Search results for: Irene A. Monte

Authors: Amin Sahebnasagh, Karim Adinehvand, Bakhtiar Azadbakht

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In this study, we used Monte Carlo code (MCNP4C) that is a general method, for simulation, electron source and electric field, a disc source with 0.05 cm radius in direct of anode are used, radius of disc source show focal spot of x-ray tube that here is 0.05 cm. In this simulation, anode is from tungsten with 18.9 g/cm3 density and angle of anode is 180. we simulated x-ray tube for 140 kv. For increasing of speed data acquisition we use F5 tally. With determination the exact position of F5 tally in program, outputs are acquired. In this spectrum the start point is about 0.02 Mev, the absorption edges are about 0.06 Mev and 0.07 Mev and average energy is about 0.05 Mev.

Keywords: x-spectrum, simulation, Monte Carlo, MCNP4C code

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Authors: Autcha Araveeporn

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This paper is to compare the parameter estimation of the mean in normal distribution by Maximum Likelihood (ML), Bayes, and Markov Chain Monte Carlo (MCMC) methods. The ML estimator is estimated by the average of data, the Bayes method is considered from the prior distribution to estimate Bayes estimator, and MCMC estimator is approximated by Gibbs sampling from posterior distribution. These methods are also to estimate a parameter then the hypothesis testing is used to check a robustness of the estimators. Data are simulated from normal distribution with the true parameter of mean 2, and variance 4, 9, and 16 when the sample sizes is set as 10, 20, 30, and 50. From the results, it can be seen that the estimation of MLE, and MCMC are perceivably different from the true parameter when the sample size is 10 and 20 with variance 16. Furthermore, the Bayes estimator is estimated from the prior distribution when mean is 1, and variance is 12 which showed the significant difference in mean with variance 9 at the sample size 10 and 20.

Keywords: Bayes method, Markov chain Monte Carlo method, maximum likelihood method, normal distribution

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Authors: Al Omari Moahmmed Ahmed

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These papers describe the Bayesian Estimator using Markov Chain Monte Carlo and Lindley’s approximation and the maximum likelihood estimation of the Weibull distribution with Type-I censored data. The maximum likelihood method can’t estimate the shape parameter in closed forms, although it can be solved by numerical methods. Moreover, the Bayesian estimates of the parameters, the survival and hazard functions cannot be solved analytically. Hence Markov Chain Monte Carlo method and Lindley’s approximation are used, where the full conditional distribution for the parameters of Weibull distribution are obtained via Gibbs sampling and Metropolis-Hastings algorithm (HM) followed by estimate the survival and hazard functions. The methods are compared to Maximum Likelihood counterparts and the comparisons are made with respect to the Mean Square Error (MSE) and absolute bias to determine the better method in scale and shape parameters, the survival and hazard functions.

Keywords: weibull distribution, bayesian method, markov chain mote carlo, survival and hazard functions

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Authors: Ruchika Goyal, Ashwani Kumar, Sandeep Jain

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The experimental data for anticancer potential of curcumin nanoparticles was calculated by means of eclectic data. The optimal descriptors were examined using Monte Carlo method based CORAL SEA software. The statistical quality of the model is following: n = 14, R² = 0.6809, Q² = 0.5943, s = 0.175, MAE = 0.114, F = 26 (sub-training set), n =5, R²= 0.9529, Q² = 0.7982, s = 0.086, MAE = 0.068, F = 61, Av Rm² = 0.7601, ∆R²m = 0.0840, k = 0.9856 and kk = 1.0146 (test set) and n = 5, R² = 0.6075 (validation set). This data can be used to build predictive QSAR models for anticancer activity.

