• No results found

Comparison between adaptive neurofuzzy inference system and general regression neural networks for gearbox fault detection using motor operating parameters

N/A
N/A
Protected

Academic year: 2021

Share "Comparison between adaptive neurofuzzy inference system and general regression neural networks for gearbox fault detection using motor operating parameters"

Copied!
9
0
0

Bezig met laden.... (Bekijk nu de volledige tekst)

Hele tekst

(1)

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

.H\ZRUGV *HDUER[ IDXOW GHWHFWLRQ VWDWLF GDWD DGDSWLYH QHXUR IX]]\ LQIHUHQFH V\VWHP QHXUDO QHWZRUNV



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

(2)



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s  ZKLFK LV UHIHUUHG WR DV WKH

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

ZKHUH" DQG# DUHWKHLQSXWV% *& *DQG$*DUHIX]]\VHWVDQGV\VWHPVRXWSXWUHVSHFWLYHO\' *( *DQG)* DUHWKHGHVLJQSDUDPHWHUVWKDWDUHGHWHUPLQHGGXULQJWKHWUDLQLQJSURFHVV7KH$1),6DUFKLWHFWXUHWR LPSOHPHQW WKHVH WZR UXOHV LV VKRZQ LQ )LJ  LQ ZKLFK D FLUFOH LQGLFDWHV D IL[HG QRGH ZKHUHDV D VTXDUHLQGLFDWHVDQDGDSWLYH

 

(3)

       +         ,       $VPHQWLRQHGHDUOLHUERWKWKHSUHPLVH QRQOLQHDU DQGFRQVHTXHQW OLQHDU SDUDPHWHUVRIWKH$1),6 VKRXOG EH WXQHG XWLOL]LQJ WKH VRFDOOHG OHDUQLQJ SURFHVV WR RSWLPDOO\ UHSUHVHQW WKH IDFWXDO PDWKHPDWLFDO UHODWLRQVKLS EHWZHHQ WKH LQSXW VSDFH DQG RXWSXW VSDFH 1RUPDOO\ DV D ILUVW VWHS DQ DSSUR[LPDWHIX]]\PRGHOLVLQLWLDWHGE\WKHV\VWHPDQGWKHQLPSURYHGWKURXJKDQLWHUDWLYHDGDSWLYH OHDUQLQJ SURFHVV %DVLFDOO\ $1),6 WDNHV WKH LQLWLDO IX]]\ PRGHO DQG WXQHV LW E\PHDQV RI D K\EULG WHFKQLTXH FRPELQLQJ JUDGLHQW GHVFHQW EDFN SURSDJDWLRQ DQG PHDQ OHDVWVTXDUHV RSWLPL]DWLRQ DOJRULWKPV$WHDFKHSRFKDQHUURUPHDVXUHXVXDOO\GHILQHGDVWKHVXPRIWKHVTXDUHGGLIIHUHQFH EHWZHHQ DFWXDO DQG GHVLUHG RXWSXW LV UHGXFHG 7UDLQLQJ VWRSV ZKHQ HLWKHU WKH SUHGHILQHG HSRFK QXPEHURUHUURUUDWHLVREWDLQHG7KHUHDUHWZRSDVVHVLQWKHK\EULGOHDUQLQJSURFHGXUHIRU$1),6,Q WKH IRUZDUG SDVV RI WKH K\EULG OHDUQLQJ DOJRULWKP IXQFWLRQDO VLJQDOV JR IRUZDUG WLOO OD\HU  DQG WKH FRQVHTXHQWSDUDPHWHUVDUHLGHQWLILHGE\WKHOHDVWVTXDUHVHVWLPDWH,QWKHEDFNZDUGSDVVWKHHUURU UDWHVSURSDJDWHEDFNZDUGVDQGWKHSUHPLVHSDUDPHWHUVDUHXSGDWHGE\WKHJUDGLHQWGHVFHQW>@

$ WRRWK EUHDNDJH LV RQH RI WKH FRPPRQ IDXOWV LQ JHDUER[HV 'LIIHUHQW OHYHOV RI EUHDNDJHV RQ WKH SLQLRQJHDUDUHH[DPLQHGLQWKLVSDUWRIWKHUHVHDUFK7ZROHYHOVRIIDXOWVHYHULW\DQGRID WRRWKDUHUHPRYHGIURPWRZSLQLRQJHDUV

