Search results for: bootstrap control limit

Authors: F. Boufera, F. Debbat

Abstract:

This paper deals with an approach based on limit-cycles method for the problem of obstacle avoidance of mobile robots in unknown environments for any form of obstacles. The purpose of this approach is the improvement of limit-cycles method in order to obtain safe and flexible navigation. The proposed algorithm has been successfully tested in different configuration on simulation.

Keywords: mobile robot, navigation, avoidance of obstacles, limit-cycles method

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Authors: Marcus Walter, Norbert Nitzsche, Dirk Odenthal, Steffen Müller

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This contribution presents a friction estimator for industrial purposes which identifies Coulomb friction in a steering system. The estimator only needs a few, usually known, steering system parameters. Friction occurs on almost every mechanical system and has a negative influence on high-precision position control. This is demonstrated on a steering angle controller for highly automated driving. In this steering system the friction induces limit cycles which cause oscillating vehicle movement when the vehicle follows a given reference trajectory. When compensating the friction with the introduced estimator, limit cycles can be suppressed. This is demonstrated by measurements in a series vehicle.

Keywords: friction estimation, friction compensation, steering system, lateral vehicle guidance

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Authors: Devineni Vijay Bhaskar, Yendluri Raja

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We recommend a model for traffic sign detection stranded on Convolutional Neural Networks (CNN). We first renovate the unique image into the gray scale image through with support vector machines, then use convolutional neural networks with fixed and learnable layers for revealing and understanding. The permanent layer can reduction the amount of attention areas to notice and crop the limits very close to the boundaries of traffic signs. The learnable coverings can rise the accuracy of detection significantly. Besides, we use bootstrap procedures to progress the accuracy and avoid overfitting problem. In the German Traffic Sign Detection Benchmark, we obtained modest results, with an area under the precision-recall curve (AUC) of 99.49% in the group “Risk”, and an AUC of 96.62% in the group “Obligatory”.

Keywords: convolutional neural network, support vector machine, detection, traffic signs, bootstrap procedures, precision-recall curve

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Authors: Minho Kwon, Jeonghee Lim, Yeongseok Jeong, Jongyoon Moon, Donghoon Shin, Kiyoung Kim

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In the past, the criteria and procedures for the design of concrete structures were mainly based on the stresses allowed for structural components. However, although the frequency of earthquakes has increased and the risk has increased recently, it has been difficult to determine the safety factor for earthquakes in the safety assessment of structures based on allowable stresses. Recently, limit state design method has been introduced for reinforced concrete structures, and limit state-based approach has been recognized as a more effective technique for seismic design. Therefore, in this study, the limit state of the bridge, which is a structure requiring higher stability against earthquakes, was evaluated. The finite element program LS-DYNA and twenty ground motion were used for time history analysis. The fracture caused by tensile and compression of the pier were set to the limit state. In the concrete tensile fracture, the limit state arrival rate was 100% at peak ground acceleration 0.4g. In the concrete compression fracture, the limit state arrival rate was 100% at peak ground acceleration 0.2g.

Keywords: allowable stress, limit state, safety factor, peak ground acceleration

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Authors: Margarida Plana

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The end-users behavior has been identified in the last years as one of the main responsible for the success degree of the energy efficiency improvements. It is essential to create tools to limit their impact on the final consumption. This paper is focused on presenting the results of the analysis developed on the basis of real projects’ data in order to quantify the impact of end-users behavior. The analysis is focused on how the behavior of building’s occupants can vary the achievement of the energy savings targets and how they can be limited. The results obtained show that the management systems are one of the main tools available to control and limit the end-users interaction with the equipment operation. In fact, the results will present the management systems as ‘a must’ on any energy efficiency project.

