Search results for: voltage stability index

Authors: Yingguo Li

Abstract:

In this paper, we consider a discrete Gompertz model with time delay. Firstly, the stability of the equilibrium of the system is investigated by analyzing the characteristic equation. By choosing the time delay as a bifurcation parameter, we prove that Neimark- Sacker bifurcations occur when the delay passes a sequence of critical values. The direction and stability of the Neimark-Sacker are determined by using normal forms and centre manifold theory. Finally, some numerical simulations are given to verify the theoretical analysis.

Keywords: Gompertz system, Neimark-Sacker bifurcation, stability, time delay.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1890

Authors: M. Tarafdar Haque, S. Najafi

Abstract:

Improving the reactive power and voltage profile of a distribution substation is investigated in this paper. The purpose is to properly determination of the shunt capacitors on/off status and suitable tap changer (TC) position of a substation transformer. In addition, the limitation of secondary bus voltage, the maximum allowable number of switching operation in a day for on load tap changer and on/off status of capacitors are taken into account. To achieve these goals, an artificial neural network (ANN) is designed to provide preliminary scheduling. Input of ANN is active and reactive powers of transformer and its primary and secondary bus voltages. The output of ANN is capacitors on/off status and TC position. The preliminary schedule is further refined by fuzzy dynamic programming in order to reach the final schedule. The operation of proposed method in Q/V improving is compared with the results obtained by operator operation in a distribution substation.

Keywords: Neuro-fuzzy, Dynamic programming, Reactive power, Voltage profile.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1588

Authors: Sabah I. Wais, Raghad Y. Mohammed, Sedki O. Yousif

Abstract:

The influence of axial magnetic field (B=0.48 T) on the variation of ionization efficiency coefficient h and secondary electron emission coefficient g with respect to reduced electric field E/P is studied at a new range of plane-parallel electrode spacing (0< d< 20 cm) and different nitrogen working pressure between 0.5-20 Pa. The axial magnetic field is produced from an inductive copper coil of radius 5.6 cm. The experimental data of breakdown voltage is adopted to estimate the mean Paschen curves at different working features. The secondary electron emission coefficient is calculated from the mean Paschen curve and used to determine the minimum breakdown voltage. A reduction of discharge voltage of about 25% is investigated by the applied of axial magnetic field. At high interelectrode spacing, the effect of axial magnetic field becomes more significant for the obtained values of h but it was less for the values of g.

Keywords: Paschen curve, Townsend coefficient, Secondaryelectron emission, Magnetic field, Minimum breakdown voltage.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2582

Authors: Xiaomei Wang, Shouming Zhong

Abstract:

In this paper, a class of generalized bi-directional associative memory (BAM) neural networks with mixed delays is investigated. On the basis of Lyapunov stability theory and contraction mapping theorem, some new sufficient conditions are established for the existence and uniqueness and globally exponential stability of equilibrium, which generalize and improve the previously known results. One example is given to show the feasibility and effectiveness of our results.

Keywords: Bi-directional associative memory (BAM) neural networks, mixed delays, Lyapunov stability theory, contraction mapping theorem, existence, equilibrium, globally exponential stability.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1451

Authors: Yakup Sahin, Naim Suleyman Ting, Ismail Aksoy

Abstract:

In this paper, an improved active snubber cell is proposed on account of soft switching (SS) family of pulse width modulation (PWM) DC-DC converters. The improved snubber cell provides zero-voltage transition (ZVT) turn on and zero-current transition (ZCT) turn off for main switch. The snubber cell decreases EMI noise and operates with SS in a wide range of line and load voltages. Besides, all of the semiconductor devices in the converter operate with SS. There is no additional voltage and current stress on the main devices. Additionally, extra voltage stress does not occur on the auxiliary switch and its current stress is acceptable value. The improved converter has a low cost and simple structure. The theoretical analysis of converter is clarified and the operating states are given in detail. The experimental results of converter are obtained by prototype of 500 W and 100 kHz. It is observed that the experimental results and theoretical analysis of converter are suitable with each other perfectly.

