@article{FayyaziSardarThomasetal.2023, author = {Fayyazi, Mojgan and Sardar, Paramjotsingh and Thomas, Sumit Infent and Daghigh, Roonak and Jamali, Ali and Esch, Thomas and Kemper, Hans and Langari, Reza and Khayyam, Hamid}, title = {Artificial intelligence/machine learning in energy management systems, control, and optimization of hydrogen fuel cell vehicles}, volume = {15}, number = {6}, publisher = {MDPI}, address = {Basel}, doi = {10.3390/su15065249}, pages = {38}, year = {2023}, abstract = {Environmental emissions, global warming, and energy-related concerns have accelerated the advancements in conventional vehicles that primarily use internal combustion engines. Among the existing technologies, hydrogen fuel cell electric vehicles and fuel cell hybrid electric vehicles may have minimal contributions to greenhouse gas emissions and thus are the prime choices for environmental concerns. However, energy management in fuel cell electric vehicles and fuel cell hybrid electric vehicles is a major challenge. Appropriate control strategies should be used for effective energy management in these vehicles. On the other hand, there has been significant progress in artificial intelligence, machine learning, and designing data-driven intelligent controllers. These techniques have found much attention within the community, and state-of-the-art energy management technologies have been developed based on them. This manuscript reviews the application of machine learning and intelligent controllers for prediction, control, energy management, and vehicle to everything (V2X) in hydrogen fuel cell vehicles. The effectiveness of data-driven control and optimization systems are investigated to evolve, classify, and compare, and future trends and directions for sustainability are discussed.}, language = {en} } @article{LaarmannThomaMischetal.2023, author = {Laarmann, Lukas and Thoma, Andreas and Misch, Philipp and R{\"o}th, Thilo and Braun, Carsten and Watkins, Simon and Fard, Mohammad}, title = {Automotive safety approach for future eVTOL vehicles}, series = {CEAS Aeronautical Journal}, journal = {CEAS Aeronautical Journal}, publisher = {Springer Nature}, issn = {1869-5590 (Online)}, doi = {10.1007/s13272-023-00655-0}, pages = {11 Seiten}, year = {2023}, abstract = {The eVTOL industry is a rapidly growing mass market expected to start in 2024. eVTOL compete, caused by their predicted missions, with ground-based transportation modes, including mainly passenger cars. Therefore, the automotive and classical aircraft design process is reviewed and compared to highlight advantages for eVTOL development. A special focus is on ergonomic comfort and safety. The need for further investigation of eVTOL's crashworthiness is outlined by, first, specifying the relevance of passive safety via accident statistics and customer perception analysis; second, comparing the current state of regulation and certification; and third, discussing the advantages of integral safety and applying the automotive safety approach for eVTOL development. Integral safety links active and passive safety, while the automotive safety approach means implementing standardized mandatory full-vehicle crash tests for future eVTOL. Subsequently, possible crash impact conditions are analyzed, and three full-vehicle crash load cases are presented.}, language = {en} } @inproceedings{ThomaStiemerBraunetal.2023, author = {Thoma, Andreas and Stiemer, Luc and Braun, Carsten and Fisher, Alex and Gardi, Alessandro G.}, title = {Potential of hybrid neural network local path planner for small UAV in urban environments}, series = {AIAA SCITECH 2023 Forum}, booktitle = {AIAA SCITECH 2023 Forum}, publisher = {AIAA}, address = {Reston, Va.}, doi = {10.2514/6.2023-2359}, pages = {13 Seiten}, year = {2023}, abstract = {This work proposes a hybrid algorithm combining an Artificial Neural Network (ANN) with a conventional local path planner to navigate UAVs efficiently in various unknown urban environments. The proposed method of a Hybrid Artificial Neural Network Avoidance System is called HANNAS. The ANN analyses a video stream and classifies the current environment. This information about the current Environment is used to set several control parameters of a conventional local path planner, the 3DVFH*. The local path planner then plans the path toward a specific goal point based on distance data from a depth camera. We trained and tested a state-of-the-art image segmentation algorithm, PP-LiteSeg. The proposed HANNAS method reaches a failure probability of 17\%, which is less than half the failure probability of the baseline and around half the failure probability of an improved, bio-inspired version of the 3DVFH*. The proposed HANNAS method does not show any disadvantages regarding flight time or flight distance.