Keywords: end-users impacts, energy efficiency, energy savings, management systems

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Authors: Lily Ingsrisawang, Tasanee Nacharoen

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Introduction: The problems of unbalanced data sets generally appear in real world applications. Due to unequal class distribution, many research papers found that the performance of existing classifier tends to be biased towards the majority class. The k -nearest neighbors’ nonparametric discriminant analysis is one method that was proposed for classifying unbalanced classes with good performance. Hence, the methods of discriminant analysis are of interest to us in investigating misclassification error rates for class-imbalanced data of three diabetes risk groups. Objective: The purpose of this study was to compare the classification performance between parametric discriminant analysis and nonparametric discriminant analysis in a three-class classification application of class-imbalanced data of diabetes risk groups. Methods: Data from a healthy project for 599 staffs in a government hospital in Bangkok were obtained for the classification problem. The staffs were diagnosed into one of three diabetes risk groups: non-risk (90%), risk (5%), and diabetic (5%). The original data along with the variables; diabetes risk group, age, gender, cholesterol, and BMI was analyzed and bootstrapped up to 50 and 100 samples, 599 observations per sample, for additional estimation of misclassification error rate. Each data set was explored for the departure of multivariate normality and the equality of covariance matrices of the three risk groups. Both the original data and the bootstrap samples show non-normality and unequal covariance matrices. The parametric linear discriminant function, quadratic discriminant function, and the nonparametric k-nearest neighbors’ discriminant function were performed over 50 and 100 bootstrap samples and applied to the original data. In finding the optimal classification rule, the choices of prior probabilities were set up for both equal proportions (0.33: 0.33: 0.33) and unequal proportions with three choices of (0.90:0.05:0.05), (0.80: 0.10: 0.10) or (0.70, 0.15, 0.15). Results: The results from 50 and 100 bootstrap samples indicated that the k-nearest neighbors approach when k = 3 or k = 4 and the prior probabilities of {non-risk:risk:diabetic} as {0.90:0.05:0.05} or {0.80:0.10:0.10} gave the smallest error rate of misclassification. Conclusion: The k-nearest neighbors approach would be suggested for classifying a three-class-imbalanced data of diabetes risk groups.

Keywords: error rate, bootstrap, diabetes risk groups, k-nearest neighbors

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Authors: Young Jae Choung, Seoung Bum Kim

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Statistical Process Control (SPC) is a popular technique for process monitoring. A widely used tool in SPC is a control chart, which is used to detect the abnormal status of a process and maintain the controlled status of the process. Traditional control charts, such as Hotelling’s T2 control chart, are effective techniques to detect abnormal observations and monitor processes. However, many complicated manufacturing systems exhibit nonlinearity because of the different demands of the market. In this case, the unregulated use of a traditional linear modeling approach may not be effective. In reality, many industrial processes contain the nonlinear and time-varying properties because of the fluctuation of process raw materials, slowing shift of the set points, aging of the main process components, seasoning effects, and catalyst deactivation. The use of traditional SPC techniques with time-varying data will degrade the performance of the monitoring scheme. To address these issues, in the present study, we propose a parameterless self-organizing map (PLSOM)-based control chart. The PLSOM-based control chart not only can manage a situation where the distribution or parameter of the target observations changes, but also address the nonlinearity of modern manufacturing systems. The control limits of the proposed PLSOM chart are established by estimating the empirical level of significance on the percentile using a bootstrap method. Experimental results with simulated data and actual process data from a thin-film transistor-liquid crystal display process demonstrated the effectiveness and usefulness of the proposed chart.

Keywords: control chart, parameter-less self-organizing map, self-organizing map, time-varying property

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Authors: Shahadut Hossain, Jacek Wesolowski, Zahirul Hoque

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In many epidemiological and environmental studies covariate measurements are subject to the detection limit. In most applications, covariate measurements are usually truncated from below which is known as left-truncation. Because the measuring device, which we use to measure the covariate, fails to detect values falling below the certain threshold. In regression analyses, it causes inflated bias and inaccurate mean squared error (MSE) to the estimators. This paper suggests a response-based regression calibration method to correct the deleterious impact introduced by the covariate detection limit in the estimators of the parameters of simple logistic regression model. Compared to the maximum likelihood method, the proposed method is computationally simpler, and hence easier to implement. It is robust to the violation of distributional assumption about the covariate of interest. In producing correct inference, the performance of the proposed method compared to the other competing methods has been investigated through extensive simulations. A real-life application of the method is also shown using data from a population-based case-control study of non-Hodgkin lymphoma.

