Search results for: applied stochastic model

Authors: Amin Karimi, Lele Zhang, Mark Fackrell

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Rural-to-urban population migrations are a global phenomenon, with projections indicating that by 2050, 68% of the world's population will inhabit densely populated urban centers. Concurrently, the popularity of e-commerce shopping has surged, evidenced by a 51% increase in total e-commerce sales from 2017 to 2021. Consequently, distribution and logistics systems, integral to effective supply chain management, confront escalating hurdles in efficiently delivering and distributing products within bustling urban environments. Additionally, events like environmental challenges and the COVID-19 pandemic have indicated that decision-makers are facing numerous sources of uncertainty. Therefore, to design an efficient and reliable logistics system, uncertainty must be considered. In this study, it examine fleet sizing and routing while considering uncertainty in demand rate. Fleet sizing is typically a strategic-level decision, while routing is an operational-level one. In this study, a carrier must make two types of decisions: strategic-level decisions regarding the number and types of drones to be purchased, and operational-level decisions regarding planning routes based on available fleet and realized demand. If the available fleets are insufficient to serve some customers, the carrier must outsource that delivery at a relatively high cost, calculated per order. With this hierarchy of decisions, it can model the problem using two-stage stochastic programming. The first-stage decisions involve planning the number and type of drones to be purchased, while the second-stage decisions involve planning routes. To solve this model, it employ logic-based benders decomposition, which decomposes the problem into a master problem and a set of sub-problems. The master problem becomes a mixed integer programming model to find the best fleet sizing decisions, and the sub-problems become capacitated vehicle routing problems considering battery status. Additionally, it assume a heterogeneous fleet based on load and battery capacity, and it consider that battery health deteriorates over time as it plan for multiple periods.

Keywords: drone-delivery, stochastic demand, VRP, fleet sizing

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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: Md. Jahoor Alam

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Recent studies suggest that Glucose controls several lifesaving pathways. Glucose molecule is reported to be responsible for the production of ROS (reactive oxygen species). In the present work, a p53-MDM2-Glucose model is developed in order to study spatiotemporal properties of the p53 pathway. The systematic model is mathematically described. The model is numerically simulated using high computational facility. It is observed that the variation in glucose concentration level triggers the system at different states, namely, oscillation death (stabilized), sustain and damped oscillations which correspond to various cellular states. The transition of these states induced by glucose is phase transition-like behaviour. Further, the amplitude of p53 dynamics with the variation of glucose concentration level follows power law behaviour, As(k) ~ kϒ, where, ϒ is a constant. Further Stochastic approach is needed for understanding of realistic behaviour of the model. The present model predicts the variation of p53 states under the influence of glucose molecule which is also supported by experimental facts reported by various research articles.

Keywords: oscillation, temporal behavior, p53, glucose

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Authors: Pirom Thangchitpianpol, Suttipong Jumroonrut

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This research investigates the distribution of food demand for animal food and the optimum amount of that food production at minimum cost. The data consist of customer purchase orders for the food of laying hens, price of food for laying hens, cost per unit for the food inventory, cost related to food of laying hens in which the food is out of stock, such as fine, overtime, urgent purchase for material. They were collected from January, 1990 to December, 2013 from a factory in Nakhonratchasima province. The collected data are analyzed in order to explore the distribution of the monthly food demand for the laying hens and to see the rate of inventory per unit. The results are used in a stochastic linear programming model for aggregate planning in which the optimum production or minimum cost could be obtained. Programming algorithms in MATLAB and tools in Linprog software are used to get the solution. The distribution of the food demand for laying hens and the random numbers are used in the model. The study shows that the distribution of monthly food demand for laying has a normal distribution, the monthly average amount (unit: 30 kg) of production from January to December. The minimum total cost average for 12 months is Baht 62,329,181.77. Therefore, the production planning can reduce the cost by 14.64% from real cost.

