Excellence in Research and Innovation for Humanity

International Science Index

Commenced in January 1999 Frequency: Monthly Edition: International Paper Count: 39

Electrical, Computer, Energetic, Electronic and Communication Engineering

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  • 39
    Effective Traffic Lights Recognition Method for Real Time Driving Assistance Systemin the Daytime
    This paper presents an effective traffic lights recognition method at the daytime. First, Potential Traffic Lights Detector (PTLD) use whole color source of YCbCr channel image and make each binary image of green and red traffic lights. After PTLD step, Shape Filter (SF) use to remove noise such as traffic sign, street tree, vehicle, and building. At this time, noise removal properties consist of information of blobs of binary image; length, area, area of boundary box, etc. Finally, after an intermediate association step witch goal is to define relevant candidates region from the previously detected traffic lights, Adaptive Multi-class Classifier (AMC) is executed. The classification method uses Haar-like feature and Adaboost algorithm. For simulation, we are implemented through Intel Core CPU with 2.80 GHz and 4 GB RAM and tested in the urban and rural roads. Through the test, we are compared with our method and standard object-recognition learning processes and proved that it reached up to 94 % of detection rate which is better than the results achieved with cascade classifiers. Computation time of our proposed method is 15 ms.
    A Novel Tracking Method Using Filtering and Geometry
    Image target detection and tracking methods based on target information such as intensity, shape model, histogram and target dynamics have been proven to be robust to target model variations and background clutters as shown by recent researches. However, no definitive answer has been given to occluded target by counter measure or limited field of view(FOV). In this paper, we will present a novel tracking method using filtering and computational geometry. This paper has two central goals: 1) to deal with vulnerable target measurements; and 2) to maintain target tracking out of FOV using non-target-originated information. The experimental results, obtained with airborne images, show a robust tracking ability with respect to the existing approaches. In exploring the questions of target tracking, this paper will be limited to consideration of airborne image.
    Experimental Evaluation of Mobility Anchor Point Selection Scheme in Hierarchical Mobile IPv6
    Hierarchical Mobile IPv6 (HMIPv6) was designed to support IP micro-mobility management in the Next Generation Networks (NGN) framework. The main design behind this protocol is the usage of Mobility Anchor Point (MAP) located at any level router of network to support hierarchical mobility management. However, the distance MAP selection in HMIPv6 causes MAP overloaded and increase frequent binding update as the network grows. Therefore, to address the issue in designing MAP selection scheme, we propose a dynamic load control mechanism integrates with a speed detection mechanism (DMS-DLC). From the experimental results we obtain that the proposed scheme gives better distribution in MAP load and increase handover speed.
    Implementation and Simulation of Half-Bridge Series Resonant Inverter in Zero Voltage Switching
    In switch mode power inverters, small sized inverters can be obtained by increasing the switching frequency. Switching frequency increment causes high driver losses. Also, high dt di and dt dv produced by the switching action creates high Electromagnetic Interference (EMI) and Radio Frequency Interference (RFI). In this paper, a series half bridge series resonant inverter circuit is simulated and evaluated practically to demonstrate the turn-on and turn-off conditions during zero or close to zero voltage switching. Also, the reverse recovery current effects of the body diode of the MOSFETs were investigated by operating above and below resonant frequency.
    Dispersed Error Control based on Error Filter Design for Improving Halftone Image Quality
    The error diffusion method generates worm artifacts, and weakens the edge of the halftone image when the continuous gray scale image is reproduced by a binary image. First, to enhance the edges, we propose the edge-enhancing filter by considering the quantization error information and gradient of the neighboring pixels. Furthermore, to remove worm artifacts often appearing in a halftone image, we add adaptively random noise into the weights of an error filter.
    An Improved Lattice Reduction Aided Detection Scheme for MIMO-OFDM System
    This paper proposes an efficient lattice-reduction-aided detection (LRD) scheme to improve the detection performance of MIMO-OFDM system. In this proposed scheme, V candidate symbols are considered at the first layer, and V probable streams are detected with LRD scheme according to the first detected V candidate symbols. Then, the most probable stream is selected through a ML test. Since the proposed scheme can more accurately detect initial symbol and can reduce transmission of error to rest symbols, the proposed scheme shows more improved performance than conventional LRD with very low complexity.
    Assessment of Performance Measures of Large-Scale Power Systems

    In a recent major industry-supported research and development study, a novel framework was developed and applied for assessment of reliability and quality performance levels in reallife power systems with practical large-scale sizes. The new assessment methodology is based on three metaphors (dimensions) representing the relationship between available generation capacities and required demand levels. The paper shares the results of the successfully completed stud and describes the implementation of the new methodology on practical zones in the Saudi electricity system.