Keywords: environmental exposure, detection limit, left truncation, bias, ad-hoc substitution

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Authors: Nur Ashida Salim, Muhammad Murtadha Othman, Ismail Musirin, Mohd Salleh Serwan

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Over the past few decades, the power system industry in many developing and developed countries has gone through a restructuring process of the industry where they are moving towards a deregulated power industry. This situation will lead to competition among the generation and distribution companies to achieve a certain objective which is to provide quality and efficient production of electric energy, which will reduce the price of electricity. Therefore it is important to obtain an accurate value of the Available Transfer Capability (ATC) and Transmission Reliability Margin (TRM) in order to ensure the effective power transfer between areas during the occurrence of uncertainties in the system. In this paper, the TRM and ATC is determined by taking into consideration the uncertainties of the system operating condition and system cascading collapse by applying the bootstrap technique. A case study of the IEEE RTS-79 is employed to verify the robustness of the technique proposed in the determination of TRM and ATC.

Keywords: available transfer capability, bootstrap technique, cascading collapse, transmission reliability margin

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Authors: Yupaporn Areepong

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The main goal of this paper is to study Statistical Process Control (SPC) with Exponentially Weighted Moving Average (EWMA) control chart when observations are serially-correlated. The characteristic of control chart is Average Run Length (ARL) which is the average number of samples taken before an action signal is given. Ideally, an acceptable ARL of in-control process should be enough large, so-called (ARL0). Otherwise it should be small when the process is out-of-control, so-called Average of Delay Time (ARL1) or a mean of true alarm. We find explicit formulas of ARL for EWMA control chart for Seasonal Autoregressive and Moving Average processes (SARMA) with Exponential white noise. The results of ARL obtained from explicit formula and Integral equation are in good agreement. In particular, this formulas for evaluating (ARL0) and (ARL1) be able to get a set of optimal parameters which depend on smoothing parameter (λ) and width of control limit (H) for designing EWMA chart with minimum of (ARL1).

Keywords: average run length, optimal parameters, exponentially weighted moving average (EWMA), control chart

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Authors: Debasis Mondal, Chandan Datta, S. K. Sazim

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Quantum coherence is a key resource like entanglement and discord in quantum information theory. Wigner- Yanase skew information, which was shown to be the quantum part of the uncertainty, has recently been projected as an observable measure of quantum coherence. On the other hand, the quantum speed limit has been established as an important notion for developing the ultra-speed quantum computer and communication channel. Here, we show that both of these quantities are related. Thus, cast coherence as a resource to control the speed of quantum communication. In this work, we address three basic and fundamental questions. There have been rigorous attempts to achieve more and tighter evolution time bounds and to generalize them for mixed states. However, we are yet to know (i) what is the ultimate limit of quantum speed? (ii) Can we measure this speed of quantum evolution in the interferometry by measuring a physically realizable quantity? Most of the bounds in the literature are either not measurable in the interference experiments or not tight enough. As a result, cannot be effectively used in the experiments on quantum metrology, quantum thermodynamics, and quantum communication and especially in Unruh effect detection et cetera, where a small fluctuation in a parameter is needed to be detected. Therefore, a search for the tightest yet experimentally realisable bound is a need of the hour. It will be much more interesting if one can relate various properties of the states or operations, such as coherence, asymmetry, dimension, quantum correlations et cetera and QSL. Although, these understandings may help us to control and manipulate the speed of communication, apart from the particular cases like the Josephson junction and multipartite scenario, there has been a little advancement in this direction. Therefore, the third question we ask: (iii) Can we relate such quantities with QSL? In this paper, we address these fundamental questions and show that quantum coherence or asymmetry plays an important role in setting the QSL. An important question in the study of quantum speed limit may be how it behaves under classical mixing and partial elimination of states. This is because this may help us to choose properly a state or evolution operator to control the speed limit. In this paper, we try to address this question and show that the product of the time bound of the evolution and the quantum part of the uncertainty in energy or quantum coherence or asymmetry of the state with respect to the evolution operator decreases under classical mixing and partial elimination of states.

Keywords: completely positive trace preserving maps, quantum coherence, quantum speed limit, Wigner-Yanase Skew information

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Authors: Andreea Halunga, Chris D. Orme, Takashi Yamagata

