Search results for: Markov chain Monte Carlo method

Authors: Khenfer Koummich Fatma, Hendel Fatiha, Mesbahi Larbi

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This paper presents an approach based on Hidden Markov Models (HMM: Hidden Markov Model) using HTK tools. The goal is to create a human-machine interface with a voice recognition system that allows the operator to teleoperate a mentor robot to execute specific tasks as rotate, raise, close, etc. This system should take into account different levels of environmental noise. This approach has been applied to isolated words representing the robot commands pronounced in two languages: French and Arabic. The obtained recognition rate is the same in both speeches, Arabic and French in the neutral words. However, there is a slight difference in favor of the Arabic speech when Gaussian white noise is added with a Signal to Noise Ratio (SNR) equals 30 dB, in this case; the Arabic speech recognition rate is 69%, and the French speech recognition rate is 80%. This can be explained by the ability of phonetic context of each speech when the noise is added.

Keywords: Arabic speech recognition, Hidden Markov Model (HMM), HTK, noise, TIMIT, voice command

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Authors: Shoufeng Cao, Kim Bryceson, Damian Hine

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The existing supply chain risk management (SCRM) research is currently chaotic and somewhat disorganized, and the topic has been addressed conceptually more often than empirically. This paper, using both qualitative and quantitative data, employs a modified Meta-study method to investigate the SCRM empirical research published in quality journals over the period of 12 years (2004-2015). The purpose is to outline the extent research trends and the employed research methodologies (i.e., research method, data collection and data analysis) across the sub-field that will guide future research. The synthesized findings indicate that empirical study on risk ripple effect along an entire supply chain, industry-specific supply chain risk management and global/export supply chain risk management has not yet given much attention than it deserves in the SCRM field. Besides, it is suggested that future empirical research should employ multiple and/or mixed methods and multi-source data collection techniques to reduce common method bias and single-source bias, thus improving research validity and reliability. In conclusion, this paper helps to stimulate more quality empirical research in the SCRM field via identifying promising research directions and providing some methodology guidelines.

Keywords: empirical research, meta-study, methodology guideline, research direction, supply chain risk management

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Authors: Jaime A. Palma-Mendoza

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A supply chain consists of different processes and when conducting supply chain re-design is necessary to identify the relevant processes and select a target for re-design. A solution was developed which consists to identify first the relevant processes using the Supply Chain Operations Reference (SCOR) model, then to use Analytical Hierarchy Process (AHP) for target process selection. An application was conducted in an Airline MRO supply chain re-design project which shows this combination can clearly aid the identification of relevant supply chain processes and the selection of a target process for re-design.

Keywords: decision support systems, multiple criteria analysis, supply chain management

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Authors: K. Shiba, T. Kaburagi, Y. Kurihara

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With global aging, people who require care, such as people with dementia (PwD), are increasing within many developed countries. And PwDs may wander and unconsciously set foot outdoors, it may lead serious accidents, such as, traffic accidents. Here, round-the-clock monitoring by caregivers is necessary, which can be a burden for the caregivers. Therefore, an automatic wandering detection system is required when an elderly person wanders outdoors, in which case the detection system transmits a ‘moving’ followed by an ‘absence’ state. In this paper, we focus on the transition from the ‘resting’ to the ‘absence’ state, via the ‘moving’ state as one of the wandering transitions. To capture the transition of the three states, our method based on the hidden Markov model (HMM) is built. Using our method, the restraint where the ‘resting’ state and ‘absence’ state cannot be transmitted to each other is applied. To validate our method, we conducted the experiment with 10 subjects. Our results show that the method can classify three states with 0.92 accuracy.

Keywords: wander, microwave Doppler sensor, respiratory frequency band, the state transition, hidden Markov model (HMM).

