The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The papers for publication in The International Journal of Engineering& Science are selected through rigorous peer reviews to ensure originality, timeliness, relevance, and readability.
Numerical approach for Hamilton-Jacobi equations on a network: application to...Guillaume Costeseque
The document describes a numerical approach for solving Hamilton-Jacobi equations on networks and its application to modeling traffic flow. It presents a Hamilton-Jacobi model for traffic flow on a network that views the network as a graph with edges and vertices. A numerical scheme is developed that discretizes the Hamilton-Jacobi equations in space and time and couples them at junction points using a maximum principle. Theoretical results proving gradient bounds, existence and uniqueness of solutions, and convergence of the numerical solution are also presented.
Arthur Charpentier presented on insurance segmentation and mutualization. He discussed how insurance works by pooling risks from many to cover the losses of few. Perfect information allows for precise pricing by risk factor, but imperfect information leads to some risks being under or over priced. Actuarial models aim to approximate true risk using observable variables, but cannot capture all risk differences. This leads insurers to segment risks, but too much segmentation reduces the benefits of pooling.
The document discusses limitations of Shannon entropy and computable measures. It describes an algorithm for creating a simple graph by iteratively adding nodes to maximize the number of "core nodes". The degree sequence of labeled nodes forms the Champernowne constant in base 10. The sequence of number of edges is a function of core and supportive nodes. Maximum entropy and algorithmic complexity principles are discussed. The Coding Theorem Method is introduced for computing the uncomputable. Computability mediates challenges in causality via algorithmic information theory. The Block Decomposition Method joins Shannon entropy and algorithmic complexity by allowing a tighter upper bound on complexity than analyzing parts separately. Examples are given of applying these methods.
Applying reinforcement learning to single and multi-agent economic problemsanucrawfordphd
This document discusses applying reinforcement learning techniques to economic problems. It provides an overview of reinforcement learning and how it can be used to learn optimal policies for problems modeled as Markov decision processes. As an example, it discusses how reinforcement learning can be applied to learn policies for single-agent and multi-agent water storage problems. It also describes some specific reinforcement learning algorithms like fitted Q-iteration that are well-suited for economic problems.
The document describes an algorithm for solving the single item profit maximizing capacitated lot-size problem (PCLSP) with fixed prices and no set-up costs. The algorithm works as follows:
1. Calculate the optimal "chase demand" solution without capacity constraints.
2. If this solution is feasible, it is optimal. Otherwise, identify periods where capacity is exceeded.
3. Produce as close as possible to the violating period to minimize total inventory. Move production earlier in periods until all constraints are satisfied.
Simple tests show the algorithm runs significantly faster than commercial solvers, making it useful for large problem instances or as a sub-routine in other applications.
A posteriori error estimation in an adaptive multidimensional parameterizatio...Mokhtar SELLAMI
The document discusses incorporating a posteriori error estimation into an adaptive multidimensional parameterization algorithm for solving inverse problems. It presents the direct and inverse groundwater flow problems, an adaptive parameterization method to reduce the number of parameters estimated, and the development of error estimators to improve the inverse problem resolution. It describes computing the error estimators, presents numerical tests comparing different refinement approaches, and outlines ongoing work to further enhance the simultaneous estimation of storage and transmissivity coefficients.
The International Journal of Engineering and Science (The IJES)theijes
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The papers for publication in The International Journal of Engineering& Science are selected through rigorous peer reviews to ensure originality, timeliness, relevance, and readability.
Numerical approach for Hamilton-Jacobi equations on a network: application to...Guillaume Costeseque
The document describes a numerical approach for solving Hamilton-Jacobi equations on networks and its application to modeling traffic flow. It presents a Hamilton-Jacobi model for traffic flow on a network that views the network as a graph with edges and vertices. A numerical scheme is developed that discretizes the Hamilton-Jacobi equations in space and time and couples them at junction points using a maximum principle. Theoretical results proving gradient bounds, existence and uniqueness of solutions, and convergence of the numerical solution are also presented.
Arthur Charpentier presented on insurance segmentation and mutualization. He discussed how insurance works by pooling risks from many to cover the losses of few. Perfect information allows for precise pricing by risk factor, but imperfect information leads to some risks being under or over priced. Actuarial models aim to approximate true risk using observable variables, but cannot capture all risk differences. This leads insurers to segment risks, but too much segmentation reduces the benefits of pooling.
The document discusses limitations of Shannon entropy and computable measures. It describes an algorithm for creating a simple graph by iteratively adding nodes to maximize the number of "core nodes". The degree sequence of labeled nodes forms the Champernowne constant in base 10. The sequence of number of edges is a function of core and supportive nodes. Maximum entropy and algorithmic complexity principles are discussed. The Coding Theorem Method is introduced for computing the uncomputable. Computability mediates challenges in causality via algorithmic information theory. The Block Decomposition Method joins Shannon entropy and algorithmic complexity by allowing a tighter upper bound on complexity than analyzing parts separately. Examples are given of applying these methods.
Applying reinforcement learning to single and multi-agent economic problemsanucrawfordphd
This document discusses applying reinforcement learning techniques to economic problems. It provides an overview of reinforcement learning and how it can be used to learn optimal policies for problems modeled as Markov decision processes. As an example, it discusses how reinforcement learning can be applied to learn policies for single-agent and multi-agent water storage problems. It also describes some specific reinforcement learning algorithms like fitted Q-iteration that are well-suited for economic problems.
The document describes an algorithm for solving the single item profit maximizing capacitated lot-size problem (PCLSP) with fixed prices and no set-up costs. The algorithm works as follows:
1. Calculate the optimal "chase demand" solution without capacity constraints.
2. If this solution is feasible, it is optimal. Otherwise, identify periods where capacity is exceeded.
3. Produce as close as possible to the violating period to minimize total inventory. Move production earlier in periods until all constraints are satisfied.
Simple tests show the algorithm runs significantly faster than commercial solvers, making it useful for large problem instances or as a sub-routine in other applications.