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This paper proposes a heteroskedasticity-robust Breusch-Pagan test of the null hypothesis of zero cross-section (or contemporaneous) correlation in linear panel-data models, without necessarily assuming independence of the cross-sections. The procedure allows for either fixed, strictly exogenous and/or lagged dependent regressor variables, as well as quite general forms of both non-normality and heteroskedasticity in the error distribution. The asymptotic validity of the test procedure is predicated on the number of time series observations, T, being large relative to the number of cross-section units, N, in that: (i) either N is fixed as T→∞; or, (ii) N²/T→0, as both T and N diverge, jointly, to infinity. Given this, it is not expected that asymptotic theory would provide an adequate guide to finite sample performance when T/N is "small". Because of this, we also propose and establish asymptotic validity of, a number of wild bootstrap schemes designed to provide improved inference when T/N is small. Across a variety of experimental designs, a Monte Carlo study suggests that the predictions from asymptotic theory do, in fact, provide a good guide to the finite sample behaviour of the test when T is large relative to N. However, when T and N are of similar orders of magnitude, discrepancies between the nominal and empirical significance levels occur as predicted by the first-order asymptotic analysis. On the other hand, for all the experimental designs, the proposed wild bootstrap approximations do improve agreement between nominal and empirical significance levels, when T/N is small, with a recursive-design wild bootstrap scheme performing best, in general, and providing quite close agreement between the nominal and empirical significance levels of the test even when T and N are of similar size. Moreover, in comparison with the wild bootstrap "version" of the original Breusch-Pagan test our experiments indicate that the corresponding version of the heteroskedasticity-robust Breusch-Pagan test appears reliable. As an illustration, the proposed tests are applied to a dynamic growth model for a panel of 20 OECD countries.

Keywords: cross-section correlation, time-series heteroskedasticity, dynamic panel data, heteroskedasticity robust Breusch-Pagan test

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Authors: Sunghoon Park, Hank Kim, Jinwon An, Sungzoon Cho

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Internet of Things allows one to collect data from facilities which are then used to monitor them and even predict malfunctions in advance. Conventional quality control methods focus on setting a normal range on a sensor value defined between a lower control limit and an upper control limit, and declaring as an anomaly anything falling outside it. However, interactions among sensor values are ignored, thus leading to suboptimal performance. We propose a multivariate approach which takes into account many sensor values at the same time. In particular Gaussian Mixture Model is used which is trained to maximize likelihood value using Expectation-Maximization algorithm. The number of Gaussian component distributions is determined by Bayesian Information Criterion. The negative Log likelihood value is used as an anomaly score. The actual usage scenario goes like a following. For each instance of sensor values from a facility, an anomaly score is computed. If it is larger than a threshold, an alarm will go off and a human expert intervenes and checks the system. A real world data from Building energy system was used to test the model.

Keywords: facility anomaly detection, gaussian mixture model, anomaly score, expectation maximization algorithm

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Authors: Emad Khorshid, Habib Awada

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Newly developed Ergonomic speed control hump/Dip designs are conducted. The numerical simulation for the driver-vehicle-hump dynamic system will be performed using computer software. The design problem for which the speed hump or dip should provide: (1) discomfort feeling to the driver if speed is over the specified limit, and (2) normal/good comfort level to the driver (and or other passengers) if the speed is within the limit. For comparison reasons, different vehicles suspension systems (active, semi-active and non-active suspension) are used in the simulation. The measuring of the acceptable range of vibration will be referenced to the British standard BS6841, ISO 2631/1 and the new ISO 2631/5. All these standards are related to human health and comfort level in terms of acceptable range of whole body vibration exposure.

Keywords: speed hump, speed dip, ergonomic design, human health, vehicle modeling

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Authors: Usha Barahmand, Ali Khazaee, Goudarz Sadeghi Hashjin

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Coping motives are considered to be indicators of problematic substance use. The present investigation examined a model with emotional abuse as an antecedent and emotional dysregulation as a mediator leading to substance use. The intent of this study was to examine the associations between various types of childhood maltreatment and motives for substance use. The sample consisted of 72 male opiate users recruited from those enrolled for Methadone Maintenance treatment. Participants responded to measures of childhood maltreatment, emotion dysregulation, and motives for opiate use. All data were analyzed using Pearson's correlation coefficients and bootstrap analysis of mediation. Results supported the hypothesis that the experience of emotional abuse in childhood is associated with problems in regulating emotions which in turn correlates with opiate use as a way to cope with negative affect, to enhance positive effect or to obtain social rewards. Bootstrap analysis confirmed the mediating role of emotion dysregulation. Findings support the potential utility of further research into emotion dysregulation and motives as antecedents of problematic opiate use.

