Search results for: Markov
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 198

Search results for: Markov

48 Effect of Atmospheric Turbulence on Hybrid FSO/RF Link Availability under Qatar's Harsh Climate

Authors: Abir Touati, Syed Jawad Hussain, Farid Touati, Ammar Bouallegue

Abstract:

Although there has been a growing interest in the hybrid free-space optical link and radio frequency FSO/RF communication system, the current literature is limited to results obtained in moderate or cold environment. In this paper, using a soft switching approach, we investigate the effect of weather inhomogeneities on the strength of turbulence hence the channel refractive index under Qatar harsh environment and their influence on the hybrid FSO/RF availability. In this approach, either FSO/RF or simultaneous or none of them can be active. Based on soft switching approach and a finite state Markov Chain (FSMC) process, we model the channel fading for the two links and derive a mathematical expression for the outage probability of the hybrid system. Then, we evaluate the behavior of the hybrid FSO/RF under hazy and harsh weather. Results show that the FSO/RF soft switching renders the system outage probability less than that of each link individually. A soft switching algorithm is being implemented on FPGAs using Raptor code interfaced to the two terminals of a 1Gbps/100 Mbps FSO/RF hybrid system, the first being implemented in the region. Experimental results are compared to the above simulation results.

Keywords: atmospheric turbulence, haze, hybrid FSO/RF, outage probability, refractive index

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47 A Bayesian Multivariate Microeconometric Model for Estimation of Price Elasticity of Demand

Authors: Jefferson Hernandez, Juan Padilla

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Estimation of price elasticity of demand is a valuable tool for the task of price settling. Given its relevance, it is an active field for microeconomic and statistical research. Price elasticity in the industry of oil and gas, in particular for fuels sold in gas stations, has shown to be a challenging topic given the market and state restrictions, and underlying correlations structures between the types of fuels sold by the same gas station. This paper explores the Lotka-Volterra model for the problem for price elasticity estimation in the context of fuels; in addition, it is introduced multivariate random effects with the purpose of dealing with errors, e.g., measurement or missing data errors. In order to model the underlying correlation structures, the Inverse-Wishart, Hierarchical Half-t and LKJ distributions are studied. Here, the Bayesian paradigm through Markov Chain Monte Carlo (MCMC) algorithms for model estimation is considered. Simulation studies covering a wide range of situations were performed in order to evaluate parameter recovery for the proposed models and algorithms. Results revealed that the proposed algorithms recovered quite well all model parameters. Also, a real data set analysis was performed in order to illustrate the proposed approach.

Keywords: price elasticity, volume, correlation structures, Bayesian models

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46 Image Segmentation Techniques: Review

Authors: Lindani Mbatha, Suvendi Rimer, Mpho Gololo

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Image segmentation is the process of dividing an image into several sections, such as the object's background and the foreground. It is a critical technique in both image-processing tasks and computer vision. Most of the image segmentation algorithms have been developed for gray-scale images and little research and algorithms have been developed for the color images. Most image segmentation algorithms or techniques vary based on the input data and the application. Nearly all of the techniques are not suitable for noisy environments. Most of the work that has been done uses the Markov Random Field (MRF), which involves the computations and is said to be robust to noise. In the past recent years' image segmentation has been brought to tackle problems such as easy processing of an image, interpretation of the contents of an image, and easy analysing of an image. This article reviews and summarizes some of the image segmentation techniques and algorithms that have been developed in the past years. The techniques include neural networks (CNN), edge-based techniques, region growing, clustering, and thresholding techniques and so on. The advantages and disadvantages of medical ultrasound image segmentation techniques are also discussed. The article also addresses the applications and potential future developments that can be done around image segmentation. This review article concludes with the fact that no technique is perfectly suitable for the segmentation of all different types of images, but the use of hybrid techniques yields more accurate and efficient results.

Keywords: clustering-based, convolution-network, edge-based, region-growing

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45 A Mixed Integer Programming Model for Optimizing the Layout of an Emergency Department

Authors: Farhood Rismanchian, Seong Hyeon Park, Young Hoon Lee

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During the recent years, demand for healthcare services has dramatically increased. As the demand for healthcare services increases, so does the necessity of constructing new healthcare buildings and redesigning and renovating existing ones. Increasing demands necessitate the use of optimization techniques to improve the overall service efficiency in healthcare settings. However, high complexity of care processes remains the major challenge to accomplish this goal. This study proposes a method based on process mining results to address the high complexity of care processes and to find the optimal layout of the various medical centers in an emergency department. ProM framework is used to discover clinical pathway patterns and relationship between activities. Sequence clustering plug-in is used to remove infrequent events and to derive the process model in the form of Markov chain. The process mining results served as an input for the next phase which consists of the development of the optimization model. Comparison of the current ED design with the one obtained from the proposed method indicated that a carefully designed layout can significantly decrease the distances that patients must travel.