    A Novel Transmission Scheme for Reliable Cooperative Communication
    Cooperative communication scheme can be substituted for multiple-input multiple-output (MIMO) technique when it may not be able to support multiple antennas due to size, cost or hardware limitations. In other words, cooperative communication scheme is an efficient method to achieve spatial diversity without multiple antennas. For satisfaction of rising QoS, we propose a reliable cooperative communication scheme with M-QAM based Dual Carrier Modulation (M-DCM), which can increase diversity gain. Although our proposed scheme is very simple method, it gives us frequency and spatial diversity. Simulation result shows our proposed scheme obtains diversity gain more than the conventional cooperative communication scheme.
    An Effective Traffic Control for both Real-time Bursts and Reliable Bursts in OBS Networks
    Optical burst switching(OBS) is considered as one of preferable network technologies for the next generation Internet. The Internet has two traffic classes, i.e. real-time bursts and reliable bursts. It is an important subject for OBS to achieve cooperated operation of real-time bursts and reliable bursts. In this paper, we proposes a new effective traffic control method named Separate TB+LB (Token Bucket + Leaky Bucket : TB+LB) method. The proposed method presents a new Token Bucket scheme for real-time bursts called as RBO-TB (Real-time Bursts Oriented Token Bucket). The method also applies the LB method to reliable bursts for obtaining better performance. This paper verifies the effectiveness of the Separate TB+LB method through the performance evaluation.
    Coherent PON for NG-PON2: 40Gbps Downstream Transmission with 40dB Power Margin using Commercial DFB Lasers and no Optical Amplification
    We demonstrate a 40Gbps downstream PON transmission based on PM-QPSK modulation using commercial DFB lasers without optical amplifier in the ODN, obtaining 40dB power budget. We discuss this solution within NG-PON2 architectures.
    An Improved STBC Structure and Transmission Scheme for High Rate and Reliability in OFDMA Cooperative Communication
    Space-time block code(STBC) has been studied to get full diversity and full rate in multiple input multiple output(MIMO) system. Achieving full rate is difficult in cooperative communications due to the each user consumes the time slots for transmitting information in cooperation phase. So combining MIMO systems with cooperative communications has been researched for full diversity and full rate. In orthogonal frequency division multiple access (OFDMA) system, it is an alternative way that each user shares their allocated subchannels instead of using the MIMO system to improve the transmission rate. In this paper, a Decode-and-forward (DF) based cooperative communication scheme is proposed. The proposed scheme has improved transmission rate and reliability in multi-path fading channel of the OFDMA up-link condition by modified STBC structure and subchannel sharing.
    Experimental Parametric Investigation of Temperature Effects on 60W-QCW Diode Laser
    Nowadays, quasi-continuous wave diode lasers are used in a widespread variety of applications. Temperature effects in these lasers can strongly influence their performance. In this paper, the effects of temperature have been experimentally investigated on different features of a 60W-QCW diode laser. The obtained results indicate that the conversion efficiency and operation voltage of diode laser decrease with the augmentation of the working temperature associated with a redshift in the laser peak wavelength. Experimental results show the emission peak wavelength of laser shifts 0.26 nm and the conversion efficiency decreases 1.76 % with the increase of temperature from 40 to 50 ̊C. Present study also shows the slope efficiency decreases gradually at low temperatures and rapidly at higher temperatures. Regarding the close dependence of the mentioned parameters to the operating temperature, it is of great importance to carefully control the working temperature of diode laser, particularly for medical applications.
    Automatic Recognition of an Unknown and Time-Varying Number of Simultaneous Environmental Sound Sources

    The present work faces the problem of automatic enumeration and recognition of an unknown and time-varying number of environmental sound sources while using a single microphone. The assumption that is made is that the sound recorded is a realization of sound sources belonging to a group of audio classes which is known a-priori. We describe two variations of the same principle which is to calculate the distance between the current unknown audio frame and all possible combinations of the classes that are assumed to span the soundscene. We concentrate on categorizing environmental sound sources, such as birds, insects etc. in the task of monitoring the biodiversity of a specific habitat.