Keywords: childhood abuse, emotion dysregulation, motives, substance use

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Authors: Liaquat Ahmad, Muhammad Aslam, Muhammad Azam

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In this article, we propose a control chart based on repetitive group sampling scheme for the location parameter. This charting scheme is based on the regression estimator; an estimator that capitalize the relationship between the variables of interest to provide more sensitive control than the commonly used individual variables. The control limit coefficients have been estimated for different sample sizes for less and highly correlated variables. The monitoring of the production process is constructed by adopting the procedure of the Shewhart’s x-bar control chart. Its performance is verified by the average run length calculations when the shift occurs in the average value of the estimator. It has been observed that the less correlated variables have rapid false alarm rate.

Keywords: average run length, control charts, process shift, regression estimators, repetitive group sampling

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Authors: Anubhav Shrivastava, Lakshya Bhat, Shivarudraswamy

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Distributed Generation is the need of the hour. With current advancements in the DG technology, there are some major issues that need to be tackled in order to make this method of generation of energy more efficient and feasible. Among other problems, the control in voltage is the major issue that needs to be addressed. This paper focuses on control of voltage using reactive power control of DGs with the help of fuzzy logic. The membership functions have been defined accordingly and the control of the system is achieved. Finally, with the help of simulation results in Matlab, the control of voltage within the tolerance limit set (+/- 5%) is achieved. The voltage waveform graphs for the IEEE 14 bus system are obtained by using simple algorithm with MATLAB and then with fuzzy logic for 14 bus system. The goal of this project was to control the voltage within limits by controlling the reactive power of the DG using fuzzy logic.

Keywords: distributed generation, fuzzy logic, matlab, newton raphson, IEEE 14 bus, voltage regulation, radial network

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Authors: F. Berna Benli, Özgür Keskin

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Lately, many mathematicians have been studied the statistical convergence of a sequence of fuzzy numbers. We know that Lambda-statistically convergence is a kind of convergence between ordinary convergence and statistical convergence. In this paper, we will introduce the new kind of convergence such as λ-levelwise statistical convergence. Then, we will define the concept of the λ-levelwise statistical cluster and limit points of a sequence of fuzzy numbers. Also, we will discuss the relations between the sets of λ-levelwise statistical cluster points and λ-levelwise statistical limit points of sequences of fuzzy numbers. This work has been extended in this paper, where some relations have been considered such that when lambda-statistical limit inferior and lambda-statistical limit superior for lambda-statistically convergent sequences of fuzzy numbers are equal. Furthermore, lambda-statistical boundedness condition for different sequences of fuzzy numbers has been studied.

Keywords: fuzzy number, λ-levelwise statistical cluster points, λ-levelwise statistical convergence, λ-levelwise statistical limit points, λ-statistical cluster points, λ-statistical convergence, λ-statistical limit points

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Authors: Viliam Makis, Farnoosh Naderkhani, Leila Jafari

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In this paper, we present a model and an algorithm for the calculation of the optimal control limit, average cost, sample size, and the sampling interval for an optimal Bayesian chart to control the proportion of defective items produced using a semi-Markov decision process approach. Traditional p-chart has been widely used for controlling the proportion of defectives in various kinds of production processes for many years. It is well known that traditional non-Bayesian charts are not optimal, but very few optimal Bayesian control charts have been developed in the literature, mostly considering finite horizon. The objective of this paper is to develop a fast computational algorithm to obtain the optimal parameters of a Bayesian p-chart. The decision problem is formulated in the partially observable framework and the developed algorithm is illustrated by a numerical example.

Keywords: Bayesian control chart, semi-Markov decision process, quality control, partially observable process

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Authors: Azad A. Mohammed, Dunyazad K. Assi, Alan S. Abdulrahman

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Current ACI 318 Code provides two limits for minimum steel ratio for concrete beams. When concrete compressive strength be larger than 31 MPa the limit of √(fc')/4fy usually governs. In this paper shortcomings related to using this limit was fairly discussed and showed that the limit is based on 90% safety factor and was derived based on modulus of rupture equation suitable for concretes of compressive strength lower than 31 MPa. Accordingly, the limit is nor suitable and critical for concretes of higher compressive strength. An alternative equation was proposed for minimum steel ratio of rectangular beams and was found that the proposed limit is accurate for beams of wide range of concrete compressive strength. Shortcomings of the current ACI 318 Code equation and accuracy of the proposed equation were supported by test data obtained from testing six reinforced concrete beams.