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Authors: Pubudu K. Hitigala Kaluarachchilage, Champike Attanayake, Sasith Rajasooriya, Chris P. Tsokos

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Operating system (OS) security is a key component of computer security. Assessing and improving OSs strength to resist against vulnerabilities and attacks is a mandatory requirement given the rate of new vulnerabilities discovered and attacks occurring. Frequency and the number of different kinds of vulnerabilities found in an OS can be considered an index of its information security level. In the present study five mostly used OSs, Microsoft Windows (windows 7, windows 8 and windows 10), Apple’s Mac and Linux are assessed for their discovered vulnerabilities and the risk associated with each. Each discovered and reported vulnerability has an exploitability score assigned in CVSS score of the national vulnerability database. In this study the risk from vulnerabilities in each of the five Operating Systems is compared. Risk Indexes used are developed based on the Markov model to evaluate the risk of each vulnerability. Statistical methodology and underlying mathematical approach is described. Initially, parametric procedures are conducted and measured. There were, however, violations of some statistical assumptions observed. Therefore the need for non-parametric approaches was recognized. 6838 vulnerabilities recorded were considered in the analysis. According to the risk associated with all the vulnerabilities considered, it was found that there is a statistically significant difference among average risk levels for some operating systems, indicating that according to our method some operating systems have been more risk vulnerable than others given the assumptions and limitations. Relevant test results revealing a statistically significant difference in the Risk levels of different OSs are presented.

Keywords: cybersecurity, Markov chain, non-parametric analysis, vulnerability, operating system

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Authors: Lamia Hammadi, Abdellah Ait Ouhman, Aomar Ibourk

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It is widely assumed that the case of Customs Supply Chain is classified as a complex system, due to not only the variety and large number of actors, but also their complex structural links, and the interactions between these actors, that’s why this system is subject to various types of Risks. The economic, political and social impacts of those risks are highly detrimental to countries, businesses and the public, for this reason, Risk management in the customs supply chain is becoming a crucial issue to ensure the sustainability, security and safety. The main characteristic of customs risk management approach is determining which goods and means of transport should be examined? To what extend? And where future compliance resources should be directed? The purposes of this article are, firstly to deal with the concept of customs supply chain, secondly present our risk management approach based on Cross Activity Based Costing (ABC) Method as an interactive tool to support decision making in customs risk management. Finally, analysis of case study of Moroccan customs to putting theory into practice and will thus draw together the various elements of a structured and efficient risk management approach.

Keywords: cross ABC method, customs supply chain, risk, risk management

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Authors: Neil Bar, Andrew Heweston

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Probability of failure (PF) often appears alongside factor of safety (FS) in design acceptance criteria for rock slope, underground excavation and open pit mine designs. However, the design acceptance criteria generally provide no guidance relating to how PF should be calculated for homogeneous and heterogeneous rock masses, or what qualifies a ‘reasonable’ PF assessment for a given slope design. Observational and kinematic methods were widely used in the 1990s until advances in computing permitted the routine use of numerical modelling. In the 2000s and early 2010s, PF in numerical models was generally calculated using the point estimate method. More recently, some limit equilibrium analysis software offer statistical parameter inputs along with Monte-Carlo or Latin-Hypercube sampling methods to automatically calculate PF. Factors including rock type and density, weathering and alteration, intact rock strength, rock mass quality and shear strength, the location and orientation of geologic structure, shear strength of geologic structure and groundwater pore pressure influence the stability of rock slopes. Significant engineering and geological judgment, interpretation and data interpolation is usually applied in determining these factors and amalgamating them into a geotechnical model which can then be analysed. Most factors are estimated ‘approximately’ or with allowances for some variability rather than ‘exactly’. When it comes to numerical modelling, some of these factors are then treated deterministically (i.e. as exact values), while others have probabilistic inputs based on the user’s discretion and understanding of the problem being analysed. This paper discusses the importance of understanding the key aspects of slope design for homogeneous and heterogeneous rock masses and how they can be translated into reasonable PF assessments where the data permits. A case study from a large open pit gold mine in a complex geological setting in Western Australia is presented to illustrate how PF can be calculated using different methods and obtain markedly different results. Ultimately sound engineering judgement and logic is often required to decipher the true meaning and significance (if any) of some PF results.

