981 resultados para optimal hedge ratio


Relevância:

20.00% 20.00%

Publicador:

Resumo:

This study compared the performance of a local and three robust optimality criteria in terms of the standard error for a one-parameter and a two-parameter nonlinear model with uncertainty in the parameter values. The designs were also compared in conditions where there was misspecification in the prior parameter distribution. The impact of different correlation between parameters on the optimal design was examined in the two-parameter model. The designs and standard errors were solved analytically whenever possible and numerically otherwise.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Computational Fluid Dynamics (CFD) simulations are widely used in mechanical engineering. Although achieving a high level of confidence in numerical modelling is of crucial importance in the field of turbomachinery, verification and validation of CFD simulations are very tricky especially for complex flows encountered in radial turbines. Comprehensive studies of radial machines are available in the literature. Unfortunately, none of them include enough detailed geometric data to be properly reproduced and so cannot be considered for academic research and validation purposes. As a consequence, design improvements of such configurations are difficult. Moreover, it seems that well-developed analyses of radial turbines are used in commercial software but are not available in the open literature especially at high pressure ratios. It is the purpose of this paper to provide a fully open set of data to reproduce the exact geometry of the high pressure ratio single stage radial-inflow turbine used in the Sundstrand Power Systems T-100 Multipurpose Small Power Unit. First, preliminary one-dimensional meanline design and analysis are performed using the commercial software RITAL from Concepts-NREC in order to establish a complete reference test case available for turbomachinery code validation. The proposed design of the existing turbine is then carefully and successfully checked against the geometrical and experimental data partially published in the literature. Then, three-dimensional Reynolds-Averaged Navier-Stokes simulations are conducted by means of the Axcent-PushButton CFDR CFD software. The effect of the tip clearance gap is investigated in detail for a wide range of operating conditions. The results confirm that the 3D geometry is correctly reproduced. It also reveals that the turbine is shocked while designed to give a high-subsonic flow and highlight the importance of the diffuser.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

In this paper, we propose a novel slotted hybrid cooperative protocol named the sequential slotted amplify-decodeand-forward (SADF) protocol and evaluate its performance in terms of diversity-multiplexing trade-off (DMT). The relays between the source and destination are divided into two different groups and each relay either amplifies or decodes the received signal. We first compute the optimal DMT of the proposed protocol with the assumption of perfect decoding at the DF relays. We then derive the DMT closed-form expression of the proposed sequential-SADF and obtain the proximity gain bound for achieving the optimal DMT. With the proximity gain bound, we then found the distance ratio to achieve the optimal DMT performance. Simulation result shows that the proposed protocol with high proximity gain outperforms other cooperative communication protocols in high SNR regime.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

This paper proposes the use of Bayesian approaches with the cross likelihood ratio (CLR) as a criterion for speaker clustering within a speaker diarization system, using eigenvoice modeling techniques. The CLR has previously been shown to be an effective decision criterion for speaker clustering using Gaussian mixture models. Recently, eigenvoice modeling has become an increasingly popular technique, due to its ability to adequately represent a speaker based on sparse training data, as well as to provide an improved capture of differences in speaker characteristics. The integration of eigenvoice modeling into the CLR framework to capitalize on the advantage of both techniques has also been shown to be beneficial for the speaker clustering task. Building on that success, this paper proposes the use of Bayesian methods to compute the conditional probabilities in computing the CLR, thus effectively combining the eigenvoice-CLR framework with the advantages of a Bayesian approach to the diarization problem. Results obtained on the 2002 Rich Transcription (RT-02) Evaluation dataset show an improved clustering performance, resulting in a 33.5% relative improvement in the overall Diarization Error Rate (DER) compared to the baseline system.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Ocean gliders constitute an important advance in the highly demanding ocean monitoring scenario. Their effciency, endurance and increasing robustness make these vehicles an ideal observing platform for many long term oceanographic applications. However, they have proved to be also useful in the opportunis-tic short term characterization of dynamic structures. Among these, mesoscale eddies are of particular interest due to the relevance they have in many oceano-graphic processes.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Power system stabilizer (PSS) is one of the most important controllers in modern power systems for damping low frequency oscillations. Many efforts have been dedicated to design the tuning methodologies and allocation techniques to obtain optimal damping behaviors of the system. Traditionally, it is tuned mostly for local damping performance, however, in order to obtain a globally optimal performance, the tuning of PSS needs to be done considering more variables. Furthermore, with the enhancement of system interconnection and the increase of system complexity, new tools are required to achieve global tuning and coordination of PSS to achieve optimal solution in a global meaning. Differential evolution (DE) is a recognized as a simple and powerful global optimum technique, which can gain fast convergence speed as well as high computational efficiency. However, as many other evolutionary algorithms (EA), the premature of population restricts optimization capacity of DE. In this paper, a modified DE is proposed and applied for optimal PSS tuning of 39-Bus New-England system. New operators are introduced to reduce the probability of getting premature. To investigate the impact of system conditions on PSS tuning, multiple operating points will be studied. Simulation result is compared with standard DE and particle swarm optimization (PSO).