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

(4)

     

*511 DQG $1)6 PRGHOV DUH GHYHORSHG XVLQJ 0$7/$% VRIWZDUH EDVHG RQ WKH EDVHOLQH GDWDVHWV IURP *HDU  (DFK PRGHO KDV WZR LQSXWV WHPSHUDWXUH DQG ORDG VHW SRLQWV DQG RQH RXWSXW $& FXUUHQW 7R WUDLQ HDFK PRGHO WKH GDWDVHWV IURP *HUD DUH XVHG DV WKH EDVHOLQH IRU PRGHO GHYHORSPHQW,QWRWDOWKHUHDUHGDWDVDPSOHVIURPWHVWVRIGLIIHUHQWUXQV7KHGDWDSRLQWV DUH GLYLGHG LQWR WZR HTXDO VXEVHWV RI  SRLQWV RQH IRU PRGHO WUDLQLQJ DQG WKH RWKHU IRU PRGHO YHULILFDWLRQ

_                  

$IWHU VHYHUDO WXQLQJ F\FOHV LW LV IRXQG WKDW ZKHQ *511 VSUHDG SDUDPHWHU LV  WKH QHWZRUN SURGXFHVDEDODQFHGSUHGLFWLRQLQJHQHUDOL]DWLRQDQGDFFXUDF\IRUWKHILUVWVXEVHWRIGDWD$VVKRZQ LQ )LJXUH  WKH PHDVXUHG YDOXHV DUH DOO RQ WKH PRGHO VXUIDFH ZKHUH WKH WUDLQLQJ GDWD VHW LV GLVWULEXWHG2QWKHRWKHUKDQGWKHPRGHOKDVRQO\YHU\VPDOORXWSXWLIWKHUHLVQRWWUDLQLQJVHWZKLFK PHDQV WKDW LI WKHUH LV GHYLDWLRQ RI WKH LQSXWV WKH RXWSXW ZLOO EH VPDOO DQG WKH GLIIHUHQFH EHWZHHQ PHDVXUHGRXWSXWDQGSUHGLFWHGRXWSXWZLOOEHODUJH

_   `                      ,   , 

7RFRQILUPWKHPRGHOSHUIRUPDQFHWKHQGGDWDVHWLVHPSOR\HGDVWKHLQSXWDQGRXWSXWRIWKHPRGHO

GHYHORSHGIURPWKHVWVHW7RPHDVXUHWKHTXDOLW\RIWKHPRGHOLQILWWLQJWRWKH VHFRQGGDWDDQGWR

GHWHFW DEQRUPDOLWLHV IURP QHZ GDWDVHWV D WKUHVKROG LV GHYHORSHG EDVHG RQ WKH VW GDWDVHW E\

FRPSDULVRQ EHWZHHQ WKH DFWXDO FXUUHQW DQG WKH SUHGLFWHG FXUUHQW ,Q SDUWLFXODU D WKUHVKROGa bc  LV GHILQHG DV  WLPHV RI WKHURRW PHDQ VTXDUHG YDOXH EHWZHHQ WKH UHDO PHDVXUHPHQW DQG WKH PRGHO SUHGLFWLRQ