A posteriori error estimation in an adaptive multidimensional parameterizatio...Mokhtar SELLAMI
The document discusses incorporating a posteriori error estimation into an adaptive multidimensional parameterization algorithm for solving inverse problems. It presents the direct and inverse groundwater flow problems, an adaptive parameterization method to reduce the number of parameters estimated, and the development of error estimators to improve the inverse problem resolution. It describes computing the error estimators, presents numerical tests comparing different refinement approaches, and outlines ongoing work to further enhance the simultaneous estimation of storage and transmissivity coefficients.
The International Journal of Engineering and Science (The IJES)theijes
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The papers for publication in The International Journal of Engineering& Science are selected through rigorous peer reviews to ensure originality, timeliness, relevance, and readability.
The International Journal of Engineering and Science (The IJES)theijes
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The papers for publication in The International Journal of Engineering& Science are selected through rigorous peer reviews to ensure originality, timeliness, relevance, and readability.
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The papers for publication in The International Journal of Engineering& Science are selected through rigorous peer reviews to ensure originality, timeliness, relevance, and readability.
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The papers for publication in The International Journal of Engineering& Science are selected through rigorous peer reviews to ensure originality, timeliness, relevance, and readability.
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The papers for publication in The International Journal of Engineering& Science are selected through rigorous peer reviews to ensure originality, timeliness, relevance, and readability.
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The International Journal of Engineering and Science (The IJES)theijes
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The papers for publication in The International Journal of Engineering& Science are selected through rigorous peer reviews to ensure originality, timeliness, relevance, and readability.
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The papers for publication in The International Journal of Engineering& Science are selected through rigorous peer reviews to ensure originality, timeliness, relevance, and readability.
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The papers for publication in The International Journal of Engineering& Science are selected through rigorous peer reviews to ensure originality, timeliness, relevance, and readability.
The International Journal of Engineering and Science (The IJES)theijes
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The papers for publication in The International Journal of Engineering& Science are selected through rigorous peer reviews to ensure originality, timeliness, relevance, and readability.
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The papers for publication in The International Journal of Engineering& Science are selected through rigorous peer reviews to ensure originality, timeliness, relevance, and readability.
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The International Journal of Engineering and Science (The IJES)theijes
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The papers for publication in The International Journal of Engineering& Science are selected through rigorous peer reviews to ensure originality, timeliness, relevance, and readability.
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The papers for publication in The International Journal of Engineering& Science are selected through rigorous peer reviews to ensure originality, timeliness, relevance, and readability.
CVA In Presence Of Wrong Way Risk and Early Exercise - Chiara Annicchiarico, ...Michele Beretta
We will show how to calibrate the main parameter of the model and how we have used it in order to evaluate the CVA and the CVAW of a one derivative portfolio with the possibility of early exercise.
Network and risk spillovers: a multivariate GARCH perspectiveSYRTO Project
M. Billio, M. Caporin, L. Frattarolo, L. Pelizzon: “Network and risk spillovers: a multivariate GARCH perspective”.
Final SYRTO Conference - Université Paris1 Panthéon-Sorbonne
February 19, 2016
This document discusses copulas and their use in modeling risk dependence. It introduces copulas as joint distribution functions with uniform margins that can be used to fully characterize dependence between random variables. Several classical copulas are described, including the independent, comonotonic, and countermonotonic copulas. Elliptical copulas like the Gaussian and Student t copulas are presented. Archimedean and extreme value copulas are also discussed. The document explores how copulas can capture dependence information that may not be reflected in correlation alone. Copulas provide flexible tools for modeling multivariate risks and dependencies.
Random Walks in Statistical Theory of CommunicationIRJET Journal
1. The document discusses random walks, which are a type of random process that can model phenomena like diffusion and stock price variations. Random walks involve successive random steps and can take place in discrete or continuous time and space.
2. The document provides details on modeling random walks mathematically using probabilities and binomial distributions. It also discusses calculating the probability of a random walk returning to its origin.
3. The document shows examples of using random walks to model particle motion in 2D and 3D spaces. It also discusses how continuous random variables can produce Brownian motion, a type of random walk. Random walks have various applications in fields like computer science, image processing, genetics and neuroscience.
The International Journal of Engineering and Science (The IJES)theijes
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The papers for publication in The International Journal of Engineering& Science are selected through rigorous peer reviews to ensure originality, timeliness, relevance, and readability.
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The papers for publication in The International Journal of Engineering& Science are selected through rigorous peer reviews to ensure originality, timeliness, relevance, and readability.
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The papers for publication in The International Journal of Engineering& Science are selected through rigorous peer reviews to ensure originality, timeliness, relevance, and readability.
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The papers for publication in The International Journal of Engineering& Science are selected through rigorous peer reviews to ensure originality, timeliness, relevance, and readability.
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The International Journal of Engineering and Science (The IJES)theijes
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The papers for publication in The International Journal of Engineering& Science are selected through rigorous peer reviews to ensure originality, timeliness, relevance, and readability.
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The papers for publication in The International Journal of Engineering& Science are selected through rigorous peer reviews to ensure originality, timeliness, relevance, and readability.
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The papers for publication in The International Journal of Engineering& Science are selected through rigorous peer reviews to ensure originality, timeliness, relevance, and readability.
The International Journal of Engineering and Science (The IJES)theijes
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The papers for publication in The International Journal of Engineering& Science are selected through rigorous peer reviews to ensure originality, timeliness, relevance, and readability.
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The papers for publication in The International Journal of Engineering& Science are selected through rigorous peer reviews to ensure originality, timeliness, relevance, and readability.
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The International Journal of Engineering and Science (The IJES)theijes
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The papers for publication in The International Journal of Engineering& Science are selected through rigorous peer reviews to ensure originality, timeliness, relevance, and readability.
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The papers for publication in The International Journal of Engineering& Science are selected through rigorous peer reviews to ensure originality, timeliness, relevance, and readability.