Keywords: probability of failure, point estimate method, Monte-Carlo simulations, sensitivity analysis, slope stability

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Authors: Samuel Atongaba Danji, Veseke Moleke

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The increase of globalization is a very important part of today’s changing environment and due to this, manufacturing industries have to always come up with methods of continuous improvement of their manufacturing methods in order to be competitive, without which may lead them to be left out of the market due to constant changing customers requirement. Due to this, the need is an advance supply chain system which prevents a number of issues that can prevent a company from being competitive. In this work, we developed a feedback control supply chain system which streamline the entire process in order to improve competitiveness and the result shows that when applied in a different geographical area, the output varies.

Keywords: globalization, supply chain, improvement, manufacturing

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Authors: Navid Mohammadzadeh, Huy Truong-Ba, Michael Cholette

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The solar tower (ST) plant is a promising technology to exploit large-scale solar irradiation. With thermal energy storage, ST plant has the potential to shift generation to high electricity price periods. However, the size of storage limits the dispatchability of the plant, particularly when it should compete with uncertainty in forecasts of solar irradiation and electricity prices. The purpose of this study is to explore the size of storage when Rolling Horizon Control (RHC) is employed for dispatch scheduling. To this end, RHC is benchmarked against perfect knowledge (PK) forecast and two day-ahead dispatching policies. With optimisation of dispatch planning using PK policy, the optimal achievable profit for a specific size of the storage is determined. A sensitivity analysis using Monte-Carlo simulation is conducted, and the size of storage for RHC and day-ahead policies is determined with the objective of reaching the profit obtained from the PK policy. A case study is conducted for a hypothetical ST plant with thermal storage located in South Australia and intends to dispatch under two market scenarios: 1) fixed price and 2) wholesale spot price. The impact of each individual source of uncertainty on storage size is examined for January and August. The exploration of results shows that dispatching with RH controller reaches optimal achievable profit with ~15% smaller storage compared to that in day-ahead policies. The results of this study may be applied to the CSP plant design procedure.

Keywords: solar tower plant, spot market, thermal storage system, optimized dispatch planning, sensitivity analysis, Monte Carlo simulation

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Authors: Aleksandr Kavetskiy, Galina Yakubova, Nikolay Sargsyan, Stephen A. Prior, H. Allen Torbert

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The carbon sequestration question of modern times requires the development of an in-situ method of measuring soil carbon over large landmasses. Traditional chemical analytical methods used to evaluate large land areas require extensive soil sampling prior to processing for laboratory analysis; collectively, this is labor-intensive and time-consuming. An alternative method is to apply nuclear physics analysis, primarily in the form of pulsed fast-thermal neutron-gamma soil carbon analysis. This method is based on measuring the gamma-ray response that appears upon neutron irradiation of soil. Specific gamma lines with energies of 4.438 MeV appearing from neutron irradiation can be attributed to soil carbon nuclei. Based on measuring gamma line intensity, assessments of soil carbon concentration can be made. This method can be done directly in the field using a specially developed pulsed fast-thermal neutron-gamma system (PFTNA system). This system conducts in-situ analysis in a scanning mode coupled with GPS, which provides soil carbon concentration and distribution over large fields. The system has radiation shielding to minimize the dose rate (within radiation safety guidelines) for safe operator usage. Questions concerning the effect of neutron irradiation on soil health will be addressed. Information regarding absorbed neutron and gamma dose received by soil and its distribution with depth will be discussed in this study. This information was generated based on Monte-Carlo simulations (MCNP6.2 code) of neutron and gamma propagation in soil. Received data were used for the analysis of possible induced irradiation effects. The physical, chemical and biological effects of neutron soil irradiation were considered. From a physical aspect, we considered neutron (produced by the PFTNA system) induction of new isotopes and estimated the possibility of increasing the post-irradiation gamma background by comparisons to the natural background. An insignificant increase in gamma background appeared immediately after irradiation but returned to original values after several minutes due to the decay of short-lived new isotopes. From a chemical aspect, possible radiolysis of water (presented in soil) was considered. Based on stimulations of radiolysis of water, we concluded that the gamma dose rate used cannot produce gamma rays of notable rates. Possible effects of neutron irradiation (by the PFTNA system) on soil biota were also assessed experimentally. No notable changes were noted at the taxonomic level, nor was functional soil diversity affected. Our assessment suggested that the use of a PFTNA system with a neutron flux of 1e7 n/s for soil carbon analysis does not notably affect soil properties or soil health.

