A Robust Fault Location Algorithm for Single Line-to-ground Fault in Double-circuit Transmission Systems

Zhang, Wen-Hao,Rosadi, Umar,Choi, Myeon-Song,Lee, Seung-Jae,Lim, Il-Hyung The Korean Institute of Electrical Engineers 2011 Journal of Electrical Engineering & Technology Vol.6 No.1

This paper proposes an enhanced noise robust algorithm for fault location on double-circuit transmission line for the case of single line-to-ground (SLG) fault, which uses distributed parameter line model that also considers the mutual coupling effect. The proposed algorithm requires the voltages and currents from single-terminal data only and does not require adjacent circuit current data. The fault distance can be simply determined by solving a second-order polynomial equation, which is achieved directly through the analysis of the circuit. The algorithm, which employs the faulted phase network and zero-sequence network with source impedance involved, effectively eliminates the effect of load flow and fault resistance on the accuracy of fault location. The proposed algorithm is tested using MATLAB/Simulink under different fault locations and shows high accuracy. The uncertainty of source impedance and the measurement errors are also included in the simulation and shows that the algorithm has high robustness.

Panel Influence Matrix for Outliers Detection and Robust Estimation of Unbalanced Panel Data Regression

Desi Yuniarti,Dedi Rosadi,Abdurakhman 대한산업공학회 2023 Industrial Engineeering & Management Systems Vol.22 No.2

Credible Delta Normal Value at Risk for Risk Evaluation of European Call Option

Evy Sulistianingsih,Dedi Rosadi,Abdurakhman 대한산업공학회 2023 Industrial Engineeering & Management Systems Vol.22 No.1

Real-time prediction for multi-wave COVID-19 outbreaks

Faihatuz Zuhairoh,Dedi Rosadi 한국통계학회 2022 Communications for statistical applications and me Vol.29 No.5

Intervention measures have been implemented worldwide to reduce the spread of the COVID-19 outbreak. The COVID-19 outbreak has occured in several waves of infection, so this paper is divided into three groups, namely those countries who have passed the pandemic period, those countries who are still experiencing a single-wave pandemic, and those countries who are experiencing a multi-wave pandemic. The purpose of this study is to develop a multi-wave Richards model with several changepoint detection methods so as to obtain more accurate prediction results, especially for the multi-wave case. We investigated epidemiological trends in different countries from January 2020 to October 2021 to determine the temporal changes during the epidemic with respect to the intervention strategy used. In this article, we adjust the daily cumulative epidemiological data for COVID-19 using the logistic growth model and the multi-wave Richards curve development model. The changepoint detection methods used include the interpolation method, the Pruned Exact Linear Time (PELT) method, and the Binary Segmentation (BS) method. The results of the analysis using 9 countries show that the Richards model development can be used to analyze multi-wave data using changepoint detection so that the initial data used for prediction on the last wave can be determined precisely. The changepoint used is the coincident changepoint generated by the PELT and BS methods. The interpolation method is only used to find out how many pandemic waves have occurred in given a country. Several waves have been identified and can better describe the data. Our results can find the peak of the pandemic and when it will end in each country, both for a single-wave pandemic and a multi-wave pandemic.

A Short Review over Twenty Years on the Black-Litterman Model in Portfolio Optimization

Retno Subekti,Abdurakhman,Dedi Rosadi 대한산업공학회 2021 Industrial Engineeering & Management Systems Vol.20 No.4

This paper review aims to explain how the Black-Litterman approach for portfolio optimization works based on many references and perspectives. The explanation of the expected return of Black Litterman is derived from many developments in both theory and practice. For over two decades, the Black-Litterman model has many extensions that have been generated from the data, methods, or portfolio performance. We summarize the relevant articles, from concept-centric and author-centric, to discover the potential areas in developing the original model. In the final section, we classify the extension of the Black-Litterman model based on the modified formula for the Black-Litterman return and propose future research.

The Effect of Good Governance on Financial Performance: An Empirical Study on the Siri Culture

Haeruddin SALEH,Imran ROSADI,Darmawati MANDA,Zulkifli MAULANA,Syahril IDRIS 한국유통과학회 2021 The Journal of Asian Finance, Economics and Busine Vol.8 No.5

This study analyzes and assesses the effect of good governance consisting of accountability, transparency, and participation on the financial performance of Pare-Pare City local government moderated by the basic values of Siri culture in the form of Lempu (honesty), Amaccangeng (intelligence), and Awaraningeng (courage). The population of this research is 200 local government employees (respondents). The results of data analysis showed that accountability and participation variables had no significant effect on the financial performance of the Pare-Pare City local government. However, the transparency variable has an influence on local government financial performance. It is hoped that all these 3 variables (accountability, transparency, and participation) will have a significant effect on local government financial performance. To achieve this, it is necessary to apply cultural values that exist in society so that cultural values can provide greater guidance in the management of regional finances. The results provide a better understanding of the importance of Siri’s cultural value in the implementation of public services to the community. With Siri’s cultural values in the form of Lempu, Amaccangeng, and Awaraningeng embedded in their behavior, government employees can improve performance and avoid deviant behavior or corruption. The novelty of this research is a form of analysis by using local cultural values (the basic values of Siri culture) as the moderating variable.

