Search results for: stochastic decoding

Authors: Jessemyn Modiini, Timothy Lynar, Elena Sitnikova

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We present a novel enhanced compartmental model for malware spread analysis in cyber security. This paper applies cyber security data features to epidemiological compartmental models to model the infectious potential of malware. Compartmental models are most efficient for calculating the infectious potential of a disease. In this paper, we discuss and profile epidemiologically relevant data features from a Domain Name System (DNS) dataset. We then apply these features to epidemiological compartmental models to network traffic features. This paper demonstrates how epidemiological principles can be applied to the novel analysis of key cybersecurity behaviours and trends and provides insight into threat modelling above that of kill-chain analysis. In applying deterministic compartmental models to a cyber security use case, the authors analyse the deficiencies and provide an enhanced stochastic model for cyber epidemiology. This enhanced compartmental model (SUEICRN model) is contrasted with the traditional SEIR model to demonstrate its efficacy.

Keywords: cybersecurity, epidemiology, cyber epidemiology, malware

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Authors: Innocent Pangapanga-Phiri, Eric Dada Mungatana

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This study estimates the effect of climate-induced rural-urban migrants (RUM) on maize productivity. It uses panel data gathered by the National Statistics Office and the World Bank to understand the effect of RUM on the technical efficiency of maize production in rural Malawi. The study runs the two-stage Tobit regression to isolate the real effect of rural-urban migration on the technical efficiency of maize production. The results show that RUM significantly reduces the technical efficiency of maize production. However, the interaction of RUM and climate-smart agriculture has a positive and significant influence on the technical efficiency of maize production, suggesting the need for re-investing migrants’ remittances in agricultural activities.

Keywords: climate-smart agriculture, farm productivity, rural-urban migration, panel stochastic frontier models, two-stage Tobit regression

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Authors: Boukari Abdou Wakilou

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Benin is one of West Africa's major cotton-producing countries. Cotton is the country's main source of foreign currency and employment. But it is also one of the sources of soil degradation. The search for good agricultural practices is therefore, a constant preoccupation. The aim of this study is to measure the technical efficiency of cotton growers by comparing those who constantly grow cotton on the same land with those who practice crop rotation. The one-step estimation approach of the stochastic production frontier, including determinants of technical inefficiency, was applied to a stratified random sample of 261 cotton producers. Overall, the growers had a high average technical efficiency level of 90%. However, there was no significant difference in the level of technical efficiency between the two groups of growers studied. All the factors linked to compliance with the technical production itinerary had a positive influence on the growers' level of efficiency. It is, therefore, important to continue raising awareness of the importance of respecting the technical production itinerary and of integrated soil fertility management techniques.

Keywords: technical efficiency, soil fertility, cotton, crop rotation, benin

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

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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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Authors: Mahmoud M. Othman, Almoataz Y. Abdelaziz, Yasser G. Hegazy

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This paper presents a load control strategy based on modification of the Big Bang Big Crunch optimization method. The proposed strategy aims to determine the optimal load to be controlled and the corresponding time of control in order to minimize the energy purchased from substation. The presented strategy helps the distribution network operator to rely on the renewable energy sources in supplying the system demand. The renewable energy sources used in the presented study are modeled using the diagonal band Copula method and sequential Monte Carlo method in order to accurately consider the multivariate stochastic dependence between wind power, photovoltaic power and the system demand. The proposed algorithms are implemented in MATLAB environment and tested on the IEEE 37-node feeder. Several case studies are done and the subsequent discussions show the effectiveness of the proposed algorithm.

Keywords: big bang big crunch, distributed generation, load control, optimization, planning

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Authors: Ju-Hong Lee, Ding-Chen Chung

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This paper deals with the optimal design of recursive doubly complementary (DC) digital filter design using a metaheuristic based optimization technique. Based on the theory of DC digital filters using two recursive digital all-pass filters (DAFs), the design problem is appropriately formulated to result in an objective function which is a weighted sum of the phase response errors of the designed DAFs. To deal with the stability of the recursive DC filters during the design process, we can either impose some necessary constraints on the phases of the recursive DAFs. Through a frequency sampling and a weighted least squares approach, the optimization problem of the objective function can be solved by utilizing a population based stochastic optimization approach. The resulting DC digital filters can possess satisfactory frequency response. Simulation results are presented for illustration and comparison.

