Search results for: probabilistic constraints

Authors: Tomoaki Hashimoto

Abstract:

Recently, optimal control problems subject to probabilistic constraints have attracted much attention in many research field. Although probabilistic constraints are generally intractable in optimization problems, several methods haven been proposed to deal with probabilistic constraints. In most methods, probabilistic constraints are transformed to deterministic constraints that are tractable in optimization problems. This paper examines a method for transforming probabilistic constraints into deterministic constraints for a class of probabilistic constrained optimal control problems.

Keywords: optimal control, stochastic systems, discrete-time systems, probabilistic constraints

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Authors: Tomoaki Hashimoto

Abstract:

In recent decades, probabilistic constrained optimal control problems have attracted much attention in many research field. Although probabilistic constraints are generally intractable in an optimization problem, several tractable methods haven been proposed to handle probabilistic constraints. In most methods, probabilistic constraints are reduced to deterministic constraints that are tractable in an optimization problem. However, there is a gap between the transformed deterministic constraints in case of known and unknown probability distribution. This paper examines the conservativeness of probabilistic constrained optimization method with the unknown probability distribution. The objective of this paper is to provide a quantitative assessment of the conservatism for tractable constraints in probabilistic constrained optimization with the unknown probability distribution.

Keywords: optimal control, stochastic systems, discrete time systems, probabilistic constraints

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Authors: Taiki Baba, Tomoaki Hashimoto

Abstract:

The random dither quantization method enables us to achieve much better performance than the simple uniform quantization method for the design of quantized control systems. Motivated by this fact, the stochastic model predictive control method in which a performance index is minimized subject to probabilistic constraints imposed on the state variables of systems has been proposed for linear feedback control systems with random dither quantization. In other words, a method for solving optimal control problems subject to probabilistic state constraints for linear discrete-time control systems with random dither quantization has been already established. To our best knowledge, however, the feasibility of such a kind of optimal control problems has not yet been studied. Our objective in this paper is to investigate the feasibility of stochastic model predictive control problems for linear discrete-time control systems with random dither quantization. To this end, we provide the results of numerical simulations that verify the feasibility of stochastic model predictive control problems for linear discrete-time control systems with random dither quantization.

Keywords: model predictive control, stochastic systems, probabilistic constraints, random dither quantization

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Authors: Tomoaki Hashimoto

Abstract:

Recently, feedback control systems using random dither quantizers have been proposed for linear discrete-time systems. However, the constraints imposed on state and control variables have not yet been taken into account for the design of feedback control systems with random dither quantization. Model predictive control is a kind of optimal feedback control in which control performance over a finite future is optimized with a performance index that has a moving initial and terminal time. An important advantage of model predictive control is its ability to handle constraints imposed on state and control variables. Based on the model predictive control approach, the objective of this paper is to present a control method that satisfies probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization. In other words, this paper provides a method for solving the optimal control problems subject to probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization.

Keywords: optimal control, stochastic systems, random dither, quantization

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Authors: Emna Hlel, Salma Jamousi, Abdelmajid Ben Hamadou

Abstract:

Every model for knowledge representation to model real-world applications must be able to cope with the effects of uncertain phenomena. One of main defects of classical ontology is its inability to represent and reason with uncertainty. To remedy this defect, we try to propose a method to construct probabilistic ontology for integrating uncertain information in an ontology modeling a set of basic publications DBLP (Digital Bibliography & Library Project) using a probabilistic model.

