Search results for: random dimer model

Authors: Oleg Oborin

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This paper is dedicated to the development of the model, which can be used to evaluate the effectiveness of long-term corporate strategies and identify the best strategies. The theoretical model of the relatively homogenous product market (such as iron and steel industry, mobile services or road transport) has been developed. In the model, the market consists of a large number of companies with different internal characteristics and objectives. The companies can perform mergers and acquisitions in order to increase their market share. The model allows the simulation of long-time dynamics of the market (for a period longer than 20 years). Therefore, a large number of simulations on random input data was conducted in the framework of the model. After that, the results of the model were compared with the dynamics of real markets, such as the US steel industry from the beginning of the XX century to the present day, and the market of mobile services in Germany for the period between 1990 and 2015.

Keywords: Economic Modelling, Long-Time Strategy, Mergers and Acquisitions, Simulation

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Authors: Valeria Bondarenko

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We proposed algorithms for: estimation of parameters fBm (volatility and Hurst exponent) and for the approximation of random time series by functional of fBm. We proved the consistency of the estimators, which constitute the above algorithms, and proved the optimal forecast of approximated time series. The adequacy of estimation algorithms, approximation, and forecasting is proved by numerical experiment. During the process of creating software, the system has been created, which is displayed by the hierarchical structure. The comparative analysis of proposed algorithms with the other methods gives evidence of the advantage of approximation method. The results can be used to develop methods for the analysis and modeling of time series describing the economic, physical, biological and other processes.

Keywords: mathematical model, random process, Wiener process, fractional Brownian motion

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Authors: Swathi Ganesan, Nalinda Somasiri, Rebecca Jeyavadhanam, Gayathri Karthick

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The COVID-19 crisis presents a substantial and critical hazard to worldwide health. Since the occurrence of the disease in late January 2020 in the UK, the number of infected people confirmed to acquire the illness has increased tremendously across the country, and the number of individuals affected is undoubtedly considerably high. The purpose of this research is to figure out a predictive machine learning archetypal that could forecast COVID-19 cases within the UK. This study concentrates on the statistical data collected from 31st January 2020 to 31st March 2021 in the United Kingdom. Information on total COVID cases registered, new cases encountered on a daily basis, total death registered, and patients’ death per day due to Coronavirus is collected from World Health Organisation (WHO). Data preprocessing is carried out to identify any missing values, outliers, or anomalies in the dataset. The data is split into 8:2 ratio for training and testing purposes to forecast future new COVID cases. Support Vector Machines (SVM), Random Forests, and linear regression algorithms are chosen to study the model performance in the prediction of new COVID-19 cases. From the evaluation metrics such as r-squared value and mean squared error, the statistical performance of the model in predicting the new COVID cases is evaluated. Random Forest outperformed the other two Machine Learning algorithms with a training accuracy of 99.47% and testing accuracy of 98.26% when n=30. The mean square error obtained for Random Forest is 4.05e11, which is lesser compared to the other predictive models used for this study. From the experimental analysis Random Forest algorithm can perform more effectively and efficiently in predicting the new COVID cases, which could help the health sector to take relevant control measures for the spread of the virus.

Keywords: COVID-19, machine learning, supervised learning, unsupervised learning, linear regression, support vector machine, random forest

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Authors: Fawaz Abdulmalek

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The two-stage flowshop assembly scheduling problem is considered in this paper. There are more than one parallel machines at stage one and an assembly machine at stage two. The jobs will be processed into the flowshop based on Johnson rule and two extensions of Johnson rule. A simulation model of the two-stage flowshop is constructed where both machines at stage one are subject to random failures. Three simulation experiments will be conducted to test the effect of the three job ranking rules on the makespan. Johnson Largest heuristic outperformed both Johnson rule and Johnson Smallest heuristic for two performed experiments for all scenarios where each experiments having five scenarios.

Keywords: flowshop scheduling, random failures, johnson rule, simulation

Procedia PDF Downloads 307

Authors: Thota Sai Prakash, B. Yaswanth, Jhade Bhuvaneswar, Marreddy Divakar Reddy, Shyam Ji Gupta

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Across the globe, there are a lot of chronic diseases, and heart disease stands out as one of the most perilous. Sadly, many lives are lost to this condition, even though early intervention could prevent such tragedies. However, identifying heart disease in its initial stages is not easy. To address this challenge, we propose an automated system aimed at predicting the presence of heart disease using advanced techniques. By doing so, we hope to empower individuals with the knowledge needed to take proactive measures against this potentially fatal illness. Our approach towards this problem involves meticulous data preprocessing and the development of predictive models utilizing classification algorithms such as Support Vector Machines (SVM), Decision Tree, and Random Forest. We assess the efficiency of every model based on metrics like accuracy, ensuring that we select the most reliable option. Additionally, we conduct thorough data analysis to reveal the importance of different attributes. Among the models considered, Random Forest emerges as the standout performer with an accuracy rate of 96.04% in our study.