Keywords: doubly complementary, digital all-pass filter, weighted least squares algorithm, particle swarm optimization

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Authors: Karin Megheșan, Alexandra Popescu, Teodora Dobre

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In the past few years, the Russian Federation has become a central point on the security agenda of the most important international actors, due to its reloaded aggressiveness of foreign policy. Vladimir Putin, the actual president of the Russian Federation, has proven that Russia can and has the willingness to become the powerful actor that used to be during the Cold War. Russia’s new behavior on the international scene showed that Russia has not only expansionist (where expansionist is not only in terms of territory but also of ideology) intentions, but also the necessary resources, to build an empire that may have the power to counterbalance the influence of the United States and stop the expansion of the North-Atlantic Treaty Organization in an equation understood of multipolar Russian view. But in order to do this, there is necessary to follow a well-established plan or policy. Thus, the aim of the paper is to discuss how has the foreign policy of the Russian Federation evolved under the influence of the military and security strategies of the Russian nation, to briefly examine some of the factors that sculpture Russian foreign policy and behavior, in order to reshape a Russian (Soviet) profile so far considered antiquated. Our approach is an argument in favor of the analyses of the recent evolutions embedded in the course of history. In this context, the paper will include analytical thoughts about the Russian foreign policy and the latest strategic documents (security strategy and military doctrine) adopted by the Putin administration, with the purpose to highlight the main direction of action followed by all these documents together. The paper concludes that the military component is to be found in all these strategic documents, as well as at the core of Russian national interest, aspect that proves that Russia is still the adept of the traditional realist paradigm, reshaped in a Russian theory of the multipolar world.

Keywords: hybrid warfare, military component, military doctrine, Russian foreign policy, security strategy

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Authors: Kiyanoush Ghalavand

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We have a complex paradox in the agriculture and environment sectors in the age of technology. In the one side, the achievements of the science and information ages are shaping to come that is very dangerous than ever last decades. The progress of the past decades is historic, connecting people, empowering individuals, groups, and states, and lifting a thousand people out of land and poverty in the process. Floods are the most frequent natural hazards damaging and recurring of all disasters in Iran. Additionally, floods are morphing into new and even more devastating forms in recent years. Khuzestan and Lorestan Provinces experienced heavy rains that began on March 28, 2019, and led to unprecedented widespread flooding and landslides across the provinces. The study was based on both secondary and primary data. For the present study, a questionnaire-based primary survey was conducted. Data were collected by using a specially designed questionnaire and other instruments, such as focus groups, interview schedules, inception workshops, and roundtable discussions with stakeholders at different levels. Farmers in Khuzestan and Lorestan provinces were the statistical population for this study. Data were analyzed with several software such as ATLASti, NVivo SPSS Win, ،E-Views. According to a factorial analysis conducted for the present study, 10 groups of factors were categorized climatic, economic, cultural, supportive, instructive, planning, military, policymaking, geographical, and human factors. They estimated 71.6 percent of explanatory factors of flood management obstacles in the agricultural sector in Lorestan and Khuzestan provinces. Several recommendations were finally made based on the study findings.