Keywords: classical ontology, probabilistic ontology, uncertainty, Bayesian network

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Authors: Morteza Aien, Masoud Rashidinejad, Mahmud Fotuhi-Firuzabad

Abstract:

As energetic and environmental issues are getting more and more attention all around the world, the penetration of distributed energy resources (DERs) mainly those harvesting renewable energies (REs) ascends with an unprecedented rate. This matter causes more uncertainties to appear in the power system context; ergo, the uncertainty analysis of the system performance is an obligation. The uncertainties of any system can be represented probabilistically or possibilistically. Since sufficient historical data about all the system variables is not available, therefore, they do not have a probability density function (PDF) and must be represented possibilistiacally. When some of system uncertain variables are probabilistic and some are possibilistic, neither the conventional pure probabilistic nor pure possibilistic methods can be implemented. Hence, a combined solution is appealed. The first of this two-paper series formulates a new possibilistic-probabilistic tool for the load flow uncertainty assessment. The proposed methodology is based on the evidence theory and joint propagation of possibilistic and probabilistic uncertainties. This possibilistic- probabilistic formulation is solved in the second companion paper in an uncertain load flow (ULF) study problem.

Keywords: probabilistic uncertainty modeling, possibilistic uncertainty modeling, uncertain load flow, wind turbine generator

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Authors: Jaime E. Fernandez, Pablo J. Valverde

Abstract:

This paper presents a methodological approach that aims to contrast/validate theoretical results from a corruption network game through probabilistic analysis of simulated microdata using Bayesian Networks (BNs). The research develops a public corruption model in a game theory framework. Theoretical results suggest a series of 'optimal settings' of model's exogenous parameters that boost the emergence of corruption. The paper contrasts these outcomes with probabilistic inference results based on BNs adjusted over simulated microdata. Principal findings indicate that probabilistic reasoning based on BNs significantly improves parameter specification and causal analysis in a public corruption game.

Keywords: Bayesian networks, probabilistic reasoning, public corruption, theoretical games

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Authors: Thi Thao Nguyen, Andrew McLennan, Shino Takayama

Abstract:

We study the probabilistic allocation of finitely many indivisible objects to finitely many agents. Well known allocation rules for this problem include random priority, the market mechanism proposed by Hylland and Zeckhauser [1979], and the probabilistic serial rule of Bogomolnaia and Moulin [2001]. We propose a new allocation rule, which we call the lexico-graphic (serial) rule, that is tailored for situations in which each agent's primary concern is to maximize the probability of receiving her favourite object. Three axioms, lex efficiency, lex envy freeness and fairness, are proposed and fully characterize the lexicographic serial rule. We also discuss how our axioms and the lexicographic rule are related to other allocation rules, particularly the probabilistic serial rule.

Keywords: Efficiency, Envy free, Lexicographic, Probabilistic Serial Rule

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Authors: Asaad Y. Shamseldin

Abstract:

Analytical probabilistic approach is an innovative approach for urban stormwater modeling. It can provide information about the long-term performance of a stormwater management facility without being computationally very demanding. This paper explores the application of the analytical probabilistic approach in New Zealand. The paper presents the results of a case study aimed at development of an objective way of identifying what constitutes a rainfall storm event and the estimation of the corresponding statistical properties of storms using two selected automatic rainfall stations located in the Auckland region in New Zealand. The storm identification and the estimation of the storm statistical properties are regarded as the first step in the development of the analytical probabilistic models. The paper provides a recommendation about the definition of the storm inter-event time to be used in conjunction with the analytical probabilistic approach.

Keywords: hydrology, rainfall storm, storm inter-event time, New Zealand, stormwater management

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Authors: Keerthi S. Shetty, Annappa Basava

Abstract:

In recent years, modelling of biological systems represented by biochemical reactions has become increasingly important in Systems Biology. Biological systems represented by biochemical reactions are highly stochastic in nature. Probabilistic model is often used to describe such systems. One of the main challenges in Systems biology is to combine absolute experimental data into probabilistic model. This challenge arises because (1) some molecules may be present in relatively small quantities, (2) there is a switching between individual elements present in the system, and (3) the process is inherently stochastic on the level at which observations are made. In this paper, we describe a novel idea of combining absolute experimental data into probabilistic model using tool R2. Through a case study of the Transcription Process in Prokaryotes we explain how biological systems can be written as probabilistic program to combine experimental data into the model. The model developed is then analysed in terms of intrinsic noise and exact sampling of switching times between individual elements in the system. We have mainly concentrated on inferring number of genes in ON and OFF states from experimental data.