Keywords: support vector machines, decision tree, random forest

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Authors: Michael A. Kraus, Navid Pourmoghaddam, Martin Botz, Jens Schneider, Geralt Siebert

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Fragmentation analysis of tempered glass gives insight into the quality of the tempering process and defines a certain degree of safety as well. Different standard such as the European EN 12150-1 or the American ASTM C 1048/CPSC 16 CFR 1201 define a minimum number of fragments required for soda-lime safety glass on the basis of fragmentation test results for classification. This work presents an approach for the glass breakage pattern prediction using a Voronoi Tesselation over Random Fields. The random Voronoi tessellation is trained with and validated against data from several breakage patterns. The fragments in observation areas of 50 mm x 50 mm were used for training and validation. All glass specimen used in this study were commercially available soda-lime glasses at three different thicknesses levels of 4 mm, 8 mm and 12 mm. The results of this work form a Bayesian framework for the training and prediction of breakage patterns of tempered soda-lime glass using a Voronoi Random Field Tesselation. Uncertainties occurring in this process can be well quantified, and several statistical measures of the pattern can be preservation with this method. Within this work it was found, that different Random Fields as basis for the Voronoi Tesselation lead to differently well fitted statistical properties of the glass breakage patterns. As the methodology is derived and kept general, the framework could be also applied to other random tesselations and crack pattern modelling purposes.

Keywords: glass breakage predicition, Voronoi Random Field Tessellation, fragmentation analysis, Bayesian parameter identification

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Authors: Shabnam Najafi, Metin Turkay

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Network design problem (NDP) is used to determine the set of optimal values for certain pre-specified decision variables such as capacity expansion of nodes and links by optimizing various system performance measures including safety, congestion, and accessibility. The designed transportation network should improve objective functions defined for the system by considering the route choice behaviors of network users at the same time. The NDP studies mostly investigated the random demand and route selection constraints separately due to computational challenges. In this work, we consider both random demand and route selection constraints simultaneously. This work presents a nonlinear stochastic model for land use and road network design problem to address the development of different functional zones in urban areas by considering both cost function and air pollution. This model minimizes cost function and air pollution simultaneously with random demand and stochastic route selection constraint that aims to optimize network performance via road capacity expansion. The Bureau of Public Roads (BPR) link impedance function is used to determine the travel time function in each link. We consider a city with origin and destination nodes which can be residential or employment or both. There are set of existing paths between origin-destination (O-D) pairs. Case of increasing employed population is analyzed to determine amount of roads and origin zones simultaneously. Minimizing travel and expansion cost of routes and origin zones in one side and minimizing CO emission in the other side is considered in this analysis at the same time. In this work demand between O-D pairs is random and also the network flow pattern is subject to stochastic user equilibrium, specifically logit route choice model. Considering both demand and route choice, random is more applicable to design urban network programs. Epsilon-constraint is one of the methods to solve both linear and nonlinear multi-objective problems. In this work epsilon-constraint method is used to solve the problem. The problem was solved by keeping first objective (cost function) as the objective function of the problem and second objective as a constraint that should be less than an epsilon, where epsilon is an upper bound of the emission function. The value of epsilon should change from the worst to the best value of the emission function to generate the family of solutions representing Pareto set. A numerical example with 2 origin zones and 2 destination zones and 7 links is solved by GAMS and the set of Pareto points is obtained. There are 15 efficient solutions. According to these solutions as cost function value increases, emission function value decreases and vice versa.

Keywords: epsilon-constraint, multi-objective, network design, stochastic

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Authors: Mehmet Savsar, Majid Aldaihani

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Flexible Manufacturing Systems (FMS) are used to produce a variety of parts on the same equipment. Therefore, their utilization is higher than traditional machining systems. Higher utilization, on the other hand, results in more frequent equipment failures and additional need for maintenance. Therefore, it is necessary to carefully analyze operational characteristics and productivity of FMS or Flexible Manufacturing Cells (FMC), which are smaller configuration of FMS, before installation or during their operation. Appropriate models should be developed to determine production rates based on operational conditions, including equipment reliability, availability, and repair capacity. In this paper, a stochastic model is developed for an automated FMC system, which consists of two machines served by two robots and a single repairman. The model is used to determine system productivity and equipment utilization under different operational conditions, including random machine failures, random repairs, and limited repair capacity. The results are compared to previous study results for FMC system with sufficient repair capacity assigned to each machine. The results show that the model will be useful for design engineers and operational managers to analyze performance of manufacturing systems at the design or operational stages.

