Search results for: Monte Carlo algorithms

Authors: Assile Abou Diab, Shadi Najjar

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Fiber-reinforcement is an effective soil improvement technique for applications involving the prevention of shallow failures on the slope face and the repair of existing slope failures. A typical application is the stabilization of cohesionless infinite slopes. The objective of this paper is to present a probabilistic, reliability-based methodology (based on Monte Carlo simulations) for the design of a practical fiber-reinforced cohesionless infinite slope, taking into consideration the impact of various sources of uncertainty. Recommendations are made regarding the required factors of safety that need to be used to achieve a given target reliability level. These factors of safety could differ from the traditional deterministic factor of safety.

Keywords: factor of safety, fiber reinforcement, infinite slope, reliability-based design, uncertainty

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Authors: Amina Benabderrahmane, Abdelylah Benazza, Samir Laouedj

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Three dimensional numerical investigation of heat transfer enhancement inside a non-uniformly heated parabolic trough solar collector fitted with baffles under turbulent flow was studied in the current paper. Molten salt is used as heat transfer fluid and simulations are carried out in ANSYS computational fluid dynamics (CFD). The present data was validating by the empirical correlations available in the literatures and good agreement was obtained. The Nusselt number and friction factor values for using baffles are considerably higher than that for smooth pipe. The emplacement and the distance between two consecutive baffles have an effect non-negligible on heat transfer characteristics; the results demonstrate that the temperature gradient reduces with the inclusion of inserts.

Keywords: Baffles, heat transfer enhancement, molten salt, Monte Carlo ray trace technique, numerical investigation

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Authors: Jasbir Singh Gill, Baljit Singh

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Scheduling and mapping the application task graph on multiprocessor parallel systems is considered as the most crucial and critical NP-complete problem. Many genetic algorithms have been proposed to solve such problems. In this paper, two genetic approach based algorithms have been designed and developed with or without task duplication. The proposed algorithms work on two fitness functions. The first fitness i.e. task fitness is used to minimize the total finish time of the schedule (schedule length) while the second fitness function i.e. process fitness is concerned with allocating the tasks to the available highly efficient processor from the list of available processors (load balance). Proposed genetic-based algorithms have been experimentally implemented and evaluated with other state-of-art popular and widely used algorithms.

Keywords: parallel computing, task scheduling, task duplication, genetic algorithm

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Authors: Niroshan K. Walgama Wellalage, Tieling Zhang, Richard Dwight

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State-based Markov deterioration models (SMDM) sometimes fail to find accurate transition probability matrix (TPM) values, and hence lead to invalid future condition prediction or incorrect average deterioration rates mainly due to drawbacks of existing nonlinear optimization-based algorithms and/or subjective function types used for regression analysis. Furthermore, a set of separate functions for each condition state with age cannot be directly derived by using Markov model for a given bridge element group, which however is of interest to industrial partners. This paper presents a new approach for generating Homogeneous SMDM model output, namely, the Modified Weibull approach, which consists of a set of appropriate functions to describe the percentage condition prediction of bridge elements in each state. These functions are combined with Bayesian approach and Metropolis Hasting Algorithm (MHA) based Markov Chain Monte Carlo (MCMC) simulation technique for quantifying the uncertainty in model parameter estimates. In this study, factors contributing to rail bridge deterioration were identified. The inspection data for 1,000 Australian railway bridges over 15 years were reviewed and filtered accordingly based on the real operational experience. Network level deterioration model for a typical bridge element group was developed using the proposed Modified Weibull approach. The condition state predictions obtained from this method were validated using statistical hypothesis tests with a test data set. Results show that the proposed model is able to not only predict the conditions in network-level accurately but also capture the model uncertainties with given confidence interval.

Keywords: bridge deterioration modelling, modified weibull approach, MCMC, metropolis-hasting algorithm, bayesian approach, Markov deterioration models

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Authors: HoYoung Son, Ki Young Kim, Woo Young Jung

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This study investigated the change of weir structure performances when durability of concrete, which is the main material of weir structure, decreased due to their aging by mean of seismic fragility analysis. In the analysis, it was assumed that the elastic modulus of concrete was reduced by 10% in order to account for their aged deterioration. Additionally, the analysis of seismic fragility was based on Monte Carlo Simulation method combined with a 2D nonlinear finite element in ABAQUS platform with the consideration of deterioration of concrete. Finally, the comparison of seismic fragility of model pre- and post-deterioration was made to study the performance of weir. Results show that the probability of failure in moderate damage for deteriorated model was found to be larger than pre-deterioration model when peak ground acceleration (PGA) passed 0.4 g.