CVA In Presence Of Wrong Way Risk and Early Exercise - Chiara Annicchiarico, ...Michele Beretta
We will show how to calibrate the main parameter of the model and how we have used it in order to evaluate the CVA and the CVAW of a one derivative portfolio with the possibility of early exercise.
Network and risk spillovers: a multivariate GARCH perspectiveSYRTO Project
M. Billio, M. Caporin, L. Frattarolo, L. Pelizzon: “Network and risk spillovers: a multivariate GARCH perspective”.
Final SYRTO Conference - Université Paris1 Panthéon-Sorbonne
February 19, 2016
This document discusses copulas and their use in modeling risk dependence. It introduces copulas as joint distribution functions with uniform margins that can be used to fully characterize dependence between random variables. Several classical copulas are described, including the independent, comonotonic, and countermonotonic copulas. Elliptical copulas like the Gaussian and Student t copulas are presented. Archimedean and extreme value copulas are also discussed. The document explores how copulas can capture dependence information that may not be reflected in correlation alone. Copulas provide flexible tools for modeling multivariate risks and dependencies.
Random Walks in Statistical Theory of CommunicationIRJET Journal
1. The document discusses random walks, which are a type of random process that can model phenomena like diffusion and stock price variations. Random walks involve successive random steps and can take place in discrete or continuous time and space.
2. The document provides details on modeling random walks mathematically using probabilities and binomial distributions. It also discusses calculating the probability of a random walk returning to its origin.
3. The document shows examples of using random walks to model particle motion in 2D and 3D spaces. It also discusses how continuous random variables can produce Brownian motion, a type of random walk. Random walks have various applications in fields like computer science, image processing, genetics and neuroscience.
Large variance and fat tail of damage by natural disasterHang-Hyun Jo
In order to account for large variance and fat tail of damage by natural disaster, we study a simple model by combining distributions of disaster and population/property with their spatial correlation. We assume fat-tailed or power-law distributions for disaster and population/property exposed to the disaster, and a constant vulnerability for exposed population/property. Our model suggests that the fat tail property of damage can be determined either by that of disaster or by those of population/property depending on which tail is fatter. It is also found that the spatial correlations of population/property can enhance or reduce the variance of damage depending on how fat the tails of population/property are. In case of tornadoes in the United States, we show that the damage does have fat tail property. Our results support that the standard cost-benefit analysis would not be reliable for social investment in vulnerability reduction and disaster prevention.
http://ascelibrary.org/doi/abs/10.1061/9780784413609.277
http://arxiv.org/abs/1407.6209
This document presents a method for efficiently assessing seismic risk in highway bridge networks where bridge failures may be correlated. It involves: 1) generating hazard scenarios from ground motion models, 2) modeling correlated bridge failures using a compatibility-enforced probability matrix, 3) evaluating network performance through surrogate models to reduce computation, and 4) assessing risk by combining results across hazard scenarios. The method is demonstrated on a case study of the South Carolina highway bridge network where accounting for correlations changed reliability estimates by up to 20% and surrogate models provided a 36% reduction in computation time.
Locational marginal pricing framework in secured dispatch scheduling under co...eSAT Publishing House
IJRET : International Journal of Research in Engineering and Technology is an international peer reviewed, online journal published by eSAT Publishing House for the enhancement of research in various disciplines of Engineering and Technology. The aim and scope of the journal is to provide an academic medium and an important reference for the advancement and dissemination of research results that support high-level learning, teaching and research in the fields of Engineering and Technology. We bring together Scientists, Academician, Field Engineers, Scholars and Students of related fields of Engineering and Technology.
A Stochastic Model by the Fourier Transform of Pde for the Glp - 1IJERA Editor
The peptide hormone glucagon like peptide GLP -1 has most important actions resulting in glucose lowering
along with weight loss in patients with type 2 diabetes. As a peptide hormone, GLP -1 has to be administered by
injection. A few small-molecule agonists to peptide hormone receptors have been described.
Here we develop a model for credit risk based on a model with stochastic eigen values called principal
component stochastic covariance.
The document discusses various models for analyzing electrical power systems with wind power generation, including:
1) Probabilistic distribution load flow models to examine the effects of wind generation on distribution systems.
2) Wind turbine models including constant power factor, variable reactive power, and constant voltage models.
3) Monte Carlo simulation and scenario reduction techniques to generate wind power scenarios.
4) A stochastic unit commitment problem formulation to minimize system costs while satisfying constraints.
5) The impact of large wind farms and wake effects on social welfare and power markets.
This document summarizes a study analyzing aerodynamic wing sections at ultra-low Reynolds numbers below 10,000. Computational fluid dynamics (CFD) techniques are used to model steady and unsteady flows. For steady flows, different wing section geometries are analyzed by varying parameters like thickness, camber, and leading edge shape. For unsteady flows, wing motions like heaving, pitching, flapping, and hovering are modeled. Strouhal numbers, reduced frequencies, and Reynolds numbers are determined to characterize the unsteady aerodynamics. The finite element method is used to solve the Navier-Stokes equations with a fractional step method for the incompressible, laminar flows.
IJRET : International Journal of Research in Engineering and Technology is an international peer reviewed, online journal published by eSAT Publishing House for the enhancement of research in various disciplines of Engineering and Technology. The aim and scope of the journal is to provide an academic medium and an important reference for the advancement and dissemination of research results that support high-level learning, teaching and research in the fields of Engineering and Technology. We bring together Scientists, Academician, Field Engineers, Scholars and Students of related fields of Engineering and Technology.
Estimation of Reliability Indices of Two Component Identical System in the Pr...IJLT EMAS
Progress in science & technology has made
engineering systems more powerful than ever. The intensity of
sophistication in high-tech industrial producers emerged with
reliability problems. Therefore the problem of reliability
continue to exist and more likely to require complex solutions.