Keywords: flexible manufacturing, FMS, FMC, stochastic modeling, production rate, reliability, availability

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Authors: Zafer Yüce, Paşa Yayla, Alev Taşkın

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There are heaps of analytical methods to estimate the crack growth life of a component. Soft computing methods have an increasing trend in predicting fatigue life. Their ability to build complex relationships and capability to handle huge amounts of data are motivating researchers and industry professionals to employ them for challenging problems. This study focuses on soft computing methods, especially random forest regressors and artificial neural networks with hyperparameter optimization algorithms such as grid search and random grid search, to estimate the crack growth life of an aircraft wing splice joint under variable amplitude loading. TensorFlow and Scikit-learn libraries of Python are used to build the machine learning models for this study. The material considered in this work is 7050-T7451 aluminum, which is commonly preferred as a structural element in the aerospace industry, and regarding the crack type; corner crack is used. A finite element model is built for the joint to calculate fastener loads and stresses on the structure. Since finite element model results are validated with analytical calculations, findings of the finite element model are fed to AFGROW software to calculate analytical crack growth lives. Based on Fighter Aircraft Loading Standard for Fatigue (FALSTAFF), 90 unique fatigue loading spectra are developed for various load levels, and then, these spectrums are utilized as inputs to the artificial neural network and random forest regression models for predicting crack growth life. Finally, the crack growth life predictions of the machine learning models are compared with analytical calculations. According to the findings, a good correlation is observed between analytical and predicted crack growth lives.

Keywords: aircraft, fatigue, joint, life, optimization, prediction.

Procedia PDF Downloads 142

Authors: K. P. K. S. Lahirushan, W. G. V. Gunasekara

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Main purpose of this study is to identifying the impact of government expenditure on economic growth in Asian Countries. Consequently, Fist, objective is to analyze whether government expenditure causes economic growth in Asian countries vice versa and then scrutinizing long-run equilibrium relationship exists between them. The study completely based on secondary data. The methodology being quantitative that includes econometrical techniques of cointegration, panel fixed effects model and granger causality in the context of panel data of Asian countries; Singapore, Malaysia, Thailand, South Korea, Japan, China, Sri Lanka, India and Bhutan with 44 observations in each country, totaling to 396 observations from 1970 to 2013. The model used is the random effects panel OLS model. As with the above methodology, the study found the fascinating outcome. At first, empirical findings exhibit a momentous positive impact of government expenditure on Gross Domestic Production in Asian region. Secondly, government expenditure and economic growth indicate a long-run relationship in Asian countries. In conclusion, there is a unidirectional causality from economic growth to government expenditure and government expenditure to economic growth in Asian countries. Hence the study is validated that it is in line with the Keynesian theory and Wagner’s law as well. Consequently, it can be concluded that role of government would play a vital role in economic growth of Asian Countries .However; if government expenditure did not figure out with the economy’s needs it might be considerably inspiration the economy in a negative way so that society bears the costs.

Keywords: Asian countries, government expenditure, Keynesian theory, Wagner’s theory, random effects panel ols model

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Authors: Gajendra Kumar Mourya, Dinesh Bhatia, Akash Handique, Sunita Warjri, Syed Achaab Amir

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Nowadays, Medical imaging has become an integral part of modern healthcare. Abdominal CT images are an invaluable mean for abdominal organ investigation and have been widely studied in the recent years. Diagnosis of liver pathologies is one of the major areas of current interests in the field of medical image processing and is still an open problem. To deeply study and diagnose the liver, segmentation of liver is done to identify which part of the liver is mostly affected. Manual segmentation of the liver in CT images is time-consuming and suffers from inter- and intra-observer differences. However, automatic or semi-automatic computer aided segmentation of the Liver is a challenging task due to inter-patient Liver shape and size variability. In this paper, we present a technique for automatic segmenting the liver from CT images using Random Forest Classifier. Random forests or random decision forests are an ensemble learning method for classification that operate by constructing a multitude of decision trees at training time and outputting the class that is the mode of the classes of the individual trees. After comparing with various other techniques, it was found that Random Forest Classifier provide a better segmentation results with respect to accuracy and speed. We have done the validation of our results using various techniques and it shows above 89% accuracy in all the cases.

Keywords: CT images, image validation, random forest, segmentation

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Authors: Hung-Chi Chang

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For an extended EPQ model with random yield, the existent study revealed that both the disaggregating and consolidating shipment policies for the imperfect quality items are independent of holding cost, and recommended a model with economic benefit by comparing the least total cost for each of the three models investigated. To better capture the real situation, we generalize the existent study to include different holding costs for perfect and imperfect quality items. Through analysis, we show that the above shipment policies are dependent on holding costs. Furthermore, we derive a simple decision rule solely based on the thresholds of problem parameters to select a superior model. The results are illustrated analytically and numerically.

Keywords: consolidating shipments, disaggregating shipments, EPQ, imperfect quality, inventory

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Authors: M. Seguini, D. Nedjar

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In this paper, the nonlinear analysis of Timoshenko beam undergoing moderate large deflections and resting on nonlinear two-parameter random foundation is presented, taking into account the effects of shear deformation, beam’s properties variation and the spatial variability of soil characteristics. The finite element probabilistic analysis has been performed by using Timoshenko beam theory with the Von Kàrmàn nonlinear strain-displacement relationships combined to Vanmarcke theory and Monte Carlo simulations, which is implemented in a Matlab program. Numerical examples of the newly developed model is conducted to confirm the efficiency and accuracy of this later and the importance of accounting for the foundation second parameter (Winkler-Pasternak). Thus, the results obtained from the developed model are presented and compared with those available in the literature to examine how the consideration of the shear and spatial variability of soil’s characteristics affects the response of the system.

