Search results for: Monte Carlo steps

Authors: Fariba Azizi, Firoozeh Haghighi, Viliam Makis

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In this paper, we propose a method to model the relationship between failure time and degradation for a simple step stress test where underlying degradation path is linear and different causes of failure are possible. It is assumed that the intensity function depends only on the degradation value. No assumptions are made about the distribution of the failure times. A simple step-stress test is used to shorten failure time of products and a tampered failure rate (TFR) model is proposed to describe the effect of the changing stress on the intensities. We assume that some of the products that fail during the test have a cause of failure that is only known to belong to a certain subset of all possible failures. This case is known as masking. In the presence of masking, the maximum likelihood estimates (MLEs) of the model parameters are obtained through an expectation-maximization (EM) algorithm by treating the causes of failure as missing values. The effect of incomplete information on the estimation of parameters is studied through a Monte-Carlo simulation. Finally, a real example is analyzed to illustrate the application of the proposed methods.

Keywords: cause of failure, linear degradation path, reliability function, expectation-maximization algorithm, intensity, masked data

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Authors: Ridoy Das, Myriam Neaimeh, Yue Wang, Ghanim Putrus

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Electric vehicles are a popular transportation medium renowned for potential environmental benefits. However, large and uncontrolled charging volumes can impact distribution networks negatively. Smart charging is widely recognized as an efficient solution to achieve both improved renewable energy integration and grid relief. Nevertheless, different decision-makers may pursue diverse and conflicting objectives. In this context, this paper proposes a multi-objective optimization framework to control electric vehicle charging to achieve both energy cost reduction and peak shaving. A weighted-sum method is developed due to its intuitiveness and efficiency. Monte Carlo simulations are implemented to investigate the impact of uncertain electric vehicle driving patterns and provide decision-makers with a robust outcome in terms of prospective cost and network loading. The results demonstrate that there is a conflict between energy cost efficiency and peak shaving, with the decision-makers needing to make a collaborative decision.

Keywords: electric vehicles, multi-objective optimization, uncertainty, mixed integer linear programming

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Authors: Kristina Pflug, Markus Busch

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Being able to predict polymer properties and processing behavior based on the applied operating reaction conditions in one of the key challenges in modern polymer reaction engineering. Especially, for cost-intensive processes such as the high-pressure polymerization of low-density polyethylene (LDPE) with high safety-requirements, the need for simulation-based process optimization and product design is high. A multi-scale modelling approach was set-up and validated via a series of high-pressure mini-plant autoclave reactor experiments. The approach starts with the numerical modelling of the complex reaction network of the LDPE polymerization taking into consideration the actual reaction conditions. While this gives average product properties, the complex polymeric microstructure including random short- and long-chain branching is calculated via a hybrid Monte Carlo-approach. Finally, the processing behavior of LDPE -its melt flow behavior- is determined in dependence of the previously determined polymeric microstructure using the branch on branch algorithm for randomly branched polymer systems. All three steps of the multi-scale modelling approach can be independently validated against analytical data. A triple-detector GPC containing an IR, viscosimetry and multi-angle light scattering detector is applied. It serves to determine molecular weight distributions as well as chain-length dependent short- and long-chain branching frequencies. 13C-NMR measurements give average branching frequencies, and rheological measurements in shear and extension serve to characterize the polymeric flow behavior. The accordance of experimental and modelled results was found to be extraordinary, especially taking into consideration that the applied multi-scale modelling approach does not contain parameter fitting of the data. This validates the suggested approach and proves its universality at the same time. In the next step, the modelling approach can be applied to other reactor types, such as tubular reactors or industrial scale. Moreover, sensitivity analysis for systematically varying process conditions is easily feasible. The developed multi-scale modelling approach finally gives the opportunity to predict and design LDPE processing behavior simply based on process conditions such as feed streams and inlet temperatures and pressures.

