Abstract: The main aim of this paper is to develop and calibrate
an econometric model for modeling prices of long term electricity
futures contracts. The calibration of our model is performed on data
from EEX AG allowing us to capture the specific features of German
electricity market. The data sample contains several structural breaks
which have to be taken into account for modeling. We model the data
with an ARIMAX model which reveals high correlation between the
price of electricity futures contracts and prices of LT futures
contracts of fuels (namely coal, natural gas and crude oil). Besides
this, also a share price index of representative electricity companies
traded on Xetra, spread between 10Y and 1Y German bonds and
exchange rate between EUR and USD appeared to have significant
explanatory power over these futures contracts on EEX.
Abstract: We numerically study the three-dimensional
magnetohydrodynamics (MHD) stability of oscillatory natural
convection flow in a rectangular cavity, with free top surface, filled
with a liquid metal, having an aspect ratio equal to A=L/H=5, and
subjected to a transversal temperature gradient and a uniform
magnetic field oriented in x and z directions. The finite volume
method was used in order to solve the equations of continuity,
momentum, energy, and potential. The stability diagram obtained in
this study highlights the dependence of the critical value of the
Grashof number Grcrit , with the increase of the Hartmann number
Ha for two orientations of the magnetic field. This study confirms
the possibility of stabilization of a liquid metal flow in natural
convection by application of a magnetic field and shows that the
flow stability is more important when the direction of magnetic field
is longitudinal than when the direction is transversal.
Abstract: Recognizing behavioral patterns of financial markets
is essential for traders. Japanese candlestick chart is a common tool to
visualize and analyze such patterns in an economic time series. Since
the world was introduced to Japanese candlestick charting, traders
saw how combining this tool with intelligent technical approaches
creates a powerful formula for the savvy investors.
This paper propose a generalization to box counting method of
Grassberger-Procaccia, which is based on computing the correlation
dimension of Japanese candlesticks instead commonly used 'close'
points. The results of this method applied on several foreign
exchange rates vs. IRR (Iranian Rial). Satisfactorily show lower
chaotic dimension of Japanese candlesticks series than regular
Grassberger-Procaccia method applied merely on close points of
these same candles. This means there is some valuable information
inside candlesticks.
Abstract: Food and fibre production in arid and semi-arid regions has emerged as one of the major challenges for various socio-economic and political reasons such as the food security and self-sufficiency. Productive use of the renewable water resources has risen on top ofthe decision-making agenda. For this reason, efficient operation and maintenance of modern irrigation and drainage schemes become part and parcel and indispensible reality in agricultural policy making arena. The aim of this paper is to investigate the complexity of operating and maintaining such schemes, mainly focussing on challenges which enhance and opportunities that impedsustainable food and fibre production. The methodology involved using secondary data complemented byroutine observations and stakeholders views on issues that influence the O&M in the Dez command area. The SPSS program was used as an analytical framework for data analysis and interpretation.Results indicate poor application efficiency in most croplands, much of which is attributed to deficient operation of conveyance and distribution canals. These in turn, are reportedly linked to inadequate maintenance of the pumping stations and hydraulic structures like turnouts,flumes and other control systems particularly in the secondary and tertiary canals. Results show that the aforementioned deficiencies have been the major impediment to establishing regular flow toward the farm gates which subsequently undermine application efficiency and tillage operationsat farm level. Results further show that accumulative impact of such deficiencies has been the major causes of poorcrop yield and quality that deem production system in these croplands uneconomic. Results further show that the present state might undermine the sustainability of agricultural system in the command area. The overall conclusion being that present water management is unlikely to be responsive to challenges that the sector faces. And in the absence of coherent measures to shift the status quo situation in favour of more productive resource use, it would be hard to fulfil the objectives of the National Economic and Socio-cultural Development Plans.