Consequently, the field of reliability analysis and statistical
probability modeling of the systems and components were
growing. Ever since the theory of reliability was formally
recognized statistical and modeling of the components/ systems
analysis was used to develop various reliability measures that are
important to assess the system performance. In this research
paper, an attempt is made to find an approach of estimation
method, which could establish a formal estimation procedure to
estimate the reliability measures and also developed estimates of
the system reliability indices practically under the influence of
common cause shock failures as well as intrinsic failures. From
the results, it is seen that maximum likelihood approach used
was found useful in the estimation process to find estimate for
the reliability measures of the system, where small sample is
essential point of interest in the case of reliability analysis. The
estimates so derived using empirical procedure do possess the
property that MSE in each case is well within the prescribed
error, i.e. coincides even to the three decimal places are more.
4 Let (Xn)n≥1 a sample of size n by the normal density N(µ; σ2) .docxtamicawaysmith
4 Let (Xn)n≥1 a sample of size n by the normal density N(µ; σ2) with µ e σ2 not known, and let
Xn the sample mean and S2nthe sample variance (correct).
4.1 To write the confidence interval of level 100γ% (γ(1/2;1)for the mean,found with the technique of pivotal quantity.
4.2 Considering the previous result, indicate the value L for witch the probability of the event
|Xn − µ| ≤ L is equal to γ, i.e. indicate L such that:
P [|Xn − µ| ≤ L] = γ.
(
pag.
2
)
6.1 Considering
Fn be its cumulative function and Φ the cumulative function of N(0; 1).
To say why, according to the Berry-Esseen theorem, is verified the expression
(1)
With C a suitable constant
(
P
ractice
)
1. An airline covers a certain distance using 330 seats aircraft. The experience has shown that, despite have been sold all the tickets for each flight, 8% of people are not present at departure. With the scope to reduce the number of unoccupied seats, the company sells 363 tickets for each flight, thus exceeding by 10% the number of seats available.
1.1 What’s the probability that are present on departure all 363 buyers?
1.2 What is the probability that a plane take off with 5 or more seats empty?
1.3 What’s the minimum number of tickets to sell,for each fly,for reduce this probability under the 2.5%?I.e. If Yis the number of buyers that are present on departure to find the minimum nsuch that
P(Y≤325)<0.025.
1.4 For this n number of tickets sold,calculate the probability of leaving to the ground a few buyer present in the airport.
2.
In the warehouse of a company the number of incoming vehicles for loading goods within one hour are counted with a random variable of PoissonMPois(λM ) of parameter λM =30.7 .
2.1 To choose between the graphs of the picture, indicating the selection with a cross under the letter, the one that corresponds to the probability law of M.
.
(
A
) (
B
) (
C
)
2.2 As a consequence of the previous answer to say what’s in your opinion, the most probable number of vehicles that arrive to the warehouse within an hour (that is, the mode of M).
2.3 And within 10 hours?
Let now Q the random continue variable that weighs the goods loaded on each truck arrived. It seems reasonable to assume that the Q is a normal N (μ, σ2) and measured in kilograms. To estimate μ and σ2, suggested a sample(Q1,..., Qn) of size n by Q, are used respectively the estimator sample meanand the estimator sample variance
2.4 Using these estimators to say what’s the pivotal quantity to use to write the interval of confidence bilateral of level γ for µ. To indicate also the distribution of pivotal quantity.
2.5 What’s the random estimation error S committed by estimating µ with the interval of confidence of the previous point?
We suppose that the company has the need to estimate μ according to this standard:
Probability[estimation error≤1kg]=0.9. (2)
In order to find an estim ...
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L030102085095
1. The International Journal Of Engineering And Science (IJES)
||Volume||3 ||Issue|| 1||Pages|| 85-95||2014||
ISSN(e): 2319 – 1813 ISSN(p): 2319 – 1805
Fuzzy-Statistical Modeling of Hydrogenerator for Its
Reliability Appreciation
1
Volodymyr V. Litvinov, 2Kateryna A. Manukian
1
1,2
PhD, Associate Professor; 2Student
Hydro Power Department, Zaporizhia State Engineering Academy (Ukraine)
-------------------------------------------------------ABSTRACT-------------------------------------------------In article are reviewed the problems of Risk-Oriented Management of hydro power station generating
equipment. Fuzzy-statistical method of hydrogenerator and its bundles fault risk estimation is proposed. This
method lies in the using both generators operation statistical data and individual characteristics of concrete
generator. For the consideration of generator individual characteristics fuzzy model of stator winding
technical stuff appreciation is developed. Obtained method and model are used for the appreciation of the
Dnipro-2 HPS generators fault risk at the 1 year time interval.
KEYWORDS: hydrogenerator, stator winding, risk, fault probability, technical stuff, fuzzy model
------------------------------------------------------------------------------------------------------------------------------------Date of Submission: 08 January 2014
Date of Acceptance: 16 January 2014
--------------------------------------------------------------------------------------------------------------------------------------
I.
INTRODUCTION
One of the important problems in Ukrainian Power Engineering is the providing of Electrical Power
System (EPS) reliable operation in the conditions when the power station generating equipment worked off its
nominal resource. This problem is especially actual for the Ukrainian hydro power stations (HPS). For
example: among the 100 hydrogenerators, which installed at the 10 Ukrainian HPS, 93 generators operate
more then 25 years. Present conditions of Ukrainian EPS exploitation require the complex approach to the
equipment technical stuff (TS) estimation in real-time conditions without the switching off from the grid. The
main requirements to the diagnostic parameters and signs are their informative and availability of
measurements and observations in on-line regime. One of the most important EPS objects is synchronous
generator. Estimation of its TS is a complicated problem, because generator is multi-level object, which
consists of particular bundles and subsystems. According to the statistical data, the most damaged bundle of
generator is stator winding (near the 37 % from the total number of faults). In these conditions it is important
to develop the complex approach to the reliability estimation of hydrogenerators and its bundles. This approach
must to take into consideration real TS of hydrogenerator, probabilistic character of its faults and possible
consequences of faults.