Keywords: low-density polyethylene, multi-scale modelling, polymer properties, reaction engineering, rheology

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Authors: Kernou Nassim

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The current study presents a vulnerability and a reliability-mechanical approach that focuses on evaluating the seismic performance of reinforced concrete structures to determine the probability of failure. In this case, the performance function reflecting the non-linear behavior of the structure is modeled by a response surface to establish an analytical relationship between the random variables (strength of concrete and yield strength of steel) and mechanical responses of the structure (inter-floor displacement) obtained by the pushover results of finite element simulations. The push over-analysis is executed by software SAP2000. The results acquired prove that properly designed frames will perform well under seismic loads. It is a comparative study of the behavior of the existing structure before and after reinforcement using the pushover method. The coupling indirect mechanical reliability by response surface avoids prohibitive calculation times. Finally, the results of the proposed approach are compared with Monte Carlo Simulation. The comparative study shows that the structure is more reliable after the introduction of new shear walls.

Keywords: finite element method, surface response, reliability, reliability mechanical coupling, vulnerability

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Authors: Benson Ade Eniola Afere

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Over the years, kernel density estimation has been extensively studied within the context of nonparametric density estimation. The fundamental components of kernel density estimation are the kernel function and the bandwidth. While the mathematical exploration of the kernel component has been relatively limited, its selection and development remain crucial. The Mean Integrated Squared Error (MISE), serving as a measure of discrepancy, provides a robust framework for assessing the effectiveness of any kernel function. A kernel function with a lower MISE is generally considered to perform better than one with a higher MISE. Hence, the primary aim of this article is to create kernels that exhibit significantly reduced MISE when compared to existing classical kernels. Consequently, this article introduces a cluster of hybrid polynomial kernel families. The construction of these proposed kernel functions is carried out heuristically by combining two kernels from the classical polynomial kernel family using probability axioms. We delve into the analysis of error propagation within these kernels. To assess their performance, simulation experiments, and real-life datasets are employed. The obtained results demonstrate that the proposed hybrid kernels surpass their classical kernel counterparts in terms of performance.

Keywords: classical polynomial kernels, cluster of families, global error, hybrid Kernels, Kernel density estimation, Monte Carlo simulation

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Authors: A. GuhaRay, C. V. S. P. Kiranmayi, S. Rudraraju

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The present study considers the effect of variation of different geotechnical random variables in the design of stone column-foundation systems for assessing the bearing capacity and consolidation settlement of highly compressible soil. The soil and stone column properties, spacing, diameter and arrangement of stone columns are considered as the random variables. Probability of failure (P_f) is computed for a target degree of consolidation and a target safe load by Monte Carlo Simulation (MCS). The study shows that the variation in coefficient of radial consolidation (c_r) and cohesion of soil (c_s) are two most important factors influencing Pf. If the coefficient of variation (COV) of c_r exceeds 20%, P_f exceeds 0.001, which is unsafe following the guidelines of US Army Corps of Engineers. The bearing capacity also exceeds its safe value for COV of c_s > 30%. It is also observed that as the spacing between the stone column increases, the probability of reaching a target degree of consolidation decreases. Accordingly, design guidelines, considering both consolidation and bearing capacity of improved ground, are proposed for different spacing and diameter of stone columns and geotechnical random variables.

Keywords: bearing capacity, consolidation, geotechnical random variables, probability of failure, stone columns

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Authors: Naznine Anwar, Kim Cornish, Izelle Labuschagne, Nellie Georgiou-Karistianis