Keywords: nonlinear analysis, soil-structure interaction, large deflection, Timoshenko beam, Euler-Bernoulli beam, Winkler foundation, Pasternak foundation, spatial variability

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Authors: Xiangtuo Chen, Paul-Henry Cournéde

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Crop yield prediction is a paramount issue in agriculture. The main idea of this paper is to find out efficient way to predict the yield of corn based meteorological records. The prediction models used in this paper can be classified into model-driven approaches and data-driven approaches, according to the different modeling methodologies. The model-driven approaches are based on crop mechanistic modeling. They describe crop growth in interaction with their environment as dynamical systems. But the calibration process of the dynamic system comes up with much difficulty, because it turns out to be a multidimensional non-convex optimization problem. An original contribution of this paper is to propose a statistical methodology, Multi-Scenarios Parameters Estimation (MSPE), for the parametrization of potentially complex mechanistic models from a new type of datasets (climatic data, final yield in many situations). It is tested with CORNFLO, a crop model for maize growth. On the other hand, the data-driven approach for yield prediction is free of the complex biophysical process. But it has some strict requirements about the dataset. A second contribution of the paper is the comparison of these model-driven methods with classical data-driven methods. For this purpose, we consider two classes of regression methods, methods derived from linear regression (Ridge and Lasso Regression, Principal Components Regression or Partial Least Squares Regression) and machine learning methods (Random Forest, k-Nearest Neighbor, Artificial Neural Network and SVM regression). The dataset consists of 720 records of corn yield at county scale provided by the United States Department of Agriculture (USDA) and the associated climatic data. A 5-folds cross-validation process and two accuracy metrics: root mean square error of prediction(RMSEP), mean absolute error of prediction(MAEP) were used to evaluate the crop prediction capacity. The results show that among the data-driven approaches, Random Forest is the most robust and generally achieves the best prediction error (MAEP 4.27%). It also outperforms our model-driven approach (MAEP 6.11%). However, the method to calibrate the mechanistic model from dataset easy to access offers several side-perspectives. The mechanistic model can potentially help to underline the stresses suffered by the crop or to identify the biological parameters of interest for breeding purposes. For this reason, an interesting perspective is to combine these two types of approaches.

Keywords: crop yield prediction, crop model, sensitivity analysis, paramater estimation, particle swarm optimization, random forest

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Authors: Deniz Peksen

Abstract:

This thesis aims to predict trend movement of closing price of stock and to maximize portfolio by utilizing the predictions. In this context, the study aims to define a stock portfolio strategy from models created by using Logistic Regression, Gradient Boosting and Random Forest. Recently, predicting the trend of stock price has gained a significance role in making buy and sell decisions and generating returns with investment strategies formed by machine learning basis decisions. There are plenty of studies in the literature on the prediction of stock prices in capital markets using machine learning methods but most of them focus on closing prices instead of the direction of price trend. Our study differs from literature in terms of target definition. Ours is a classification problem which is focusing on the market trend in next 20 trading days. To predict trend direction, fourteen years of data were used for training. Following three years were used for validation. Finally, last three years were used for testing. Training data are between 2002-06-18 and 2016-12-30 Validation data are between 2017-01-02 and 2019-12-31 Testing data are between 2020-01-02 and 2022-03-17 We determine Hold Stock Portfolio, Best Stock Portfolio and USD-TRY Exchange rate as benchmarks which we should outperform. We compared our machine learning basis portfolio return on test data with return of Hold Stock Portfolio, Best Stock Portfolio and USD-TRY Exchange rate. We assessed our model performance with the help of roc-auc score and lift charts. We use logistic regression, Gradient Boosting and Random Forest with grid search approach to fine-tune hyper-parameters. As a result of the empirical study, the existence of uptrend and downtrend of five stocks could not be predicted by the models. When we use these predictions to define buy and sell decisions in order to generate model-based-portfolio, model-based-portfolio fails in test dataset. It was found that Model-based buy and sell decisions generated a stock portfolio strategy whose returns can not outperform non-model portfolio strategies on test dataset. We found that any effort for predicting the trend which is formulated on stock price is a challenge. We found same results as Random Walk Theory claims which says that stock price or price changes are unpredictable. Our model iterations failed on test dataset. Although, we built up several good models on validation dataset, we failed on test dataset. We implemented Random Forest, Gradient Boosting and Logistic Regression. We discovered that complex models did not provide advantage or additional performance while comparing them with Logistic Regression. More complexity did not lead us to reach better performance. Using a complex model is not an answer to figure out the stock-related prediction problem. Our approach was to predict the trend instead of the price. This approach converted our problem into classification. However, this label approach does not lead us to solve the stock prediction problem and deny or refute the accuracy of the Random Walk Theory for the stock price.

