Search results for: Discrete Hidden Markov Model

Authors: Jean Berger, Nassirou Lo, Martin Noel

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Perfectly suited for natural or man-made emergency and disaster management situations such as flood, earthquakes, tornadoes, or tsunami, multi-target search path planning for a team of rescue agents is known to be computationally hard, and most techniques developed so far come short to successfully estimate optimality gap. A novel mixed-integer linear programming (MIP) formulation is proposed to optimally solve the multi-target multi-agent discrete search and rescue (SAR) path planning problem. Aimed at maximizing cumulative probability of successful target detection, it captures anticipated feedback information associated with possible observation outcomes resulting from projected path execution, while modeling agent discrete actions over all possible moving directions. Problem modeling further takes advantage of network representation to encompass decision variables, expedite compact constraint specification, and lead to substantial problem-solving speed-up. The proposed MIP approach uses CPLEX optimization machinery, efficiently computing near-optimal solutions for practical size problems, while giving a robust upper bound obtained from Lagrangean integrality constraint relaxation. Should eventually a target be positively detected during plan execution, a new problem instance would simply be reformulated from the current state, and then solved over the next decision cycle. A computational experiment shows the feasibility and the value of the proposed approach.

Keywords: search path planning, search and rescue, multi-agent, mixed-integer linear programming, optimization

Procedia PDF Downloads 349

Authors: I. C. Tolias, A. G. Venetsanos, N. Markatos

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In the present work, CFD simulations of a large scale open deflagration experiment are performed. Stoichiometric hydrogen-air mixture occupies a 20 m hemisphere. Two combustion models are compared and are evaluated against the experiment. The Eddy Dissipation Model and a Multi-physics combustion model which is based on Yakhot’s equation for the turbulent flame speed. The values of models’ critical parameters are investigated. The effect of the turbulence model is also examined. k-ε model and LES approach were tested.

Keywords: CFD, deflagration, hydrogen, combustion model

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Authors: J. Rhodes, V. Cheng, P. Lok

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The aim of this study is to develop a parsimonious model that explains the effect of different stimulus on a tourist’s intention to visit a new destination. The model consists of destination trust and interest as the mediating variables. The model was tested using two different types of stimulus; both studies empirically supported the proposed model. Furthermore, the first study revealed that advertising has a stronger effect than positive online reviews. The second study found that the peripheral route of the elaboration likelihood model has a stronger influence power than the central route in this context.

Keywords: advertising, electronic word-of-mouth, elaboration likelihood model, intention to visit, trust

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Authors: Ahmad Sarfaraz, Raiyad Herwies

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In this paper, a multi-criteria decision making analysis is used to help any organization selects the best KM tool that fits and serves its needs. The AHP model is used based on a previous study to highlight and identify the main criteria and sub-criteria that are incorporated in the selection process. Different KM tools alternatives with different criteria are compared and weighted accurately to be incorporated in the GP model. The main goal is to combine the GP model with the AHP model to ensure that selecting the KM tool considers the resource constraints. Two important issues are discussed in this paper: how different factors could be taken into consideration in forming the AHP model, and how to incorporate the AHP results into the GP model for better results.

Keywords: knowledge management, analytical hierarchy process, goal programming, multi-criteria decision making

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Authors: Elisa Boatti, Ulisse Stefanelli, Alessandro Reali, Ferdinando Auricchio