Keywords: Active snubber cells, DC-DC converters, zero-voltage transition, zero-current transition.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1890

Authors: Ha Thi Nguyen, Guangya Yang, Arne Hejde Nielsen, Peter Højgaard Jensen

Abstract:

Automatic voltage regulator (AVR) plays an important role in volt/var control of synchronous condenser (SC) in power systems. Test AVR performance in steady-state and dynamic conditions in real grid is expensive, low efficiency, and hard to achieve. To address this issue, we implement hardware-in-the-loop (HiL) test for the AVR of SC to test the steady-state and dynamic performances of AVR in different operating conditions. Startup procedure of the system and voltage set point changes are studied to evaluate the AVR hardware response. Overexcitation, underexcitation, and AVR set point loss are tested to compare the performance of SC with the AVR hardware and that of simulation. The comparative results demonstrate how AVR will work in a real system. The results show HiL test is an effective approach for testing devices before deployment and is able to parameterize the controller with lower cost, higher efficiency, and more flexibility.

Keywords: Automatic voltage regulator, hardware-in-the-loop, synchronous condenser, real time digital simulator.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1053

Authors: Zina Benouaret, Djamil Aissani

Abstract:

In this work, we introduce the qualitative and quantitative concept of the strong stability method in the risk process modeling two lines of business of the same insurance company or an insurance and re-insurance companies that divide between them both claims and premiums with a certain proportion. The approach proposed is based on the identification of the ruin probability associate to the model considered, with a stationary distribution of a Markov random process called a reversed process. Our objective, after clarifying the condition and the perturbation domain of parameters, is to obtain the stability inequality of the ruin probability which is applied to estimate the approximation error of a model with disturbance parameters by the considered model. In the stability bound obtained, all constants are explicitly written.

Keywords: Markov chain, risk models, ruin probabilities, strong stability analysis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 832

Authors: A. Kojah, A. Nacaroğlu

Abstract:

Single phase transmission lines are used to transfer data or energy between two users. Transient conditions such as switching operations and short circuit faults cause the generation of the fluctuation on the waveform to be transmitted. Spatial voltage distribution on the single phase transmission line may change owing to the position and duration of the short circuit fault in the system. In this paper, the state space representation of the single phase transmission line for short circuit fault and for various types of terminations is given. Since the transmission line is modeled in time domain using distributed parametric elements, the mathematical representation of the event is given in state space (time domain) differential equation form. It also makes easy to solve the problem because of the time and space dependent characteristics of the voltage variations on the distributed parametrically modeled transmission line.

Keywords: Energy transmission, transient effects, transmission line, transient voltage, RLC short circuit, single phase.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1124

Authors: Rishikesh Pandey, Maneesha Gupta

Abstract:

A new low-voltage floating gate MOSFET (FGMOS) based squarer using square law characteristic of the FGMOS is proposed in this paper. The major advantages of the squarer are simplicity, rail-to-rail input dynamic range, low total harmonic distortion, and low power consumption. The proposed circuit is biased without body effect. The circuit is designed and simulated using SPICE in 0.25μm CMOS technology. The squarer is operated at the supply voltages of ±0.75V . The total harmonic distortion (THD) for the input signal 0.75Vpp at 25 KHz, and maximum power consumption were found to be less than 1% and 319μW respectively.

Keywords: Analog signal processing, floating gate MOSFETs, low-voltage, Spice, squarer.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1953

Authors: Raja Singh Khela, R. K. Bansal, K. S. Sandhu, A. K. Goel

Abstract:

Self-Excited Induction Generator (SEIG) builds up voltage while it enters in its magnetic saturation region. Due to non-linear magnetic characteristics, the performance analysis of SEIG involves cumbersome mathematical computations. The dependence of air-gap voltage on saturated magnetizing reactance can only be established at rated frequency by conducting a laboratory test commonly known as synchronous run test. But, there is no laboratory method to determine saturated magnetizing reactance and air-gap voltage of SEIG at varying speed, terminal capacitance and other loading conditions. For overall analysis of SEIG, prior information of magnetizing reactance, generated frequency and air-gap voltage is essentially required. Thus, analytical methods are the only alternative to determine these variables. Non-existence of direct mathematical relationship of these variables for different terminal conditions has forced the researchers to evolve new computational techniques. Artificial Neural Networks (ANNs) are very useful for solution of such complex problems, as they do not require any a priori information about the system. In this paper, an attempt is made to use cascaded neural networks to first determine the generated frequency and magnetizing reactance with varying terminal conditions and then air-gap voltage of SEIG. The results obtained from the ANN model are used to evaluate the overall performance of SEIG and are found to be in good agreement with experimental results. Hence, it is concluded that analysis of SEIG can be carried out effectively using ANNs.

Keywords: Self-Excited Induction Generator, Artificial NeuralNetworks, Exciting Capacitance and Saturated magnetizingreactance.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1642

Authors: S.Aksoy, Y.Caglar

Abstract:

n-CdO/p-Si heterojunction diode was fabricated using sol-gel spin coating technique which is a low cost and easily scalable method for preparing of semiconductor films. The structural and morphological properties of CdO film were investigated. The X-ray diffraction (XRD) spectra indicated that the film was of polycrystalline nature. The scanning electron microscopy (SEM) images indicate that the surface morphology CdO film consists of the clusters formed with the coming together of the nanoparticles. The electrical characterization of Au/n-CdO/p–Si/Al heterojunction diode was investigated by current-voltage. The ideality factor of the diode was found to be 3.02 for room temperature. The reverse current of the diode strongly increased with illumination intensity of 100 mWcm-2 and the diode gave a maximum open circuit voltage Voc of 0.04 V and short-circuits current Isc of 9.92×10-9 A.

Keywords: CdO, heterojunction semiconductor devices, ideality factor, current-voltage characteristics

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2335

Authors: Rachid.Dehini, Abdesselam.Bassou, Brahim.Ferdi

Abstract:

Active Power Filters (APFs) are today the most widely used systems to eliminate harmonics compensate power factor and correct unbalanced problems in industrial power plants. We propose to improve the performances of conventional APFs by using artificial neural networks (ANNs) for harmonics estimation. This new method combines both the strategies for extracting the three-phase reference currents for active power filters and DC link voltage control method. The ANNs learning capabilities to adaptively choose the power system parameters for both to compute the reference currents and to recharge the capacitor value requested by VDC voltage in order to ensure suitable transit of powers to supply the inverter. To investigate the performance of this identification method, the study has been accomplished using simulation with the MATLAB Simulink Power System Toolbox. The simulation study results of the new (SAPF) identification technique compared to other similar methods are found quite satisfactory by assuring good filtering characteristics and high system stability.

Keywords: Artificial Neural Networks (ANN), p-q theory, (SAPF), Harmonics, Total Harmonic Distortion.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2000

Authors: H. Abaali, M. T. Lamchich, M. Raoufi

Abstract:

There are a variety of reference current identification methods, for the shunt active power filter (SAPF), such as the instantaneous active and reactive power, the instantaneous active and reactive current and the synchronous detection method are evaluated and compared under ideal, non sinusoidal and unbalanced voltage conditions. The SAPF performances, for the investigated identification methods, are tested for a non linear load. The simulation results, using Matlab Power System Blockset Toolbox from a complete structure, are presented and discussed.

Keywords: Shunt active power filter, Current perturbation, Non sinusoidal and unbalanced voltage conditions.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2505

Authors: M. Sadeghi, A.H. Jafari, S.M.P. Firoozabadi

Abstract:

Deep Brain Stimulation or DBS is a surgical treatment for Parkinson-s Disease with three stimulation parameters: frequency, pulse width, and voltage. The parameters should be selected appropriately to achieve effective treatment. This selection now, performs clinically. The aim of this research is to study chaotic behavior of recorded tremor of patients under DBS in order to present a computational method to recognize stimulation optimum voltage. We obtained some chaotic features of tremor signal, and discovered embedding space of it has an attractor, and its largest Lyapunov exponent is positive, which show tremor signal has chaotic behavior, also we found out, in optimal voltage, entropy and embedding space variance of tremor signal have minimum values in comparison with other voltages. These differences can help neurologists recognize optimal voltage numerically, which leads to reduce patients' role and discomfort in optimizing stimulation parameters and to do treatment with high accuracy.