Keywords: Mixed Integer programming, Facility layout problem, Process Mining, Healthcare Operation Management

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44 Evaluating Machine Learning Techniques for Activity Classification in Smart Home Environments

Authors: Talal Alshammari, Nasser Alshammari, Mohamed Sedky, Chris Howard

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With the widespread adoption of the Internet-connected devices, and with the prevalence of the Internet of Things (IoT) applications, there is an increased interest in machine learning techniques that can provide useful and interesting services in the smart home domain. The areas that machine learning techniques can help advance are varied and ever-evolving. Classifying smart home inhabitants’ Activities of Daily Living (ADLs), is one prominent example. The ability of machine learning technique to find meaningful spatio-temporal relations of high-dimensional data is an important requirement as well. This paper presents a comparative evaluation of state-of-the-art machine learning techniques to classify ADLs in the smart home domain. Forty-two synthetic datasets and two real-world datasets with multiple inhabitants are used to evaluate and compare the performance of the identified machine learning techniques. Our results show significant performance differences between the evaluated techniques. Such as AdaBoost, Cortical Learning Algorithm (CLA), Decision Trees, Hidden Markov Model (HMM), Multi-layer Perceptron (MLP), Structured Perceptron and Support Vector Machines (SVM). Overall, neural network based techniques have shown superiority over the other tested techniques.

Keywords: activities of daily living, classification, internet of things, machine learning, prediction, smart home

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43 Optimal Opportunistic Maintenance Policy for a Two-Unit System

Authors: Nooshin Salari, Viliam Makis, Jane Doe

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This paper presents a maintenance policy for a system consisting of two units. Unit 1 is gradually deteriorating and is subject to soft failure. Unit 2 has a general lifetime distribution and is subject to hard failure. Condition of unit 1 of the system is monitored periodically and it is considered as failed when its deterioration level reaches or exceeds a critical level N. At the failure time of unit 2 system is considered as failed, and unit 2 will be correctively replaced by the next inspection epoch. Unit 1 or 2 are preventively replaced when deterioration level of unit 1 or age of unit 2 exceeds the related preventive maintenance (PM) levels. At the time of corrective or preventive replacement of unit 2, there is an opportunity to replace unit 1 if its deterioration level reaches the opportunistic maintenance (OM) level. If unit 2 fails in an inspection interval, system stops operating although unit 1 has not failed. A mathematical model is derived to find the preventive and opportunistic replacement levels for unit 1 and preventive replacement age for unit 2, that minimize the long run expected average cost per unit time. The problem is formulated and solved in the semi-Markov decision process (SMDP) framework. Numerical example is provided to illustrate the performance of the proposed model and the comparison of the proposed model with an optimal policy without opportunistic maintenance level for unit 1 is carried out.

Keywords: condition-based maintenance, opportunistic maintenance, preventive maintenance, two-unit system

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42 A Flexible Bayesian State-Space Modelling for Population Dynamics of Wildlife and Livestock Populations

Authors: Sabyasachi Mukhopadhyay, Joseph Ogutu, Hans-Peter Piepho

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We aim to model dynamics of wildlife or pastoral livestock population for understanding of their population change and hence for wildlife conservation and promoting human welfare. The study is motivated by an age-sex structured population counts in different regions of Serengeti-Mara during the period 1989-2003. Developing reliable and realistic models for population dynamics of large herbivore population can be a very complex and challenging exercise. However, the Bayesian statistical domain offers some flexible computational methods that enable the development and efficient implementation of complex population dynamics models. In this work, we have used a novel Bayesian state-space model to analyse the dynamics of topi and hartebeest populations in the Serengeti-Mara Ecosystem of East Africa. The state-space model involves survival probabilities of the animals which further depend on various factors like monthly rainfall, size of habitat, etc. that cause recent declines in numbers of the herbivore populations and potentially threaten their future population viability in the ecosystem. Our study shows that seasonal rainfall is the most important factors shaping the population size of animals and indicates the age-class which most severely affected by any change in weather conditions.

Keywords: bayesian state-space model, Markov Chain Monte Carlo, population dynamics, conservation

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41 Genome Sequencing of the Yeast Saccharomyces cerevisiae Strain 202-3

Authors: Yina A. Cifuentes Triana, Andrés M. Pinzón Velásco, Marío E. Velásquez Lozano

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In this work the sequencing and genome characterization of a natural isolate of Saccharomyces cerevisiae yeast (strain 202-3), identified with potential for the production of second generation ethanol from sugarcane bagasse hydrolysates is presented. This strain was selected because its capability to consume xylose during the fermentation of sugarcane bagasse hydrolysates, taking into account that many strains of S. cerevisiae are incapable of processing this sugar. This advantage and other prominent positive aspects during fermentation profiles evaluated in bagasse hydrolysates made the strain 202-3 a candidate strain to improve the production of second-generation ethanol, which was proposed as a first step to study the strain at the genomic level. The molecular characterization was carried out by genome sequencing with the Illumina HiSeq 2000 platform paired end; the assembly was performed with different programs, finally choosing the assembler ABYSS with kmer 89. Gene prediction was developed with the approach of hidden Markov models with Augustus. The genes identified were scored based on similarity with public databases of nucleotide and protein. Records were organized from ontological functions at different hierarchical levels, which identified central metabolic functions and roles of the S. cerevisiae strain 202-3, highlighting the presence of four possible new proteins, two of them probably associated with the positive consumption of xylose.

