Search results for "Series"
showing 10 items of 1193 documents
Mathematical modelling of filtration in submerged anaerobic MBRs (SAnMBRs): long-term validation
2013
The aim of this study was the long-term validation of a model capable of reproducing the filtration process occurring in a submerged anaerobic membrane bioreactor (SAnMBR) system. The proposed model was validated using data obtained horn a SAnMBR demonstration plant fitted with industrial-scale hollow-fibre membranes. The validation was carried out using both lightly and heavily fouled membranes operating at different bulk concentrations, gas sparging intensities and transmembrane fluxes. Across a broad spectrum of operating conditions, the model correctly forecast the respective experimental data in the long term. The simulation results revealed the importance of controlling irreversible f…
Non-Gaussian Distribution for Var Calculation: an Assessment for the Italian Market
2001
Abstract In this paper we compare different approaches to computing VaR (Value-at-Risk) for heavy tailed return series. Using data from the Italian market, we show that almost all the return series present statistically significant skewness and kurtosis. We implement (i) the stable models proposed by Rachev et al . (2000), (ii) an alternative to the Gaussian distributions based on a Generalized Error Distribution and (iii) a non-parametric model proposed by Li (1999). All the models are then submitted to backtest on out-of-sample data in order to assess their forecasting power. We observe that when the percentiles are low, all the models tested produce results that are dominant compared to …
The predictability of international terrorism: A time‐series analysis
1988
Abstract The study examines the predictability of international terrorism in terms of the existence of trends, seasonality, and periodicity of terrorist events. The data base used was the RAND Corporation's Chronology of International Terrorism. It contains the attributes of every case of international terrorism from 1968 to 1986 (n = 5,589). The authors applied Box‐Jenkins models for a time‐series analysis of the occurrence of terrorist events as well as their victimization rates. The analysis revealed that occurrence of terrorist events is far from being random: There is a clear trend and an almost constant periodicity of one month that can be best described by a first‐order moving averag…
2D harmonic analysis of the cogging torque in synchronous permanent magnet machines
2004
Presents an approach to determine sources of cogging torque harmonics in permanent magnet electrical machines on the basis of variations of air‐gap magnetic flux density with time and space. The magnetic flux density is determined from the two‐dimensional (2D) finite element model and decomposed into the double Fourier series through the 2D fast Fourier transform (FFT). The real trigonometric form of the Fourier series is used for the purpose to identify those space and time harmonics of magnetic flux density whose involvement in the cogging torque is the greatest relative contribution. Carries out calculations for a symmetric permanent magnet brushless machine for several rotor eccentricit…
Transmission line meshes for computational simulation of electromagnetic modes in the Earth's atmosphere
2007
PurposeTwo transmission line meshes to simulate electromagnetic waves in the Earth's atmosphere are developed, one with the link transmission lines connected in parallel and the other with connections in series.Design/methodology/approachThe equations describing propagation of waves through these parallel or series meshes are equivalent to the Maxwell equations for TEr or TMr modes in a spherical cavity with lossy dielectric material between the external conducting surfaces, respectively.FindingsThe transmission line meshes are used for a numerical study of the natural electromagnetic noise due to lightning discharges in the Earth‐ionosphere cavity.Originality/valueThe numerical algorithm f…
Variable Selection in Predictive MIDAS Models
2014
In short-term forecasting, it is essential to take into account all available information on the current state of the economic activity. Yet, the fact that various time series are sampled at different frequencies prevents an efficient use of available data. In this respect, the Mixed-Data Sampling (MIDAS) model has proved to outperform existing tools by combining data series of different frequencies. However, major issues remain regarding the choice of explanatory variables. The paper first addresses this point by developing MIDAS based dimension reduction techniques and by introducing two novel approaches based on either a method of penalized variable selection or Bayesian stochastic searc…
Speed Stochastic Processes and Freeway Reliability Estimation: Evidence from the A22 Freeway, Italy
2013
In this paper, a criterion for predicting the reliability of freeway traffic flow is presented. The idea is based on an analysis of spot speed time series divided into sequences of events of random and homogeneous traffic processes. For each process, the flow rate and density were calculated; then the relationships between parameters of spot speed processes and vehicular density were obtained. Using these relationships and a simulation procedure for the spot speed process, a formulation for predicting the reliability of traffic flow moving along the offside lane on the freeway roadway was derived. Through this formulation and the measurements of flow rate and speed, the probability of insta…
Multi-step ahead wind speed forecasting using an improved wavelet neural network combining variational mode decomposition and phase space reconstruct…
2017
Abstract Accurate wind speed forecasting is crucial to reliable and secure power generation system. However, the intermittent and unstable nature of wind speed makes it very difficult to be predicted accurately. This paper proposes a novel hybrid model based on variational mode decomposition (VMD), phase space reconstruction (PSR) and wavelet neural network optimized by genetic algorithm (GAWNN) for multi-step ahead wind speed forecasting. In the proposed model, VMD is firstly applied to disassemble the original wind speed series into a number of components in order to improve the overall prediction accuracy. Then, the multi-step ahead forecasting for each component is conducted using GAWNN…
Calculation of self and mutual inductances and 3-D magnetic fields of chokes with air gaps in core
2001
This work deals with the analysis of 3-D magnetic field in electric choke (reactor) with two windings. The analysis is related to the solutions of Laplace's and Poisson's equation by the Finite Element Method. The package OPERA-3d has been used. The self and mutual inductances of windings, which are connected in series aiding as well as in series opposing, have been determined. The calculation results of magnetic flux density components and the inductances are compared with the measured values.
Arc Fault Detection Method Based on CZT Low-Frequency Harmonic Current Analysis
2017
This paper presents a method for the detection of series arc faults in electrical circuits, which has been developed starting from an experimental characterization of the arc fault phenomenon and an arcing current study in several test conditions. Starting from this, the authors have found that is it possible to suitably detect arc faults by means of a high-resolution low-frequency harmonic analysis of current signal, based on chirp zeta transform, and a proper set of indicators. The proposed method effectiveness is shown by means of experimental tests, which were carried in both arcing and nonarcing conditions and in the presence of different loads, chosen according to the UL 1699 standard…