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Falls and subsequent injuries are common features in symptomatic Huntington’s disease (symp-HD) individuals. As part of daily walking, navigating around obstacles may incur a greater risk of falls in symp-HD. We designed obstacle-crossing experiment to examine adaptive gait dynamics and to identify underlying spatiotemporal gait characteristics that could increase the risk of falling in symp-HD. This experiment involved navigating around one or two ground-based obstacles under two conditions (walking while navigating around one obstacle, and walking while navigating around two obstacles). A total of 32 participants were included, 16 symp-HD and 16 healthy controls with age and sex matched. We used a GAITRite electronic walkway to examine the spatiotemporal gait characteristics and inter-trail gait variability when participants walked at their preferable speed. A minimum of six trials were completed which were performed for baseline free walk and also for each and every condition during navigating around the obstacles. For analysis, we separated all walking steps into three phases as approach steps, navigating steps and recovery steps. The mean and inter-trail variability (within participant standard deviation) for each step gait variable was calculated across the six trails. We found symp-HD individuals significantly decreased their gait velocity and step length and increased step duration variability during the navigating steps and recovery steps compared with approach steps. In contrast, HC individuals showed less difference in gait velocity, step time and step length variability from baseline in both respective conditions as well as all three approaches. These findings indicate that increasing spatiotemporal gait variability may be a possible compensatory strategy that is adopted by symp-HD individuals to effectively navigate obstacles during walking. Such findings may offer benefit to clinicians in the development of strategies for HD individuals to improve functional outcomes in the home and hospital based rehabilitation program.

Keywords: Huntington’s disease, gait variables, navigating around obstacle, basal ganglia dysfunction

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Authors: Hadi Ardiny, Amir Mohammad Beigzadeh

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Through the utilization of a combination of various sensors and data fusion methods, the detection of potential nuclear threats can be significantly enhanced by extracting more information from different data. In this research, an experimental and modeling approach was employed to track a radioactive source by combining a surveillance camera and a radiation detector (NaI). To run this experiment, three mobile robots were utilized, with one of them equipped with a radioactive source. An algorithm was developed in identifying the contaminated robot through correlation between camera images and camera data. The computer vision method extracts the movements of all robots in the XY plane coordinate system, and the detector system records the gamma-ray count. The position of the robots and the corresponding count of the moving source were modeled using the MCNPX simulation code while considering the experimental geometry. The results demonstrated a high level of accuracy in finding and locating the target in both the simulation model and experimental measurement. The modeling techniques prove to be valuable in designing different scenarios and intelligent systems before initiating any experiments.

Keywords: nuclear threats, radiation detector, MCNPX simulation, modeling techniques, intelligent systems

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Authors: Jefferson Hernandez, Juan Padilla

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

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

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Authors: N. Zandi, M. Sitarz, J. Jastrzebski, M. Vagheian, J. Choinski, A. Stolarz, A. Trzcinska

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¹³⁵La with the half-life of 19.5 h can be considered as a good candidate for Auger therapy. ¹³⁵La decays almost 100% by electron capture to the stable ¹³⁵Ba. In this study, all important possible reactions leading to ¹³⁵La production are investigated in details, and the corresponding theoretical yield for each reaction using the Monte-Carlo method (MCNPX code) are presented. Among them, the best reaction based on the cost-effectiveness and production yield regarding Poland facilities equipped with medical cyclotron has been selected. ¹³⁵La is produced using 16.5 MeV proton beam of general electric PET trace cyclotron through the ¹³⁵Ba(p,n)¹³⁵La reaction. Moreover, for a consistent facilitating comparison between the theoretical calculations and the experimental measurements, the beam current and also the proton beam energy is measured experimentally. Then, the obtained proton energy is considered as the entrance energy for the theoretical calculations. The production yield finally is measured and compared with the results obtained using the MCNPX code. The results show the experimental measurement and the theoretical calculations are in good agreement.