II. GENERATOR FAULT RISK ESTIMATION DUE TO THE STATOR WINDING
DAMAGE
Modern approaches to the providing of EPS reliable operates show the growing of the risk-management role
in taking the credible solutions about the EPS management [1,2]. When the risk-management is used, the main
criterion of object reliability is the risk. Risk is the production of undesirable event probability on its consequences [2].
So, hydrogenerator fault risk is determined as:
R = p ( Δ t ) • 1000 • P • T
•C ,
(1)
n
rep
where p ( Δ t ) – is the generator fault probability at the time interval; P – is the nominal active power of
generator, MW; T
– is the generator repair time, hours; C – is the power energy cost for the HPS,
n
rep
€/kW∙hour.
The most complicated problem in the risk appreciation, according to the equation (1), is the credible
definition of probability p ( Δ t ) , because hydrogenerator is the multi-level object. In these conditions is
appropriately to present the generator as a subsystem, which consist of (in general case) n elements (bundles)
such as stator winding, stator core, rotor, field winding, excitation system etc. Let A , i = 1 ,..., n – is the event
i
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The IJES
Page 85
2. Fuzzy-Statistical Modeling Of Hydrogenerator for…
which means the fault of bundle i , p ( A ) – is the probability of bundle i fault at the time interval Δ t .
Because events A ... A are compatible, the generator fault probability, as a subsystem which consists of n
bundles, at the time interval Δ t is determined according to the compatible events probabilities addition
formula [3]:
i
1
n
n
p (Δ t ) =
n
∑p ( A
i
)-
n
∑p ( A
i
i = 1 , j = 1 , i ≠j
i =1
+ ... + ( - 1 )
∑p ( A
) • p(A j ) +
i
) • p(A j ) • p(Ak ) +
(2)
i = 1 , j = 1 , k = 1 , i ≠ j ≠k
n -1
• p ( A 1 ) • p ( A 2 ) • ... • p ( A n ).
In particular case, when the appreciation of generator fault risk by the damage of concrete bundle is
made (for example: event A – is the generator fault due to stator winding damage), are accepted then
1
p ( Δ t ) = p ( A 1 ).
It is important to choose the approach to the generator fault probability and risk estimation.
Determined approach is simpler, but does not take into account probabilistic character of object fault, does not
take into consideration real TS of concrete unit of equipment and does not fully address fault consequences [4].
So, for the hydrogenerator fault risk estimation is accepted the probabilistically-statistical approach [3], which
takes into consideration these uncertainties.
III. HYDROGENERATOR BUNDLES FAULT PROBABILITY ESTIMATION AT THE
TIME INTERVAL
For the estimation of hydrogenerator fault probability value it is necessary to know fault probabilities
of its bundles at the time interval [4]. For this purpose next events are introduced:
H – event, which lies in that, then bundle i has refused at the time interval Δ t ;
1i
H 2i
Bi
– event, which lies in that, then bundle i has not refused at the time interval Δ t ;
– event, which lies in that, bundle i has TS S at the moment of time t .
Assumed, that event B took place (bundle i has TS S ). In this case, conditional probability of
i
1
i
bundle
fault at the time interval
i
i
is defined by Bayes theorem [3]:
Δt
p ( A i ) = p (H 1i / B i ) =
p (H 1i ) • p (B i / H 1i )
p (H 1i ) • p ( B i / H 1i ) + p (H 2 i ) • p (B i / H 2 i )
,
(3)
where p ( H ) – is the priori probability of event H to the appearance of event B ; p ( Н ) – is the priori
probability of event H to the appearance of event B ; p ( B / H ) – is the conditional probability of event B
in the appearance of event H ; p ( B / H ) – is the conditional probability of event B in the appearance of
event H .
1i
1i
2i
i
i
i
1i
i
2i
1i
i
2i
i
2i
Priori probabilities of refused and non-refused operates of bundle i at the time interval Δ t in the case
of its reliable condition at the time moment t is determined by the statistical integral function of generators
faults distribution:
1
p (H 1i ) =
F (t 2 i ) - F (t1i )
1 - F (t1i )
,
(4)
.
(5)
and integral function of hydrogenerators faults
p (H 2 i ) = 1 - p (H 1i )
Function of hydrogenerators faults distribution
ω (t )
distribution F (t ) building according to the statistical data about the hydrogenerators faults. In this article these
functions are built by the statistical data about the faults of Dnipro HPS Cascade generators (Ukraine). These
functions are presented at the fig.1 and fig.2.
www.theijes.com
The IJES
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3. Fuzzy-Statistical Modeling Of Hydrogenerator for…
0,800
0,700
0,600
0,500
w(t) 0,400
0,300
0,200
0,100
0,000
1
3
5
7
9 11 13 15 17 19 21 23 25 27 29 31 33 35 37 39 41 43 45 47 49 51 53 55 57 59 61 63 65
t, ye a r
Fig.1. Function of hydrogenerators faults distribution
1,000
0,900
0,800
0,700
0,600
F (t) 0,500
0,400
0,300
0,200
0,100
0,000
0
5
10
15
20
25
30
35
40
45
50
55
60
65
70
t, ye a r
Fig.2. Integral function of hydrogenerators faults distribution
Conditional probabilities p ( B / H ) and p ( B / H ) are determined on the basis of expert estimations
with using the Saaty method [5] and max-min composition of Zadeh rule [6]. Concrete signs and alternatives
in this case are considered as fuzzy sets S , P and Q , which defined on the universal sets X , Y та Y .
i
1i
i
i
2i
i
i
i
Pi
i
where
R Pi
,
R Qi
Q
P
Connection between signs and alternatives are defined by composition Zadeh rule [4]:
P = R S ,
Q = R S ,
i
Qi
i
(6)
(7)
– the expert matrices of the causal relationships between signs and alternatives of bundle
condition for the determination of probabilities
p (B i / H 1i )
Values of probabilities
next equations:
p (B i / H 2 i )
p (B i / H 1i )
and
and
p (B i / H 2 i )
i
respectively.
are defined on the Harrington scale intervals by the
n
∑p
p ( B i / H 1 i ) = y P max -
j
•y
j
j =1
• ( y P max - y P min )
∑p
,
• ( y Q max - y Q min )
n
.