}, language = {en} } @inproceedings{VladovaUllrichSultanowetal.2023, author = {Vladova, Gergana and Ullrich, Andr{\´e} and Sultanow, Eldar and Tobolla, Marinho and Sebrak, Sebastian and Czarnecki, Christian and Brockmann, Carsten}, title = {Visual analytics for knowledge management}, series = {INFORMATIK 2023 - Designing Futures: Zuk{\"u}nfte gestalten}, booktitle = {INFORMATIK 2023 - Designing Futures: Zuk{\"u}nfte gestalten}, publisher = {GI - Gesellschaft f{\"u}r Informatik}, address = {Bonn}, isbn = {978-3-88579-731-9}, issn = {1617-5468}, doi = {10.18420/inf2023_187}, pages = {1851 -- 1870}, year = {2023}, abstract = {The management of knowledge in organizations considers both established long-term processes and cooperation in agile project teams. Since knowledge can be both tacit and explicit, its transfer from the individual to the organizational knowledge base poses a challenge in organizations. This challenge increases when the fluctuation of knowledge carriers is exceptionally high. Especially in large projects in which external consultants are involved, there is a risk that critical, company-relevant knowledge generated in the project will leave the company with the external knowledge carrier and thus be lost. In this paper, we show the advantages of an early warning system for knowledge management to avoid this loss. In particular, the potential of visual analytics in the context of knowledge management systems is presented and discussed. We present a project for the development of a business-critical software system and discuss the first implementations and results.}, language = {en} } @incollection{SchultLosseCzarneckietal.2023, author = {Schult, Prince Garcia and Losse, Ann-Kathrin and Czarnecki, Christian and Sultanow, Eldar}, title = {Proposing a Framework to address the Sustainable Development Goals}, series = {EnviroInfo 2023}, booktitle = {EnviroInfo 2023}, publisher = {GI - Gesellschaft f{\"u}r Informatik}, address = {Bonn}, isbn = {978-3-88579-736-4}, issn = {1617-5468}, doi = {10.18420/env2023-022}, pages = {243 -- 249}, year = {2023}, abstract = {Reducing poverty, protecting the planet, and improving life on earth for everyone are the essential goals of the "2030 Agenda for Sustainable Development"committed by the United Nations (UN). Achieving those goals will require technological innovation as well as their implementation in almost all areas of our business and day-to-day life. This paper proposes a high-level framework that collects and structures different uses cases addressing the goals defined by the UN. Hence, it contributes to the discussion by proposing technical innovations that can be used to achieve those goals. As an example, the goal "Climate Action{\"i}s discussed in detail by describing use cases related to tackling biodiversity loss in order to conservate ecosystems.}, language = {en} } @article{UlmerBraunChengetal.2023, author = {Ulmer, Jessica and Braun, Sebastian and Cheng, Chi-Tsun and Dowey, Steve and Wollert, J{\"o}rg}, title = {A human factors-aware assistance system in manufacturing based on gamification and hardware modularisation}, series = {International Journal of Production Research}, journal = {International Journal of Production Research}, publisher = {Taylor \& Francis}, issn = {0020-7543 (Print)}, doi = {10.1080/00207543.2023.2166140}, year = {2023}, abstract = {Assistance systems have been widely adopted in the manufacturing sector to facilitate various processes and tasks in production environments. However, existing systems are mostly equipped with rigid functional logic and do not provide individual user experiences or adapt to their capabilities. This work integrates human factors in assistance systems by adjusting the hardware and instruction presented to the workers' cognitive and physical demands. A modular system architecture is designed accordingly, which allows a flexible component exchange according to the user and the work task. Gamification, the use of game elements in non-gaming contexts, has been further adopted in this work to provide level-based instructions and personalised feedback. The developed framework is validated by applying it to a manual workstation for industrial assembly routines.