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Thanks to their unusual properties, shape memory alloys (SMAs) are good candidates for advanced applications in a wide range of engineering fields, such as automotive, robotics, civil, biomedical, aerospace. In the last decades, the ever-growing interest for such materials has boosted several research studies aimed at modeling their complex nonlinear behavior in an effective and robust way. Since the constitutive response of SMAs is strongly thermomechanically coupled, the investigation of the non-isothermal evolution of the material must be taken into consideration. The present study considers an existing three-dimensional phenomenological model for SMAs, able to reproduce the main SMA properties while maintaining a simple user-friendly structure, and proposes a variational reformulation of the full non-isothermal version of the model. While the considered model has been thoroughly assessed in an isothermal setting, the proposed formulation allows to take into account the full nonisothermal problem. In particular, the reformulation is inspired to the GENERIC (General Equations for Non-Equilibrium Reversible-Irreversible Coupling) formalism, and is based on a generalized gradient flow of the total entropy, related to thermal and mechanical variables. Such phrasing of the model is new and allows for a discussion of the model from both a theoretical and a numerical point of view. Moreover, it directly implies the dissipativity of the flow. A semi-implicit time-discrete scheme is also presented for the fully coupled thermomechanical system, and is proven unconditionally stable and convergent. The correspondent algorithm is then implemented, under a space-homogeneous temperature field assumption, and tested under different conditions. The core of the algorithm is composed of a mechanical subproblem and a thermal subproblem. The iterative scheme is solved by a generalized Newton method. Numerous uniaxial and biaxial tests are reported to assess the performance of the model and algorithm, including variable imposed strain, strain rate, heat exchange properties, and external temperature. In particular, the heat exchange with the environment is the only source of rate-dependency in the model. The reported curves clearly display the interdependence between phase transformation strain and material temperature. The full thermomechanical coupling allows to reproduce the exothermic and endothermic effects during respectively forward and backward phase transformation. The numerical tests have thus demonstrated that the model can appropriately reproduce the coupled SMA behavior in different loading conditions and rates. Moreover, the algorithm has proved effective and robust. Further developments are being considered, such as the extension of the formulation to the finite-strain setting and the study of the boundary value problem.

Keywords: generalized gradient flow, GENERIC formalism, shape memory alloys, thermomechanical coupling

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Authors: Lu Zhao, Nadir Farhi, Yeltsin Valero, Zoi Christoforou, Nadia Haddadou

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In this paper, a long short-term memory (LSTM) neural network model is proposed to replicate simultaneously car-following and lane-changing behaviors in road networks. By combining two kinds of LSTM layers and three input designs of the neural network, six variants of the LSTM model have been created. These models were trained and tested on the NGSIM 101 dataset, and the results were evaluated in terms of longitudinal speed and lateral position, respectively. Then, we compared the LSTM model with a classical car-following model (the intelligent driving model (IDM)) in the part of speed decision. In addition, the LSTM model is compared with a model using classical neural networks. After the comparison, the LSTM model demonstrates higher accuracy than the physical model IDM in terms of car-following behavior and displays better performance with regard to both car-following and lane-changing behavior compared to the classical neural network model.

Keywords: traffic modeling, neural networks, LSTM, car-following, lane-change

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Authors: Coskun Serefoglu

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The study aims to analyse how a traditional sector such as agri-food could be mobilized through regional innovation strategies. A principal component analysis as well as qualitative information, such as in-depth interviews, focus group and surveys, were employed to find the priority sectors. An agri-food model was developed which includes both a linear model and interactive model. The model consists of two main components, one of which is technological integration and the other one is agricultural extension which is based on Land-grant university approach of U.S. which is not a common practice in Turkey.

Keywords: regional innovation strategy, interactive model, agri-food sector, local development, planning, regional development

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Authors: Sasiporn Rattanasupha, Settapat Chinviriyasit

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The treatment function adopts a continuous and differentiable function which can describe the effect of delayed treatment when the number of infected individuals increases and the medical condition is limited. In this paper, the SEIR epidemic model with treatment function is studied to investigate the dynamics of the model due to the effect of treatment. It is assumed that the treatment rate is proportional to the number of infective patients. The stability of the model is analyzed. The model is simulated to illustrate the analytical results and to investigate the effects of treatment on the spread of infection.

Keywords: basic reproduction number, local stability, SEIR epidemic model, treatment function

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Authors: Levent Dumenci, Laura A. Siminoff

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Health literacy has been shown to predict a variety of health outcomes. Reliable identification of persons with limited cancer health literacy (LCHL) has been proved questionable with existing instruments using an arbitrary cut point along a continuum. The CHLT-6, however, uses a latent mixture modeling approach to identify persons with LCHL. The purpose of this study was to estimate two-week and six-month stability of identifying persons with LCHL using the CHLT-6 with a discrete latent variable approach as the underlying measurement structure. Using a test-retest design, the CHLT-6 was administered to cancer patients with two-week (N=98) and six-month (N=51) intervals. The two-week and six-month latent test-retest agreements were 89% and 88%, respectively. The chance-corrected latent agreements estimated from Dumenci’s latent kappa were 0.62 (95% CI: 0.41 – 0.82) and .47 (95% CI: 0.14 – 0.80) for the two-week and six-month intervals, respectively. High levels of latent test-retest agreement between limited and adequate categories of cancer health literacy construct, coupled with moderate to good levels of change-corrected latent agreements indicated that the CHLT-6 classification of limited versus adequate cancer health literacy is relatively stable over time. In conclusion, the measurement structure underlying the instrument allows for estimating classification errors circumventing limitations due to arbitrary approaches adopted by all other instruments. The CHLT-6 can be used to identify persons with LCHL in oncology clinics and intervention studies to accurately estimate treatment effectiveness.