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The well-established under-frequency load shedding (UFLS) is deemed to be the last of effective remedial measures against a severe frequency decline of a power system. With the ever-increasing size of power systems and the extensive penetration of distributed generators (DGs) in power systems, the problem of developing an optimal UFLS strategy is facing some new challenges. Given this background, an optimal UFLS strategy for a distribution system with DGs and load static characteristics taken into consideration is developed. Based on the frequency and the rate of change of frequency, the presented strategy consists of several basic rounds and a special round. In the basic round, the frequency emergency can be alleviated by quickly shedding some loads. In the special round, the frequency security can be maintained, and the operating parameters of the distribution system can be optimized by adjusting the output powers of DGs and some loads. The modified IEEE 37-node test feeder is employed to demonstrate the essential features of the developed optimal UFLS strategy in the MATLAB/SIMULINK environment.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The selection of optimal camera configurations (camera locations, orientations etc.) for multi-camera networks remains an unsolved problem. Previous approaches largely focus on proposing various objective functions to achieve different tasks. Most of them, however, do not generalize well to large scale networks. To tackle this, we introduce a statistical formulation of the optimal selection of camera configurations as well as propose a Trans-Dimensional Simulated Annealing (TDSA) algorithm to effectively solve the problem. We compare our approach with a state-of-the-art method based on Binary Integer Programming (BIP) and show that our approach offers similar performance on small scale problems. However, we also demonstrate the capability of our approach in dealing with large scale problems and show that our approach produces better results than 2 alternative heuristics designed to deal with the scalability issue of BIP.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Aims This research sought to determine optimal corn waste stream–based fermentation medium C and N sources and incubation time to maximize pigment production by an indigenous Indonesian Penicillium spp., as well as to assess pigment pH stability. Methods and Results A Penicillium spp. was isolated from Indonesian soil, identified as Penicillium resticulosum, and used to test the effects of carbon and nitrogen type and concentrations, medium pH, incubation period and furfural on biomass and pigment yield (PY) in a waste corncob hydrolysate basal medium. Maximum red PY (497·03 ± 55·13 mg l−1) was obtained with a 21 : 1 C : N ratio, pH 5·5–6·0; yeast extract-, NH4NO3-, NaNO3-, MgSO4·7H2O-, xylose- or carboxymethylcellulose (CMC)-supplemented medium and 12 days (25°C, 60–70% relative humidity, dark) incubation. C source, C, N and furfural concentration, medium pH and incubation period all influenced biomass and PY. Pigment was pH 2–9 stable. Conclusions Penicillium resticulosum demonstrated microbial pH-stable-pigment production potential using a xylose or CMC and N source, supplemented waste stream cellulose culture medium. Significance and Impact of the Study Corn derived, waste stream cellulose can be used as a culture medium for fungal pigment production. Such application provides a process for agricultural waste stream resource reuse for production of compounds in increasing demand.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