Keywords: animal food, stochastic linear programming, aggregate planning, production planning, demand uncertainty

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Authors: Franklin Nantui Mabe, Samuel A. Donkoh, Seidu Al-Hassan

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Rice yields among agro-ecological zones are heterogeneous. Farmers, researchers and policy makers are making frantic efforts to bridge rice yield gaps between agro-ecological zones through the promotion of improved agricultural technologies (IATs). Farmers are also modifying these IATs and blending them with indigenous farming practices (IFPs) to form farmer innovation systems (FISs). Also, different metafrontier models have been used in estimating productivity performances and their drivers. This study used the two-step stochastic metafrontier model to estimate the productivity performances of rice farmers and their determining factors in GSZ, FSTZ and CSZ. The study used both primary and secondary data. Farmers in CSZ are the most technically efficient. Technical inefficiencies of farmers are negatively influenced by age, sex, household size, education years, extension visits, contract farming, access to improved seeds, access to irrigation, high rainfall amount, less lodging of rice, and well-coordinated and synergized adoption of technologies. Albeit farmers in CSZ are doing well in terms of rice yield, they still have the highest potential of increasing rice yield since they had the lowest TGR. It is recommended that government through the ministry of food and agriculture, development partners and individual private companies promote the adoption of IATs as well as educate farmers on how to coordinate and synergize the adoption of the whole package. Contract farming concept and agricultural extension intensification should be vigorously pursued to the latter.

Keywords: efficiency, farmer innovation systems, improved agricultural technologies, two-step stochastic metafrontier approach

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Authors: Iacopo Carnacina, Mohammad Keshtpoor, Richard Yablonsky

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Non-structural protection measures against flooding are becoming increasingly popular flood risk mitigation strategies. In particular, coastal flood insurance impacts not only private citizens but also insurance and reinsurance companies, who may require it to retain solvency and better understand the risks they face from a catastrophic coastal flood event. In this context, a framework is presented here to assess the risk for coastal flooding across the UK. The area has a long history of catastrophic flood events, including the Great Flood of 1953 and the 2013 Cyclone Xaver storm, both of which led to significant loss of life and property. The current framework will leverage a technology based on a hydrodynamic model (Delft3D Flexible Mesh). This flexible mesh technology, coupled with a calibration technique, allows for better utilisation of computational resources, leading to higher resolution and more detailed results. The generation of a stochastic set of extra tropical cyclone (ETC) events supports the evaluation of the financial losses for the whole area, also accounting for correlations between different locations in different scenarios. Finally, the solution shows a detailed analysis for the Thames River, leveraging the information available on flood barriers and levees. Two realistic disaster scenarios for the Greater London area are simulated: In the first scenario, the storm surge intensity is not high enough to fail London’s flood defences, but in the second scenario, London’s flood defences fail, highlighting the potential losses from a catastrophic coastal flood event.

Keywords: storm surge, stochastic model, levee failure, Thames River

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Authors: Ardalan Sabamehr, Ashutosh Bagchi

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Recently, Structural Health Monitoring (SHM) based on the vibration of structures has attracted the attention of researchers in different fields such as: civil, aeronautical and mechanical engineering. Operational Modal Analysis (OMA) have been developed to identify modal properties of infrastructure such as bridge, building and so on. Frequency Domain Decomposition (FDD), Stochastic Subspace Identification (SSI) and Continuous Wavelet Transform (CWT) are the three most common methods in output only modal identification. FDD, SSI, and CWT operate based on the frequency domain, time domain, and time-frequency plane respectively. So, FDD and SSI are not able to display time and frequency at the same time. By the way, FDD and SSI have some difficulties in a noisy environment and finding the closed modes. CWT technique which is currently developed works on time-frequency plane and a reasonable performance in such condition. The other advantage of wavelet transform rather than other current techniques is that it can be applied for the non-stationary signal as well. The aim of this paper is to compare three most common modal identification techniques to find modal properties (such as natural frequency, mode shape, and damping ratio) of three story steel frame which was built in Concordia University Lab by use of ambient vibration. The frame has made of Galvanized steel with 60 cm length, 27 cm width and 133 cm height with no brace along the long span and short space. Three uniaxial wired accelerations (MicroStarin with 100mv/g accuracy) have been attached to the middle of each floor and gateway receives the data and send to the PC by use of Node Commander Software. The real-time monitoring has been performed for 20 seconds with 512 Hz sampling rate. The test is repeated for 5 times in each direction by hand shaking and impact hammer. CWT is able to detect instantaneous frequency by used of ridge detection method. In this paper, partial derivative ridge detection technique has been applied to the local maxima of time-frequency plane to detect the instantaneous frequency. The extracted result from all three methods have been compared, and it demonstrated that CWT has the better performance in term of its accuracy in noisy environment. The modal parameters such as natural frequency, damping ratio and mode shapes are identified from all three methods.