Keywords: limited cancer health literacy, the CHLT-6, discrete latent variable modeling, latent agreement

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Authors: Viviana Ventre, Giacomo Di Tollo, Roberta Martino

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The portfolio selection problem includes the evaluation of many criteria that are difficult to compare directly and is characterized by uncertain elements. The portfolio selection problem can be modeled as a group decision problem in which several experts are invited to present their assessment. In this context, it is important to study and analyze the process of reaching a consensus among group members. Indeed, due to the various diversities among experts, reaching consensus is not necessarily always simple and easily achievable. Moreover, the concept of consensus is accompanied by the concept of false consensus, which is particularly interesting in the dynamics of group decision-making processes. False consensus can alter the evaluation and selection phase of the alternative and is the consequence of the decision maker's inability to recognize that his preferences are conditioned by subjective structures. The present work aims to investigate the dynamics of consensus attainment in a group decision problem in which equivalent portfolios are proposed. In particular, the study aims to analyze the impact of the subjective structure of the decision-maker during the evaluation and selection phase of the alternatives. Therefore, the experimental framework is divided into three phases. In the first phase, experts are sent to evaluate the characteristics of all portfolios individually, without peer comparison, arriving independently at the selection of the preferred portfolio. The experts' evaluations are used to obtain individual Analytical Hierarchical Processes that define the weight that each expert gives to all criteria with respect to the proposed alternatives. This step provides insight into how the decision maker's decision process develops, step by step, from goal analysis to alternative selection. The second phase includes the description of the decision maker's state through Markov chains. In fact, the individual weights obtained in the first phase can be reviewed and described as transition weights from one state to another. Thus, with the construction of the individual transition matrices, the possible next state of the expert is determined from the individual weights at the end of the first phase. Finally, the experts meet, and the process of reaching consensus is analyzed by considering the single individual state obtained at the previous stage and the false consensus bias. The work contributes to the study of the impact of subjective structures, quantified through the Analytical Hierarchical Process, and how they combine with the false consensus bias in group decision-making dynamics and the consensus reaching process in problems involving the selection of equivalent portfolios.

Keywords: analytical hierarchical process, consensus building, false consensus effect, markov chains, portfolio selection problem

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Authors: Rakesh Kumar Mishra, Tarun Kumar Dan

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Lead-Lag based Internal Model Control method is proposed based on Internal Model Control (IMC) strategy. In this paper, we have designed the Lead-Lag based Internal Model Control for binary distillation column for SISO process (considering only bottom product). The transfer function has been taken from Wood and Berry model. We have find the composition control and disturbance rejection using Lead-Lag based IMC and comparing with the response of simple Internal Model Controller.

Keywords: SISO, lead-lag, internal model control, wood and berry, distillation column

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Authors: Pouya Karimi, Ramin Ghasemi Shayan

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Conclusions of the sort and setting of observational treatment for immunocompromised patients with fever are confused by the qualities of the hidden disease and the impacts of medications previously got, just as by changing microbiological examples and patterns in sedate obstruction at national and institutional levels. A few frameworks have been proposed to recognize patients who could profit by outpatient anti-infection treatment from patients who require hospitalization. Useful contemplations may choose whether the fundamental checking during the time of neutropenia can be accomplished.

Keywords: microbiology, infectious, neutropenia, epidemiology

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Authors: H. Namazi, H. T. N. Kuan

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It is known that in humans, the adaptation to a given odor occurs within a quite short span of time (typically one minute) after the odor is presented to the brain. Different models of human olfaction have been developed by scientists but none of these models consider the diffusion phenomenon in olfaction. A novel microscopic model of the human olfaction is presented in this paper. We develop this model by incorporating the transient diffusivity. In fact, the mathematical model is written based on diffusion of the odorant within the mucus layer. By the use of the model developed in this paper, it becomes possible to provide quantification of the objective strength of odor.

