Search results for: Hidden Markov model

Authors: Ali Isapour, Ramin Nateghi

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— Markov parameters are unique parameters of the system and remain unchanged under similarity transformations. Markov parameters from a power series that is convergent only if the system matrix’s eigenvalues are inside the unity circle. Therefore, Markov parameters of a stable discrete-time system are convergent. In this study, we aim to realize the system based on Markov parameters by using Artificial Neural Networks (ANN), and this end, we use Flexible Neural Networks. Realization means determining the elements of matrices A, B, C, and D.

Keywords: Markov parameters, realization, activation function, flexible neural network

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Authors: Ali Ben Abbes, Imed Riadh Farah

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Due to the considerable advances in Multi-Temporal Satellite Images (MTSI), remote sensing application became more accurate. Recently, many advances in modeling MTSI are developed using various models. The purpose of this article is to present an overview of studies using Hidden Markov Model (HMM). First of all, we provide a background of using HMM and their applications in this context. A comparison of the different works is discussed, and possible areas and challenges are highlighted. Secondly, we discussed the difference on vegetation monitoring as well as urban growth. Nevertheless, most research efforts have been used only stationary data. From another point of view, in this paper, we describe a new non-stationarity HMM, that is defined with a set of parts of the time series e.g. seasonal, trend and random. In addition, a new approach giving more accurate results and improve the applicability of the HMM in modeling a non-stationary data series. In order to assess the performance of the HMM, different experiments are carried out using Moderate Resolution Imaging Spectroradiometer (MODIS) NDVI time series of the northwestern region of Tunisia and Landsat time series of tres Cantos-Madrid in Spain.

Keywords: multi-temporal satellite image, HMM , nonstationarity, vegetation, urban

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Authors: Issam Alnader, Aboubaker Lasebae, Rand Raheem

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Wireless sensor networks (WSNs) are distributed network systems used in a wide range of applications, including safety-critical systems. The latter provide critical services, often concerned with human life or assets. Therefore, ensuring the dependability requirements of Safety critical systems is of paramount importance. The purpose of this paper is to utilize the Hidden Markov Model (HMM) to elongate the service availability of WSNs by increasing the time it takes a node to become obsolete via optimal load balancing. We propose an HMM algorithm that, given a WSN, analyses and predicts undesirable situations, notably, nodes dying unexpectedly or prematurely. We apply this technique to improve on C. Lius’ algorithm, a scheduling-based algorithm which has served to improve the lifetime of WSNs. Our experiments show that our HMM technique improves the lifetime of the network, achieved by detecting nodes that die early and rebalancing their load. Our technique can also be used for diagnosis and provide maintenance warnings to WSN system administrators. Finally, our technique can be used to improve algorithms other than C. Liu’s.

Keywords: wireless sensor networks, IoT, dependability of safety WSNs, energy conservation, sleep awake schedule

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Authors: Ming-Yue Zhai

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Due to the multipath and pulse noise nature, power line communications(PLC) channel can be modelled as a memory one with the finite states Markov model(FSMC). As the most important parameter modelling a Markov channel,the memory order in an FSMC is not solved in PLC systems yet. In the paper, the mutual information is used as a measure of the dependence between the different symbols, treated as the received SNA or amplitude of the current channel symbol or that of previous symbols. The joint distribution probabilities of the envelopes in PLC systems are computed based on the multi-path channel model, which is commonly used in PLC. we confirm that given the information of the symbol immediately preceding the current one, any other previous symbol is independent of the current one in PLC systems, which means the PLC channels is a Markov chain with the first-order. The field test is also performed to model the received OFDM signals with the help of AR model. The results show that the first-order AR model is enough to model the fading channel in PLC systems, which means the amount of uncertainty remaining in the current symbol should be negligible, given the information corresponding to the immediately preceding one.

Keywords: power line communication, channel model, markovian, information theory, first-order

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Authors: N. V. Kuznetsov, O. A. Kuznetsova, G. A. Leonov, M. V. Yuldashev, R. V. Yuldashev

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Nonlinear analysis of the phase locked loop (PLL)-based circuits is a challenging task. Thus, the simulation is widely used for their study. In this work, we consider a mathematical model of the optical Costas loop and demonstrate the limitations of simulation approach related to the existence of so-called hidden oscillations in the phase space of the model.

