Search results for: stochastic local search

Authors: Samira Karimi-Mansoub, Rahem Abri

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Currently, users expect high quality and personalized information from search results. To satisfy user’s needs, personalized approaches to web search have been proposed. These approaches can provide the most appropriate answer for user’s needs by using user context and incorporating information about query provided by combining search technologies. To carry out personalized web search, there is a need to make different techniques on whole of user search process. There are the number of possible deployment of personalized approaches such as personalized web search, personalized recommendation, personalized summarization and filtering systems and etc. but the common feature of all approaches in various domains is that user modeling is utilized to provide personalized information from the Web. So the most important work in personalized approaches is user model mining. User modeling applications and technologies can be used in various domains depending on how the user collected information may be extracted. In addition to, the used techniques to create user model is also different in each of these applications. Since in the previous studies, there was not a complete survey in this field, our purpose is to present a survey on applications and techniques of user modeling from the viewpoint of improvement in search results by considering the existing literature and researches.

Keywords: filtering systems, personalized web search, user modeling, user search behavior

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Authors: Benjamin Leiby, Darryl Ahner

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This study demonstrates an alternative stochastic imputation approach for large datasets when preferred commercial packages struggle to iterate due to numerical problems. A large country conflict dataset motivates the search to impute missing values well over a common threshold of 20% missingness. The methodology capitalizes on correlation while using model residuals to provide the uncertainty in estimating unknown values. Examination of the methodology provides insight toward choosing linear or nonlinear modeling terms. Static tolerances common in most packages are replaced with tailorable tolerances that exploit residuals to fit each data element. The methodology evaluation includes observing computation time, model fit, and the comparison of known values to replaced values created through imputation. Overall, the country conflict dataset illustrates promise with modeling first-order interactions while presenting a need for further refinement that mimics predictive mean matching.

Keywords: correlation, country conflict, imputation, stochastic regression

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Authors: Mohamed I. Mahrous, Mohamed G. Ashmawy

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Hybrid genetic algorithm (HGA) is proposed in this paper to determine the economic scheduling of electric power generation over a fixed time period under various system and operational constraints. The proposed technique can outperform conventional genetic algorithms (CGAs) in the sense that HGA make it possible to improve both the quality of the solution and reduce the computing expenses. In contrast, any carefully designed GA is only able to balance the exploration and the exploitation of the search effort, which means that an increase in the accuracy of a solution can only occure at the sacrifice of convergent speed, and vice visa. It is unlikely that both of them can be improved simultaneously. The proposed hybrid scheme is developed in such a way that a simple GA is acting as a base level search, which makes a quick decision to direct the search towards the optimal region, and a local search method (pattern search technique) is next employed to do the fine tuning. The aim of the strategy is to achieve the cost reduction within a reasonable computing time. The effectiveness of the proposed hybrid technique is verified on two real public electricity supply systems with 13 and 40 generator units respectively. The simulation results obtained with the HGA for the two real systems are very encouraging with regard to the computational expenses and the cost reduction of power generation.

Keywords: genetic algorithms, economic dispatch, pattern search

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Authors: Olfa Kaabia, Ilyes Abid, Khaled Guesmi

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This pioneer paper studies whether and how Bitcoin shocks are transmitted to the U.S economy. We employ a new methodology: TVP FAVAR model with stochastic volatility. We use a large dataset of 111 major U.S variables from 1959:m1 to 2016:m12. The results show that Bitcoin shocks significantly impact the U.S. economy. This significant impact is pronounced in a volatile and increasing U.S economy. The Bitcoin has a positive relationship on the U.S real activity, and a negative one on U.S prices and interest rates. Effects on the Monetary Policy exist via the inter-est rates and the Money, Credit and Finance transmission channels.

