Search results for: stochastic decoding

Authors: Violeta Damjanovic-Behrendt

Abstract:

This paper presents an approach for optimal cyber security decisions to protect instances of a federated Internet of Things (IoT) platform in the cloud. The presented solution implements the repeated Stackelberg Security Game (SSG) and a model called Stochastic Human behaviour model with AttRactiveness and Probability weighting (SHARP). SHARP employs the Subjective Utility Quantal Response (SUQR) for formulating a subjective utility function, which is based on the evaluations of alternative solutions during decision-making. We augment the repeated SSG (including SHARP and SUQR) with a reinforced learning algorithm called Naïve Q-Learning. Naïve Q-Learning belongs to the category of active and model-free Machine Learning (ML) techniques in which the agent (either the defender or the attacker) attempts to find an optimal security solution. In this way, we combine GT and ML algorithms for discovering optimal cyber security policies. The proposed security optimization components will be validated in a collaborative cloud platform that is based on the Industrial Internet Reference Architecture (IIRA) and its recently published security model.

Keywords: security, internet of things, cloud computing, stackelberg game, machine learning, naive q-learning

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Authors: Sai Sudarshan, Harsh Vyas, Riddhiman Sherlekar

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The oil and gas industry has been unwilling to adopt stochastic definition of reserves. Nevertheless, Monte Carlo simulation methods have gained acceptance by engineers, geoscientists and other professionals who want to evaluate prospects or otherwise analyze problems that involve uncertainty. One of the common applications of Monte Carlo simulation is the estimation of recoverable hydrocarbon from a reservoir.Monte Carlo Simulation makes use of random samples of parameters or inputs to explore the behavior of a complex system or process. It finds application whenever one needs to make an estimate, forecast or decision where there is significant uncertainty. First, the project focuses on performing Monte-Carlo Simulation on a given data set using U. S Department of Energy’s MonteCarlo Software, which is a freeware e&p tool. Further, an algorithm for simulation has been developed for MATLAB and program performs simulation by prompting user for input distributions and parameters associated with each distribution (i.e. mean, st.dev, min., max., most likely, etc.). It also prompts user for desired probability for which reserves are to be calculated. The algorithm so developed and tested in MATLAB further finds implementation in Python where existing libraries on statistics and graph plotting have been imported to generate better outcome. With PyQt designer, codes for a simple graphical user interface have also been written. The graph so plotted is then validated with already available results from U.S DOE MonteCarlo Software.

Keywords: simulation, probability, confidence interval, sensitivity analysis

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Authors: Safee Chaudhary, Mahnoor Naseer Gondal, Hira Anees Awan, Abdul Rehman, Ammar Arif, Risham Hussain, Huma Khawar, Zainab Arshad, Muhammad Faizyab Ali Chaudhary, Waleed Ahmed, Muhammad Umer Sultan, Bibi Amina, Salaar Khan, Muhammad Moaz Ahmad, Osama Shiraz Shah, Hadia Hameed, Muhammad Farooq Ahmad Butt, Muhammad Ahmad, Sameer Ahmed, Fayyaz Ahmed, Omer Ishaq, Waqar Nabi, Wim Vanderbauwhede, Bilal Wajid, Huma Shehwana, Muhammad Tariq, Amir Faisal

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Cancer is a manifestation of multifactorial deregulations in biomolecular pathways. These deregulations arise from the complex multi-scale interplay between cellular and extracellular factors. Such multifactorial aberrations at gene, protein, and extracellular scales need to be investigated systematically towards decoding the underlying mechanisms and orchestrating therapeutic interventions for patient treatment. In this work, we propose ‘TISON’, a next-generation web-based multiscale modeling platform for clinical systems oncology. TISON’s unique modeling abstraction allows a seamless coupling of information from biomolecular networks, cell decision circuits, extra-cellular environments, and tissue geometries. The platform can undertake multiscale sensitivity analysis towards in silico biomarker identification and drug evaluation on cellular phenotypes in user-defined tissue geometries. Furthermore, integration of cancer expression databases such as The Cancer Genome Atlas (TCGA) and Human Proteome Atlas (HPA) facilitates in the development of personalized therapeutics. TISON is the next-evolution of multiscale cancer modeling and simulation platforms and provides a ‘zero-code’ model development, simulation, and analysis environment for application in clinical settings.

Keywords: systems oncology, cancer systems biology, cancer therapeutics, personalized therapeutics, cancer modelling

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Authors: T. Pedersen, A. Lindfeldt

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The minimum dwell time is an important part of railway timetable planning. Due to its stochastic behaviour, the minimum dwell time should be considered to create resilient timetables. While there has been significant focus on how to determine and estimate dwell times, to our knowledge, little research has been carried out regarding temporal and running direction variations of these. In this paper, we examine how the minimum dwell time varies depending on temporal factors such as the time of day, day of the week and time of the year. We also examine how it is affected by running direction and station type. The minimum dwell time is estimated by means of track occupation data. A method is proposed to ensure that only minimum dwell times and not planned dwell times are acquired from the track occupation data. The results show that on an aggregated level, the average minimum dwell times in both running directions at a station are similar. However, when temporal factors are considered, there are significant variations. The minimum dwell time varies throughout the day with peak hours having the longest dwell times. It is also found that the minimum dwell times are influenced by weekday, and in particular, weekends are found to have lower minimum dwell times than most other days. The findings show that there is a potential to significantly improve timetable planning by taking minimum dwell time variations into account.