Keywords: cellulosic ethanol, Saccharomyces cerevisiae, genome sequencing, xylose consumption

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40 Bayesian Analysis of Topp-Leone Generalized Exponential Distribution

Authors: Najrullah Khan, Athar Ali Khan

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The Topp-Leone distribution was introduced by Topp- Leone in 1955. In this paper, an attempt has been made to fit Topp-Leone Generalized exponential (TPGE) distribution. A real survival data set is used for illustrations. Implementation is done using R and JAGS and appropriate illustrations are made. R and JAGS codes have been provided to implement censoring mechanism using both optimization and simulation tools. The main aim of this paper is to describe and illustrate the Bayesian modelling approach to the analysis of survival data. Emphasis is placed on the modeling of data and the interpretation of the results. Crucial to this is an understanding of the nature of the incomplete or 'censored' data encountered. Analytic approximation and simulation tools are covered here, but most of the emphasis is on Markov chain based Monte Carlo method including independent Metropolis algorithm, which is currently the most popular technique. For analytic approximation, among various optimization algorithms and trust region method is found to be the best. In this paper, TPGE model is also used to analyze the lifetime data in Bayesian paradigm. Results are evaluated from the above mentioned real survival data set. The analytic approximation and simulation methods are implemented using some software packages. It is clear from our findings that simulation tools provide better results as compared to those obtained by asymptotic approximation.

Keywords: Bayesian Inference, JAGS, Laplace Approximation, LaplacesDemon, posterior, R Software, simulation

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39 Joint Modeling of Longitudinal and Time-To-Event Data with Latent Variable

Authors: Xinyuan Y. Song, Kai Kang

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Joint models for analyzing longitudinal and survival data are widely used to investigate the relationship between a failure time process and time-variant predictors. A common assumption in conventional joint models in the survival analysis literature is that all predictors are observable. However, this assumption may not always be supported because unobservable traits, namely, latent variables, which are indirectly observable and should be measured through multiple observed variables, are commonly encountered in the medical, behavioral, and financial research settings. In this study, a joint modeling approach to deal with this feature is proposed. The proposed model comprises three parts. The first part is a dynamic factor analysis model for characterizing latent variables through multiple observed indicators over time. The second part is a random coefficient trajectory model for describing the individual trajectories of latent variables. The third part is a proportional hazard model for examining the effects of time-invariant predictors and the longitudinal trajectories of time-variant latent risk factors on hazards of interest. A Bayesian approach coupled with a Markov chain Monte Carlo algorithm to perform statistical inference. An application of the proposed joint model to a study on the Alzheimer's disease neuroimaging Initiative is presented.

Keywords: Bayesian analysis, joint model, longitudinal data, time-to-event data

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38 Bayesian Semiparametric Geoadditive Modelling of Underweight Malnutrition of Children under 5 Years in Ethiopia

Authors: Endeshaw Assefa Derso, Maria Gabriella Campolo, Angela Alibrandi

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Objectives:Early childhood malnutrition can have long-term and irreversible effects on a child's health and development. This study uses the Bayesian method with spatial variation to investigate the flexible trends of metrical covariates and to identify communities at high risk of injury. Methods: Cross-sectional data on underweight are collected from the 2016 Ethiopian Demographic and Health Survey (EDHS). The Bayesian geo-additive model is performed. Appropriate prior distributions were provided for scall parameters in the models, and the inference is entirely Bayesian, using Monte Carlo Markov chain (MCMC) stimulation. Results: The results show that metrical covariates like child age, maternal body mass index (BMI), and maternal age affect a child's underweight non-linearly. Lower and higher maternal BMI seem to have a significant impact on the child’s high underweight. There was also a significant spatial heterogeneity, and based on IDW interpolation of predictive values, the western, central, and eastern parts of the country are hotspot areas. Conclusion: Socio-demographic and community- based programs development should be considered compressively in Ethiopian policy to combat childhood underweight malnutrition.

Keywords: bayesX, Ethiopia, malnutrition, MCMC, semi-parametric bayesian analysis, spatial distribution, P- splines

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37 Determining the Effects of Wind-Aided Midge Movement on the Probability of Coexistence of Multiple Bluetongue Virus Serotypes in Patchy Environments

Authors: Francis Mugabi, Kevin Duffy, Joseph J. Y. T Mugisha, Obiora Collins

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Bluetongue virus (BTV) has 27 serotypes, with some of them coexisting in patchy (different) environments, which make its control difficult. Wind-aided midge movement is a known mechanism in the spread of BTV. However, its effects on the probability of coexistence of multiple BTV serotypes are not clear. Deterministic and stochastic models for r BTV serotypes in n discrete patches connected by midge and/or cattle movement are formulated and analyzed. For the deterministic model without midge and cattle movement, using the comparison principle, it is shown that if the patch reproduction number R0 < 1, i=1,2,...,n, j=1,2,...,r, all serotypes go extinct. If R^j_i0>1, competitive exclusion takes place. Using numerical simulations, it is shown that when the n patches are connected by midge movement, coexistence takes place. To account for demographic and movement variability, the deterministic model is transformed into a continuous-time Markov chain stochastic model. Utilizing a multitype branching process, it is shown that the midge movement can have a large effect on the probability of coexistence of multiple BTV serotypes. The probability of coexistence can be brought to zero when the control interventions that directly kill the adult midges are applied. These results indicate the significance of wind-aided midge movement and vector control interventions on the coexistence and control of multiple BTV serotypes in patchy environments.