Keywords: diffusion, microscopic model, mucus layer, olfaction

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Authors: Yanshuang Zhang, Byungho Jeong

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There exists some time lag between the consumption of inputs and the production of outputs. This time lag effect should be considered in calculating efficiency of decision making units (DMU). Recently, a couple of DEA models were developed for considering time lag effect in efficiency evaluation of research activities. However, these models can’t discriminate efficient DMUs because of the nature of basic DEA model in which efficiency scores are limited to ‘1’. This problem can be resolved a super-efficiency model. However, a super efficiency model sometimes causes infeasibility problem. This paper suggests an output oriented super-efficiency model for efficiency evaluation under the consideration of time lag effect. A case example using a long term research project is given to compare the suggested model with the MpO model

Keywords: DEA, Super-efficiency, Time Lag, research activities

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Authors: Ricardo A. Martins, Matheus S. da Silva, Gabriel H. F. Iarossi, Helen C. M. Senefonte, Cinthyan R. S. C. de Barbosa

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This paper is the development of a concept of the man/robot interaction. More accurately in developing of an autistic child that have more troubles with interaction, here offers an efficient solution, even though simple; however, less studied for this public. This concept is based on code applied thought out the Lego NXT kit, built for the interpretation of the robot, thereby can create this interaction in a constructive way for children suffering with Autism.

Keywords: lego NXT, interaction, BricX, autismo, ANN (Artificial Neural Network), MLP back propagation, hidden layers

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Authors: Zainab Magaji Musa, Nordin M. A. Rahman, Julaily Aida Jusoh

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The web services applications for digital reference service (WSDRS) of LIS model is an informal model that claims to reduce the problems of digital reference services in libraries. It uses web services technology to provide efficient way of satisfying users’ needs in the reference section of libraries. The formal WSDRS model consists of the Z specifications of all the informal specifications of the model. This paper discusses the formal validation of the Z specifications of WSDRS model. The authors formally verify and thus validate the properties of the model using Z/EVES theorem prover.

Keywords: validation, verification, formal, theorem prover

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Authors: Sathwik Sarvadevabhatla Kasyap, Kostas Senetakis

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The mechanical behavior of geological materials is very complex, and this complexity is related to the discrete nature of soils and rocks. Characteristics of a material at the grain scale such as particle size and shape, surface roughness and morphology, and particle contact interface are critical to evaluate and better understand the behavior of discrete materials. This study investigates experimentally the micro-mechanical behavior of quartz sand grains with emphasis on the influence of the presence of microparticles in their contact region. The outputs of the study provide some fundamental insights on the contact mechanics behavior of artificially coated grains and can provide useful input parameters in the discrete element modeling (DEM) of soils. In nature, the contact interfaces between real soil grains are commonly observed with microparticles. This is usually the case of sand-silt and sand-clay mixtures, where the finer particles may create a coating on the surface of the coarser grains, altering in this way the micro-, and thus the macro-scale response of geological materials. In this study, the micro-mechanical behavior of Leighton Buzzard Sand (LBS) quartz grains, with interference of different microparticles at their contact interfaces is studied in the laboratory using an advanced custom-built inter-particle loading apparatus. Special techniques were adopted to develop the coating on the surfaces of the quartz sand grains so that to establish repeatability of the coating technique. The characterization of the microstructure of coated particles on their surfaces was based on element composition analyses, microscopic images, surface roughness measurements, and single particle crushing strength tests. The mechanical responses such as normal and tangential load – displacement behavior, tangential stiffness behavior, and normal contact behavior under cyclic loading were studied. The behavior of coated LBS particles is compared among different classes of them and with pure LBS (i.e. surface cleaned to remove any microparticles). The damage on the surface of the particles was analyzed using microscopic images. Extended displacements in both normal and tangential directions were observed for coated LBS particles due to the plastic nature of the coating material and this varied with the variation of the amount of coating. The tangential displacement required to reach steady state was delayed due to the presence of microparticles in the contact region of grains under shearing. Increased tangential loads and coefficient of friction were observed for the coated grains in comparison to the uncoated quartz grains.