ܦ௧௛ ൌ ͵ටଵσ ሺܫே௜ୀଵ ௠௜െ ܫ௣௜ሻଶ     



ZKHUHd LVWKHQXPEHURIVDPSOHef * gh WKHDFWXDOYDOXHGHWHUPLQHGIURPPHDVXUHPHQWVDQGei*LV WKHSUHGLFWHGYDOXHXVLQJWKH*511



)LJXUHVKRZVPRGHOYHULILFDWLRQUHVXOWVZKLFKDUHFDOFXODWHGXVLQJWKHPRGHOXVLQJWKHQGSDUWRI

GDWDIURP*HDU,WFDQEHVHHQWKDWPRVWRIWKHHUURUVDUHZLWKLQWKHWKUHVKROGDQGPHDQVWKDWWKH PRGHO ILWV WKH GDWD YHU\ ZHOO 2Q WKH RWKHU KDQG WKHUH DUH VHYHUDO GDWD SRLQWV H[FHHGLQJ WKH WKUHVKROG7KHVHGDWDSRLQWVDUHUHJDUGHGDVWKHRXWOLHUVDULVHQIURPWKHORDGWUDQVLHQWSHULRGVZKHQ WKHWHPSHUDWXUHPHDVXUHPHQWVKDYHGHOD\HGUHVSRQVHVWRFXUUHQWLQFUHDVHV,QJHQHUDOWKHPRGHOLV VXIILFLHQWO\DFFXUDWHIRULPSOHPHQWLQJIDXOWGHWHFWLRQIRUQHZGDWDVHWVIURPRWKHUJHDUVHWV  jk lm ln o m o n m p m o m q m r m p o q r s m tuv wuxyz{xu| °}~ €y ‚uz|ƒ ~ „… † † ‡ ˆ ‰ Š ‹ Œ Ž   ‘ ’ Ž ‘ ‘   ‘ “ ’ ” Ž • – —˜™ š˜›œž›˜Ÿ °  ¡ ¢£ ¤ ¤ ¥ ¦ § ¨ © ª —˜«¬ – —˜«¬  —˜«¬  —˜«¬ ‘ —˜«¬ “ —˜«¬ ’ —˜«¬ ” —˜«¬ Ž )LJXUH'DWDFKDUDFWHULVWLFVRIFXUUHQWZLWK WHPSHUDWXUHDQGORDGRIJHDULQ*HDU  )LJXUH'DWDFKDUDFWHULVWLFVRIFXUUHQW ZLWKWHPSHUDWXUHRIJHDULQ*HDU  

(5)

    ­ ®¯ ° ± ² ³´ µ ¶ · ¸ ¹ · ¸ º ¸ ¹¶ » µ ¸ ¼ ½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¾ ¿¾¾ À¾¾ Á¾¾ ¾¾ þ¾ ľ¾ ž¾ ƾ¾ Ǿ¾ ¿¾¾¾ À Â Ä Æ ¿¾ ÈÉ Ê Ê Ë Ì Í Î Ï Ð Ñ ÒÓÔÕÖÔ×ØÙØÚÛÜØÒÝ Þß ÀÝÓ àÛ×ÜÒÙÓÛÜÛ Ñ ÔÛáâ×ÔÓ ã ×ÔÓØÚÜÔÓ ¾ ¿¾¾ À¾¾ Á¾¾ ¾¾ þ¾ ľ¾ ž¾ ƾ¾ Ǿ¾ ¿¾¾¾ ä ¿åÃ ä ¿ ä ¾ åà ¾ ¾ åà æ ÔáØÓâÛÕÒ×ç××Ò× è éè êè è ê é è ë èè ë éè ìè è è íèî èíèî ë èíèîî èíèî ï èíèî ð è íè é èíèé ë èíèéî ñ ò óô õö ÷ ø ù ú )LJXUH*511PRGHOLQVSHFWLRQLQWKH LQSXWVSDFH  )LJXUH0RGHOYHULILFDWLRQE\QGSDUWRI GDWDIURP*HDU  

(6)

     )LJXUH%HOOVKDSHG0)VD ,QLWLDOE )LQDO  ­ ®¯ ®û ü ¶ · ¸ ¹ ý º þ ¹ÿ þ ½ ¶ ¼ þ ¼ ·  ¸ ½ ¸  ½ ¶ ¼   ¸   ¶ ¹· 7RFRQILUPWKHPRGHOSHUIRUPDQFHWKHQGGDWDVHWLVHPSOR\HGDVWKHLQSXWDQGRXWSXWRIWKHPRGHO GHYHORSHGIURPWKHVWVHW7RPHDVXUHWKHTXDOLW\RIWKHPRGHOLQILWWLQJWRWKHVHFRQGGDWDDQGWR GHWHFWDEQRUPDOLWLHVIURPQHZGDWDVHWVWKHURRWPHDQVTXDUHHUURU 506( LVGHQRWHGDV