One of the primary desired capabilities of any future air traffic separation management system is the ability to provide early conflict detection and resolution effectively and efficiently. In this paper, we consider the risk of conflict as a primary measurement to be used for early conflict detection. This paper focuses on developing a novel approach to assess the impact of different measurement uncertainty models on the estimated risk of conflict. The measurement uncertainty model can be used to represent different sensor accuracy and sensor choices. Our study demonstrates the value of modelling measurement uncertainty in the conflict risk estimation problem and presents techniques providing a means of assessing sensor requirements to achieve desired conflict detection performance.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

In the decision-making of multi-area ATC (Available Transfer Capacity) in electricity market environment, the existing resources of transmission network should be optimally dispatched and coordinately employed on the premise that the secure system operation is maintained and risk associated is controllable. The non-sequential Monte Carlo simulation is used to determine the ATC probability density distribution of specified areas under the influence of several uncertainty factors, based on which, a coordinated probabilistic optimal decision-making model with the maximal risk benefit as its objective is developed for multi-area ATC. The NSGA-II is applied to calculate the ATC of each area, which considers the risk cost caused by relevant uncertainty factors and the synchronous coordination among areas. The essential characteristics of the developed model and the employed algorithm are illustrated by the example of IEEE 118-bus test system. Simulative result shows that, the risk of multi-area ATC decision-making is influenced by the uncertainties in power system operation and the relative importance degrees of different areas.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

A new optimal control model of the interactions between a growing tumour and the host immune system along with an immunotherapy treatment strategy is presented. The model is based on an ordinary differential equation model of interactions between the growing tu- mour and the natural killer, cytotoxic T lymphocyte and dendritic cells of the host immune system, extended through the addition of a control function representing the application of a dendritic cell treat- ment to the system. The numerical solution of this model, obtained from a multi species Runge–Kutta forward-backward sweep scheme, is described. We investigate the effects of varying the maximum al- lowed amount of dendritic cell vaccine administered to the system and find that control of the tumour cell population is best effected via a high initial vaccine level, followed by reduced treatment and finally cessation of treatment. We also found that increasing the strength of the dendritic cell vaccine causes an increase in the number of natural killer cells and lymphocytes, which in turn reduces the growth of the tumour.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Due to their small collecting volume diodes are commonly used in small field dosimetry. However the relative sensitivity of a diode increases with decreasing small field size. Conversely, small air gaps have been shown to cause a significant decrease in the sensitivity of a detector as the field size is decreased. Therefore this study uses Monte Carlo simulations to look at introducing air upstream to diodes such that they measure with a constant sensitivity across all field sizes in small field dosimetry. Varying thicknesses of air were introduced onto the upstream end of two commercial diodes (PTW 60016 photon diode and PTW 60017 electron diode), as well as a theoretical unenclosed silicon chip using field sizes as small as 5 mm × 5 mm . The metric D_(w,Q)/D_(Det,Q) used in this study represents the ratio of the dose to a point of water to the dose to the diode active volume, for a particular field size and location. The optimal thickness of air required to provide a constant sensitivity across all small field sizes was found by plotting D_(w,Q)/D_(Det,Q) as a function of introduced air gap size for various field sizes, and finding the intersection point of these plots. That is, the point at which D_(w,Q)/D_(Det,Q) was constant for all field sizes was found. The optimal thickness of air was calculated to be 3.3 mm, 1.15 mm and 0.10 mm for the photon diode, electron diode and unenclosed silicon chip respectively. The variation in these results was due to the different design of each detector. When calculated with the new diode design incorporating the upstream air gap, k_(Q_clin 〖,Q〗_msr)^(f_clin 〖,f〗_msr ) was equal to unity to within statistical uncertainty (0.5 %) for all three diodes. Cross-axis profile measurements were also improved with the new detector design. The upstream air gap could be implanted on the commercial diodes via a cap consisting of the air cavity surrounded by water equivalent material. The results for the unclosed silicon chip show that an ideal small field dosimetry diode could be created by using a silicon chip with a small amount of air above it.