Search results for: random dither method
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 19762

Search results for: random dither method

19642 Efficient Internal Generator Based on Random Selection of an Elliptic Curve

Authors: Mustapha Benssalah, Mustapha Djeddou, Karim Drouiche

Abstract:

The random number generation (RNG) presents a significant importance for the security and the privacy of numerous applications, such as RFID technology and smart cards. Since, the quality of the generated bit sequences is paramount that a weak internal generator for example, can directly cause the entire application to be insecure, and thus it makes no sense to employ strong algorithms for the application. In this paper, we propose a new pseudo random number generator (PRNG), suitable for cryptosystems ECC-based, constructed by randomly selecting points from several elliptic curves randomly selected. The main contribution of this work is the increasing of the generator internal states by extending the set of its output realizations to several curves auto-selected. The quality and the statistical characteristics of the proposed PRNG are validated using the Chi-square goodness of fit test and the empirical Special Publication 800-22 statistical test suite issued by NIST.

Keywords: PRNG, security, cryptosystem, ECC

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19641 Modelling the Impact of Installation of Heat Cost Allocators in District Heating Systems Using Machine Learning

Authors: Danica Maljkovic, Igor Balen, Bojana Dalbelo Basic

Abstract:

Following the regulation of EU Directive on Energy Efficiency, specifically Article 9, individual metering in district heating systems has to be introduced by the end of 2016. These directions have been implemented in member state’s legal framework, Croatia is one of these states. The directive allows installation of both heat metering devices and heat cost allocators. Mainly due to bad communication and PR, the general public false image was created that the heat cost allocators are devices that save energy. Although this notion is wrong, the aim of this work is to develop a model that would precisely express the influence of installation heat cost allocators on potential energy savings in each unit within multifamily buildings. At the same time, in recent years, a science of machine learning has gain larger application in various fields, as it is proven to give good results in cases where large amounts of data are to be processed with an aim to recognize a pattern and correlation of each of the relevant parameter as well as in the cases where the problem is too complex for a human intelligence to solve. A special method of machine learning, decision tree method, has proven an accuracy of over 92% in prediction general building consumption. In this paper, a machine learning algorithms will be used to isolate the sole impact of installation of heat cost allocators on a single building in multifamily houses connected to district heating systems. Special emphasises will be given regression analysis, logistic regression, support vector machines, decision trees and random forest method.

Keywords: district heating, heat cost allocator, energy efficiency, machine learning, decision tree model, regression analysis, logistic regression, support vector machines, decision trees and random forest method

Procedia PDF Downloads 207
19640 A Genetic Based Algorithm to Generate Random Simple Polygons Using a New Polygon Merge Algorithm

Authors: Ali Nourollah, Mohsen Movahedinejad

Abstract:

In this paper a new algorithm to generate random simple polygons from a given set of points in a two dimensional plane is designed. The proposed algorithm uses a genetic algorithm to generate polygons with few vertices. A new merge algorithm is presented which converts any two polygons into a simple polygon. This algorithm at first changes two polygons into a polygonal chain and then the polygonal chain is converted into a simple polygon. The process of converting a polygonal chain into a simple polygon is based on the removal of intersecting edges. The merge algorithm has the time complexity of O ((r+s) *l) where r and s are the size of merging polygons and l shows the number of intersecting edges removed from the polygonal chain. It will be shown that 1 < l < r+s. The experiments results show that the proposed algorithm has the ability to generate a great number of different simple polygons and has better performance in comparison to celebrated algorithms such as space partitioning and steady growth.

Keywords: Divide and conquer, genetic algorithm, merge polygons, Random simple polygon generation.

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19639 Assessment of Dietary Intake of Pregnant Women

Authors: Tuleshova Gulnara, Abduldayeva Aigul

Abstract:

The goal is based on the studying the prevalence of micronutrient deficiencies among children and women of reproductive age to develop evidence-based recommendations aimed at improving the effectiveness of programs to prevent micronutrient deficiency. Subject: In our study we used a representative, random sample, carried out with the cluster method in the precinct of the principle areas of medical care for children 5 years of old. If the site has at least 60 children under 5 years of old, each second child was sampled, and if more than 60 children - each third child (first child selected by random sampling). The total number of investigated persons was within 80-86 women of reproductive age and children - within 80-92 people. Results: The studies found that the average prevalence of anemia among children aged 6-59 months was 35.2%, with the most susceptible to iron deficiency anemia in infants aged 6-23 months (53.3%). The prevalence of anemia among non-pregnant women was 39.0% among pregnant women - 43.8%. In children, the prevalence of folate deficiency was the highest (27.6%). Among non-pregnant women, frequent prevalence of folic acid deficiency was 37.0%. The prevalence of vitamin A deficiency was higher among children living in Astana (37.4%) compared with the medium-republican level (23.2%).