Keywords: stock prediction, portfolio optimization, data science, machine learning

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Authors: Rikson Gultom

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Hate Speech and Abusive language on social media is difficult to detect, usually, it is detected after it becomes viral in cyberspace, of course, it is too late for prevention. An early detection system that has a fairly good accuracy is needed so that it can reduce conflicts that occur in society caused by postings on social media that attack individuals, groups, and governments in Indonesia. The purpose of this study is to find an early detection model on Twitter social media using machine learning that has high accuracy from several machine learning methods studied. In this study, the support vector machine (SVM), Naïve Bayes (NB), and Random Forest Decision Tree (RFDT) methods were compared with the Support Vector machine with genetic algorithm (SVM-GA), Nave Bayes with genetic algorithm (NB-GA), and Random Forest Decision Tree with Genetic Algorithm (RFDT-GA). The study produced a comparison table for the accuracy of the hate speech and abusive language detection model, and presented it in the form of a graph of the accuracy of the six algorithms developed based on the Indonesian-language Twitter dataset, and concluded the best model with the highest accuracy.

Keywords: abusive language, hate speech, machine learning, optimization, social media

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Authors: M. Uysal, M. Yilmaz, I. Tiryakioğlu

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Digital Terrain Model (DTM) is a digital numerical representation of the Earth's surface. DTMs have been applied to a diverse field of tasks, such as urban planning, military, glacier mapping, disaster management. In the expression of the Earth' surface as a mathematical model, an infinite number of point measurements are needed. Because of the impossibility of this case, the points at regular intervals are measured to characterize the Earth's surface and DTM of the Earth is generated. Hitherto, the classical measurement techniques and photogrammetry method have widespread use in the construction of DTM. At present, RADAR, LiDAR, and stereo satellite images are also used for the construction of DTM. In recent years, especially because of its superiorities, Airborne Light Detection and Ranging (LiDAR) has an increased use in DTM applications. A 3D point cloud is created with LiDAR technology by obtaining numerous point data. However recently, by the development in image mapping methods, the use of unmanned aerial vehicles (UAV) for photogrammetric data acquisition has increased DTM generation from image-based point cloud. The accuracy of the DTM depends on various factors such as data collection method, the distribution of elevation points, the point density, properties of the surface and interpolation methods. In this study, the random data reduction method is compared for DTMs generated from image based point cloud data. The original image based point cloud data set (100%) is reduced to a series of subsets by using random algorithm, representing the 75, 50, 25 and 5% of the original image based point cloud data set. Over the ANS campus of Afyon Kocatepe University as the test area, DTM constructed from the original image based point cloud data set is compared with DTMs interpolated from reduced data sets by Kriging interpolation method. The results show that the random data reduction method can be used to reduce the image based point cloud datasets to 50% density level while still maintaining the quality of DTM.

Keywords: DTM, Unmanned Aerial Vehicle (UAV), uniform, random, kriging

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Authors: Zina Benouaret, Djamil Aissani

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

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

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Authors: Peter M. Maurer Maurer

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DGL is a context free grammar-based tool for generating random data. Many types of simulator input data require some computation to be placed in the proper format. For example, it might be necessary to generate ordered triples in which the third element is the sum of the first two elements, or it might be necessary to generate random numbers in some sorted order. Although DGL is universal in computational power, generating these types of data is extremely difficult. To overcome this problem, we have enhanced DGL to include features that permit direct computation within the structure of a context free grammar. The features have been implemented as special types of productions, preserving the context free flavor of DGL specifications.

Keywords: DGL, Enhanced Context Free Grammars, Programming Constructs, Random Data Generation

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Authors: Liang-Hsuan Chen, Chia-Jung Chang

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Fuzzy random variables have been introduced as an imprecise concept of numeric values for characterizing the imprecise knowledge. The descriptive parameters can be used to describe the primary features of a set of fuzzy random observations. In fuzzy environments, the expected values are usually represented as fuzzy-valued, interval-valued or numeric-valued descriptive parameters using various metrics. Instead of the concept of area metric that is usually adopted in the relevant studies, the numeric expected value is proposed by the concept of distance metric in this study based on two characters (fuzziness and randomness) of FRVs. Comparing with the existing measures, although the results show that the proposed numeric expected value is same with those using the different metric, if only triangular membership functions are used. However, the proposed approach has the advantages of intuitiveness and computational efficiency, when the membership functions are not triangular types. An example with three datasets is provided for verifying the proposed approach.

Keywords: fuzzy random variables, distance measure, expected value, descriptive parameters

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Authors: Katyana A. Vert-Pre, James T. Thorson, Thomas Trancart, Eric Feunteun

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In marine ecosystems, spatial and temporal species structure is an important component of ecosystems’ response to anthropological and environmental factors. Although spatial distribution patterns and fish temporal series of abundance have been studied in the past, little research has been allocated to the joint dynamic spatio-temporal functional patterns in marine ecosystems and their use in multispecies management and conservation. Each species represents a function to the ecosystem, and the distribution of these species might not be random. A heterogeneous functional distribution will lead to a more resilient ecosystem to external factors. Applying a Vector-Autoregressive Spatio-Temporal (VAST) model for count data, we estimate the spatio-temporal distribution, shift in time, and abundance of 140 species of the Eastern English Chanel, Bay of Biscay and Mediterranean Sea. From the model outputs, we determined spatio-temporal clusters, calculating p-values for hierarchical clustering via multiscale bootstrap resampling. Then, we designed a functional map given the defined cluster. We found that the species distribution within the ecosystem was not random. Indeed, species evolved in space and time in clusters. Moreover, these clusters remained similar over time deriving from the fact that species of a same cluster often shifted in sync, keeping the overall structure of the ecosystem similar overtime. Knowing the co-existing species within these clusters could help with predicting data-poor species distribution and abundance. Further analysis is being performed to assess the ecological functions represented in each cluster.