Keywords: bitcoin, US economy, FAVAR models, stochastic volatility

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Authors: Ramazan Kadiev, Arkadi Ponossov

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Semidiscrete systems contain both continuous and discrete components. This means that the dynamics is mostly continuous, but at certain instants, it is exposed to abrupt influences. Such systems naturally appear in applications, for example, in biological and ecological models as well as in the control theory. Therefore, the study of semidiscrete systems has recently attracted the attention of many specialists. Stochastic effects are an important part of any realistic approach to modeling. For example, stochasticity arises in the population dynamics, demographic and ecological due to a change in time of factors external to the system affecting the survival of the population. In control theory, random coefficients can simulate inaccuracies in measurements. It will be shown in the presentation how to incorporate such effects into semidiscrete systems. Stability analysis is an essential part of modeling real-world problems. In the presentation, it will be explained how sufficient conditions for the moment stability of solutions in terms of the coefficients for linear semidiscrete stochastic equations can be derived using non-Lyapunov technique.

Keywords: abrupt changes, exponential stability, regularization, stochastic noises

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Authors: Mario Kubek, Herwig Unger

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Centroid terms are single words that semantically and topically characterise text documents and so may serve as their very compact representation in automatic text processing. In the present paper, centroids are used to measure the relevance of text documents with respect to a given search query. Thus, a new graphbased paradigm for searching texts in large corpora is proposed and evaluated against keyword-based methods. The first, promising experimental results demonstrate the usefulness of the centroid-based search procedure. It is shown that especially the routing of search queries in interactive and decentralised search systems can be greatly improved by applying this approach. A detailed discussion on further fields of its application completes this contribution.

Keywords: search algorithm, centroid, query, keyword, co-occurrence, categorisation

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Authors: Mario Kubek, Herwig Unger

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Due to the large amount of information in the World Wide Web (WWW, web) and the lengthy and usually linearly ordered result lists of web search engines that do not indicate semantic relationships between their entries, the search for topically similar and related documents can become a tedious task. Especially, the process of formulating queries with proper terms representing specific information needs requires much effort from the user. This problem gets even bigger when the user's knowledge on a subject and its technical terms is not sufficient enough to do so. This article presents the new and interactive search application DocAnalyser that addresses this problem by enabling users to find similar and related web documents based on automatic query formulation and state-of-the-art search word extraction. Additionally, this tool can be used to track topics across semantically connected web documents

Keywords: DocAnalyser, interactive web search, search word extraction, query formulation, source topic detection, topic tracking

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Authors: Badr M. Alshammari, T. Guesmi

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This study presents a modified version of the artificial bee colony (ABC) algorithm by including a local search technique for solving the non-convex economic power dispatch problem. The local search step is incorporated at the end of each iteration. Total system losses, valve-point loading effects and prohibited operating zones have been incorporated in the problem formulation. Thus, the problem becomes highly nonlinear and with discontinuous objective function. The proposed technique is validated using an IEEE benchmark system with ten thermal units. Simulation results demonstrate that the proposed optimization algorithm has better convergence characteristics in comparison with the original ABC algorithm.

Keywords: economic power dispatch, artificial bee colony, valve-point loading effects, prohibited operating zones

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Authors: Komal V. Aher, Sanjay B. Waykar

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Nowadays every individual having mobile device with them. In both computer vision and information retrieval Image search is currently hot topic with many applications. The proposed intelligent image search system is fully utilizing multimodal and multi-touch functionalities of smart phones which allows search with Image, Voice, and Text on mobile phones. The system will be more useful for users who already have pictures in their minds but have no proper descriptions or names to address them. The paper gives system with ability to form composite visual query to express user’s intention more clearly which helps to give more precise or appropriate results to user. The proposed algorithm will considerably get better in different aspects. System also uses Context based Image retrieval scheme to give significant outcomes. So system is able to achieve gain in terms of search performance, accuracy and user satisfaction.

Keywords: color space, histogram, mobile device, mobile visual search, multimodal search

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Authors: Yutae Lee

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In this paper, we consider the performance and availability of a redundancy model. The redundancy model is a form of resilience that ensures service availability in the event of component failure. This paper considers a 2N redundancy model. In the model there are at most one active service unit and at most one standby service unit. The active one is providing the service while the standby is prepared to take over the active role when the active fails. We design our analysis model using Stochastic Reward Nets, and then evaluate the performance and availability of 2N redundancy model using Stochastic Petri Net Package (SPNP).

