11 resultados para DYNAMIC PORTFOLIO SELECTION

em QUB Research Portal - Research Directory and Institutional Repository for Queen's University Belfast


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Dynamic economic load dispatch (DELD) is one of the most important steps in power system operation. Various optimisation algorithms for solving the problem have been developed; however, due to the non-convex characteristics and large dimensionality of the problem, it is necessary to explore new methods to further improve the dispatch results and minimise the costs. This article proposes a hybrid differential evolution (DE) algorithm, namely clonal selection-based differential evolution (CSDE), to solve the problem. CSDE is an artificial intelligence technique that can be applied to complex optimisation problems which are for example nonlinear, large scale, non-convex and discontinuous. This hybrid algorithm combines the clonal selection algorithm (CSA) as the local search technique to update the best individual in the population, which enhances the diversity of the solutions and prevents premature convergence in DE. Furthermore, we investigate four mutation operations which are used in CSA as the hyper-mutation operations. Finally, an efficient solution repair method is designed for DELD to satisfy the complicated equality and inequality constraints of the power system to guarantee the feasibility of the solutions. Two benchmark power systems are used to evaluate the performance of the proposed method. The experimental results show that the proposed CSDE/best/1 approach significantly outperforms nine other variants of CSDE and DE, as well as most other published methods, in terms of the quality of the solution and the convergence characteristics.

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Extreme states of matter such as Warm Dense Matter “WDM” and Dense Strongly Coupled Plasmas “DSCP” play a key role in many high energy density experiments, however creating WDM and DSCP in a manner that can be quantified is not readily feasible. In this paper, isochoric heating of matter by intense heavy ion beams in spherical symmetry is investigated for WDM and DSCP research: The heating times are long (100 ns), the samples are macroscopically large (mm-size) and the symmetry is advantageous for diagnostic purposes. A dynamic confinement scheme in spherical symmetry is proposed which allows even ion beam heating times that are long on the hydrodynamic time scale of the target response. A particular selection of low Z-target tamper and x-ray probe radiation parameters allows to identify the x-ray scattering from the target material and use it for independent charge state measurements Z* of the material under study.

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Contemporary medical science is reliant upon the rational selection and utilization of devices, and therefore, an increasing need has developed for in vitro systems aimed at replicating the conditions to which urological devices will be subjected to during their use in vivo. We report the development and validation of a novel continuous flow encrustation model based on the commercially available CDC biofilm reactor. Proteus mirabilis-induced encrustation formation on test biomaterial sections under varying experimental parameters was analyzed by X-ray diffraction, infrared- and Raman spectroscopy and by scanning electron microscopy. The model system produced encrusted deposits similar to those observed in archived clinical samples. Results obtained for the system are highly reproducible with encrustation being rapidly deposited on test biomaterial sections. This model will have utility in the rapid screening of encrustation behavior of biomaterials for use in urological applications. (C) 2010 Wiley Periodicals. Inc. J Biomed Mater Res Part B: Appl Biomater 93B: 128-140, 2010

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One of the outstanding issues in parallel computing is the selection of task granularity. This work proposes a solution to the task granularity problem by lowering the overhead of the task scheduler and as such supporting very fine-grain tasks. Using a combination of static (compile-time) scheduling and dynamic (run-time) scheduling, we aim to make scheduling decisions as fast as with static scheduling while retaining the dynamic load- balancing properties of fully dynamic scheduling. We present an example application and discuss the requirements on the compiler and runtime system to realize hybrid static/dynamic scheduling.

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This paper presents a study on the bond behaviour of FRP-concrete bonded joints under static and dynamic loadings, by developing a meso-scale finite element model using the K&C concrete damage model in LS-DYNA. A significant number of single shear experiments under static pull-off loading were modelled with an extensive parametric study covering key factors in the K&C model, including the crack band width, the compressive fracture energy and the shear dilatation factor. It is demonstrated that the developed model can satisfactorily simulate the static debonding behaviour, in terms of mesh objectivity, the load-carrying capacity and the local bond-slip behaviour, provided that proper consideration is given to the selection of crack band width and shear dilatation factor. A preliminary study of the effect of the dynamic loading rate on the debonding behaviour was also conducted by considering a dynamic increase factor (DIF) for the concrete strength as a function of strain rate. It is shown that a higher loading rate leads to a higher load-carrying capacity, a longer effective bond length, and a larger damaged area of concrete in the single shear loading scenario.