Keywords: weir, FEM, concrete, fragility, aging

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Authors: Mohsen Khaledian, Razali Ismail, Mehdi Saeidmanesh, Mahdiar Hosseinghadiry

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A semi-analytical model for impact ionization coefficient of graphene nanoribbon (GNR) is presented. The model is derived by calculating probability of electrons reaching ionization threshold energy Et and the distance traveled by electron gaining Et. In addition, ionization threshold energy is semi-analytically modeled for GNR. We justify our assumptions using analytic modeling and comparison with simulation results. Gaussian simulator together with analytical modeling is used in order to calculate ionization threshold energy and Kinetic Monte Carlo is employed to calculate ionization coefficient and verify the analytical results. Finally, the profile of ionization is presented using the proposed models and simulation and the results are compared with that of silicon.

Keywords: nanostructures, electronic transport, semiconductor modeling, systems engineering

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Authors: Naime Boudemagh

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In this work, we aim to improve the detection performances of radar systems. To this end, we propose and analyze a novel censoring technique of undesirable samples, of priori unknown positions, that may be present in the environment under investigation. Therefore, we consider heterogeneous backgrounds characterized by the presence of some irregularities such that clutter edge transitions and/or interfering targets. The proposed detector, termed automatic censoring constant false alarm (AC-CFAR), operates exclusively in a Gaussian background. It is built to allow the segmentation of the environment to regions and switch automatically to the appropriate detector; namely, the cell averaging CFAR (CA-CFAR), the censored mean level CFAR (CMLD-CFAR) or the order statistic CFAR (OS-CFAR). Monte Carlo simulations show that the AC-CFAR detector performs like the CA-CFAR in a homogeneous background. Moreover, the proposed processor exhibits considerable robustness in a heterogeneous background.

Keywords: CFAR, automatic censoring, heterogeneous environments, radar systems

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Authors: Arunee Wongkhao, Suparat Niwitpong, Sa-aat Niwitpong

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In this paper, we propose two new confidence intervals for the difference between the inverse of normal means with known coefficients of variation. One of these two confidence intervals for this problem is constructed based on the generalized confidence interval and the other confidence interval is constructed based on the closed form method of variance estimation. We examine the performance of these confidence intervals in terms of coverage probabilities and expected lengths via Monte Carlo simulation.

Keywords: coverage probability, expected length, inverse of normal mean, coefficient of variation, generalized confidence interval, closed form method of variance estimation

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Authors: Cheng-Yang Lee, Petrus Tang, Tzu-Hao Chang

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Copy number variations (CNVs) have played an important role in many kinds of human diseases, such as Autism, Schizophrenia and a number of cancers. Many diseases are found in genome coding regions and whole exome sequencing (WES) is a cost-effective and powerful technology in detecting variants that are enriched in exons and have potential applications in clinical setting. Although several algorithms have been developed to detect CNVs using WES and compared with other algorithms for finding the most suitable methods using their own samples, there were not consistent datasets across most of algorithms to evaluate the ability of CNV detection. On the other hand, most of algorithms is using command line interface that may greatly limit the analysis capability of many laboratories. We create a series of simulated WES datasets from UCSC hg19 chromosome 22, and then evaluate the CNV detective ability of 19 algorithms from OMICtools database using our simulated WES datasets. We compute the sensitivity, specificity and accuracy in each algorithm for validation of the exome-derived CNVs. After comparison of 19 algorithms from OMICtools database, we construct a platform to install all of the algorithms in a virtual machine like VirtualBox which can be established conveniently in local computers, and then create a simple script that can be easily to use for detecting CNVs using algorithms selected by users. We also build a table to elaborate on many kinds of events, such as input requirement, CNV detective ability, for all of the algorithms that can provide users a specification to choose optimum algorithms.

Keywords: whole exome sequencing, copy number variations, omictools, pipeline

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Authors: Katja Ignatieva, Patrick Wong

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We investigated the dynamics of high frequency energy prices, including crude oil and electricity prices. The returns of underlying quantities are modelled using various parametric models such as stochastic framework with jumps and stochastic volatility (SVCJ) as well as non-parametric alternatives, which are purely data driven and do not require specification of the drift or the diffusion coefficient function. Using different statistical criteria, we investigate the performance of considered parametric and nonparametric models in their ability to forecast price series and volatilities. Our models incorporate possible seasonalities in the underlying dynamics and utilise advanced estimation techniques for the dynamics of energy prices.