Keywords: efficient ¹³⁵La production, proton cyclotron energy measurement, MCNPX code, theoretical and experimental production yield

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Authors: Khaled Soliman, Abdullah Alrushoud, Abdulrahman Alkhalifah, Raed Albathi, Salman Altymiat

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Radiation dose received by patients undergoing Computed Tomography (CT) examination of the cervical spine was evaluated using Gafchromic XR-QA2 films and CT-EXPO software (ver. 2.3), in order to document our clinical dose values and to compare our results with other benchmarks reported in the current literature. Radiochromic films were recently used as practical dosimetry tool that provides dose profile information not available using the standard ionisation chamber routinely used in CT dosimetry. We have developed an in-house program to use the films in order to calculate the Entrance Dose Length Product (EDLP) in (mGy.cm) and to relate the EDLP to various organ doses calculated using the CT-EXPO software. We also calculated conversion factor in (mSv/mGy.cm) relating the EDLP to the effective dose (ED) from the examination using CT-EXPO software. Variability among different types of CT scanners and dose modulation methods are reported from at least three major CT brands available at our medical institution. Our work describes the dosimetry method and results are reported. The method can be used as in-vivo dosimetry method. But this work only reports results obtained from adult female anthropomorphic Phantom studies.

Keywords: CT dosimetry, gafchromic films, XR-QA2, CT-Expo software

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Authors: Bu Seog Ju, Ho Young Son, Yong Hee Ryu

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This study is focused on the evaluation of seismic fragility of multi-story piping system installed in critical structures, isolated with triple friction pendulum bearing. The concept of this study is to isolate the critical building structure as well as nonstructural component, especially piping system in order to mitigate the earthquake damage and achieve the reliable seismic design. Then, the building system and multi-story piping system was modeled in OpenSees. In particular, the triple friction pendulum isolator was accounted for the vertical and horizontal coupling behavior in the building system subjected to seismic ground motions. Consequently, in order to generate the seismic fragility of base-isolated multi-story piping system, 21 selected seismic ground motions were carried out, by using Monte Carlo Simulation accounted for the uncertainties in demand. Finally, the system-level fragility curves corresponding to the limit state of the piping system was conducted at each T-joint system, which was commonly failure points in piping systems during and after an earthquake. Additionally, the system-level fragilities were performed to the first floor and second floor level in critical structures.

Keywords: fragility, friction pendulum bearing, nonstructural component, seismic

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Authors: M. Manohari, Himanshu Gupta, S. Priyadharshini, R.Santhanam, S.Chandrasekaran, B|.Venkatraman

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Injection is one of the potential routes of intake in a radioactive facility. The internal dose due to this intake is monitored at the radiation emergency medical centre, IGCAR using a portable planar HPGe detector. The contaminated wound may be having different shapes. In a reprocessing potential of wound contamination with actinide is more. Efficiency is one of the input parameters for estimation of internal dose. Estimating these efficiencies experimentally would be tedious and cumbersome. Numerical estimation can be a supplement to experiment. As an initial step in this study 241Am contamination of different shapes are studied. In this study portable planar HPGe detector was modeled using Monte Carlo code FLUKA and the effect of different parameters like distance of the contamination from the detector, radius of the circular contamination were studied. Efficiency values for point and surface contamination located at different distances were estimated. The effect of efficiency on the radius of the surface source was more predominant when the source is at 1 cm distance compared to when the source to detector distance is 10 cm. At 1 cm the efficiency decreased quadratically as the radius increased and at 10 cm it decreased linearly. The point source efficiency varied exponentially with source to detector distance.

Keywords: Planar HPGe, efficiency value, injection, surface source

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Authors: Victoria Siriaki Jorry, I. S. Mbalawata, Hayong Shin

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The main objective in a change detection problem is to develop algorithms for efficient detection of gradual and/or abrupt changes in the parameter distribution of a process or time series data. In this paper, we present a modified cumulative (MCUSUM) algorithm to detect the start and end of a time-varying linear drift in mean value of a time series data based on likelihood ratio test procedure. The design, implementation and performance of the proposed algorithm for a linear drift detection is evaluated and compared to the existing CUSUM algorithm using different performance measures. An approach to accurately approximate the threshold of the MCUSUM is also provided. Performance of the MCUSUM for gradual change-point detection is compared to that of standard cumulative sum (CUSUM) control chart designed for abrupt shift detection using Monte Carlo Simulations. In terms of the expected time for detection, the MCUSUM procedure is found to have a better performance than a standard CUSUM chart for detection of the gradual change in mean. The algorithm is then applied and tested to a randomly generated time series data with a gradual linear trend in mean to demonstrate its usefulness.