Keywords: concrete beam, compressive strength, minimum steel ratio, modulus of rupture

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Authors: L. A. Toro, N. Prieto, J. J. Vargas

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There are many control charts for monitoring mean and variance. Among these, the X y R, X y S, S2 Hotteling and Shewhart control charts, for mentioning some, are widely used for monitoring mean a variance in industrial processes. In particular, the Shewhart charts are based on the information about the process contained in the current observation only and ignore any information given by the entire sequence of points. Moreover, that the Shewhart chart is a control chart without memory. Consequently, Shewhart control charts are found to be less sensitive in detecting smaller shifts, particularly smaller than 1.5 times of the standard deviation. These kind of small shifts are important in many industrial applications. In this study and effective alternative to Shewhart control chart was implemented. In case of univariate process an Exponentially Moving Average (EWMA) control chart was developed and Multivariate Exponentially Moving Average (MEWMA) control chart in case of multivariate process. Both of these charts were based on memory and perform better that Shewhart chart while detecting smaller shifts. In these charts, information the past sample is cumulated up the current sample and then the decision about the process control is taken. The mentioned characteristic of EWMA and MEWMA charts, are of the paramount importance when it is necessary to control industrial process, because it is possible to correct or predict problems in the processes before they come to a dangerous limit.

Keywords: control charts, multivariate exponentially moving average (MEWMA), exponentially moving average (EWMA), industrial control process

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Authors: Vibha Devi, Shabina Khanam

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Hemp (Cannabis sativa) possesses a rich content of ω-6 linoleic and ω-3 linolenic essential fatty acid in the ratio of 3:1, which is a rare and most desired ratio that enhances the quality of hemp oil. These components are beneficial for the development of cell and body growth, strengthen the immune system, possess anti-inflammatory action, lowering the risk of heart problem owing to its anti-clotting property and a remedy for arthritis and various disorders. The present study employs supercritical fluid extraction (SFE) approach on hemp seed at various conditions of parameters; temperature (40 - 80) °C, pressure (200 - 350) bar, flow rate (5 - 15) g/min, particle size (0.430 - 1.015) mm and amount of co-solvent (0 - 10) % of solvent flow rate through central composite design (CCD). CCD suggested 32 sets of experiments, which was carried out. As SFE process includes large number of variables, the present study recommends the application of resampling techniques for cross-validation of the obtained data. Cross-validation refits the model on each data to achieve the information regarding the error, variability, deviation etc. Bootstrap and jackknife are the most popular resampling techniques, which create a large number of data through resampling from the original dataset and analyze these data to check the validity of the obtained data. Jackknife resampling is based on the eliminating one observation from the original sample of size N without replacement. For jackknife resampling, the sample size is 31 (eliminating one observation), which is repeated by 32 times. Bootstrap is the frequently used statistical approach for estimating the sampling distribution of an estimator by resampling with replacement from the original sample. For bootstrap resampling, the sample size is 32, which was repeated by 100 times. Estimands for these resampling techniques are considered as mean, standard deviation, variation coefficient and standard error of the mean. For ω-6 linoleic acid concentration, mean value was approx. 58.5 for both resampling methods, which is the average (central value) of the sample mean of all data points. Similarly, for ω-3 linoleic acid concentration, mean was observed as 22.5 through both resampling. Variance exhibits the spread out of the data from its mean. Greater value of variance exhibits the large range of output data, which is 18 for ω-6 linoleic acid (ranging from 48.85 to 63.66 %) and 6 for ω-3 linoleic acid (ranging from 16.71 to 26.2 %). Further, low value of standard deviation (approx. 1 %), low standard error of the mean (< 0.8) and low variance coefficient (< 0.2) reflect the accuracy of the sample for prediction. All the estimator value of variance coefficients, standard deviation and standard error of the mean are found within the 95 % of confidence interval.

Keywords: resampling, supercritical fluid extraction, hemp oil, cross-validation

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Authors: Min-Tsai Lai, Taqwa Hariguna

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This paper presents a periodical replacement model for a system, considering the concept of single and cumulative repair cost limits simultaneously. The failures are divided into two types. Minor failure can be corrected by minimal repair and serious failure makes the system breakdown completely. When a minor failure occurs, if the repair cost is less than a single repair cost limit L1 and the accumulated repair cost is less than a cumulative repair cost limit L2, then minimal repair is executed, otherwise, the system is preventively replaced. The system is also replaced at time T or at serious failure. The optimal period T minimizing the long-run expected cost per unit time is verified to be finite and unique under some specific conditions.

