Sharif Digital Repository

Multi-period Value-at-Risk (VaR) forecasting is important for risk management. Financial institutions especially commercial banks according to Basel Committee regulations for capital adequacy in “Internal Approach”, should forecast their VaR for multi-period horizons (longer than one day). The most conventional approach for forecasting multi-period VaR is scaling one-day forecasted VaR that is called “square root of time rule”; therefore most works in this area have been focused on forecasting one-day VaR. In this study, we review performance of a wide range of different methods in forecasting multi-period VaR. The results of our study show that historical simulation performs weakly in... 

The issue of solid and fluid interaction in horizontal axis wind turbines with diameter of more than 120 meters is one of the most important researching subjects of this type of turbines. This issues needs quick and exact solutions because of the high computational cost of fluid and structural domains.In this research a quick method with acceptable accuracy has been suggested which is based on computational fluid dynamic to examine the aeroelastic behavior of rotor and wind turbine tower. The actuator disc method in two domains of axisymmetric and three-dimensional has been used to compute aerodynamic forces. For this purpose a code has been written in C++ to set down virtual momentum on... 

One of the most important alternative technologies in the field of security monitoring is millimeter-wave imaging technology, which is a good alternative both for performance and cost-effectiveness. Conventional security monitoring techniques use optical images or metal detectors to control people in crowded, sensitive places, but with the help of electromagnetic waves, these technologies can be obtained. This way, metal and non-metallic objects hidden inside clothing, bags or shoes can also be detected that are not identifiable by conventional security-control methods. This thesis examines the implementation of an improved algorithm for automatic detection of objects in millimeter-wave... 

Automatic theorem proving has been attractive in artificial intelligence (AI). The aim of the usual automatic theorem proving methods is applying of the mathematical logic rules to decide intelligently, and reasoning automatically. In contrast the aim of our research is to apply computers abilities and artificial intelligence methods to simulate human abilities to prove mathematical theorems. For this purpose, we invent a typed formal language (TFL) to describe mathematical theories. The language must be clearly computable and should cover the First Order Logic (FOL) and the usual mathematical sentences. Then some algorithms and inference rules to compare sentences conceptually are... 

The Smith Predictor does not work for unstable plants; therefore a lot of modifications have been proposed in order to solve this problem. In this project, advantages and disadvantages of most of these methods are studied in a general framework and based on Diophantine equation and using pole-placement technique. a discrete control scheme for unstable processes has been proposed. This structure can be used for non-minimum phase and stochastic processes. Robust stability of the suggested control structure has been shown. Performance of the proposed method is compared with previous works through computer simulations and its superiority for robust stability, load rejection; set-point tracking... 

Inlet flow of afterburners comes from the burnt products of the primary combustion chamber. The fuel is injected and the mixture is ignited to form a flame which is stabilized behind a flameholder in the afterburner. Flame stability stems from wake (recirculation zone) of flameholder. With the aid of high residence time of flow behind the flameholder reactants get the time to catch activation energy. Some parameters like oxygen content, mass flow rate, inlet temperature, and nozzle area ratio play an important role in afterburner combustion efficiency and flame stability. In this study we focused on afterburner combustion stability in GE J85-21 engine. This engine will be in service through... 

In this dissertation, the application of frequency and space diversities in radar target parameter estimation are investigated. On this basis, multi-frequency signal is used to improve the range resolution, array structure is used to increase the angle estimation accuracy and the merger of the multi-frequency signal and array structure are used to increase the maximum number of targets that can be uniquely identified.Considering the desirable properties of multi-frequency signals such as high bandwidth efficiency, high range resolution achievement without chip length decrease and …, there has been increased interest in the vast area of research on the design of such signals that has... 

Target recognition techniques based on micro Doppler phenomenon are popular because they are applicable even on low resolution radars, in contrast to other techniques such as High Resolution Range Profile (HRRP) which need high resolution in range or angle. Usually, main purpose of such techniques is generating robust features against target initial state, velocity, aspect angle, etc. rather than features which exactly identify a target. Main approaches in the literature are based on time-frequency transforms (TFT) such as spectrogram in order to generate features to classify targets, but in this thesis, we propose a totally different method using Recurrence Plot for generating features... 

In this research with Finite Element Methods in ABAQUS, numerical modeling has done in three-dimensions, which can be used to determine the effect of different factors on the surface settlement. Also, various factors such as geotechnical conditions, tunnel diameter,tunnel depth, the impact of the thickness of the segments and the amount of eccentricity of the structure relative to the longitudinal axis of the tunnel considered in this study. Face Pressure Supports, and Grout Injection Pressures are taken into account, too.Tunnel drilling causes a change in the displacement area and creates a changing zone around the tunnel. In this regard, not only adjacent buildings will be affected by... 

Proton precession magnetometers are one of the most sensitive scalar magnetic sensors. Their function is based on Zeeman effect and also nuclear magnetic resonance phenomena. In this project we have designed and implemented needed coils, swithching and signal detection circuits. Because of extremely high sensitivity of this sensor to induced noises and also gradient of earth’s magnetic fileld, detection of precession signal needs design of low noise electronic circuits with special EMC considerations. The implemented system in this project contains different blocks, such as switching circuit and its related control unit, amplifier, filter and frequency meter. Using this system, the obtained... 

