Gamma stochastic volatility models

This paper presents gamma stochastic volatility models and investigates its distributional and time series properties. The parameter estimators obtained by the method of moments are shown analytically to be consistent and asymptotically normal. The simulation results indicate that the estimators behave well. The insample analysis shows that return models with gamma autoregressive stochastic volatility processes capture the leptokurtic nature of return distributions and the slowly decaying autocorrelation functions of squared stock index returns for the USA and UK. In comparison with GARCH and EGARCH models, the gamma autoregressive model picks up the persistence in volatility for the US and UK index returns but not the volatility persistence for the Canadian and Japanese index returns. The out-of-sample analysis indicates that the gamma autoregressive model has a superior volatility forecasting performance compared to GARCH and EGARCH models.

High power N2 laser with a modified gas flow system and discharge geometry

A high power Nz laser of the double-Blumlein type having a modified gas flow system, electrode configuration, and discharge geometry with minimum inductance is described. By incorporating a triggere’d-pressurized spark gap switch, arc-free operation was achieved for a wide E/P range. The device gives a peak power in excess of 700 kW with a FWHM of 3 ns and an efficiency of 0.51%, which is remarkably high for a pulsed nitrogen laser system. The dependence of output power on parameters such as operating pressure, voltage, and repetition rate are discussed.

Optimization of Two Stage Process for the Growth of In2S3 , CuInSe2 and CuIn (Sel-xSx)2Thin Films for Solar Cell Application

Two stage processes consisting of precursor preparation by thermal evaporation followed by chalcogenisation in the required atmosphere is found to be a feasible technique for the PV materials such as n-Beta In2S3, p-CulnSe2, p-CulnS2 and p-CuIn(Sel_xSx)2. The growth parameters such as chalcogenisation temperature and duration of chalcogenisation etc have been optimised in the present study.Single phase Beta-In2S3 thin films can be obtained by sulfurising the indium films above 300°C for 45 minutes. Low sulfurisation temperatures required prolonged annealing after the sulfurisation to obtain single phase Beta-1n2S3, which resulted in high material loss. The maximum band gap of 2.58 eV was obtained for the nearly stoichiometric Beta-In2S3 film which was sulfurised at 350°C. This wider band gap, n type Beta-In2S3 can be used as an alternative to toxic CdS as window layer in photovoltaics .The systematic study on the structural optical and electrical properties of CuInSe2 films by varying the process parameters such as the duration of selenization and the selenization temperature led to the conclusion that for the growth of single-phase CuInSe2, the optimum selenization temperature is 350°C and duration is 3 hours. The presence of some binary phases in films for shorter selenization period and lower selenization temperature may be due to the incomplete reaction and indium loss. Optical band gap energy of 1.05 eV obtained for the films under the optimum condition.In order to obtain a closer match to the solar spectrum it is desirable to increase the band gap of the CulnSe2 by a few meV . Further research works were carried out to produce graded band gap CuIn(Se,S)2 absorber films by incorporation of sulfur into CuInSe2. It was observed that when the CulnSe2 prepared by two stage process were post annealed in sulfur atmosphere, the sulfur may be occupying the interstitial positions or forming a CuInS2 phase along with CuInSe2 phase. The sulfur treatment during the selenization process OfCu11 ln9 precursors resulted in Culn (Se,S)2 thin films. A band gap of 1.38 eV was obtained for the CuIn(Se,S)2.The optimised thin films n-beta 1n2S3, p-CulnSe2 and p-Culn(Sel-xSx)2 can be used for fabrication of polycrystalline solar cells.