    An Improved Fast Video Clip Search Algorithm for Copy Detection using Histogram-based Features
    In this paper, we present an improved fast and robust search algorithm for copy detection using histogram-based features for short MPEG video clips from large video database. There are two types of histogram features used to generate more robust features. The first one is based on the adjacent pixel intensity difference quantization (APIDQ) algorithm, which had been reliably applied to human face recognition previously. An APIDQ histogram is utilized as the feature vector of the frame image. Another one is ordinal histogram feature which is robust to color distortion. Furthermore, by Combining with a temporal division method, the spatial and temporal features of the video sequence are integrated to realize fast and robust video search for copy detection. Experimental results show the proposed algorithm can detect the similar video clip more accurately and robust than conventional fast video search algorithm.
    Approximation Approach to Linear Filtering Problem with Correlated Noise
    The (sub)-optimal soolution of linear filtering problem with correlated noises is considered. The special recursive form of the class of filters and criteria for selecting the best estimator are the essential elements of the design method. The properties of the proposed filter are studied. In particular, for Markovian observation noise, the approximate filter becomes an optimal Gevers-Kailath filter subject to a special choice of the parameter in the class of given linear recursive filters.
    Using Finite Element Method for Determination of Poles Number in Optimal Design of Linear Motor

    One of Effective parameters on the performance of linear induction motors is number of poles which must be selected and optimized to increase power efficiency and motor performance significantly. In this paper a double-sided linear induction motor with different poles number by using MAXWELL3D software is designed and with finite element method is analyzed electromagnetically. Then for dynamic simulation, linear motor by using MATLAB software is simulated. The results show that by adding poles number, system time response is increased and motor after more time reaches to steady state. Also propulsion force of motor is increased.

    Data-driven ASIC for Multichannel Sensors

    An approach and its implementation in 0.18 m CMOS process of the multichannel ASIC for capacitive (up to 30 pF) sensors are described in the paper. The main design aim was to study an analog data-driven architecture. The design was done for an analog derandomizing function of the 128 to 16 structure. That means that the ASIC structure should provide a parallel front-end readout of 128 input analog sensor signals and after the corresponding fast commutation with appropriate arbitration logic their processing by means of 16 output chains, including analog-to-digital conversion. The principal feature of the ASIC is a low power consumption within 2 mW/channel (including a 9-bit 20Ms/s ADC) at a maximum average channel hit rate not less than 150 kHz.

    A Study of DSRC Radio Testbed under Heavy Channel Load
    Dedicated Short Range Communication (DSRC) is a key enabling technology for the next generation of communication-based safety applications. One of the important problems for DSRC deployment is maintaining high performance under heavy channel load. Many studies focus on congestion control mechanisms for simulating hundreds of physical radios deployed on vehicles. The U.S. department of transportation-s (DOT) Intelligent Transportation Systems (ITS) division has a plan to chosen prototype on-board devices capable of transmitting basic “Here I am" safety messages to other vehicles. The devices will be used in an IntelliDrive safety pilot deployment of up to 3,000 vehicles. It is hard to log the information of 3,000 vehicles. In this paper we present the designs and issues related to the DSRC Radio Testbed under heavy channel load. The details not only include the architecture of DSRC Radio Testbed, but also describe how the Radio Interfere System is used to help for emulating the congestion radio environment.
    TSM: A Design Pattern to Make Ad-hoc BPMs Easy and Inexpensive in Workflow-aware MISs

    Despite so many years- development, the mainstream of workflow solutions from IT industries has not made ad-hoc workflow-support easy or inexpensive in MIS. Moreover, most of academic approaches tend to make their resulted BPM (Business Process Management) more complex and clumsy since they used to necessitate modeling workflow. To cope well with various ad-hoc or casual requirements on workflows while still keeping things simple and inexpensive, the author puts forth first the TSM design pattern that can provide a flexible workflow control while minimizing demand of predefinitions and modeling workflow, which introduces a generic approach for building BPM in workflow-aware MISs (Management Information Systems) with low development and running expenses.

    Image Enhancement using α-Trimmed Mean ε-Filters

    Image enhancement is the most important challenging preprocessing for almost all applications of Image Processing. By now, various methods such as Median filter, α-trimmed mean filter, etc. have been suggested. It was proved that the α-trimmed mean filter is the modification of median and mean filters. On the other hand, ε-filters have shown excellent performance in suppressing noise. In spite of their simplicity, they achieve good results. However, conventional ε-filter is based on moving average. In this paper, we suggested a new ε-filter which utilizes α-trimmed mean. We argue that this new method gives better outcomes compared to previous ones and the experimental results confirmed this claim.