Keywords: stochastic volatility, affine jump-diffusion models, high frequency data, model specification, markov chain monte carlo

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Authors: J. K. Alhassan, B. Attah, S. Misra

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Human beings have the ability to make logical decisions. Although human decision - making is often optimal, it is insufficient when huge amount of data is to be classified. medical dataset is a vital ingredient used in predicting patients health condition. In other to have the best prediction, there calls for most suitable machine learning algorithms. This work compared the performance of Artificial Neural Network (ANN) and Decision Tree Algorithms (DTA) as regards to some performance metrics using diabetes data. The evaluations was done using weka software and found out that DTA performed better than ANN. Multilayer Perceptron (MLP) and Radial Basis Function (RBF) were the two algorithms used for ANN, while RegTree and LADTree algorithms were the DTA models used. The Root Mean Squared Error (RMSE) of MLP is 0.3913,that of RBF is 0.3625, that of RepTree is 0.3174 and that of LADTree is 0.3206 respectively.

Keywords: artificial neural network, classification, decision tree algorithms, diabetes mellitus

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Authors: Vincent Liu

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Machine learning algorithms (ML) can achieve high accuracy in predicting outcomes compared to classical models. Metaheuristic, nature-inspired algorithms can enhance traditional ML algorithms by optimizing them such as by performing feature selection. We compare ten ML algorithms to predict 30-day hospital readmission rates for diabetes patients in the US using a dataset from UCI Machine Learning Repository with feature selection performed by Greywolf nature-inspired algorithm. The baseline accuracy for the initial random forest model was 65%. After performing feature engineering, SMOTE for class balancing, and Greywolf optimization, the machine learning algorithms showed better metrics, including F1 scores, accuracy, and confusion matrix with improvements ranging in 10%-30%, and a best model of XGBoost with an accuracy of 95%. Applying machine learning this way can improve patient outcomes as unnecessary rehospitalizations can be prevented by focusing on patients that are at a higher risk of readmission.

Keywords: diabetes, machine learning, 30-day readmission, metaheuristic

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Authors: Roberto M. G. Velásquez, Jonas R. Gazoli, Nelson Ponce Jr, Valério L. Borges, Alessandro Sete, Fernanda M. C. Tomé, Julian D. Hunt, Heitor C. Lira, Cristiano L. de Souza, Fabio T. Bindemann, Wilmar Wounnsoscky

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Nowadays, society is working toward reducing energy losses and greenhouse gas emissions, as well as seeking clean energy sources, as a result of the constant increase in energy demand and emissions. Energy loss occurs in the gas pressure reduction stations at the delivery points in natural gas distribution systems (city gates). Installing pressure reduction turbines (PRT) parallel to the static reduction valves at the city gates enhances the energy efficiency of the system by recovering the enthalpy of the pressurized natural gas, obtaining in the pressure-lowering process shaft work and generating electrical power. Currently, the Brazilian natural gas transportation network has 9,409 km in extension, while the system has 16 national and 3 international natural gas processing plants, including more than 143 delivery points to final consumers. Thus, the potential of installing PRT in Brazil is 66 MW of power, which could yearly avoid the emission of 235,800 tons of CO2 and generate 333 GWh/year of electricity. On the other hand, an economic viability analysis of these energy efficiency projects is commonly carried out based on estimates of the project's cash flow obtained from several variables forecast. Usually, the cash flow analysis is performed using representative values of these variables, obtaining a deterministic set of financial indicators associated with the project. However, in most cases, these variables cannot be predicted with sufficient accuracy, resulting in the need to consider, to a greater or lesser degree, the risk associated with the calculated financial return. This paper presents an approach applied to the technical-economic viability analysis of PRTs projects that explicitly considers the uncertainties associated with the input parameters for the financial model, such as gas pressure at the delivery point, amount of energy generated by TRP, the future price of energy, among others, using sensitivity analysis techniques, scenario analysis, and Monte Carlo methods. In the latter case, estimates of several financial risk indicators, as well as their empirical probability distributions, can be obtained. This is a methodology for the financial risk analysis of PRT projects. The results of this paper allow a more accurate assessment of the potential PRT project's financial feasibility in Brazil. This methodology will be tested at the Cuiabá thermoelectric plant, located in the state of Mato Grosso, Brazil, and can be applied to study the potential in other countries.

