Search results for: uncertain time series
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7134

Search results for: uncertain time series

6984 A Real Time Collision Avoidance Algorithm for Mobile Robot based on Elastic Force

Authors: Kyung Hyun, Choi, Minh Ngoc, Nong, M. Asif Ali, Rehmani

Abstract:

This present paper proposes the modified Elastic Strip method for mobile robot to avoid obstacles with a real time system in an uncertain environment. The method deals with the problem of robot in driving from an initial position to a target position based on elastic force and potential field force. To avoid the obstacles, the robot has to modify the trajectory based on signal received from the sensor system in the sampling times. It was evident that with the combination of Modification Elastic strip and Pseudomedian filter to process the nonlinear data from sensor uncertainties in the data received from the sensor system can be reduced. The simulations and experiments of these methods were carried out.

Keywords: Collision avoidance, Avoidance obstacle, Elastic Strip, Real time collision avoidance.

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6983 A Novel Method for the Characterization of Synchronization and Coupling in Multichannel EEG and ECoG

Authors: Manfred Hartmann, Andreas Graef, Hannes Perko, Christoph Baumgartner, Tilmann Kluge

Abstract:

In this paper we introduce a novel method for the characterization of synchronziation and coupling effects in multivariate time series that can be used for the analysis of EEG or ECoG signals recorded during epileptic seizures. The method allows to visualize the spatio-temporal evolution of synchronization and coupling effects that are characteristic for epileptic seizures. Similar to other methods proposed for this purpose our method is based on a regression analysis. However, a more general definition of the regression together with an effective channel selection procedure allows to use the method even for time series that are highly correlated, which is commonly the case in EEG/ECoG recordings with large numbers of electrodes. The method was experimentally tested on ECoG recordings of epileptic seizures from patients with temporal lobe epilepsies. A comparision with the results from a independent visual inspection by clinical experts showed an excellent agreement with the patterns obtained with the proposed method.

Keywords: EEG, epilepsy, regression analysis, seizurepropagation.

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6982 Forecasting Stock Indexes Using Bayesian Additive Regression Tree

Authors: Darren Zou

Abstract:

Forecasting the stock market is a very challenging task. Various economic indicators such as GDP, exchange rates, interest rates, and unemployment have a substantial impact on the stock market. Time series models are the traditional methods used to predict stock market changes. In this paper, a machine learning method, Bayesian Additive Regression Tree (BART) is used in predicting stock market indexes based on multiple economic indicators. BART can be used to model heterogeneous treatment effects, and thereby works well when models are misspecified. It also has the capability to handle non-linear main effects and multi-way interactions without much input from financial analysts. In this research, BART is proposed to provide a reliable prediction on day-to-day stock market activities. By comparing the analysis results from BART and with time series method, BART can perform well and has better prediction capability than the traditional methods.

Keywords: Bayesian, Forecast, Stock, BART.

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6981 Implementation and Simulation of Half-Bridge Series Resonant Inverter in Zero Voltage Switching

Authors: Buket Turan Azizoğlu

Abstract:

In switch mode power inverters, small sized inverters can be obtained by increasing the switching frequency. Switching frequency increment causes high driver losses. Also, high dt di and dt dv produced by the switching action creates high Electromagnetic Interference (EMI) and Radio Frequency Interference (RFI). In this paper, a series half bridge series resonant inverter circuit is simulated and evaluated practically to demonstrate the turn-on and turn-off conditions during zero or close to zero voltage switching. Also, the reverse recovery current effects of the body diode of the MOSFETs were investigated by operating above and below resonant frequency.

Keywords: Driver losses, Half Bridge series resonant inverter, Zero Voltage Switching

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6980 PSS with Multiple FACTS Controllers Coordinated Design and Real-Time Implementation Using Advanced Adaptive PSO

Authors: Rajendraprasad Narne, P. C. Panda

Abstract:

In this article, coordinated tuning of power system stabilizer (PSS) with static var compensator (SVC) and thyristor controlled series capacitor (TCSC) in multi-machine power system is proposed. The design of proposed coordinated damping controller is formulated as an optimization problem and the controller gains are optimized instantaneously using advanced adaptive particle swarm optimization (AAPSO). The objective function is framed with the inter-area speed deviations of the generators and it is minimized using AAPSO to improve the dynamic stability of power system under severe disturbance. The proposed coordinated controller performance is evaluated under a wide range of system operating conditions with three-phase fault disturbance. Using time domain simulations the damping characteristics of proposed controller is compared with individually tuned PSS, SVC and TCSC controllers. Finally, the real-time simulations are carried out in Opal-RT hardware simulator to synchronize the proposed controller performance in the real world.