Keywords: nutrition, pregnant women, micronutrients, macronutrients

Procedia PDF Downloads 582
19638 Machine Learning Techniques in Seismic Risk Assessment of Structures

Authors: Farid Khosravikia, Patricia Clayton

Abstract:

The main objective of this work is to evaluate the advantages and disadvantages of various machine learning techniques in two key steps of seismic hazard and risk assessment of different types of structures. The first step is the development of ground-motion models, which are used for forecasting ground-motion intensity measures (IM) given source characteristics, source-to-site distance, and local site condition for future events. IMs such as peak ground acceleration and velocity (PGA and PGV, respectively) as well as 5% damped elastic pseudospectral accelerations at different periods (PSA), are indicators of the strength of shaking at the ground surface. Typically, linear regression-based models, with pre-defined equations and coefficients, are used in ground motion prediction. However, due to the restrictions of the linear regression methods, such models may not capture more complex nonlinear behaviors that exist in the data. Thus, this study comparatively investigates potential benefits from employing other machine learning techniques as statistical method in ground motion prediction such as Artificial Neural Network, Random Forest, and Support Vector Machine. The results indicate the algorithms satisfy some physically sound characteristics such as magnitude scaling distance dependency without requiring pre-defined equations or coefficients. Moreover, it is shown that, when sufficient data is available, all the alternative algorithms tend to provide more accurate estimates compared to the conventional linear regression-based method, and particularly, Random Forest outperforms the other algorithms. However, the conventional method is a better tool when limited data is available. Second, it is investigated how machine learning techniques could be beneficial for developing probabilistic seismic demand models (PSDMs), which provide the relationship between the structural demand responses (e.g., component deformations, accelerations, internal forces, etc.) and the ground motion IMs. In the risk framework, such models are used to develop fragility curves estimating exceeding probability of damage for pre-defined limit states, and therefore, control the reliability of the predictions in the risk assessment. In this study, machine learning algorithms like artificial neural network, random forest, and support vector machine are adopted and trained on the demand parameters to derive PSDMs for them. It is observed that such models can provide more accurate estimates of prediction in relatively shorter about of time compared to conventional methods. Moreover, they can be used for sensitivity analysis of fragility curves with respect to many modeling parameters without necessarily requiring more intense numerical response-history analysis.

Keywords: artificial neural network, machine learning, random forest, seismic risk analysis, seismic hazard analysis, support vector machine

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19637 Spatial Rank-Based High-Dimensional Monitoring through Random Projection

Authors: Chen Zhang, Nan Chen

Abstract:

High-dimensional process monitoring becomes increasingly important in many application domains, where usually the process distribution is unknown and much more complicated than the normal distribution, and the between-stream correlation can not be neglected. However, since the process dimension is generally much bigger than the reference sample size, most traditional nonparametric multivariate control charts fail in high-dimensional cases due to the curse of dimensionality. Furthermore, when the process goes out of control, the influenced variables are quite sparse compared with the whole dimension, which increases the detection difficulty. Targeting at these issues, this paper proposes a new nonparametric monitoring scheme for high-dimensional processes. This scheme first projects the high-dimensional process into several subprocesses using random projections for dimension reduction. Then, for every subprocess with the dimension much smaller than the reference sample size, a local nonparametric control chart is constructed based on the spatial rank test to detect changes in this subprocess. Finally, the results of all the local charts are fused together for decision. Furthermore, after an out-of-control (OC) alarm is triggered, a diagnostic framework is proposed. using the square-root LASSO. Numerical studies demonstrate that the chart has satisfactory detection power for sparse OC changes and robust performance for non-normally distributed data, The diagnostic framework is also effective to identify truly changed variables. Finally, a real-data example is presented to demonstrate the application of the proposed method.

Keywords: random projection, high-dimensional process control, spatial rank, sequential change detection

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19636 Mecano-Reliability Approach Applied to a Water Storage Tank Placed on Ground

Authors: Amar Aliche, Hocine Hammoum, Karima Bouzelha, Arezki Ben Abderrahmane

Abstract:

Traditionally, the dimensioning of storage tanks is conducted with a deterministic approach based on partial coefficients of safety. These coefficients are applied to take into account the uncertainties related to hazards on properties of materials used and applied loads. However, the use of these safety factors in the design process does not assure an optimal and reliable solution and can sometimes lead to a lack of robustness of the structure. The reliability theory based on a probabilistic formulation of constructions safety can respond in an adapted manner. It allows constructing a modelling in which uncertain data are represented by random variables, and therefore allows a better appreciation of safety margins with confidence indicators. The work presented in this paper consists of a mecano-reliability analysis of a concrete storage tank placed on ground. The classical method of Monte Carlo simulation is used to evaluate the failure probability of concrete tank by considering the seismic acceleration as random variable.