}, language = {en} } @inproceedings{MulsowHuelsenGuetzlaffetal.2023, author = {Mulsow, Niklas A. and H{\"u}lsen, Benjamin and G{\"u}tzlaff, Joel and Spies, Leon and Bresser, Andreas and Dabrowski, Adam and Czupalla, Markus and Kirchner, Frank}, title = {Concept and design of an autonomous micro rover for long term lunar exploration}, series = {Proceedings of the 74th International Astronautical Congress}, booktitle = {Proceedings of the 74th International Astronautical Congress}, publisher = {dfki}, address = {Saarbr{\"u}cken}, pages = {13 Seiten}, year = {2023}, abstract = {Research on robotic lunar exploration has seen a broad revival, especially since the Google Lunar X-Prize increasingly brought private endeavors into play. This development is supported by national agencies with the aim of enabling long-term lunar infrastructure for in-situ operations and the establishment of a moon village. One challenge for effective exploration missions is developing a compact and lightweight robotic rover to reduce launch costs and open the possibility for secondary payload options. Existing micro rovers for exploration missions are clearly limited by their design for one day of sunlight and their low level of autonomy. For expanding the potential mission applications and range of use, an extension of lifetime could be reached by surviving the lunar night and providing a higher level of autonomy. To address this objective, the paper presents a system design concept for a lightweight micro rover with long-term mission duration capabilities, derived from a multi-day lunar mission scenario at equatorial regions. Technical solution approaches are described, analyzed, and evaluated, with emphasis put on the harmonization of hardware selection due to a strictly limited budget in dimensions and power.}, language = {en} } @inproceedings{HuelsenMulsowDabrowskietal.2023, author = {H{\"u}lsen, Benjamin and Mulsow, Niklas A. and Dabrowski, Adam and Brinkmann, Wiebke and G{\"u}tzlaff, Joel and Spies, Leon and Czupalla, Markus and Kirchner, Frank}, title = {Towards an autonomous micro rover with night survivability for lunar exploration}, series = {Proceedings of the 74th International Astronautical Congress}, booktitle = {Proceedings of the 74th International Astronautical Congress}, publisher = {dfki}, pages = {12 Seiten}, year = {2023}, abstract = {In Europe, efforts are underway to develop key technologies that can be used to explore the Moon and to exploit the resources available. This includes technologies for in-situ resource utilization (ISRU), facilitating the possibility of a future Moon Village. The Moon is the next step for humans and robots to exploit the use of available resources for longer term missions, but also for further exploration of the solar system. A challenge for effective exploration missions is to achieve a compact and lightweight robot to reduce launch costs and open up the possibility of secondary payload options. Current micro rover concepts are primarily designed to last for one day of solar illumination and show a low level of autonomy. Extending the lifetime of the system by enabling survival of the lunar night and implementing a high level of autonomy will significantly increase potential mission applications and the operational range. As a reference mission, the deployment of a micro rover in the equatorial region of the Moon is being considered. An overview of mission parameters and a detailed example mission sequence is given in this paper. The mission parameters are based on an in-depth study of current space agency roadmaps, scientific goals, and upcoming flight opportunities. Furthermore, concepts of the ongoing international micro rover developments are analyzed along with technology solutions identified for survival of lunar nights and a high system autonomy. The results provide a basis of a concise requirements set-up to allow dedicated system developments and qualification measures in the future.}, language = {en} } @inproceedings{StarkRiepingEsch2023, author = {Stark, Ralf and Rieping, Carla and Esch, Thomas}, title = {The impact of guide tubes on flow separation in rocket nozzles}, series = {Aerospace Europe Conference 2023 - 10th EUCASS - 9th CEAS}, booktitle = {Aerospace Europe Conference 2023 - 10th EUCASS - 9th CEAS}, pages = {8 Seiten}, year = {2023}, abstract = {Rocket engine test facilities and launch pads are typically equipped with a guide tube. Its purpose is to ensure the controlled and safe routing of the hot exhaust gases. In addition, the guide tube induces a suction that effects the nozzle flow, namely the flow separation during transient start-up and shut-down of the engine. A cold flow subscale nozzle in combination with a set of guide tubes was studied experimentally to determine the main influencing parameters.