Keywords: Advanced adaptive particle swarm optimization, Coordinated design, Power system stabilizer, Real-time implementation, static var compensator, Thyristor controlled series capacitor.

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6979 Development of Integrated GIS Interface for Characteristics of Regional Daily Flow

Authors: Ju Young Lee, Jung-Seok Yang, Jaeyoung Choi

Abstract:

The purpose of this paper primarily intends to develop GIS interface for estimating sequences of stream-flows at ungauged stations based on known flows at gauged stations. The integrated GIS interface is composed of three major steps. The first, precipitation characteristics using statistical analysis is the procedure for making multiple linear regression equation to get the long term mean daily flow at ungauged stations. The independent variables in regression equation are mean daily flow and drainage area. Traditionally, mean flow data are generated by using Thissen polygon method. However, method for obtaining mean flow data can be selected by user such as Kriging, IDW (Inverse Distance Weighted), Spline methods as well as other traditional methods. At the second, flow duration curve (FDC) is computing at unguaged station by FDCs in gauged stations. Finally, the mean annual daily flow is computed by spatial interpolation algorithm. The third step is to obtain watershed/topographic characteristics. They are the most important factors which govern stream-flows. In summary, the simulated daily flow time series are compared with observed times series. The results using integrated GIS interface are closely similar and are well fitted each other. Also, the relationship between the topographic/watershed characteristics and stream flow time series is highly correlated.

Keywords: Integrated GIS interface, spatial interpolation algorithm, FDC.

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6978 Time Series Forecasting Using a Hybrid RBF Neural Network and AR Model Based On Binomial Smoothing

Authors: Fengxia Zheng, Shouming Zhong

Abstract:

ANNARIMA that combines both autoregressive integrated moving average (ARIMA) model and artificial neural network (ANN) model is a valuable tool for modeling and forecasting nonlinear time series, yet the over-fitting problem is more likely to occur in neural network models. This paper provides a hybrid methodology that combines both radial basis function (RBF) neural network and auto regression (AR) model based on binomial smoothing (BS) technique which is efficient in data processing, which is called BSRBFAR. This method is examined by using the data of Canadian Lynx data. Empirical results indicate that the over-fitting problem can be eased using RBF neural network based on binomial smoothing which is called BS-RBF, and the hybrid model–BS-RBFAR can be an effective way to improve forecasting accuracy achieved by BSRBF used separately.

Keywords: Binomial smoothing (BS), hybrid, Canadian Lynx data, forecasting accuracy.

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6977 Influence of Technology Parameters on Properties of AA6061/SiC Composites Produced By Kobo Method

Authors: J. Wozniak, M. Kostecki, K. Broniszewski, W. Bochniak, A. Olszyna

Abstract:

The influence of extrusion parameters on surface quality and properties of AA6061+x% vol. SiC (x = 0; 2,5; 5; 7,5;10) composites was discussed in this paper. The averages size of AA6061 and SiC particles were 10.6 μm and 0.42 μm, respectively. Two series of composites (I - compacts were preheated at extrusion temperature through 0.5 h and cooled by water directly after process; II - compacts were preheated through 3 hours and were not cooled) were consolidated via powder metallurgy processing and extruded by KoBo method. High values of density for both series of composites were achieved. Better surface quality was observed for II series of composites. Moreover, for these composites lower (compared to I series) but more uniform strength properties over the cross-section of the bar were noticed. Microstructure and Young-s modulus investigations were made.

Keywords: aluminum alloy, extrusion, metal matrix composites, microstructure

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6976 Incorporation of SVS CBVLC Supplementary Controller for Damping SSR in Power System

Authors: Narendra Kumar, Sanjiv Kumar

Abstract:

Static VAR System (SVS) is a kind of FACTS device which is used in power system primarily for the purpose of voltage and reactive power control. In this paper presents a systematic approach for designing SVS supplementary controller, which is used to improve the damping of power system oscillation. The combined bus voltage and line current (CBVLC) supplementary controller has been developed and incorporated in the SVS control system located at the middle of the series compensated long transmission line. Damping of torsional stresses due to subsynchronous resonance resulting from series capacitive compensation using CBVLC is investigated in this paper. Simulation results are carried out with MATLAB/Simulink on the IEEE first benchmark model (FBM). The simulation results show that the oscillations are satisfactorily damped out by the SVS supplementary controller. Time domain simulation is performed on power system and the results demonstrate the effectiveness of the proposed controller.