Keywords: systems biology, probabilistic model, inference, biology, model

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Authors: N. Gharbi

Abstract:

Constraint Satisfaction problems are mathematical problems that are often used to model many real-world problems for which we look if there exists a solution satisfying all its constraints. Table constraints are important for modeling parts of many problems since they list all combinations of allowed or forbidden values. However, they admit practical limitations because they are sometimes too large to be represented in a direct way. In this paper, we present a survey of the different categories of the proposed approaches to compress table constraints in order to reduce both space and time complexities.

Keywords: constraint programming, compression, data mining, table constraints

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Authors: Arezoo Sadrinezhad, Kallol Sett, S. I. Hariharan

Abstract:

In this paper, a probabilistic framework based on Fokker-Planck-Kolmogorov (FPK) approach has been applied to simulate triaxial cyclic constitutive behavior of uncertain soils. The framework builds upon previous work of the writers, and it has been extended for cyclic probabilistic simulation of triaxial undrained behavior of soils. von Mises elastic-perfectly plastic material model is considered. It is shown that by using probabilistic framework, some of the most important aspects of soil behavior under cyclic loading can be captured even with a simple elastic-perfectly plastic constitutive model.

Keywords: elasto-plasticity, uncertainty, soils, fokker-planck equation, fourier spectral method, finite difference method

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Authors: Abdelhadi Lotfi, Abdelkader Benyettou

Abstract:

In this work, a training algorithm for probabilistic neural networks (PNN) is presented. The algorithm addresses one of the major drawbacks of PNN, which is the size of the hidden layer in the network. By using a cross-validation training algorithm, the number of hidden neurons is shrunk to a smaller number consisting of the most representative samples of the training set. This is done without affecting the overall architecture of the network. Performance of the network is compared against performance of standard PNN for different databases from the UCI database repository. Results show an important gain in network size and performance.

Keywords: classification, probabilistic neural networks, network optimization, pattern recognition

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Authors: Rafael Alvarenga, Hubert Herbaux, Laurent Linguet

Abstract:

The uncertainty concerning the power production of intermittent renewable energy is one of the main barriers to the integration of such assets into the power grid. Efforts have thus been made to develop methods to quantify this uncertainty, allowing producers to ensure more reliable and profitable engagements related to their future power delivery. Even though a diversity of probabilistic approaches was proposed in the literature giving promising results, the added value of adopting such methods for scheduling intermittent power plants is still unclear. In this study, the profits obtained by a decision-making model used to optimally schedule an existing PV power plant connected to batteries are compared when the model is fed with deterministic and probabilistic forecasts generated with two of the most recent methods proposed in the literature. Moreover, deterministic forecasts with different accuracy levels were used in the experiments, testing the utility and the capability of probabilistic methods of modeling the progressively increasing uncertainty. Even though probabilistic approaches are unquestionably developed in the recent literature, the results obtained through a study case show that deterministic forecasts still provide the best performance if accurate, ensuring a gain of 14% on final profits compared to the average performance of probabilistic models conditioned to the same forecasts. When the accuracy of deterministic forecasts progressively decreases, probabilistic approaches start to become competitive options until they completely outperform deterministic forecasts when these are very inaccurate, generating 73% more profits in the case considered compared to the deterministic approach.

Keywords: PV power forecasting, uncertainty quantification, optimal scheduling, power systems

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Authors: Isabela Moreira Queiroz

Abstract:

Slope stability analyses are largely carried out by deterministic methods and evaluated through a single security factor. Although it is known that the geotechnical parameters can present great dispersal, such analyses are considered fixed and known. The probabilistic methods, in turn, incorporate the variability of input key parameters (random variables), resulting in a range of values of safety factors, thus enabling the determination of the probability of failure, which is an essential parameter in the calculation of the risk (probability multiplied by the consequence of the event). Among the probabilistic methods, there are three frequently used methods in geotechnical society: FOSM (First-Order, Second-Moment), Rosenblueth (Point Estimates) and Monte Carlo. This paper presents a comparison between the results from deterministic and probabilistic analyses (FOSM method, Monte Carlo and Rosenblueth) applied to a hypothetical slope. The end was held to evaluate the behavior of the slope and consequent risk analysis, which is used to calculate the risk and analyze their mitigation and control solutions. It can be observed that the results obtained by the three probabilistic methods were quite close. It should be noticed that the calculation of the risk makes it possible to list the priority to the implementation of mitigation measures. Therefore, it is recommended to do a good assessment of the geological-geotechnical model incorporating the uncertainty in viability, design, construction, operation and closure by means of risk management. 

Keywords: probabilistic methods, risk assessment, risk management, slope stability

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Authors: André Luís Brasil Cavalcante, Juan Felix Rodriguez Rebolledo, Lucas Parreira de Faria Borges

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A methodology for the probabilistic analysis of active earth pressure on retaining wall for c-Φ soil backfill is described in this paper. The Rosenblueth point estimate method is used to measure the failure probability of a gravity retaining wall. The basic principle of this methodology is to use two point estimates, i.e., the standard deviation and the mean value, to examine a variable in the safety analysis. The simplicity of this framework assures to its wide application. For the calculation is required 2ⁿ repetitions during the analysis, since the system is governed by n variables. In this study, a probabilistic model based on the Rosenblueth approach for the computation of the overturning probability of failure of a retaining wall is presented. The obtained results have shown the advantages of this kind of models in comparison with the deterministic solution. In a relatively easy way, the uncertainty on the wall and fill parameters are taken into account, and some practical results can be obtained for the retaining structure design.

Keywords: retaining wall, active earth pressure, backfill, probabilistic analysis

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Authors: Adnan A. Y. Mustafa

Abstract:

In this paper we present a quick technique to measure the similarity between binary images. The technique is based on a probabilistic mapping approach and is fast because only a minute percentage of the image pixels need to be compared to measure the similarity, and not the whole image. We exploit the power of the Probabilistic Matching Model for Binary Images (PMMBI) to arrive at an estimate of the similarity. We show that the estimate is a good approximation of the actual value, and the quality of the estimate can be improved further with increased image mappings. Furthermore, the technique is image size invariant; the similarity between big images can be measured as fast as that for small images. Examples of trials conducted on real images are presented.

Keywords: big images, binary images, image matching, image similarity

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Authors: Orhun Aydin, Mark V. Janikas, Rodrigo Alves, Renato Assuncao

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In this paper, a tree-based perturbation methodology for regionalization inference is presented. Regionalization is a constrained optimization problem that aims to create groups with similar attributes while satisfying spatial contiguity constraints. Similar to any constrained optimization problem, the spatial constraint may hinder convergence to some global minima, resulting in spatially contiguous members of a group with dissimilar attributes. This paper presents a general methodology for rigorously perturbing spatial constraints through the use of random spanning trees. The general framework presented can be used to quantify the effect of the spatial constraints in the overall regionalization result. We compare several types of stochastic spanning trees used in inference problems such as fuzzy regionalization and determining the number of regions. Performance of stochastic spanning trees is juxtaposed against the traditional permutation-based hypothesis testing frequently used in spatial statistics. Inference results for fuzzy regionalization and determining the number of regions is presented on the Local Area Personal Incomes for Texas Counties provided by the Bureau of Economic Analysis.

Keywords: regionalization, constrained clustering, probabilistic inference, fuzzy clustering

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Authors: Morteza Aien, Masoud Rashidinejad, Mahmud Fotuhi-Firuzabad

Abstract:

Power systems are innately uncertain systems. To face with such uncertain systems, robust uncertainty assessment tools are appealed. This paper inspects the uncertainty assessment formulation of the load flow (LF) problem considering different kinds of uncertainties, developed in its companion paper through some case studies. The proposed methodology is based on the evidence theory and joint propagation of possibilistic and probabilistic uncertainties. The load and wind power generation are considered as probabilistic uncertain variables and the electric vehicles (EVs) and gas turbine distributed generation (DG) units are considered as possibilistic uncertain variables. The cumulative distribution function (CDF) of the system output parameters obtained by the pure probabilistic method lies within the belief and plausibility functions obtained by the joint propagation approach. Furthermore, the imprecision in the DG parameters is explicitly reflected by the gap between the belief and plausibility functions. This gap, due to the epistemic uncertainty on the DG resources parameters grows as the penetration level increases.