Effective field theory is a practical method for model building and explaining experimental/observational data. These theories are constructed based on knowing low energy degrees of freedom and symmetries (accidental or fundamental). By construction, these theories are applicable up to a cut-off scale and their predictions beyond that are not reliable. For applications to higher energies a UV completion is needed through which modifications are applied or new heavy degrees of freedom are introduced. In order to complete a theory in a Wilsonian approach, scattering amplitudes must satisfy some constraints. These constraints are derived from basic assumptions like Lorentz invariance,... 

Numerous structures which are involved in seismic soil-pile-structure interaction have been destroyed. Considering complexities which exist in soil-pile interaction problems and lack of precise methods without imperfect bases, it is necessary to use numerical methods for analyzing soil-pile interaction problems. In this research, three-dimensional modeling and studying the effect of changing soil and pile parameters on the behavior of pile under earthquake loading is performed using finite difference software, FLAC3D. The soil in this model has a softening behavior. Real earthquake spectrum has been applied into the model as the acceleration time history at the bedrock level. The results of... 

Molecule of DNA is one of the most important biomolecule in cell which contains genetic information to supply the required proteins for body. Evidence shows prefered binding sequence for proteins exist to interact with proteins which this preference is determined not only by specefic chemical interactions between DNA and protein, but also specific suitable geometrical arrangements of DNA have important role to inding DNA oligomer and protein, such as winding DNA around histon to creating nucleosome is related to curvature and deformability of DNA. Thus knowing elastic behaviour and properties of DNA helps us to approach the answer of such questions. Despite the recent dvancement in labratory... 

The main effort of this thesis is to present a numerical method to simulate and implement a special type of controllers, called proportional-weighted integral (PWI) controllers. For this purpose, at first mathematical equations of the fractional order proportional-integral controllers have been investigated in the time domain, and then by generalization of these controllers, the PWI controllers are achieved. Next the discretization of these controllers are carried out and the performance of the controllers are simulated by means of this discretization and comparison between these controllers and the conventional PI controllers has been held. After that a method for estimation of these... 

Regarding recent progress in the field of decision theory and the discovery of the important factors in human decision making, it is suggested by researchers to build up models that take all of, or at least most of, those factors into account simultaneously. In this research, first, we present some important achievements in the field of decision theory then develop a model based on these factors. Therefore, we focus on influential factors in human decision making, especially recent ones in neuroeconomics and mathematical models are presented to describe their effects. Then a descriptive model is proposed and changed it to a prescriptive model by adding some assumptions and standard charts.... 

The frequency divider is one of the components of a frequency synthesizer. Regenerative frequency divider is one of the frequency division methods and is used in narrow band applications. In this thesis, the process of designing & fabricating Ka band and Ku band regenerative frequency dividers is reported. A bandwidth of 550MHz for the Ka band divider and 400MHz for the Ku band divider have been achieved. Multiple passive structures such as microstrip filters, Wilkinson power dividers and a waveguide-to-microstrip transition have been designed during the fabrication of the mentioned frequency dividers. According to the results of the simulations, the bandwidth of the waveguide-to-microstrip... 

In this thesis, we consider the problem of online conflict-free coloring for regions. First, we analyze online variant of the conflict-free coloring of intervals on the line, where each newly inserted interval must be assigned a color upon insertion such that the coloring remains conflict-free, i.e. for every point p in the union of the current intervals, there must be an interval I with a unique color among all intervals covering p. we present deterministic algorithm for achieving this goal which uses O(log^3⁡n) color. Next, we consider the online conflict-free coloring of nearly-equal axis-parallel rectangles in the plane and present a deterministic algorithms which uses O(log^12⁡n)... 

There are several methods for EEG state detection, and there are still many challenges. Switching Kalman Filter (SKF) is a suitable approach for state detection, which has been used in various applications such as QRS detection in ECG signal, apnea detection using ECG signal, and also hand path detection using EEG signal. Our goal here is to use Switching Kalman Filter (SKF) in order to detect changes in EEG signal, and in particular in sleep. In other words, we want to detect Sleep Stages. Here, detecting Sleep Stages will help doctors diagnose and treat diseases. There is a Kalman Model for each Stages of Sleep in SKF, that I model it with a AR model. In addition, SKF switch is a state... 

A grid simulator is a system for testing various types of grid-connected devices, such as inverters of renewable energy sources, chargers, power supplies, etc. In this project, the design and implementation of a 3 KVA three-phase regenerative programmable AC current source is presented. In the future, this structure can be used as a grid simulator. The topology used for the current source is a two-level three-phase AC to DC converter. The current source can operate in constant current (CC), constant power (CP), constant impedance (CI), and constant voltage (CV) modes. In the constant current operating mode, the user sets the amplitude and phase of the 1st, 5th, 7th, 11th, and 13th harmonics... 

Suction caisson is a relatively new technology which was introduced about 30 years ago for the first time and after several investigations, was found its position in the oil industry and construction of anchorages, during previous decade. So nowadays, it is the most effective and economical choice as the mooring of offshore structures in comparison with the other foundations. Suction caisson is a hollow cylinder with an open bottom and a closed top. After placement on the seafloor, the caisson first penetrates into the soil by its self weight and then inserts into the ground by pumping water out of it. Although many researchers have attempted to understand the behavior of suction caissons...