Keywords: Bus voltage and line current (BVLC), series compensation, sub synchronous resonance (SSR), supplementary controller, eigenvalue investigation.

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6975 Long-Range Dependence of Financial Time Series Data

Authors: Chatchai Pesee

Abstract:

This paper examines long-range dependence or longmemory of financial time series on the exchange rate data by the fractional Brownian motion (fBm). The principle of spectral density function in Section 2 is used to find the range of Hurst parameter (H) of the fBm. If 0< H <1/2, then it has a short-range dependence (SRD). It simulates long-memory or long-range dependence (LRD) if 1/2< H <1. The curve of exchange rate data is fBm because of the specific appearance of the Hurst parameter (H). Furthermore, some of the definitions of the fBm, long-range dependence and selfsimilarity are reviewed in Section II as well. Our results indicate that there exists a long-memory or a long-range dependence (LRD) for the exchange rate data in section III. Long-range dependence of the exchange rate data and estimation of the Hurst parameter (H) are discussed in Section IV, while a conclusion is discussed in Section V.

Keywords: Fractional Brownian motion, long-rangedependence, memory, short-range dependence.

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6974 Production Throughput Modeling under Five Uncertain Variables Using Bayesian Inference

Authors: Amir Azizi, Amir Yazid B. Ali, Loh Wei Ping

Abstract:

Throughput is an important measure of performance of production system. Analyzing and modeling of production throughput is complex in today-s dynamic production systems due to uncertainties of production system. The main reasons are that uncertainties are materialized when the production line faces changes in setup time, machinery break down, lead time of manufacturing, and scraps. Besides, demand changes are fluctuating from time to time for each product type. These uncertainties affect the production performance. This paper proposes Bayesian inference for throughput modeling under five production uncertainties. Bayesian model utilized prior distributions related to previous information about the uncertainties where likelihood distributions are associated to the observed data. Gibbs sampling algorithm as the robust procedure of Monte Carlo Markov chain was employed for sampling unknown parameters and estimating the posterior mean of uncertainties. The Bayesian model was validated with respect to convergence and efficiency of its outputs. The results presented that the proposed Bayesian models were capable to predict the production throughput with accuracy of 98.3%.

Keywords: Bayesian inference, Uncertainty modeling, Monte Carlo Markov chain, Gibbs sampling, Production throughput

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6973 Numerical Solution of Linear Ordinary Differential Equations in Quantum Chemistry by Clenshaw Method

Authors: M. Saravi, F. Ashrafi, S.R. Mirrajei

Abstract:

As we know, most differential equations concerning physical phenomenon could not be solved by analytical method. Even if we use Series Method, some times we need an appropriate change of variable, and even when we can, their closed form solution may be so complicated that using it to obtain an image or to examine the structure of the system is impossible. For example, if we consider Schrodinger equation, i.e., We come to a three-term recursion relations, which work with it takes, at least, a little bit time to get a series solution[6]. For this reason we use a change of variable such as or when we consider the orbital angular momentum[1], it will be necessary to solve. As we can observe, working with this equation is tedious. In this paper, after introducing Clenshaw method, which is a kind of Spectral method, we try to solve some of such equations.

Keywords: Chebyshev polynomials, Clenshaw method, ODEs, Spectral methods

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6972 Reachable Set Bounding Estimation for Distributed Delay Systems with Disturbances

Authors: Li Xu, Shouming Zhong

Abstract:

The reachable set bounding estimation for distributed delay systems with disturbances is a new problem. In this paper,we consider this problem subject to not only time varying delay and polytopic uncertainties but also distributed delay systems which is not studied fully untill now. we can obtain improved non-ellipsoidal reachable set estimation for neural networks with time-varying delay by the maximal Lyapunov-Krasovskii fuctional which is constructed as the pointwise maximum of a family of Lyapunov-Krasovskii fuctionals corresponds to vertexes of uncertain polytope.On the other hand,matrix inequalities containing only one scalar and Matlabs LMI Toolbox is utilized to give a non-ellipsoidal description of the reachable set.finally,numerical examples are given to illustrate the existing results.