Analysis and Optimization of Machining Process Using Evolutionary Algorithms

To ensure quality of machined products at minimum machining costs and maximum machining effectiveness, it is very important to select optimum parameters when metal cutting machine tools are employed. Traditionally, the experience of the operator plays a major role in the selection of optimum metal cutting conditions. However, attaining optimum values each time by even a skilled operator is difficult. The non-linear nature of the machining process has compelled engineers to search for more effective methods to attain optimization. The design objective preceding most engineering design activities is simply to minimize the cost of production or to maximize the production efficiency. The main aim of research work reported here is to build robust optimization algorithms by exploiting ideas that nature has to offer from its backyard and using it to solve real world optimization problems in manufacturing processes.In this thesis, after conducting an exhaustive literature review, several optimization techniques used in various manufacturing processes have been identified. The selection of optimal cutting parameters, like depth of cut, feed and speed is a very important issue for every machining process. Experiments have been designed using Taguchi technique and dry turning of SS420 has been performed on Kirlosker turn master 35 lathe. Analysis using S/N and ANOVA were performed to find the optimum level and percentage of contribution of each parameter. By using S/N analysis the optimum machining parameters from the experimentation is obtained.Optimization algorithms begin with one or more design solutions supplied by the user and then iteratively check new design solutions, relative search spaces in order to achieve the true optimum solution. A mathematical model has been developed using response surface analysis for surface roughness and the model was validated using published results from literature.Methodologies in optimization such as Simulated annealing (SA), Particle Swarm Optimization (PSO), Conventional Genetic Algorithm (CGA) and Improved Genetic Algorithm (IGA) are applied to optimize machining parameters while dry turning of SS420 material. All the above algorithms were tested for their efficiency, robustness and accuracy and observe how they often outperform conventional optimization method applied to difficult real world problems. The SA, PSO, CGA and IGA codes were developed using MATLAB. For each evolutionary algorithmic method, optimum cutting conditions are provided to achieve better surface finish.The computational results using SA clearly demonstrated that the proposed solution procedure is quite capable in solving such complicated problems effectively and efficiently. Particle Swarm Optimization (PSO) is a relatively recent heuristic search method whose mechanics are inspired by the swarming or collaborative behavior of biological populations. From the results it has been observed that PSO provides better results and also more computationally efficient.Based on the results obtained using CGA and IGA for the optimization of machining process, the proposed IGA provides better results than the conventional GA. The improved genetic algorithm incorporating a stochastic crossover technique and an artificial initial population scheme is developed to provide a faster search mechanism. Finally, a comparison among these algorithms were made for the specific example of dry turning of SS 420 material and arriving at optimum machining parameters of feed, cutting speed, depth of cut and tool nose radius for minimum surface roughness as the criterion. To summarize, the research work fills in conspicuous gaps between research prototypes and industry requirements, by simulating evolutionary procedures seen in nature that optimize its own systems.

Reinforcement Learning Approaches to Power System Scheduling

One major component of power system operation is generation scheduling. The objective of the work is to develop efficient control strategies to the power scheduling problems through Reinforcement Learning approaches. The three important active power scheduling problems are Unit Commitment, Economic Dispatch and Automatic Generation Control. Numerical solution methods proposed for solution of power scheduling are insufficient in handling large and complex systems. Soft Computing methods like Simulated Annealing, Evolutionary Programming etc., are efficient in handling complex cost functions, but find limitation in handling stochastic data existing in a practical system. Also the learning steps are to be repeated for each load demand which increases the computation time.Reinforcement Learning (RL) is a method of learning through interactions with environment. The main advantage of this approach is it does not require a precise mathematical formulation. It can learn either by interacting with the environment or interacting with a simulation model. Several optimization and control problems have been solved through Reinforcement Learning approach. The application of Reinforcement Learning in the field of Power system has been a few. The objective is to introduce and extend Reinforcement Learning approaches for the active power scheduling problems in an implementable manner. The main objectives can be enumerated as:(i) Evolve Reinforcement Learning based solutions to the Unit Commitment Problem.(ii) Find suitable solution strategies through Reinforcement Learning approach for Economic Dispatch. (iii) Extend the Reinforcement Learning solution to Automatic Generation Control with a different perspective. (iv) Check the suitability of the scheduling solutions to one of the existing power systems.First part of the thesis is concerned with the Reinforcement Learning approach to Unit Commitment problem. Unit Commitment Problem is formulated as a multi stage decision process. Q learning solution is developed to obtain the optimwn commitment schedule. Method of state aggregation is used to formulate an efficient solution considering the minimwn up time I down time constraints. The performance of the algorithms are evaluated for different systems and compared with other stochastic methods like Genetic Algorithm.Second stage of the work is concerned with solving Economic Dispatch problem. A simple and straight forward decision making strategy is first proposed in the Learning Automata algorithm. Then to solve the scheduling task of systems with large number of generating units, the problem is formulated as a multi stage decision making task. The solution obtained is extended in order to incorporate the transmission losses in the system. To make the Reinforcement Learning solution more efficient and to handle continuous state space, a fimction approximation strategy is proposed. The performance of the developed algorithms are tested for several standard test cases. Proposed method is compared with other recent methods like Partition Approach Algorithm, Simulated Annealing etc.As the final step of implementing the active power control loops in power system, Automatic Generation Control is also taken into consideration.Reinforcement Learning has already been applied to solve Automatic Generation Control loop. The RL solution is extended to take up the approach of common frequency for all the interconnected areas, more similar to practical systems. Performance of the RL controller is also compared with that of the conventional integral controller.In order to prove the suitability of the proposed methods to practical systems, second plant ofNeyveli Thennal Power Station (NTPS IT) is taken for case study. The perfonnance of the Reinforcement Learning solution is found to be better than the other existing methods, which provide the promising step towards RL based control schemes for practical power industry.Reinforcement Learning is applied to solve the scheduling problems in the power industry and found to give satisfactory perfonnance. Proposed solution provides a scope for getting more profit as the economic schedule is obtained instantaneously. Since Reinforcement Learning method can take the stochastic cost data obtained time to time from a plant, it gives an implementable method. As a further step, with suitable methods to interface with on line data, economic scheduling can be achieved instantaneously in a generation control center. Also power scheduling of systems with different sources such as hydro, thermal etc. can be looked into and Reinforcement Learning solutions can be achieved.