Keywords: carbon sequestration, neutron gamma analysis, radiation effect on soil, Monte-Carlo simulation

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Authors: Luis Lara-Valencia, Mateo Ramirez-Acevedo, Daniel Caicedo, Jose Brito, Yosef Farbiarz

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Controlling wind-induced vibrations as well as aerodynamic forces, is an essential part of the structural design of tall buildings in order to guarantee the serviceability limit state of the structure. This paper presents a numerical investigation on the optimal design parameters of a Tuned Inerter Damper (TID) based system for the control of wind-induced vibration in tall buildings. The control system is based on the conventional TID, with the main difference that its location is changed from the ground level to the last two story-levels of the structural system. The TID tuning procedure is based on an evolutionary cultural algorithm in which the optimum design variables defined as the frequency and damping ratios were searched according to the optimization criteria of minimizing the root mean square (RMS) response of displacements at the nth story of the structure. A Monte Carlo simulation was used to represent the dynamic action of the wind in the time domain in which a time-series derived from the Davenport spectrum using eleven harmonic functions with randomly chosen phase angles was reproduced. The above-mentioned methodology was applied on a case-study derived from a 37-story prestressed concrete building with 144 m height, in which the wind action overcomes the seismic action. The results showed that the optimally tuned TID is effective to reduce the RMS response of displacements up to 25%, which demonstrates the feasibility of the system for the control of wind-induced vibrations in tall buildings.

Keywords: evolutionary cultural algorithm, Monte Carlo simulation, tuned inerter damper, wind-induced vibrations

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Authors: Emmanuel Barrantes Chaves, Ernesto Rivera Alvarado

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This paper presents a method to enable agents for the Terraria game to evaluate algorithms commonly used in general video game artificial intelligence competitions. The usage of the ‘You Only Look Once’ model in the first layer of the process obtains information from the screen, translating this information into a video game description language known as “Video Game Description Language”; the agents take that as input to make decisions. For this, the state-of-the-art algorithms were tested and compared; Monte Carlo Tree Search and Rolling Horizon Evolutionary; in this case, Rolling Horizon Evolutionary shows a better performance. This approach’s main advantage is that a VGDL beforehand is unnecessary. It will be built on the fly and opens the road for using more games as a framework for AI.

Keywords: AI, MCTS, RHEA, Terraria, VGDL, YOLOv5

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Authors: Hamed Afrasiab, Saeed Khodaygan

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Prediction of machining process capability in the design stage plays a key role to reach the precision design and manufacturing of mechanical products. Inaccuracies in machining process lead to errors in position and orientation of machined features on the part, and strongly affect the process capability in the final quality of the product. In this paper, an efficient systematic approach is given to investigate the machining errors to predict the manufacturing errors of the parts and capability prediction of corresponding machining processes. A mathematical formulation of fixture locators modeling is presented to establish the relationship between the part errors and the related sources. Based on this method, the final machining errors of the part can be accurately estimated by relating them to the combined dimensional and geometric tolerances of the workpiece – fixture system. This method is developed for uncertainty analysis based on the Worst Case and statistical approaches. The application of the presented method is illustrated through presenting an example and the computational results are compared with the Monte Carlo simulation results.