Keywords: repair-cost limit, cumulative repair-cost limit, minimal repair, periodical replacement policy

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Authors: A. S. Gorobtsov, A. S. Polyanina, A. E. Andreev

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The movement of points feet of the anthropomorphous robot in space occurs along some stable trajectory of a known form. A large number of modifications to the methods of control of biped robots indicate the fundamental complexity of the problem of stability of the program trajectory and, consequently, the stability of the control for the deviation for this trajectory. Existing gait generators use piecewise interpolation of program trajectories. This leads to jumps in the acceleration at the boundaries of sites. Another interpolation can be realized using differential equations with fractional derivatives. In work, the approach to synthesis of generators of program trajectories is considered. The resulting system of nonlinear differential equations describes a smooth trajectory of movement having rectilinear sites. The method is based on the theory of an asymptotic stability of invariant sets. The stability of such systems in the area of localization of oscillatory processes is investigated. The boundary of the area is a bounded closed surface. In the corresponding subspaces of the oscillatory circuits, the resulting stable limit cycles are curves having rectilinear sites. The solution of the problem is carried out by means of synthesis of a set of the continuous smooth controls with feedback. The necessary geometry of closed trajectories of movement is obtained due to the introduction of high-order nonlinearities in the control of stabilization systems. The offered method was used for the generation of trajectories of movement of point’s feet of the anthropomorphous robot. The synthesis of the robot's program movement was carried out by means of the inverse method.

Keywords: control, limits cycle, robot, stability

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Authors: N. Abbas, S. Lagomarsino, S. Cattari

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Examining existing experimental results for shallow rigid foundations subjected to vertical centric load (N), accompanied or not with a bending moment (M), two main non-linear mechanisms governing the cyclic ‎response of the soil-foundation system can be distinguished: foundation uplift and soil yielding. A soil-foundation failure limit, is defined as a domain of resistance in the two dimensional (2D) load space (N, M) inside of which lie all the admissible combinations of loads; these latter correspond to a pure elastic, non-linear elastic or plastic behavior of the soil-foundation system, while the points lying on the failure limit correspond to a combination of loads leading to a failure of the soil-foundation system. In this study, the proposed resistance domain is constructed analytically based on mechanics. Original elastic limit, uplift initiation ‎limit and iso-uplift limits are constructed inside this domain. These limits give a prediction ‎of the mechanisms activated for each combination of loads applied to the ‎foundation. A comparison of the proposed failure limit with experimental tests existing in the literature shows interesting results. Also, the developed uplift initiation limit and iso-uplift curves are confronted with others already proposed in the literature and widely used due to the absence of other alternatives, and remarkable differences are noted, showing evident errors in the past proposals and relevant accuracy for those given in the present work.

Keywords: foundation uplift, iso-uplift curves, resistance domain, soil yield

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Authors: Qinglin Shu

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Based on the analysis of the structural vibration comfort of a domestic bridge, this paper studies the vibration reduction control principle of TMD, the derivation process of design parameter optimization and how to simulate TMD in the finite element software ANSYS. The research shows that, in view of the problem that the comfort level of a bridge exceeds the limit in individual working conditions, the vibration reduction control design of the bridge can effectively reduce the vibration of the structure by using TMD. Calculations show that when the mass ratio of TMD is 0.01, the vibration reduction rate under different working conditions is more than 90%, and the dynamic displacement of the TMD mass block is within 0.01m, indicating that the design of TMD is reasonable and safe.

Keywords: pedestrian bridges, human-induced vibration, comfort, tuned mass dampers

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Authors: Zubier Arfan, Paul Johnson

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The electronification of financial markets and the rise of algorithmic trading has sparked a lot of interest from the mathematical community, for the market making-problem in particular. The research presented in this short paper solves the classic stochastic control problem in order to derive the strategy for a market-maker. It also shows how to calibrate and simulate the strategy with real limit order book data for back-testing. The ambiguity of limit-order priority in back-testing is dealt with by considering optimistic and pessimistic priority scenarios. The model, although it does outperform a naive strategy, assumes constant volatility, therefore, is not best suited to the LOB data. The Heston model is introduced to describe the price and variance process of the asset. The Trader's constant absolute risk aversion utility function is optimised by numerically solving a 3-dimensional Hamilton-Jacobi-Bellman partial differential equation to find the optimal limit order quotes. The results show that the stochastic volatility market-making model is more suitable for a risk-averse trader and is also less sensitive to calibration error than the constant volatility model.