Keywords: anticancer potential, curcumin, model, nanoparticles, optimal descriptors, QSAR

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Authors: Mohammad Alshawaf, Rahmat Poudineh, Nawaf Alhajeri

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The power generated from photovoltaic (PV) modules is non-dispatchable on demand due to the stochastic nature of solar radiation. The random variations in the measured intensity of solar irradiance are due to clouds and, in the case of arid regions, dust storms which decrease the intensity of intensity of solar irradiance. Therefore, modeling PV power output using average, maximum, or minimum solar irradiance values is inefficient to predict power generation reliably. The overall objective of this paper is to predict the power output of PV modules using Monte Carlo approach based the weather and solar conditions measured in Kuwait. Given the 250 Wp PV module used in study, the average daily power output is 1021 Wh/day. The maximum power was generated in April and the minimum power was generated in January 1187 Wh/day and 823 Wh/day respectively. The certainty of the daily predictions varies seasonally and according to the weather conditions. The output predictions were far more certain in the summer months, for example, the 80% certainty range for August is 89 Wh/day, whereas the 80% certainty range for April is 250 Wh/day.

Keywords: Monte Carlo, solar energy, variable renewable energy, Kuwait

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Authors: Maryam Safrai, Tewfik Mahdi

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This article presents the stochastic modeling of the Richelieu River flood in Quebec, Canada, occurred in the spring of 2011. With the aid of the one-dimensional Watershed Modeling System (WMS (v.10.1) and HEC-RAS (v.4.1) as a flood simulator, the delineation of the probabilistic flooded areas was considered. Based on the Monte Carlo method, WMS (v.10.1) delineated the probabilistic flooded areas with corresponding occurrence percentages. Furthermore, results of this one-dimensional model were compared with the results of two-dimensional model (SRH-2D) for the evaluation of efficiency and precision of each applied model. Based on this comparison, computational process in two-dimensional model is longer and more complicated versus brief one-dimensional one. Although, two-dimensional models are more accurate than one-dimensional method, but according to existing modellers, delineation of probabilistic flooded areas based on Monte Carlo method is achievable via one-dimensional modeler. The applied software in this case study greatly responded to verify the research objectives. As a result, flood risk maps of the Richelieu River with the two applied models (1d, 2d) could elucidate the flood risk factors in hydrological, hydraulic, and managerial terms.

Keywords: flood modeling, HEC-RAS, model comparison, Monte Carlo simulation, probabilistic flooded area, SRH-2D, WMS

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Authors: Kun Li, Yuzheng Liu, Xiuqi Fan

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High-security standard and high efficiency of screening seem to be contradictory to each other in the airport security check process. Improving the efficiency as far as possible while maintaining the same security standard is significantly meaningful. This paper utilizes the knowledge of Operation Research and Stochastic Process to establish mathematical models to explore this problem. We analyze the current process of airport security check and use the M/G/1 and M/G/k models in queuing theory to describe the process. Then we find the least efficient part is the pre-check lane, the bottleneck of the queuing system. To improve passenger throughput and reduce the variance of passengers’ waiting time, we adjust our models and use Monte Carlo method, then put forward three modifications: adjust the ratio of Pre-Check lane to regular lane flexibly, determine the optimal number of security check screening lines based on cost analysis and adjust the distribution of arrival and service time based on Monte Carlo simulation results. We also analyze the impact of cultural differences as the sensitivity analysis. Finally, we give the recommendations for the current process of airport security check process.

Keywords: queue theory, security check, stochatic process, Monte Carlo simulation

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Authors: Chieh-Chun Chang, Cheng-Ting Shih, Yan-Lin Liu, Shu-Jun Chang, Jay Wu

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With the widespread use of digital mammography (DM), radiation dose evaluation of breasts has become important. X-ray spectra are one of the key factors that influence the absorbed dose of glandular tissue. In this study, we estimated the X-ray spectrum of DM using the expectation maximization (EM) algorithm with the transmission measurement data. The interpolating polynomial model proposed by Boone was applied to generate the initial guess of the DM spectrum with the target/filter combination of Mo/Mo and the tube voltage of 26 kVp. The Monte Carlo N-particle code (MCNP5) was used to tally the transmission data through aluminum sheets of 0.2 to 3 mm. The X-ray spectrum was reconstructed by using the EM algorithm iteratively. The influence of the initial guess for EM reconstruction was evaluated. The percentage error of the average energy between the reference spectrum inputted for Monte Carlo simulation and the spectrum estimated by the EM algorithm was -0.14%. The normalized root mean square error (NRMSE) and the normalized root max square error (NRMaSE) between both spectra were 0.6% and 2.3%, respectively. We conclude that the EM algorithm with transmission measurement data is a convenient and useful tool for estimating x-ray spectra for DM in clinical practice.