}, language = {en} } @inproceedings{StarkBartelDitscheetal.2023, author = {Stark, Ralf and Bartel, Sebastian and Ditsche, Florian and Esch, Thomas}, title = {Design study of a 30kN LOX/LCH4 aerospike rocket engine for lunar lander application}, series = {Aerospace Europe Conference 2023 - 10th EUCASS - 9th CEAS}, booktitle = {Aerospace Europe Conference 2023 - 10th EUCASS - 9th CEAS}, pages = {9 Seiten}, year = {2023}, abstract = {Based on lunar lander concept EL3, various LOX/CH4 aerospike engines were studied. A distinction was made between single and cluster configurations as well as ideal and non-ideal contour concepts. It could be shown that non-ideal aerospike engines promise a significant payload gain.}, language = {en} } @article{KowalewskiBragardHueningetal.2023, author = {Kowalewski, Paul and Bragard, Michael and H{\"u}ning, Felix and De Doncker, Rik W.}, title = {An inexpensive Wiegand-sensor-based rotary encoder without rotating magnets for use in electrical drives}, series = {IEEE Transactions on Instrumentation and Measurement}, volume = {72}, journal = {IEEE Transactions on Instrumentation and Measurement}, publisher = {IEEE}, address = {New York}, issn = {0018-9456 (Print)}, doi = {10.1109/TIM.2023.3326166}, pages = {10 Seiten}, year = {2023}, abstract = {This paper introduces an inexpensive Wiegand-sensor-based rotary encoder that avoids rotating magnets and is suitable for electrical-drive applications. So far, Wiegand-sensor-based encoders usually include a magnetic pole wheel with rotating permanent magnets. These encoders combine the disadvantages of an increased magnet demand and a limited maximal speed due to the centripetal force acting on the rotating magnets. The proposed approach reduces the total demand of permanent magnets drastically. Moreover, the rotating part is manufacturable from a single piece of steel, which makes it very robust and cheap. This work presents the theoretical operating principle of the proposed approach and validates its benefits on a hardware prototype. The presented proof-of-concept prototype achieves a mechanical resolution of 4.5 ° by using only 4 permanent magnets, 2Wiegand sensors and a rotating steel gear wheel with 20 teeth.}, language = {en} } @article{AbbasHedwigBalcetal.2023, author = {Abbas, Karim and Hedwig, Lukas and Balc, Nicolae and Bremen, Sebastian}, title = {Advanced FFF of PEEK: Infill strategies and material characteristics for rapid tooling}, series = {Polymers}, volume = {2023}, journal = {Polymers}, number = {15}, publisher = {MDPI}, address = {Basel}, doi = {10.3390/polym15214293}, pages = {Artikel 4293}, year = {2023}, abstract = {Traditional vulcanization mold manufacturing is complex, costly, and under pressure due to shorter product lifecycles and diverse variations. Additive manufacturing using Fused Filament Fabrication and high-performance polymers like PEEK offer a promising future in this industry. This study assesses the compressive strength of various infill structures (honeycomb, grid, triangle, cubic, and gyroid) when considering two distinct build directions (Z, XY) to enhance PEEK's economic and resource efficiency in rapid tooling. A comparison with PETG samples shows the behavior of the infill strategies. Additionally, a proof of concept illustrates the application of a PEEK mold in vulcanization. A peak compressive strength of 135.6 MPa was attained in specimens that were 100\% solid and subjected to thermal post-treatment. This corresponds to a 20\% strength improvement in the Z direction. In terms of time and mechanical properties, the anisotropic grid and isotropic cubic infill have emerged for use in rapid tooling. Furthermore, the study highlights that reducing the layer thickness from 0.15 mm to 0.1 mm can result in a 15\% strength increase. The study unveils the successful utilization of a room-temperature FFF-printed PEEK mold in vulcanization injection molding. The parameters and infill strategies identified in this research enable the resource-efficient FFF printing of PEEK without compromising its strength properties. Using PEEK in rapid tooling allows a cost reduction of up to 70\% in tool production.