Abstract: This paper proposes a way to track persons by making use of multiple non-overlapping cameras. Tracking persons on multiple non-overlapping cameras enables data communication among cameras through the network connection between a camera and a computer, while at the same time transferring human feature data captured by a camera to another camera that is connected via the network. To track persons with a camera and send the tracking data to another camera, the proposed system uses a hierarchical human model that comprises a head, a torso, and legs. The feature data of the person being modeled are transferred to the server, after which the server sends the feature data of the human model to the cameras connected over the network. This enables a camera that captures a person's movement entering its vision to keep tracking the recognized person with the use of the feature data transferred from the server.
Abstract: Design of Converter transformer insulation is a major
challenge. The insulation of these transformers is stressed by both
AC and DC voltages. Particle contamination is one of the major
problems in insulation structures, as they generate partial discharges
leading it to major failure of insulation. Similarly corona discharges
occur in transformer insulation. This partial discharge due to particle
movement / corona formation in insulation structure under different
voltage wave shapes, are different. In the present study, UHF
technique is adopted to understand the discharge activity and could
be realized that the characteristics of UHF signal generated under
low and high fields are different. In the case of corona generated
signal, the frequency content of the UHF sensor output lies in the
range 0.3-1.2 GHz and is not much varied except for its increase in
magnitude of discharge with the increase in applied voltage. It is
realized that the current signal injected due to partial
discharges/corona is about 4ns duration measured for first one half
cycle. Wavelet technique is adopted in the present study. It allows
one to identify the frequency content present in the signal at different
instant of time. The STD-MRA analysis helps one to identify the
frequency band in which the energy content of the UHF signal is
maximum.
Abstract: This paper presents an effective method for detecting vehicles in front of the camera-assisted car during nighttime driving. The proposed method detects vehicles based on detecting vehicle headlights and taillights using techniques of image segmentation and clustering. First, to effectively extract spotlight of interest, a segmentation process based on automatic multi-level threshold method is applied on the road-scene images. Second, to spatial clustering vehicle of detecting lamps, a grouping process based on light tracking and locating vehicle lighting patterns. For simulation, we are implemented through Da-vinci 7437 DSP board with near infrared mono-camera and tested it in the urban and rural roads. Through the test, classification performances are above 97% of true positive rate evaluated on real-time environment. Our method also has good performance in the case of clear, fog and rain weather.
Abstract: The performances of a thermoacoustic travelling-wave
refrigerator are presented. Developed in the frame of the European
project called THATEA, it is designed for providing 600 W at a
temperature of 233 K with an efficiency of 40 % relative to the
Carnot efficiency. This paper presents the device and the results of
the first measurements. For a cooling power of 210 W, a coefficient
of performance relative to Carnot of 30 % is achieved when the
refrigerator is coupled with an existing standing-wave engine.
Abstract: Microwave heating process has been developed about sixty years while measurement system has also progressed. Because of irradiation of high frequency of microwave, researchers have been utilized many costly technical instrument measuring parameters to evaluate the performance of microwave heating system. Therefore, this paper is intended to present an easier and feasible efficiency measurement method. It can help inspecting efficiency of microwave heating system with good accuracy, while the method can also give reference to optimizing procedure for microwave heating system for various load material
Abstract: In competitive electricity markets all over the world, an adoption of suitable transmission pricing model is a problem as transmission segment still operates as a monopoly. Transmission pricing is an important tool to promote investment for various transmission services in order to provide economic, secure and reliable electricity to bulk and retail customers. The nodal pricing based on SRMC (Short Run Marginal Cost) is found extremely useful by researchers for sending correct economic signals. The marginal prices must be determined as a part of solution to optimization problem i.e. to maximize the social welfare. The need to maximize the social welfare subject to number of system operational constraints is a major challenge from computation and societal point of views. The purpose of this paper is to present a nodal transmission pricing model based on SRMC by developing new mathematical expressions of real and reactive power marginal prices using GA-Fuzzy based optimal power flow framework. The impacts of selecting different social welfare functions on power marginal prices are analyzed and verified with results reported in literature. Network revenues for two different power systems are determined using expressions derived for real and reactive power marginal prices in this paper.