Keywords: process capability, machining error, dimensional and geometrical tolerances, uncertainty analysis

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Authors: Viriyavudh Sim, WooYoung Jung

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Window system in high rise building is occasionally subjected to an excessive wind intensity, particularly during typhoon. The failure of window system did not affect overall safety of structural performance; however, it could endanger the safety of the residents. In this paper, comparison of fragility curves for window system of two residential buildings was studied. The probability of failure for individual window was determined with Monte Carlo Simulation method. Then, lognormal cumulative distribution function was used to represent the fragility. The results showed that windows located on the edge of leeward wall were more susceptible to wind load and the probability of failure for each window panel increased at higher floors.

Keywords: wind fragility, window system, high rise building, wind disaster

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Authors: Akram Khaleghei Ghosheh Balagh, Viliam Makis, Leila Jafari

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In this paper, we present a new maintenance model for a partially observable system subject to two failure modes, namely a catastrophic failure and a failure due to the system degradation. The system is subject to condition monitoring and the degradation process is described by a hidden Markov model. A cost-optimal Bayesian control policy is developed for maintaining the system. The control problem is formulated in the semi-Markov decision process framework. An effective computational algorithm is developed and illustrated by a numerical example.

Keywords: partially observable system, hidden Markov model, competing risks, multivariate Bayesian control

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Authors: K. E. Daryani, H. Mohamad

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Uncertainties in the geo-structure analysis and design have a significant impact on the safety of slopes. Traditionally, uncertainties in the geotechnical design are addressed by incorporating a conservative factor of safety in the analytical model. In this paper, a risk-based approach is adopted to assess the influence of the geotechnical variable uncertainties on the stability of infinite slopes in cohesionless soils using the “partial factor of safety on shear strength” approach as stated in Eurocode 7. Analyses conducted using Monte Carlo simulation show that the same partial factor can have very different levels of risk depending on the degree of uncertainty of the mean values of the soil friction angle and void ratio.

Keywords: Safety, Probability of Failure, Reliability, Infinite Slopes, Sand.

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Authors: Richa Grover, Rahul Grover, V. Balaji Rao, Kavish Kejriwal

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Selection of suppliers is a crucial problem in the supply chain management. On top of that, sustainable supplier selection is the biggest challenge for the organizations. Environment protection and social problems have been of concern to society in recent years, and the traditional supplier selection does not consider about this factor; therefore, this research work focuses on introducing sustainable criteria into the structure of supplier selection criteria. Sustainable Supply Chain Management (SSCM) is the management and administration of material, information, and money flows, as well as coordination among business along the supply chain. All three dimensions - economic, environmental, and social - of sustainable development needs to be taken care of. Purpose of this research is to maximize supply chain profitability, maximize social wellbeing of supply chain and minimize environmental impacts. Problem statement is selection of suppliers in a sustainable supply chain network by ranking the suppliers against sustainable criteria identified. The aim of this research is twofold: To find out what are the sustainable parameters that can be applied to the supply chain, and to determine how these parameters can effectively be used in supplier selection. Multicriteria decision making tools will be used to rank both criteria and suppliers. AHP Analysis will be used to find out ratings for the criteria identified. It is a technique used for efficient decision making. TOPSIS will be used to find out rating for suppliers and then ranking them. TOPSIS is a MCDM problem solving method which is based on the principle that the chosen option should have the maximum distance from the negative ideal solution (NIS) and the minimum distance from the ideal solution.