Keywords: bluetongue virus, coexistence, multiple serotypes, midge movement, branching process

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36 Analysis of a Discrete-time Geo/G/1 Queue Integrated with (s, Q) Inventory Policy at a Service Facility

Authors: Akash Verma, Sujit Kumar Samanta

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This study examines a discrete-time Geo/G/1 queueing-inventory system attached with (s, Q) inventory policy. Assume that the customers follow the Bernoulli process on arrival. Each customer demands a single item with arbitrarily distributed service time. The inventory is replenished by an outside supplier, and the lead time for the replenishment is determined by a geometric distribution. There is a single server and infinite waiting space in this facility. Demands must wait in the specified waiting area during a stock-out period. The customers are served on a first-come-first-served basis. With the help of the embedded Markov chain technique, we determine the joint probability distributions of the number of customers in the system and the number of items in stock at the post-departure epoch using the Matrix Analytic approach. We relate the system length distribution at post-departure and outside observer's epochs to determine the joint probability distribution at the outside observer's epoch. We use probability distributions at random epochs to determine the waiting time distribution. We obtain the performance measures to construct the cost function. The optimum values of the order quantity and reordering point are found numerically for the variety of model parameters.

Keywords: discrete-time queueing inventory model, matrix analytic method, waiting-time analysis, cost optimization

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35 Real-Time Gesture Recognition System Using Microsoft Kinect

Authors: Ankita Wadhawan, Parteek Kumar, Umesh Kumar

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Gesture is any body movement that expresses some attitude or any sentiment. Gestures as a sign language are used by deaf people for conveying messages which helps in eliminating the communication barrier between deaf people and normal persons. Nowadays, everybody is using mobile phone and computer as a very important gadget in their life. But there are some physically challenged people who are blind/deaf and the use of mobile phone or computer like device is very difficult for them. So, there is an immense need of a system which works on body gesture or sign language as input. In this research, Microsoft Kinect Sensor, SDK V2 and Hidden Markov Toolkit (HTK) are used to recognize the object, motion of object and human body joints through Touch less NUI (Natural User Interface) in real-time. The depth data collected from Microsoft Kinect has been used to recognize gestures of Indian Sign Language (ISL). The recorded clips are analyzed using depth, IR and skeletal data at different angles and positions. The proposed system has an average accuracy of 85%. The developed Touch less NUI provides an interface to recognize gestures and controls the cursor and click operation in computer just by waving hand gesture. This research will help deaf people to make use of mobile phones, computers and socialize among other persons in the society.

Keywords: gesture recognition, Indian sign language, Microsoft Kinect, natural user interface, sign language

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34 A Hierarchical Method for Multi-Class Probabilistic Classification Vector Machines

Authors: P. Byrnes, F. A. DiazDelaO

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The Support Vector Machine (SVM) has become widely recognised as one of the leading algorithms in machine learning for both regression and binary classification. It expresses predictions in terms of a linear combination of kernel functions, referred to as support vectors. Despite its popularity amongst practitioners, SVM has some limitations, with the most significant being the generation of point prediction as opposed to predictive distributions. Stemming from this issue, a probabilistic model namely, Probabilistic Classification Vector Machines (PCVM), has been proposed which respects the original functional form of SVM whilst also providing a predictive distribution. As physical system designs become more complex, an increasing number of classification tasks involving industrial applications consist of more than two classes. Consequently, this research proposes a framework which allows for the extension of PCVM to a multi class setting. Additionally, the original PCVM framework relies on the use of type II maximum likelihood to provide estimates for both the kernel hyperparameters and model evidence. In a high dimensional multi class setting, however, this approach has been shown to be ineffective due to bad scaling as the number of classes increases. Accordingly, we propose the application of Markov Chain Monte Carlo (MCMC) based methods to provide a posterior distribution over both parameters and hyperparameters. The proposed framework will be validated against current multi class classifiers through synthetic and real life implementations.

Keywords: probabilistic classification vector machines, multi class classification, MCMC, support vector machines

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33 Microbiological Activity and Molecular Docking Study of Selected Steroid Derivatives of Biomedical Importance

Authors: Milica Karadzic, Lidija Jevric, Sanja Podunavac-Kuzmanovic, Strahinja Kovacevic, Sinisa Markov, Aleksandar Okljesa, Andrea Nikolic, Marija Sakac, Katarina Penov Gasi

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This study considered the microbiological activity determination and molecular docking study for selected steroid derivatives of biomedical importance. Minimal inhibitory concentration (MIC) was determined for steroid derivatives against Staphylococcus aureus using macrodilution method. Some of the investigated steroid derivatives express bacteriostatic effect against Staphylococcus aureus. Molecular docking approaches are the most widely used techniques for predicting the binding mode of a ligand. Molecular docking study was done for steroid derivatives for androgen receptor negative prostate cancer cell line (PC-3) toward Human Cytochrome P450 CYP17A1. The molecules that had the smallest experimental IC50 values confirmed their ability to dock into active place using suitable molecular docking procedure. The binding disposition of those molecules was thoroughly investigated. Microbiological analysis and molecular docking study were conducted with aim to additionally characterize selected steroid derivatives for future investigation regarding their biological activity and to estimate the binding-affinities of investigated derivatives. This article is based upon work from COST Action (TD1305), supported by COST (European Cooperation and Science and Technology).