Keywords: average run length, CUSUM control chart, gradual change detection, likelihood ratio test

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Authors: Hong-Yi Lin, Feng-Tyan Lin

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In a Bike-sharing system (BSS), users can easily rent bikes from any station in the city for mid-range or short-range trips. BSS can also be integrated with other types of transport system, especially Green Transportation system, such as rail transport, bus etc. Since BSS records time and place of each pickup and return, the operational data can reflect more authentic and dynamic state of user behaviors. Furthermore, land uses around docking stations are highly associated with origins and destinations for the BSS users. As urban researchers, what concerns us more is to take BSS into consideration during the urban planning process and enhance the quality of urban life. This research focuses on the simulation of travel behavior of BSS users in Kaohsiung. First, rules of users’ behavior were derived by analyzing operational data and land use patterns nearby docking stations. Then, integrating with Monte Carlo method, these rules were embedded into a travel behavior simulation model, which was implemented by NetLogo, an agent-based modeling tool. The simulation model allows us to foresee the rent-return behaviour of BSS in order to choose potential locations of the docking stations. Also, it can provide insights and recommendations about planning and policies for the future BSS.

Keywords: agent-based model, bike-sharing system, BSS operational data, simulation

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Authors: M. R. Ghasemi, R. Ghiasi, H. Varaee

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Surrogate model has received increasing attention for use in detecting damage of structures based on vibration modal parameters. However, uncertainties existing in the measured vibration data may lead to false or unreliable output result from such model. In this study, an efficient approach based on Monte Carlo simulation is proposed to take into account the effect of uncertainties in developing a surrogate model. The probability of damage existence (PDE) is calculated based on the probability density function of the existence of undamaged and damaged states. The kriging technique allows one to genuinely quantify the surrogate error, therefore it is chosen as metamodeling technique. Enhanced version of ideal gas molecular movement (EIGMM) algorithm is used as main algorithm for model updating. The developed approach is applied to detect simulated damage in numerical models of 72-bar space truss and 120-bar dome truss. The simulation results show the proposed method can perform well in probability-based damage detection of structures with less computational effort compared to direct finite element model.

Keywords: probability-based damage detection (PBDD), Kriging, surrogate modeling, uncertainty quantification, artificial intelligence, enhanced ideal gas molecular movement (EIGMM)

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Authors: Clarinda V. Nhangumbe, Ercília Sousa

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Weather Derivatives are financial instruments used to cover non-catastrophic weather events and can be expressed in the form of standard or plain vanilla products, structured or exotics products. The underlying asset, in this case, is the weather index, such as temperature, rainfall, humidity, wind, and snowfall. The complexity of the Weather Derivatives structure shows the weakness of the Black Scholes framework. Therefore, under the risk-neutral probability measure, the option price of a weather contract can be given as a unique solution of a two-dimensional partial differential equation (parabolic in one direction and hyperbolic in other directions), with an initial condition and subjected to adequate boundary conditions. To calculate the price of the option, one can use numerical methods such as the Monte Carlo simulations and implicit finite difference schemes conjugated with Semi-Lagrangian methods. This paper is proposed two explicit methods, namely, first-order upwind in the hyperbolic direction combined with Lax-Wendroff in the parabolic direction and first-order upwind in the hyperbolic direction combined with second-order upwind in the parabolic direction. One of the advantages of these methods is the fact that they take into consideration the boundary conditions obtained from the financial interpretation and deal efficiently with the different choices of the convection coefficients.

