نتایج جستجو برای: loss distribution approach

تعداد نتایج: 2212076  

In this article, a multi-objective planning is demonstrated for reactive power compensation in radial distribution networks with wind generation via unified power quality conditioner (UPQC). UPQC model, based on phase angle control (PAC), is used. In presented method, optimal locating of UPQC-PAC is done by simultaneous minimizing of objective functions such as: grid power loss, percentage of n...

The problems of sequential change-point have several important applications in quality control, signal processing, and failure detection in industry and finance and signal detection. We discuss a Bayesian approach in the context of statistical process control: at an unknown time  τ, the process behavior changes and the distribution of the data changes from p0 to p1. Two cases are consi...

Journal: :Management Science 2011
Sudheer Chava Catalina Stefanescu Stuart M. Turnbull

This paper focuses on modeling and predicting the loss distribution for credit risky assets such as bonds or loans. We directly model the two components of loss — the default probabilities and the recovery rates given default, and capture the dependence between them through shared covariates. Using an extensive default and recovery data set, we demonstrate the limitations of standard metrics of...

1996
Dieter Fox Wolfram Burgard Sebastian Thrun

This paper proposes the dynamic window approach to reactive collision avoidance for mobile robots equipped with synchro-drives. The approach is derived directly from the motion dynamics of the robot and is therefore particularly well-suited for robots operating at high speed. It di ers from previous approaches in that the search for commands controlling the translational and rotational velocity...

One of the big concerns of big cities is facing with the increase of fossil fuel vehicles in the roads. The cars intensify greenhouse gas emission in civic centers. One approach to reduce the emission is replacing the cars by Plug-In Electric Vehicles (PEVs). In spite of reducing the emission, PEVs have some adverse effect on electric distribution networks. Technical challenges such as load and...

2009
Raquel BARREIRA Tristan PRYER Qi TANG

In Basel II Capital Accord, the Advanced Measurement Approaches (AMA) is stated as one of the pillar stone methods for calculating corporate risk reserves. One of the common yet cumbersome methods is the one known as loss distribution approach (cf. [Chernobai A S, Rachev S T and Fabozzi F J, (2007)]. In this article, we present an easy to implement scheme through electronic means and discuss so...

Journal: :IEEE Robot. Automat. Mag. 1997
Dieter Fox Wolfram Burgard Sebastian Thrun

This paper describes the dynamic window approach to reactive collision avoidance for mobile robots equipped with synchro-drives. The approach is derived directly from the motion dynamics of the robot and is therefore particularly well-suited for robots operating at high speed. It di ers from previous approaches in that the search for commands controlling the translational and rotational velocit...

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