A Robust Fault Location Algorithm for Single Line-to-ground Fault in Double-circuit Transmission Systems

Wen-Hao Zhang,Umar Rosadi,Myeon-Song Choi,Seung-Jae Lee,Ilhyung Lim 대한전기학회 2011 Journal of Electrical Engineering & Technology Vol.6 No.1

This paper proposes an enhanced noise robust algorithm for fault location on double-circuit transmission line for the case of single line-to-ground (SLG) fault, which uses distributed parameter line model that also considers the mutual coupling effect. The proposed algorithm requires the voltages and currents from single-terminal data only and does not require adjacent circuit current data. The fault distance can be simply determined by solving a second-order polynomial equation, which is achieved directly through the analysis of the circuit. The algorithm, which employs the faulted phase network and zero-sequence network with source impedance involved, effectively eliminates the effect of load flow and fault resistance on the accuracy of fault location. The proposed algorithm is tested using MATLAB/Simulink under different fault locations and shows high accuracy. The uncertainty of source impedance and the measurement errors are also included in the simulation and shows that the algorithm has high robustness.

A New Approach for Robust Mean-Variance Portfolio Selection Using Trimmed k-Means Clustering

La Gubu,Dedi Rosadi,Abdurakhman 대한산업공학회 2021 Industrial Engineeering & Management Systems Vol.20 No.4

In this study, we consider the data preprocessing using trimmed k-means clustering for robust mean-variance portfolio selection. The proposed method trims the outliers in the data preprocessing stage. The optimum portfolio is formed by selecting the stock representation for each cluster using the Sharpe ratio. The optimum portfolio formation is accomplished by robust fast minimum covariance determinant (FMCD) and robust S mean-variance (MV) portfolio model. In the empirical experiment, we use fundamental trading data for the year 2017 (to form the clusters) and daily closing price data of LQ45 index stocks from August 2017 to July 2018 taken from the Indonesian Stock Exchange to form the optimum portfolio. As benchmark for portfolio performance formed in this study, we use the performance of the Indonesia Composite Index (ICI). The results reveal that the proposed method can reliably obtain the optimum portfolio and solve the outliers problem. Moreover, the comparison stage shows that the combination of trimmed k-means clustering and robust portfolio model is better in forming the optimum portfolio than the combination of k-means clustering and robust MV portfolio model. Finally, we also find that the combination of trimmed k-means clustering (with α=10%) and robust FMCD MV portfolio model outperforms portfolios produced by other methods.

Environmental Modeling and Thermal Comfort in Buildings in Hot and Humid Tropical Climates

Muhammad Awaluddin Hamdy,Baharuddin Hamzah,Ria Wikantari,Rosady Mulyadi 대한건축학회 2023 Architectural research Vol.25 No.4

Indoor thermal conditions greatly affect the health and comfort of humans who occupy the space in it. The purpose of this re-search is to analyze the influence of water and vegetation elements as a microclimate modifier in buildings to obtain thermal com-fort through the study of thermal environment models. This research covers two objects, namely public buildings and housing in Makassar City, South Sulawesi Province - Indonesia. Quantitative methods through field surveys and measurements based on thermal and personal variables. Data analysis based on ASHRAE 55 2020 standard. The data was processed with a parametric sta-tistical approach and then simulated with the Computational Fluid Dynamics (CFD) simulation method to find a thermal prediction model. The model was made by increasing the ventilation area by 2.0 m2, adding 10% vegetation with shade plant characteristics, moving water features in the form of fountains and increasing the pool area by 15% to obtain PMV + 0.23, PPD + 8%, TSV-1 - +0, Ta_25.7ºC, and relative humidity 63.5 - 66%. The evaluation shows that the operating temperature can analyze the visitor's comfort temperature range of >80% and comply with the ASHRAE 55-2020 standard. It is concluded that water elements and indoor vege-tation can be microclimate modifiers in buildings to create desired comfort conditions and adaptive controls in buildings such as the arrangement of water elements and vegetation and ventilation systems to provide passive cooling effects in buildings.