Keywords: availability, performance, stochastic reward net, 2N redundancy

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Authors: Homa Ghave, Parmis Shahmaleki

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This paper presents a new multi-criteria stochastic mathematical model for a single machine scheduling with outsourcing allowed. There are multiple jobs processing in batch. For each batch, all of job or a quantity of it can be outsourced. The jobs have stochastic processing time and lead time and deterministic due dates arrive randomly. Because of the stochastic inherent of processing time and lead time, we use the chance constrained programming for modeling the problem. First, the problem is formulated in form of stochastic programming and then prepared in a form of deterministic mixed integer linear programming. The objectives are considered in the model to minimize the maximum tardiness and outsourcing cost simultaneously. Several procedures have been developed to deal with the multi-criteria problem. In this paper, we utilize the concept of satisfaction functions to increases the manager’s preference. The proposed approach is tested on instances where the random variables are normally distributed.

Keywords: single machine scheduling, multi-criteria mathematical model, outsourcing strategy, uncertain lead times and processing times, chance constrained programming, satisfaction function

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Authors: Hassan Manouzi, Taous-Meriem Laleg-Kirati

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In this paper we study mathematically the eigenvalue problem for stochastic elliptic partial differential equation of Wick type. Using the Wick-product and the Wiener-Ito chaos expansion, the stochastic eigenvalue problem is reformulated as a system of an eigenvalue problem for a deterministic partial differential equation and elliptic partial differential equations by using the Fredholm alternative. To reduce the computational complexity of this system, we shall use a decomposition-coordination method. Once this approximation is performed, the statistics of the numerical solution can be easily evaluated.

Keywords: eigenvalue problem, Wick product, SPDEs, finite element, Wiener-Ito chaos expansion

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Authors: Raphael Naryongo, Philip Ngare, Anthony Waititu

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This paper deals with numerical simulation of Wishart processes for a single asset risky pricing model whose volatility is described by Wishart affine diffusion processes. The multi-factor specification of volatility will make the model more flexible enough to fit the stock market data for short or long maturities for better returns. The Wishart process is a stochastic process which is a positive semi-definite matrix-valued generalization of the square root process. The aim of the study is to model the log asset stock returns under the double Wishart stochastic volatility model. The solution of the log-asset return dynamics for Bi-Wishart processes will be obtained through Euler-Maruyama discretization schemes. The numerical results on the asset returns are compared to the existing models returns such as Heston stochastic volatility model and double Heston stochastic volatility model

Keywords: euler schemes, log-asset return, infinitesimal generator, wishart diffusion affine processes

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Authors: Michael Fundator

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Groundbreaking application of biomathematical and biochemical research in neural networks processes to formation of non-canonical bases, islands, and analog bases in DNA and mRNA at or near the transcription that contradicts the long anticipated statistical assumptions for the distribution of bases and analog bases compounds is implemented through statistical and stochastic methods apparatus with addition of quantum principles, where the usual transience of Poisson spike train becomes very instrumental tool for finding even almost periodical type of solutions to Fokker-Plank stochastic differential equation. Present article develops new multidimensional methods of finding solutions to stochastic differential equations based on more rigorous approach to mathematical apparatus through Kolmogorov-Chentsov continuity theorem that allows the stochastic processes with jumps under certain conditions to have γ-Holder continuous modification that is used as basis for finding analogous parallels in dynamics of neutral networks and formation of analog bases and transcription in DNA.

Keywords: Fokker-Plank stochastic differential equation, Kolmogorov-Chentsov continuity theorem, neural networks, translation and transcription

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Authors: Larbi Guezouli, Imane Azzouz

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This work is located in the domain of distributed information retrieval ‘DIR’. A simplified view of the DIR requires a multi-search in a set of collections, which forces the system to analyze results found in these collections, and merge results back before sending them to the user in a single list. Our work is to find a fusion method based on the relevance score of each result received from collections and the relevance of the local search engine of each collection.

Keywords: information retrieval, distributed IR systems, merging results, datamining

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Authors: Wanatchapong Kongkaew

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This paper proposes an application of probabilistic technique, namely Gaussian process regression, for estimating an optimal sequence of the single machine with total weighted tardiness (SMTWT) scheduling problem. In this work, the Gaussian process regression (GPR) model is utilized to predict an optimal sequence of the SMTWT problem, and its solution is improved by using an iterated local search based on simulated annealing scheme, called GPRISA algorithm. The results show that the proposed GPRISA method achieves a very good performance and a reasonable trade-off between solution quality and time consumption. Moreover, in the comparison of deviation from the best-known solution, the proposed mechanism noticeably outperforms the recently existing approaches.