Keywords: pressure reduction turbine, natural gas pressure drop station, energy efficiency, electricity generation, monte carlo methods

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Authors: Roman Snytsar

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Pseudo-random numbers are often used in scientific computing such as the Monte Carlo Simulations or the Quantum Inspired Optimization. Requirements for a parallel random number generator running in the modern multi-core vector environment are more stringent than those for sequential random number generators. As well as passing the usual quality tests, the output of the parallel random number generator must be verifiable and reproducible throughout the concurrent execution. We propose a family of vectorized Permuted Congruential Generators. Implementations are available for multiple modern vector modern computer architectures. Besides demonstrating good single core performance, the generators scale easily across many processor cores and multiple distributed nodes. We provide performance and parallel speedup analysis and comparisons between the implementations.

Keywords: pseudo-random numbers, quantum optimization, SIMD, parallel computing

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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: Mrigank Sahai, R. Sri Raghu

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This paper presents the modelling of rocket exhaust plume flow field and exhaust plume impingement in vacuum for the liquid apogee engine and attitude control thrusters of the lunar lander. Analytic formulations for rarefied gas kinetics has been taken as reference for modelling the plume flow field. The plume has been modelled as high speed, collision-less, axi-symmetric gas jet, expanding into vacuum and impinging at a normally set diffusive circular plate. Specular reflections have not been considered for the present study. Different parameters such as number density, temperature, pressure, flow velocity, heat flux etc., have been calculated and have been plotted against and compared to Direct Simulation Monte Carlo results. These analyses have provided important information for the placement of critical optical instruments and design of optimal thermal insulation for the hardware that may come in contact with the thruster exhaust.

Keywords: collision-less gas, lunar lander, plume impingement, rarefied exhaust plume

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Authors: Hitesh Tahbildar

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The cost of test data generation for a program is computationally very high. In general case, no algorithm to generate test data for all types of algorithms has been found. The cost of generating test data for different types of algorithm is different. Till date, people are emphasizing the need to generate test data for different types of programming constructs rather than different types of algorithms. The test data generation methods have been implemented to find heuristics for different types of algorithms. Some algorithms that includes divide and conquer, backtracking, greedy approach, dynamic programming to find the minimum cost of test data generation have been tested. Our experimental results say that some of these types of algorithm can be used as a necessary condition for selecting heuristics and programming constructs are sufficient condition for selecting our heuristics. Finally we recommend the different heuristics for test data generation to be selected for different types of algorithms.

Keywords: ongest path, saturation point, lmax, kL, kS

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Authors: Watcharin Sangma, Onsiri Chanmuang, Pitsanu Tongkhow

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A forecasting model for steel demand uncertainty in Thailand is proposed. It consists of trend, autocorrelation, and outliers in a hierarchical Bayesian frame work. The proposed model uses a cumulative Weibull distribution function, latent first-order autocorrelation, and binary selection, to account for trend, time-varying autocorrelation, and outliers, respectively. The Gibbs sampling Markov Chain Monte Carlo (MCMC) is used for parameter estimation. The proposed model is applied to steel demand index data in Thailand. The root mean square error (RMSE), mean absolute percentage error (MAPE), and mean absolute error (MAE) criteria are used for model comparison. The study reveals that the proposed model is more appropriate than the exponential smoothing method.

Keywords: forecasting model, steel demand uncertainty, hierarchical Bayesian framework, exponential smoothing method

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Authors: Harun Aydilek, Asiye Aydilek, Ali Allahverdi

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Our objective is to minimize the total tardiness in an m-machine two-stage assembly flowshop scheduling problem. The objective is an important performance measure because of the fact that the fulfillment of due dates of customers has to be taken into account while making scheduling decisions. In the literature, the problem is considered with zero setup times which may not be realistic and appropriate for some scheduling environments. Considering separate setup times from processing times increases machine utilization by decreasing the idle time and reduces total tardiness. We propose two new algorithms and adapt four existing algorithms in the literature which are different versions of simulated annealing and genetic algorithms. Moreover, a dominance relation is developed based on the mathematical formulation of the problem. The developed dominance relation is incorporated in our proposed algorithms. Computational experiments are conducted to investigate the performance of the newly proposed algorithms. We find that one of the proposed algorithms performs significantly better than the others, i.e., the error of the best algorithm is less than those of the other algorithms by minimum 50%. The newly proposed algorithm is also efficient for the case of zero setup times and performs better than the best existing algorithm in the literature.