Keywords: digital mammography, expectation maximization algorithm, X-Ray spectrum, X-Ray

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Authors: Sidi Mohamed Mesli, Mohamed Habchi, Mohamed Kotbi, Rafik Benallal, Abdelali Derouiche

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Fluoride glasses with a nominal composition of BaMnMF7 (M = FeV assuming isomorphous replacement) have been structurally modelled through the simultaneous simulation of their neutron diffraction patterns by a reverse Monte Carlo (RMC) model and by a Rietveld for disordered materials (RDM) method. Model is consistent with an expected network of interconnected [MF6] polyhedra. The RMC results are accompanied by artificial satellite peaks. To remedy this problem, we use an extension of the RMC algorithm, which introduces an energy penalty term in acceptance criteria. This method is called the Hybrid Reverse Monte Carlo (HRMC) method. The idea of this paper is to apply the (HRMC) method to the title glasses, in order to make a study of the phenomenon nature of order and disorder by displaying and discussing the partial pair distribution functions (PDFs) g(r). We suggest that this method can be used to describe average correlations between components of fluoride glass or similar system.

Keywords: fluoride glasses, RMC simulation, neutron scattering, hybrid RMC simulation, Lennard-Jones potential, partial pair distribution functions

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Authors: Mohammed Habchi, Sidi Mohammed Mesli, Rafik Benallal, Mohammed Kotbi

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On the basis of four partial correlation functions and some geometric constraints obtained from neutron scattering experiments, a Reverse Monte Carlo (RMC) simulation has been performed in the study of the aqueous electrolyte LiCl6H2O at the glassy state. The obtained 3-dimensional model allows computing pair radial and orientational distribution functions in order to explore the structural features of the system. Unrealistic features appeared in some coordination peaks. To remedy to this, we use the Hybrid Reverse Monte Carlo (HRMC), incorporating an additional energy constraint in addition to the usual constraints derived from experiments. The energy of the system is calculated using an Environment Dependence Interaction Potential (EDIP). Ions effects is studied by comparing correlations between water molecules in the solution and in pure water at room temperature Our results show a good agreement between experimental and computed partial distribution functions (PDFs) as well as a significant improvement in orientational distribution curves.

Keywords: LiCl6H2O, glassy state, RMC, HRMC

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Authors: M. A. Lahmer, K. Guergouri

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In this work, Kinetic Monte Carlo (KMC) method was applied to study the thermal stability of hydrogen in ZnO bulk and thin films. Our simulation includes different possible events such as interstitial hydrogen (Hi) jumps, substitutional hydrogen (HO) formation and dissociation, oxygen and zinc vacancies jumps, hydrogen-VZn complexes formation and dissociation, HO-Hi complex formation and hydrogen molecule (H2) formation and dissociation. The obtained results show that the hidden hydrogen formed during thermal annealing or at room temperature is constituted of both hydrogen molecule and substitutional hydrogen. The ratio of this constituants depends on the initial defects concentration as well as the annealing temperature. For annealing temperature below 300°C hidden hydrogen was found to be constituted from both substitutional hydrogen and hydrogen molecule, however, for higher temperature it is composed essentially from HO defects only because H2 was found to be unstable. In the other side, our results show that the remaining hydrogen amount in sample during thermal annealing depend greatly on the oxygen vacancies in the material. H2 molecule was found to be stable for thermal annealing up to 200°C, VZnHn complexes are stable up to 350°C and HO was found to be stable up to 450°C.