Keywords: reliability approach, storage tanks, monte carlo simulation, seismic acceleration

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19635 Estimation of Probabilistic Fatigue Crack Propagation Models of AZ31 Magnesium Alloys under Various Load Ratio Conditions by Using the Interpolation of a Random Variable

Authors: Seon Soon Choi

Abstract:

The essential purpose is to present the good fatigue crack propagation model describing a stochastic fatigue crack growth behavior in a rolled magnesium alloy, AZ31, under various load ratio conditions. Fatigue crack propagation experiments were carried out in laboratory air under four conditions of load ratio, R, using AZ31 to investigate the crack growth behavior. The stochastic fatigue crack growth behavior was analyzed using an interpolation of random variable, Z, introduced to an empirical fatigue crack propagation model. The empirical fatigue models used in this study are Paris-Erdogan model, Walker model, Forman model, and modified Forman model. It was found that the random variable is useful in describing the stochastic fatigue crack growth behaviors under various load ratio conditions. The good probabilistic model describing a stochastic fatigue crack growth behavior under various load ratio conditions was also proposed.

Keywords: magnesium alloys, fatigue crack propagation model, load ratio, interpolation of random variable

Procedia PDF Downloads 379
19634 Towards Integrating Statistical Color Features for Human Skin Detection

Authors: Mohd Zamri Osman, Mohd Aizaini Maarof, Mohd Foad Rohani

Abstract:

Human skin detection recognized as the primary step in most of the applications such as face detection, illicit image filtering, hand recognition and video surveillance. The performance of any skin detection applications greatly relies on the two components: feature extraction and classification method. Skin color is the most vital information used for skin detection purpose. However, color feature alone sometimes could not handle images with having same color distribution with skin color. A color feature of pixel-based does not eliminate the skin-like color due to the intensity of skin and skin-like color fall under the same distribution. Hence, the statistical color analysis will be exploited such mean and standard deviation as an additional feature to increase the reliability of skin detector. In this paper, we studied the effectiveness of statistical color feature for human skin detection. Furthermore, the paper analyzed the integrated color and texture using eight classifiers with three color spaces of RGB, YCbCr, and HSV. The experimental results show that the integrating statistical feature using Random Forest classifier achieved a significant performance with an F1-score 0.969.

Keywords: color space, neural network, random forest, skin detection, statistical feature

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19633 Time Bound Parallel Processing of a Disaster Management Alert System Using Random Selection of Target Audience: Bangladesh Context

Authors: Hasan Al Bashar Abul Ulayee, AKM Saifun Nabi, MD Mesbah-Ul-Awal

Abstract:

Alert system for disaster management is common now a day and can play a vital role reducing devastation and saves lives and costs. An alert in right time can save thousands of human life, help to take shelter, manage other assets including live stocks and above all, a right time alert will help to take preparation to face and early recovery of the situation. In a country like Bangladesh where populations is more than 170 million and always facing different types of natural calamities and disasters, an early right time alert is very effective and implementation of alert system is challenging. The challenge comes from the time constraint of alerting the huge number of population. The other method of existing disaster management pre alert is traditional, sequential and non-selective so efficiency is not good enough. This paper describes a way by which alert can be provided to maximum number of people within the short time bound using parallel processing as well as random selection of selective target audience.

Keywords: alert system, Bangladesh, disaster management, parallel processing, SMS

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19632 Survival Data with Incomplete Missing Categorical Covariates

Authors: Madaki Umar Yusuf, Mohd Rizam B. Abubakar

Abstract:

The survival censored data with incomplete covariate data is a common occurrence in many studies in which the outcome is survival time. With model when the missing covariates are categorical, a useful technique for obtaining parameter estimates is the EM by the method of weights. The survival outcome for the class of generalized linear model is applied and this method requires the estimation of the parameters of the distribution of the covariates. In this paper, we propose some clinical trials with ve covariates, four of which have some missing values which clearly show that they were fully censored data.

Keywords: EM algorithm, incomplete categorical covariates, ignorable missing data, missing at random (MAR), Weibull Distribution

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19631 Bayesian Meta-Analysis to Account for Heterogeneity in Studies Relating Life Events to Disease

Authors: Elizabeth Stojanovski

Abstract:

Associations between life events and various forms of cancers have been identified. The purpose of a recent random-effects meta-analysis was to identify studies that examined the association between adverse events associated with changes to financial status including decreased income and breast cancer risk. The same association was studied in four separate studies which displayed traits that were not consistent between studies such as the study design, location and time frame. It was of interest to pool information from various studies to help identify characteristics that differentiated study results. Two random-effects Bayesian meta-analysis models are proposed to combine the reported estimates of the described studies. The proposed models allow major sources of variation to be taken into account, including study level characteristics, between study variance, and within study variance and illustrate the ease with which uncertainty can be incorporated using a hierarchical Bayesian modelling approach.