Keywords: optical Costas loop, mathematical model, simulation, hidden oscillation

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Authors: Jingyuan Hu, Zhandong Liu

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CRISPR genome editing technology has transformed molecular biology by accurately targeting and altering an organism’s DNA. Despite the state-of-art precision of CRISPR genome editing, the imprecise mutation outcome and off-target effects present considerable risk, potentially leading to unintended genetic changes. Targeted deep sequencing, combined with bioinformatics sequence alignment, can detect such unwanted mutations. Nevertheless, the classical method, Needleman-Wunsch (NW) algorithm may produce false alignment outcomes, resulting in inaccurate mutation identification. The key to precisely identifying CRISPR-induced mutations lies in determining optimal parameters for the sequence alignment algorithm. Hidden Markov models (HMM) are ideally suited for this task, offering flexibility across CRISPR systems by leveraging forward-backward algorithms for parameter estimation. In this study, we introduce CRISPR-HMM, a statistical software to precisely call CRISPR-induced mutations. We demonstrate that the software significantly improves precision in identifying CRISPR-induced mutations compared to NW-based alignment, thereby enhancing the overall understanding of the CRISPR gene-editing process.

Keywords: CRISPR, HMM, sequence alignment, gene editing

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Authors: Hadri Hussain, M.Nasir Ibrahim, Chee-Ming Ting, Mariani Idroas, Fuad Numan, Alias Mohd Noor

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A biometric security system has become an important application in client identification and verification system. A conventional biometric system is normally based on unimodal biometric that depends on either behavioural or physiological information for authentication purposes. The behavioural biometric depends on human body biometric signal (such as speech) and biosignal biometric (such as electrocardiogram (ECG) and phonocardiogram or heart sound (HS)). The speech signal is commonly used in a recognition system in biometric, while the ECG and the HS have been used to identify a person’s diseases uniquely related to its cluster. However, the conventional biometric system is liable to spoof attack that will affect the performance of the system. Therefore, a multimodal biometric security system is developed, which is based on biometric signal of ECG, HS, and speech. The biosignal data involved in the biometric system is initially segmented, with each segment Mel Frequency Cepstral Coefficients (MFCC) method is exploited for extracting the feature. The Hidden Markov Model (HMM) is used to model the client and to classify the unknown input with respect to the modal. The recognition system involved training and testing session that is known as client identification (CID). In this project, twenty clients are tested with the developed system. The best overall performance at 44 kHz was 93.92% for ECG and the worst overall performance was ECG at 88.47%. The results were compared to the best overall performance at 44 kHz for (20clients) to increment of clients, which was 90.00% for HS and the worst overall performance falls at ECG at 79.91%. It can be concluded that the difference multimodal biometric has a substantial effect on performance of the biometric system and with the increment of data, even with higher frequency sampling, the performance still decreased slightly as predicted.

Keywords: electrocardiogram, phonocardiogram, hidden markov model, mel frequency cepstral coeffiecients, client identification

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Authors: Nop Sopipan

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In this paper, we forecast the volatility of Baht/USDs using Markov Regime Switching GARCH (MRS-GARCH) models. These models allow volatility to have different dynamics according to unobserved regime variables. The main purpose of this paper is to find out whether MRS-GARCH models are an improvement on the GARCH type models in terms of modeling and forecasting Baht/USD volatility. The MRS-GARCH is the best performance model for Baht/USD volatility in short term but the GARCH model is best perform for long term.

Keywords: volatility, Markov Regime Switching, forecasting, Baht/USD

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Authors: Irina A. Gudkova, Yousra Demigha

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Scientific research is moving more and more towards the study of complex systems in several areas of economics, biology physics, and computer science. In this paper, we will work on complex systems in communication networks, Wireless Sensor Networks (WSN) that are considered as stochastic systems composed of interacting entities. The current advancements of the sensing in computing and communication systems is an investment ground for research in several tracks. A detailed presentation was made for the WSN, their use, modeling, different problems that can occur in their application and some solutions. The main goal of this work reintroduces the idea of mean field method since it is a powerful technique to solve this type of models especially systems that evolve according to a Continuous Time Markov Chain (CTMC). Modeling of a CTMC has been focused; we obtained a large system of interacting Continuous Time Markov Chain with population entities. The main idea was to work on one entity and replace the others with an average or effective interaction. In this context to make the solution easier, we consider a wireless sensor network as a multi-body problem and we reduce it to one body problem. The method was applied to a system of WSN modeled as a Markovian queue showing the results of the used technique.