Keywords: ZnO, hydrogen, thermal annealing, kinetic Monte Carlo

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Authors: Rachel Luz P. Vivas-rica, Gloria G. Delan, Christine M. Corrales, Alfonso S. Piquero, Irene A. Monte

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ABSTRACT -Selected Integrated Coastal Resource Management Program (ICRMP) sites in Southwestern Cebu were studied employing a stratified proportional sampling method using semi-structured questionnaires. Four hundred sixteen (416) respondents from five barangays with Marine Protected Areas (MPAs) and four barangays without marine sanctuaries were considered in the study. Results showed similarity of socio-economic characteristics in terms of average age, majority were middle aged, and married. Households were male dominated, obtained low education for both MPA and Non-MPA areas. In terms of occupation, majority in both areas engaged in fulltime fishing however part time jobs as carpenter, construction worker, driver or farmer as another income source. Most of the households were nuclear families with average family size of five for both MPA and Non-MPA. Fishing experience ranged from less than 1 year to more than 50 years. Fishing grounds were within the 15 kilometer radius of each considered site. Even if the respondents were totally dependent on fishing as a major source of income, still their income is way below the poverty threshold both in the MPA and Non-MPA areas. This is further explained by the marginality of their fishing implements wherein majority uses gill nets, hook & line, spear and paddle boat in fishing. Their volume of catch from an average of 6 hours fishing expedition ranges from half a kilo to a maximum of 4 kilos. Majority are not members of fishing groups or organizations.

Keywords: integrated coastal resource management program, marine protected areas, socio-economic, poverty threshold

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Authors: Encarnación Álvarez, Rosa M. García-Fernández, Juan F. Muñoz, Francisco J. Blanco-Encomienda

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The problem of estimating a proportion has important applications in the field of economics, and in general, in many areas such as social sciences. A common application in economics is the estimation of the headcount index. In this paper, we define the general headcount index as a proportion. Furthermore, we introduce a new quantitative method for estimating the headcount index. In particular, we suggest to use the logistic regression estimator for the problem of estimating the headcount index. Assuming a real data set, results derived from Monte Carlo simulation studies indicate that the logistic regression estimator can be more accurate than the traditional estimator of the headcount index.

Keywords: poverty line, poor, risk of poverty, Monte Carlo simulations, sample

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Authors: M. R. Akbari, H. Yousefnia, A. Ghasemi

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Al2O3:C,Mg fluorescent nuclear track detector (FNTD) and Al2O3:C optically stimulated luminescence detector (OSLD) are becoming two of the applied detectors in ion dosimetry. Therefore, the response of these detectors to hadron beams is highly of interest in radiation therapy (RT) using ion beams. In this study, these detectors' responses to proton and Helium-4 ion beams were compared using Monte Carlo simulations. The calculated data for proton beams were compared with Markus ionization chamber (IC) measurement (in water phantom) from M.D. Anderson proton therapy center. Monte Carlo simulations were performed via the FLUKA code (version 2011.2-17). The detectors were modeled in cylindrical shape at various depths of the water phantom without shading each other for obtaining relative depth dose in the phantom. Mono-energetic parallel ion beams in different incident energies (100 MeV/n to 250 MeV/n) were collided perpendicularly on the phantom surface. For proton beams, the results showed that the simulated detectors have over response relative to IC measurements in water phantom. In all cases, there were good agreements between simulated ion ranges in the water with calculated and experimental results reported by the literature. For proton, maximum peak to entrance dose ratio in the simulated water phantom was 4.3 compared with about 3 obtained from IC measurements. For He-4 ion beams, maximum peak to entrance ratio calculated by both detectors was less than 3.6 in all energies. Generally, it can be said that FLUKA is a good tool to calculate Al2O3:C,Mg FNTD and Al2O3:C OSLD detectors responses to therapeutic proton and He-4 ion beams. It can also calculate proton and He-4 ion ranges with a reasonable accuracy.

Keywords: comparison, FNTD and OSLD detectors response, light ion beams, Monte Carlo simulations

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Authors: Bina Kumari, Subir K. Sarkar, Pradipta Bandyopadhyay

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The autocorrelation function of the density fluctuation is studied in each of the two phases in a Gibbs Ensemble Monte Carlo (GEMC) simulation of the problem of phase separation for a square well potential with various values of its range. We find that the normalized autocorrelation function is described very well as a linear combination of an exponential function with a time scale τ₂ and a stretched exponential function with a time scale τ₁ and an exponent α. Dependence of (α, τ₁, τ₂) on the parameters of the GEMC algorithm and the range of the square well potential is investigated and interpreted. We also analyse the issue of how to choose the parameters of the GEMC simulation optimally.