Keywords: random-effects, meta-analysis, Bayesian, variation

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19630 Performance Degradation for the GLR Test-Statistics for Spatial Signal Detection

Authors: Olesya Bolkhovskaya, Alexander Maltsev

Abstract:

Antenna arrays are widely used in modern radio systems in sonar and communications. The solving of the detection problems of a useful signal on the background of noise is based on the GLRT method. There is a large number of problem which depends on the known a priori information. In this work, in contrast to the majority of already solved problems, it is used only difference spatial properties of the signal and noise for detection. We are analyzing the influence of the degree of non-coherence of signal and noise unhomogeneity on the performance characteristics of different GLRT statistics. The description of the signal and noise is carried out by means of the spatial covariance matrices C in the cases of different number of known information. The partially coherent signal is simulated as a plane wave with a random angle of incidence of the wave concerning a normal. Background noise is simulated as random process with uniform distribution function in each element. The results of investigation of degradation of performance characteristics for different cases are represented in this work.

Keywords: GLRT, Neumann-Pearson’s criterion, Test-statistics, degradation, spatial processing, multielement antenna array

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19629 Coupling Random Demand and Route Selection in the Transportation Network Design Problem

Authors: Shabnam Najafi, Metin Turkay

Abstract:

Network design problem (NDP) is used to determine the set of optimal values for certain pre-specified decision variables such as capacity expansion of nodes and links by optimizing various system performance measures including safety, congestion, and accessibility. The designed transportation network should improve objective functions defined for the system by considering the route choice behaviors of network users at the same time. The NDP studies mostly investigated the random demand and route selection constraints separately due to computational challenges. In this work, we consider both random demand and route selection constraints simultaneously. This work presents a nonlinear stochastic model for land use and road network design problem to address the development of different functional zones in urban areas by considering both cost function and air pollution. This model minimizes cost function and air pollution simultaneously with random demand and stochastic route selection constraint that aims to optimize network performance via road capacity expansion. The Bureau of Public Roads (BPR) link impedance function is used to determine the travel time function in each link. We consider a city with origin and destination nodes which can be residential or employment or both. There are set of existing paths between origin-destination (O-D) pairs. Case of increasing employed population is analyzed to determine amount of roads and origin zones simultaneously. Minimizing travel and expansion cost of routes and origin zones in one side and minimizing CO emission in the other side is considered in this analysis at the same time. In this work demand between O-D pairs is random and also the network flow pattern is subject to stochastic user equilibrium, specifically logit route choice model. Considering both demand and route choice, random is more applicable to design urban network programs. Epsilon-constraint is one of the methods to solve both linear and nonlinear multi-objective problems. In this work epsilon-constraint method is used to solve the problem. The problem was solved by keeping first objective (cost function) as the objective function of the problem and second objective as a constraint that should be less than an epsilon, where epsilon is an upper bound of the emission function. The value of epsilon should change from the worst to the best value of the emission function to generate the family of solutions representing Pareto set. A numerical example with 2 origin zones and 2 destination zones and 7 links is solved by GAMS and the set of Pareto points is obtained. There are 15 efficient solutions. According to these solutions as cost function value increases, emission function value decreases and vice versa.

Keywords: epsilon-constraint, multi-objective, network design, stochastic

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19628 Sensor Registration in Multi-Static Sonar Fusion Detection

Authors: Longxiang Guo, Haoyan Hao, Xueli Sheng, Hanjun Yu, Jingwei Yin

Abstract:

In order to prevent target splitting and ensure the accuracy of fusion, system error registration is an important step in multi-static sonar fusion detection system. To eliminate the inherent system errors including distance error and angle error of each sonar in detection, this paper uses offline estimation method for error registration. Suppose several sonars from different platforms work together to detect a target. The target position detected by each sonar is based on each sonar’s own reference coordinate system. Based on the two-dimensional stereo projection method, this paper uses real-time quality control (RTQC) method and least squares (LS) method to estimate sensor biases. The RTQC method takes the average value of each sonar’s data as the observation value and the LS method makes the least square processing of each sonar’s data to get the observation value. In the underwater acoustic environment, matlab simulation is carried out and the simulation results show that both algorithms can estimate the distance and angle error of sonar system. The performance of the two algorithms is also compared through the root mean square error and the influence of measurement noise on registration accuracy is explored by simulation. The system error convergence of RTQC method is rapid, but the distribution of targets has a serious impact on its performance. LS method can not be affected by target distribution, but the increase of random noise will slow down the convergence rate. LS method is an improvement of RTQC method, which is widely used in two-dimensional registration. The improved method can be used for underwater multi-target detection registration.