(8)
j
j =1
n
∑q
p (B i / H
) = y Q max 2i
j
•y
j =1
n
∑q
j
(9)
j
j =1
As a measure of generator bundle i TS is taken the value S . This value characterizes the resource of
this bundle. Definition of value S is a complicate problem, which must to be solved in the next conditions:
i
i
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The IJES
Page 87
4. Fuzzy-Statistical Modeling Of Hydrogenerator for…
the big number of different generator bundle diagnostic parameters, which have not mathematical
dependence among themselves;
presence a number of generator regime conditions, which characterize total stuff of its bundles.
Going from these conditions, for the appreciation of generator bundles real TS the fuzzy model is used.
IV.
FUZZY MODEL FOR THE HYDROGENERATOR STATOR WINDING STUFF
APPRECIATION
If to consider the hydrogenerator as the EPS subsystem, then for its TS appreciation is possible to
propose two-level fuzzy model, which has the structure, showing at the fig.3.
a11
a12
...
...
a1k
φ1 (a11 , a12 ,..., a1k )
φ 2 (a 21 , a 22 ,..., a 2 m )
a 21
a 22
a2m
s1
φ ( s1 , s 2 ,..., s n )
s
sn
...
an1
an 2
s2
φ n (an1 , an 2 ,..., anr )
...
anr
Fig.3. Two-level fuzzy model for the hydrogenerator TS appreciation
At the fig.3:
– input sign
a ij
j
of hydrogenerator bundle
i
;
φi
– fuzzy function of hydrogenerator
bundle i TS appreciation; s – TS of hydrogenerator bundle i ; φ – fuzzy function of hydrogenerator total TS
appreciation, s – hydrogenerator total TS.
Such two-level structure could be used by appreciation the TS of particular bundles, for example stator
winding. There are next requirements to the fuzzy model of stator winding TS appreciation [7]:
the inclusion of all its regime stuffs (electrical, temperature, vibration);
using as the input values such parameters, which could be measured without switching off the generator;
adaptability of model to the additional input information.
At the first level of model appreciation of hydrogenerator regime stuffs is performed. At the second
level – the total TS stator winding appreciation. Essence of such approach lies in that, which output parameters
of first level, is the input parameters of second level. This is allowed to obtain complex bundle TS appreciation.
As input parameters of the first level of fuzzy model are taken next values:
copper temperature ( t );
i
C
iron temperature ( t );
I
cooling air temperature ( t );
vibrovelocity ( v );
vibroacceleration ( a );
stator current ( I );
A
S
zero sequence voltage ( 3U ).
Output parameters of the first level and the input parameters of the second level are the next
characteristics:
temperature stuff ( S );
0
T
vibration stuff ( S );
electrical stuff ( S ).
V
E
www.theijes.com
The IJES
Page 88
5. Fuzzy-Statistical Modeling Of Hydrogenerator for…
Output parameter of the second level and whole model is the total stuff of stator winding (S). Values
ST, SV, SЕ measured in the limits [0;1] and represent the quantity characteristic of total residual resource of
stator winding. Structural scheme of this fuzzy model is shown at the fig.4.
Copper
temperature, оС
Iron
temperature, оС
Temperature
stuff, Sт
Cooling air
temperature, оС
Total stuff of
stator winding, S
Vibrovelocity,
mm/s
Vibration stuff,
Sv
Vibroaccelera2
tion, m/s2
Stator current,
kА
Electrical stuff,
Sе
Zero sequence
voltage, V
Fig.4. Structural scheme of the fuzzy model for the stator winding TS appreciation
For the realized the fuzzy output in this model is used Mamdani type algorithm [8] for the forming of
rule base in the conditions of absence the mathematical dependence among diagnostic parameters and between
input and output values. Fuzzy output is the approximation of dependency between input and output
parameters by linguistic equations “IF-THEN” type and max-min composition. Definition of the quantities of
output values is run by defuzzyfication. Defuzzyfication procedure done by centroid method [8]:
s2
s
∫• μ ( s ) • ds
s =
s1
.
(10)
s2
μ
∫( s ) • ds
s1
For the using the choosing parameters in the appreciation of stator winding total TS by fuzzy model,
next input linguistic variables with corresponding terms are used:
A = «Copper temperature»: A1 = «Normal», A2 = «High»;
B = «Iron temperature»: B1 = «Normal», B2 = «High»;
C = «Cooling air temperature»: C1 = «Normal», C2 = «High»;
D = «Vibrovelocity»: D1 = «Satisfactory», D2 = «Unsatisfactory»;
E = «Vibroacceleration»: E1 = «Satisfactory», E2 = «Unsatisfactory»;
F = «Stator current»: F1 = «Valid», F2 = «Invalid»;
G = «Zero sequence voltage»: G1 = «Valid», G2 = «Invalid».
Output sets of stator winding local stuffs have such names:
ST = «Temperature stuff of stator winding»;
SV = «Vibration stuff of stator winding»;
SЕ = «Electrical stuff of stator winding».
Each output value includes three fuzzy terms: G = «Good», M = «Middle», B = «Bad».
Output set S is described by linguistic variable «Total stuff of stator winding», which consists of five
terms: VG = «Very good»; G = «Good»; M = «Middle»; B = «Bad»; VB = «Very bad».
For the building the fuzzy terms membership functions (MF) expert estimations are used. For this aim
made the pall of 5 experts from Dnipro-1 HPS. Results of pall are presented in the table 1.