Keywords: algorithm, assembly flowshop, scheduling, simulation, total tardiness

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Authors: Valeria Bondarenko

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

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

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Authors: Hsin-Yi Huang, Ming-Sheng Liu, Jiun-Yan Shiau

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Planning the order picking lists of warehouses to achieve when the costs associated with logistics on the operational performance is a significant challenge. In e-commerce era, this task is especially important productive processes are high. Nowadays, many order planning techniques employ supervised machine learning algorithms. However, the definition of which features should be processed by such algorithms is not a simple task, being crucial to the proposed technique’s success. Against this background, we consider whether unsupervised algorithms can enhance the planning of order-picking lists. A Zone2 picking approach, which is based on using clustering algorithms twice, is developed. A simplified example is given to demonstrate the merit of our approach.

Keywords: order picking, warehouse, clustering, unsupervised learning

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Authors: Cormac Reale, Luke J. Prendergast, Kenneth Gavin

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While significant improvements have been made in axial pile design methods over recent years, the influence of soils natural variability has not been adequately accounted for within them. Soil variability is a crucial parameter to consider as it can account for large variations in pile capacity across the same site. This paper seeks to address this knowledge deficit, by demonstrating how soil spatial variability can be accommodated into existing cone penetration test (CPT) based pile design methods, in the form of layered non-homogeneous random fields. These random fields model the scope of a given property’s variance and define how it varies spatially. A Monte Carlo analysis of the pile will be performed taking into account parameter uncertainty and spatial variability, described using the measured scales of fluctuation. The results will be discussed in light of Eurocode 7 and the effect of spatial averaging on design capacities will be analysed.

Keywords: pile axial design, reliability, spatial variability, CPT

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Authors: Harun Aydilek, Asiye Aydilek, Ali Allahverdi

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The total tardiness is a widely used performance measure in the scheduling literature. This performance measure is particularly important in situations where there is a cost to complete a job beyond its due date. The cost of scheduling increases as the gap between a job's due date and its completion time increases. Such costs may also be penalty costs in contracts, loss of goodwill. This performance measure is important as the fulfillment of due dates of customers has to be taken into account while making scheduling decisions. The problem is addressed in the literature, however, it has been assumed zero setup times. Even though this assumption may be valid for some environments, it is not valid for some other scheduling environments. When setup times are treated as separate from processing times, it is possible to increase machine utilization and to reduce total tardiness. Therefore, non-zero setup times need to be considered as separate. A dominance relation is developed and several algorithms are proposed. The developed dominance relation is utilized in the proposed algorithms. Extensive computational experiments are conducted for the evaluation of the algorithms. The experiments indicated that the developed algorithms perform much better than the existing algorithms in the literature. More specifically, one of the newly proposed algorithms reduces the error of the best existing algorithm in the literature by 40 percent.

Keywords: algorithm, assembly flowshop, dominance relation, total tardiness

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Authors: S. Sangaroon, W. Ratanatongchai, S. Khaweerat, R. Picha, J. Channuie

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The prompt gamma-ray neutron activation analysis system (PGNAA) has been constructed and installed at a 6 inch diameter neutron beam port of the Thai Research Reactor-1/ Modification 1 (TRR-1/M1) since 1989. It was designed for the reactor operating power at 1.2 MW. The purpose of the system is for an elemental and isotopic analytical. In 2016, the PGNAA facility will be developed to reduce the leakage and background of neutrons and gamma radiation at the sample and detector position. In this work, the designed condition of these facilities is carried out based on the Monte Carlo method using MCNP5 computer code. The conditions with different modification materials, thicknesses and structure of the PGNAA facility, including gamma collimator and radiation shields of the detector, are simulated, and then the optimal structure parameters with a significantly improved performance of the facility are obtained.

Keywords: MCNP simulation, PGNAA, Thai research reactor (TRR-1/M1), radiation shielding

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Authors: Raj Kumari Bahl, Sotirios Sabanis

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In this paper, we are concerned with the valuation of the first Catastrophic Mortality Bond that was launched in the market namely the Swiss Re Mortality Bond 2003. This bond encapsulates the behavior of a well-defined mortality index to generate payoffs for the bondholders. Pricing this bond is a challenging task. We adapt the payoff of the terminal principal of the bond in terms of the payoff of an Asian put option and present an approach to derive model-independent bounds exploiting comonotonic theory. We invoke Jensen’s inequality for the computation of lower bounds and employ Lagrange optimization technique to achieve the upper bound. The success of these bounds is based on the availability of compatible European mortality options in the market. We carry out Monte Carlo simulations to estimate the bond price and illustrate the strength of these bounds across a variety of models. The fact that our bounds are model-independent is a crucial breakthrough in the pricing of catastrophic mortality bonds.