    Challenges to Enable Quick Start of an Environmental Monitoring with Wireless Sensor Network Technology
    With the advancement of wireless sensor network technology, its practical utilization is becoming an important challange. This paper overviews my past environmental monitoring project, and discusses the process of starting the monitoring by classifying it into four steps. The steps to start environmental monitoring can be complicated, but not well discussed by researchers of wireless sensor network technology. This paper demonstrates our activity and challenges in each of the four steps to ease the process, and argues future challenges to enable quick start of environmental monitoring.
    An Effective Method for Audio Translation between IAX and RSW Protocols

    Nowadays, Multimedia Communication has been developed and improved rapidly in order to enable users to communicate between each other over the Internet. In general, the multimedia communication consists of audio and video communication. However, this paper focuses on audio streams. The audio translation between protocols is a very critical issue due to solving the communication problems between any two protocols, as well as it enables people around the world to talk with each other at anywhere and anytime even they use different protocols. In this paper, a proposed method for an audio translation module between two protocols has been presented. These two protocols are InterAsterisk eXchange Protocol (IAX) and Real Time Switching Control Protocol (RSW), which they are widely used to provide two ways audio transfer feature. The result of this work is to introduce possibility of interworking together.

    Two Different Solutions for Gigabit Ethernet Transmission over POF
    Two completely different approaches for a Gigabit Ethernet compliant stream transmission over 50m of 1mm PMMA SI-POF have been experimentally demonstrated and are compared in this paper. The first solution is based on a commercial RC-LED transmission and a careful optimization of the physical layer architecture, realized during the POF-PLUS EU Project. The second solution exploits the performance of an edge-emitting laser at the transmitter side in order to avoid any sort of electrical equalization at the receiver side.
    Reliability Modeling and Data Analysis of Vacuum Circuit Breaker Subject to Random Shocks

    The electrical substation components are often subject to degradation due to over-voltage or over-current, caused by a short circuit or a lightning. A particular interest is given to the circuit breaker, regarding the importance of its function and its dangerous failure. This component degrades gradually due to the use, and it is also subject to the shock process resulted from the stress of isolating the fault when a short circuit occurs in the system. In this paper, based on failure mechanisms developments, the wear out of the circuit breaker contacts is modeled. The aim of this work is to evaluate its reliability and consequently its residual lifetime. The shock process is based on two random variables such as: the arrival of shocks and their magnitudes. The arrival of shocks was modeled using homogeneous Poisson process (HPP). By simulation, the dates of short-circuit arrivals were generated accompanied with their magnitudes. The same principle of simulation is applied to the amount of cumulative wear out contacts. The objective reached is to find the formulation of the wear function depending on the number of solicitations of the circuit breaker.

    Fast 2.5D Model Reconstruction of Assembled Parts with High Occlusion for Completeness Inspection

    In this work a dual laser triangulation system is presented for fast building of 2.5D textured models of objects within a production line. This scanner is designed to produce data suitable for 3D completeness inspection algorithms. For this purpose two laser projectors have been used in order to considerably reduce the problem of occlusions in the camera movement direction. Results of reconstruction of electronic boards are presented, together with a comparison with a commercial system.