Keywords: autocorrelation function, density fluctuation, GEMC, simulation

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Authors: Bruce G. Wilson

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The collection of municipal solid waste at the curbside is a complex operation that is repeated daily under varying circumstances around the world. There have been several attempts to develop Monte Carlo simulation models of the waste collection process dating back almost 50 years. Despite this long history, the use of simulation modeling as a planning or optimization tool for waste collection is still extremely limited in practice. Historically, simulation modeling of waste collection systems has been hampered by the limitations of computer hardware and software and by the availability of representative input data. This paper outlines the development of a Monte Carlo simulation model that overcomes many of the limitations contained in previous models. The model uses a general purpose simulation software program that is easily capable of modeling an entire waste collection network. The model treats the stops on a waste collection route as a queue of work to be processed by a collection vehicle (or server). Input data can be collected from a variety of sources including municipal geographic information systems, global positioning system recorders on collection vehicles, and weigh scales at transfer stations or treatment facilities. The result is a flexible model that is sufficiently robust that it can model the collection activities in a large municipality, while providing the flexibility to adapt to changing conditions on the collection route.

Keywords: modeling, queues, residential waste collection, Monte Carlo simulation

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Authors: Vitalii Yu. Kapitan, Aleksandr V. Perzhu, Konstantin V. Nefedev

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The necessity of studying magnetic multilayer structures is explained by the prospects of their practical application as a technological base for creating new storages medium. Magnetic multilayer films have many unique features that contribute to increasing the density of information recording and the speed of storage devices. Multilayer structures are structures of alternating magnetic and nonmagnetic layers. In frame of the classical Heisenberg model, lattice spin systems with direct short- and long-range exchange interactions were investigated by Monte Carlo methods. The thermodynamic characteristics of multilayer structures, such as the temperature behavior of magnetization, energy, and heat capacity, were investigated. The processes of magnetization reversal of multilayer structures in external magnetic fields were investigated. The developed software is based on the new, promising programming language Rust. Rust is a new experimental programming language developed by Mozilla. The language is positioned as an alternative to C and C++. For the Monte Carlo simulation, the Metropolis algorithm and its parallel implementation using MPI and the Wang-Landau algorithm were used. We are planning to study of magnetic multilayer films with asymmetric Dzyaloshinskii–Moriya (DM) interaction, interfacing effects and skyrmions textures. This work was supported by the state task of the Ministry of Education and Science of the Russia # 3.7383.2017/8.9

Keywords: The Monte Carlo methods, Heisenberg model, multilayer structures, magnetic skyrmion

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Authors: O. D. Arbeláez-Echeverri, E. Restrepo-Parra, J. C. Riano-Rojas

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A two dimensional geometric model of Bit Patterned Media is proposed, the model is based on the crystal structure of the materials commonly used to produce the nano islands in bit patterned materials and the possible defects that may arise from the interaction between the nano islands and the matrix material. The dynamic magnetic properties of the material are then computed using time aware integration methods for the multi spin Hamiltonian. The Hamiltonian takes into account both the spatial and topological disorder of the sample as well as the high perpendicular anisotropy that is pursued when building bit patterned media. The main finding of the research was the possibility of replicating the results of previous experiments on similar materials and the ability of computing the switching field distribution given the geometry of the material and the parameters required by the model.

Keywords: nanostructures, Monte Carlo, pattern media, magnetic properties

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Authors: Kuan-Jen Lai, Fang-Yi Lin, Shang-Rong Huang, Yun-Zheng Zeng, Po-Chieh Hsu, Jay Wu

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The normalized glandular dose (DgN) estimates the energy deposition of mammography in clinical practice. The Monte Carlo simulations frequently use uniformly mixed phantom for calculating the conversion factor. However, breast tissues are not uniformly distributed, leading to errors of conversion factor estimation. This study constructed a three-layer phantom to estimated more accurate of normalized glandular dose. In this study, MCNP code (Monte Carlo N-Particles code) was used to create the geometric structure. We simulated three types of target/filter combinations (Mo/Mo, Mo/Rh, Rh/Rh), six voltages (25 ~ 35 kVp), six HVL parameters and nine breast phantom thicknesses (2 ~ 10 cm) for the three-layer mammographic phantom. The conversion factor for 25%, 50% and 75% glandularity was calculated. The error of conversion factors compared with the results of the American College of Radiology (ACR) was within 6%. For Rh/Rh, the difference was within 9%. The difference between the 50% average glandularity and the uniform phantom was 7.1% ~ -6.7% for the Mo/Mo combination, voltage of 27 kVp, half value layer of 0.34 mmAl, and breast thickness of 4 cm. According to the simulation results, the regression analysis found that the three-layer mammographic phantom at 0% ~ 100% glandularity can be used to accurately calculate the conversion factors. The difference in glandular tissue distribution leads to errors of conversion factor calculation. The three-layer mammographic phantom can provide accurate estimates of glandular dose in clinical practice.