Keywords: chaos theory, natural hazards, risks, environmental risks, paradox

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Authors: A. Abbou, V. Makis, N. Salari

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We study the condition-based maintenance (CBM) problem of a system subject to stochastic deterioration. The system is composed of three units (or modules): (i) Module 1 deterioration follows a Markov process with two operational states and one failure state. The operational states are partially observable through periodic condition monitoring. (ii) Module 2 deterioration follows a Gamma process with a known failure threshold. The deterioration level of this module is fully observable through periodic inspections. (iii) Only the operating age information is available of Module 3. The lifetime of this module has a general distribution. A CBM policy prescribes when to initiate a maintenance intervention and which modules to repair during intervention. Our objective is to determine the optimal CBM policy minimizing the long-run expected average cost of operating the system. This is achieved by formulating a Markov decision process (MDP) and developing the value iteration algorithm for solving the MDP. We provide numerical examples illustrating the cost-effectiveness of the optimal CBM policy through a comparison with heuristic policies commonly found in the literature.

Keywords: reliability, maintenance optimization, Markov decision process, heuristics

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Authors: H. Mousavi, M. Sharifi, H. Pourvaziri

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Redundancy Allocation Problem (RAP) is a well-known mathematical problem for modeling series-parallel systems. It is a combinatorial optimization problem which focuses on determining an optimal assignment of components in a system design. In this paper, to be more practical, we have considered the problem of redundancy allocation of series system with interval valued reliability of components. Therefore, during the search process, the reliabilities of the components are considered as a stochastic variable with a lower and upper bounds. In order to optimize the problem, we proposed a simulated annealing based on cloud theory (CBSAA). Also, the Monte Carlo simulation (MCS) is embedded to the CBSAA to handle the random variable components’ reliability. This novel approach has been investigated by numerical examples and the experimental results have shown that the CBSAA combining MCS is an efficient tool to solve the RAP of systems with interval-valued component reliabilities.

Keywords: redundancy allocation problem, simulated annealing, cloud theory, monte carlo simulation

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Authors: Soudabeh Shemehsavar

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In this paper, we consider the situation under a life test, in which the failure time of the test units are not related deterministically to an observable stochastic time varying covariate. In such a case, the joint distribution of failure time and a marker value would be useful for modeling the step stress life test. The problem of accelerating such an experiment is considered as the main aim of this paper. We present a step stress accelerated model based on a bivariate Wiener process with one component as the latent (unobservable) degradation process, which determines the failure times and the other as a marker process, the degradation values of which are recorded at times of failure. Parametric inference based on the proposed model is discussed and the optimization procedure for obtaining the optimal time for changing the stress level is presented. The optimization criterion is to minimize the approximate variance of the maximum likelihood estimator of a percentile of the products’ lifetime distribution.

Keywords: bivariate normal, Fisher information matrix, inverse Gaussian distribution, Wiener process

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Authors: Ju-Hong Lee, Ding-Chen Chung

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The paper deals with the optimal design of two-channel linear-phase (LP) quadrature mirror filter (QMF) banks using a metaheuristic based optimization technique. Based on the theory of two-channel QMF banks using two recursive digital all-pass filters (DAFs), the design problem is appropriately formulated to result in an objective function which is a weighted sum of the group delay error of the designed QMF bank and the magnitude response error of the designed low-pass analysis filter. Through a frequency sampling and a weighted least squares approach, the optimization problem of the objective function can be solved by utilizing a particle swarm optimization algorithm. The resulting two-channel QMF banks can possess approximately LP response without magnitude distortion. Simulation results are presented for illustration and comparison.

Keywords: quadrature mirror filter bank, digital all-pass filter, weighted least squares algorithm, particle swarm optimization

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Authors: Fatemeh Babaeian, Nemai Chandra Karmakar