}, language = {en} } @article{StiemerThomaBraun2023, author = {Stiemer, Luc Nicolas and Thoma, Andreas and Braun, Carsten}, title = {MBT3D: Deep learning based multi-object tracker for bumblebee 3D flight path estimation}, series = {PLoS ONE}, volume = {18}, journal = {PLoS ONE}, number = {9}, publisher = {PLOS}, address = {San Fancisco}, issn = {1932-6203}, doi = {10.1371/journal.pone.0291415}, pages = {e0291415}, year = {2023}, abstract = {This work presents the Multi-Bees-Tracker (MBT3D) algorithm, a Python framework implementing a deep association tracker for Tracking-By-Detection, to address the challenging task of tracking flight paths of bumblebees in a social group. While tracking algorithms for bumblebees exist, they often come with intensive restrictions, such as the need for sufficient lighting, high contrast between the animal and background, absence of occlusion, significant user input, etc. Tracking flight paths of bumblebees in a social group is challenging. They suddenly adjust movements and change their appearance during different wing beat states while exhibiting significant similarities in their individual appearance. The MBT3D tracker, developed in this research, is an adaptation of an existing ant tracking algorithm for bumblebee tracking. It incorporates an offline trained appearance descriptor along with a Kalman Filter for appearance and motion matching. Different detector architectures for upstream detections (You Only Look Once (YOLOv5), Faster Region Proposal Convolutional Neural Network (Faster R-CNN), and RetinaNet) are investigated in a comparative study to optimize performance. The detection models were trained on a dataset containing 11359 labeled bumblebee images. YOLOv5 reaches an Average Precision of AP = 53, 8\%, Faster R-CNN achieves AP = 45, 3\% and RetinaNet AP = 38, 4\% on the bumblebee validation dataset, which consists of 1323 labeled bumblebee images. The tracker's appearance model is trained on 144 samples. The tracker (with Faster R-CNN detections) reaches a Multiple Object Tracking Accuracy MOTA = 93, 5\% and a Multiple Object Tracking Precision MOTP = 75, 6\% on a validation dataset containing 2000 images, competing with state-of-the-art computer vision methods. The framework allows reliable tracking of different bumblebees in the same video stream with rarely occurring identity switches (IDS). MBT3D has much lower IDS than other commonly used algorithms, with one of the lowest false positive rates, competing with state-of-the-art animal tracking algorithms. The developed framework reconstructs the 3-dimensional (3D) flight paths of the bumblebees by triangulation. It also handles and compares two alternative stereo camera pairs if desired.}, language = {en} } @inproceedings{FunkeBeckmannStefanetal.2023, author = {Funke, Harald and Beckmann, Nils and Stefan, Lukas and Keinz, Jan}, title = {Hydrogen combustor integration study for a medium range aircraft engine using the dry-low NOx "Micromix" combustion principle}, series = {Proceedings of the ASME Turbo Expo 2023: Turbomachinery Technical Conference and Exposition. Volume 1: Aircraft Engine.}, booktitle = {Proceedings of the ASME Turbo Expo 2023: Turbomachinery Technical Conference and Exposition. Volume 1: Aircraft Engine.}, publisher = {ASME}, address = {New York}, isbn = {978-0-7918-8693-9}, doi = {10.1115/GT2023-102370}, pages = {12 Seiten}, year = {2023}, abstract = {The feasibility study presents results of a hydrogen combustor integration for a Medium-Range aircraft engine using the Dry-Low-NOₓ Micromix combustion principle. Based on a simplified Airbus A320-type flight mission, a thermodynamic performance model of a kerosene and a hydrogen-powered V2530-A5 engine is used to derive the thermodynamic combustor boundary conditions. A new combustor design using the Dry-Low NOx Micromix principle is investigated by slice model CFD simulations of a single Micromix injector for design and off-design operation of the engine. Combustion characteristics show typical Micromix flame shapes and good combustion efficiencies for all flight mission operating points. Nitric oxide emissions are significant below ICAO CAEP/8 limits. For comparison of the Emission Index (EI) for NOₓ emissions between kerosene and hydrogen operation, an energy (kerosene) equivalent Emission Index is used. A full 15° sector model CFD simulation of the combustion chamber with multiple Micromix injectors including inflow homogenization and dilution and cooling air flows investigates the combustor integration effects, resulting NOₓ emission and radial temperature distributions at the combustor outlet. The results show that the integration of a Micromix hydrogen combustor in actual aircraft engines is feasible and offers, besides CO₂ free combustion, a significant reduction of NOₓ emissions compared to kerosene operation.