galling and to study the lubrication performance used by steel industries. Laboratory experiments were conducted to examine scratch of the strip, galling and surface roughness of the roll materials under severe tribological conditions. The critical sliding length for onset of galling was estimated for stainless steel with four different lubricants. Laboratory experiments result of performance evaluation of resistance capability of rolls toward adhesive wear under severe conditions for low and high reductions. Vancron 40 in combination with cold rolling lubricant gave good surface quality, prevents galling of metal surfaces and good bearing capacity.

Keywords: Adhesive wear, Cold rolling, Lubricant, Stainless steel, Surface finish, Vancron 40.

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943 Reducing Stock-out Incidents at a Hospital Using Six Sigma

Authors: Lina Al-Qatawneh, Abdallah Abdallah, Salam Zalloum

Abstract:

In managing healthcare logistics, cost is not the only factor to be considered. The level of items- criticality used in patient care services plays an important role as well. A stock-out incident of a high critical item could threaten a patient's life. In this paper, the DMAIC (Define-Measure-Analyze-Improve-Control) methodology is used to drive improvement projects based on customer driven critical to quality characteristics at a Jordanian hospital. This paper shows how the application of Six Sigma improves the performance of the case hospital logistics system by reducing the number of stock-out incidents.

Keywords: Criticality level, Healthcare, Logistics, and Six Sigma.

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942 Application of Life Data Analysis for the Reliability Assessment of Numerical Overcurrent Relays

Authors: Mohd Iqbal Ridwan, Kerk Lee Yen, Aminuddin Musa, Bahisham Yunus

Abstract:

Protective relays are components of a protection system in a power system domain that provides decision making element for correct protection and fault clearing operations. Failure of the protection devices may reduce the integrity and reliability of the power system protection that will impact the overall performance of the power system. Hence it is imperative for power utilities to assess the reliability of protective relays to assure it will perform its intended function without failure. This paper will discuss the application of reliability analysis using statistical method called Life Data Analysis in Tenaga Nasional Berhad (TNB), a government linked power utility company in Malaysia, namely Transmission Division, to assess and evaluate the reliability of numerical overcurrent protective relays from two different manufacturers.

Keywords: Life data analysis, Protective relays, Reliability, Weibull Distribution.

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941 An Efficient Algorithm for Reliability Lower Bound of Distributed Systems

Authors: Mohamed H. S. Mohamed, Yang Xiao-zong, Liu Hong-wei, Wu Zhi-bo

Abstract:

The reliability of distributed systems and computer networks have been modeled by a probabilistic network or a graph G. Computing the residual connectedness reliability (RCR), denoted by R(G), under the node fault model is very useful, but is an NP-hard problem. Since it may need exponential time of the network size to compute the exact value of R(G), it is important to calculate its tight approximate value, especially its lower bound, at a moderate calculation time. In this paper, we propose an efficient algorithm for reliability lower bound of distributed systems with unreliable nodes. We also applied our algorithm to several typical classes of networks to evaluate the lower bounds and show the effectiveness of our algorithm.

Keywords: Distributed systems, probabilistic network, residual connectedness reliability, lower bound.

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940 The Effect on Rolling Mill of Waviness in Hot Rolled Steel

Authors: Sunthorn S., Kittiphat R.

Abstract:

The edge waviness in hot rolled steel is a common defect. Variables that affect such defect include raw material and machine. These variables are necessary to consider to understand such defect. This research studied the defect of edge waviness for SS 400 of metal sheet manufacture. Defect of metal sheets were divided into two groups. The specimens were investigated on chemical composition and mechanical properties to find the difference. The results of investigation showed that the difference was not significant. Therefore the roll mill machine should be used to adjust to support another location on a roller to avoide edge waviness.

Keywords: Edge waviness, Hot rolling steel, Metal sheet defect, SS 400, Roll leveler.

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939 Application of Generalized Autoregressive Score Model to Stock Returns

Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke

Abstract:

The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.

Keywords: Generalized autoregressive score model, stock returns, time-varying.

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938 Development of an Attitude Scale Towards Social Networking Sites

Authors: Münevver Başman, Deniz Gülleroğlu

Abstract:

The purpose of this study is to develop a scale to determine the attitudes towards social networking sites. 45 tryout items, prepared for this aim, were applied to 342 students studying at Marmara University, Faculty of Education. The reliability and the validity of the scale were conducted with the help of these students. As a result of exploratory factor analysis with Varimax rotation, 41 items grouped according to the structure with three factors (interest, reality and negative effects) is obtained. While alpha reliability of the scale is obtained as .899; the reliability of factors is obtained as .899, .799, .775, respectively.

Keywords: Attitude, reliability, social networking sites, validity.