Keywords: Continuous-Time Markov Chain, Hidden Markov Chain, mean field method, Wireless sensor networks

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Authors: Shahram Jamali, Samira Hamed

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One of the open issues in Random Early Detection (RED) algorithm is how to set its parameters to reach high performance for the dynamic conditions of the network. Although original RED uses fixed values for its parameters, this paper follows a model-based approach to upgrade performance of the RED algorithm. It models the routers queue behavior by using the Markov model and uses this model to predict future conditions of the queue. This prediction helps the proposed algorithm to make some tunings over RED's parameters and provide efficiency and better performance. Widespread packet level simulations confirm that the proposed algorithm, called Markov-RED, outperforms RED and FARED in terms of queue stability, bottleneck utilization and dropped packets count.

Keywords: active queue management, RED, Markov model, random early detection algorithm

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Authors: Amina Boukelkoul, Rahil Boukelkoul, Leila Maachia

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The cumulative vapors emitted from the service stations may represent a hazard to the environment and the population. Besides fuel spill and their penetration into deep soil layers are the main contributors to soil and ground-water contamination in the vicinity of the petrol stations. The amount of the effluents from the service stations depends on strategy of maintenance and the policy adopted by the management to reduce the pollution. One key of the proposed approach is the idea of managing the effluents from the service stations which can be captured via use of a finite state Markov chain. Such a model can be embedded within a probabilistic operation and maintenance simulation reflecting the action to be done. In this paper, an approach of estimating a probabilistic percentage of the amount of emitted pollutants is presented. The finite state Markov model is used for decision problems with number of determined periods (life cycle) to predict the amount according to various options of operation.

Keywords: environment, markov modeling, pollution, service station

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Authors: Peiming Li

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This paper presents an innovative blockchain-based approach to enhance the reliability and efficiency of federated learning systems. By integrating a decentralized oracle consensus mechanism into the federated learning framework, we address key challenges of data and model integrity. Our approach utilizes a network of redundant oracles, functioning as independent validators within an epoch-based training system in the federated learning model. In federated learning, data is decentralized, residing on various participants' devices. This scenario often leads to concerns about data integrity and model quality. Our solution employs blockchain technology to establish a transparent and tamper-proof environment, ensuring secure data sharing and aggregation. The decentralized oracles, a concept borrowed from blockchain systems, act as unbiased validators. They assess the contributions of each participant using a Hidden Markov Model (HMM), which is crucial for evaluating the consistency of participant inputs and safeguarding against model poisoning and malicious activities. Our methodology's distinct feature is its epoch-based training. An epoch here refers to a specific training phase where data is updated and assessed for quality and relevance. The redundant oracles work in concert to validate data updates during these epochs, enhancing the system's resilience to security threats and data corruption. The effectiveness of this system was tested using the Mnist dataset, a standard in machine learning for benchmarking. Results demonstrate that our blockchain-oriented federated learning approach significantly boosts system resilience, addressing the common challenges of federated environments. This paper aims to make these advanced concepts accessible, even to those with a limited background in blockchain or federated learning. We provide a foundational understanding of how blockchain technology can revolutionize data integrity in decentralized systems and explain the role of oracles in maintaining model accuracy and reliability.

Keywords: federated learning system, block chain, decentralized oracles, hidden markov model

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Authors: Josip Arneric, Blanka Skrabic Peric

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Forecasting of volatility, i.e. returns fluctuations, has been a topic of interest to portfolio managers, option traders and market makers in order to get higher profits or less risky positions. Based on the fact that volatility is time varying in high frequency data and that periods of high volatility tend to cluster, the most common used models are GARCH type models. As standard GARCH models show high volatility persistence, i.e. integrated behaviour of the conditional variance, it is difficult the predict volatility using standard GARCH models. Due to practical limitations of these models different approaches have been proposed in the literature, based on Markov switching models. In such situations models in which the parameters are allowed to change over time are more appropriate because they allow some part of the model to depend on the state of the economy. The empirical analysis demonstrates that Markov switching GARCH model resolves the problem of excessive persistence and outperforms uni-regime GARCH models in forecasting volatility for selected emerging markets.