}, language = {en} } @article{MaurerRiekeSchemmetal.2023, author = {Maurer, Florian and Rieke, Christian and Schemm, Ralf and Stollenwerk, Dominik}, title = {Analysis of an urban grid with high photovoltaic and e-mobility penetration}, series = {Energies}, volume = {16}, journal = {Energies}, number = {8}, publisher = {MDPI}, address = {Basel}, issn = {1996-1073}, doi = {10.3390/en16083380}, pages = {18 Seiten}, year = {2023}, abstract = {This study analyses the expected utilization of an urban distribution grid under high penetration of photovoltaic and e-mobility with charging infrastructure on a residential level. The grid utilization and the corresponding power flow are evaluated, while varying the control strategies and photovoltaic installed capacity in different scenarios. Four scenarios are used to analyze the impact of e-mobility. The individual mobility demand is modelled based on the largest German studies on mobility "Mobilit{\"a}t in Deutschland", which is carried out every 5 years. To estimate the ramp-up of photovoltaic generation, a potential analysis of the roof surfaces in the supply area is carried out via an evaluation of an open solar potential study. The photovoltaic feed-in time series is derived individually for each installed system in a resolution of 15 min. The residential consumption is estimated using historical smart meter data, which are collected in London between 2012 and 2014. For a realistic charging demand, each residential household decides daily on the state of charge if their vehicle requires to be charged. The resulting charging time series depends on the underlying behavior scenario. Market prices and mobility demand are therefore used as scenario input parameters for a utility function based on the current state of charge to model individual behavior. The aggregated electricity demand is the starting point of the power flow calculation. The evaluation is carried out for an urban region with approximately 3100 residents. The analysis shows that increased penetration of photovoltaics combined with a flexible and adaptive charging strategy can maximize PV usage and reduce the need for congestion-related intervention by the grid operator by reducing the amount of kWh charged from the grid by 30\% which reduces the average price of a charged kWh by 35\% to 14 ct/kWh from 21.8 ct/kWh without PV optimization. The resulting grid congestions are managed by implementing an intelligent price or control signal. The analysis took place using data from a real German grid with 10 subgrids. The entire software can be adapted for the analysis of different distribution grids and is publicly available as an open-source software library on GitHub.}, language = {en} } @article{WiegnerVolkerMainzetal.2023, author = {Wiegner, Jonas and Volker, Hanno and Mainz, Fabian and Backes, Andreas and Loeken, Michael and H{\"u}ning, Felix}, title = {Energy analysis of a wireless sensor node powered by a Wiegand sensor}, series = {Journal of Sensors and Sensor Systems (JSSS)}, volume = {12}, journal = {Journal of Sensors and Sensor Systems (JSSS)}, number = {1}, publisher = {Copernicus Publ.}, address = {G{\"o}ttingen}, issn = {2194-878X}, doi = {10.5194/jsss-12-85-2023}, pages = {85 -- 92}, year = {2023}, abstract = {This article describes an Internet of things (IoT) sensing device with a wireless interface which is powered by the energy-harvesting method of the Wiegand effect. The Wiegand effect, in contrast to continuous sources like photovoltaic or thermal harvesters, provides small amounts of energy discontinuously in pulsed mode. To enable an energy-self-sufficient operation of the sensing device with this pulsed energy source, the output energy of the Wiegand generator is maximized. This energy is used to power up the system and to acquire and process data like position, temperature or other resistively measurable quantities as well as transmit these data via an ultra-low-power ultra-wideband (UWB) data transmitter. A proof-of-concept system was built to prove the feasibility of the approach. The energy consumption of the system during start-up was analysed, traced back in detail to the individual components, compared to the generated energy and processed to identify further optimization options. Based on the proof of concept, an application prototype was developed.