Keywords: data fusion, multi-static sonar detection, offline estimation, sensor registration problem

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19627 Artificial Intelligence-Based Detection of Individuals Suffering from Vestibular Disorder

Authors: Dua Hişam, Serhat İkizoğlu

Abstract:

Identifying the problem behind balance disorder is one of the most interesting topics in the medical literature. This study has considerably enhanced the development of artificial intelligence (AI) algorithms applying multiple machine learning (ML) models to sensory data on gait collected from humans to classify between normal people and those suffering from Vestibular System (VS) problems. Although AI is widely utilized as a diagnostic tool in medicine, AI models have not been used to perform feature extraction and identify VS disorders through training on raw data. In this study, three machine learning (ML) models, the Random Forest Classifier (RF), Extreme Gradient Boosting (XGB), and K-Nearest Neighbor (KNN), have been trained to detect VS disorder, and the performance comparison of the algorithms has been made using accuracy, recall, precision, and f1-score. With an accuracy of 95.28 %, Random Forest Classifier (RF) was the most accurate model.

Keywords: vestibular disorder, machine learning, random forest classifier, k-nearest neighbor, extreme gradient boosting

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19626 A High Time Resolution Digital Pulse Width Modulator Based on Field Programmable Gate Array’s Phase Locked Loop Megafunction

Authors: Jun Wang, Tingcun Wei

Abstract:

The digital pulse width modulator (DPWM) is the crucial building block for digitally-controlled DC-DC switching converter, which converts the digital duty ratio signal into its analog counterpart to control the power MOSFET transistors on or off. With the increase of switching frequency of digitally-controlled DC-DC converter, the DPWM with higher time resolution is required. In this paper, a 15-bits DPWM with three-level hybrid structure is presented; the first level is composed of a7-bits counter and a comparator, the second one is a 5-bits delay line, and the third one is a 3-bits digital dither. The presented DPWM is designed and implemented using the PLL megafunction of FPGA (Field Programmable Gate Arrays), and the required frequency of clock signal is 128 times of switching frequency. The simulation results show that, for the switching frequency of 2 MHz, a DPWM which has the time resolution of 15 ps is achieved using a maximum clock frequency of 256MHz. The designed DPWM in this paper is especially useful for high-frequency digitally-controlled DC-DC switching converters.

Keywords: DPWM, digitally-controlled DC-DC switching converter, FPGA, PLL megafunction, time resolution

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19625 Assessing Significance of Correlation with Binomial Distribution

Authors: Vijay Kumar Singh, Pooja Kushwaha, Prabhat Ranjan, Krishna Kumar Ojha, Jitendra Kumar

Abstract:

Present day high-throughput genomic technologies, NGS/microarrays, are producing large volume of data that require improved analysis methods to make sense of the data. The correlation between genes and samples has been regularly used to gain insight into many biological phenomena including, but not limited to, co-expression/co-regulation, gene regulatory networks, clustering and pattern identification. However, presence of outliers and violation of assumptions underlying Pearson correlation is frequent and may distort the actual correlation between the genes and lead to spurious conclusions. Here, we report a method to measure the strength of association between genes. The method assumes that the expression values of a gene are Bernoulli random variables whose outcome depends on the sample being probed. The method considers the two genes as uncorrelated if the number of sample with same outcome for both the genes (Ns) is equal to certainly expected number (Es). The extent of correlation depends on how far Ns can deviate from the Es. The method does not assume normality for the parent population, fairly unaffected by the presence of outliers, can be applied to qualitative data and it uses the binomial distribution to assess the significance of association. At this stage, we would not claim about the superiority of the method over other existing correlation methods, but our method could be another way of calculating correlation in addition to existing methods. The method uses binomial distribution, which has not been used until yet, to assess the significance of association between two variables. We are evaluating the performance of our method on NGS/microarray data, which is noisy and pierce by the outliers, to see if our method can differentiate between spurious and actual correlation. While working with the method, it has not escaped our notice that the method could also be generalized to measure the association of more than two variables which has been proven difficult with the existing methods.

Keywords: binomial distribution, correlation, microarray, outliers, transcriptome

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19624 Entrepreneurs’ Perceptions of the Economic, Social and Physical Impacts of Tourism

Authors: Oktay Emir

Abstract:

The objective of this study is to determine how entrepreneurs perceive the economic, social and physical impacts of tourism. The study was conducted in the city of Afyonkarahisar, Turkey, which is rich in thermal tourism resources and investments. A survey was used as the data collection method, and the questionnaire was applied to 472 entrepreneurs. A simple random sampling method was used to identify the sample. Independent sampling t-tests and ANOVA tests were used to analyse the data obtained. Additionally, some statistically significant differences (p<0.05) were found based on the participants’ demographic characteristics regarding their opinions about the social, economic and physical impacts of tourism activities.