Keywords: binding affinity, minimal inhibitory concentration, molecular docking, pc-3 cell line, staphylococcus aureus, steroids

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32 Analyzing the Impact of Migration on HIV and AIDS Incidence Cases in Malaysia

Authors: Ofosuhene O. Apenteng, Noor Azina Ismail

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The human immunodeficiency virus (HIV) that causes acquired immune deficiency syndrome (AIDS) remains a global cause of morbidity and mortality. It has caused panic since its emergence. Relationships between migration and HIV/AIDS have become complex. In the absence of prospectively designed studies, dynamic mathematical models that take into account the migration movement which will give very useful information. We have explored the utility of mathematical models in understanding transmission dynamics of HIV and AIDS and in assessing the magnitude of how migration has impact on the disease. The model was calibrated to HIV and AIDS incidence data from Malaysia Ministry of Health from the period of 1986 to 2011 using Bayesian analysis with combination of Markov chain Monte Carlo method (MCMC) approach to estimate the model parameters. From the estimated parameters, the estimated basic reproduction number was 22.5812. The rate at which the susceptible individual moved to HIV compartment has the highest sensitivity value which is more significant as compared to the remaining parameters. Thus, the disease becomes unstable. This is a big concern and not good indicator from the public health point of view since the aim is to stabilize the epidemic at the disease-free equilibrium. However, these results suggest that the government as a policy maker should make further efforts to curb illegal activities performed by migrants. It is shown that our models reflect considerably the dynamic behavior of the HIV/AIDS epidemic in Malaysia and eventually could be used strategically for other countries.

Keywords: epidemic model, reproduction number, HIV, MCMC, parameter estimation

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31 Decision Support: How Explainable A.I. Can Improve Transparency and Trust with Human Users

Authors: Devon Brown, Liu Chunmei

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This paper will present an analysis as part of the researchers dissertation topic focusing on the intersection of affective and analytical directed acyclic graphs (DAGs) in the context of Decision Support Systems (DSS). The researcher’s work involves analyzing decision theory models like Affective and Bayesian Decision theory models and how they could be implemented under an Affective Computing Framework using Information Fusion and Human-Centered Design. Additionally, the researcher is beginning research on an Affective-Analytic Decision Framework (AADF) model for their dissertation research and are looking to merge logic and analytic models with empathetic insights into affective DAGs. Data-collection efforts begin Fall 2024 and in preparation for the efforts this paper looks to analyze previous research in this area and introduce the AADF framework and propose conceptual models for consideration. For this paper, the research emphasis is placed on analyzing Bayesian networks and Markov models which offer probabilistic techniques during uncertainty in decision-making. Ideally, including affect into analytic models will ensure algorithms can increase user trust with algorithms by including emotional states and the user’s experience with the goal of developing emotionally intelligent A.I. systems that can start to navigate the complex fabric of human emotion during decision-making.

Keywords: decision support systems, explainable AI, HCAI techniques, affective-analytical decision framework

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30 Budget Optimization for Maintenance of Bridges in Egypt

Authors: Hesham Abd Elkhalek, Sherif M. Hafez, Yasser M. El Fahham

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Allocating limited budget to maintain bridge networks and selecting effective maintenance strategies for each bridge represent challenging tasks for maintenance managers and decision makers. In Egypt, bridges are continuously deteriorating. In many cases, maintenance works are performed due to user complaints. The objective of this paper is to develop a practical and reliable framework to manage the maintenance, repair, and rehabilitation (MR&R) activities of Bridges network considering performance and budget limits. The model solves an optimization problem that maximizes the average condition of the entire network given the limited available budget using Genetic Algorithm (GA). The framework contains bridge inventory, condition assessment, repair cost calculation, deterioration prediction, and maintenance optimization. The developed model takes into account multiple parameters including serviceability requirements, budget allocation, element importance on structural safety and serviceability, bridge impact on network, and traffic. A questionnaire is conducted to complete the research scope. The proposed model is implemented in software, which provides a friendly user interface. The framework provides a multi-year maintenance plan for the entire network for up to five years. A case study of ten bridges is presented to validate and test the proposed model with data collected from Transportation Authorities in Egypt. Different scenarios are presented. The results are reasonable, feasible and within acceptable domain.

Keywords: bridge management systems (BMS), cost optimization condition assessment, fund allocation, Markov chain

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29 The Analysis of Emergency Shutdown Valves Torque Data in Terms of Its Use as a Health Indicator for System Prognostics

Authors: Ewa M. Laskowska, Jorn Vatn

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Industry 4.0 focuses on digital optimization of industrial processes. The idea is to use extracted data in order to build a decision support model enabling use of those data for real time decision making. In terms of predictive maintenance, the desired decision support tool would be a model enabling prognostics of system's health based on the current condition of considered equipment. Within area of system prognostics and health management, a commonly used health indicator is Remaining Useful Lifetime (RUL) of a system. Because the RUL is a random variable, it has to be estimated based on available health indicators. Health indicators can be of different types and come from different sources. They can be process variables, equipment performance variables, data related to number of experienced failures, etc. The aim of this study is the analysis of performance variables of emergency shutdown valves (ESV) used in oil and gas industry. ESV is inspected periodically, and at each inspection torque and time of valve operation are registered. The data will be analyzed by means of machine learning or statistical analysis. The purpose is to investigate whether the available data could be used as a health indicator for a prognostic purpose. The second objective is to examine what is the most efficient way to incorporate the data into predictive model. The idea is to check whether the data can be applied in form of explanatory variables in Markov process or whether other stochastic processes would be a more convenient to build an RUL model based on the information coming from registered data.