Keywords: Gaussian process regression, iterated local search, simulated annealing, single machine total weighted tardiness

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Authors: Mohammed R. Elkobaisi, Abdelsalam Maatuk

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The search engines are the large scale information retrieval tools from the Web that are currently freely available to all. This paper explains how to convert the raw resulted number of search engines into useful information. This represents a new method for data gathering comparing with traditional methods. When a query is submitted for a multiple numbers of keywords, this take a long time and effort, hence we develop a user interface program to automatic search by taking multi-keywords at the same time and leave this program to collect wanted data automatically. The collected raw data is processed using mathematical and statistical theories to eliminate unwanted data and converting it to usable data.

Keywords: search engines, information extraction, agent system

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Authors: Ahmed Ishtiaq, Maeeda Khalid, Umair Sajjad

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In the fast-moving world, information is the key to success. If information is easily available, then it makes work easy. The Internet is the biggest collection and source of information nowadays, and with every single day, the data on internet increases, and it becomes difficult to find required data. Everyone wants to make his/her website at the top of search results. This can be possible when you have applied some techniques of SEO inside your application or outside your application, which are two types of SEO, onsite and offsite SEO. SEO is an abbreviation of Search Engine Optimization, and it is a set of techniques, methods to increase users of a website on World Wide Web or to rank up your website in search engine indexing. In this paper, we have compared different techniques of Onpage and Offpage SEO, and we have suggested many things that should be changed inside webpage, outside web page and mentioned some most powerful and search engine considerable elements and techniques in both types of SEO in order to gain high ranking on Search Engine.

Keywords: auto-suggestion, search engine optimization, SEO, query, web mining, web crawler

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Authors: Maria C. Mariani, Md Al Masum Bhuiyan, Osei K. Tweneboah, Hector G. Huizar

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This work is devoted to the study of modeling geophysical time series. A stochastic technique with time-varying parameters is used to forecast the volatility of data arising in geophysics. In this study, the volatility is defined as a logarithmic first-order autoregressive process. We observe that the inclusion of log-volatility into the time-varying parameter estimation significantly improves forecasting which is facilitated via maximum likelihood estimation. This allows us to conclude that the estimation algorithm for the corresponding one-step-ahead suggested volatility (with ±2 standard prediction errors) is very feasible since it possesses good convergence properties.

Keywords: Augmented Dickey Fuller Test, geophysical time series, maximum likelihood estimation, stochastic volatility model

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Authors: D. Calogine, O. Chau, S. Dotti, O. Ramiarinjanahary, P. Rasoavonjy, F. Tovondahiniriko

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Mafate is a natural circus in the north-western part of Reunion Island, without an electrical grid and road network. A micro-grid concept is being experimented in this area, composed of a photovoltaic production combined with electrochemical batteries, in order to meet the local population for self-consumption of electricity demands. This work develops a discrete model as well as a stochastic model in order to reach an optimal equilibrium between production and consumptions for a cluster of houses. The management of the energy power leads to a large linearized programming system, where the time interval of interest is 24 hours The experimental data are solar production, storage energy, and the parameters of the different electrical devices and batteries. The unknown variables to evaluate are the consumptions of the various electrical services, the energy drawn from and stored in the batteries, and the inhabitants’ planning wishes. The objective is to fit the solar production to the electrical consumption of the inhabitants, with an optimal use of the energies in the batteries by satisfying as widely as possible the users' planning requirements. In the discrete model, the different parameters and solutions of the linear programming system are deterministic scalars. Whereas in the stochastic approach, the data parameters and the linear programming solutions become random variables, then the distributions of which could be imposed or established by estimation from samples of real observations or from samples of optimal discrete equilibrium solutions.

Keywords: photovoltaic production, power consumption, battery storage resources, random variables, stochastic modeling, estimations of probability distributions, mixed integer linear programming, smart micro-grid, self-consumption of electricity.