Keywords: tourism, perception, entrepreneurship, entrepreneurs, structural equation modelling

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19623 A Comparative Study to Evaluate Chronological Age and Dental Age in the North Indian Population Using Cameriere's Method

Authors: Ranjitkumar Patil

Abstract:

Age estimation has importance in forensic dentistry. Dental age estimation has emerged as an alternative to skeletal age determination. The methods based on stages of tooth formation, as appreciated on radiographs, seem to be more appropriate in the assessment of age than those based on skeletal development. The study was done to evaluate dental age in the north Indian population using Cameriere’s method. Aims/Objectives: The study was conducted to assess the dental age of North Indian children using Cameriere’s method and to compare the chronological age and dental age for validation of the Cameriere’s method in the north Indian population. A comparative study of 02-year duration on the OPG (using PLANMECA Promax 3D) data of 497 individuals with ages ranging from 5 to 15 years was done based on simple random technique ethical approval obtained from institutional ethical committee. The data was obtained based on inclusion and exclusion criteria and was analyzed by software for dental age estimation. Statistical analysis: The student’s t-test was used to compare the morphological variables of males with those of females and to compare observed age with estimated age. The regression formula was also calculated. Results: Present study was a comparative study of 497 subjects with a distribution between males and females, with their dental age assessed by using a Panoramic radiograph, following the method described by Cameriere, which is widely accepted. Statistical analysis in our study indicated that gender does not have a significant influence on age estimation. (R2= 0.787). Conclusion: This infers that Cameriere’s method can be effectively applied to the north Indian population.

Keywords: forensic, dental age, skeletal age, chronological age, Cameriere’s method

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19622 Method to Find a ε-Optimal Control of Stochastic Differential Equation Driven by a Brownian Motion

Authors: Francys Souza, Alberto Ohashi, Dorival Leao

Abstract:

We present a general solution for finding the ε-optimal controls for non-Markovian stochastic systems as stochastic differential equations driven by Brownian motion, which is a problem recognized as a difficult solution. The contribution appears in the development of mathematical tools to deal with modeling and control of non-Markovian systems, whose applicability in different areas is well known. The methodology used consists to discretize the problem through a random discretization. In this way, we transform an infinite dimensional problem in a finite dimensional, thereafter we use measurable selection arguments, to find a control on an explicit form for the discretized problem. Then, we prove the control found for the discretized problem is a ε-optimal control for the original problem. Our theory provides a concrete description of a rather general class, among the principals, we can highlight financial problems such as portfolio control, hedging, super-hedging, pairs-trading and others. Therefore, our main contribution is the development of a tool to explicitly the ε-optimal control for non-Markovian stochastic systems. The pathwise analysis was made through a random discretization jointly with measurable selection arguments, has provided us with a structure to transform an infinite dimensional problem into a finite dimensional. The theory is applied to stochastic control problems based on path-dependent stochastic differential equations, where both drift and diffusion components are controlled. We are able to explicitly show optimal control with our method.

Keywords: dynamic programming equation, optimal control, stochastic control, stochastic differential equation

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19621 Computerized Adaptive Testing for Ipsative Tests with Multidimensional Pairwise-Comparison Items

Authors: Wen-Chung Wang, Xue-Lan Qiu

Abstract:

Ipsative tests have been widely used in vocational and career counseling (e.g., the Jackson Vocational Interest Survey). Pairwise-comparison items are a typical item format of ipsative tests. When the two statements in a pairwise-comparison item measure two different constructs, the item is referred to as a multidimensional pairwise-comparison (MPC) item. A typical MPC item would be: Which activity do you prefer? (A) playing with young children, or (B) working with tools and machines. These two statements aim at the constructs of social interest and investigative interest, respectively. Recently, new item response theory (IRT) models for ipsative tests with MPC items have been developed. Among them, the Rasch ipsative model (RIM) deserves special attention because it has good measurement properties, in which the log-odds of preferring statement A to statement B are defined as a competition between two parts: the sum of a person’s latent trait to which statement A is measuring and statement A’s utility, and the sum of a person’s latent trait to which statement B is measuring and statement B’s utility. The RIM has been extended to polytomous responses, such as preferring statement A strongly, preferring statement A, preferring statement B, and preferring statement B strongly. To promote the new initiatives, in this study we developed computerized adaptive testing algorithms for MFC items and evaluated their performance using simulations and two real tests. Both the RIM and its polytomous extension are multidimensional, which calls for multidimensional computerized adaptive testing (MCAT). A particular issue in MCAT for MPC items is the within-person statement exposure (WPSE); that is, a respondent may keep seeing the same statement (e.g., my life is empty) for many times, which is certainly annoying. In this study, we implemented two methods to control the WPSE rate. In the first control method, items would be frozen when their statements had been administered more than a prespecified times. In the second control method, a random component was added to control the contribution of the information at different stages of MCAT. The second control method was found to outperform the first control method in our simulation studies. In addition, we investigated four item selection methods: (a) random selection (as a baseline), (b) maximum Fisher information method without WPSE control, (c) maximum Fisher information method with the first control method, and (d) maximum Fisher information method with the second control method. These four methods were applied to two real tests: one was a work survey with dichotomous MPC items and the other is a career interests survey with polytomous MPC items. There were three dependent variables: the bias and root mean square error across person measures, and measurement efficiency which was defined as the number of items needed to achieve the same degree of test reliability. Both applications indicated that the proposed MCAT algorithms were successful and there was no loss in measurement proficiency when the control methods were implemented, and among the four methods, the last method performed the best.