Keywords: sustainable supply chain management, sustainable criteria, MCDM tools, AHP analysis, TOPSIS method

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Authors: Kittipong Tissayakorn, Fumio Akagi, Yu Song

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Manufacturers have been exploring innovative strategies to achieve and sustain competitive advantages as they face a new era of intensive global competition. Such strategy is known as Supply Chain Management (SCM), which has gained a tremendous amount of attention from both researchers and practitioners over the last decade. Supply chain management (SCM) is considered as the most popular operating strategy for improving organizational competitiveness in the twenty-first century. It has attracted a lot of attention recently due to its role involving all of the activities in industrial organizations, ranging from raw material procurement to final product delivery to customers. Well-designed supply chain systems can substantially improve efficiency and product quality, and eventually enhance customer satisfaction and profitability. In this paper, a manufacturing engineering perspective on supply chain integration is presented. Research issues discussed include the product and process design for the supply chain, design evaluation of manufacturing in the supply chain, agent-based techniques for supply chain integration, intelligent information for sharing across the supply chain, and a development of standards for product, process, and production data exchange to facilitate electronic commerce. The objective is to provide guidelines and references for manufacturing engineers and researchers interested in supply chain integration.

Keywords: supply chain, supply chain management, supply chain integration, manufacturing industries

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Authors: Yohei Saika

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On the basis of Bayesian inference using the maximizer of the posterior marginal estimate, we carry out phase unwrapping using multiple interferograms via generalized mean-field theory. Numerical calculations for a typical wave-front in remote sensing using the synthetic aperture radar interferometry, phase diagram in hyper-parameter space clarifies that the present method succeeds in phase unwrapping perfectly under the constraint of surface- consistency condition, if the interferograms are not corrupted by any noises. Also, we find that prior is useful for extending a phase in which phase unwrapping under the constraint of the surface-consistency condition. These results are quantitatively confirmed by the Monte Carlo simulation.

Keywords: Bayesian inference, generalized mean-field theory, phase unwrapping, multiple interferograms, statistical mechanics

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Authors: Rabi Mouhcine, Amrouch Mustapha, Mahani Zouhir, Mammass Driss

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In this paper, we present a system for offline recognition cursive Arabic handwritten text based on Hidden Markov Models (HMMs). The system is analytical without explicit segmentation used embedded training to perform and enhance the character models. Extraction features preceded by baseline estimation are statistical and geometric to integrate both the peculiarities of the text and the pixel distribution characteristics in the word image. These features are modelled using hidden Markov models and trained by embedded training. The experiments on images of the benchmark IFN/ENIT database show that the proposed system improves recognition.

Keywords: recognition, handwriting, Arabic text, HMMs, embedded training

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Authors: Naime Boudemagh, Zoheir Hammoudi

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The parameters estimation of the K-distribution is an essential part in radar detection. In fact, presence of interfering targets in reference cells causes a decrease in detection performances. In such situation, the estimate of the shape and the scale parameters are far from the actual values. In the order to avoid interfering targets, we propose an Automatic Censoring (AC) algorithm of radar interfering targets in K-distribution. The censoring technique used in this work offers a good discrimination between homogeneous and non-homogeneous environments. The homogeneous population is then used to estimate the unknown parameters by the classical Method of Moment (MOM). The AC algorithm does not need any prior information about the clutter parameters nor does it require both the number and the position of interfering targets. The accuracy of the estimation parameters obtained by this algorithm are validated and compared to various actual values of the shape parameter, using Monte Carlo simulations, this latter show that the probability of censing in multiple target situations are in good agreement.

Keywords: parameters estimation, method of moments, automatic censoring, K distribution

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Authors: Ashwani Kumar Aggarwal

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NIR Light is non-ionizing and can pass easily through living tissues such as breast without any harmful effects. Therefore, use of NIR light for imaging the biological tissue and to quantify its optical properties is a good choice over other invasive methods. Optical tomography involves two steps. One is the forward problem and the other is the reconstruction problem. The forward problem consists of finding the measurements of transmitted light through the tissue from source to detector, given the spatial distribution of absorption and scattering properties. The second step is the reconstruction problem. In X-ray tomography, there is standard method for reconstruction called filtered back projection method or the algebraic reconstruction methods. But this method cannot be applied as such, in optical tomography due to highly scattering nature of biological tissue. A hybrid algorithm for reconstruction has been implemented in this work which takes into account the highly scattered path taken by photons while back projecting the forward data obtained during Monte Carlo simulation. The reconstructed image suffers from blurring due to point spread function. This blurred reconstructed image has been enhanced using a digital filter which is optimal in mean square sense.