Keywords: emerging markets, Markov switching, GARCH model, transition probabilities

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Authors: Amira Kaddour

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To curb the problem of liquidity in times of financial crises, two cases arise; the Bailout or Bailin, two opposite choices that elicit the analysis of their effect on moral hazard. This paper attempts to empirically analyze the effect of these two types of events on the behavior of investors. For this end, we use the Emerging Market Bonds Index (EMBI-JP Morgan), and its excess of return, to detect the change in the risk premia through a Markov switching model. The results showed the transition to two types of regime and an effect on moral hazard; Bailout is an incentive of moral hazard, Bailin effectiveness remains subject of credibility.

Keywords: Bailout, Bailin, Moral hazard, financial crisis, Markov switching

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Authors: Saad M. Darwish, Magda M. Madbouly, Murad B. Khorsheed

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Sign Languages (SL) are the most accomplished forms of gestural communication. Therefore, their automatic analysis is a real challenge, which is interestingly implied to their lexical and syntactic organization levels. Hidden Markov models (HMM’s) have been used prominently and successfully in speech recognition and, more recently, in handwriting recognition. Consequently, they seem ideal for visual recognition of complex, structured hand gestures such as are found in sign language. In this paper, several results concerning static hand gesture recognition using an algorithm based on Type-2 Fuzzy HMM (T2FHMM) are presented. The features used as observables in the training as well as in the recognition phases are based on Singular Value Decomposition (SVD). SVD is an extension of Eigen decomposition to suit non-square matrices to reduce multi attribute hand gesture data to feature vectors. SVD optimally exposes the geometric structure of a matrix. In our approach, we replace the basic HMM arithmetic operators by some adequate Type-2 fuzzy operators that permits us to relax the additive constraint of probability measures. Therefore, T2FHMMs are able to handle both random and fuzzy uncertainties existing universally in the sequential data. Experimental results show that T2FHMMs can effectively handle noise and dialect uncertainties in hand signals besides a better classification performance than the classical HMMs. The recognition rate of the proposed system is 100% for uniform hand images and 86.21% for cluttered hand images.

Keywords: hand gesture recognition, hand detection, type-2 fuzzy logic, hidden Markov Model

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Authors: Sheena Christabel Pravin, M. Palanivelan

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Speech disfluencies are common in spontaneous speech. The primary purpose of this study was to distinguish linguistic disfluencies from stuttering disfluencies in bilingual Tamil–English (TE) speaking children. The secondary purpose was to determine whether their disfluencies are mediated by native language dominance and/or on an early onset of developmental stuttering at childhood. A detailed study was carried out to identify the prosodic and acoustic features that uniquely represent the disfluent regions of speech. This paper focuses on statistical modeling of repetitions, prolongations, pauses and interjections in the speech corpus encompassing bilingual spontaneous utterances from school going children – English and Tamil. Two classifiers including Hidden Markov Models (HMM) and the Multilayer Perceptron (MLP), which is a class of feed-forward artificial neural network, were compared in the classification of disfluencies. The results of the classifiers document the patterns of disfluency in spontaneous speech samples of school-aged children to distinguish between Children Who Stutter (CWS) and Children with Language Impairment CLI). The ability of the models in classifying the disfluencies was measured in terms of F-measure, Recall, and Precision.

Keywords: bi-lingual, children who stutter, children with language impairment, hidden markov models, multi-layer perceptron, linguistic disfluencies, stuttering disfluencies

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Authors: Jong Woo Kim, Go Bong Choi, Sang Hwan Son, Dae Shik Kim, Jung Chul Suh, Jong Min Lee

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The Markov Decision Process (MDP) based methodology is implemented in order to establish the optimal schedule which minimizes the cost. Formulation of MDP problem is presented using the information about the current state of pipe, improvement cost, failure cost and pipe deterioration model. The objective function and detailed algorithm of dynamic programming (DP) are modified due to the difficulty of implementing the conventional DP approaches. The optimal schedule derived from suggested model is compared to several policies via Monte Carlo simulation. Validity of the solution and improvement in computational time are proved.

Keywords: Markov decision processes, dynamic programming, Monte Carlo simulation, periodic replacement, Weibull distribution

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Authors: A. Bayaga

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This research provides a technical account of estimating Transition Probability using Time-homogeneous Markov Jump Process applying by South African HIV/AIDS data from the Statistics South Africa. It employs Maximum Likelihood Estimator (MLE) model to explore the possible influence of Transition Probability of mortality cases in which case the data was based on actual Statistics South Africa. This was conducted via an integrated demographic and epidemiological model of South African HIV/AIDS epidemic. The model was fitted to age-specific HIV prevalence data and recorded death data using MLE model. Though the previous model results suggest HIV in South Africa has declined and AIDS mortality rates have declined since 2002 – 2013, in contrast, our results differ evidently with the generally accepted HIV models (Spectrum/EPP and ASSA2008) in South Africa. However, there is the need for supplementary research to be conducted to enhance the demographic parameters in the model and as well apply it to each of the nine (9) provinces of South Africa.