Keywords: incomplete markets, numerical methods, partial differential equations, stochastic process, weather derivatives

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Authors: Shan Jia, Jinbao Chen, Jinhua Zhou, Jiacheng Qian

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In response to the functional limitations of the fixed landers, those are to expand the detection range by the use of wheeled rovers with unavoidable path-repeatability in deep space exploration currently, a movable lander based on the leg-foot walking mechanism is presented. Firstly, a quadruped landing mechanism based on pushrod-damping is proposed. The configuration is of the bionic characteristics such as hip, knee and ankle joints, and the multi-function main/auxiliary buffers based on the crumple-energy absorption and screw-nut mechanism. Secondly, the workspace of the end of the leg-foot mechanism is solved by Monte Carlo method, and the key points on the desired trajectory of the end of the leg-foot mechanism are fitted by cubic spline curve. Finally, an optimal time-jerk trajectory based on weight coefficient is planned and analyzed by an adaptive genetic algorithm (AGA). The simulation results prove the rationality and stability of walking motion of the movable leg-foot lander in the star catalogue. In addition, this research can also provide a technical solution integrating of soft-landing, large-scale inspection and material transfer for future star catalogue exploration, and can even serve as the technical basis for developing the reusable landers.

Keywords: motion performance, trajectory planning, movable, leg-foot lander

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Authors: Komeil Valipourian

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Urban advances and the growing need for developing infrastructures has increased the importance of deep excavations. In this study, after the introducing probability analysis as an important issue, an attempt has been made to apply it for the deep excavation project of Bangkok’s Metro as a case study. For this, the numerical probability model has been developed based on the Finite Difference Method and Monte Carlo sampling approach. The results indicate that disregarding the issue of probability in this project will result in an inappropriate design of the retaining structure. Therefore, probabilistic redesign of the support is proposed and carried out as one of the applications of probability analysis. A 50% reduction in the flexural strength of the structure increases the failure probability just by 8% in the allowable range and helps improve economic conditions, while maintaining mechanical efficiency. With regard to the lack of efficient design in most deep excavations, by considering geometrical and geotechnical variability, an attempt was made to develop an optimum practical design standard for deep excavations based on failure probability. On this basis, a practical relationship is presented for estimating the maximum allowable horizontal displacement, which can help improve design conditions without developing the probability analysis.

Keywords: numerical probability modeling, deep excavation, allowable maximum displacement, finite difference method (FDM)

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

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

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

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Authors: Carlos Gordon, Patricio Encalada, Henry Lema, Diego Leon, Dennis Chicaiza

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The following work presents a proposal of autonomous navigation of mobile robots implemented in an omnidirectional robot Kuka Youbot. We have been able to perform the integration of robotic operative system (ROS) and machine learning algorithms. ROS mainly provides two distributions; ROS hydro and ROS Kinect. ROS hydro allows managing the nodes of odometry, kinematics, and path planning with statistical and probabilistic, global and local algorithms based on Adaptive Monte Carlo Localization (AMCL) and Dijkstra. Meanwhile, ROS Kinect is responsible for the detection block of dynamic objects which can be in the points of the planned trajectory obstructing the path of Kuka Youbot. The detection is managed by artificial vision module under a trained neural network based on the single shot multibox detector system (SSD), where the main dynamic objects for detection are human beings and domestic animals among other objects. When the objects are detected, the system modifies the trajectory or wait for the decision of the dynamic obstacle. Finally, the obstacles are skipped from the planned trajectory, and the Kuka Youbot can reach its goal thanks to the machine learning algorithms.

Keywords: autonomous navigation, machine learning, path planning, robotic operative system, open source computer vision library

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Authors: Barbora Chmelova, Radek Sachl