}, language = {en} } @inproceedings{ChircuCzarneckiFriedmannetal.2023, author = {Chircu, Alina and Czarnecki, Christian and Friedmann, Daniel and Pomaskow, Johanna and Sultanow, Eldar}, title = {Towards a Digital Twin of Society}, series = {Proceedings of the 56th Hawaii International Conference on System Sciences 2023}, booktitle = {Proceedings of the 56th Hawaii International Conference on System Sciences 2023}, publisher = {University of Hawai'i}, address = {Honolulu}, isbn = {978-0-9981331-6-4}, pages = {6748 -- 6757}, year = {2023}, abstract = {This paper describes the potential for developing a digital twin of society- a dynamic model that can be used to observe, analyze, and predict the evolution of various societal aspects. Such a digital twin can help governmental agencies and policy makers in interpreting trends, understanding challenges, and making decisions regarding investments or policies necessary to support societal development and ensure future prosperity. The paper reviews related work regarding the digital twin paradigm and its applications. The paper presents a motivating case study- an analysis of opportunities and challenges faced by the German federal employment agency, Bundesagentur f¨ur Arbeit (BA), proposes solutions using digital twins, and describes initial proofs of concept for such solutions.}, language = {en} } @article{Gaigall2023, author = {Gaigall, Daniel}, title = {Allocating and forecasting changes in risk}, series = {Journal of risk}, volume = {25}, journal = {Journal of risk}, number = {3}, editor = {AitSahlia, Farid}, publisher = {Infopro Digital Risk}, address = {London}, issn = {1755-2842}, doi = {10.21314/JOR.2022.048}, pages = {1 -- 24}, year = {2023}, abstract = {We consider time-dependent portfolios and discuss the allocation of changes in the risk of a portfolio to changes in the portfolio's components. For this purpose we adopt established allocation principles. We also use our approach to obtain forecasts for changes in the risk of the portfolio's components. To put the approach into practice we present an implementation based on the output of a simulation. Allocation is illustrated with an example portfolio in the context of Solvency II. The quality of the forecasts is investigated with an empirical study.}, language = {en} } @article{Gaigall2023, author = {Gaigall, Daniel}, title = {On the applicability of several tests to models with not identically distributed random effects}, series = {Statistics : A Journal of Theoretical and Applied Statistics}, volume = {57}, journal = {Statistics : A Journal of Theoretical and Applied Statistics}, publisher = {Taylor \& Francis}, address = {London}, isbn = {0323-3944}, issn = {1029-4910}, doi = {10.1080/02331888.2023.2193748}, pages = {14 Seiten}, year = {2023}, abstract = {We consider Kolmogorov-Smirnov and Cram{\´e}r-von-Mises type tests for testing central symmetry, exchangeability, and independence. In the standard case, the tests are intended for the application to independent and identically distributed data with unknown distribution. The tests are available for multivariate data and bootstrap procedures are suitable to obtain critical values. We discuss the applicability of the tests to random effects models, where the random effects are independent but not necessarily identically distributed and with possibly unknown distributions. Theoretical results show the adequacy of the tests in this situation. The quality of the tests in models with random effects is investigated by simulations. Empirical results obtained confirm the theoretical findings. A real data example illustrates the application.}, language = {en} } @article{GaigallGerstenberg2023, author = {Gaigall, Daniel and Gerstenberg, Julian}, title = {Cram{\´e}r-von-Mises tests for the distribution of the excess over a confidence level}, series = {Journal of Nonparametric Statistics}, journal = {Journal of Nonparametric Statistics}, publisher = {Taylor \& Francis}, issn = {1048-5252 (Print)}, doi = {10.1080/10485252.2023.2173958}, year = {2023}, abstract = {The Cram{\´e}r-von-Mises distance is applied to the distribution of the excess over a confidence level. Asymptotics of related statistics are investigated, and it is seen that the obtained limit distributions differ from the classical ones. For that reason, quantiles of the new limit distributions are given and new bootstrap techniques for approximation purposes are introduced and justified. The results motivate new one-sample goodness-of-fit tests for the distribution of the excess over a confidence level and a new confidence interval for the related fitting error. Simulation studies investigate size and power of the tests as well as coverage probabilities of the confidence interval in the finite sample case. A practice-oriented application of the Cram{\´e}r-von-Mises tests is the determination of an appropriate confidence level for the fitting approach. The adoption of the idea to the well-known problem of threshold detection in the context of peaks over threshold modelling is sketched and illustrated by data examples.}, language = {en} }