å

=

-=

                 ZKHUH LVWKHQXPEHURIVDPSOHV LVWKHDFWXDOYDOXH



)LJXUHVKRZVPRGHOYHULILFDWLRQUHVXOWVZKLFKDUHFDOFXODWHGXVLQJWKHPRGHOXVLQJWKHQGSDUWRI GDWDIURP*HDU,Q)LJXUH E WKHWZRGDVKHGOLQHVDUHWKHXSSHUDQGORZHUGHWHFWLRQWKUHVKROGV UHVSHFWLYHO\,WFDQEHVHHQWKDWPRVWRIWKHHUURUVREWDLQHGE\DVXEWUDFWLRQEHWZHHQSUHGLFWHGDQG PHDVXUHG YDOXHV DUH ZLWKLQ WKH WKUHVKROG ZKLFK LQGLFDWHV WKDW WKH PRGHO ILWV WKH GDWD ZLWK KLJK DFFXUDF\2QWKHRWKHUKDQGLWDOVRLQGLFDWHVWKDWWKHGDWDUHIOHFWLQJWKHSURFHVVLVKHDOWK\

+RZHYHUWKHUHDUHVRPHGDWDSRLQWVH[FHHGLQJWKHWKUHVKROG7KHVHGDWDSRLQWVDUHUHJDUGHGDVWKH RXWOLHUV DULVLQJ IURP WKH ORDG WUDQVLHQW SHULRGV ZKHQ WKH WHPSHUDWXUH PHDVXUHPHQWV KDYH GHOD\HG

        !"#$ %&'() * +, -., , / 01 , 1 2, . 3 456 7 8 7 8  9 9:       ;& 7 < &=#'>=& (?@ * +, -., , / 01 , 1 2, . 3 456 7 8 7 8  AB CB DB B BEA BEC BED BEF G HIJK LMNOP Q RS T US S V WX S X YS U Z [ \] ^ _ G ^ _ A `B `a CB B BEA BEC BED BEF G bM ^ c MdJNedM Ofg Q RS T US S V WX S X YS U Z [ \] ^ _ G ^ _ A h ihh jhh khh lhh mhhh mihh i n j o k p l q mh r st uvwx yz { { | } ~  €  ‚ wsxƒ„w… † „w…‡ˆ‰w… Š ‹ŠŠ ŒŠŠ ŠŠ ŽŠŠ ŠŠ ŠŠ ‘ŠŠ ’ŠŠ “ŠŠ ‹ŠŠŠ Œ Ž  ’ ‹Š ” •– —˜™š •› œ ž ž Ÿ   ¡ ¢ £ ¤ ¥ ™•š¦§™¨ © §™¨ª«¬™¨ Š ‹ŠŠ ŒŠŠ ŠŠ ŽŠŠ ŠŠ ŠŠ ‘ŠŠ ’ŠŠ “ŠŠ ‹ŠŠŠ ­ Š®Œ ­ Š®‹ Š Š®‹ Š®Œ ” •– —˜™š ¯› )LJXUH7KHWUDLQLQJUHVXOW  )LJXUH7KHWHVWLQJUHVXOWRI$1),6 PRGHOVD 0HDVXUHGDQGSUHGLFWHGUHVXOWV E 5HVLGXDO  D  E  

(7)