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Gangliosides are amphipathic membrane lipids. Due to the composition of bulky oligosaccharide chains containing one or more sialic acids linked to the hydrophobic ceramide base, gangliosides are classified among glycosphingolipids. This unique structure induces a high self-aggregating tendency of gangliosides and, therefore, the formation of nanoscopic clusters called nanodomains. Gangliosides are preferentially present in an extracellular membrane leaflet of all human tissues and thus have an impact on a huge number of biological processes, such as intercellular communication, cell signalling, membrane trafficking, and regulation of receptor activity. Defects in their metabolism, impairment of proper ganglioside function, or changes in their organization lead to serious health conditions such as Alzheimer´s and Parkinson´s diseases, autoimmune diseases, tumour growth, etc. This work mainly focuses on ganglioside organization into nanodomains and their dynamics within the plasma membrane. Current research investigates static ganglioside nanodomains characterization; nevertheless, the information about their diffusion is missing. In our study, fluorescence correlation spectroscopy is implemented together with stimulated emission depletion (STED-FCS), which combines the diffraction-unlimited spatial resolution with high temporal resolution. By comparison of the experiments performed on model vesicles containing 4 % of either GM1, GM2, or GM3 and Monte Carlo simulations of diffusion on the plasma membrane, the description of ganglioside clustering, diffusion of nanodomains, and even diffusion of ganglioside molecules inside investigated nanodomains are described.

Keywords: gangliosides, nanodomains, STED-FCS, flourescence microscopy, membrane diffusion

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Authors: Rudolph Carl Barrientos, Juwaln Diego Descallar, Rainer James Palmiano

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Household Appliance Scheduling Systems (HASS) coupled with a Time-of-Use (TOU) pricing scheme, a form of Demand Side Management (DSM), is not widely utilized in the Philippines’ residential electricity sector. This paper’s goal is to encourage distribution utilities (DUs) to adopt HASS and TOU by analyzing the effect of household schedulers on the electricity price and load profile in a residential environment. To establish this, a city based on an implemented survey is generated using Monte Carlo Analysis (MCA). Then, a Binary Particle Swarm Optimization (BPSO) algorithm-based HASS is developed considering user satisfaction, electricity budget, appliance prioritization, energy storage systems, solar power, and electric vehicles. The simulations were assessed under varying levels of user compliance. Results showed that the average electricity cost, peak demand, and peak-to-average ratio (PAR) of the city load profile were all reduced. Therefore, the deployment of the HASS and TOU pricing scheme is beneficial for both stakeholders.

Keywords: appliance scheduling, DSM, TOU, BPSO, city-wide simulation, electric vehicle, appliance prioritization, energy storage system, solar power

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Authors: Najrullah Khan, Athar Ali Khan

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

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

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Authors: Abdullah I. Alkraiji, Thomas W. Jackson, Ian Murray

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The proliferation of health data standards today is somewhat overlapping and conflicting, resulting in market confusion and leading to increasing proprietary interests. The government role and support in standardization for health data are thought to be crucial in order to establish credible standards for the next decade, to maximize interoperability across the health sector, and to decrease the risks associated with the implementation of non-standard systems. The normative literature missed out the exploration of the different steps required to be undertaken by the government towards the development of national health data standards. Based on the lessons learned from a qualitative study investigating the different issues to the adoption of health data standards in the major tertiary hospitals in Saudi Arabia and the opinions and feedback from different experts in the areas of data exchange and standards and medical informatics in Saudi Arabia and UK, a list of steps required towards the development of national health data standards was constructed. Main steps are the existence of: a national formal reference for health data standards, an agreed national strategic direction for medical data exchange, a national medical information management plan and a national accreditation body, and more important is the change management at the national and organizational level. The outcome of this study can be used by academics and practitioners to develop the planning of health data standards, and in particular those in developing countries.