Keywords: Reachable set, Distributed delay, Lyapunov-Krasovskii function, Polytopic uncertainties.

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6971 Optimal Control for Coordinated Control of SVeC and PSS Damping Controllers

Authors: K. Himaja, T. S. Surendra, S. Tara Kalyani

Abstract:

In this article, Optimal Control for Coordinated Control (COC) of Series Vectorial Compensator (SVeC) and Power System Stabilizer (PSS) in order to damp Low Frequency Oscillations (LFO) is proposed. SVeC is a series Flexible Alternating Current Transmission System (FACTS) device. The Optimal Control strategy based on state feedback control for coordination of PSS and SVeC controllers under different loading conditions has not been developed. So, the Optimal State Feedback Controller (OSFC) for incorporating of PSS and SVeC controllers in COC manner has been developed in this paper. The performance of the proposed controller is checked through eigenvalue analysis and nonlinear time domain simulation results. The proposed Optimal Controller design for the COC of SVeC and PSS results will be analyzed without controller. The comparative results show that Optimal Controller for COC of SVeC and PSSs improve greatly the system damping LFO than without controller.

Keywords: Coordinated control, damping controller, optimal state feedback controller, power system stabilizer, series vectorial compensator.

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6970 Design of Static Synchronous Series Compensator Based Damping Controller Employing Real Coded Genetic Algorithm

Authors: S.C.Swain, A.K.Balirsingh, S. Mahapatra, S. Panda

Abstract:

This paper presents a systematic approach for designing Static Synchronous Series Compensator (SSSC) based supplementary damping controllers for damping low frequency oscillations in a single-machine infinite-bus power system. The design problem of the proposed controller is formulated as an optimization problem and RCGA is employed to search for optimal controller parameters. By minimizing the time-domain based objective function, in which the deviation in the oscillatory rotor speed of the generator is involved; stability performance of the system is improved. Simulation results are presented and compared with a conventional method of tuning the damping controller parameters to show the effectiveness and robustness of the proposed design approach.

Keywords: Low frequency Oscillations, Phase CompensationTechnique, Real Coded Genetic Algorithm, Single-machine InfiniteBus Power System, Static Synchronous Series Compensator.

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6969 A Spatial Information Network Traffic Prediction Method Based on Hybrid Model

Authors: Jingling Li, Yi Zhang, Wei Liang, Tao Cui, Jun Li

Abstract:

Compared with terrestrial network, the traffic of spatial information network has both self-similarity and short correlation characteristics. By studying its traffic prediction method, the resource utilization of spatial information network can be improved, and the method can provide an important basis for traffic planning of a spatial information network. In this paper, considering the accuracy and complexity of the algorithm, the spatial information network traffic is decomposed into approximate component with long correlation and detail component with short correlation, and a time series hybrid prediction model based on wavelet decomposition is proposed to predict the spatial network traffic. Firstly, the original traffic data are decomposed to approximate components and detail components by using wavelet decomposition algorithm. According to the autocorrelation and partial correlation smearing and truncation characteristics of each component, the corresponding model (AR/MA/ARMA) of each detail component can be directly established, while the type of approximate component modeling can be established by ARIMA model after smoothing. Finally, the prediction results of the multiple models are fitted to obtain the prediction results of the original data. The method not only considers the self-similarity of a spatial information network, but also takes into account the short correlation caused by network burst information, which is verified by using the measured data of a certain back bone network released by the MAWI working group in 2018. Compared with the typical time series model, the predicted data of hybrid model is closer to the real traffic data and has a smaller relative root means square error, which is more suitable for a spatial information network.

Keywords: Spatial Information Network, Traffic prediction, Wavelet decomposition, Time series model.

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6968 Blow up in Polynomial Differential Equations

Authors: Rudolf Csikja, Janos Toth

Abstract:

Methods to detect and localize time singularities of polynomial and quasi-polynomial ordinary differential equations are systematically presented and developed. They are applied to examples taken form different fields of applications and they are also compared to better known methods such as those based on the existence of linear first integrals or Lyapunov functions.

