4,274 research outputs found
Convolution on neural networks for high-frequency trend prediction of cryptocurrency exchange rates using technical indicators
This study explores the suitability of neural networks with a convolutional component as an alternative to traditional multilayer perceptrons in the domain of trend classification of cryptocurrency exchange rates using technical analysis in high frequencies. The experimental work compares the performance of four different network architectures -convolutional neural network, hybrid CNN-LSTM network, multilayer perceptron and radial basis function neural network- to predict whether six popular cryptocurrencies -Bitcoin, Dash, Ether, Litecoin, Monero and Ripple- will increase their value vs. USD in the next minute. The results, based on 18 technical indicators derived from the exchange rates at a one-minute resolution over one year, suggest that all series were predictable to a certain extent using the technical indicators. Convolutional LSTM neural networks outperformed all the rest significantly, while CNN neural networks were also able to provide good results specially in the Bitcoin, Ether and Litecoin cryptocurrencies.We would also like to acknowledge the financial support of the Spanish Ministry of Science, Innovation and Universities under grant PGC2018-096849-B-I00 (MCFin
Development of a multidisciplinary and optimized design methodology for surface permanent magnets synchronous machines
Electric energy is one of the supports of modern civilization. In the actual context, the electrical machines are of capital importance since most of power plants, from nuclear plants to wind turbines, need an electrical machine working as a generator. Moreover, it is estimated that nowadays the 65% of the total energy supplied by the grid is consumed by electric motors working in an industrial environment.
Electrical machines are complex systems where a great amount of physical phenomena are produced simultaneously; that is why a proper design requires detailed multidisciplinary models. However, most of the design methodologies and tools are only focused on machine electromagnetic performance in order to achieve power, efficiency and mass to volume ratio goals, performing an adequate more than an optimized design. In the best cases, the features related with other physical domains are taken into account through figures or merit or rules of the thumb based on designer particular experience (e.g. thermal sizing); or even they are treated as an afterthought if needed (typical case of the machine vibro-acoustic performance).
These approaches are only suitable for very well-known applications where machine features are perfectly known and characterized. However, these methodologies are unsystematic by nature so they have serious difficulties in order to extrapolate the obtained results to a new set of specifications or to more challenging applications where not only electromagnetic criteria but other physical domains, such as vibro-acoustic, should be taken into account.
More precisely, since the advent of neodymium iron boron (NdFeB) magnets, permanent magnets synchronous machines (PMSM) has become a suitable option both in industrial and domestic applications such as aircraft industry, elevation, electric vehicle or power generation. Due to their attractive features (e.g. high efficiency, compactness and power density) PMSMs are an emerging technology and an attractive field of study, as it is highlighted by the great amount of publications devoted to that topic in the last years.
Therefore, the thesis main goal is the development of a pioneering PMSM design methodology based on a holistic, multidisciplinary and optimized approach. Moreover, this proposed methodology takes into account not only the electromagnetic and thermal conventional aspects but also the machine vibro-acoustic behaviour.
In order to fulfil this aim, a complete multiphysical analytical model has been carried out, including a detailed study of the electromagnetic, thermal and vibro-acoustics PMSM features, paying a special attention to these physical domains interactions.
The developed models have been used in order to implement a PMSM design optimized methodology based on an innovative heuristic algorithm labelled Direct Multisearch (DMS).
In order to validate the physical models, a 75 kW PMSM prototype (IkerMAQ) has been designed and built. A huge amount of tests were carried out and the analytical models have been exhaustively validated, including electromagnetic, thermal and vibro-acoustic domains
Advances and Technologies in High Voltage Power Systems Operation, Control, Protection and Security
The electrical demands in several countries around the world are increasing due to the huge energy requirements of prosperous economies and the human activities of modern life. In order to economically transfer electrical powers from the generation side to the demand side, these powers need to be transferred at high-voltage levels through suitable transmission systems and power substations. To this end, high-voltage transmission systems and power substations are in demand. Actually, they are at the heart of interconnected power systems, in which any faults might lead to unsuitable consequences, abnormal operation situations, security issues, and even power cuts and blackouts. In order to cope with the ever-increasing operation and control complexity and security in interconnected high-voltage power systems, new architectures, concepts, algorithms, and procedures are essential. This book aims to encourage researchers to address the technical issues and research gaps in high-voltage transmission systems and power substations in modern energy systems
Requirements for a software maintenance support environment
This thesis surveys the field of software maintenance, and addresses the maintenance requirements of the Aerospace Industry, which is developing inige projects, running over many years, and sometimes safety critical in nature (e.g. ARIANE 5, HERMES, COLUMBUS). Some projects are collaborative between distributed European partners. The industry will have to cope in the near and far future with the maintenance of these products and it will be essential to improve the software maintenance process and the environments for maintenance. Cost effective software maintenance needs an efficient, high quality and homogeneous environment or Integrated Project Support Environment (IPSE). Most IPSE work has addressed software development, and lias not fully considered the requirements of software maintenance. The aim of this project is to draw up a set of priorities and requirements for a Maintenance IPSE. An IPSE, however can only support a software maintenance method. The first stage of this project is to deline 'software maintenance best practice' addressing the organisational, managerial and technical aspects, along with an evaluation of software maintenance tools for Aerospace systems. From this and an evaluation of current IPSEs, the requirements for a Software Maintenance Support Environment are presented for maintenance of Aerospace software
An Empirical Investigation into Wicked Operational Problems
This thesis begins by considering the nature of research in Operations Management, the methods that are employed and the types of problems it addresses. We contend that as the discipline matures and it extends its boundaries the research challenges become more complex and the reductionist techniques of Operations Research become less appropriate. To explore this issue we use the concept of wicked problems.