Keywords: ambient vibration, frequency domain decomposition, stochastic subspace identification, continuous wavelet transform

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Authors: Huilan Yao, Huaixin Zhang

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Simulations of the transition flow of model propellers are important for predicting hydrodynamic performance and studying scale effects. In this paper, the transition flow of a model propeller under different loadings are simulated using a transition model provided by STAR-CCM+, and the influence of turbulence intensity (TI) on the transition, especially friction and pressure components of propeller performance, was studied. Before that, the transition model was applied to simulate the transition flow of a flat plate and an airfoil. Predicted transitions agree well with experimental results. Then, the transition model was applied for propeller simulations in open water, and the influence of TI was studied. Under the heavy and moderate loadings, thrust and torque of the propeller predicted by the transition model (different TI) and two turbulence models are very close and agree well with measurements. However, under the light loading, only the transition model with low TI predicts the most accurate results. Above all, the friction components of propeller performance predicted by the transition model with different TI have obvious difference.

Keywords: transition flow, model propellers, hydrodynamic performance, numerical simulation

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Authors: Zhou Jianhong

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Model averaging is a desirable approach to deal with model uncertainty, which, however, has rarely been explored for Poisson regression. In this paper, we propose a model averaging procedure based on an unbiased estimator of the expected Kullback-Leibler distance for the Poisson regression. Simulation study shows that the proposed model average estimator outperforms some other commonly used model selection and model average estimators in some situations. Our proposed methods are further applied to a real data example and the advantage of this method is demonstrated again.

Keywords: model averaging, poission regression, Kullback-Leibler distance, statistics

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Authors: Arnab Roy, P. S. Anil Kumar

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We discuss angle dependent changes to the Barkhausen noise signatures of thin epitaxial Fe films upon altering the angle of the applied field. We observe a sub-critical to critical phase transition in the hysteresis loop of the sample upon increasing the out-of-plane component of the applied field. The observations are discussed in the light of simulations of a 2D Gaussian Random Field Ising Model with references to a reducible form of the Random Anisotropy Ising Model.

Keywords: Barkhausen noise, Planar Hall effect, Random Field Ising Model, Random Anisotropy Ising Model

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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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Authors: Hassan Manouzi

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We present in this paper a useful strategy to solve stochastic partial differential equations (SPDEs) involving stochastic coefficients. Using the Wick-product of higher order and the Wiener-Itˆo chaos expansion, the SPDEs is reformulated as a large system of deterministic partial differential equations. To reduce the computational complexity of this system, we shall use a decomposition-coordination method. To obtain the chaos coefficients in the corresponding deterministic equations, we use a least square formulation. Once this approximation is performed, the statistics of the numerical solution can be easily evaluated.

Keywords: least squares, wick product, SPDEs, finite element, wiener chaos expansion, gradient method

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Authors: Ahmed Ouammi

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This paper presents an integrated decision framework to support decision makers in the selection and optimal allocation of wind power plants in the electric grid. The developed approach intends to maximize the benefice related to the project investment during the planning period. The proposed decision model considers the main cost components, meteorological data, environmental impacts, operation and regulation constraints, and territorial information. The decision framework is expressed as a stochastic constrained optimization problem with the aim to identify the suitable locations and related optimal wind turbine technology considering the operational constraints and maximizing the benefice. The developed decision support system is applied to a case study to demonstrate and validate its performance.