Keywords: Chaos, Deep Brain Stimulation, Parkinson's Disease, Stimulation Parameters, tremor.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1785

Authors: Yıldırım I. Tosun, Halim Cevizci, Hakan Ceylan

Abstract:

By GEO5 FEM program with four rockfill slope modeling and stability analysis was performed for S1, S2, S3 and S4 slopes where landslides of the shalefills were limited. Effective angle of internal friction (φ'°) 17°-22.5°, the effective cohesion (c') from 0.5 to 1.8 kPa, saturated unit weight 1.78-2.43 g/cm3, natural unit weight 1.9-2.35 g/cm3, dry unit weight 1.97-2.40 g/cm3, the permeability coefficient of 1x10-4 - 6.5x10-4 cm/s. In cross-sections of the slope, GEO 5 FEM program possible critical surface tension was examined. Rockfill dump design was made to prevent sliding slopes. Bulk material designated geotechnical properties using also GEO5 programs FEM and stability program via a safety factor determined and calculated according to the values S3 and S4 No. slopes are stable S1 and S2 No. slopes were close to stable state that has been found to be risk. GEO5 programs with limestone rock fill dump through FEM program was found to exhibit stability.

Keywords: Slope stability, GEO5, rockfills, rock stability.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1865

Authors: Kh. Ashrafi, Gh. A. Hoshyaripour

Abstract:

Atmospheric stability plays the most important role in the transport and dispersion of air pollutants. Different methods are used for stability determination with varying degrees of complexity. Most of these methods are based on the relative magnitude of convective and mechanical turbulence in atmospheric motions. Richardson number, Monin-Obukhov length, Pasquill-Gifford stability classification and Pasquill–Turner stability classification, are the most common parameters and methods. The Pasquill–Turner Method (PTM), which is employed in this study, makes use of observations of wind speed, insolation and the time of day to classify atmospheric stability with distinguishable indices. In this study, a model is presented to determination of atmospheric stability conditions using PTM. As a case study, meteorological data of Mehrabad station in Tehran from 2000 to 2005 is applied to model. Here, three different categories are considered to deduce the pattern of stability conditions. First, the total pattern of stability classification is obtained and results show that atmosphere is 38.77%, 27.26%, 33.97%, at stable, neutral and unstable condition, respectively. It is also observed that days are mostly unstable (66.50%) while nights are mostly stable (72.55%). Second, monthly and seasonal patterns are derived and results indicate that relative frequency of stable conditions decrease during January to June and increase during June to December, while results for unstable conditions are exactly in opposite manner. Autumn is the most stable season with relative frequency of 50.69% for stable condition, whilst, it is 42.79%, 34.38% and 27.08% for winter, summer and spring, respectively. Hourly stability pattern is the third category that points out that unstable condition is dominant from approximately 03-15 GTM and 04-12 GTM for warm and cold seasons, respectively. Finally, correlation between atmospheric stability and CO concentration is achieved.

Keywords: Atmospheric stability, Pasquill-Turner classification, convective turbulence, mechanical turbulence, Tehran.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6405

Authors: Jin-Lung Guan, Ming-Ta Yang, Jhy-Cherng Gu, Hsin-Hung Chang, Chin-Lung Huang

Abstract:

Voltage flicker problems have long existed in several of the distribution areas served by the Taiwan Power Company. In the past, those research results indicating that the estimated ΔV10 value based on the conventional method is significantly smaller than the survey value. This paper is used to study the relationship between the voltage flicker problems and harmonic power variation for the power system with electric arc furnaces. This investigation discussed thought the effect of harmonic power fluctuation with flicker estimate value. The method of field measurement, statistics and simulation is used. The survey results demonstrate that 10 ΔV estimate must account for the effect of harmonic power variation.