Keywords: emergency shutdown valves, health indicator, prognostics, remaining useful lifetime, RUL

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28 Residual Lifetime Estimation for Weibull Distribution by Fusing Expert Judgements and Censored Data

Authors: Xiang Jia, Zhijun Cheng

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The residual lifetime of a product is the operation time between the current time and the time point when the failure happens. The residual lifetime estimation is rather important in reliability analysis. To predict the residual lifetime, it is necessary to assume or verify a particular distribution that the lifetime of the product follows. And the two-parameter Weibull distribution is frequently adopted to describe the lifetime in reliability engineering. Due to the time constraint and cost reduction, a life testing experiment is usually terminated before all the units have failed. Then the censored data is usually collected. In addition, other information could also be obtained for reliability analysis. The expert judgements are considered as it is common that the experts could present some useful information concerning the reliability. Therefore, the residual lifetime is estimated for Weibull distribution by fusing the censored data and expert judgements in this paper. First, the closed-forms concerning the point estimate and confidence interval for the residual lifetime under the Weibull distribution are both presented. Next, the expert judgements are regarded as the prior information and how to determine the prior distribution of Weibull parameters is developed. For completeness, the cases that there is only one, and there are more than two expert judgements are both focused on. Further, the posterior distribution of Weibull parameters is derived. Considering that it is difficult to derive the posterior distribution of residual lifetime, a sample-based method is proposed to generate the posterior samples of Weibull parameters based on the Monte Carlo Markov Chain (MCMC) method. And these samples are used to obtain the Bayes estimation and credible interval for the residual lifetime. Finally, an illustrative example is discussed to show the application. It demonstrates that the proposed method is rather simple, satisfactory, and robust.

Keywords: expert judgements, information fusion, residual lifetime, Weibull distribution

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27 Bayesian Locally Approach for Spatial Modeling of Visceral Leishmaniasis Infection in Northern and Central Tunisia

Authors: Kais Ben-Ahmed, Mhamed Ali-El-Aroui

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This paper develops a Local Generalized Linear Spatial Model (LGLSM) to describe the spatial variation of Visceral Leishmaniasis (VL) infection risk in northern and central Tunisia. The response from each region is a number of affected children less than five years of age recorded from 1996 through 2006 from Tunisian pediatric departments and treated as a poison county level data. The model includes climatic factors, namely averages of annual rainfall, extreme values of low temperatures in winter and high temperatures in summer to characterize the climate of each region according to each continentality index, the pluviometric quotient of Emberger (Q2) to characterize bioclimatic regions and component for residual extra-poison variation. The statistical results show the progressive increase in the number of affected children in regions with high continentality index and low mean yearly rainfull. On the other hand, an increase in pluviometric quotient of Emberger contributed to a significant increase in VL incidence rate. When compared with the original GLSM, Bayesian locally modeling is improvement and gives a better approximation of the Tunisian VL risk estimation. According to the Bayesian approach inference, we use vague priors for all parameters model and Markov Chain Monte Carlo method.

Keywords: generalized linear spatial model, local model, extra-poisson variation, continentality index, visceral leishmaniasis, Tunisia

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26 Quantum Statistical Machine Learning and Quantum Time Series

Authors: Omar Alzeley, Sergey Utev

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Minimizing a constrained multivariate function is the fundamental of Machine learning, and these algorithms are at the core of data mining and data visualization techniques. The decision function that maps input points to output points is based on the result of optimization. This optimization is the central of learning theory. One approach to complex systems where the dynamics of the system is inferred by a statistical analysis of the fluctuations in time of some associated observable is time series analysis. The purpose of this paper is a mathematical transition from the autoregressive model of classical time series to the matrix formalization of quantum theory. Firstly, we have proposed a quantum time series model (QTS). Although Hamiltonian technique becomes an established tool to detect a deterministic chaos, other approaches emerge. The quantum probabilistic technique is used to motivate the construction of our QTS model. The QTS model resembles the quantum dynamic model which was applied to financial data. Secondly, various statistical methods, including machine learning algorithms such as the Kalman filter algorithm, are applied to estimate and analyses the unknown parameters of the model. Finally, simulation techniques such as Markov chain Monte Carlo have been used to support our investigations. The proposed model has been examined by using real and simulated data. We establish the relation between quantum statistical machine and quantum time series via random matrix theory. It is interesting to note that the primary focus of the application of QTS in the field of quantum chaos was to find a model that explain chaotic behaviour. Maybe this model will reveal another insight into quantum chaos.