 UHVSRQVHVWRFXUUHQWLQFUHDVHV,QJHQHUDOWKHPRGHOLVVXIILFLHQWO\DFFXUDWHIRULPSOHPHQWLQJIDXOW GHWHFWLRQIRUQHZGDWDVHWVIURPRWKHUJHDUVHWV ° ®û ² þ ÿ ¹½  ¸ ½ ¸  ½ ¶ ¼ ¶ ¼ ± ¸ þ  ² ³ ÿ  ¼ ´ ± µ ± ± )LJXUH D LOOXVWUDWHVPHDVXUHGDQGSUHGLFWHGFXUUHQWIRU*HDUZLWKWRRWKEUHDNDJH,WFDQ EHVHHQWKDWWKHSUHGLFWHGFXUUHQWLVYHU\FORVHWRWKHPHDVXUHGRQH+RZHYHUPDQ\PHDVXUHPHQWV DUHREVHUYHGWRKDYHDODUJHGLIIHUHQFHIURPWKHSUHGLFWHGRQH 7RH[DPLQHWKHGLIIHUHQFHRQO\WKHUHVLGXDOGDWDLVSUHGLFWHGLQ)LJXUH E  DQGWKHGHWDLOVRIWKH GDWD SRLQWV H[FHHGLQJ WKH WKUHVKROG FDQ EH VHHQ PRUH FOHDUO\ &RPSDUHG ZLWK )LJXUH  PDQ\ VXFFHVVLYHGDWDSRLQWVH[FHHGWKHWKUHVKROGVDQGLQGLFDWHWKHUHLVDIDXOWLQ*HDU )LJXUHD 0HDVXUHGDQGSUHGLFWHGFXUUHQWIRU*HDU±WRRWKEUHDNDJHE 7KHUHVLGXDO  )LJXUHD 0HDVXUHGDQGSUHGLFWHGFXUUHQWRIWKHJHDU1R±WRRWKEUHDNDJHE 7KH UHVLGXDO ° ®¯ ² þ ÿ ¹½  ¸ ½ ¸  ½ ¶ ¼ ¶ ¼ ± ¸ þ  ² ³ ÿ  ¼ ´ ° ± ² ³´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¶ ·¶ ¸¶¶ ¸·¶ ¹¶¶ ¹·¶ º¶¶ º·¶ »¶¶ »·¶ ·¶¶ ¹ º » · ¼ ½ ¾ ¿ ¸¶ À Á ÃÄÅ ÆÃÇÈ É ÊË Ì Ì Í Î Ï Ð Ñ Ò ÆÁÉÓÅÁÈÔÕÅÖ Á ×Ö ØÕÅÖ ÙÚÇÅÖ Û ÔÕÕÅ×ÇÜÝÕÞ ÅÁ Õ¶¾ß·¶à ÇÝÝÇá âÕÅÁ ãÁäÅ ÓÅÁÈ ÔÕÅÖ ØÕÅÖ ÙÚÇÅÖ åÅÇÅÚÇÙÝ × æ çæ èææ èçæ éææ éçæ êææ êçæ ëææ ëçæ çææ ì ê ì éíç ì é ì èíç ì è ì æíç æ æíç è èíç é îïðñòó ôõ ö÷øùú ûü ò÷ û æý ì çæþ ÿ úú ÿ ïûò÷  ÷  ò      ÷   øòî  ÿ óð ñòó ôõö÷ ø   ò û  ô  ô ÿ  úò û  ô  ô ÿ  ò ÿ ò  ÿ ô ú                    !"# $ %& ' ' ( ) * + , -. "#/0"1 2 0"1345"1            6 78  78   !"# 9$ 

(8)



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



>@

6 0F$UWKXU 6 6WUDFKDQ DQG * -DKQ 7KH GHVLJQ RI D PXOWLBDJHQW V\VWHP IRU WUDQVIRUPHU FRQGLWLRQPRQLWRULQJ,(((7UDQVDFWLRQVRQ3RZHU6\VWHP9RO  SS

>@

/%RXLOODXW06LGDKPHG+HOLFRSWHU JHDUER[ YLEUDWLRQVF\FORVWDWLRQDU\DQDO\VLVRU ELOLQHDU DSSURDFK,663$.XDOD/XPSXU0DOD\VLD$XJXVW

>@

4::LOVRQ),VPDLO0)*ROQDUDJKL$VVHVVPHQWRIJHDU GDPDJHPRQLWRULQJWHFKQLTXHV XVLQJ YLEUDWLRQ PHDVXUHPHQWV 0HFKDQLFDO 6\VWHPV DQG 6LJQDO 3URFHVVLQJ 9RO    SS 

>@

370RQVHQ(60DQRODNRV0']ZRQF]\N+HOLFRSWHUJHDUER[IDXOWGHWHFWLRQDQGGLDJQRVLV XVLQJ DQDORJ\ QHXUDO QHWZRUN  LQ 6LJQDOV 6\VWHPV DQG &RPSXWHUV WK $VLORPDU &RQIHUHQFH1RYHPEHU9ROSS±

>@

1%D\GDU$%DOO$FRPSDUDWLYHVWXG\RIDFRXVWLFDQGYLEUDWLRQVLJQDOVLQGHWHFWLRQRIJHDU IDLOXUHVXVLQJ:LQJHU9LOOHGLVWULEXWLRQ0HFKDQLFDO6\VWHPVDQG6LJQDO3URFHVVLQJ9RO   SS