Abstract: Solid oxide fuel cells have been considered in the last years as one of the most promising technologies for very highefficiency electric energy generation from hydrogen or other hydrocarbons, both with simple fuel cell plants and with integrated gas turbine-fuel cell systems. In the present study, a detailed thermodynamic analysis has been carried out. Mass and exergy balances are performed not only for the whole plant but also for each component in order to evaluate the thermal efficiency of combined cycle. Moreover, different sources of irreversibilities within the SOFC stack have been discussed and a parametric study conducted to evaluate the effect of temperature as well as pressure on SOFC irreversibilities and its performance. In this investigation methane and hydrogen have been used for fueling the SOFC stack and combustion chamber.
Abstract: Support Vector Machine (SVM) is a statistical
learning tool that was initially developed by Vapnik in 1979 and later
developed to a more complex concept of structural risk minimization
(SRM). SVM is playing an increasing role in applications to
detection problems in various engineering problems, notably in
statistical signal processing, pattern recognition, image analysis, and
communication systems. In this paper, SVM was applied to the
detection of SAR (synthetic aperture radar) images in the presence of
partially developed speckle noise. The simulation was done for single
look and multi-look speckle models to give a complete overlook and
insight to the new proposed model of the SVM-based detector. The
structure of the SVM was derived and applied to real SAR images
and its performance in terms of the mean square error (MSE) metric
was calculated. We showed that the SVM-detected SAR images have
a very low MSE and are of good quality. The quality of the
processed speckled images improved for the multi-look model.
Furthermore, the contrast of the SVM detected images was higher
than that of the original non-noisy images, indicating that the SVM
approach increased the distance between the pixel reflectivity levels
(the detection hypotheses) in the original images.
Abstract: Collected data must be organized to be utilized efficiently, and hierarchical classification of data is efficient approach to organize data. When data is classified to multiple categories or annotated with a set of labels, users request multi-labeled data by giving a set of labels. There are several interpretations of the data expressed by a set of labels. This paper discusses which data is expressed by a set of labels by introducing orders for sets of labels and shows that there are four types of orders, which are characterized by whether the labels of expressed data includes every label of the given set of labels within the range of the set. Desirable properties of the orders, data is also expressed by the higher set of labels and different sets of labels express different data, are discussed for the orders.
Abstract: In this work, statistical experimental design was
applied for the optimization of medium constituents for Gentamicin
production by Micromsonospora echinospora subs pallida (MTCC
708) in a batch reactor and the results are compared with the ANN
predicted values. By central composite design, 50 experiments are
carried out for five test variables: Starch, Soya bean meal, K2HPO4,
CaCO3 and FeSO4. The optimum condition was found to be: Starch
(8.9,g/L), Soya bean meal (3.3 g/L), K2HPO4 (0.8 g/L), CaCO3 (4
g/L) and FeSO4 (0.03 g/L). At these optimized conditions, the yield
of gentamicin was found to be 1020 mg/L. The R2 values were found
to be 1 for ANN training set, 0.9953 for ANN test set, and 0.9286 for
RSM.
Abstract: Eight steel reinforced concrete beams (SRC), were
fabricated and tested under earthquake type cyclic loading. The
effectiveness of intermediate stiffeners, such as mid-span stiffener and
plastic hinge zone stiffeners, in enhancing composite action and
ductility of SRC beams was investigated. The effectiveness of
strengthened beam-to-column (SBC) and weakened beam-to-column
(WBC) connections in enhancing beam ductility was also studied. It
was found that: (1) All the specimens possessed fairly high flexural
ductility and were found adequate for structures in high seismic zones.
(2) WBC connections induced stress concentration which caused extra
damage to concrete near the flange tapering zone. This extra damage
inhibited the flexural strength development and the ductility of the
specimens with WBC connections to some extent. (3) Specimens with
SBC connections demonstrated higher flexural strength and ductility
compared to specimens with WBC connections. (4) The intermediate
stiffeners, especially combination of plastic hinge zone stiffener and
mid span stiffeners, have an obvious effect in enhancing the ductility
of the beams with SBC connection.