Keywords: machine learning, simulation techniques, quantum probability, tensor product, time series

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25 Influence of Travel Time Reliability on Elderly Drivers Crash Severity

Authors: Ren Moses, Emmanuel Kidando, Eren Ozguven, Yassir Abdelrazig

Abstract:

Although older drivers (defined as those of age 65 and above) are less involved with speeding, alcohol use as well as night driving, they are more vulnerable to severe crashes. The major contributing factors for severe crashes include frailty and medical complications. Several studies have evaluated the contributing factors on severity of crashes. However, few studies have established the impact of travel time reliability (TTR) on road safety. In particular, the impact of TTR on senior adults who face several challenges including hearing difficulties, decreasing of the processing skills and cognitive problems in driving is not well established. Therefore, this study focuses on determining possible impacts of TTR on the traffic safety with focus on elderly drivers. Historical travel speed data from freeway links in the study area were used to calculate travel time and the associated TTR metrics that is, planning time index, the buffer index, the standard deviation of the travel time and the probability of congestion. Four-year information on crashes occurring on these freeway links was acquired. The binary logit model estimated using the Markov Chain Monte Carlo (MCMC) sampling technique was used to evaluate variables that could be influencing elderly crash severity. Preliminary results of the analysis suggest that TTR is statistically significant in affecting the severity of a crash involving an elderly driver. The result suggests that one unit increase in the probability of congestion reduces the likelihood of the elderly severe crash by nearly 22%. These findings will enhance the understanding of TTR and its impact on the elderly crash severity.

Keywords: highway safety, travel time reliability, elderly drivers, traffic modeling

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24 Fight against Money Laundering with Optical Character Recognition

Authors: Saikiran Subbagari, Avinash Malladhi

Abstract:

Anti Money Laundering (AML) regulations are designed to prevent money laundering and terrorist financing activities worldwide. Financial institutions around the world are legally obligated to identify, assess and mitigate the risks associated with money laundering and report any suspicious transactions to governing authorities. With increasing volumes of data to analyze, financial institutions seek to automate their AML processes. In the rise of financial crimes, optical character recognition (OCR), in combination with machine learning (ML) algorithms, serves as a crucial tool for automating AML processes by extracting the data from documents and identifying suspicious transactions. In this paper, we examine the utilization of OCR for AML and delve into various OCR techniques employed in AML processes. These techniques encompass template-based, feature-based, neural network-based, natural language processing (NLP), hidden markov models (HMMs), conditional random fields (CRFs), binarizations, pattern matching and stroke width transform (SWT). We evaluate each technique, discussing their strengths and constraints. Also, we emphasize on how OCR can improve the accuracy of customer identity verification by comparing the extracted text with the office of foreign assets control (OFAC) watchlist. We will also discuss how OCR helps to overcome language barriers in AML compliance. We also address the implementation challenges that OCR-based AML systems may face and offer recommendations for financial institutions based on the data from previous research studies, which illustrate the effectiveness of OCR-based AML.

Keywords: anti-money laundering, compliance, financial crimes, fraud detection, machine learning, optical character recognition

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23 Modelling Urban Rigidity and Elasticity Growth Boundaries: A Spatial Constraints-Suitability Based Perspective

Authors: Pengcheng Xiang Jr., Xueqing Sun, Dong Ngoduy

Abstract:

In the context of rapid urbanization, urban sprawl has brought about extensive negative impacts on ecosystems and the environment, resulting in a gradual shift from "incremental growth" to ‘stock growth’ in cities. A detailed urban growth boundary is a prerequisite for urban renewal and management. This study takes Shenyang City, China, as the study area and evaluates the spatial distribution of urban spatial suitability in the study area from the perspective of spatial constraints-suitability using multi-source data and simulates the future rigid and elastic growth boundaries of the city in the study area using the CA-Markov model. The results show that (1) the suitable construction area and moderate construction area in the study area account for 8.76% and 19.01% of the total area, respectively, and the suitable construction area and moderate construction area show a trend of distribution from the urban centre to the periphery, mainly in Shenhe District, the southern part of Heping District, the western part of Dongling District, and the central part of Dadong District; (2) the area of expansion of construction land in the study area in the period of 2023-2030 is 153274.6977hm2, accounting for 44.39% of the total area of the study area; (3) the rigid boundary of the study area occupies an area of 153274.6977 hm2, accounting for 44.39% of the total area of the study area, and the elastic boundary of the study area contains an area of 75362.61 hm2, accounting for 21.69% of the total area of the study area. The study constructed a method for urban growth boundary delineation, which helps to apply remote sensing to guide future urban spatial growth management and urban renewal.

Keywords: urban growth boundary, spatial constraints, spatial suitability, urban sprawl

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22 Deep Reinforcement Learning-Based Computation Offloading for 5G Vehicle-Aware Multi-Access Edge Computing Network

Authors: Ziying Wu, Danfeng Yan

Abstract:

Multi-Access Edge Computing (MEC) is one of the key technologies of the future 5G network. By deploying edge computing centers at the edge of wireless access network, the computation tasks can be offloaded to edge servers rather than the remote cloud server to meet the requirements of 5G low-latency and high-reliability application scenarios. Meanwhile, with the development of IOV (Internet of Vehicles) technology, various delay-sensitive and compute-intensive in-vehicle applications continue to appear. Compared with traditional internet business, these computation tasks have higher processing priority and lower delay requirements. In this paper, we design a 5G-based Vehicle-Aware Multi-Access Edge Computing Network (VAMECN) and propose a joint optimization problem of minimizing total system cost. In view of the problem, a deep reinforcement learning-based joint computation offloading and task migration optimization (JCOTM) algorithm is proposed, considering the influences of multiple factors such as concurrent multiple computation tasks, system computing resources distribution, and network communication bandwidth. And, the mixed integer nonlinear programming problem is described as a Markov Decision Process. Experiments show that our proposed algorithm can effectively reduce task processing delay and equipment energy consumption, optimize computing offloading and resource allocation schemes, and improve system resource utilization, compared with other computing offloading policies.