>@

-/LQ0-=XR*HDUER[IDXOWGLDJQRVLVXVLQJDGDSWLYHZDYHOHWILOWHU0HFKDQLFDO6\VWHPVDQG 6LJQDO3URFHVVLQJ  SS

>@

'0<DQJ$)6WURQDFK30DF&RQQHOO-3HQPDQ7KLUGRUGHUVSHFWUDOWHFKQLTXHVIRUWKH GLDJQRVLVRIPRWRUEHDULQJFRQGLWLRQXVLQJDUWLILFLDOQHXUDOQHWZRUNV0HFKDQLFDO6\VWHPVDQG 6LJQDO3URFHVVLQJ9RO  SS

>@

6-DQJ76XQDQG(0L]XWDQL1HXUR)X]]\DQG6RIW&RPSXWLQJ$&RPSXWDWLRQDO$SSURDFK WR/HDUQLQJDQG0DFKLQHLQWHOOLJHQFH3UHQWLFH+DOO,QF,6%1

>@

&/LQ$QG&/HH1HXUDO)X]]\6\VWHPV$1HXUR)X]]\6\QHUJLVPWR,QWHOOLJHQW6\VWHPV 3UHQWLFH+DOO3758SSHU6DGGOH5LYHU1-,6%1

>@

&+ /L ;- =KX *<&DR :4 +X 6 6XL 05 +X $ PD[LPXP SRZHU SRLQW WUDFNHU IRU SKRWRYROWDLF HQHUJ\ V\VWHPV EDVHG RQ IX]]\ QHXUDO QHWZRUNV -RXUQDO RI =KHMLDQJ XQLYHUVLW\ 6&,(1&(YRO  SS

>@

7 6XQ 6- <DQ *< &DR ;- =KX 0RGHOOLQJ DQG FRQWURO 3(0)& XVLQJ IX]]\ QHXUDO QHWZRUNV-RXUQDORI=KHMLDQJ8QLYHUVLW\6&,(1&(9RO  SS

>@

$ +DVLORJOX 0 <LOPD] 2 &RPDNOL , (NPHNFL $GDSWLYH QHXURIX]]\ PRGHOLQJ RI WUDQVLHQW KHDWWUDQVIHU LQFLUFXODU GXFWDLUIORZ,QWHUQDWLRQDO-RXUQDORI7KHUPDO6FLHQFHV9ROSS  : ; < =



> ? @ A B CD E FG F H I I H F J K L @ M @ NO P Q @ R N@ SS TU M V @ W NO P V @ CX U NY FZ [\ \ \ ] NO M S O A CTU M S U M V @ W NO P V @ CX U NY SD ^ _` ab c c d e ` f ge h ` d i j k l



m no p gq o r s tu v ns gw x s y z ns d^ { { | t } ~ p  € c  ‚ ƒ„ ƒ‚ … † x  †o s ‡‚ ˆ no y p x ƒ nƒ np np ‚  p o ‡ ‰ x … Š s ƒ ‚n x p  p y np  ƒ s ƒ np y ‹ o Œ  ‡ ‚ c o ‰   ‚ ‚o p ƒ † x  … o p ˆ p  s o ‡p  ‚‹ x  Ž   € c  ‚ ‘ „ ƒ ‚ … ƒ ‹ n‚v ~ c c ‡n‰ o ‚n x p ƒ t~ c n‡ ^ { { | t c c ’ ^ h f g’ ^ f ` d

>@

“ o ‰ np ” o … np ƒ  nt u •  ƒ ‡o ‹ – ” x ‹ o ‡ƒ  nt –   ƒ o — ‡ x ‹ ƒ o g ” x ‹ o ‡ƒ o tŽ ˜  p  o ‡ ™  y  ƒ ƒ n x p š  s o ‡ š  ‚‹ x  ƒ o ƒ  x ‚ x  †o s ‡‚ ˆ  ‚ ‰ ‚ x ƒ x † ‚v  np ˆ s ‰ ‚n x p … x ‚ x Ž  ›   ›p ‚ p o ‚n x p o ‡ u x p †  p ‰  x p ›p ˆ s ƒ ‚no ‡ –  ‰ v p x ‡ x y „ œ s Š ‡nƒ v   b ›   t œ o y  ƒ b  ^ ž | g  ^ ’ ’ t ^ {  { d 