Keywords: least-squares optimization, filtering, tomography, laser interaction, light scattering

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Authors: Viriyavudh Sim, WooYoung Jung

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Damage due to high wind is not limited to load resistance components such as beam and column. The majority of damage is due to breach in the building envelope such as broken roof, window, and door. In this paper, wind fragility of window glass in residential apartment was determined to compare the difference between two window configuration models. Monte Carlo Simulation method had been used to derive damage data and analytical fragilities were constructed. Fragility of window system showed that window located in leeward wall had higher probability of failure, especially those close to the edge of structure. Between the two window models, Model 2 had higher probability of failure, this was due to the number of panel in this configuration.

Keywords: wind fragility, glass window, high rise building, wind disaster

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Authors: Maurice Bilioniere, Katie Lanneau

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Suddenly appeared in 2011, invasions of sargasso seaweeds Fluitans and Natans are a climatic hazard which causes many problems in the Caribbean. Faced with the growth and frequency of the phenomenon of massive sargasso stranding on their coasts, the French West Indies are moving towards the path of industrial recovery. In this context of innovative projects, we will analyze the necessary requirements for the management and performance of the supply chain, taking into account the observed volatility of the sargasso input. Our prospective approach will consist in studying the theoretical framework of modeling a hybrid supply chain by coupling the discreet event simulation (DES) with a valuation of the process costs according to the "activity-based costing" method (ABC). The PREVA approach (PRocess EVAluation) chosen for our modeling has the advantage of evaluating the financial flows of the logistic process using an analytical model chained with an action model for the evaluation or optimization of physical flows.

Keywords: sargasso, PREVA modeling, supply chain, ABC method, discreet event simulation (DES)

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Authors: Shahram Jamali, Samira Hamed

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One of the open issues in Random Early Detection (RED) algorithm is how to set its parameters to reach high performance for the dynamic conditions of the network. Although original RED uses fixed values for its parameters, this paper follows a model-based approach to upgrade performance of the RED algorithm. It models the routers queue behavior by using the Markov model and uses this model to predict future conditions of the queue. This prediction helps the proposed algorithm to make some tunings over RED's parameters and provide efficiency and better performance. Widespread packet level simulations confirm that the proposed algorithm, called Markov-RED, outperforms RED and FARED in terms of queue stability, bottleneck utilization and dropped packets count.

Keywords: active queue management, RED, Markov model, random early detection algorithm

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Authors: Gubhinder Kundhi, Paul Rilstone

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Refined procedures for higher-order asymptotic theory for non-linear models are developed. These include a new method for deriving stochastic expansions of arbitrary order, new methods for evaluating the moments of polynomials of sample averages, a new method for deriving the approximate moments of the stochastic expansions; an application of these techniques to gather improved inferences with the weak instruments problem is considered. It is well established that Instrumental Variable (IV) estimators in the presence of weak instruments can be poorly behaved, in particular, be quite biased in finite samples. In our application, finite sample approximations to the distributions of these estimators are obtained using Edgeworth and Saddlepoint expansions. Departures from normality of the distributions of these estimators are analyzed using higher order analytical corrections in these expansions. In a Monte-Carlo experiment, the performance of these expansions is compared to the first order approximation and other methods commonly used in finite samples such as the bootstrap.

Keywords: edgeworth expansions, higher order asymptotics, saddlepoint expansions, weak instruments

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Authors: Max Moleke, Gilbert Mbonde

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Coordinating supply chain process within a manufacturing environment is a very critical aspect of any organization. Nowadays, most manufacturing industries turn to look at only the financial indicator which in real life situation on the shop floor, there are a number of supply chain disruptions that are been ignored. In this work, we had to look at different types of supply chain disruption and their various impact within the organization. A number of Industrial engineering tools are employed which includes, Multifactor productivity, activity on arrow and rescheduling plans. The final result shows that supply chain disruption various with different geographical area where the production plant is operating.