Keywords: AIDS mortality rates, epidemiological model, time-homogeneous markov jump process, transition probability, statistics South Africa

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Authors: Leila Jafari, Viliam Makis, G. B. Akram Khaleghei

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In this paper, we present a maintenance model of a two-unit series system with economic dependence. Unit#1, which is considered to be more expensive and more important, is subject to condition monitoring (CM) at equidistant, discrete time epochs and unit#2, which is not subject to CM, has a general lifetime distribution. The multivariate observation vectors obtained through condition monitoring carry partial information about the hidden state of unit#1, which can be in a healthy or a warning state while operating. Only the failure state is assumed to be observable for both units. The objective is to find an optimal opportunistic maintenance policy minimizing the long-run expected average cost per unit time. The problem is formulated and solved in the partially observable semi-Markov decision process framework. An effective computational algorithm for finding the optimal policy and the minimum average cost is developed and illustrated by a numerical example.

Keywords: condition-based maintenance, semi-Markov decision process, multivariate Bayesian control chart, partially observable system, two-unit system

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Authors: Cristóbal Moënne-Loccoz, Rodrigo C. Vergara, Vladimir López, Domingo Mery, Diego Cosmelli

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Our daily interaction with computational interfaces is plagued of situations in which we go from inexperienced users to experts through self-motivated exploration of the same task. In many of these interactions, we must learn to find our way through a sequence of decisions and actions before obtaining the desired result. For instance, when drawing cash from an ATM machine, choices are presented in a step-by-step fashion so that a specific sequence of actions must be performed in order to produce the expected outcome. But, as they become experts in the use of such interfaces, do users adopt specific search and learning strategies? Moreover, if so, can we use this information to follow the process of expertise development and, eventually, predict future actions? This would be a critical step towards building truly adaptive interfaces that can facilitate interaction at different moments of the learning curve. Furthermore, it could provide a window into potential mechanisms underlying decision-making behavior in real world scenarios. Here we tackle this question using a simple game interface that instantiates a 4-level binary decision tree (BDT) sequential decision-making task. Participants have to explore the interface and discover an underlying concept-icon mapping in order to complete the game. We develop a Hidden Markov Model (HMM)-based approach whereby a set of stereotyped, hierarchically related search behaviors act as hidden states. Using this model, we are able to track the decision-making process as participants explore, learn and develop expertise in the use of the interface. Our results show that partitioning the problem space into such stereotyped strategies is sufficient to capture a host of exploratory and learning behaviors. Moreover, using the modular architecture of stereotyped strategies as a Mixture of Experts, we are able to simultaneously ask the experts about the user's most probable future actions. We show that for those participants that learn the task, it becomes possible to predict their next decision, above chance, approximately halfway through the game. Our long-term goal is, on the basis of a better understanding of real-world decision-making processes, to inform the construction of interfaces that can establish dynamic conversations with their users in order to facilitate the development of expertise.

Keywords: behavioral modeling, expertise acquisition, hidden markov models, sequential decision-making

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Authors: Eunji Choi, Borang Park, Youngjae Choi, Jinwoo Moon

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In this study, a predictive model for estimating the metabolism (MET) of human body was developed for the optimal control of indoor thermal environment. Human body images for indoor activities and human body joint coordinated values were collected as data sets, which are used in predictive model. A deep learning algorithm was used in an initial model, and its number of hidden layers and hidden neurons were optimized. Lastly, the model prediction performance was analyzed after the model being trained through collected data. In conclusion, the possibility of MET prediction was confirmed, and the direction of the future study was proposed as developing various data and the predictive model.

Keywords: deep learning, indoor quality, metabolism, predictive model

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Authors: Zina Benouaret, Djamil Aissani

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In this work, we introduce the qualitative and quantitative concept of the strong stability method in the risk process modeling two lines of business of the same insurance company or an insurance and re-insurance companies that divide between them both claims and premiums with a certain proportion. The approach proposed is based on the identification of the ruin probability associate to the model considered, with a stationary distribution of a Markov random process called a reversed process. Our objective, after clarifying the condition and the perturbation domain of parameters, is to obtain the stability inequality of the ruin probability which is applied to estimate the approximation error of a model with disturbance parameters by the considered model. In the stability bound obtained, all constants are explicitly written.