Keywords: electric vehicles, joint possibilistic- probabilistic uncertainty modeling, uncertain load flow, wind turbine generator

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Authors: Sergo Tsiramua, Sulkhan Sulkhanishvili, Elisabed Asabashvili, Lazare Kvirtia

Abstract:

The paper presents logical-probabilistic methods, models and algorithms for reliability assessment of complex systems, based on which a web application for structural analysis and reliability assessment of systems was created. The reliability assessment process included the following stages, which were reflected in the application: 1) Construction of a graphical scheme of the structural reliability of the system; 2) Transformation of the graphic scheme into a logical representation and modeling of the shortest ways of successful functioning of the system; 3) Description of system operability condition with logical function in the form of disjunctive normal form (DNF); 4) Transformation of DNF into orthogonal disjunction normal form (ODNF) using the orthogonalization algorithm; 5) Replacing logical elements with probabilistic elements in ODNF, obtaining a reliability estimation polynomial and quantifying reliability; 6) Calculation of weights of elements. Using the logical-probabilistic methods, models and algorithms discussed in the paper, a special software was created, by means of which a quantitative assessment of the reliability of systems of a complex structure is produced. As a result, structural analysis of systems, research and designing of optimal structure systems are carried out.

Keywords: Complex systems, logical-probabilistic methods, orthogonalization algorithm, reliability, weight of element

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Authors: Muhammad Waseem Akram

Abstract:

The current study attempts to analyze the impact of business constraints on the growth potential and performance of Small and Medium Enterprises (SMEs) in the electrical industry of Pakistan. Primary data have been utilized for the study collected from the electrical industry cluster in Sargodha, Pakistan. OLS regression is used to assess the impact of business constraints on the performance of SMEs by controlling the effect of Technology Level, Innovations, and Firm Size. To associate business constraints with the growth potential of SMEs, the study utilized Tetrachoric Correlation and Logistic Regression. Findings reveal that all the business constraints negatively affect the performance of SMEs in the electrical industry except Political Instability. Results of Tetrachoric Correlation show that all the business constraints are negatively correlated with the growth potential of SMEs. Logistic Regression results show that Energy Constraint, Inflation and Price Instability, and Bad Business Practices, all three business constraints cause to reduce the probability of income growth in sample SMEs.

Keywords: SMEs, business constraints, performance, growth potential

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Authors: Noha Nagy, Hoda Mokhtar, Mohamed El Sherkawi

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The popularity of workflow delegation models and the increasing number of workflow provenance-aware systems motivate the need for finding more strict delegation models. Such models combine different approaches for enhanced security and respecting workflow privacy. Although modern enterprises seek conformance to workflow constraints to ensure correctness of their work, these constraints pose a threat to security, because these constraints can be good seeds for attacking privacy even in secure models. This paper introduces a comprehensive Workflow Delegation Model (WFDM) that utilizes provenance and workflow constraints to prevent malicious delegate from attacking workflow privacy as well as extending the delegation functionalities. In addition, we argue the need for exploiting workflow constraints to improve workflow security models.