Abstract: This paper presents an information retrieval model on
XML documents based on tree matching. Queries and documents are
represented by extended trees. An extended tree is built starting from
the original tree, with additional weighted virtual links between each
node and its indirect descendants allowing to directly reach each
descendant. Therefore only one level separates between each node
and its indirect descendants. This allows to compare the user query
and the document with flexibility and with respect to the structural
constraints of the query. The content of each node is very important to
decide weither a document element is relevant or not, thus the content
should be taken into account in the retrieval process. We separate
between the structure-based and the content-based retrieval processes.
The content-based score of each node is commonly based on the
well-known Tf × Idf criteria. In this paper, we compare between
this criteria and another one we call Tf × Ief. The comparison
is based on some experiments into a dataset provided by INEX1 to
show the effectiveness of our approach on one hand and those of
both weighting functions on the other.
Abstract: Detection and recognition of the Human Body Composition and extraction their measures (width and length of human body) in images are a major issue in detecting objects and the important field in Image, Signal and Vision Computing in recent years. Finding people and extraction their features in Images are particularly important problem of object recognition, because people can have high variability in the appearance. This variability may be due to the configuration of a person (e.g., standing vs. sitting vs. jogging), the pose (e.g. frontal vs. lateral view), clothing, and variations in illumination. In this study, first, Human Body is being recognized in image then the measures of Human Body extract from the image.
Abstract: Use of the Internet and the World-Wide-Web
(WWW) has become widespread in recent years and mobile agent
technology has proliferated at an equally rapid rate. In this scenario
load balancing becomes important for P2P systems. Beside P2P
systems can be highly heterogeneous, i.e., they may consists of peers
that range from old desktops to powerful servers connected to
internet through high-bandwidth lines. There are various loads
balancing policies came into picture. Primitive one is Message
Passing Interface (MPI). Its wide availability and portability make it
an attractive choice; however the communication requirements are
sometimes inefficient when implementing the primitives provided by
MPI. In this scenario we use the concept of mobile agent because
Mobile agent (MA) based approach have the merits of high
flexibility, efficiency, low network traffic, less communication
latency as well as highly asynchronous. In this study we present
decentralized load balancing scheme using mobile agent technology
in which when a node is overloaded, task migrates to less utilized
nodes so as to share the workload. However, the decision of which
nodes receive migrating task is made in real-time by defining certain
load balancing policies. These policies are executed on PMADE (A
Platform for Mobile Agent Distribution and Execution) in
decentralized manner using JuxtaNet and various load balancing
metrics are discussed.
Abstract: In this paper, we consider a risk model involving two independent classes of insurance risks and random premium income. We assume that the premium income process is a Poisson Process, and the claim number processes are independent Poisson and generalized Erlang(n) processes, respectively. Both of the Gerber- Shiu functions with zero initial surplus and the probability generating functions (p.g.f.) of the Gerber-Shiu functions are obtained.
Abstract: The efficacy of the separate mixing of four tropical spicy and medicinal plant products: Dennettia tripetala Baker (pepper fruit), Eugenia aromatica Hook (clove), Piper guineense (Schum and Thonn) (black pepper) and Monodora myristica (Dunal) (African nut-meg) with a household vegetable oil was evaluated under tropical storage conditions for the control and reproductive performance of Dermestes maculatus (De Geer) (hide beetle) and Necroba rufipes (De Geer) (copra beetle) on African catfish, Clarias gariepinus (Burchell). Each of the plant materials was pulverized into powder and applied as a mix of 1ml of oil and plant powder at 2.5, 5.0, 7.5 and 10.0g per 100g of dried fish, and allowed to dry for 6h. Each of the four oil-mixed powder treatments evoked significant (P < 05) mortalities of the two insects compared with the control (oil only) at 1, 3 and 7 days post treatment. The oil-powder mixture dosages did not prevent insect egg hatchability but while the emergent larvae on the treated samples died, the emergent larvae in the control survived into adults. The application of oil-mixed powders effectively suppressed the emergence of the larvae of the beetles. Similarly, each of the oil-powder mixtures significantly reduced weight loss in smoked fish that were exposed to D. maculatus and N. rufipes when compared to the control (P < 05). The results of this study suggest that the plant powders rather than the domestic oil demonstrated protective ability against the fish beetles and confirm the efficacy of the plant products as pest control agents.