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6. Fuzzy-Statistical Modeling Of Hydrogenerator for…
Table 1. Expert estimations
tC
A = «Copper temperature»
50
60
70
, 0С
A1 = «Normal»
A2 = «High»
tI
, 0С
B1= «Normal»
B2= «High»
tA
, 0С
C1= «Normal»
C2= «High»
v , mm/s
D1 = «Satisfactory»
D2 = «Unsatisfactory»
a , m/s
2
E1 = «Satisfactory»
E2 = «Unsatisfactory»
I S , kА
F1 = «Valid»
F2 = «Invalid»
3U
0
,V
G1 = «Valid»
G2 = «Invalid»
80
90
100
4
1
2
3
0
5
0
5
70
80
90
100
5
4
2
0
1
3
C = «Cooling air temperature»
50
60
70
0
5
0
5
0
5
80
90
100
1
4
0
5
0
5
0
5
7,5
0
5
10
0
5
12,5
0
5
15
0
5
3
4
1
4
2
3
5
0
5
6
0
5
5,7
5,8
5,9
6,0
2
3
0
5
0
5
4
5
6
1
4
5
0
5
0
5
5
0
0
B = «Iron temperature»
50
60
4
1
2
3
D = «Vibrovelocity»
2,5
5
5
3
0
2
E = «Vibroacceleration»
1
2
5
5
0
0
F = «Stator current»
5,5
5,6
5
5
4
0
0
1
G = «Zero sequence voltage»
1
2
3
5
0
4
1
3
2
MF of input values was built by the Saaty method [5]. Obtained MF of input values are presented at
the fig.5 – fig.11.
Fig.5. Input MF «Copper temperature»
Fig.7. Input MF «Cooling air temperature»
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Fig.6. Input MF «Iron temperature»
Fig.8. Input MF «Vibrovelocity»
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7. Fuzzy-Statistical Modeling Of Hydrogenerator for…
Fig.9. Input MF «Vibroacceleration»
Fig.10. Input MF «Stator current»
Fig.11. Input MF «Zero sequence voltage»
MF of output values was built at the Harrington scale intervals [4]. Obtained MF of output values are
presented at the fig.12, fig.13.
Fig.12. Output MF «Temp. (vibr., electr.) stuff»
Fig.13. Output MF «Stator winding stuff»
Rule bases of both model levels formed according to the expert knowledge about the characteristics
and processes, which take place into the hydrogenerator stator winding. Rule bases of first level are presented
at the table 2. Rule base of second level is presented in the table 3.
Table 2. Rule bases of local stuffs
Temperature stuff
Vibration stuff
Electrical stuff
F
А
В
В1
В2
С=С1
А1
А2
С=С2
G
M
M
B
А
В
В1
В2
А1
А2
M
B
B
B
D
E
E1
E2
D1
D2
G
M
G
M
B
F1
G
M
G1
G2
F2
M
B
Table 3. Rule base of total stuff
Sе = «M»
Se = «G»
Sт
Sv
G
M
B
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G
M
B
VG
G
B
G
M
B
B
B
VB
Sт
Sv
G
M
B
Sе = «B»
G
M
B
G
M
B
M
M
B
B
B
VB
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Sт
Sв
G
M
B
G
M
B
M
B
B
B
B
VB
B
VB
VB
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8. Fuzzy-Statistical Modeling Of Hydrogenerator for…
EXAMPLE
As example, in article was completed the estimation of fault probabilities and risks of Dnipro-2 HPS
generators due to its stator windings damages at the time interval Δ t = 1 year. Electrical scheme of Dnipro-2
HPS are shown at the fig.14.
Substation ‘Aluminium Factory’
154 kV
L1
L2
GT11-12
G11
GT13-14
G12
G13
G14
GT15-16
G15
G16
GT17-18
G17
G18
Fig.14. Electrical scheme of Dnipro-2 HPS
By the developed fuzzy model is performed the estimation of generators G11-G16 stator windings TS.
Generators G17 and G18 are withdrawn from exploitation due to replacement the transformer GT17-18. For
the estimation of G11-G16 stator windings TS were fulfilled the measurements of generator regime parameters
and represented in the table 4.
Table 4. Regime parameters of generators
№
tC
,
С
75
tA
,
С
51
0
47
v ,
mm/s
5,2
a,
m/s2
2,8
I S , kА
0
66
5,707
,VВ
0
2,1
G12
,
С
80
tI
0
72
6,9
4,1
5,796
2,8
G13
75
71
54
6,1
3,3
5,645
1,6
G14
79
71
52
5,9
3,3
5,852
2,2
G15
81
70
50
5,5
3,1
5,761
2,2
G16
82
68
55
7,2
3,8
5,934
1,9
G11
3U
Results of the generators G11-G16 TS appreciation are represented in the table 5.
№
G11
G12
G13
G14
G15
G16
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Table 5. Local stuffs and total stuff estimation
SТ
SV
SE
0,613
0,771
0,6
0,293
0,494
0,348
0,451
0,817
0,433
0,386
0,479
0,449
0,363
0,636
0,518
0,382
0,5
0,322
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S
0,628
0,333
0,453
0,424
0,429
0,332
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9. Fuzzy-Statistical Modeling Of Hydrogenerator for…
The matrixes
RP
and
RQ
were formed by the Saaty method. According to the obtained total stuffs
S
,
at the Harrington scale intervals were obtained vectors S of TS. According to composition Zadeh rule were
obtained conditional probabilities p ( B / H ) and p ( B / H ) . By the statistical function F (t ) were defined
2
1
values
F ( t ) and F ( t ) (for G11-G13 t = 39 years, t = t + Δ t = 40 years; for G14-G16 t = 38 years,
t = t + Δ t = 39 years) and defined apriority probabilities p ( H ) and p ( H ) according to the equations (4),
(5). By the Bayes formula (3) were calculated generators G11-G16 fault probabilities due to the stator winding
damage at the time interval Δ t = 1 year. Obtained results are represented in the table 6.
