Forecasting Electricity Spot Price with Generalized Long Memory Modeling: Wavelet and Neural Network

This aims of this paper is to forecast the electricity spot prices. First, we focus on modeling the conditional mean of the series so we adopt a generalized fractional -factor Gegenbauer process (k-factor GARMA). Secondly, the residual from the -factor GARMA model has used as a proxy for the conditional variance; these residuals were predicted using two different approaches. In the first approach, a local linear wavelet neural network model (LLWNN) has developed to predict the conditional variance using the Back Propagation learning algorithms. In the second approach, the Gegenbauer generalized autoregressive conditional heteroscedasticity process (G-GARCH) has adopted, and the parameters of the k-factor GARMA-G-GARCH model has estimated using the wavelet methodology based on the discrete wavelet packet transform (DWPT) approach. The empirical results have shown that the k-factor GARMA-G-GARCH model outperform the hybrid k-factor GARMA-LLWNN model, and find it is more appropriate for forecasts.

Response Surface Based Optimization of Toughness of Hybrid Polyamide 6 Nanocomposites

Toughening of polyamide 6 (PA6)/ Nanoclay (NC) nanocomposites with styrene-ethylene/butadiene-styrene copolymer (SEBS) using maleated styrene-ethylene/butadiene-styrene copolymer (mSEBS)/ as a compatibilizer were investigated by blending them in a co-rotating twin-screw extruder. Response surface method of experimental design was used for optimizing the material and processing parameters. Effect of four factors, including SEBS, mSEBS and NC contents as material variables and order of mixing as a processing factor, on toughness of hybrid nanocomposites were studied. All the prepared samples showed ductile behavior and low temperature Izod impact toughness of some of the hybrid nanocomposites demonstrated 900% improvement compared to the PA6 matrix while the modulus showed maximum enhancement of 20% compared to the pristine PA6 resin.

Feasibility Investigation of Near Infrared Spectrometry for Particle Size Estimation of Nano Structures

Determination of nano particle size is substantial since the nano particle size exerts a significant effect on various properties of nano materials. Accordingly, proposing non-destructive, accurate and rapid techniques for this aim is of high interest. There are some conventional techniques to investigate the morphology and grain size of nano particles such as scanning electron microscopy (SEM), atomic force microscopy (AFM) and X-ray diffractometry (XRD). Vibrational spectroscopy is utilized to characterize different compounds and applied for evaluation of the average particle size based on relationship between particle size and near infrared spectra [1,4] , but it has never been applied in quantitative morphological analysis of nano materials. So far, the potential application of nearinfrared (NIR) spectroscopy with its ability in rapid analysis of powdered materials with minimal sample preparation, has been suggested for particle size determination of powdered pharmaceuticals. The relationship between particle size and diffuse reflectance (DR) spectra in near infrared region has been applied to introduce a method for estimation of particle size. Back propagation artificial neural network (BP-ANN) as a nonlinear model was applied to estimate average particle size based on near infrared diffuse reflectance spectra. Thirty five different nano TiO2 samples with different particle size were analyzed by DR-FTNIR spectrometry and the obtained data were processed by BP- ANN.