Keywords: contact interface, microparticles, micro-mechanical behavior, quartz sand

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Authors: Matthew C. Best

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Linear Multi-Input Multi-Output (MIMO) dynamic models can be identified, with no a priori knowledge of model structure or order, using a new Generalised Identifying Filter (GIF). Based on an Extended Kalman Filter, the new filter identifies the model iteratively, in a continuous modal canonical form, using only input and output time histories. The filter’s self-propagating state error covariance matrix allows easy determination of convergence and conditioning, and by progressively increasing model order, the best fitting reduced-order model can be identified. The method is shown to be resistant to noise and can easily be extended to identification of smoothly nonlinear systems.

Keywords: system identification, Kalman filter, linear model, MIMO, model order reduction

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Authors: Tejush Badal, Sanaa Alwidian

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Class diagrams are useful tools within the Unified Modelling Language (UML) to model and visualize the relationships between, and properties of objects within a system. As a system evolves over time and space (e.g., products), a series of models with several commonalities and variabilities create what is known as a model family. In circumstances where there are several versions of a model, examining each model individually, becomes expensive in terms of computation resources. To avoid performing redundant operations, this paper proposes an approach for representing a family of class diagrams into Union Models to represent model families using a single generic model. The paper aims to analyze and reason about a family of class diagrams using union models as opposed to individual analysis of each member model in the family. The union algorithm provides a holistic view of the model family, where the latter cannot be otherwise obtained from an individual analysis approach, this in turn, enhances the analysis performed in terms of speeding up the time needed to analyze a family of models together as opposed to analyzing individual models, one model at a time.

Keywords: analysis, class diagram, model family, unified modeling language, union model

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Authors: Pontus Backstrom

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In the educational literature on peer effects, attention has been brought to the fact that the mechanisms creating peer effects are still to a large extent hidden in obscurity. The hypothesis in this study is that the Frame Factor Theory can be used to explain these mechanisms. At heart of the theory is the concept of “time needed” for students to learn a certain curricula unit. The relations between class-aggregated time needed and the actual time available, steers and hinders the actions possible for the teacher. Further, the theory predicts that the timing and pacing of the teachers’ instruction is governed by a “criterion steering group” (CSG), namely the pupils in the 10th-25th percentile of the aptitude distribution in class. The class composition hereby set the possibilities and limitations for instruction, creating peer effects on individual outcomes. To test if the theory can be applied to the issue of peer effects, the study employs multilevel structural equation modelling (M-SEM) on Swedish TIMSS 2015-data (Trends in International Mathematics and Science Study; students N=4090, teachers N=200). Using confirmatory factor analysis (CFA) in the SEM-framework in MPLUS, latent variables are specified according to the theory, such as “limitations of instruction” from TIMSS survey items. The results indicate a good model fit to data of the measurement model. Research is still in progress, but preliminary results from initial M-SEM-models verify a strong relation between the mean level of the CSG and the latent variable of limitations on instruction, a variable which in turn have a great impact on individual students’ test results. Further analysis is required, but so far the analysis indicates a confirmation of the predictions derived from the frame factor theory and reveals that one of the important mechanisms creating peer effects in student outcomes is the effect the class composition has upon the teachers’ instruction in class.

Keywords: compositional effects, frame factor theory, peer effects, structural equation modelling

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Authors: Amani Tahat, Serdal Kirmizialtin