2
1
2
1
2
1
1
1
1
2
Table 6. Generators G11-G16 probabilities of fault
№
G11
G12
G13
G14
G15
G16
S
p (B / H 1 )
p (B / H 2 )
p (H 1 )
p (H 2 )
p (H 1 / B )
0,628
0,333
0,453
0,424
0,429
0,332
0,264
0,736
0,508
0,52
0,519
0,736
0,734
0,26
0,482
0,473
0,473
0,26
0,055
0,055
0,055
0,047
0,047
0,047
0,945
0,945
0,945
0,953
0,953
0,953
0,021
0,139
0,058
0,051
0,051
0,124
Below is a total example of calculations for generator G12. Fuzzy modeling of hydrogenerator stator
winding was completed in MATLAB Simulink and shown at the fig.15.
Fig.15. Fuzzy modeling of hydrogenerator stator winding
According to the equations (6), (7) for the generator G12 were obtained the output vectors of
alternatives P and Q :
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10. Fuzzy-Statistical Modeling Of Hydrogenerator for…
p (B / H 2
According to the equations (8), (9) were calculated the conditional probabilities
):
p (B / H 1 )
and
n
∑p
•y
j
j
j =1
p ( B / H 1 ) = y P max -
• ( y P max - y P min ) = 0 , 8 - 0 , 403 • (0 , 8 - 0 , 64
n
∑
)=
0 , 736
,
(13)
pj
j =1
n
∑q
p ( B / H 2 ) = y Q max -
j
•y
j =1
j
• ( y Q max - y Q min ) = 0 , 36 - 0 , 623 • (0 , 36 - 0 , 2 ) = 0 , 26
n
∑q
.
(14)
j
j =1
By the equations (4) та (5) were calculated the probabilities
F ( 40 ) - F ( 39 )
p (H 1 ) =
1 - F ( 39 )
p (H 1 )
and
0 , 828 - 0,818
=
= 0 , 055
1 - 0,818
p (H 2 )
:
,
(15)
.
By the equation (3) was defined the probability of generator G12 fault at the time interval
due to the damage of stator winding:
p ( H 2 ) = 1 - p ( H 1 ) = 1 - 0 , 055 = 0 , 945
p (H 1 / B ) =
p (H 1 ) • p (B / H 1 )
p (H 1 ) • p (B / H 1 ) + p (H 2 ) • p (B / H 2 )
0 , 055 • 0 , 736 + 0 , 945 • 0 , 26
Δt = 1
year
=
(17)
0 , 055 • 0 , 736
=
(16)
= 0 ,139 .
For the risk estimation it is necessary to know the damage cost from generator fault. Damage costs У
and risks R from G11-G16 faults were calculated according to the equation (1). The results are represented in
the table 7.
№
G11
G12
G13
G14
G15
G16
Pn
Тable 7. Estimation of damage costs and risks of G11-G16 faults
T , hours
, MW
p (H
C , €/kW∙hours
У, €
104,5
104,5
113,1
113,1
113,1
113,1
rep
50
50
50
50
50
50
0,02
0,02
0,02
0,02
0,02
0,02
104500
104500
113100
113100
113100
113100
Total risk of Dnipro-2 HPS generators fault at the time interval
stator winding comprises:
6
R =
Δt = 1
1
/B)
0,021
0,139
0,058
0,051
0,051
0,124
R, €
2194,5
14525,5
6559,8
5768,1
5768,1
14024,4
year due to the damage of
6
∑p ( H
i
1
/ B ) •Yi =
i =1
∑R
i
= 48840 , 4
€.
(18)
i =1
Obtained value is the input information for the implementation of Risk-Oriented Management of HPS
and adoption of effective solutions about the increasing of generating equipment reliability.
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11. Fuzzy-Statistical Modeling Of Hydrogenerator for…
V. CONCLUSION
The risk application for the appreciating of HPS generating equipment reliability allows
simultaneously considering causes and consequences of equipment faults and gives the possibility of
organization the effective Risk-Oriented Management of HPS for the increasing its exploitation and regime
reliability. In article is proposed the method of generator fault risk estimation with taking into account its TS.
In article are obtained the next results:
1)
Fuzzy-statistical model for the generator fault probability appreciation is proposed. This model can be
used both for complex appreciation of generator fault probability and for appreciation of local generator
bundle fault. This model using the statistical function of hydrogenerators faults distribution F (t ) , which
has been modified at the time interval for each generator due to its TS.
2)
Approach to the hydrogenerator and their bundles TS appreciation fuzzy model building is determined.
This approach is realized in the fuzzy model for the stator winding TS appreciation. Developed model
takes into consideration temperature, vibration and electrical stuff of generator stator winding, that gives
the opportunity to obtain verify complex estimation of stator winding TS in the conditions of absence the
mathematical dependence among the diagnostic parameters.
3)
Future development of this research lies in developing of fuzzy-statistical approach to the estimation of
damage costs from generator fault and in creating fuzzy models of other generator bundles. This
development gives the possibility of more verify appreciation both probability component and damage
cost component, and, as a result, to improve Risk-Oriented Management of HPS generating equipment.
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[1]
[2]
[3]
[4]
[5]
[6]
[7]
[8]
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CIGRE, pap.C1, 108, 2004.
H. Bauer, Probability Theory, (Berlin: De Gruyter, 1996).
M.V. Kosterev, E.I. Bardyk, V.V. Litvinov, Risk Estimation of Induction Motor Fault in Power System, WSEAS Transactions on
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T.L. Saaty, Eigenweightor an logarithmic lease squares, Eur. J. Oper. Res, 1990.
R.E. Bellman, L.A. Zadeh, Decision-Making in Fuzzy Environment, Management Science, Vol.17, 1970.
V.V. Litvinov, N.V. Kosterev, Y.I. Bardyk, Fuzzy-statistical risk estimation method of motor load stability failure in power
subsystem, Power engineering, economics, technique and ecology, Vol.2, 2012. (UKR)
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