Keywords: supply chain, disruptions, flow shop scheduling, uncertainty

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Authors: Omran M. Kenshel, Alan J. O'Connor

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Estimating the service life of Reinforced Concrete (RC) bridge structures located in corrosive marine environments of a great importance to their owners/engineers. Traditionally, bridge owners/engineers relied more on subjective engineering judgment, e.g. visual inspection, in their estimation approach. However, because financial resources are often limited, rational calculation methods of estimation are needed to aid in making reliable and more accurate predictions for the service life of RC structures. This is in order to direct funds to bridges found to be the most critical. Criticality of the structure can be considered either form the Structural Capacity (i.e. Ultimate Limit State) or from Serviceability viewpoint whichever is adopted. This paper considers the service life of the structure only from the Structural Capacity viewpoint. Considering the great variability associated with the parameters involved in the estimation process, the probabilistic approach is most suited. The probabilistic modelling adopted here used Monte Carlo simulation technique to estimate the Reliability (i.e. Probability of Failure) of the structure under consideration. In this paper the authors used their own experimental data for the Correlation Length (CL) for the most important deterioration parameters. The CL is a parameter of the Correlation Function (CF) by which the spatial fluctuation of a certain deterioration parameter is described. The CL data used here were produced by analyzing 45 chloride profiles obtained from a 30 years old RC bridge located in a marine environment. The service life of the structure were predicted in terms of the load carrying capacity of an RC bridge beam girder. The analysis showed that the influence of SV is only evident if the reliability of the structure is governed by the Flexure failure rather than by the Shear failure.

Keywords: Chloride-induced corrosion, Monte-Carlo simulation, reinforced concrete, spatial variability

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Authors: T. Godwin

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The design of a supply chain always entails the trade-off between responsiveness and efficiency. The launch of e-commerce has not only changed the way of shopping but also altered the supply chain design while trading off efficiency with responsiveness. A concept called ‘virtual responsiveness’ is introduced in the context of e-commerce supply chain. A simulation model is developed to compare actual responsiveness and virtual responsiveness to the customer in an e-commerce supply chain. The simulation is restricted to the movement of goods from the e-tailer to the customer. Customer demand follows a statistical distribution and is generated using inverse transformation technique. The two responsiveness schemes of the supply chain are compared in terms of the minimum number of inventory required at the e-tailer to fulfill the orders. Computational results show the savings achieved through virtual responsiveness. The insights gained from this study could be used to redesign e-commerce supply chain by incorporating virtual responsiveness. A part of the achieved cost savings could be passed back to the customer, thereby making the supply chain both effective and competitive.

Keywords: e-commerce, simulation modeling, supply chain, virtual responsiveness

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Authors: Babak Bashari Rad

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A metamorphic computer virus uses different code transformation techniques to mutate its body in duplicated instances. Characteristics and function of new instances are mostly similar to their parents, but they cannot be easily detected by the majority of antivirus in market, as they depend on string signature-based detection techniques. The purpose of this research is to propose a Hidden Markov Model for classification of metamorphic viruses in executable files. In the proposed solution, portable executable files are inspected to extract the instructions opcodes needed for the examination of code. A Hidden Markov Model trained on portable executable files is employed to classify the metamorphic viruses of the same family. The proposed model is able to generate and recognize common statistical features of mutated code. The model has been evaluated by examining the model on a test data set. The performance of the model has been practically tested and evaluated based on False Positive Rate, Detection Rate and Overall Accuracy. The result showed an acceptable performance with high average of 99.7% Detection Rate.

Keywords: malware classification, computer virus classification, metamorphic virus, metamorphic malware, Hidden Markov Model

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