Keywords: Markov chain, risk models, ruin probabilities, strong stability analysis

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Authors: P. K. Guha Thakurta, Shouvik Roy, Bhawana Raj

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A congestion control scheme in mobile networks is proposed in this paper through a verification based model. The model proposed in this work is represented through performance metric like buffer Occupancy, latency and packet loss rate. Based on pre-defined values, each of the metric is introduced in terms of three different states. A Markov chain based model for the proposed work is introduced to monitor the occurrence of the corresponding state transitions. Thus, the estimation of the network status is obtained in terms of performance metric. In addition, the improved performance of our proposed model over existing works is shown with experimental results.

Keywords: congestion, mobile networks, buffer, delay, call drop, markov chain

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Authors: Suparman

Abstract:

Piecewise polynomial regression model is very flexible model for modeling the data. If the piecewise polynomial regression model is matched against the data, its parameters are not generally known. This paper studies the parameter estimation problem of piecewise polynomial regression model. The method which is used to estimate the parameters of the piecewise polynomial regression model is Bayesian method. Unfortunately, the Bayes estimator cannot be found analytically. Reversible jump MCMC algorithm is proposed to solve this problem. Reversible jump MCMC algorithm generates the Markov chain that converges to the limit distribution of the posterior distribution of piecewise polynomial regression model parameter. The resulting Markov chain is used to calculate the Bayes estimator for the parameters of piecewise polynomial regression model.

Keywords: piecewise regression, bayesian, reversible jump MCMC, segmentation

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Authors: Eslam Mohammed Abdelkader, Mohamed Marzouk, Tarek Zayed

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Infrastructure systems are crucial to every aspect of life on Earth. Existing Infrastructure is subjected to degradation while the demands are growing for a better infrastructure system in response to the high standards of safety, health, population growth, and environmental protection. Bridges play a crucial role in urban transportation networks. Moreover, they are subjected to high level of deterioration because of the variable traffic loading, extreme weather conditions, cycles of freeze and thaw, etc. The development of Bridge Management Systems (BMSs) has become a fundamental imperative nowadays especially in the large transportation networks due to the huge variance between the need for maintenance actions, and the available funds to perform such actions. Deterioration models represent a very important aspect for the effective use of BMSs. This paper presents a probabilistic time-based model that is capable of predicting the condition ratings of the concrete bridge decks along its service life. The deterioration process of the concrete bridge decks is modeled using semi-Markov process. One of the main challenges of the Markov Chain Decision Process (MCDP) is the construction of the transition probability matrix. Yet, the proposed model overcomes this issue by modeling the sojourn times based on some probability density functions. The sojourn times of each condition state are fitted to probability density functions based on some goodness of fit tests such as Kolmogorov-Smirnov test, Anderson Darling, and chi-squared test. The parameters of the probability density functions are obtained using maximum likelihood estimation (MLE). The condition ratings obtained from the Ministry of Transportation in Quebec (MTQ) are utilized as a database to construct the deterioration model. Finally, a comparison is conducted between the Markov Chain and semi-Markov chain to select the most feasible prediction model.

Keywords: bridge management system, bridge decks, deterioration model, Semi-Markov chain, sojourn times, maximum likelihood estimation

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Authors: Yina F. Muñoz, Alexander Paz, Hanns De La Fuente-Mella, Joaquin V. Fariña, Guilherme M. Sales

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The primary approach for estimating bridge deterioration uses Markov-chain models and regression analysis. Traditional Markov models have problems in estimating the required transition probabilities when a small sample size is used. Often, reliable bridge data have not been taken over large periods, thus large data sets may not be available. This study presents an important change to the traditional approach by using the Small Data Method to estimate transition probabilities. The results illustrate that the Small Data Method and traditional approach both provide similar estimates; however, the former method provides results that are more conservative. That is, Small Data Method provided slightly lower than expected bridge condition ratings compared with the traditional approach. Considering that bridges are critical infrastructures, the Small Data Method, which uses more information and provides more conservative estimates, may be more appropriate when the available sample size is small. In addition, regression analysis was used to calculate bridge deterioration. Condition ratings were determined for bridge groups, and the best regression model was selected for each group. The results obtained were very similar to those obtained when using Markov chains; however, it is desirable to use more data for better results.