Keywords: decision support systems, electric power grid, optimization, wind energy

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Authors: Ghania Zerari, Abderrezak Guessoum, Rachid Beguenane

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This paper introduces high-performance architecture for fully parallel stochastic Low-Density Parity-Check (LDPC) field programmable gate array (FPGA) based LDPC decoder. The new approach is designed to decrease the decoding latency and to reduce the FPGA logic utilisation. To accomplish the target logic utilisation reduction, the routing of the proposed sub-variable node (VN) internal memory is designed to utilize one slice distributed RAM. Furthermore, a VN initialization, using the channel input probability, is achieved to enhance the decoder convergence, without extra resources and without integrating the output saturated-counters. The Xilinx FPGA implementation, of IEEE 802.3an standard LDPC code, shows that the proposed decoding approach attain high performance along with reduction of FPGA logic utilisation.

Keywords: low-density parity-check (LDPC) decoder, stochastic decoding, field programmable gate array (FPGA), IEEE 802.3an standard

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Authors: Karolína Vozková, Matěj Kuc

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This paper analyzes recent trends in cost efficiency of European cooperative banks using efficient frontier analysis. Our methodology is based on stochastic frontier analysis which is run on a set of 649 European cooperative banks using data between 2006 and 2015. Our results show that average inefficiency of European cooperative banks is increasing since 2008, smaller cooperative banks are significantly more efficient than the bigger ones over the whole time period and that share of net fee and commission income to total income surprisingly seems to have no impact on bank cost efficiency.

Keywords: cooperative banks, cost efficiency, efficient frontier analysis, stochastic frontier analysis, net fee and commission income

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Authors: G. Shahzadi, A. Soulaimani

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This research work aims to identify the physical parameters of the constitutive soil model in the design of a rockfill dam by inverse analysis. The best parameters of the constitutive soil model, are those that minimize the objective function, defined as the difference between the measured and numerical results. The Finite Element code (Plaxis) has been utilized for numerical simulation. Polynomial and neural network-based response surfaces have been generated to analyze the relationship between soil parameters and displacements. The performance of surrogate models has been analyzed and compared by evaluating the root mean square error. A comparative study has been done based on objective functions and optimization techniques. Objective functions are categorized by considering measured data with and without uncertainty in instruments, defined by the least square method, which estimates the norm between the predicted displacements and the measured values. Hydro Quebec provided data sets for the measured values of the Romaine-2 dam. Stochastic optimization, an approach that can overcome local minima, and solve non-convex and non-differentiable problems with ease, is used to obtain an optimum value. Genetic Algorithm (GA), Particle Swarm Optimization (PSO) and Differential Evolution (DE) are compared for the minimization problem, although all these techniques take time to converge to an optimum value; however, PSO provided the better convergence and best soil parameters. Overall, parameter identification analysis could be effectively used for the rockfill dam application and has the potential to become a valuable tool for geotechnical engineers for assessing dam performance and dam safety.

Keywords: Rockfill dam, parameter identification, stochastic analysis, regression, PLAXIS

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Authors: Teng lin, Li Yuxing, Han Hui, Zhao Pengfei, Zhang Datong