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Authors: Houda Abadlia, Nadia Smairi, Khaled Ghedira

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Multiobjective Particle Swarm Optimization (MOPSO) has shown an effective performance for solving test functions and real-world optimization problems. However, this method has a premature convergence problem, which may lead to lack of diversity. In order to improve its performance, this paper presents a hybrid approach which embedded the MOPSO into the island model and integrated a local search technique, Variable Neighborhood Search, to enhance the diversity into the swarm. Experiments on two series of test functions have shown the effectiveness of the proposed approach. A comparison with other evolutionary algorithms shows that the proposed approach presented a good performance in solving multiobjective optimization problems.

Keywords: particle swarm optimization, migration, variable neighborhood search, multiobjective optimization

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Authors: Vijaya K. Srivastava, Davide Spinello

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This paper presents performance of two robust gradient-based heuristic optimization procedures based on 3ⁿ enumeration and tunneling approach to seek global optimum of constrained integer problems. Both these procedures consist of two distinct phases for locating the global optimum of integer problems with a linear or non-linear objective function subject to linear or non-linear constraints. In both procedures, in the first phase, a local minimum of the function is found using the gradient approach coupled with hemstitching moves when a constraint is violated in order to return the search to the feasible region. In the second phase, in one optimization procedure, the second sub-procedure examines 3ⁿ integer combinations on the boundary and within hypercube volume encompassing the result neighboring the result from the first phase and in the second optimization procedure a tunneling function is constructed at the local minimum of the first phase so as to find another point on the other side of the barrier where the function value is approximately the same. In the next cycle, the search for the global optimum commences in both optimization procedures again using this new-found point as the starting vector. The search continues and repeated for various step sizes along the function gradient as well as that along the vector normal to the violated constraints until no improvement in optimum value is found. The results from both these proposed optimization methods are presented and compared with one provided by popular MS Excel solver that is provided within MS Office suite and other published results.

Keywords: constrained integer problems, enumerative search algorithm, Heuristic algorithm, Tunneling algorithm

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Authors: Lamiche Chaabane

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In this study, a new method for solving sequence alignment problem is proposed, which is named ITS (Improved Tabu Search). This algorithm is based on the classical Tabu Search (TS). ITS is implemented in order to obtain results of multiple sequence alignment. Several ideas concerning neighbourhood generation, move selection mechanisms and intensification/diversification strategies for our proposed ITS is investigated. ITS have generated high-quality results in terms of measure of scores in comparison with the classical TS and simple iterative search algorithm.

Keywords: multiple sequence alignment, tabu search, improved tabu search, neighbourhood generation, selection mechanisms

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Authors: Lukumba Phiri, Simon Tembo, Kumbuso Joshua Nyoni

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In Zambia recent initiatives by various power operators like ZESCO, CEC, and consumers like the mines to upgrade power systems into smart grids target an even tighter integration with information technologies to enable the integration of renewable energy sources, local and bulk generation, and demand response. Thus, for the reliable operation of smart grids, its information infrastructure must be secure and reliable in the face of both failures and cyberattacks. Due to the nature of the systems, ICS/SCADA cybersecurity and governance face additional challenges compared to the corporate networks, and critical systems may be left exposed. There exist control frameworks internationally such as the NIST framework, however, there are generic and do not meet the domain-specific needs of the SCADA systems. Zambia is also lagging in cybersecurity awareness and adoption, therefore there is a concern about securing ICS controlling key infrastructure critical to the Zambian economy as there are few known facts about the true posture. In this paper, we introduce a stochastic Edged-based Anomaly Detection for SCADA systems (SEADS) framework for threat modeling and risk assessment. SEADS enables the calculation of steady-steady probabilities that are further applied to establish metrics like system availability, maintainability, and reliability.

Keywords: anomaly, availability, detection, edge, maintainability, reliability, stochastic

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Authors: Taiki Baba, Tomoaki Hashimoto

Abstract:

The random dither quantization method enables us to achieve much better performance than the simple uniform quantization method for the design of quantized control systems. Motivated by this fact, the stochastic model predictive control method in which a performance index is minimized subject to probabilistic constraints imposed on the state variables of systems has been proposed for linear feedback control systems with random dither quantization. In other words, a method for solving optimal control problems subject to probabilistic state constraints for linear discrete-time control systems with random dither quantization has been already established. To our best knowledge, however, the feasibility of such a kind of optimal control problems has not yet been studied. Our objective in this paper is to investigate the feasibility of stochastic model predictive control problems for linear discrete-time control systems with random dither quantization. To this end, we provide the results of numerical simulations that verify the feasibility of stochastic model predictive control problems for linear discrete-time control systems with random dither quantization.