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Chipless RFID system is a wireless system for tracking and identification which use passive tags for encoding data. The advantage of using chipless RFID tag is having a planar tag which is printable on different low-cost materials like paper and plastic. The printed tag can be attached to different items in the labelling level. Since the price of chipless RFID tag can be as low as a fraction of a cent, this technology has the potential to compete with the conventional optical barcode labels. However, due to the passive structure of the tag, data processing of the reflection signal is a crucial challenge. The captured reflected signal from a tag attached to an item consists of different components which are the reflection from the reader antenna, the reflection from the item, the tag structural mode RCS component and the antenna mode RCS of the tag. All these components are summed up in both time and frequency domains. The effect of reflection from the item and the structural mode RCS component can distort/saturate the frequency domain signal and cause difficulties in extracting the desired component which is the antenna mode RCS. Therefore, it is required to study the reflection of the tag in both time and frequency domains to have a better understanding of the nature of the captured chipless RFID signal. The other benefits of this study can be to find an optimised encoding technique in tag design level and to find the best processing algorithm the chipless RFID signal in decoding level. In this paper, the reflection from a typical backscattered chipless RFID tag with six resonances is analysed, and different components of the signal are separated in both time and frequency domains. Moreover, the time domain signal corresponding to each resonator of the tag is studied. The data for this processing was captured from simulation in CST Microwave Studio 2017. The outcome of this study is understanding different components of a measured signal in a chipless RFID system and a discovering a research gap which is a need to find an optimum detection algorithm for tag ID extraction.

Keywords: antenna mode RCS, chipless RFID tag, resonance, structural mode RCS

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Authors: Mochamad Beta Auditama, Yusuf Kurniawan

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A smartphone or tablet require a strong randomness to establish secure encrypted communication, encrypt files, etc. Therefore, random number generation is one of the main keys to provide secrecy. Android devices are equipped with hardware-based sensors, such as accelerometer, gyroscope, etc. Each of these sensors provides a stochastic process which has a potential to be used as an extra randomness source, in addition to /dev/random and /dev/urandom pseudorandom number generators. Android sensors can provide randomness automatically. To obtain randomness from Android sensors, each one of Android sensors shall be used to construct an entropy source. After all entropy sources are constructed, output from these entropy sources are combined to provide more entropy. Then, a deterministic process is used to produces a sequence of random bits from the combined output. All of these processes are done in accordance with NIST SP 800-22 and the series of NIST SP 800-90. The operation conditions are done 1) on Android user-space, and 2) the Android device is placed motionless on a desk.

Keywords: Android hardware-based sensor, deterministic process, entropy source, random number generation/generators

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Authors: Javier E. García-Gallo, Nelson J. Fonseca-Ruiz, John F. Duitama-Munoz

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Sepsis is a syndrome that occurs with physiological and biochemical abnormalities induced by severe infection and carries a high mortality and morbidity, therefore the severity of its condition must be interpreted quickly. After patient admission in an intensive care unit (ICU), it is necessary to synthesize the large volume of information that is collected from patients in a value that represents the severity of their condition. Traditional severity of illness scores seeks to be applicable to all patient populations, and usually assess in-hospital mortality. However, the use of machine learning techniques and the data of a population that shares a common characteristic could lead to the development of customized mortality prediction scores with better performance. This study presents the development of a score for the one-year mortality prediction of the patients that are admitted to an ICU with a sepsis diagnosis. 5650 ICU admissions extracted from the MIMICIII database were evaluated, divided into two groups: 70% to develop the score and 30% to validate it. Comorbidities, demographics and clinical information of the first 24 hours after the ICU admission were used to develop a mortality prediction score. LASSO (least absolute shrinkage and selection operator) and SGB (Stochastic Gradient Boosting) variable importance methodologies were used to select the set of variables that make up the developed score; each of this variables was dichotomized and a cut-off point that divides the population into two groups with different mean mortalities was found; if the patient is in the group that presents a higher mortality a one is assigned to the particular variable, otherwise a zero is assigned. These binary variables are used in a logistic regression (LR) model, and its coefficients were rounded to the nearest integer. The resulting integers are the point values that make up the score when multiplied with each binary variables and summed. The one-year mortality probability was estimated using the score as the only variable in a LR model. Predictive power of the score, was evaluated using the 1695 admissions of the validation subset obtaining an area under the receiver operating characteristic curve of 0.7528, which outperforms the results obtained with Sequential Organ Failure Assessment (SOFA), Oxford Acute Severity of Illness Score (OASIS) and Simplified Acute Physiology Score II (SAPSII) scores on the same validation subset. Observed and predicted mortality rates within estimated probabilities deciles were compared graphically and found to be similar, indicating that the risk estimate obtained with the score is close to the observed mortality, it is also observed that the number of events (deaths) is indeed increasing as the outcome go from the decile with the lowest probabilities to the decile with the highest probabilities. Sepsis is a syndrome that carries a high mortality, 43.3% for the patients included in this study; therefore, tools that help clinicians to quickly and accurately predict a worse prognosis are needed. This work demonstrates the importance of customization of mortality prediction scores since the developed score provides better performance than traditional scoring systems.