Keywords: Voltage Flicker, Harmonic Power, EAF.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2166

Authors: J. Fernandez de Canete, S. Gonzalez-Perez, P. del Saz-Orozco, I. Garcia-Moral

Abstract:

Robust stability and performance are the two most basic features of feedback control systems. The harmonic balance analysis technique enables to analyze the stability of limit cycles arising from a neural network control based system operating over nonlinear plants. In this work a robust stability analysis based on the harmonic balance is presented and applied to a neural based control of a non-linear binary distillation column with unstructured uncertainty. We develop ways to describe uncertainty in the form of neglected nonlinear dynamics and high harmonics for the plant and controller respectively. Finally, conclusions about the performance of the neural control system are discussed using the Nyquist stability margin together with the structured singular values of the uncertainty as a robustness measure.

Keywords: Robust stability, neural network control, unstructured uncertainty, singular values, distillation column.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1592

Authors: Hossein Mohammadpour, Rahman Dashti

Abstract:

Power transformers are among the most important and expensive equipments in the electric power systems. Consequently the transformer protection is an essential part of the system protection. This paper presents a new method for locating transformer winding faults such as turn-to-turn, turn-to-core, turn-totransformer body, turn-to-earth, and high voltage winding to low voltage winding. In this study the current and voltage signals of input and output terminals of the transformer are measured, which the Fourier transform of measured signals and harmonic analysis determine the fault's location.

Keywords: turn-to-turn faults, short circuit, Fourier transform, harmonic analysis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2541

Authors: Ali Samadi Afshar, Hamed Harrafi, S.M.Javad Gharib Zahedi

Abstract:

IFP Group Technology “Sulfrex process" was used in Iran-s South Pars Gas Complex Refineries for removing sulfur compounds such as mercaptans, carbonyl sulfide and hydrogen sulfide, which uses sulfonated cobalt phthalocyanine dispersed in alkaline solution as catalyst. In this technology, catalyst and alkaline solution were used circularly. However the stability of catalyst due to effect of some parameters would reduce with the running of the unit and therefore sweetening efficiency would be decreased. Hence, the aim of this research is study the factors effecting on the stability of catalyst.

Keywords: sulfonated cobalt phthalocyanine, mercaptans, stability, catalyst, sulfur.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2455

Authors: S. N. Deepa, A. D. Srinivasan, K. T. Veeramanju, R. Sandeep Kumar, Ashwini Mathapati

Abstract:

Power transformer is a vital element in a power system as it continuously regulates power flow, maintaining good voltage regulation. The working of transformer much depends on the oil insulation, the oil insulation also decides the aging of transformer and hence its reliability. The mineral oil based liquid insulation is globally accepted for power transformer insulation; however it is potentially hazardous due to its non-biodegradability. In this work efficient alternative biodegradable insulating fluid is presented as a replacement to conventional mineral oil. Dielectric tests are performed as distinct alternating fluid to evaluate the suitability for transformer insulation. The selection of the distinct natural esters for an insulation system is carried out by the laboratory investigation of Breakdown voltage, Oxidation stability, Dissipation factor, Permittivity, Viscosity, Flash and Fire point. It is proposed to study and characterize the properties of natural esters to be used in power transformer. Therefore for the investigation of the dielectric behavior rice bran oil, sesame oil, and sunflower oil are considered for the study. The investigated results have been compared with the mineral oil to validate the dielectric behavior of natural esters.

Keywords: Alternative insulating fluid, dielectric properties, natural esters, power transformers.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 638

Authors: Leo Galambos

Abstract:

The majority of today's IR systems base the IR task on two main processes: indexing and searching. There exists a special group of dynamic IR systems where both processes (indexing and searching) happen simultaneously; such a system discards obsolete information, simultaneously dealing with the insertion of new in¬formation, while still answering user queries. In these dynamic, time critical text document databases, it is often important to modify index structures quickly, as documents arrive. This paper presents a method for dynamization which may be used for this task. Experimental results show that the dynamization process is possible and that it guarantees the response time for the query operation and index actualization.