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937 GEP Considering Purchase Prices, Profits of IPPs and Reliability Criteria Using Hybrid GA and PSO

Authors: H. Shayeghi, H. Hosseini, A. Shabani, M. Mahdavi

Abstract:

In this paper, optimal generation expansion planning (GEP) is investigated considering purchase prices, profits of independent power producers (IPPs) and reliability criteria using a new method based on hybrid coded Genetic Algorithm (GA) and Particle Swarm Optimization (PSO). In this approach, optimal purchase price of each IPP is obtained by HCGA and reliability criteria are calculated by PSO technique. It should be noted that reliability criteria and the rate of carbon dioxide (CO2) emission have been considered as constraints of the GEP problem. Finally, the proposed method has been tested on the case study system. The results evaluation show that the proposed method can simply obtain optimal purchase prices of IPPs and is a fast method for calculation of reliability criteria in expansion planning. Also, considering the optimal purchase prices and profits of IPPs in generation expansion planning are caused that the expansion costs are decreased and the problem is solved more exactly.

Keywords: GEP Problem, IPPs, Reliability Criteria, GA, PSO.

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936 Operation Strategy of Multi-Energy Storage System Considering Power System Reliability

Authors: Wook-Won Kim, Je-Seok Shin, Jin-O Kim

Abstract:

As the penetration of Energy Storage System (ESS) increases in the power system due to higher performance and lower cost than ever, ESS is expanding its role to the ancillary service as well as the storage of extra energy from the intermittent renewable energy resources. For multi-ESS with different capacity and SOC level each other, it is required to make the optimal schedule of SOC level use the multi-ESS effectively. This paper proposes the energy allocation method for the multiple battery ESS with reliability constraint, in order to make the ESS discharge the required energy as long as possible. A simple but effective method is proposed in this paper, to satisfy the power for the spinning reserve requirement while improving the system reliability. Modelling of ESS is also proposed, and reliability is evaluated by using the combined reliability model which includes the proposed ESS model and conventional generation one. In the case study, it can be observed that the required power is distributed to each ESS adequately and accordingly, the SOC is scheduled to improve the reliability indices such as Loss of Load Probability (LOLP) and Loss of Load Expectation (LOLE).

Keywords: Multiple energy storage system, energy allocation method, SOC schedule, reliability constraints.

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935 A Study of Islamic Stock Indices and Macroeconomic Variables

Authors: Mohammad Irfan

Abstract:

The purpose of this paper is to investigate the relationship among the key macroeconomic variables and Islamic stock market in India. This study is based on the time series data of financial years 2009-2015 to explore the consistency of relationship between macroeconomic variables and Shariah Indices. The ADF (Augmented Dickey–Fuller Test Statistic) and PP (Phillips–Perron Test Statistic) tests are employed to check stationarity of the data. The study depicts the long run relationship between Shariah indices and macroeconomic variables by using the Johansen Co-integration test. BSE Shariah and Nifty Shariah have uni-direct Granger causality. The outcome of VECM is significantly confirming the applicability of best fitted model. Thus, Islamic stock indices are proficiently working for the development of Indian economy. It suggests that by keeping eyes on Islamic stock market which will be more interactive in the future with other macroeconomic variables.

Keywords: Indian shariah indices, macroeconomic variables, co-integration, Granger causality, Vector error correction model.

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934 The Characterisation of TLC NAND Flash Memory, Leading to a Definable Endurance/Retention Trade-Off

Authors: Sorcha Bennett, Joe Sullivan

Abstract:

Triple-Level Cell (TLC) NAND Flash memory at, and below, 20nm (nanometer) is still largely unexplored by researchers, and with the ever more commonplace existence of Flash in consumer and enterprise applications there is a need for such gaps in knowledge to be filled. At the time of writing, there was little published data or literature on TLC, and more specifically reliability testing, with a further emphasis on both endurance and retention. This paper will give an introduction to NAND Flash memory, followed by an overview of the relevant current research on the reliability of Flash memory, along with the planned future work which will provide results to help characterise the reliability of TLC memory.

Keywords: TLC NAND flash memory, reliability, endurance, retention, trade-off, raw flash, patterns.

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933 Reliability Factors Based Fuzzy Logic Scheme for Spectrum Sensing

Authors: Tallataf Rasheed, Adnan Rashdi, Ahmad Naeem Akhtar

Abstract:

The accurate spectrum sensing is a fundamental requirement of dynamic spectrum access for deployment of Cognitive Radio Network (CRN). To acheive this requirement a Reliability factors based Fuzzy Logic (RFL) Scheme for Spectrum Sensing has been proposed in this paper. Cognitive Radio User (CRU) predicts the presence or absence of Primary User (PU) using energy detector and calculates the Reliability factors which are SNR of sensing node, threshold of energy detector and decision difference of each node with other nodes in a cooperative spectrum sensing environment. Then the decision of energy detector is combined with Reliability factors of sensing node using Fuzzy Logic. These Reliability Factors used in RFL Scheme describes the reliability of decision made by a CRU to improve the local spectrum sensing. This Fuzzy combining scheme provides the accuracy of decision made by sensornode. The simulation results have shown that the proposed technique provide better PU detection probability than existing Spectrum Sensing Techniques.