Keywords: model predictive control, stochastic systems, probabilistic constraints, random dither quantization

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Authors: Melvin Ballera, Aldrich Olivar, Mary Soriano

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Digital computers nowadays must be able to have a utility that is capable of generating random numbers. Usually, computer-generated random numbers are not random given predefined values such as starting point and end points, making the sequence almost predictable. There are many applications of random numbers such business simulation, manufacturing, services domain, entertainment sector and other equally areas making worthwhile to design a unique method and to allow unpredictable random numbers. Applying stochastic simulation using linear congruential algorithm, it shows that as it increases the numbers of the seed and range the number randomly produced or selected by the computer becomes unique. If this implemented in an environment where random numbers are very much needed, the reliability of the random number is guaranteed.

Keywords: stochastic simulation, random numbers, linear congruential algorithm, pseudorandomness

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Authors: Tugrul Oktay, Mehmet Konar, Mustafa Soylak, Firat Sal, Murat Onay, Orhan Kizilkaya

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In this paper, autonomous performance of a small manufactured unmanned helicopter is tried to be increased. For this purpose, a small unmanned helicopter is manufactured in Erciyes University, Faculty of Aeronautics and Astronautics. It is called as ZANKA-Heli-I. For performance maximization, autopilot parameters are determined via minimizing a cost function consisting of flight performance parameters such as settling time, rise time, overshoot during trajectory tracking. For this purpose, a stochastic optimization method named as simultaneous perturbation stochastic approximation is benefited. Using this approach, considerable autonomous performance increase (around %23) is obtained.

Keywords: small helicopters, hierarchical control, stochastic optimization, autonomous performance maximization, autopilots

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Authors: Nkongho Ayuketang Arreyndip, Ebobenow Joseph

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In this paper, to model a real life wind turbine, a probabilistic approach is proposed to model the dynamics of the blade elements of a small axial wind turbine under extreme stochastic wind speeds conditions. It was found that the power and the torque probability density functions even though decreases at these extreme wind speeds but are not infinite. Moreover, we also found that it is possible to stabilize the power coefficient (stabilizing the output power) above rated wind speeds by turning some control parameters. This method helps to explain the effect of turbulence on the quality and quantity of the harness power and aerodynamic torque.

Keywords: probability, probability density function, stochastic, turbulence

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Authors: Amin Jamili

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Nowadays, the majority of international trade in goods is carried by sea, and especially by ships deployed in the industrial and tramp segments. This paper addresses routing the tramp ships and determining the schedules including the arrival times to the ports, berthing times at the ports, and the departure times in an operational planning level. In the operational planning level, the weather can be almost exactly forecasted, however in some routes some uncertainties may remain. In this paper, the voyaging times between some of the ports are considered to be uncertain. To that end, a two-stage stochastic mathematical model is proposed. Moreover, a case study is tested with the presented model. The computational results show that this mathematical model is promising and can represent acceptable solutions.

Keywords: routing, scheduling, tram ships, two stage stochastic model, uncertainty

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Authors: Halil Ibrahim Demir, Alper Goksu, Onur Canpolat, Caner Erden, Melek Nur

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Traditionally process planning, scheduling and due date assignment are performed sequentially and separately. High interrelation between these functions makes integration very useful. Although there are numerous works on integrated process planning and scheduling and many works on scheduling with due date assignment, there are only a few works on the integration of these three functions. Here we tested the different integration levels of these three functions and found a fully integrated version as the best. We applied genetic search and random search and genetic search was found better compared to the random search. We penalized all earliness, tardiness and due date related costs. Since all these three terms are all undesired, it is better to penalize all of them.

Keywords: process planning, scheduling, due-date assignment, genetic algorithm, random search

Procedia PDF Downloads 354