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Trajectory fragment methods such as Markov State Models (MSM), Milestoning (MS) and Transition Path sampling are the prime choice of extending the timescale of all atom Molecular Dynamics simulations. In these approaches, a set of structures that covers the accessible phase space has to be chosen a priori using cluster analysis. Structural clustering serves to partition the conformational state into natural subgroups based on their similarity, an essential statistical methodology that is used for analyzing numerous sets of empirical data produced by Molecular Dynamics (MD) simulations. Local transition kernel among these clusters later used to connect the metastable states using a Markovian kinetic model in MSM and a non-Markovian model in MS. The choice of clustering approach in constructing such kernel is crucial since the high dimensionality of the biomolecular structures might easily confuse the identification of clusters when using the traditional hierarchical clustering methodology. Of particular interest, in the case of MS where the milestones are very close to each other, accurate determination of the milestone identity of the trajectory becomes a challenging issue. Throughout this work we present two cluster analysis methods applied to the cis–trans isomerism of dinucleotide AA. The choice of nucleic acids to commonly used proteins to study the cluster analysis is two fold: i) the energy landscape is rugged; hence transitions are more complex, enabling a more realistic model to study conformational transitions, ii) Nucleic acids conformational space is high dimensional. A diverse set of internal coordinates is necessary to describe the metastable states in nucleic acids, posing a challenge in studying the conformational transitions. Herein, we need improved clustering methods that accurately identify the AA structure in its metastable states in a robust way for a wide range of confused data conditions. The single linkage approach of the hierarchical clustering available in GROMACS MD-package is the first clustering methodology applied to our data. Self Organizing Map (SOM) neural network, that also known as a Kohonen network, is the second data clustering methodology. The performance comparison of the neural network as well as hierarchical clustering method is studied by means of computing the mean first passage times for the cis-trans conformational rates. Our hope is that this study provides insight into the complexities and need in determining the appropriate clustering algorithm for kinetic analysis. Our results can improve the effectiveness of decisions based on clustering confused empirical data in studying conformational transitions in biomolecules.

Keywords: milestoning, self organizing map, single linkage, structure clustering

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Authors: Maria Lazari, Lorenzo Sanavia

Abstract:

Mechanics of unsaturated soils has been an active field of research in the last decades. Efficient constitutive models that take into account the partial saturation of soil are necessary to solve a number of engineering problems e.g. instability of slopes and cuts due to heavy rainfalls. A large number of constitutive models can now be found in the literature that considers fundamental issues associated with the unsaturated soil behaviour, like the volume change and shear strength behaviour with suction or saturation changes. Partially saturated soils may either expand or collapse upon wetting depending on the stress level, and it is also possible that a soil might experience a reversal in the volumetric behaviour during wetting. Shear strength of soils also changes dramatically with changes in the degree of saturation, and a related engineering problem is slope failures caused by rainfall. There are several states of the art reviews over the last years for studying the topic, usually providing a thorough discussion of the stress state, the advantages, and disadvantages of specific constitutive models as well as the latest developments in the area of unsaturated soil modelling. However, only a few studies focused on the coupling between partial saturation states and time effects on the behaviour of geomaterials. Rate dependency is experimentally observed in the mechanical response of granular materials, and a viscoplastic constitutive model is capable of reproducing creep and relaxation processes. Therefore, in this work an elasto-viscoplastic constitutive model for unsaturated soils is proposed and validated on the basis of experimental data. The model constitutes an extension of an existing elastoplastic strain-hardening constitutive model capable of capturing the behaviour of variably saturated soils, based on energy conjugated stress variables in the framework of superposed continua. The purpose was to develop a model able to deal with possible mechanical instabilities within a consistent energy framework. The model shares the same conceptual structure of the elastoplastic laws proposed to deal with bonded geomaterials subject to weathering or diagenesis and is capable of modelling several kinds of instabilities induced by the loss of hydraulic bonding contributions. The novelty of the proposed formulation is enhanced with the incorporation of density dependent stiffness and hardening coefficients in order to allow the modeling of the pycnotropy behaviour of granular materials with a single set of material constants. The model has been implemented in the commercial FE platform PLAXIS, widely used in Europe for advanced geotechnical design. The algorithmic strategies adopted for the stress-point algorithm had to be revised to take into account the different approach adopted by PLAXIS developers in the solution of the discrete non-linear equilibrium equations. An extensive comparison between models with a series of experimental data reported by different authors is presented to validate the model and illustrate the capability of the newly developed model. After the validation, the effectiveness of the viscoplastic model is displayed by numerical simulations of a partially saturated slope failure of the laboratory scale and the effect of viscosity and degree of saturation on slope’s stability is discussed.