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With the development of carbon capture and storage (CCS), the flow assurance of CO2 transportation becomes more important, particularly for supercritical CO2 pipelines. The relieving system using the choke valve is applied to control the pressure in CO2 pipeline. However, the temperature of fluid would drop rapidly because of Joule-Thomson cooling (JTC), which may cause solid CO2 form and block the pipe. In this paper, a Computational Fluid Dynamic (CFD) model, using the modified Lagrangian method, Reynold's Stress Transport model (RSM) for turbulence and stochastic tracking model (STM) for particle trajectory, was developed to predict the deposition characteristic of solid carbon dioxide. The model predictions were in good agreement with the experiment data published in the literature. It can be observed that the particle distribution affected the deposition behavior. In the region of the sudden expansion, the smaller particles accumulated tightly on the wall were dominant for pipe blockage. On the contrary, the size of solid CO2 particles deposited near the outlet usually was bigger and the stacked structure was looser. According to the calculation results, the movement of the particles can be regarded as the main four types: turbulent motion close to the sudden expansion structure, balanced motion at sudden expansion-middle region, inertial motion near the outlet and the escape. Furthermore the particle deposits accumulated primarily in the sudden expansion region, reattachment region and outlet region because of the four type of motion. Also the Stokes number had an effect on the deposition ratio and it is recommended for Stokes number to avoid 3-8St.

Keywords: carbon capture and storage, carbon dioxide pipeline, gas-particle flow, deposition

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Authors: Mohammad Y. Badiee, Saeed Golestani, Mir Saman Pishvaee

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In recent years consumers and governments have been pushing companies to design their activities in such a way as to reduce negative environmental impacts by producing renewable product or threat free disposal policy more and more. It is therefore important to focus more accurate to the optimization of various aspect of total supply chain. Modeling a supply chain can be a challenging process due to the fact that there are a large number of factors that need to be considered in the model. The use of multi-objective optimization can lead to overcome those problems since more information is used when designing the model. Uncertainty is inevitable in real world. Considering uncertainty on parameters in addition to use multi-objectives are ways to give more flexibility to the decision making process since the process can take into account much more constraints and requirements. In this paper we demonstrate a stochastic scenario based robust model to cope with uncertainty in a closed-loop multi-objective supply chain. By applying the proposed model in a real world case, the power of proposed model in handling data uncertainty is shown.

Keywords: supply chain management, closed-loop supply chain, multi-objective optimization, goal programming, uncertainty, robust optimization

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Authors: Loïc Warscotte, Jehan Boreux

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The scientific literature of changepoint detection is vast. Today, a lot of methods are available to detect abrupt changes or slight drift in a signal, based on CUSUM or EWMA charts, for example. However, these methods rely on strong assumptions, such as the stationarity of the stochastic underlying process, or even the independence and Gaussian distributed noise at each time. Recently, the breakthrough research on locally stationary processes widens the class of studied stochastic processes with almost no assumptions on the signals and the nature of the changepoint. Despite the accurate description of the mathematical aspects, this methodology quickly suffers from impractical time and space complexity concerning the signals with high-rate data collection, if the characteristics of the process are completely unknown. In this paper, we then addressed the problem of making this theory usable to our purpose, which is monitoring a high-speed weigh-in-motion system (HS-WIM) towards direct enforcement without supervision. To this end, we first compute bounded approximations of the initial detection theory. Secondly, these approximating bounds are empirically validated by generating many independent long-run stochastic processes. The abrupt changes and the drift are both tested. Finally, this relaxed methodology is tested on real signals coming from a HS-WIM device in Belgium, collected over several months.

Keywords: changepoint, weigh-in-motion, process, non-parametric

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Authors: Ali Nadi, Ali Edrissi

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Relief demand and transportation links availability is the essential information that is needed for every natural disaster operation. This information is not in hand once a disaster strikes. Relief demand and network condition has been evaluated based on prediction method in related works. Nevertheless, prediction seems to be over or under estimated due to uncertainties and may lead to a failure operation. Therefore, in this paper a stochastic programming model is proposed to evaluate real-time relief demand and network condition at the onset of a natural disaster. To address the time sensitivity of the emergency response, the proposed model uses reinforcement learning for optimization of the total relief assessment time. The proposed model is tested on a real size network problem. The simulation results indicate that the proposed model performs well in the case of collecting real-time information.