Keywords: intensive care, logistic regression model, mortality prediction, sepsis, severity of illness, stochastic gradient boosting

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Authors: M. Sadeghi, H. Pezeshk, R. Tusserkani, A. Sharifi Zarchi, A. Malekpour, M. Foroughmand, S. Goliaei, M. Totonchi, N. Ansari–Pour

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The role and relative importance of intrinsic and extrinsic factors in the development of complex diseases such as cancer still remains a controversial issue. Determining the amount of variation explained by these factors needs experimental data and statistical models. These models are nevertheless based on the occurrence and accumulation of random mutational events during stem cell division, thus rendering cancer development a stochastic outcome. We demonstrate that not only individual genome sequencing is uninformative in determining cancer risk, but also assigning a unique genome sequence to any given individual (healthy or affected) is not meaningful. Current whole-genome sequencing approaches are therefore unlikely to realize the promise of personalized medicine. In conclusion, since genome sequence differs from cell to cell and changes over time, it seems that determining the risk factor of complex diseases based on genome sequence is somewhat unrealistic, and therefore, the resulting data are likely to be inherently uninformative.

Keywords: cancer risk, extrinsic factors, genome sequencing, intrinsic factors

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Authors: Arezoo Heidary, Abolfazl Mirzazadeh, Aref Gholami-Qadikolaei

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In the business environment it is very common that a lot received may not be equal to quantity ordered. in this work, a random disturbance in a received quantity is considered. It is assumed a maximum allowable limit for storage space and inventory investment.The impact of lead time and ordering cost reductions once they act dependently is also investigated. Further, considering a mixture of back order and lost sales for allowable shortage system, the effect of investment on reducing lost sale rate is analyzed. For the proposed control system, a Lagrangian method is applied in order to solve the problem and an algorithmic procedure is utilized to achieve optimal solution with the global minimum expected cost. Finally, proves on concavity and convexity of the model in the decision variables are shown.

Keywords: stochastic inventory system, lead time, ordering cost, lost sale rate, inventory constraints, random disturbance

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Authors: Vijay Vir Singh

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This work is focused studying the Linux operating system connected in a LAN (local area network). The STAR topology (to be called subsystem-1) and BUS topology (to be called subsystem-2) are taken into account, which are placed at two different locations and connected to a server through a hub. In the both topologies BUS topology and STAR topology, we have assumed n clients. The system has two types of failures i.e. partial failure and complete failure. Further, the partial failure has been categorized as minor and major partial failure. It is assumed that the minor partial failure degrades the sub-systems and the major partial failure make the subsystem break down mode. The system may completely fail due to failure of server hacking and blocking etc. The system is studied using supplementary variable technique and Laplace transform by using different types of failure and two types of repair. The various measures of reliability for example, availability of system, reliability of system, MTTF, profit function for different parametric values have been discussed.