Keywords: Cognitive radio, spectrum sensing, energy detector, reliability factors, fuzzy logic.

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932 Comparison of Reliability Systems Based Uncertainty

Authors: A. Aissani, H. Benaoudia

Abstract:

Stochastic comparison has been an important direction of research in various area. This can be done by the use of the notion of stochastic ordering which gives qualitatitive rather than purely quantitative estimation of the system under study. In this paper we present applications of comparison based uncertainty related to entropy in Reliability analysis, for example to design better systems. These results can be used as a priori information in simulation studies.

Keywords: Uncertainty, Stochastic comparison, Reliability, serie's system, imperfect repair.

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931 Multi-Objective Optimization of Combined System Reliability and Redundancy Allocation Problem

Authors: Vijaya K. Srivastava, Davide Spinello

Abstract:

This paper presents established 3n enumeration procedure for mixed integer optimization problems for solving multi-objective reliability and redundancy allocation problem subject to design constraints. The formulated problem is to find the optimum level of unit reliability and the number of units for each subsystem. A number of illustrative examples are provided and compared to indicate the application of the superiority of the proposed method.

Keywords: Integer programming, mixed integer programming, multi-objective optimization, reliability redundancy allocation.

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930 Reliability of Slender Reinforced Concrete Columns: Part 1

Authors: Metwally Abdel Aziz Ahmed, Ahmed Shaban Abdel Hay Gabr, Inas Mohamed Saleh

Abstract:

The main objective of structural design is to ensure safety and functional performance requirements of a structural system for its target reliability levels. In this study, the reliability index for the reinforcement concrete slender columns with rectangular cross section is studied. The variable parameters studied include the loads, the concrete compressive strength, the steel yield strength, the dimensions of concrete cross-section, the reinforcement ratio, and the location of steel placement. Risk analysis program was used to perform the analytical study. The effect of load eccentricity on the reliability index of reinforced concrete slender column was studied and presented. The results of this study indicate that the good quality control improve the performance of slender reinforced columns through increasing the reliability index β.

Keywords: Reliability, reinforced concrete, safety, slender column.

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929 Application of Neural Networks in Financial Data Mining

Authors: Defu Zhang, Qingshan Jiang, Xin Li

Abstract:

This paper deals with the application of a well-known neural network technique, multilayer back-propagation (BP) neural network, in financial data mining. A modified neural network forecasting model is presented, and an intelligent mining system is developed. The system can forecast the buying and selling signs according to the prediction of future trends to stock market, and provide decision-making for stock investors. The simulation result of seven years to Shanghai Composite Index shows that the return achieved by this mining system is about three times as large as that achieved by the buy and hold strategy, so it is advantageous to apply neural networks to forecast financial time series, the different investors could benefit from it.

Keywords: Data mining, neural network, stock forecasting.

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928 Investigation and Calculation of Seismic Reliability of Structures

Authors: Panam. Zarfam, Mohsen. Javan Pour

Abstract:

Recently, analysis and designing of the structures based on the Reliability theory have been the center of attention. Reason of this attention is the existence of the natural and random structural parameters such as the material specification, external loads, geometric dimensions etc. By means of the Reliability theory, uncertainties resulted from the statistical nature of the structural parameters can be changed into the mathematical equations and the safety and operational considerations can be considered in the designing process. According to this theory, it is possible to study the destruction probability of not only a specific element but also the entire system. Therefore, after being assured of safety of every element, their reciprocal effects on the safety of the entire system can be investigated.

Keywords: Probability, Reliability, Statistics, Uncertainty

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927 Influence of Wind Induced Fatigue Damage in the Reliability of Wind Turbines

Authors: Emilio A. Berny-Brandt, Sonia E. Ruiz

Abstract:

Steel tubular towers serving as support structures for large wind turbines are subjected to several hundred million stress cycles caused by the turbulent nature of the wind. This causes highcycle fatigue, which could govern the design of the tower. Maintaining the support structure after the wind turbines reach its typical 20-year design life has become a common practice; however, quantifying the changes in the reliability on the tower is not usual. In this paper the effect of fatigue damage in the wind turbine structure is studied whit the use of fracture mechanics, and a method to estimate the reliability over time of the structure is proposed. A representative wind turbine located in Oaxaca, Mexico is then studied. It is found that the system reliability is significantly affected by the accumulation of fatigue damage. 

Keywords: Crack growth, fatigue, Monte Carlo simulation, structural reliability, wind turbines

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