Keywords: mortality bond, Swiss Re Bond, mortality index, comonotonicity

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Authors: Sadaf Nawaz, Adnan Ahmed Khan, Asad Mahmood, Chaudhary Farrukh Javed

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Classically, an energy detector is implemented in time domain (TD). However, frequency domain (FD) based energy detector has demonstrated an improved performance. This paper presents a comparison between the two approaches as to analyze their pros and cons. A detailed performance analysis of the classical TD energy-detector and the periodogram based detector is performed. Exact and approximate mathematical expressions for probability of false alarm (Pf) and probability of detection (Pd) are derived for both approaches. The derived expressions naturally lead to an analytical as well as intuitive reasoning for the improved performance of (Pf) and (Pd) in different scenarios. Our analysis suggests the dependence improvement on buffer sizes. Pf is improved in FD, whereas Pd is enhanced in TD based energy detectors. Finally, Monte Carlo simulations results demonstrate the analysis reached by the derived expressions.

Keywords: cognitive radio, energy detector, periodogram, spectrum sensing

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Authors: R. J. Chang

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A cyclostationary Gaussian linearization method is formulated for investigating the time average response of nonlinear system under sinusoidal signal and white noise excitation. The quantitative measure of cyclostationary mean, variance, spectrum of mean amplitude, and mean power spectral density of noise is analyzed. The qualitative response behavior of stochastic jump and bifurcation are investigated. The validity of the present approach in predicting the quantitative and qualitative statistical responses is supported by utilizing Monte Carlo simulations. The present analysis without imposing restrictive analytical conditions can be directly derived by solving non-linear algebraic equations. The analytical solution gives reliable quantitative and qualitative prediction of mean and noise response for the Duffing system subjected to both sinusoidal signal and white noise excitation.

Keywords: cyclostationary, duffing system, Gaussian linearization, sinusoidal, white noise

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Authors: Pablo Enrique Sartor Del Giudice

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Penalty shootouts often decide the outcome of important soccer matches. Although usually referred to as ”lotteries”, there is evidence that some national teams and clubs consistently perform better than others. The outcomes are therefore not explained just by mere luck, and therefore there are ways to improve the average performance of players, naturally at the expense of some sort of effort. In this article we study the payoff of player performance improvements in terms of the performance of the team as a whole. To do so we develop an analytical model with static individual performances, as well as Monte Carlo models that take into account the known influence of partial score and round number on individual performances. We find that within a range of usual values, the team performance improves above 70% faster than individual performances do. Using these models, we also estimate that the new ABBA penalty shootout ordering under test reduces almost all the known bias in favor of the first-shooting team under the current ABAB system.

Keywords: football, penalty shootouts, Montecarlo simulation, ABBA

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Authors: John Morales, Eduardo Orduña

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Currently the Principal Component Analysis (PCA) theory has been used to develop algorithms regarding to Electric Power Systems (EPS). In this context, this paper presents a practical tutorial of this technique detailed their concept, on-line and off-line mathematical foundations, which are necessary and desirables in EPS algorithms. Thus, features of their eigenvectors which are very useful to real-time process are explained, showing how it is possible to select these parameters through a direct optimization. On the other hand, in this work in order to show the application of PCA to off-line and on-line signals, an example step to step using Matlab commands is presented. Finally, a list of different approaches using PCA is presented, and some works which could be analyzed using this tutorial are presented.

Keywords: practical guide; on-line; off-line, algorithms, faults

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Authors: Ehsan Khademi, Mahdi Jalili

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Despite the special features of bipartite networks, they are common in many systems. Real-world bipartite networks may show community structure, similar to what one can find in one-mode networks. However, the interpretation of the community structure in bipartite networks is different as compared to one-mode networks. In this manuscript, we compare a number of available methods that are frequently used to discover community structure of bipartite networks. These networks are categorized into two broad classes. One class is the methods that, first, transfer the network into a one-mode network, and then apply community detection algorithms. The other class is the algorithms that have been developed specifically for bipartite networks. These algorithms are applied on a model network with prescribed community structure.

Keywords: community detection, bipartite networks, co-clustering, modularity, network projection, complex networks

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