Abstract: Generative Adversarial Net (GAN) has proved to be a powerful machine learning tool in image data analysis and generation. In this paper, we propose to use Conditional Generative Adversarial Net (CGAN) to learn and simulate time series data. The conditions include both categorical and continuous variables with different auxiliary information. Our simulation studies show that CGAN has the capability to learn different types of normal and heavy-tailed distributions, as well as dependent structures of different time series. It also has the capability to generate conditional predictive distributions consistent with training data distributions. We also provide an in-depth discussion on the rationale behind GAN and the neural networks as hierarchical splines to establish a clear connection with existing statistical methods of distribution generation. In practice, CGAN has a wide range of applications in market risk and counterparty risk analysis: it can be applied to learn historical data and generate scenarios for the calculation of Value-at-Risk (VaR) and Expected Shortfall (ES), and it can also predict the movement of the market risk factors. We present a real data analysis including a backtesting to demonstrate that CGAN can outperform Historical Simulation (HS), a popular method in market risk analysis to calculate VaR. CGAN can also be applied in economic time series modeling and forecasting. In this regard, we have included an example of hypothetical shock analysis for economic models and the generation of potential CCAR scenarios by CGAN at the end of the paper.
Abstract: This paper uses the analytic hierarchy process to study the execution effect of the minimum purchase price of grain in different regions and various grain crops. Firstly, for different regions, five indicators including grain yield, grain sown area, gross agricultural production, grain consumption price index, and disposable income of rural residents were selected to construct an evaluation index system. We collect data of six provinces including Hebei Province, Heilongjiang Province and Shandong Province from 2006 to 2017. Then, the judgment matrix is constructed, and the hierarchical single ordering and consistency test are carried out to determine the scoring standard for the minimum purchase price of grain. The ranking of the execution effect from high to low is: Heilongjiang Province, Shandong Province, Hebei Province, Guizhou Province, Shaanxi Province, and Guangdong Province. Secondly, taking Shandong Province as an example, we collect the relevant data of sown area and yield of cereals, beans, potatoes and other crops from 2006 to 2017. The weight of area and yield index is determined by expert scoring method. And the average sown area and yield of cereals, beans and potatoes in 2006-2017 were calculated, respectively. On this basis, according to the sum of products of weights and mean values, the execution effects of different grain crops are determined. It turns out that among the cereals, the minimum purchase price had the best execution effect on paddy, followed by wheat and finally maize. Moreover, among major categories of crops, cereals perform best, followed by beans and finally potatoes. Lastly, countermeasures are proposed for different regions, various categories of crops, and different crops of the same category.
Abstract: In this paper, we deal with the optimal I/O point location in an automated parking system. In this system, the S/R machine (storage and retrieve machine) travels independently in vertical and horizontal directions. Based on the characteristics of the parking system and the basic principle of AS/RS system (Automated Storage and Retrieval System), we obtain the continuous model in units of time. For the single command cycle using the randomized storage policy, we calculate the probability density function for the system travel time and thus we develop the travel time model. And we confirm that the travel time model shows a good performance by comparing with discrete case. Finally in this part, we establish the optimal model by minimizing the expected travel time model and it is shown that the optimal location of the I/O point is located at the middle of the left-hand above corner.
Abstract: In this paper, we mainly analyze an automated parking system where the storage and retrieval requests are performed by a tower crane. In this parking system, the S/R crane which is located at the middle of the bottom of the cylinder parking area can rotate in both clockwise and counterclockwise and three kinds of movements can be done simultaneously. We develop some mathematical travel time models for the single command cycle under the random storage assignment using the characteristics of this system. Finally, we compare these travel models with discrete case and it is shown that these travel models display a good satisfactory performance.
Abstract: The high energy density of hydrocarbon fuels creates a great opportunity to develop catalytic combustion based micro-power generation systems to meet increasing demands for micro-scale devices. In this work, the recent technological development progress in fundamental understanding of the catalytic combustion at micro-scales are reviewed. The underlying fundamental mechanisms, flame stability, hetero-homogeneous interaction, catalytic ignition, and catalytic reforming are reviewed in catalytic micro-scale combustion systems. Catalytic combustion and its design, diagnosis, and modeling operation are highlighted for micro-combustion application purpose; these fundamental aspects are reviewed. Finally, an overview of future studies is made. The primary objective of this review is to present an overview of the development of micro-power generators by focusing more on the advances and challenges in the fundamental understanding of the catalytic combustion at micro-scales.
Abstract: Transient simulation of the hydrogen-assisted self-ignition of propane-air mixtures were carried out in platinum-coated micro-channels from ambient cold-start conditions, using a two-dimensional model with reduced-order reaction schemes, heat conduction in the solid walls, convection and surface radiation heat transfer. The self-ignition behavior of hydrogen-propane mixed fuel is analyzed and compared with the heated feed case. Simulations indicate that hydrogen can successfully cause self-ignition of propane-air mixtures in catalytic micro-channels with a 0.2 mm gap size, eliminating the need for startup devices. The minimum hydrogen composition for propane self-ignition is found to be in the range of 0.8-2.8% (on a molar basis), and increases with increasing wall thermal conductivity, and decreasing inlet velocity or propane composition. Higher propane-air ratio results in earlier ignition. The ignition characteristics of hydrogen-assisted propane qualitatively resemble the selectively inlet feed preheating mode. Transient response of the mixed hydrogen- propane fuel reveals sequential ignition of propane followed by hydrogen. Front-end propane ignition is observed in all cases. Low wall thermal conductivities cause earlier ignition of the mixed hydrogen-propane fuel, subsequently resulting in low exit temperatures. The transient-state behavior of this micro-scale system is described, and the startup time and minimization of hydrogen usage are discussed.
Abstract: According to the demand of the power and
refrigeration industry, the theoretical and practical teachings of the
Thermal Energy and Power Engineering characteristic specialty in
china are studied. The teaching reform and practice of the Thermal
Energy and Power Engineering specialty have been carried out,
including construction and reform measures, teaching reform and
practice, features, and achievements. Proved by practices, the
theoretical and practical teaching effects are obvious. The study results
can provides certain reference experience for theoretical and practical
teachings of the related specialties in china.
Abstract: It is usually difficult for students to understand some
basic theories in learning thermal energy and power engineering
course. A new teaching method was proposed that we should introduce
the comparison research method of those theories to help them being
understood. “Homogeneous and heterogeneous catalysis” teaching is
analyzed as an example by comparison research method.