Keywords: Monte Carlo simulation, mammography, normalized glandular dose, glandularity

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Authors: Encarnacion Alvarez, Noemı Hidalgo-Rebollo, Juan F. Munoz, Francisco J. Blanco-Encomienda

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Many companies use the technique named as acceptance sampling which consists on the inspection and decision making regarding products. According to the results derived from this method, the company takes the decision of acceptance or rejection of a product. The acceptance sampling can be applied to the technology management, since the acceptance sampling can be seen as a tool to improve the design planning, operation and control of technological products. The theoretical operating characteristic (OC) curves are widely used when dealing with acceptance sampling. In this paper, we carry out Monte Carlo simulation studies to compare numerically the empirical OC curves derived from the empirical results to the customary theoretical OC curves. We analyze various possible scenarios in such a way that the differences between the empirical and theoretical curves can be observed under different situations.

Keywords: single-sampling plan, lot, Monte Carlo simulation, quality control

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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: Arman S. Kussainov, Altynbek K. Beisekov

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This work focuses on building an efficient universal procedure to construct a single density of states from the multiple pieces of data provided by the parallel implementation of the Wang Landau Monte Carlo based algorithm. The Ising and Pott models were used as the examples of the two-dimensional spin lattices to construct their densities of states. Sampled energy space was distributed between the individual walkers with certain overlaps. This was made to include the latest development of the algorithm as the density of states replica exchange technique. Several factors of immediate importance for the seamless stitching process have being considered. These include but not limited to the speed and universality of the initial parallel algorithm implementation as well as the data post-processing to produce the expected smooth density of states.

Keywords: density of states, Monte Carlo, parallel algorithm, Wang Landau algorithm

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Authors: Z. Jannoo, B. W. Yap, N. Auchoybur, M. A. Lazim

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The two common approaches to Structural Equation Modeling (SEM) are the Covariance-Based SEM (CB-SEM) and Partial Least Squares SEM (PLS-SEM). There is much debate on the performance of CB-SEM and PLS-SEM for small sample size and when distributions are non-normal. This study evaluates the performance of CB-SEM and PLS-SEM under normality and non-normality conditions via a simulation. Monte Carlo Simulation in R programming language was employed to generate data based on the theoretical model with one endogenous and four exogenous variables. Each latent variable has three indicators. For normal distributions, CB-SEM estimates were found to be inaccurate for small sample size while PLS-SEM could produce the path estimates. Meanwhile, for a larger sample size, CB-SEM estimates have lower variability compared to PLS-SEM. Under non-normality, CB-SEM path estimates were inaccurate for small sample size. However, CB-SEM estimates are more accurate than those of PLS-SEM for sample size of 50 and above. The PLS-SEM estimates are not accurate unless sample size is very large.

Keywords: CB-SEM, Monte Carlo simulation, normality conditions, non-normality, PLS-SEM

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Authors: Amin Salighehdar, Ziwen Ye, Mingzhe Liu, Ionut Florescu, Alan F. Blumberg