Keywords: PLAXIS software, slope, unsaturated soils, Viscoplasticity

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Authors: Jeremie Coullon, Robert J. Webber

Abstract:

We introduce a Markov chain Monte Carlo (MCMC) sam-pler for infinite-dimensional inverse problems. Our sam-pler is based on the affine invariant ensemble sampler, which uses interacting walkers to adapt to the covariance structure of the target distribution. We extend this ensem-ble sampler for the first time to infinite-dimensional func-tion spaces, yielding a highly efficient gradient-free MCMC algorithm. Because our ensemble sampler does not require gradients or posterior covariance estimates, it is simple to implement and broadly applicable. In many Bayes-ian inverse problems, Markov chain Monte Carlo (MCMC) meth-ods are needed to approximate distributions on infinite-dimensional function spaces, for example, in groundwater flow, medical imaging, and traffic flow. Yet designing efficient MCMC methods for function spaces has proved challenging. Recent gradi-ent-based MCMC methods preconditioned MCMC methods, and SMC methods have improved the computational efficiency of functional random walk. However, these samplers require gradi-ents or posterior covariance estimates that may be challenging to obtain. Calculating gradients is difficult or impossible in many high-dimensional inverse problems involving a numerical integra-tor with a black-box code base. Additionally, accurately estimating posterior covariances can require a lengthy pilot run or adaptation period. These concerns raise the question: is there a functional sampler that outperforms functional random walk without requir-ing gradients or posterior covariance estimates? To address this question, we consider a gradient-free sampler that avoids explicit covariance estimation yet adapts naturally to the covariance struc-ture of the sampled distribution. This sampler works by consider-ing an ensemble of walkers and interpolating and extrapolating between walkers to make a proposal. This is called the affine in-variant ensemble sampler (AIES), which is easy to tune, easy to parallelize, and efficient at sampling spaces of moderate dimen-sionality (less than 20). The main contribution of this work is to propose a functional ensemble sampler (FES) that combines func-tional random walk and AIES. To apply this sampler, we first cal-culate the Karhunen–Loeve (KL) expansion for the Bayesian prior distribution, assumed to be Gaussian and trace-class. Then, we use AIES to sample the posterior distribution on the low-wavenumber KL components and use the functional random walk to sample the posterior distribution on the high-wavenumber KL components. Alternating between AIES and functional random walk updates, we obtain our functional ensemble sampler that is efficient and easy to use without requiring detailed knowledge of the target dis-tribution. In past work, several authors have proposed splitting the Bayesian posterior into low-wavenumber and high-wavenumber components and then applying enhanced sampling to the low-wavenumber components. Yet compared to these other samplers, FES is unique in its simplicity and broad applicability. FES does not require any derivatives, and the need for derivative-free sam-plers has previously been emphasized. FES also eliminates the requirement for posterior covariance estimates. Lastly, FES is more efficient than other gradient-free samplers in our tests. In two nu-merical examples, we apply FES to challenging inverse problems that involve estimating a functional parameter and one or more scalar parameters. We compare the performance of functional random walk, FES, and an alternative derivative-free sampler that explicitly estimates the posterior covariance matrix. We conclude that FES is the fastest available gradient-free sampler for these challenging and multimodal test problems.

Keywords: Bayesian inverse problems, Markov chain Monte Carlo, infinite-dimensional inverse problems, dimensionality reduction

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Authors: D. Thawinkarn, S. Wongbutlee

Abstract:

The Social Change Leadership model is strongly aligned with administration’s mission. This research aims to examine the elements of social change leadership, build and develop leadership for social change, and evaluate effectiveness of leadership development model for social change. The research operation has 3 phases: model studies by in-depth interviews and survey research; drafting and creating model which verified by the experts; and trial of model in schools. The results showed that administrators and teachers have the elements of leadership for social change in moderate level. These elements are ranged descending from consciousness of self, common purpose, congruence, collaboration, commitment, citizenship, and controversy with civility. Model of leadership for social change is included the principles, objectives, content, process. Workshop process: Results show that the model of leadership development for social change in administrators and teachers leads to higher score in leadership evaluation prior to administering the operation.

Keywords: leadership, social change model, organization, administrators

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Authors: A. Lakrim, D. Tahri

Abstract:

This paper sets out a behavioral macro-model of a Merged PiN and Schottky (MPS) diode based on silicon carbide (SiC). This model holds good for both static and dynamic electrothermal simulations for industrial applications. Its parameters have been worked out from datasheets curves by drawing on the optimization method: Simulated Annealing (SA) for the SiC MPS diodes made available in the industry. The model also adopts the Analog Behavioral Model (ABM) of PSPICE in which it has been implemented. The thermal behavior of the devices was also taken into consideration by making use of Foster’ canonical network as figured out from electro-thermal measurement provided by the manufacturer of the device.