Keywords: workflow delegation models, secure workflow, workflow privacy, workflow provenance

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Authors: William Wong, Zakaria Alomari, Hon Ching Lai, Zhida Li

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Modern-day information security depends on implementing Diffie-Hellman, which requires the generation of prime numbers. Because the number of primes is infinite, it is impractical to store prime numbers for use, and therefore, primality tests are indispensable in modern-day information security. A primality test is a test to determine whether a number is prime or composite. There are two types of primality tests, which are deterministic tests and probabilistic tests. Deterministic tests are adopting algorithms that provide a definite answer whether a given number is prime or composite. While in probabilistic tests, a probabilistic result would be provided, there is a degree of uncertainty. In this paper, we review three probabilistic tests: the Fermat Primality Test, the Miller-Rabin Test, and the Baillie-PSW Test, as well as one deterministic test, the Agrawal-Kayal-Saxena (AKS) Test. Furthermore, we do an analysis of these tests. All of the reviews discussed are not based on the Elliptic Curve. The analysis demonstrates that, in the majority of real-world scenarios, the Baillie- PSW test’s favorability stems from its typical operational complexity of O(log 3n) and its capacity to deliver accurate results for numbers below 2^64.

Keywords: primality tests, Fermat’s primality test, Miller-Rabin primality test, Baillie-PSW primality test, AKS primality test

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Authors: Schadrack Mwizerwa

Abstract:

The characterization and prediction of landslides are crucial for assessing geological hazards and mitigating risks to infrastructure and communities. This research aims to develop a probabilistic framework for analyzing excavation-induced landslides, which is fundamental for assessing geological hazards and mitigating risks to infrastructure and communities. The study uses Hermite polynomial chaos, a non-stationary random process, to analyze the stability of a slope and characterize the failure probability of a real landslide induced by highway construction excavation. The correlation within the data is captured using the Karhunen-Loève (KL) expansion theory, and the finite element method is used to analyze the slope's stability. The research contributes to the field of landslide characterization by employing advanced random field approaches, providing valuable insights into the complex nature of landslide behavior and the effectiveness of advanced probabilistic models for risk assessment and management. The data collected from the Baiyuzui landslide, induced by highway construction, is used as an illustrative example. The findings highlight the importance of considering the probabilistic nature of landslides and provide valuable insights into the complex behavior of such hazards.

Keywords: Hermite polynomial chaos, Karhunen-Loeve, slope stability, probabilistic analysis

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Authors: M. Nekri, A. Khelladi

Abstract:

The world wide web network is a network with a complex topology, the main properties of which are the distribution of degrees in power law, A low clustering coefficient and a weak average distance. Modeling the web as a graph allows locating the information in little time and consequently offering a help in the construction of the research engine. Here, we present a model based on the already existing probabilistic graphs with all the aforesaid characteristics. This work will consist in studying the web in order to know its structuring thus it will enable us to modelize it more easily and propose a possible algorithm for its exploration.

Keywords: clustering coefficient, preferential attachment, small world, web community

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Authors: A. Preetha Priyadharshini, S. B. M. Priya

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In this paper, we consider the MU-MISO downlink scenario, under imperfect channel state information (CSI). The main issue in imperfect CSI is to keep the probability of each user achievable outage rate below the given threshold level. Such a rate outage constraints present significant and analytical challenges. There are many probabilistic methods are used to minimize the transmit optimization problem under imperfect CSI. Here, decomposition based large deviation inequality and Bernstein type inequality convex restriction methods are used to perform the optimization problem under imperfect CSI. These methods are used for achieving improved output quality and lower complexity. They provide a safe tractable approximation of the original rate outage constraints. Based on these method implementations, performance has been evaluated in the terms of feasible rate and average transmission power. The simulation results are shown that all the two methods offer significantly improved outage quality and lower computational complexity.

Keywords: imperfect channel state information, outage probability, multiuser- multi input single output, channel state information

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Authors: Maryam Safrai, Tewfik Mahdi

Abstract:

This article presents the stochastic modeling of the Richelieu River flood in Quebec, Canada, occurred in the spring of 2011. With the aid of the one-dimensional Watershed Modeling System (WMS (v.10.1) and HEC-RAS (v.4.1) as a flood simulator, the delineation of the probabilistic flooded areas was considered. Based on the Monte Carlo method, WMS (v.10.1) delineated the probabilistic flooded areas with corresponding occurrence percentages. Furthermore, results of this one-dimensional model were compared with the results of two-dimensional model (SRH-2D) for the evaluation of efficiency and precision of each applied model. Based on this comparison, computational process in two-dimensional model is longer and more complicated versus brief one-dimensional one. Although, two-dimensional models are more accurate than one-dimensional method, but according to existing modellers, delineation of probabilistic flooded areas based on Monte Carlo method is achievable via one-dimensional modeler. The applied software in this case study greatly responded to verify the research objectives. As a result, flood risk maps of the Richelieu River with the two applied models (1d, 2d) could elucidate the flood risk factors in hydrological, hydraulic, and managerial terms.