Keywords: blow up, finite escape time, polynomial ODE, singularity, Lotka–Volterra equation, Painleve analysis, Ψ-series, global existence

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6967 Time Domain and Frequency Domain Analyses of Measured Metocean Data for Malaysian Waters

Authors: Duong Vannak, Mohd Shahir Liew, Guo Zheng Yew

Abstract:

Data of wave height and wind speed were collected from three existing oil fields in South China Sea – offshore Peninsular Malaysia, Sarawak and Sabah regions. Extreme values and other significant data were employed for analysis. The data were recorded from 1999 until 2008. The results show that offshore structures are susceptible to unacceptable motions initiated by wind and waves with worst structural impacts caused by extreme wave heights. To protect offshore structures from damage, there is a need to quantify descriptive statistics and determine spectra envelope of wind speed and wave height, and to ascertain the frequency content of each spectrum for offshore structures in the South China Sea shallow waters using measured time series. The results indicate that the process is nonstationary; it is converted to stationary process by first differencing the time series. For descriptive statistical analysis, both wind speed and wave height have significant influence on the offshore structure during the northeast monsoon with high mean wind speed of 13.5195 knots ( = 6.3566 knots) and the high mean wave height of 2.3597 m ( = 0.8690 m). Through observation of the spectra, there is no clear dominant peak and the peaks fluctuate randomly. Each wind speed spectrum and wave height spectrum has its individual identifiable pattern. The wind speed spectrum tends to grow gradually at the lower frequency range and increasing till it doubles at the higher frequency range with the mean peak frequency range of 0.4104 Hz to 0.4721 Hz, while the wave height tends to grow drastically at the low frequency range, which then fluctuates and decreases slightly at the high frequency range with the mean peak frequency range of 0.2911 Hz to 0.3425 Hz.

Keywords: Metocean, Offshore Engineering, Time Series, Descriptive Statistics, Autospectral Density Function, Wind, Wave.

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6966 Experimental Study of Open Water Non-Series Marine Propeller Performance

Authors: M. A. Elghorab, A. Abou El-Azm Aly, A. S. Elwetedy, M. A. Kotb

Abstract:

Later marine propeller is the main component of ship propulsion system. For a non-series propeller, it is difficult to indicate the open water marine propeller performance without an experimental study to measure the marine propeller parameters. In the present study, the open water performance of a non-series marine propeller has been carried out experimentally. The geometrical aspects of a commercial non-series marine propeller have been measured for a propeller blade area ratio of 0.3985. The measured propeller performance parameters were the thrust and torque coefficients for different propeller rotational speed and different water channel flow velocity, then the open water performance for the propeller has been plotted. In addition, a direct comparison between the obtained experimental results and a theoretical study of a B-series marine propeller of the same blade area ratio has been carried out. A correction factor has been introduced to apply the operating conditions of the experimental results to that of the theoretical study for the studied marine propeller.

Keywords: Advance speed, marine propeller, open water performance, thrust coefficient, torque coefficient.

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6965 Evaluation of the ANN Based Nonlinear System Models in the MSE and CRLB Senses

Authors: M.V Rajesh, Archana R, A Unnikrishnan, R Gopikakumari, Jeevamma Jacob

Abstract:

The System Identification problem looks for a suitably parameterized model, representing a given process. The parameters of the model are adjusted to optimize a performance function based on error between the given process output and identified process output. The linear system identification field is well established with many classical approaches whereas most of those methods cannot be applied for nonlinear systems. The problem becomes tougher if the system is completely unknown with only the output time series is available. It has been reported that the capability of Artificial Neural Network to approximate all linear and nonlinear input-output maps makes it predominantly suitable for the identification of nonlinear systems, where only the output time series is available. [1][2][4][5]. The work reported here is an attempt to implement few of the well known algorithms in the context of modeling of nonlinear systems, and to make a performance comparison to establish the relative merits and demerits.

Keywords: Multilayer neural networks, Radial Basis Functions, Clustering algorithm, Back Propagation training, Extended Kalmanfiltering, Mean Square Error, Nonlinear Modeling, Cramer RaoLower Bound.