Keywords: computerized adaptive testing, ipsative tests, item response theory, pairwise comparison

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19620 Bridging Stress Modeling of Composite Materials Reinforced by Fiber Using Discrete Element Method

Authors: Chong Wang, Kellem M. Soares, Luis E. Kosteski

Abstract:

The problem of toughening in brittle materials reinforced by fibers is complex, involving all the mechanical properties of fibers, matrix, the fiber/matrix interface, as well as the geometry of the fiber. An appropriate method applicable to the simulation and analysis of toughening is essential. In this work, we performed simulations and analysis of toughening in brittle matrix reinforced by randomly distributed fibers by means of the discrete elements method. At first, we put forward a mechanical model of the contribution of random fibers to the toughening of composite. Then with numerical programming, we investigated the stress, damage and bridging force in the composite material when a crack appeared in the brittle matrix. From the results obtained, we conclude that: (i) fibers with high strength and low elasticity modulus benefit toughening; (ii) fibers with relatively high elastic modulus compared to the matrix may result in considerable matrix damage (spalling effect); (iii) employment of high-strength synthetic fiber is a good option. The present work makes it possible to optimize the parameters in order to produce advanced ceramic with desired performance. We believe combination of the discrete element method (DEM) with the finite element method (FEM) can increase the versatility and efficiency of the software developed.

Keywords: bridging stress, discrete element method, fiber reinforced composites, toughening

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19619 Steady-State Behavior of a Multi-Phase M/M/1 Queue in Random Evolution Subject to Catastrophe Failure

Authors: Reni M. Sagayaraj, Anand Gnana S. Selvam, Reynald R. Susainathan

Abstract:

In this paper, we consider stochastic queueing models for Steady-state behavior of a multi-phase M/M/1 queue in random evolution subject to catastrophe failure. The arrival flow of customers is described by a marked Markovian arrival process. The service times of different type customers have a phase-type distribution with different parameters. To facilitate the investigation of the system we use a generalized phase-type service time distribution. This model contains a repair state, when a catastrophe occurs the system is transferred to the failure state. The paper focuses on the steady-state equation, and observes that, the steady-state behavior of the underlying queueing model along with the average queue size is analyzed.

Keywords: M/G/1 queuing system, multi-phase, random evolution, steady-state equation, catastrophe failure

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19618 Stochastic Optimization of a Vendor-Managed Inventory Problem in a Two-Echelon Supply Chain

Authors: Bita Payami-Shabestari, Dariush Eslami

Abstract:

The purpose of this paper is to develop a multi-product economic production quantity model under vendor management inventory policy and restrictions including limited warehouse space, budget, and number of orders, average shortage time and maximum permissible shortage. Since the “costs” cannot be predicted with certainty, it is assumed that data behave under uncertain environment. The problem is first formulated into the framework of a bi-objective of multi-product economic production quantity model. Then, the problem is solved with three multi-objective decision-making (MODM) methods. Then following this, three methods had been compared on information on the optimal value of the two objective functions and the central processing unit (CPU) time with the statistical analysis method and the multi-attribute decision-making (MADM). The results are compared with statistical analysis method and the MADM. The results of the study demonstrate that augmented-constraint in terms of optimal value of the two objective functions and the CPU time perform better than global criteria, and goal programming. Sensitivity analysis is done to illustrate the effect of parameter variations on the optimal solution. The contribution of this research is the use of random costs data in developing a multi-product economic production quantity model under vendor management inventory policy with several constraints.

Keywords: economic production quantity, random cost, supply chain management, vendor-managed inventory

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19617 Reliability Analysis for Cyclic Fatigue Life Prediction in Railroad Bolt Hole

Authors: Hasan Keshavarzian, Tayebeh Nesari

Abstract:

Bolted rail joint is one of the most vulnerable areas in railway track. A comprehensive approach was developed for studying the reliability of fatigue crack initiation of railroad bolt hole under random axle loads and random material properties. The operation condition was also considered as stochastic variables. In order to obtain the comprehensive probability model of fatigue crack initiation life prediction in railroad bolt hole, we used FEM, response surface method (RSM), and reliability analysis. Combined energy-density based and critical plane based fatigue concept is used for the fatigue crack prediction. The dynamic loads were calculated according to the axle load, speed, and track properties. The results show that axle load is most sensitive parameter compared to Poisson’s ratio in fatigue crack initiation life. Also, the reliability index decreases slowly due to high cycle fatigue regime in this area.