Keywords: multi-access edge computing, computation offloading, 5th generation, vehicle-aware, deep reinforcement learning, deep q-network

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21 Fast Bayesian Inference of Multivariate Block-Nearest Neighbor Gaussian Process (NNGP) Models for Large Data

Authors: Carlos Gonzales, Zaida Quiroz, Marcos Prates

Abstract:

Several spatial variables collected at the same location that share a common spatial distribution can be modeled simultaneously through a multivariate geostatistical model that takes into account the correlation between these variables and the spatial autocorrelation. The main goal of this model is to perform spatial prediction of these variables in the region of study. Here we focus on a geostatistical multivariate formulation that relies on sharing common spatial random effect terms. In particular, the first response variable can be modeled by a mean that incorporates a shared random spatial effect, while the other response variables depend on this shared spatial term, in addition to specific random spatial effects. Each spatial random effect is defined through a Gaussian process with a valid covariance function, but in order to improve the computational efficiency when the data are large, each Gaussian process is approximated to a Gaussian random Markov field (GRMF), specifically to the block nearest neighbor Gaussian process (Block-NNGP). This approach involves dividing the spatial domain into several dependent blocks under certain constraints, where the cross blocks allow capturing the spatial dependence on a large scale, while each individual block captures the spatial dependence on a smaller scale. The multivariate geostatistical model belongs to the class of Latent Gaussian Models; thus, to achieve fast Bayesian inference, it is used the integrated nested Laplace approximation (INLA) method. The good performance of the proposed model is shown through simulations and applications for massive data.

Keywords: Block-NNGP, geostatistics, gaussian process, GRMF, INLA, multivariate models.

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20 Intergenerational Class Mobility in Greece: A Cross-Cohort Analysis with Evidence from European Union-Statistics on Income and Living Conditions

Authors: G. Stamatopoulou, M. Symeonaki, C. Michalopoulou

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In this work, we study the intergenerational social mobility in Greece, in order to provide up-to-date evidence on the changes in the mobility patterns throughout the years. An analysis for both men and women aged between 25-64 years old is carried out. Three main research objectives are addressed. First, we aim to examine the relationship between the socio-economic status of parents and their children. Secondly, we investigate the evolution of the mobility patterns between different birth cohorts. Finally, the role of education is explored in shaping the mobility patterns. For the analysis, we draw data on both parental and individuals' social outcomes from different national databases. The social class of origins and destination is measured according to the European Socio-Economic Classification (ESeC), while the respondents' educational attainment is coded into categories based on the International Standard Classification of Education (ISCED). Applying the Markov transition probability theory, and a range of measures and models, this work focuses on the magnitude and the direction of the movements that take place in the Greek labour market, as well as the level of social fluidity. Three-way mobility tables are presented, where the transition probabilities between the classes of destination and origins are calculated for different cohorts. Additionally, a range of absolute and relative mobility rates, as well as distance measures, are presented. The study covers a large time span beginning in 1940 until 1995, shedding light on the effects of the national institutional processes on the social movements of individuals. Given the evidence on the mobility patterns of the most recent birth cohorts, we also investigate the possible effects of the 2008 economic crisis.

Keywords: cohort analysis, education, Greece, intergenerational mobility, social class

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19 A Computational Approach for the Prediction of Relevant Olfactory Receptors in Insects

Authors: Zaide Montes Ortiz, Jorge Alberto Molina, Alejandro Reyes

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Insects are extremely successful organisms. A sophisticated olfactory system is in part responsible for their survival and reproduction. The detection of volatile organic compounds can positively or negatively affect many behaviors in insects. Compounds such as carbon dioxide (CO2), ammonium, indol, and lactic acid are essential for many species of mosquitoes like Anopheles gambiae in order to locate vertebrate hosts. For instance, in A. gambiae, the olfactory receptor AgOR2 is strongly activated by indol, which accounts for almost 30% of human sweat. On the other hand, in some insects of agricultural importance, the detection and identification of pheromone receptors (PRs) in lepidopteran species has become a promising field for integrated pest management. For example, with the disruption of the pheromone receptor, BmOR1, mediated by transcription activator-like effector nucleases (TALENs), the sensitivity to bombykol was completely removed affecting the pheromone-source searching behavior in male moths. Then, the detection and identification of olfactory receptors in the genomes of insects is fundamental to improve our understanding of the ecological interactions, and to provide alternatives in the integrated pests and vectors management. Hence, the objective of this study is to propose a bioinformatic workflow to enhance the detection and identification of potential olfactory receptors in genomes of relevant insects. Applying Hidden Markov models (Hmms) and different computational tools, potential candidates for pheromone receptors in Tuta absoluta were obtained, as well as potential carbon dioxide receptors in Rhodnius prolixus, the main vector of Chagas disease. This study showed the validity of a bioinformatic workflow with a potential to improve the identification of certain olfactory receptors in different orders of insects.

Keywords: bioinformatic workflow, insects, olfactory receptors, protein prediction

Procedia PDF Downloads 149