Keywords: flood modeling, HEC-RAS, model comparison, Monte Carlo simulation, probabilistic flooded area, SRH-2D, WMS

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Authors: Min Dai, Hong Liu, Shuaijie Qian

Abstract:

We study a portfolio selection problem of an investor who faces constraints on rebalancing frequency, which is common in pension fund investment. We formulate it as a multiple optimal stopping problem and utilize the dynamic programming principle. By numerically solving the corresponding Hamilton-Jacobi-Bellman (HJB) equation, we find a series of free boundaries characterizing optimal strategy, and the constraints significantly impact the optimal strategy. Even in the absence of transaction costs, there is a no-trading region, depending on the number of the remaining trading chances. We also find that the equivalent wealth loss caused by the constraints is large. In conclusion, our model clarifies the impact of the constraints on transaction frequency on the optimal strategy.

Keywords: portfolio selection, rebalancing frequency, optimal strategy, free boundary, optimal stopping

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Authors: Sergo Tsiramua, Sulkhan Sulkhanishvili, Elisabed Asabashvili, Lazare Kvirtia

Abstract:

The paper presents logical-probabilistic methods, models, and algorithms for reliability assessment of complex systems, based on which a web application for structural analysis and reliability assessment of systems was created. It is important to design systems based on structural analysis, research, and evaluation of efficiency indicators. One of the important efficiency criteria is the reliability of the system, which depends on the components of the structure. Quantifying the reliability of large-scale systems is a computationally complex process, and it is advisable to perform it with the help of a computer. Logical-probabilistic modeling is one of the effective means of describing the structure of a complex system and quantitatively evaluating its reliability, which was the basis of our application. The reliability assessment process included the following stages, which were reflected in the application: 1) Construction of a graphical scheme of the structural reliability of the system; 2) Transformation of the graphic scheme into a logical representation and modeling of the shortest ways of successful functioning of the system; 3) Description of system operability condition with logical function in the form of disjunctive normal form (DNF); 4) Transformation of DNF into orthogonal disjunction normal form (ODNF) using the orthogonalization algorithm; 5) Replacing logical elements with probabilistic elements in ODNF, obtaining a reliability estimation polynomial and quantifying reliability; 6) Calculation of “weights” of elements of system. Using the logical-probabilistic methods, models and algorithms discussed in the paper, a special software was created, by means of which a quantitative assessment of the reliability of systems of a complex structure is produced. As a result, structural analysis of systems, research, and designing of optimal structure systems are carried out.

Keywords: complex systems, logical-probabilistic methods, orthogonalization algorithm, reliability of systems, “weights” of elements

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Authors: Jian Xu, Xiaochun Yun, Yongzheng Zhang, Yafei Sang, Zhenyu Cheng

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Network attack prevention is a critical research area of information security. Network attack would be oppressed if attribution techniques are capable to trace back to the attackers after the hacking event. Therefore attributing these attacks to a particular identification becomes one of the important tasks when analysts attempt to differentiate and profile the attacker behind a piece of attack trace. To assist analysts in expose attackers behind the scenes, this paper researches on the connections between attribution traces and proposes probabilistic relevance based attribution patterns. This method facilitates the evaluation of the plausibility relevance between different traceable identifications. Furthermore, through analyzing the connections among traces, it could confirm the existence probability of a certain organization as well as discover its affinitive partners by the means of drawing relevance matrix from attribution traces.

Keywords: attribution trace, probabilistic relevance, network attack, attacker identification

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