>@

0 .DUSHQNR 1 6HSHKUL´ 1HXUDO QHWZRUN FODVVLILHUV DSSOLHG WR FRQGLWLRQ PRQLWRULQJ RI D SQHXPDWLF SURFHVV YDOYH DFWXDWRU´ ,QWHUQDWLRQDO -RXUQDO RQ (QJLQHHULQJ $SSOLFDWLRQV RI

(9)



$UWLILFLDO,QWHOOLJHQFH  

>@

3 6XEEDUDM% .DQQDSLUDQ  $UWLILFLDO 1HXUDO 1HWZRUN $SSURDFK IRU )DXOW 'HWHFWLRQ LQ 3QHXPDWLF9DOYHLQ&RROHU:DWHU6SUD\6\VWHP,QWHUQDWLRQDO-RXUQDORI&RPSXWHU$SSOLFDWLRQV ± 9RO1R1RYHPEHU

>@

'+DPLGLDQDQG06H\HGSRRU6KDSHRSWLPDOGHVLJQRIDUFKGDPVXVLQJDQDGDSWLYHQHXUR IX]]\ LQIHUHQFH V\VWHP DQG LPSURYHG SDUWLFOH VZDUP RSWLPL]DWLRQ -RUQDO RI $SSOLHG 0DWKHPDWLFDO0RGHOOLQJ9RO  SS

>@

$ 6HQJXU $Q H[SHUW V\VWHP EDVHG RQ OLQHDU GLVFULPLQDQW DQDO\VLV DQG DGDSWLYH QHXURIX]]\ LQIHUHQFH V\VWHP WR GLDJQRVLV KHDUW YDOYH GLVHDVHV ([SHUW 6\VWHPV ZLWK $SSOLFDWLRQV 9RO   SS

>@

$'DV-0DLWLDQG51%DQHUMHH3URFHVVFRQWUROVWUDWHJLHVIRUDVWHHOPDNLQJIXUQDFHXVLQJ $11ZLWKED\HVLDQUHJXODUL]DWLRQDQG$1),6([SHUW6\VWHPVZLWK$SSOLFDWLRQV9RO  SS 

>@

6-DQJ$13,6$GDSWLYHQHWZRUNEDVHGIX]]\LQIHUHQFHV\VWHP,(((RQ9RO  SS   

Referenties

GERELATEERDE DOCUMENTEN

7KH3HH6SRWV\VWHP8ULQHDEVRUSWLRQSDGLVSODFHGLQGLDSHUDQGUHPRYHGDIWHU

FUHZV IURP DURXQG WKH ZRUOG WUDYHOHG WR /EHFN WKH FDVH LQVSLUHG VHYHUDO PRYLHV DQG SOD\V

ZHUH GHPRQVWUDWHG ZLWK UHJDUG WR UHYHUVH /9 DQG DWULDO UHPRGHOLQJ DIWHU 50$     DQG SURPLVLQJ  DQG  \HDU VXUYLYDO UDWHV RI  DQG

EHIRUH SUH  DQG DIWHU SRVW  WKH VXUJLFDO LQWHUYHQWLRQ 7KXV DOO PHDVXUHPHQWV

HQGGLDVWROLF ('9  DQG HQGV\VWROLF (69  YROXPHV ZHUH PHDVXUHG DFFRUGLQJ WR WKH. 6LPSVRQ·VELSODQHPHWKRGDQG/9HMHFWLRQIUDFWLRQ () ZDVFDOFXODWHGDV&gt; ('9(69

SDFNDJH )/2:0HGLV/HLGHQWKH1HWKHUODQGV E\WKHVDPHLQYHVWLJDWRU 6(/ DQG

FKRQGURVDUFRPDV   ZHUH SRVLWLYH IRU 0'0 DQG LQ  S

4XDOLW\ RI WKH WULSOLFDWHV DQG GLVWULEXWLRQ RI WKH GDWD ZDV DVVHVVHG DQG. TXDQWLOHQRUPDOLVDWLRQ