Keywords: interoperabilty, medical data exchange, health data standards, case study, Saudi Arabia

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Authors: Xinyuan Y. Song, Kai Kang

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

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

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Authors: M. Z. Bin Mohd Ghazali, N. C. Wilson, A. F. Bin Ahmad Fuad, M. A. H. B. Musa, M. U. Mohamad Sani, F. Zulkifli, M. S. Zainal Abidin

Abstract:

Physical activity levels are low in Malaysia and this study was undertaken to determine if a four week work-based intervention program would be effective in changing physical activity levels. The study was conducted in a Malaysian Government Department and had three stages: baseline data collection, four-week intervention and two-month post intervention data collection. During the intervention and two-month post intervention phases, physical activity levels (determined by a pedometer) and basic health profiles (BMI, abdominal obesity, blood pressure) were measured. Staff (58 males, 47 females) with an average age of 33 years completed baseline data collection. Pedometer steps averaged 7,102 steps/day at baseline, although male step counts were significantly higher than females (7,861 vs. 6114). Health profiles were poor: over 50% were overweight/obese (males 66%, females 40%); hypertension (males 23%, females 6%); excess waist circumference (males 52%, females 17%). While 86 staff participated in the intervention, only 49 regularly reported their steps. There was a significant increase (17%) in average daily steps from 8,965 (week 1) to 10,436 (week 4). Unfortunately, participation in the intervention program was avoided by the less healthy staff. Two months after the intervention there was no significant difference in average steps/day, despite the fact that 89% of staff reporting they planned to make long-term changes to their lifestyle. An unexpected average increase of 2kg in body weight occurred in participants, although this was less than the 5.6kg in non-participants. A number of recommendations are made for future interventions, including the conclusion that pedometers were a useful tool and popular with participants.

Keywords: pedometers, walking, health, intervention

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

Abstract:

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

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

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Authors: Wikanda Phaphan

Abstract:

Mixture generalized gamma distribution is a combination of two distributions: generalized gamma distribution and length biased generalized gamma distribution. These two distributions were presented by Suksaengrakcharoen and Bodhisuwan in 2014. The findings showed that probability density function (pdf) had fairly complexities, so it made problems in estimating parameters. The problem occurred in parameter estimation was that we were unable to calculate estimators in the form of critical expression. Thus, we will use numerical estimation to find the estimators. In this study, we presented a new method of the parameter estimation by using the expectation – maximization algorithm (EM), the conjugate gradient method, and the quasi-Newton method. The data was generated by acceptance-rejection method which is used for estimating α, β, λ and p. λ is the scale parameter, p is the weight parameter, α and β are the shape parameters. We will use Monte Carlo technique to find the estimator's performance. Determining the size of sample equals 10, 30, 100; the simulations were repeated 20 times in each case. We evaluated the effectiveness of the estimators which was introduced by considering values of the mean squared errors and the bias. The findings revealed that the EM-algorithm had proximity to the actual values determined. Also, the maximum likelihood estimators via the conjugate gradient and the quasi-Newton method are less precision than the maximum likelihood estimators via the EM-algorithm.

Keywords: conjugate gradient method, quasi-Newton method, EM-algorithm, generalized gamma distribution, length biased generalized gamma distribution, maximum likelihood method

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Authors: Omar Bouhassoun, Cristian Garrido, César Hueso

Abstract:

The radiation shielding design is an optimization problem with multiple -constrained- objective functions (radiation dose, weight, price, etc.) that depend on several parameters (material, thickness, position, etc.). The classical approach for shielding design consists of a brute force trial-and-error process subject to previous designer experience. Therefore, the result is an empirical solution but not optimal, which can degrade the overall performance of the shielding. In order to automate the shielding design procedure, the IDOM Shielding Optimization Tool (ISOT) has been developed. This software combines optimization algorithms with the capabilities to read/write input files, run calculations, as well as parse output files for different radiation transport codes. In the first stage, the software was established to adjust the input files for two well-known Monte Carlo codes (MCNP and Serpent) and optimize the result (weight, volume, price, dose rate) using multi-objective genetic algorithms. Nevertheless, its modular implementation easily allows the inclusion of more radiation transport codes and optimization algorithms. The work related to the development of ISOT and its verification on a simple 3D multi-layer shielding problem using both MCNP and Serpent will be presented. ISOT looks very promising for achieving an optimal solution to complex shielding problems.

Keywords: optimization, shielding, nuclear, genetic algorithm

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