Keywords: cluster distribution shift, European marine ecosystems, functional distribution, spatio-temporal model

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Authors: Utkarsh A. Mishra, Ankit Bansal

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At high temperature, radiative heat transfer is the dominant mode of heat transfer. It is governed by various phenomena such as photon emission, absorption, and scattering. The solution of the governing integrodifferential equation of radiative transfer is a complex process, more when the effect of participating medium and wavelength properties are taken into consideration. Although a generic formulation of such radiative transport problem can be modeled for a wide variety of problems with non-gray, non-diffusive surfaces, there is always a trade-off between simplicity and accuracy of the problem. Recently, solutions of complicated mathematical problems with statistical methods based on randomization of naturally occurring phenomena have gained significant importance. Photon bundles with discrete energy can be replicated with random numbers describing the emission, absorption, and scattering processes. Photon Monte Carlo (PMC) is a simple, yet powerful technique, to solve radiative transfer problems in complicated geometries with arbitrary participating medium. The method, on the one hand, increases the accuracy of estimation, and on the other hand, increases the computational cost. The participating media -generally a gas, such as CO₂, CO, and H₂O- present complex emission and absorption spectra. To model the emission/absorption accurately with random numbers requires a weighted sampling as different sections of the spectrum carries different importance. Importance sampling (IS) was implemented to sample random photon of arbitrary wavelength, and the sampled data provided unbiased training of MC estimators for better results. A better replacement to uniform random numbers is using deterministic, quasi-random sequences. Halton, Sobol, and Faure Low-Discrepancy Sequences are used in this study. They possess better space-filling performance than the uniform random number generator and gives rise to a low variance, stable Quasi-Monte Carlo (QMC) estimators with faster convergence. An optimal supervised learning scheme was further considered to reduce the computation costs of the PMC simulation. A one-dimensional plane-parallel slab problem with participating media was formulated. The history of some randomly sampled photon bundles is recorded to train an Artificial Neural Network (ANN), back-propagation model. The flux was calculated using the standard quasi PMC and was considered to be the training target. Results obtained with the proposed model for the one-dimensional problem are compared with the exact analytical and PMC model with the Line by Line (LBL) spectral model. The approximate variance obtained was around 3.14%. Results were analyzed with respect to time and the total flux in both cases. A significant reduction in variance as well a faster rate of convergence was observed in the case of the QMC method over the standard PMC method. However, the results obtained with the ANN method resulted in greater variance (around 25-28%) as compared to the other cases. There is a great scope of machine learning models to help in further reduction of computation cost once trained successfully. Multiple ways of selecting the input data as well as various architectures will be tried such that the concerned environment can be fully addressed to the ANN model. Better results can be achieved in this unexplored domain.

Keywords: radiative heat transfer, Monte Carlo Method, pseudo-random numbers, low discrepancy sequences, artificial neural networks

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Authors: Hongmin Deng, Qionghua Wang

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A modified two dimensional (2D) logistic map based on cross feedback control is proposed. This 2D map exhibits more random chaotic dynamical properties than the classic one dimensional (1D) logistic map in the statistical characteristics analysis. So it is utilized as the pseudo-random (PN) sequence generator, where the obtained real-valued PN sequence is quantized at first, then applied to radio frequency identification (RFID) communication system in this paper. This system is experimentally validated on a cortex-M₀ development board, which shows the effectiveness in key generation, the size of key space and security. At last, further cryptanalysis is studied through the test suite in the National Institute of Standards and Technology (NIST).

Keywords: chaos encryption, logistic map, pseudo-random sequence, RFID

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Authors: Arefeh Arabaninezhad, Ali Fakher

Abstract:

Since the deterministic analysis methods fail to take system uncertainties into account, probabilistic and non-probabilistic methods are suggested. Geotechnical analyses are used to determine the stress and deformation caused by construction; accordingly, many input variables which depend on ground behavior are required for geotechnical analyses. The Random Set approach is an applicable reliability analysis method when comprehensive sources of information are not available. Using Random Set method, with relatively small number of simulations compared to fully probabilistic methods, smooth extremes on system responses are obtained. Therefore random set approach has been proposed for reliability analysis in geotechnical problems. In the present study, the application of random set method in reliability analysis of deep excavations is investigated through three deep excavation projects which were monitored during the excavating process. A finite element code is utilized for numerical modeling. Two expected ranges, from different sources of information, are established for each input variable, and a specific probability assignment is defined for each range. To determine the most influential input variables and subsequently reducing the number of required finite element calculations, sensitivity analysis is carried out. Input data for finite element model are obtained by combining the upper and lower bounds of the input variables. The relevant probability share of each finite element calculation is determined considering the probability assigned to input variables present in these combinations. Horizontal displacement of the top point of excavation is considered as the main response of the system. The result of reliability analysis for each intended deep excavation is presented by constructing the Belief and Plausibility distribution function (i.e. lower and upper bounds) of system response obtained from deterministic finite element calculations. To evaluate the quality of input variables as well as applied reliability analysis method, the range of displacements extracted from models has been compared to the in situ measurements and good agreement is observed. The comparison also showed that Random Set Finite Element Method applies to estimate the horizontal displacement of the top point of deep excavation. Finally, the probability of failure or unsatisfactory performance of the system is evaluated by comparing the threshold displacement with reliability analysis results.