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6964 Using Artificial Neural Network to Forecast Groundwater Depth in Union County Well

Authors: Zahra Ghadampour, Gholamreza Rakhshandehroo

Abstract:

A concern that researchers usually face in different applications of Artificial Neural Network (ANN) is determination of the size of effective domain in time series. In this paper, trial and error method was used on groundwater depth time series to determine the size of effective domain in the series in an observation well in Union County, New Jersey, U.S. different domains of 20, 40, 60, 80, 100, and 120 preceding day were examined and the 80 days was considered as effective length of the domain. Data sets in different domains were fed to a Feed Forward Back Propagation ANN with one hidden layer and the groundwater depths were forecasted. Root Mean Square Error (RMSE) and the correlation factor (R2) of estimated and observed groundwater depths for all domains were determined. In general, groundwater depth forecast improved, as evidenced by lower RMSEs and higher R2s, when the domain length increased from 20 to 120. However, 80 days was selected as the effective domain because the improvement was less than 1% beyond that. Forecasted ground water depths utilizing measured daily data (set #1) and data averaged over the effective domain (set #2) were compared. It was postulated that more accurate nature of measured daily data was the reason for a better forecast with lower RMSE (0.1027 m compared to 0.255 m) in set #1. However, the size of input data in this set was 80 times the size of input data in set #2; a factor that may increase the computational effort unpredictably. It was concluded that 80 daily data may be successfully utilized to lower the size of input data sets considerably, while maintaining the effective information in the data set.

Keywords: Neural networks, groundwater depth, forecast.

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6963 Comparison of Two Maintenance Policies for a Two-Unit Series System Considering General Repair

Authors: Seyedvahid Najafi, Viliam Makis

Abstract:

In recent years, maintenance optimization has attracted special attention due to the growth of industrial systems complexity. Maintenance costs are high for many systems, and preventive maintenance is effective when it increases operations' reliability and safety at a reduced cost. The novelty of this research is to consider general repair in the modeling of multi-unit series systems and solve the maintenance problem for such systems using the semi-Markov decision process (SMDP) framework. We propose an opportunistic maintenance policy for a series system composed of two main units. Unit 1, which is more expensive than unit 2, is subjected to condition monitoring, and its deterioration is modeled using a gamma process. Unit 1 hazard rate is estimated by the proportional hazards model (PHM), and two hazard rate control limits are considered as the thresholds of maintenance interventions for unit 1. Maintenance is performed on unit 2, considering an age control limit. The objective is to find the optimal control limits and minimize the long-run expected average cost per unit time. The proposed algorithm is applied to a numerical example to compare the effectiveness of the proposed policy (policy Ⅰ) with policy Ⅱ, which is similar to policy Ⅰ, but instead of general repair, replacement is performed. Results show that policy Ⅰ leads to lower average cost compared with policy Ⅱ. 

Keywords: Condition-based maintenance, proportional hazards model, semi-Markov decision process, two-unit series systems.

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6962 Coordination between SC and SVC for Voltage Stability Improvement

Authors: Ali Reza Rajabi, Shahab Rashnoei, Mojtaba Hakimzadeh, Amir Habibi

Abstract:

At any point of time, a power system operating condition should be stable, meeting various operational criteria and it should also be secure in the event of any credible contingency. Present day power systems are being operated closer to their stability limits due to economic and environmental constraints. Maintaining a stable and secure operation of a power system is therefore a very important and challenging issue. Voltage instability has been given much attention by power system researchers and planners in recent years, and is being regarded as one of the major sources of power system insecurity. Voltage instability phenomena are the ones in which the receiving end voltage decreases well below its normal value and does not come back even after setting restoring mechanisms such as VAR compensators, or continues to oscillate for lack of damping against the disturbances. Reactive power limit of power system is one of the major causes of voltage instability. This paper investigates the effects of coordinated series capacitors (SC) with static VAR compensators (SVC) on steady-state voltage stability of a power system. Also, the influence of the presence of series capacitor on static VAR compensator controller parameters and ratings required to stabilize load voltages at certain values are highlighted.

Keywords: Static VAR Compensator (SVC), Series Capacitor (SC), voltage stability, reactive power.

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6961 Inflating the Public: A Series of Urban Interventions

Authors: Veronika Antoniou, Rene Carraz, Yiorgos Hadjichristou

Abstract:

The Green Urban Lab took the form of public installations that were placed at various locations in four cities in Cyprus. These installations - through which a series of events, activities, workshops and research took place - were the main tools in regenerating a series of urban public spaces in Cyprus. The purpose of this project was to identify issues and opportunities related to public space and to offer guidelines on how design and participatory democracy improvements could strengthen civil society, while raising the quality of the urban public scene. Giant inflatable structures were injected in important urban fragments in order to accommodate series of events. The design and playful installation generated a wide community engagement. The fluid presence of the installations acted as a catalyst for social interaction. They were accessed and viewed effortlessly and surprisingly, creating opportunities to rediscover public spaces.