Keywords: market-making, market-microsctrucure, stochastic volatility, quantitative trading

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Authors: Nabil Beroual, Tewfik Sari

Abstract:

We consider the Gause-type predator-prey system in the case where the response function is not smooth at the origin. We discuss the conditions under which this system has exactly one stable limit cycle or has a positive stable equilibrium point, and we describe the basin of attraction of the stable limit cycle and the stable equilibrium point, respectively. Our results correct previous results of the existing literature.

Keywords: predator-prey model, response function, singularity, basin of attraction, limit cycle

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Authors: J. J. Vargas, N. Prieto, L. A. Toro

Abstract:

Control charts are commonly used to monitor processes involving either variable or attribute of quality characteristics and determining the control limits as a critical task for quality engineers to improve the processes. Nonetheless, in some applications it is necessary to include an estimation of efficiency. In this paper, the ability to define the efficiency of an industrial process was added to a control chart by means of incorporating a data envelopment analysis (DEA) approach. In depth, a Bayesian estimation was performed to calculate the posterior probability distribution of parameters as means and variance and covariance matrix. This technique allows to analyse the data set without the need of using the hypothetical large sample implied in the problem and to be treated as an approximation to the finite sample distribution. A rejection simulation method was carried out to generate random variables from the parameter functions. Each resulting vector was used by stochastic DEA model during several cycles for establishing the distribution of each efficiency measures for each DMU (decision making units). A control limit was calculated with model obtained and if a condition of a low level efficiency of DMU is presented, system efficiency is out of control. In the efficiency calculated a global optimum was reached, which ensures model reliability.

Keywords: data envelopment analysis, DEA, Multivariate control chart, rejection simulation method

Procedia PDF Downloads 353

Authors: Reyhan Tekin Sitrava

Abstract:

Teachers should have robust and comprehensive content knowledge for effective mathematics teaching. It was explained that content knowledge includes knowing the facts, truths, and concepts; explaining the reasons behind these facts, truths and concepts, and making relationship between the concepts and other disciplines. By virtue of its importance, it will be significant to explore teachers and prospective teachers’ content knowledge related to variety of topics in mathematics. From this point of view, the purpose of this study was to investigate prospective mathematics teachers’ content knowledge. Particularly, it was aimed to reveal the prospective teachers’ knowledge regarding the definition of limit and derivate. To achieve the purpose and to get in-depth understanding, a qualitative case study method was used. The data was collected from 34 prospective mathematics teachers through a questionnaire containing 2 questions. The first question required the prospective teachers to define the limit and the second one required to define the derivative. The data was analyzed using content analysis method. Based on the analysis of the data, although half of the prospective teachers (50%) could write the definition of the limit, nine prospective teachers (26.5%) could not define limit. However, eight prospective teachers’ definition was regarded as partially correct. On the other hand, twenty-seven prospective teachers (79.5%) could define derivative, but seven of them (20.5%) defined it partially. According to the findings, most of the prospective teachers have robust content knowledge on limit and derivative. This result is important because definitions have a virtual role in learning and teaching of mathematics. More specifically, definition is starting point to understand the meaning of a concept. From this point of view, prospective teachers should know the definitions of the concepts to be able to teach them correctly to the students. In addition, they should have knowledge about the relationship between limit and derivative so that they can explain these concepts conceptually. Otherwise, students may memorize the rules of calculating the derivative and the limit. In conclusion, the present study showed that most of the prospective mathematics teachers had enough knowledge about the definition of derivative and limit. However, the rest of them should learn their definition conceptually. The examples of correct, partially correct, and incorrect definition of both concepts will be presented and discussed based on participants’ statements. This study has some implications for instructors. Instructors should be careful about whether students learn the definition of these concepts or not. In order to this, the instructors may give prospective teachers opportunities to discuss the definition of these concepts and the relationship between the concepts.

Keywords: content knowledge, derivative, limit, prospective mathematics teachers

Procedia PDF Downloads 194