Keywords: disaster management, real-time demand, reinforcement learning, relief demand

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Authors: Viet-Hung Truong, Seung-Eock Kim

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Rain–wind induced vibration of inclined cable is a special aerodynamic phenomenon because it is easily influenced by many factors, especially the distribution of rivulet and wind velocity. This paper proposes a new 3D model of inclined cable, based on single degree-of-freedom model. Aerodynamic forces are firstly established and verified with the existing results from a 2D model. The 3D model of inclined cable is developed. The 3D model is then applied to assess the effects of wind velocity distribution and the continuity of rivulets on the cable. Finally, an inclined cable model with small sag is investigated.

Keywords: 3D model, rain - wind induced vibration, rivulet, analytical model

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Authors: Mehdi Jalalpour, Mazdak Tootkaboni

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We present a computationally efficient method for reliability-based topology optimization under material properties uncertainty, which is assumed to be lognormally distributed and correlated within the domain. Computational efficiency is achieved through estimating the response statistics with stochastic perturbation of second order, using these statistics to fit an appropriate distribution that follows the empirical distribution of the response, and employing an efficient gradient-based optimizer. The proposed algorithm is utilized for design of new structures and the changes in the optimized topology is discussed for various levels of target reliability and correlation strength. Predictions were verified thorough comparison with results obtained using Monte Carlo simulation.

Keywords: material uncertainty, stochastic perturbation, structural reliability, topology optimization

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Authors: Joao Fialho

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The mathematical modelling of idiopathic scoliosis has been studied throughout the years. The models presented on those papers are based on the orthotic stabilization of the idiopathic scoliosis, which are based on a transversal force being applied to the human spine on a continuous form. When considering the ATT (Antalgic-Trak Technology) device, the existent models cannot be used, as the type of forces applied are no longer transversal nor applied in a continuous manner. In this device, vertical traction is applied. In this study we propose to model the idiopathic scoliosis, using the ATT (Antalgic-Trak Technology) device, and with the parameters obtained from the mathematical modeling, set up a case-by-case individualized therapy plan, for each patient.

Keywords: idiopathic scoliosis, mathematical modelling, human spine, Antalgic-Trak technology

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Authors: Abderrahim Elmoataz

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More and more contemporary applications involve data in the form of functions defined on irregular and topologically complicated domains (images, meshs, points clouds, networks, etc). Such data are not organized as familiar digital signals and images sampled on regular lattices. However, they can be conveniently represented as graphs where each vertex represents measured data and each edge represents a relationship (connectivity or certain affinities or interaction) between two vertices. Processing and analyzing these types of data is a major challenge for both image and machine learning communities. Hence, it is very important to transfer to graphs and networks many of the mathematical tools which were initially developed on usual Euclidean spaces and proven to be efficient for many inverse problems and applications dealing with usual image and signal domains. Historically, the main tools for the study of graphs or networks come from combinatorial and graph theory. In recent years there has been an increasing interest in the investigation of one of the major mathematical tools for signal and image analysis, which are Partial Differential Equations (PDEs) variational methods on graphs. The normalized p-laplacian operator has been recently introduced to model a stochastic game called tug-of-war-game with noise. Part interest of this class of operators arises from the fact that it includes, as particular case, the infinity Laplacian, the mean curvature operator and the traditionnal Laplacian operators which was extensiveley used to models and to solve problems in image processing. The purpose of this paper is to introduce and to study a new class of normalized p-Laplacian on graphs. The introduction is based on the extension of p-harmonious function introduced in as discrete approximation for both infinity Laplacian and p-Laplacian equations. Finally, we propose to use these operators as a framework for solving many inverse problems in image processing.