Keywords: Bottom-up initiatives, creativity, public space, social innovation, urban environments.

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6960 Recurrent Radial Basis Function Network for Failure Time Series Prediction

Authors: Ryad Zemouri, Paul Ciprian Patic

Abstract:

An adaptive software reliability prediction model using evolutionary connectionist approach based on Recurrent Radial Basis Function architecture is proposed. Based on the currently available software failure time data, Fuzzy Min-Max algorithm is used to globally optimize the number of the k Gaussian nodes. The corresponding optimized neural network architecture is iteratively and dynamically reconfigured in real-time as new actual failure time data arrives. The performance of our proposed approach has been tested using sixteen real-time software failure data. Numerical results show that our proposed approach is robust across different software projects, and has a better performance with respect to next-steppredictability compared to existing neural network model for failure time prediction.

Keywords: Neural network, Prediction error, Recurrent RadialBasis Function Network, Reliability prediction.

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6959 Power Series Form for Solving Linear Fredholm Integral Equations of Second Order via Banach Fixed Point Theorem

Authors: Adil AL-Rammahi

Abstract:

In this paper, a new method for solution of second order linear Fredholm integral equation in power series form was studied. The result is obtained by using Banach fixed point theorem.

Keywords: Fredholm integral equation, power series, Banach fixed point theorem, Linear Systems.

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6958 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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6957 Hybrid Minimal Repair for a Serial System

Authors: Ellysa Nursanti, Anas Ma'ruf, Tota Simatupang, Bermawi P. Iskandar

Abstract:

This study proposes a hybrid minimal repair policy which combines periodic maintenance policy with age-based maintenance policy for a serial production system. Parameters of such policy are defined as  and  which indicate as hybrid minimal repair time and planned preventive maintenance time respectively  . Under this hybrid policy, the system is repaired minimally if it fails during , . A perfect repair is conducted on the first failure after  at any machines. At the same time, we take opportunity to advance the preventive maintenance of other machines simultaneously. If the system is still operating properly up to , then the preventive maintenance is carried out as its predetermined schedule. For a given , we obtain the optimal value  which minimizes the expected cost per time unit. Numerical example is presented to illustrate the properties of the optimal solution.

Keywords: Hybrid minimal repair, opportunistic maintenance, preventive maintenance, series system

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6956 Keyloggers Prevention with Time-Sensitive Obfuscation

Authors: Chien-Wei Hung, Fu-Hau Hsu, Chuan-Sheng Wang, Chia-Hao Lee

Abstract:

Nowadays, the abuse of keyloggers is one of the most widespread approaches to steal sensitive information. In this paper, we propose an On-Screen Prompts Approach to Keyloggers (OSPAK) and its analysis, which is installed in public computers. OSPAK utilizes a canvas to cue users when their keystrokes are going to be logged or ignored by OSPAK. This approach can protect computers against recoding sensitive inputs, which obfuscates keyloggers with letters inserted among users' keystrokes. It adds a canvas below each password field in a webpage and consists of three parts: two background areas, a hit area and a moving foreground object. Letters at different valid time intervals are combined in accordance with their time interval orders, and valid time intervals are interleaved with invalid time intervals. It utilizes animation to visualize valid time intervals and invalid time intervals, which can be integrated in a webpage as a browser extension. We have tested it against a series of known keyloggers and also performed a study with 95 users to evaluate how easily the tool is used. Experimental results made by volunteers show that OSPAK is a simple approach.

Keywords: Authentication, computer security, keylogger, privacy, information leakage.

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6955 Quantitative Estimation of Periodicities in Lyari River Flow Routing

Authors: Rana Khalid Naeem, Asif Mansoor

Abstract:

The hydrologic time series data display periodic structure and periodic autoregressive process receives considerable attention in modeling of such series. In this communication long term record of monthly waste flow of Lyari river is utilized to quantify by using PAR modeling technique. The parameters of model are estimated by using Frances & Paap methodology. This study shows that periodic autoregressive model of order 2 is the most parsimonious model for assessing periodicity in waste flow of the river. A careful statistical analysis of residuals of PAR (2) model is used for establishing goodness of fit. The forecast by using proposed model confirms significance and effectiveness of the model.

Keywords: Diagnostic checks, Lyari river, Model selection, Monthly waste flow, Periodicity, Periodic autoregressive model.

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