Keywords: Search engine, inverted file, index management.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1343

Authors: Mehrdad N. Khajavi, Abbas Hosseini, N.Bani Mostafa

Abstract:

In this paper two different Antilock braking system (ABS) are simulated and compared. One is the ordinary hydraulic ABS system which we call it ABS and the other is Electromagnetic Antilock braking system which is called (EMABS) the basis of performance of an EMABS is based upon Electromagnetic force. In this system there is no need to use servo hydraulic booster which are used in ABS system. In EMABS to generate the desired force we have use a magnetic relay which works with an input voltage through an air gap (g). The generated force will be amplified by the relay arm, and is applied to the brake shoes and thus the braking torque is generated. The braking torque is proportional to the applied electrical voltage E. to adjust the braking torque it is only necessary to regulate the electrical voltage E which is very faster and has a much smaller time constant T than the ABS system. The simulations of these two different ABS systems are done with MATLAB/SIMULINK software and the superiority of the EMABS has been shown.

Keywords: ABS, EMABS, ECU

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1342

Authors: S. A. Gayvoronsky, T. A. Ezangina

Abstract:

The robust control system objects with interval- undermined parameters is considers in this paper. Initial information about the system is its characteristic polynomial with interval coefficients. On the basis of coefficient estimations of quality indices and criterion of the maximum stability degree, the methods of synthesis of a robust regulator parametric is developed. The example of the robust stabilization system synthesis of the rope tension is given in this article.

Keywords: An interval polynomial, controller synthesis, analysis of quality factors, maximum degree of stability, robust degree of stability, robust oscillation, system accuracy.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1554

Authors: Nima Farkhondeh Jahromi, George Papaefthymiou, Lou van der Sluis

Abstract:

The incorporation of renewable energy sources for the sustainable electricity production is undertaking a more prominent role in electric power systems. Thus, it will be an indispensable incident that the characteristics of future power networks, their prospective stability for instance, get influenced by the imposed features of sustainable energy sources. One of the distinctive attributes of the sustainable energy sources is exhibiting the stochastic behavior. This paper investigates the impacts of this stochastic behavior on the small disturbance rotor angle stability in the upcoming electric power networks. Considering the various types of renewable energy sources and the vast variety of system configurations, the sensitivity analysis can be an efficient breakthrough towards generalizing the effects of new energy sources on the concept of stability. In this paper, the definition of small disturbance angle stability for future power systems and the iterative-stochastic way of its analysis are presented. Also, the effects of system parameters on this type of stability are described by performing a sensitivity analysis for an electric power test system.

Keywords: Power systems stability, Renewable energy sources, Stochastic behavior, Small disturbance rotor angle stability.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2039

Authors: Changju Lee, Seungmo Ku, Sondo Kim, Woojin Chang

Abstract:

How to detecting financial bubble? Addressing this simple question has been the focus of a vast amount of empirical research spanning almost half a century. However, financial bubble is hard to observe and varying over the time; there needs to be more research on this area. In this paper, we used abnormal difference between common stocks price and those preferred stocks price to explain financial bubble. First, we proposed the ‘W-index’ which indicates spread between common stocks and those preferred stocks in stock market. Second, to prove that this ‘W-index’ is valid for measuring financial bubble, we showed that there is an inverse relationship between this ‘W-index’ and S&P500 rate of return. Specifically, our hypothesis is that when ‘W-index’ is comparably higher than other periods, financial bubbles are added up in stock market and vice versa; according to our hypothesis, if investors made long term investments when ‘W-index’ is high, they would have negative rate of return; however, if investors made long term investments when ‘W-index’ is low, they would have positive rate of return. By comparing correlation values and adjusted R-squared values of between W-index and S&P500 return, VIX index and S&P500 return, and TED index and S&P500 return, we showed only W-index has significant relationship between S&P500 rate of return. In addition, we figured out how long investors should hold their investment position regard the effect of financial bubble. Using this W-index, investors could measure financial bubble in the market and invest with low risk.