Keywords: deep excavation, random set finite element method, reliability analysis, uncertainty

Procedia PDF Downloads 244

Authors: Halil Ibrahim Demir, Caner Erden, Abdullah Hulusi Kokcam, Mumtaz Ipek

Abstract:

Process planning, scheduling, and due date assignment are three important manufacturing functions which are studied independently in literature. There are hundreds of works on IPPS and SWDDA problems but a few works on IPPSDDA problem. Integrating these three functions is very crucial due to the high relationship between them. Since the scheduling problem is in the NP-Hard problem class without any integration, an integrated problem is even harder to solve. This study focuses on the integration of these functions. Sum of weighted tardiness, earliness, and due date related costs are used as a penalty function. Random search and hybrid metaheuristics are used to solve the integrated problem. Marginal improvement in random search is very high in the early iterations and reduces enormously in later iterations. At that point directed search contribute to marginal improvement more than random search. In this study, random and genetic search methods are combined to find better solutions. Results show that overall performance becomes better as the integration level increases.

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

Procedia PDF Downloads 339

Authors: Marlen Acosta Alamo, Lisa Manne, Richard Veit

Abstract:

Habitat loss due to land use change is one of the leading causes of biodiversity loss worldwide. This form of habitat loss is a non-random phenomenon since the same environmental factors that make an area suitable for supporting high local biodiversity overlap with those that make it attractive for urban development. We aimed to compare the effect of two non-random habitat loss predictors on the richness, abundance, and rarity of nature-affiliated and human-affiliated North American breeding birds. For each group of birds, we simulated the non-random habitat loss using two predictors: the House Price Index as a measure of the attractiveness of an area for humans and the Normalized Difference Vegetation Index as a proxy for primary productivity. We compared the results of the two non-random simulation sets and one set of random habitat loss simulations using an analysis of variance and followed up with a Tukey-Kramer test when appropriate. The attractiveness of an area for humans predicted estimates of richness loss and increase of rarity higher than primary productivity and random habitat loss for nature-affiliated and human-affiliated birds. For example, at 50% of habitat loss, the attractiveness of an area for humans produced estimates of richness at least 5% lower and of a rarity at least 40% higher than primary productivity and random habitat loss for both groups of birds. Only for the species abundance of nature-affiliated birds, the attractiveness of an area for humans did not outperform primary productivity as a predictor of biodiversity following habitat loss. We demonstrated the value of the House Price Index, which can be used in conservation assessments as an index of the risks of habitat loss for natural communities. Thus, our results have relevant implications for sustainable urban land-use planning practices and can guide stakeholders and developers in their efforts to conserve local biodiversity.

Keywords: biodiversity loss, bird biodiversity, house price index, non-random habitat loss

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Authors: Marcel Meinhardt, Manfred Keuser, Thomas Braml

Abstract:

Cracking of reinforced concrete is a complex phenomenon induced by direct loads or restraints affecting reinforced concrete structures as soon as the tensile strength of the concrete is exceeded. Hence it is important to predict where cracks will be located and how they will propagate. The bond theory and the crack formulas in the actual design codes, for example, DIN EN 1992-1-1, are all based on the assumption that the reinforcement bars are embedded in homogeneous concrete without taking into account the influence of transverse reinforcement and the real stress situation. However, it can often be observed that real structures such as walls, slabs or beams show a crack spacing that is orientated to the transverse reinforcement bars or to the stirrups. In most Finite Element Analysis studies, the smeared crack approach is used for crack prediction. The disadvantage of this model is that the typical strain localization of a crack on element level can’t be seen. The crack propagation in concrete is a discontinuous process characterized by different factors such as the initial random distribution of defects or the scatter of material properties. Such behavior presupposes the elaboration of adequate models and methods of simulation because traditional mechanical approaches deal mainly with average material parameters. This paper concerned with the modelling of the initiation and the propagation of cracks in reinforced concrete structures considering the influence of transverse reinforcement and the real stress distribution in reinforced concrete (R/C) beams/plates in bending action. Therefore, a parameter study was carried out to investigate: (I) the influence of the transversal reinforcement to the stress distribution in concrete in bending mode and (II) the crack initiation in dependence of the diameter and distance of the transversal reinforcement to each other. The numerical investigations on the crack initiation and propagation were carried out with a 2D reinforced concrete structure subjected to quasi static loading and given boundary conditions. To model the uncertainty in the tensile strength of concrete in the Finite Element Analysis correlated normally and lognormally distributed random filed with different correlation lengths were generated. The paper also presents and discuss different methods to generate random fields, e.g. the Covariance Matrix Decomposition Method. For all computations, a plastic constitutive law with softening was used to model the crack initiation and the damage of the concrete in tension. It was found that the distributions of crack spacing and crack widths are highly dependent of the used random field. These distributions are validated to experimental studies on R/C panels which were carried out at the Laboratory for Structural Engineering at the University of the German Armed Forces in Munich. Also, a recommendation for parameters of the random field for realistic modelling the uncertainty of the tensile strength is given. The aim of this research was to show a method in which the localization of strains and cracks as well as the influence of transverse reinforcement on the crack initiation and propagation in Finite Element Analysis can be seen.