Keywords: star topology, bus topology, blocking, hacking, Linux operating system, Gumbel-Hougaard family copula, supplementary variable

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Authors: Mohammad Ebrahim Arbabian

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This paper investigates the impact of 3D printing, also known as additive manufacturing, on a multi-item supply chain comprising a manufacturer and retailer. Operating under a wholesale-price contract and catering to stochastic customer demand, this study delves into the largely unexplored realm of how 3D printing technology reshapes supply chain dynamics. A distinguishing aspect of 3D printing is its versatility in producing various product types, yet its slower production pace compared to traditional methods poses a challenge. We analyze the trade-off between 3D printing's limited capacity and its enhancement of production flexibility. By delineating the economic circumstances favoring 3D printing adoption by the manufacturer, we establish the Stackelberg equilibrium in the retailer-manufacturer game. Additionally, we determine optimal order quantities for the retailer considering 3D printing as an option for the manufacturer, ascertain optimal wholesale prices in the presence of 3D printing, and compute optimal profits for both parties involved in the supply chain.

Keywords: additive manufacturing, supply chain management, contract theory, Stackelberg game, optimization

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Authors: Golnar Behzadi, Michael O'Sullivan, Tava Olsen, Abraham Zhang

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By definition, increasing supply chain resilience improves the supply chain’s ability to return to normal, or to an even more desirable situation, quickly and efficiently after being hit by a disruption. This is especially critical in agribusiness supply chains where the products are perishable and have a short life-cycle. In this paper, we propose a resilience metric to capture and improve the recovery process in terms of both performance and time, of an agribusiness supply chain following either supply or demand-side disruption. We build a model that determines optimal supply chain recovery planning decisions and selects the best resilient strategies that minimize the loss of profit during the recovery time window. The model is formulated as a two-stage stochastic mixed-integer linear programming problem and solved with a branch-and-cut algorithm. The results show that the optimal recovery schedule is highly dependent on the duration of the time-window allowed for recovery. In addition, the profit loss during recovery is reduced by utilizing the proposed resilient actions.

Keywords: agribusiness supply chain, recovery, resilience metric, risk management

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Authors: Md. Mazharul Anwar, Md. Samim Hossain Molla, Md. Akkas Ali, Mian Sayeed Hassan

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After 68 years, the agreement between Bangladesh and India was ratified on 6 June 2015 and Bangladesh received 111 Indian enclaves. Millions of farm household lived in these previous enclaves, being detached from the mainland of the country, they were socially, economically and educationally deprived people in the world. This study was undertaken to compare of the Stochastic Frontier Analysis (SFA) and the constant returns to scale (CRS) and variable returns to scale (VRS) output-oriented DEA models, based on a sample of 300 farms from the three largest enclaves of Bangladesh in 2017. However, the aim of the study was not only to compare estimates of technical efficiency obtained from the two approaches, but also to examine the determinants of inefficiency. The results from both the approaches indicated that there is a potential for increasing farm production through efficiency improvement and that farmers' age, educational level, new technology dissemination and training on crop production technology have a significant effect on efficiency. The detection and measurement of technical inefficiency and its determinants can be used as a basis of policy recommendations.

Keywords: DEA approach, previous enclaves, SFA approach, technical inefficiency

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Authors: Tugrul Oktay, Mehmet Konar, Mohamed Abdallah Mohamed, Murat Aydin, Firat Sal, Murat Onay, Mustafa Soylak

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In this paper, it is aimed to improve autonomous flight performance of a load-carrying (payload: 3 kg and total: 6kg) unmanned aerial vehicle (UAV) through active wing and horizontal tail active morphing and also integrated autopilot system parameters (i.e. P, I, D gains) and UAV parameters (i.e. extension ratios of wing and horizontal tail during flight) design. For this purpose, a loadcarrying UAV (i.e. ZANKA-II) is manufactured in Erciyes University, College of Aviation, Model Aircraft Laboratory is benefited. Optimum values of UAV parameters and autopilot parameters are obtained using a stochastic optimization method. Using this approach autonomous flight performance of UAV is substantially improved and also in some adverse weather conditions an opportunity for safe flight is satisfied. Active morphing and integrated design approach gives confidence, high performance and easy-utility request of UAV users.