Keywords: rail-wheel tribology, rolling contact mechanic, finite element modeling, reliability analysis

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19616 Influence of the Paint Coating Thickness in Digital Image Correlation Experiments

Authors: Jesús A. Pérez, Sam Coppieters, Dimitri Debruyne

Abstract:

In the past decade, the use of digital image correlation (DIC) techniques has increased significantly in the area of experimental mechanics, especially for materials behavior characterization. This non-contact tool enables full field displacement and strain measurements over a complete region of interest. The DIC algorithm requires a random contrast pattern on the surface of the specimen in order to perform properly. To create this pattern, the specimen is usually first coated using a white matt paint. Next, a black random speckle pattern is applied using any suitable method. If the applied paint coating is too thick, its top surface may not be able to exactly follow the deformation of the specimen, and consequently, the strain measurement might be underestimated. In the present article, a study of the influence of the paint thickness on the strain underestimation is performed for different strain levels. The results are then compared to typical paint coating thicknesses applied by experienced DIC users. A slight strain underestimation was observed for paint coatings thicker than about 30μm. On the other hand, this value was found to be uncommonly high compared to coating thicknesses applied by DIC users.

Keywords: digital image correlation, paint coating thickness, strain

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19615 Lane Detection Using Labeling Based RANSAC Algorithm

Authors: Yeongyu Choi, Ju H. Park, Ho-Youl Jung

Abstract:

In this paper, we propose labeling based RANSAC algorithm for lane detection. Advanced driver assistance systems (ADAS) have been widely researched to avoid unexpected accidents. Lane detection is a necessary system to assist keeping lane and lane departure prevention. The proposed vision based lane detection method applies Canny edge detection, inverse perspective mapping (IPM), K-means algorithm, mathematical morphology operations and 8 connected-component labeling. Next, random samples are selected from each labeling region for RANSAC. The sampling method selects the points of lane with a high probability. Finally, lane parameters of straight line or curve equations are estimated. Through the simulations tested on video recorded at daytime and nighttime, we show that the proposed method has better performance than the existing RANSAC algorithm in various environments.

Keywords: Canny edge detection, k-means algorithm, RANSAC, inverse perspective mapping

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19614 Multi-Objective Random Drift Particle Swarm Optimization Algorithm Based on RDPSO and Crowding Distance Sorting

Authors: Yiqiong Yuan, Jun Sun, Dongmei Zhou, Jianan Sun

Abstract:

In this paper, we presented a Multi-Objective Random Drift Particle Swarm Optimization algorithm (MORDPSO-CD) based on RDPSO and crowding distance sorting to improve the convergence and distribution with less computation cost. MORDPSO-CD makes the most of RDPSO to approach the true Pareto optimal solutions fast. We adopt the crowding distance sorting technique to update and maintain the archived optimal solutions. Introducing the crowding distance technique into MORDPSO can make the leader particles find the true Pareto solution ultimately. The simulation results reveal that the proposed algorithm has better convergence and distribution

Keywords: multi-objective optimization, random drift particle swarm optimization, crowding distance sorting, pareto optimal solution

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19613 Node Optimization in Wireless Sensor Network: An Energy Approach

Authors: Y. B. Kirankumar, J. D. Mallapur

Abstract:

Wireless Sensor Network (WSN) is an emerging technology, which has great invention for various low cost applications both for mass public as well as for defence. The wireless sensor communication technology allows random participation of sensor nodes with particular applications to take part in the network, which results in most of the uncovered simulation area, where fewer nodes are located at far distances. The drawback of such network would be that the additional energy is spent by the nodes located in a pattern of dense location, using more number of nodes for a smaller distance of communication adversely in a region with less number of nodes and additional energy is again spent by the source node in order to transmit a packet to neighbours, thereby transmitting the packet to reach the destination. The proposed work is intended to develop Energy Efficient Node Placement Algorithm (EENPA) in order to place the sensor node efficiently in simulated area, where all the nodes are equally located on a radial path to cover maximum area at equidistance. The total energy consumed by each node compared to random placement of nodes is less by having equal burden on fewer nodes of far location, having distributed the nodes in whole of the simulation area. Calculating the network lifetime also proves to be efficient as compared to random placement of nodes, hence increasing the network lifetime, too. Simulation is been carried out in a qualnet simulator, results are obtained on par with random placement of nodes with EENP algorithm.

Keywords: energy, WSN, wireless sensor network, energy approach

Procedia PDF Downloads 281