Keywords: normalized p-laplacian, image processing, stochastic game, inverse problems

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Authors: Y. Wang, S. Zhang, X. Chen

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The longitudinal compressive strength of fibre reinforced plastic (FRP) possess a large stochastic variability, which limits efficient application of composite structures. This study aims to address how the random fibre packing affects the uncertainty of FRP compressive strength. An novel approach is proposed to generate random fibre packing status by a combination of Latin hypercube sampling and random sequential expansion. 3D nonlinear finite element model is built which incorporates both the matrix plasticity and fibre geometrical instability. The matrix is modeled by isotropic ideal elasto-plastic solid elements, and the fibres are modeled by linear-elastic rebar elements. Composite with a series of different nominal fibre volume fractions are studied. Premature fibre waviness at different magnitude and direction is introduced in the finite element model. Compressive tests on uni-directional CFRP (carbon fibre reinforced plastic) are conducted following the ASTM D6641. By a comparison of 3D FE models and compressive tests, it is clearly shown that the stochastic variation of compressive strength is partly caused by the random fibre packing, and normal or lognormal distribution tends to be a good fit the probabilistic compressive strength. Furthermore, it is also observed that different random fibre packing could trigger two different fibre micro-buckling modes while subjected to longitudinal compression: out-of-plane buckling and twisted buckling. The out-of-plane buckling mode results much larger compressive strength, and this is the major reason why the random fibre packing results a large uncertainty in the FRP compressive strength. This study would contribute to new approaches to the quality control of FRP considering higher compressive strength or lower uncertainty.

Keywords: compressive strength, FRP, micro-buckling, random fibre packing

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Authors: Abdelli Soulaima, Belhadj Besma

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The paper examines the choice of the central bank toward the movements of the nominal exchange rate and evaluates its effects on the volatility of the output growth and the inflation. The novel hybrid method of the dynamic stochastic general equilibrium called the DSGE-VAR is proposed for analyzing this policy experiment in a small scale open economy in particular Tunisia. The contribution is provided to the empirical literature as we apply the Tunisian data with this model, which is rarely used in this context. Note additionally that the issue of treating the degree of response of the central bank to the exchange rate in Tunisia is special. To ameliorate the estimation, the Bayesian technique is carried out for the sample 1980:q1 to 2011 q4. Our results reveal that the central bank should not react or softly react to the exchange rate. The variance decomposition displayed that the overall inflation volatility is more pronounced with the fixed exchange rate regime for most of the shocks except for the productivity and the interest rate. The output volatility is also higher with this regime with the majority of the shocks exempting the foreign interest rate and the interest rate shocks.

Keywords: DSGE-VAR modeling, exchange rate, monetary policy, Bayesian estimation

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Authors: Dean A. McCorkle, Ed W. Hellman, Rebekka M. Dudensing, Dan D. Hanselka

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The motivation for this study centers on the labor- and cost-intensive nature of wine and table grape production in the U.S., and the potential opportunities for precision mechanization using robotics to augment those production tasks that are labor-intensive. The objectives of this study are to evaluate the economic viability of grape production in five U.S. states under current operating conditions, identify common production challenges and tasks that could be augmented with new technology, and quantify a maximum price for new technology that growers would be able to pay. Wine and table grape production is primed for precision mechanization technology as it faces a variety of production and labor issues. Methodology: Using a grower panel process, this project includes the development of a representative wine grape vineyard in five states and a representative table grape vineyard in California. The panels provided production, budget, and financial-related information that are typical for vineyards in their area. Labor costs for various production tasks are of particular interest. Using the data from the representative budget, 10-year projected financial statements have been developed for the representative vineyard and evaluated using a stochastic simulation model approach. Labor costs for selected vineyard production tasks were evaluated for the potential of new precision mechanization technology being developed. These tasks were selected based on a variety of factors, including input from the panel members, and the extent to which the development of new technology was deemed to be feasible. The net present value (NPV) of the labor cost over seven years for each production task was derived. This allowed for the calculation of a maximum price for new technology whereby the NPV of labor costs would equal the NPV of purchasing, owning, and operating new technology. Expected Results: The results from the stochastic model will show the projected financial health of each representative vineyard over the 2015-2024 timeframe. Investigators have developed a preliminary list of production tasks that have the potential for precision mechanization. For each task, the labor requirements, labor costs, and the maximum price for new technology will be presented and discussed. Together, these results will allow technology developers to focus and prioritize their research and development efforts for wine and table grape vineyards, and suggest opportunities to strengthen vineyard profitability and long-term viability using precision mechanization.