Keywords: unmanned aerial vehicles, morphing, autopilots, autonomous performance

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Authors: Yuzuru Mitsui, Takashi Ikegami

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The exponents of Taylor’s law in deterministic chaotic systems are computed, and their meanings are intensively discussed. Taylor’s law is the scaling relationship between the mean and variance (in both space and time) of population abundance, and this law is known to hold in a variety of ecological time series. The exponents found in the temporal Taylor’s law are different from those of the spatial Taylor’s law. The temporal Taylor’s law is calculated on the time series from the same locations (or the same initial states) of different temporal phases. However, with the spatial Taylor’s law, the mean and variance are calculated from the same temporal phase sampled from different places. Most previous studies were done with stochastic models, but we computed the temporal and spatial Taylor’s law in deterministic systems. The temporal Taylor’s law evaluated using the same initial state, and the spatial Taylor’s law was evaluated using the ensemble average and variance. There were two main discoveries from this work. First, it is often stated that deterministic systems tend to have the value two for Taylor’s exponent. However, most of the calculated exponents here were not two. Second, we investigated the relationships between chaotic features measured by the Lyapunov exponent, the correlation dimension, and other indexes with Taylor’s exponents. No strong correlations were found; however, there is some relationship in the same model, but with different parameter values, and we will discuss the meaning of those results at the end of this paper.

Keywords: chaos, density effect, population dynamics, Taylor’s law

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Authors: Fazia Rahmoune, Sofiane Ziani

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Retrial queueing systems have been extensively used to stochastically model many problems arising in computer networks, telecommunication, telephone systems, among others. In this work, we consider a $M/G/1$ retrial queue with an unreliable server with random vacations and two types of primary customers, persistent and impatient. This model involves the unreliability of the server, which can be subject to physical breakdowns and takes into account the correctives maintenances for restoring the service when a failure occurs. On the other hand, we consider random vacations, which can model the preventives maintenances for improving system performances and preventing breakdowns. We give the necessary and sufficient stability condition of the system. Then, we obtain the joint probability distribution of the server state and the number of customers in orbit and derive the more useful performance measures analytically. Moreover, we also analyze the busy period of the system. Finally, we derive the stability condition and the generating function of the stationary distribution of the number of customers in the system when there is no vacations and impatient customers, and when there is no vacations, server failures and impatient customers.

Keywords: modeling, retrial queue, unreliable server, vacation, stochastic analysis

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Authors: Abdessalem Abbassi, Ahlem Dakhlaoui, Lota D. Tamini

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In this paper, we analyze infinite discrete-time games between hydraulic and thermal power operators in the wholesale electricity market under Cournot competition. We consider a deregulated electrical industry where certain demand is satisfied by hydraulic and thermal technologies. The hydraulic operator decides the production in each season of each period that maximizes the sum of expected profits from power generation with respect to the stochastic dynamic constraint on the water stored in the dam, the environmental constraint and the non-negative output constraint. In contrast, the thermal plant is operated with quadratic cost function, with respect to the capacity production constraint and the non-negativity output constraint. We show that under imperfect competition, the hydraulic operator has a strategic storage of water in the peak season. Then, we quantify the strategic inter-annual and intra-annual water transfer and compare the numerical results. Finally, we show that the thermal operator can restrict the hydraulic output without compensation.

Keywords: asymmetric risk aversion, electricity wholesale market, hydropower dams, imperfect competition

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Authors: Hasan Keshavarzian, Tayebeh Nesari

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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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Authors: Reda Abdel Azim, Tariq Shehab

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The main objective of this study is to develop a subsurface fracture map of naturally fractured reservoirs by overcoming the limitations associated with different data sources in characterising fracture properties. Some of these limitations are overcome by employing a nested neuro-stochastic technique to establish inter-relationship between different data, as conventional well logs, borehole images (FMI), core description, seismic attributes, and etc. and then characterise fracture properties in terms of fracture density and fractal dimension for each data source. Fracture density is an important property of a system of fracture network as it is a measure of the cumulative area of all the fractures in a unit volume of a fracture network system and Fractal dimension is also used to characterize self-similar objects such as fractures. At the wellbore locations, fracture density and fractal dimension can only be estimated for limited sections where FMI data are available. Therefore, artificial intelligence technique is applied to approximate the quantities at locations along the wellbore, where the hard data is not available. It should be noted that Artificial intelligence techniques have proven their effectiveness in this domain of applications.