Keywords: concrete bridges, deterioration, Markov chains, probability matrix

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Authors: Sadegh Abebi

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There are problems with estimating time of product process of products, especially when there is variable serving time, like control stage. These problems will cause overestimation of process time. Layout constraints, reworking constraints and inflexible product schedule in multi product lines, needs a precise planning to reduce volume in particular situation of line stock. In this article, by analyzing real queue systems with layout constraints and by using concepts and principles of Markov chain in queue theory, a hybrid model has been presented. This model can be a base to assess queue systems with probable parameters of service. Here by presenting a case study, the proposed model will be described. so, production lines of a home application manufacturer will be analyzed.

Keywords: Queuing theory, Markov Chain, layout, line balance

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Authors: Niroshan K. Walgama Wellalage, Tieling Zhang, Richard Dwight

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State-based Markov deterioration models (SMDM) sometimes fail to find accurate transition probability matrix (TPM) values, and hence lead to invalid future condition prediction or incorrect average deterioration rates mainly due to drawbacks of existing nonlinear optimization-based algorithms and/or subjective function types used for regression analysis. Furthermore, a set of separate functions for each condition state with age cannot be directly derived by using Markov model for a given bridge element group, which however is of interest to industrial partners. This paper presents a new approach for generating Homogeneous SMDM model output, namely, the Modified Weibull approach, which consists of a set of appropriate functions to describe the percentage condition prediction of bridge elements in each state. These functions are combined with Bayesian approach and Metropolis Hasting Algorithm (MHA) based Markov Chain Monte Carlo (MCMC) simulation technique for quantifying the uncertainty in model parameter estimates. In this study, factors contributing to rail bridge deterioration were identified. The inspection data for 1,000 Australian railway bridges over 15 years were reviewed and filtered accordingly based on the real operational experience. Network level deterioration model for a typical bridge element group was developed using the proposed Modified Weibull approach. The condition state predictions obtained from this method were validated using statistical hypothesis tests with a test data set. Results show that the proposed model is able to not only predict the conditions in network-level accurately but also capture the model uncertainties with given confidence interval.

Keywords: bridge deterioration modelling, modified weibull approach, MCMC, metropolis-hasting algorithm, bayesian approach, Markov deterioration models

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Authors: Suparman Suparman

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A white noise in autoregressive (AR) model is often assumed to be normally distributed. In application, the white noise usually do not follows a normal distribution. This paper aims to estimate a parameter of AR model that has a exponential white noise. A Bayesian method is adopted. A prior distribution of the parameter of AR model is selected and then this prior distribution is combined with a likelihood function of data to get a posterior distribution. Based on this posterior distribution, a Bayesian estimator for the parameter of AR model is estimated. Because the order of AR model is considered a parameter, this Bayesian estimator cannot be explicitly calculated. To resolve this problem, a method of reversible jump Markov Chain Monte Carlo (MCMC) is adopted. A result is a estimation of the parameter AR model can be simultaneously calculated.

Keywords: autoregressive (AR) model, exponential white Noise, bayesian, reversible jump Markov Chain Monte Carlo (MCMC)

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Authors: Mounia El Hafyani, Khalid El Himdi

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Precipitation is one of the key variables in water resource planning. The importance of modeling wet and dry durations is a crucial pointer in engineering hydrology. The objective of this study is to model and analyze the distribution of wet and dry durations. For this purpose, the daily rainfall data from 1967 to 2017 of the Moroccan city of Kenitra’s station are used. Three models are implemented for the distribution of wet and dry durations, namely the first-order Markov chain, the second-order Markov chain, and the truncated negative binomial law. The adherence of the data to the proposed models is evaluated using Chi-square and Kolmogorov-Smirnov tests. The Akaike information criterion is applied to assess the most effective model distribution. We go further and study the law of the number of wet and dry days among k consecutive days. The calculation of this law is done through an algorithm that we have implemented based on conditional laws. We complete our work by comparing the observed moments of the numbers of wet/dry days among k consecutive days to the calculated moment of the three estimated models. The study shows the effectiveness of our approach in modeling wet and dry durations of daily precipitation.

Keywords: Markov chain, rainfall, truncated negative binomial law, wet and dry durations

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