    Multifunctional Electrical Outlet based on Mobile Ad Hoc Network
    Nowadays, new home appliances and office appliances have been developed that communicate with users through the Internet, for remote monitor and remote control. However, developments and sales of these new appliances are just started, then, many products in our houses and offices do not have these useful functions. In few years, we add these new functions to the outlet, it means multifunctional electrical power socket plug adapter. The outlet measure power consumption of connecting appliances, and it can switch power supply to connecting appliances, too. Using this outlet, power supply of old appliances can be control and monitor. And we developed the interface system using web browser to operate it from users[1]. But, this system need to set up LAN cables between outlets and so on. It is not convenience that cables around rooms. In this paper, we develop the system that use wireless mobile ad hoc network instead of wired LAN to communicate with the outlets.
    Navigation and Self Alignment of Inertial Systems using Nonlinear H∞ Filters
    Micro electromechanical sensors (MEMS) play a vital role along with global positioning devices in navigation of autonomous vehicles .These sensors are low cost ,easily available but depict colored noises and unpredictable discontinuities .Conventional filters like Kalman filters and Sigma point filters are not able to cope with nonwhite noises. This research has utilized H∞ filter in nonlinear frame work both with Kalman filter and Unscented filter for navigation and self alignment of an airborne vehicle. The system is simulated for colored noises and discontinuities and results are compared with not robust nonlinear filters. The results are found 40%-70% more robust against colored noises and discontinuities.
    Effective Security Method for Wireless LAN using Life-Cycle of Wireless Access Point
    There are many expand of Wi-Fi zones provided mobile careers and usage of wireless access point at home as increase of usage of wireless internet caused by the use of smart phone. This paper shows wireless local area network status, security threats of WLAN and functionality of major wireless access point in Korea. We propose security countermeasures concerned with life cycle of access point from manufacturing to installation, using and finally disposal. There needed to releasing with configured secure at access point. Because, it is most cost effective resolution than stage of installation or other life cycle of access point.
    Improved Posterized Color Images based on Color Quantization and Contrast Enhancement
    A conventional image posterization method occasionally fails to preserve the shape and color of objects due to the uneffective color reduction. This paper proposes a new image posterizartion method by using modified color quantization for preserving the shape and color of objects and color contrast enhancement for improving lightness contrast and saturation. Experiment results show that our proposed method can provide visually more satisfactory posterization result than that of the conventional method.
    Concurrent Testing of ADC for Embedded System
    Compaction testing methods allow at-speed detecting of errors while possessing low cost of implementation. Owing to this distinctive feature, compaction methods have been widely used for built-in testing, as well as external testing. In the latter case, the bandwidth requirements to the automated test equipment employed are relaxed which reduces the overall cost of testing. Concurrent compaction testing methods use operational signals to detect misbehavior of the device under test and do not require input test stimuli. These methods have been employed for digital systems only. In the present work, we extend the use of compaction methods for concurrent testing of analog-to-digital converters. We estimate tolerance bounds for the result of compaction and evaluate the aliasing rate.
    MAS Simulations of Optical Antenna Structures

    A semi-analytic boundary discretization method, the Method of Auxiliary Sources (MAS) is used to analyze Optical Antennas consisting of metallic parts. In addition to standard dipoletype antennas, consisting of two pieces of metal, a new structure consisting of a single metal piece with a tiny groove in the center is analyzed. It is demonstrated that difficult numerical problems are caused because optical antennas exhibit strong material dispersion, loss, and plasmon-polariton effects that require a very accurate numerical simulation. This structure takes advantage of the Channel Plasmon-Polariton (CPP) effect and exhibits a strong enhancement of the electric field in the groove. Also primitive 3D antenna model with spherical nano particles is analyzed.

    Bipolar Square Wave Pulses for Liquid Food Sterilization using Cascaded H-Bridge Multilevel Inverter
    This paper presents the generation of bipolar square wave pulses with characteristics that are suitable for liquid food sterilization using a Cascaded H-bridge Multilevel Inverter (CHMI). Bipolar square waves pulses have been reported as stable for a longer time during the sterilization process with minimum heat emission and increased efficiency. The CHMI allows the system to produce bipolar square wave pulses and yielding high output voltage without using a transformer while fulfilling the pulse requirements for effective liquid food sterilization. This in turn can reduce power consumption and cost of the overall liquid food sterilization system. The simulation results have shown that pulses with peak output voltage of 2.4 kV, pulse width of between 1 2s and 1 ms at frequencies of 50 Hz and 100 Hz can be generated by a 7-level CHMI. Results from the experimental set-up based on a 5-level CHMI has indicated the potential of the proposed circuit in producing bipolar square wave output pulses with peak values that depends on the DC source level supplied to the CHMI modules, pulse width of between 12.5 2s and 1 ms at frequencies of 50 Hz and 100 Hz.
    Study on Radio Link Availability in Millimeter Wave Range
    In this paper, the link quality in SHF and EHF ranges are studied. In order to achieve high data rate higher frequencies must be used – centimeter waves (SHF), millimeter waves (EHF) or optical range. However, there are significant problem when a radio link work in that diapason – rain attenuation and attenuation in earth-s atmosphere. Based on statistical rain rates data for Bulgaria, the link availability can be determined, depending on the working frequency, the path length and the Power Budget of the link. For the calculations of rain attenuation and atmosphere-s attenuation the ITU recommendations are used.
    Next Generation IP Address Transition Mechanism for Web Application System