Keywords: naturally fractured reservoirs, artificial intelligence, fracture intensity, fractal dimension

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Authors: Abbas Raza Ali

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Big Data technology is gradually becoming a dire need of large enterprises. These enterprises are generating massively large amount of off-line and streaming data in both structured and unstructured formats on daily basis. It is a challenging task to effectively extract useful insights from the large scale datasets, even though sometimes it becomes a technology constraint to manage transactional data history of more than a few months. This paper presents a framework to efficiently manage massively large and complex datasets. The framework has been tested on a communication service provider producing massively large complex streaming data in binary format. The communication industry is bound by the regulators to manage history of their subscribers’ call records where every action of a subscriber generates a record. Also, managing and analyzing transactional data allows service providers to better understand their customers’ behavior, for example, deep packet inspection requires transactional internet usage data to explain internet usage behaviour of the subscribers. However, current relational database systems limit service providers to only maintain history at semantic level which is aggregated at subscriber level. The framework addresses these challenges by leveraging Big Data technology which optimally manages and allows deep analysis of complex datasets. The framework has been applied to offload existing Intelligent Network Mediation and relational Data Warehouse of the service provider on Big Data. The service provider has 50+ million subscriber-base with yearly growth of 7-10%. The end-to-end process takes not more than 10 minutes which involves binary to ASCII decoding of call detail records, stitching of all the interrogations against a call (transformations) and aggregations of all the call records of a subscriber.

Keywords: big data, communication service providers, enterprise data warehouse, stream computing, Telco IN Mediation

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Authors: Jalal Abdulkareem Sultan, Abdulhakeem Luqman Hasan

Abstract:

With the development of health care systems competition, hospitals face more and more pressures. Meanwhile, resource allocation has a vital effect on achieving competitive advantages in hospitals. Selecting the appropriate number of beds is one of the most important sections in hospital management. However, in real situation, bed allocation selection is a multiple objective problem about different items with vagueness and randomness of the data. It is very complex. Hence, research about bed allocation problem is relatively scarce under considering multiple departments, nursing hours, and stochastic information about arrival and service of patients. In this paper, we develop a fuzzy multiobjective bed allocation model for overcoming uncertainty and multiple departments. Fuzzy objectives and weights are simultaneously applied to help the managers to select the suitable beds about different departments. The proposed model is solved by using Artificial Bee Colony (ABC), which is a very effective algorithm. The paper describes an application of the model, dealing with a public hospital in Iraq. The results related that fuzzy multi-objective model was presented suitable framework for bed allocation and optimum use.

Keywords: bed allocation problem, fuzzy logic, artificial bee colony, multi-objective optimization

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Authors: Sun Zhe, Ruggero Micheletto

Abstract:

The research of neural network is very important for the development of advanced next generation intelligent devices and the medical treatment. The most important part of the neural network research is the learning. The process of learning in our brain is essentially several adjustment processes of connection strength between neurons. It is very difficult to figure out how this mechanism works in the complex network and how the connection strength influences brain functions. For this reason, we made a model with only two coupled neurons and studied the influence of connection strength between them. To emulate the neuronal activity of realistic neurons, we prefer to use the Izhikevich neuron model. This model can simulate the neuron variables accurately and it’s simplicity is very suitable to implement on computers. In this research, the parameter ρ is used to estimate the correlation coefficient between spike train of two coupling neurons.We think the results is very important for figuring out the mechanism between synchronization of coupling neurons and synaptic plasticity. The result also presented the importance of the spike frequency adaptation in complex systems.

Keywords: neural networks, noise, stochastic processes, coupled neurons, correlation coefficient, synchronization, pacemaker, synaptic plasticity

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