Spray Pyrolysed Tin Chalcogenide Thin Films: Optimization of optoelectronic properties of SnS for possible photovoltaic application as an absorber layer

In the early 19th century, industrial revolution was fuelled mainly by the development of machine based manufacturing and the increased use of coal. Later on, the focal point shifted to oil, thanks to the mass-production technology, ease of transport/storage and also the (less) environmental issues in comparison with the coal!! By the dawn of 21st century, due to the depletion of oil reserves and pollution resulting from heavy usage of oil the demand for clean energy was on the rising edge. This ever growing demand has propelled research on photovoltaics which has emerged successful and is currently being looked up to as the only solace for meeting our present day energy requirements. The proven PV technology on commercial scale is based on silicon but the recent boom in the demand for photovoltaic modules has in turn created a shortage in supply of silicon. Also the technology is still not accessible to common man. This has onset the research and development work on moderately efficient, eco-friendly and low cost photovoltaic devices (solar cells). Thin film photovoltaic modules have made a breakthrough entry in the PV market on these grounds. Thin films have the potential to revolutionize the present cost structure of solar cells by eliminating the use of the expensive silicon wafers that alone accounts for above 50% of total module manufacturing cost.Well developed thin film photovoltaic technologies are based on amorphous silicon, CdTe and CuInSe2. However the cell fabrication process using amorphous silicon requires handling of very toxic gases (like phosphene, silane and borane) and costly technologies for cell fabrication. In the case of other materials too, there are difficulties like maintaining stoichiometry (especially in large area films), alleged environmental hazards and high cost of indium. Hence there is an urgent need for the development of materials that are easy to prepare, eco-friendly and available in abundance. The work presented in this thesis is an attempt towards the development of a cost-effective, eco-friendly material for thin film solar cells using simple economically viable technique. Sn-based window and absorber layers deposited using Chemical Spray Pyrolysis (CSP) technique have been chosen for the purpose

GA-based Optimization of a Fourth-order Sigma-delta Modulator for WLAN

Over-sampling sigma-delta analogue-to-digital converters (ADCs) are one of the key building blocks of state of the art wireless transceivers. In the sigma-delta modulator design the scaling coefficients determine the overall signal-to-noise ratio. Therefore, selecting the optimum value of the coefficient is very important. To this end, this paper addresses the design of a fourthorder multi-bit sigma-delta modulator for Wireless Local Area Networks (WLAN) receiver with feed-forward path and the optimum coefficients are selected using genetic algorithm (GA)- based search method. In particular, the proposed converter makes use of low-distortion swing suppression SDM architecture which is highly suitable for low oversampling ratios to attain high linearity over a wide bandwidth. The focus of this paper is the identification of the best coefficients suitable for the proposed topology as well as the optimization of a set of system parameters in order to achieve the desired signal-to-noise ratio. GA-based search engine is a stochastic search method which can find the optimum solution within the given constraints.