    Internet Protocol version 4 (IPv4) address is decreasing and a rapid transition method to the next generation IP address (IPv6) should be established. This study aims to evaluate and select the best performance of the IPv6 address network transitionmechanisms, such as IPv4/IPv6 dual stack, transport Relay Translation (TRT) and Reverse Proxy with additional features. It is also aim to prove that faster access can be done while ensuring optimal usage of available resources used during the test and actual implementation. This study used two test methods such asInternet Control Message Protocol (ICMP)ping and ApacheBenchmark (AB) methodsto evaluate the performance.Performance metrics for this study include aspects ofaverageaccessin one second,time takenfor singleaccess,thedata transfer speed and the costof additional requirements.Reverse Proxy with Caching featureis the most efficientmechanism because of it simpler configurationandthe best performerfrom the test conducted.

    Security Threat and Countermeasure on 3G Network
    Recent communications environment significantly expands the mobile environment. The popularization of smartphones with various mobile services has emerged, and smartphone users are rapidly increasing. Because of these symptoms, existing wired environment in a variety of mobile traffic entering to mobile network has threatened the stability of the mobile network. Unlike traditional wired infrastructure, mobile networks has limited radio resources and signaling procedures for complex radio resource management. So these traffic is not a problem in wired networks but mobile networks, it can be a threat. In this paper, we analyze the security threats in mobile networks and provide direction to solve it.
    Improved Tropical Wood Species Recognition System based on Multi-feature Extractor and Classifier
    An automated wood recognition system is designed to classify tropical wood species.The wood features are extracted based on two feature extractors: Basic Grey Level Aura Matrix (BGLAM) technique and statistical properties of pores distribution (SPPD) technique. Due to the nonlinearity of the tropical wood species separation boundaries, a pre classification stage is proposed which consists ofKmeans clusteringand kernel discriminant analysis (KDA). Finally, Linear Discriminant Analysis (LDA) classifier and KNearest Neighbour (KNN) are implemented for comparison purposes. The study involves comparison of the system with and without pre classification using KNN classifier and LDA classifier.The results show that the inclusion of the pre classification stage has improved the accuracy of both the LDA and KNN classifiers by more than 12%.
    Comparative Study of Three DGS Unit Shapes and Compact Microstrip Low-Pass and Band-Pass Filters Designs
    In this paper, three types of defected ground structure (DGS) units which are triangular-head (TH), rectangular-head (RH) and U-shape (US) are investigated. They are further used to low-pass and band-pass filters designs (LPF and BPF) and the obtained performances are examined. The LPF employing RH-DGS geometry presents the advantages of compact size, low-insertion loss and wide stopband compared to the other filters. It provides cutoff frequency of 2.5 GHz, largest rejection band width of 20 dB from 2.98 to 8.76 GHz, smallest transition region and smallest sharpness of the cutoff frequency. The BPF based on RH-DGS has the highest bandwidth (BW) of about 0.74 GHz and the lowest center frequency of 3.24 GHz, whereas the other BPFs have BWs less than 0.7 GHz.
    Optimal Supplementary Damping Controller Design for TCSC Employing RCGA

    Optimal supplementary damping controller design for Thyristor Controlled Series Compensator (TCSC) is presented in this paper. For the proposed controller design, a multi-objective fitness function consisting of both damping factors and real part of system electromachanical eigenvalue is used and Real- Coded Genetic Algorithm (RCGA) is employed for the optimal supplementary controller parameters. The performance of the designed supplementary TCSC-based damping controller is tested on a weakly connected power system with different disturbances and loading conditions with parameter variations. Simulation results are presented and compared with a conventional power system stabilizer and also with the TCSC-based supplementary controller when the controller parameters are not optimized to show the effectiveness and robustness of the proposed approach over a wide range of loading conditions and disturbances.

    Using Exponential Lévy Models to Study Implied Volatility patterns for Electricity Options
    German electricity European options on futures using Lévy processes for the underlying asset are examined. Implied volatility evolution, under each of the considered models, is discussed after calibrating for the Merton jump diffusion (MJD), variance gamma (VG), normal inverse Gaussian (NIG), Carr, Geman, Madan and Yor (CGMY) and the Black and Scholes (B&S) model. Implied volatility is examined for the entire sample period, revealing some curious features about market evolution, where data fitting performances of the five models are compared. It is shown that variance gamma processes provide relatively better results and that implied volatility shows significant differences through time, having increasingly evolved. Volatility changes for changed uncertainty, or else, increasing futures prices and there is evidence for the need to account for seasonality when modelling both electricity spot/futures prices and volatility.