Keywords: net present value, robotic technology, stochastic simulation, wine and table grapes

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Authors: Hyunsun Lee, Yi Zhu

Abstract:

Wireless ad-hoc network is a decentralized type of temporary machine-to-machine connection that is spontaneous or impromptu so that it does not rely on any fixed infrastructure and centralized administration. As unmanned aerial vehicles (UAVs), also called drones, have recently become more accessible and widely utilized in military and civilian domains such as surveillance, search and detection missions, traffic monitoring, remote filming, product delivery, to name a few. The communication between these UAVs become possible and materialized through Flying Ad-hoc Networks (FANETs). However, due to the high mobility of UAVs that may cause different types of transmission interference, it is vital to design robust routing protocols for FANETs. In this talk, the multicast routing method based on a modified stochastic branching process is proposed. The stochastic branching process is often used to describe an early stage of an infectious disease outbreak, and the reproductive number in the process is used to classify the outbreak into a major or minor outbreak. The reproductive number to regulate the local transmission rate is adapted and modified for flying ad-hoc network communication. The performance of the proposed routing method is compared with other well-known methods such as flooding method and gossip method based on three measures; average reachability, average node usage and average branching factor. The proposed routing method achieves average reachability very closer to flooding method, average node usage closer to gossip method, and outstanding average branching factor among methods. It can be concluded that the proposed multicast routing scheme is more efficient than well-known routing schemes such as flooding and gossip while it maintains high performance.

Keywords: Flying Ad-hoc Networks, Multicast Routing, Stochastic Branching Process, Unmanned Aerial Vehicles

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Authors: Naragain Phumchusri, Kittitach Pongpairoj

Abstract:

Overbooking is a very useful revenue management technique that could help reduce costs caused by either undersales or oversales. In this paper, we propose an overbooking model for two types of cars that can minimize the total cost for car rental service. With two types of cars, there is an upgrade possibility for lower type to upper type. This makes the model more complex than one type of cars scenario. We have found that convexity can be proved in this case. Sensitivity analysis of the parameters is conducted to observe the effects of relevant parameters on the optimal solution. Model simplification is proposed using multiple linear regression analysis, which can help estimate the optimal overbooking level using appropriate independent variables. The results show that the overbooking level from multiple linear regression model is relatively close to the optimal solution (with the adjusted R-squared value of at least 72.8%). To evaluate the performance of the proposed model, the total cost was compared with the case where the decision maker uses a naïve method for the overbooking level. It was found that the total cost from optimal solution is only 0.5 to 1 percent (on average) lower than the cost from regression model, while it is approximately 67% lower than the cost obtained by the naïve method. It indicates that our proposed simplification method using regression analysis can effectively perform in estimating the overbooking level.

Keywords: overbooking, car rental industry, revenue management, stochastic model

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Authors: Amr Mansour Mohsen, Hesham Ahmed Hassan, Amira M. Idrees

Abstract:

Emotions classification of text documents is applied to reveal if the document expresses a determined emotion from its writer. As different supervised methods are previously used for emotion documents’ classification, in this research we present a novel model that supports the classification algorithms for more accurate results by the support of TF-IDF measure. Different experiments have been applied to reveal the applicability of the proposed model, the model succeeds in raising the accuracy percentage according to the determined metrics (precision, recall, and f-measure) based on applying the refinement of the lexicon, integration of lexicons using different perspectives, and applying the TF-IDF weighting measure over the classifying features. The proposed model has also been compared with other research to prove its competence in raising the results’ accuracy.

Keywords: emotion detection, TF-IDF, WEKA tool, classification algorithms

Procedia PDF Downloads 483