Wicked problems were developed by Rittel and Webber during the 1970’s. They suggest the existence of a class of problems which could not be solved using the techniques of Operations Research. They describe Wicked Problems using ten properties or characteristics, which, after a thorough review of their descriptions, we have condensed to six themes.
We consider the current state of the “Wicked Problem” literature and have identified the paucity relating to Operations Management. Thus we develop our research question: “what are the characteristics of wicked operational problems?”
We investigate this question using a single extended case study of an operation experiencing significant unresolved performance issues. We analyse the case using the tenets of systems thinking, structure and behaviour, and extend the empirical literature on wicked problems to identify the characteristics of wicked operational problems.
The research indicates that elements of wicked problems exist at an operational level. The significance of this finding is that reductionist techniques to problem solving e.g. lean and six sigma may not be applicable to the challenges facing operational managers when confronted with the characteristics of a wicked operational problem
De-risking Integrated Full Electric Propulsion (IFEP) vessels using advanced modelling and simulation techniques
Complex multi-domain engineering systems, where for example mechanical and thermal (sub)systems are connected to each other in some way, have increasingly become a vital part of our society. An example of such a system is the Integrated Full Electric Propulsion (IFEP) concept for the marine shipping industry. With this IFEP concept, as opposed to the more conventional marine power system, the power for the ship's propulsion and ship's services is provided by a common power plant. This offers advantages including fuel efficiency and design flexibility. However, due to its system complexity and capital costs, it is important that the overall dynamic behaviour of these systems can be predicted in the early stages of the design. Predicting the overall system behaviour can be obtained by employing an integrated end-to-end model, which combines detailed models of for example the mechanical and electrical (sub)systems. This allows for example ship designers to investigate disturbances and the primary and higher order responses across the system. However, present existing simulation tools do not easily facilitate such employment of a holistic approach. In this thesis the focus is on how advanced modelling and simulation techniques can be used to de-risk the design and in-service of complex IFEP systems. The state-of-the-art modelling and simulation techniques as well as the IFEP application area are considered. An integrated-model of an IFEP vessel was developed under the EPSRC collaborative AMEPS (Advanced Marine Electric Propulsion System) research project, which forms a major part of this thesis. In order to reduce the computational burden, due to a wide variety of time constants in the IFEP system, a multi-rate simulation technique was proposed. It was demonstrated that a reduction in simulation execution time between 10-15 times can be achieved. However, it was conceptually argued that multi-rate simulation could introduce errors, which propagates itself across the system thereby provoking potential unrealistic responses from other subsystems. Several case studies were conducted based on this model, which shows that such an integrated end-to-end model may be a valuable decision-support tool for de-risking the design and in-service phases of IFEP vessels. For example, it was demonstrated that a disturbance on the propeller could provoke a saturation of the gas turbine governor. Different power system architectures were proposed for IFEP power systems such as radial and hybrid AC/DC. For this thesis, an initial study was conducted to assess the relationship between the type of power system architecture and the vessel survivability. For this assessment an existing vessel survivability theory was further developed into a quantitative method. It was concluded that based on a comparative short circuit study and the proposed survivability method that the IFEP-hybrid AC/DC architecture offers the best vessel survivability.Complex multi-domain engineering systems, where for example mechanical and thermal (sub)systems are connected to each other in some way, have increasingly become a vital part of our society. An example of such a system is the Integrated Full Electric Propulsion (IFEP) concept for the marine shipping industry. With this IFEP concept, as opposed to the more conventional marine power system, the power for the ship's propulsion and ship's services is provided by a common power plant. This offers advantages including fuel efficiency and design flexibility. However, due to its system complexity and capital costs, it is important that the overall dynamic behaviour of these systems can be predicted in the early stages of the design. Predicting the overall system behaviour can be obtained by employing an integrated end-to-end model, which combines detailed models of for example the mechanical and electrical (sub)systems. This allows for example ship designers to investigate disturbances and the primary and higher order responses across the system. However, present existing simulation tools do not easily facilitate such employment of a holistic approach. In this thesis the focus is on how advanced modelling and simulation techniques can be used to de-risk the design and in-service of complex IFEP systems. The state-of-the-art modelling and simulation techniques as well as the IFEP application area are considered. An integrated-model of an IFEP vessel was developed under the EPSRC collaborative AMEPS (Advanced Marine Electric Propulsion System) research project, which forms a major part of this thesis. In order to reduce the computational burden, due to a wide variety of time constants in the IFEP system, a multi-rate simulation technique was proposed. It was demonstrated that a reduction in simulation execution time between 10-15 times can be achieved. However, it was conceptually argued that multi-rate simulation could introduce errors, which propagates itself across the system thereby provoking potential unrealistic responses from other subsystems. Several case studies were conducted based on this model, which shows that such an integrated end-to-end model may be a valuable decision-support tool for de-risking the design and in-service phases of IFEP vessels. For example, it was demonstrated that a disturbance on the propeller could provoke a saturation of the gas turbine governor. Different power system architectures were proposed for IFEP power systems such as radial and hybrid AC/DC. For this thesis, an initial study was conducted to assess the relationship between the type of power system architecture and the vessel survivability. For this assessment an existing vessel survivability theory was further developed into a quantitative method. It was concluded that based on a comparative short circuit study and the proposed survivability method that the IFEP-hybrid AC/DC architecture offers the best vessel survivability
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