Keywords: SiC MPS diode, electro-thermal, SPICE model, behavioral macro-model

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Authors: Funda Kul, İsmail Gür

Abstract:

Pension scheme providers have to price mortality risk by accurate mortality forecasting method. There are many mortality-forecasting methods constructed and used in literature. The Lee-Carter model is the first model to consider stochastic improvement trends in life expectancy. It is still precisely used. Mortality forecasting is done by mortality index in the Lee-Carter model. It is assumed that mortality index fits ARIMA time series model. In this paper, we propose and use dynamic normal inverse gaussian distribution to modeling mortality indes in the Lee-Carter model. Using population mortality data for Italy, France, and Turkey, the model is forecasting capability is investigated, and a comparative analysis with other models is ensured by some well-known benchmarking criterions.

Keywords: mortality, forecasting, lee-carter model, normal inverse gaussian distribution

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Authors: Piotr Fiszeder, Marcin Fałdziński, Peter Molnár

Abstract:

The dynamic conditional correlation model of Engle (2002) is one of the most popular multivariate volatility models. However, this model is based solely on closing prices. It has been documented in the literature that the high and low price of the day can be used in an efficient volatility estimation. We, therefore, suggest a model which incorporates high and low prices into the dynamic conditional correlation framework. Empirical evaluation of this model is conducted on three datasets: currencies, stocks, and commodity exchange-traded funds. The utilisation of realized variances and covariances as proxies for true variances and covariances allows us to reach a strong conclusion that our model outperforms not only the standard dynamic conditional correlation model but also a competing range-based dynamic conditional correlation model.

Keywords: volatility, DCC model, high and low prices, range-based models, covariance forecasting

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Authors: C. Shih, J. R. Wang, H. C. Chang, S. W. Chen, S. C. Chiang, T. Y. Yu

Abstract:

After the measurement uncertainty recapture (MUR) power uprates, Kuosheng nuclear power plant (NPP) was uprated the power from 2894 MWt to 2943 MWt. For power upgrade, several codes (e.g., TRACE, RELAP5, etc.) were applied to assess the safety of Kuosheng NPP. Hence, the main work of this research is to establish a RELAP5/MOD3.3 model of Kuosheng NPP with SNAP interface. The establishment of RELAP5/SNAP model was referred to the FSAR, training documents, and TRACE model which has been developed and verified before. After completing the model establishment, the startup test scenarios would be applied to the RELAP5/SNAP model. With comparing the startup test data and TRACE analysis results, the applicability of RELAP5/SNAP model would be assessed.

Keywords: RELAP5, TRACE, SNAP, BWR

Procedia PDF Downloads 407

Authors: Hoda Ghavamipoor, S. Alireza Hashemi Golpayegani

Abstract:

An approach to model the customer interaction with e-commerce websites is presented. Considering the service quality level as a predictive feature, we offer an improved method based on the Customer Behavior Model Graph (CBMG), a state-transition graph model. To derive the Quality of Service sensitive-CBMG (QoS-CBMG) model, process-mining techniques is applied to pre-processed website server logs which are categorized as ‘buy’ or ‘visit’. Experimental results on an e-commerce website data confirmed that the proposed method outperforms CBMG based method.

Keywords: customer behavior model, electronic commerce, quality of service, customer behavior model graph, process mining

Procedia PDF Downloads 389

Authors: Ishit Sheth, Chandrasekhar Jinendran, Chinmaya Ranjan Sahu

Abstract:

A fourteen degree of freedom (DOF) ride and handling control mathematical model is developed for a car using generalized boltzmann hamel equation which will create a basis for design of ride and handling controller. Mathematical model developed yield equations of motion for non-holonomic constrained systems in quasi-coordinates. The governing differential equation developed integrates ride and handling control of car. Model-based systems engineering approach is implemented for simulation using matlab/simulink, vehicle’s response in different DOF is examined and later validated using commercial software (ADAMS). This manuscript involves detailed derivation of full car vehicle model which provides response in longitudinal, lateral and yaw motion to demonstrate the advantages of the developed model over the existing dynamic model. The dynamic behaviour of the developed ride and handling model is simulated for different road conditions.

Keywords: Full Vehicle Model, MBSE, Non Holonomic Constraints, Boltzmann Hamel Equation

Procedia PDF Downloads 193