Keywords: crack initiation, crack modelling, crack propagation, cracks, numerical simulation, random fields, reinforced concrete, stochastic

Procedia PDF Downloads 119

Authors: Aamna Lawrence, Ashutosh Mishra

Abstract:

Tremors occur in 60% of the patients who have Multiple Sclerosis (MS), the most common demyelinating disease that affects the central and peripheral nervous system, and are the primary cause of disability in young adults. While pharmacological agents provide minimal benefits, surgical interventions like Deep Brain Stimulation and Thalamotomy are riddled with dangerous complications which make non-invasive electrical stimulation an appealing treatment of choice for dealing with tremors. Hence, we hypothesized that if the non-invasive electrical stimulation parameters (mainly frequency) can be computed by mathematically modeling the nerve fibre to take into consideration the minutest details of the axon morphologies, tremors due to demyelination can be optimally alleviated. In this computational study, we have modeled the random demyelination pattern in a nerve fibre that typically manifests in MS using the High-Density Hodgkin-Huxley model with suitable modifications to account for the myelin. The internode of the nerve fibre in our model could have up to ten demyelinated regions each having random length and myelin thickness. The arrival time of action potentials traveling the demyelinated and the normally myelinated nerve fibre between two fixed points in space was noted, and its relationship with the nerve fibre radius ranging from 5µm to 12µm was analyzed. It was interesting to note that there were no overlaps between the arrival time for action potentials traversing the demyelinated and normally myelinated nerve fibres even when a single internode of the nerve fibre was demyelinated. The study gave us an opportunity to design DC pulses whose frequency of application would be a function of the random demyelination pattern to block only the delayed tremor-causing action potentials. The DC pulses could be delivered to the peripheral nervous system non-invasively by an electrode bracelet that would suppress any shakiness beyond it thus paving the way for wearable neuro-rehabilitative technologies.

Keywords: demyelination, Hodgkin-Huxley model, non-invasive electrical stimulation, tremor

Procedia PDF Downloads 105

Authors: Mochamad Beta Auditama, Yusuf Kurniawan

Abstract:

A smartphone or tablet require a strong randomness to establish secure encrypted communication, encrypt files, etc. Therefore, random number generation is one of the main keys to provide secrecy. Android devices are equipped with hardware-based sensors, such as accelerometer, gyroscope, etc. Each of these sensors provides a stochastic process which has a potential to be used as an extra randomness source, in addition to /dev/random and /dev/urandom pseudorandom number generators. Android sensors can provide randomness automatically. To obtain randomness from Android sensors, each one of Android sensors shall be used to construct an entropy source. After all entropy sources are constructed, output from these entropy sources are combined to provide more entropy. Then, a deterministic process is used to produces a sequence of random bits from the combined output. All of these processes are done in accordance with NIST SP 800-22 and the series of NIST SP 800-90. The operation conditions are done 1) on Android user-space, and 2) the Android device is placed motionless on a desk.

Keywords: Android hardware-based sensor, deterministic process, entropy source, random number generation/generators

Procedia PDF Downloads 343

Authors: Wenjie Qin, Kewei Lv

Abstract:

In 1996, Boneh and Venkatesan proposed the Hidden Number Problem (HNP) and proved the most significant bits (MSB) of computational Diffie-Hellman key exchange scheme and related schemes are unpredictable bits. They also gave a method which is a lattice rounding technique to solve HNP in non-uniform model. In this paper, we put forward a new concept that is Schnorr-MSB-HNP. We also reduce the problem of solving Schnorr signature private key with a few consecutive most significant bits of random nonce (used at each signature generation) to Schnorr-MSB-HNP, then we use the rounding technique to solve the Schnorr-MSB-HNP. We have come to the conclusion that if there is a ‘miraculous box’ which inputs the random nonce and outputs 2loglogq (q is a prime number) most significant bits of nonce, the signature private key will be obtained by choosing 2logq signature messages randomly. Thus we get an attack on the Schnorr signature private key.

Keywords: rounding technique, most significant bits, Schnorr signature algorithm, nonce, Schnorr-MSB-HNP

Procedia PDF Downloads 203