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Purpose The aim of this work was to examine, for amorphous solid dispersions, how the thermal analysis method selected impacts on the construction of thermodynamic phase diagrams, and to assess the predictive value of such phase diagrams in the selection of optimal, physically stable API-polymer compositions. Methods Thermodynamic phase diagrams for two API/polymer systems (naproxen/HPMC AS LF and naproxen/Kollidon 17 PF) were constructed from data collected using two different thermal analysis methods. The “dynamic” method involved heating the physical mixture at a rate of 1 &[deg]C/minute. In the "static" approach, samples were held at a temperature above the polymer Tg for prolonged periods, prior to scanning at 10 &[deg]C/minute. Subsequent to construction of phase diagrams, solid dispersions consisting of API-polymer compositions representative of different zones in the phase diagrams were spray dried and characterised using DSC, pXRD, TGA, FTIR, DVS and SEM. The stability of these systems was investigated under the following conditions: 25 &[deg]C, desiccated; 25 &[deg]C, 60 % RH; 40 &[deg]C, desiccated; 40 &[deg]C, 60 % RH. Results Endset depression occurred with increasing polymer volume fraction (Figure 1a). In conjunction with this data, Flory-Huggins and Gordon-Taylor theory were applied to construct thermodynamic phase diagrams (Figure 1b). The Flory-Huggins interaction parameter (&[chi]) for naproxen and HPMC AS LF was + 0.80 and + 0.72, for the dynamic and static methods respectively. For naproxen and Kollidon 17 PF, the dynamic data resulted in an interaction parameter of - 1.1 and the isothermal data produced a value of - 2.2. For both systems, the API appeared to be less soluble in the polymer when the dynamic approach was used. Stability studies of spray dried solid dispersions could be used as a means of validating the thermodynamic phase diagrams. Conclusion The thermal analysis method used to collate data has a deterministic effect on the phase diagram produced. This effect should be considered when constructing thermodynamic phase diagrams, as they can be a useful tool in predicting the stability of amorphous solid dispersions.

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This paper investigated using lip movements as a behavioural biometric for person authentication. The system was trained, evaluated and tested using the XM2VTS dataset, following the Lausanne Protocol configuration II. Features were selected from the DCT coefficients of the greyscale lip image. This paper investigated the number of DCT coefficients selected, the selection process, and static and dynamic feature combinations. Using a Gaussian Mixture Model - Universal Background Model framework an Equal Error Rate of 2.20% was achieved during evaluation and on an unseen test set a False Acceptance Rate of 1.7% and False Rejection Rate of 3.0% was achieved. This compares favourably with face authentication results on the same dataset whilst not being susceptible to spoofing attacks.

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As part of the ultrafast charge dynamics initiated by high intensity laser irradiations of solid targets,high amplitude EM pulses propagate away from the interaction point and are transported along anystalks and wires attached to the target. The propagation of these high amplitude pulses along a thinwire connected to a laser irradiated target was diagnosed via the proton radiography technique,measuring a pulse duration of 20 ps and a pulse velocity close to the speed of light. The strongelectric field associated with the EM pulse can be exploited for controlling dynamically the protonbeams produced from a laser-driven source. Chromatic divergence control of broadband laser drivenprotons (upto 75% reduction in divergence of >5 MeV protons) was obtained by winding the supportingwire around the proton beam axis to create a helical coil structure. In addition to providingfocussing and energy selection, the technique has the potential to post-accelerate the transiting protonsby the longitudinal component of the curved electric field lines produced by the helical coil lens.