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Storm surge is an abnormal water level caused by a storm. Accurate prediction of a storm surge is a challenging problem. Researchers developed various ensemble modeling techniques to combine several individual forecasts to produce an overall presumably better forecast. There exist some simple ensemble modeling techniques in literature. For instance, Model Output Statistics (MOS), and running mean-bias removal are widely used techniques in storm surge prediction domain. However, these methods have some drawbacks. For instance, MOS is based on multiple linear regression and it needs a long period of training data. To overcome the shortcomings of these simple methods, researchers propose some advanced methods. For instance, ENSURF (Ensemble SURge Forecast) is a multi-model application for sea level forecast. This application creates a better forecast of sea level using a combination of several instances of the Bayesian Model Averaging (BMA). An ensemble dressing method is based on identifying best member forecast and using it for prediction. Our contribution in this paper can be summarized as follows. First, we investigate whether the ensemble models perform better than any single forecast. Therefore, we need to identify the single best forecast. We present a methodology based on a simple Bayesian selection method to select the best single forecast. Second, we present several new and simple ways to construct ensemble models. We use correlation and standard deviation as weights in combining different forecast models. Third, we use these ensembles and compare with several existing models in literature to forecast storm surge level. We then investigate whether developing a complex ensemble model is indeed needed. To achieve this goal, we use a simple average (one of the simplest and widely used ensemble model) as benchmark. Predicting the peak level of Surge during a storm as well as the precise time at which this peak level takes place is crucial, thus we develop a statistical platform to compare the performance of various ensemble methods. This statistical analysis is based on root mean square error of the ensemble forecast during the testing period and on the magnitude and timing of the forecasted peak surge compared to the actual time and peak. In this work, we analyze four hurricanes: hurricanes Irene and Lee in 2011, hurricane Sandy in 2012, and hurricane Joaquin in 2015. Since hurricane Irene developed at the end of August 2011 and hurricane Lee started just after Irene at the beginning of September 2011, in this study we consider them as a single contiguous hurricane event. The data set used for this study is generated by the New York Harbor Observing and Prediction System (NYHOPS). We find that even the simplest possible way of creating an ensemble produces results superior to any single forecast. We also show that the ensemble models we propose generally have better performance compared to the simple average ensemble technique.

Keywords: Bayesian learning, ensemble model, statistical analysis, storm surge prediction

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Authors: Jessica A. Soto-Bear, Virginia González-Vélez, Norma Castañeda-Villa, Amparo Gil

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Glutamate release of the cochlear inner hair cell (IHC) ribbon synapse is a fundamental step in transferring sound information in the auditory pathway. Otoferlin is the calcium sensor in the IHC and its activity has been related to many auditory disorders. In order to simulate secretion dynamics occurring in the IHC in a few milliseconds timescale and with high spatial resolution, we proposed an active-zone model solved with Monte Carlo algorithms. We included models for calcium buffered diffusion, calcium-binding schemes for vesicle fusion, and L-type voltage-gated calcium channels. Our results indicate that calcium influx and calcium binding is managing IHC secretion as a function of voltage depolarization, which in turn mean that IHC response depends on sound intensity.

Keywords: inner hair cells, Monte Carlo algorithm, Otoferlin, secretion

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Authors: Mohammad Rahim Rahnama

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The study employs Monte Carlo method for simulation of rented housing in Mashhad second largest city in Iran. A total number of 334 rental residential units in Mashhad, including both apartments and houses (villa), were randomly selected from advertisements placed in Khorasan Newspapers during the months of July and August of 2015. In order to simulate the monthly rent price, the rent index was calculated through combining the mortgage and the rent price. In the next step, the relation between the variables of the floor area and that of the number of bedrooms for each unit, in both apartments and houses(villa), was calculated through multivariate regression using SPSS and was coded in XML. The initial model was called using simulation button in SPSS and was simulated using triangular and binominal algorithms. The findings revealed that the average simulated rental index was 548.5$ per month. Calculating the sensitivity of rental index to a number of bedrooms we found that firstly, 97% of units have three bedrooms, and secondly as the number of bedrooms increases from one to three, for the rent price of less than 200$, the percentage of units having one bedroom decreases from 10% to 0. Contrariwise, for units with the rent price of more than 571.4$, the percentage of bedrooms increases from 37% to 48%. In the light of these findings, it becomes clear that planning to build rental residential units, overseeing the rent prices, and granting subsidies to rental residential units, for apartments with two bedrooms, present a felicitous policy for regulating residential units in Mashhad.