Keywords: Financial bubbles, detection, preferred stocks, pairs trading, future return, forecast.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1089

Authors: Takeru YOKOI, Hidekazu YANAGIMOTO, Sigeru OMATU

Abstract:

We have proposed an information filtering system using index word selection from a document set based on the topics included in a set of documents. This method narrows down the particularly characteristic words in a document set and the topics are obtained by Sparse Non-negative Matrix Factorization. In information filtering, a document is often represented with the vector in which the elements correspond to the weight of the index words, and the dimension of the vector becomes larger as the number of documents is increased. Therefore, it is possible that useless words as index words for the information filtering are included. In order to address the problem, the dimension needs to be reduced. Our proposal reduces the dimension by selecting index words based on the topics included in a document set. We have applied the Sparse Non-negative Matrix Factorization to the document set to obtain these topics. The filtering is carried out based on a centroid of the learning document set. The centroid is regarded as the user-s interest. In addition, the centroid is represented with a document vector whose elements consist of the weight of the selected index words. Using the English test collection MEDLINE, thus, we confirm the effectiveness of our proposal. Hence, our proposed selection can confirm the improvement of the recommendation accuracy from the other previous methods when selecting the appropriate number of index words. In addition, we discussed the selected index words by our proposal and we found our proposal was able to select the index words covered some minor topics included in the document set.

Keywords: Information Filtering, Sparse NMF, Index wordSelection, User Profile, Chi-squared Measure

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1412

Authors: R.K. Behera, S.Behera

Abstract:

In a wind power generator using doubly fed induction generator (DFIG), the three-phase pulse width modulation (PWM) voltage source converter (VSC) is used as grid side converter (GSC) and rotor side converter (RSC). The standard linear control laws proposed for GSC provides not only instablity against comparatively large-signal disturbances, but also the problem of stability due to uncertainty of load and variations in parameters. In this paper, a nonlinear controller is designed for grid side converter (GSC) of a DFIG for wind power application. The nonlinear controller is designed based on the input-output feedback linearization control method. The resulting closed-loop system ensures a sufficient stability region, make robust to variations in circuit parameters and also exhibits good transient response. Computer simulations and experimental results are presented to confirm the effectiveness of the proposed control strategy.

Keywords: Doubly fed Induction Generator, grid side converter, machine side converter, dc link, feedback linearization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2086

Authors: Yash Pal, A.Swarup, Bhim Singh

Abstract:

This paper presents a novel control strategy of a threephase four-wire Unified Power Quality (UPQC) for an improvement in power quality. The UPQC is realized by integration of series and shunt active power filters (APFs) sharing a common dc bus capacitor. The shunt APF is realized using a thee-phase, four leg voltage source inverter (VSI) and the series APF is realized using a three-phase, three leg VSI. A control technique based on unit vector template technique (UTT) is used to get the reference signals for series APF, while instantaneous sequence component theory (ISCT) is used for the control of Shunt APF. The performance of the implemented control algorithm is evaluated in terms of power-factor correction, load balancing, neutral source current mitigation and mitigation of voltage and current harmonics, voltage sag and swell in a three-phase four-wire distribution system for different combination of linear and non-linear loads. In this proposed control scheme of UPQC, the current/voltage control is applied over the fundamental supply currents/voltages instead of fast changing APFs currents/voltages, there by reducing the computational delay and the required sensors. MATLAB/Simulink based simulations are obtained, which support the functionality of the UPQC. MATLAB/Simulink based simulations are obtained, which support the functionality of the UPQC.

Keywords: Power Quality, UPQC, Harmonics, Load Balancing, Power Factor Correction, voltage harmonic mitigation, currentharmonic mitigation, voltage sag, swell

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2227

Authors: Qingqing Wang, Baocheng Chen, Shouming Zhong

Abstract:

This paper deals with the problem of stability of neural networks with leakage, discrete and distributed delays. A new Lyapunov functional which contains some new double integral terms are introduced. By using appropriate model transformation that shifts the considered systems into the neutral-type time-delay system, and by making use of some inequality techniques, delay-dependent criteria are developed to guarantee the stability of the considered system. Finally, numerical examples are provided to illustrate the usefulness of the proposed main results.

Keywords: Neural networks, Stability, Time-varying delays, Linear matrix inequality.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1583