Keywords: Mashhad, Monte Carlo, simulation, rent price, residential unit

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Authors: Nureni O. Adeboye, Dawud A. Agunbiade

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This research attempts to investigate the effects of heteroscedasticity and periodicity in a Panel Data Regression Model (PDRM) by extending previous works on balanced panel data estimation within the context of fitting PDRM for Banks audit fee. The estimation of such model was achieved through the derivation of Joint Lagrange Multiplier (LM) test for homoscedasticity and zero-serial correlation, a conditional LM test for zero serial correlation given heteroscedasticity of varying degrees as well as conditional LM test for homoscedasticity given first order positive serial correlation via a two-way error component model. Monte Carlo simulations were carried out for 81 different variations, of which its design assumed a uniform distribution under a linear heteroscedasticity function. Each of the variation was iterated 1000 times and the assessment of the three estimators considered are based on Variance, Absolute bias (ABIAS), Mean square error (MSE) and the Root Mean Square (RMSE) of parameters estimates. Eighteen different models at different specified conditions were fitted, and the best-fitted model is that of within estimator when heteroscedasticity is severe at either zero or positive serial correlation value. LM test results showed that the tests have good size and power as all the three tests are significant at 5% for the specified linear form of heteroscedasticity function which established the facts that Banks operations are severely heteroscedastic in nature with little or no periodicity effects.

Keywords: audit fee lagrange multiplier test, heteroscedasticity, lagrange multiplier test, Monte-Carlo scheme, periodicity

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Authors: Muhammad Farooq, Ahtasham Gul

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To meet the desired standard, it is important to monitor and analyze different engineering processes to get desired output. The bivariate distributions got a lot of attention in recent years to describe the randomness of natural as well as artificial mechanisms. In this article, a bivariate model is constructed using two independent models developed by the nesting approach to study the effect of each component on reliability for better understanding. Further, the Bayes analysis of system availability is studied by considering prior parametric variations in the failure time and repair time distributions. Basic statistical characteristics of marginal distribution, like mean median and quantile function, are discussed. We use inverse Gamma prior to study its frequentist properties by conducting Monte Carlo Markov Chain (MCMC) sampling scheme.

Keywords: reliability, system availability Weibull, inverse Lomax, Monte Carlo Markov Chain, Bayesian

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Authors: Erich Gomes Schaitza, Antônio Francisco Savi, Glaucia Aparecida Prates

Abstract:

The penetration of renewable energy into the electricity supply in Brazil is high, one of the highest in the World. Centralized hydroelectric generation is the main source of energy, followed by biomass and wind. Surprisingly, mini and micro-generation are negligible, with less than 2,000 connections to the national grid. In 2015, a new regulatory framework was put in place to change this situation. In the agricultural sector, the framework was complemented by the offer of low interest rate loans to in-farm renewable generation. Brazil proposed to more than double its area of planted forests as part of its INDC- Intended Nationally Determined Contributions to the UNFCCC-U.N. Framework Convention on Climate Change (UNFCCC). This is an ambitious target which will be achieved only if forests are attractive to farmers. Therefore, this paper analyses whether planting forests for in-farm energy generation with a with a woodchip gasifier is economically viable for microgeneration under the new framework and at if they could be an economic driver for forest plantation. At first, a static case was analyzed with data from Eucalyptus plantations in five farms. Then, a broader analysis developed with the use of Monte Carlo technique. Planting short rotation forests to generate energy could be a viable alternative and the low interest loans contribute to that. There are some barriers to such systems such as the inexistence of a mature market for small scale equipment and of a reference network of good practices and examples.

Keywords: biomass, distribuited generation, small-scale, Monte Carlo

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Authors: Wararit Panichkitkosolkul

Abstract:

The unit root tests based on the robust estimator for the first-order autoregressive process are proposed and compared with the unit root tests based on the ordinary least squares (OLS) estimator. The percentiles of the null distributions of the unit root test are also reported. The empirical probabilities of Type I error and powers of the unit root tests are estimated via Monte Carlo simulation. Simulation results show that all unit root tests can control the probability of Type I error for all situations. The empirical power of the unit root tests based on the robust estimator are higher than the unit root tests based on the OLS estimator.

Keywords: autoregressive, ordinary least squares, type i error, power of the test, Monte Carlo simulation

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