Keywords: minimum dwell time, operations quality, timetable planning, track occupation data

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Authors: Maryam Jabeen

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In recent times, there has been a notable surge in attention towards diverse literacy concepts such as media literacy, information literacy, and digital literacy. These concepts have garnered escalating interest, spurring the emergence of novel approaches, particularly in the aftermath of the Covid-19 crisis. However, amidst discussions of crises, the domain of crisis literacy remains largely uncharted within academic exploration. Crisis literacy, also referred to as disaster literacy, denotes an individual's aptitude to not only comprehend but also effectively apply information, enabling well-informed decision-making and adherence to instructions about disaster mitigation, preparedness, response, and recovery. This theoretical and descriptive study seeks to transcend foundational literacy concepts, underscoring the urgency for an in-depth exploration of crisis literacy and its interplay with the realm of media communication. Given the profound impact of the pandemic experience and the looming uncertainty of potential future crises, there arises a pressing need to elevate crisis literacy, or disaster literacy, towards heightened autonomy and active involvement within the spheres of critical disaster preparedness, recovery initiatives, and media communication domains. This research paper is part of my ongoing Ph.D. research study, which explores on a broader level the Encoding and decoding of media communications in relation to crisis literacy. The primary objective of this research paper is to expound upon a descriptive, theoretical research endeavor delving into this domain. The emphasis lies in highlighting the paramount significance of media communications in literacy of crisis, coupled with an accentuated focus on its role in providing information to marginalized populations amidst crises. In conclusion, this research bridges the gap in crisis literacy correlation to media communications exploration, advocating for a comprehensive understanding of its dynamics and its symbiotic relationship with media communications. It intends to foster a heightened sense of crisis literacy, particularly within marginalized communities, catalyzing proactive participation in disaster preparedness, recovery processes, and adept media interactions.

Keywords: covid-19, crisis literacy, crisis, marginalized, media and communications, pandemic, vulnerable people

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Authors: Urvee B. Trivedi, U. D. Dalal

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As wireless communication services grow quickly; the seriousness of spectrum utilization has been on the rise gradually. An emerging technology, cognitive radio has come out to solve today’s spectrum scarcity problem. To support the spectrum reuse functionality, secondary users are required to sense the radio frequency environment, and once the primary users are found to be active, the secondary users are required to vacate the channel within a certain amount of time. Therefore, spectrum sensing is of significant importance. Once sensing is done, different prediction rules apply to classify the traffic pattern of primary user. Primary user follows two types of traffic patterns: periodic and stochastic ON-OFF patterns. A cognitive radio can learn the patterns in different channels over time. Two types of classification methods are discussed in this paper, by considering edge detection and by using autocorrelation function. Edge detection method has a high accuracy but it cannot tolerate sensing errors. Autocorrelation-based classification is applicable in the real environment as it can tolerate some amount of sensing errors.

Keywords: cognitive radio (CR), probability of detection (PD), probability of false alarm (PF), primary user (PU), secondary user (SU), fast Fourier transform (FFT), signal to noise ratio (SNR)

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Authors: Haruna Modibbo Usman, Mustapha Muktar, Nasiru Inuwa

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This paper examined the long run relationship between health outcomes and economic growth in Nigeria from 1961 to 2012. Using annual time series data, Augmented Dickey-Fuller (ADF) test is conducted to check the stochastic properties of the variables. Also, the long run relationship among the variables is confirmed based on Johansen Multivariate Cointegration approach whereas the long run and short run dynamics are observed using Vector Error Correction Mechanism (VECM). In addition, VEC Granger causality test is employed to examine the direction of causality among the variables. On the whole, the results obtained revealed the existence of a long run relationship between health outcomes and economic growth in Nigeria and that both life expectancy and crude death rate as measures of health are found to have a long run negative and statistically significant impact on the economic growth over the study period. This is further buttressed by the results of Granger causality test which indicated the existence of unidirectional causality running from life expectancy and crude death rate to economic growth. The study therefore, calls for governments at various levels to create preconditions for health improvements in Nigeria in order to boost the level of health outcomes.

Keywords: cointegration, economic growth, Granger causality, health outcomes, VECM

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Authors: Clarinda V. Nhangumbe, Ercília Sousa

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

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

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Authors: Angela Bargenda, Erhard Lick, Dhoha Trabelsi

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Research in retailing has identified the importance of atmospherics as an essential element in enhancing store image, store patronage intentions, and the overall shopping experience in a retail environment. However, in the area of atmospherics, store window design, which represents an essential component of external store atmospherics, remains a vastly underrepresented phenomenon in extant scholarship. This paper seeks to fill this gap by exploring the relevance of store window design as an atmospheric tool. In particular, empirical evidence of theme-based theatrical store front windows, which put emphasis on the use of verbo-visual design elements, was found in Paris and New York. The purpose of this study was to identify to what extent such multimodal window designs of high-end department stores in metropolitan cities have an impact on store entry decisions and attitudes towards the retailer’s image. As theoretical construct, the linguistic concept of multimodality and Mehrabian’s and Russell’s model in environmental psychology were applied. To answer the research question, two studies were conducted. For Study 1 a case study approach was selected to define three different types of store window designs based on different types of visual-verbal relations. Each of these types of store window design represented a different level of cognitive elaboration required for the decoding process. Study 2 consisted of an on-line survey carried out among more than 300 respondents to examine the influence of these three types of store window design on the consumer behavioral variables mentioned above. The results of this study show that the higher the cognitive elaboration needed to decode the message of the store window, the lower the store entry propensity. In contrast, the higher the cognitive elaboration, the higher the perceived image of the retailer’s image. One important conclusion is that in order to increase consumers’ propensity to enter stores with theme-based theatrical store front windows, retailers need to limit the cognitive elaboration required to decode their verbo-visual window design.

Keywords: consumer behavior, multimodality, store atmospherics, store window design

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Authors: Madhawa Basnayaka, Jouni Paltakari

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Fully passive backscattering chipless RFID tags are an emerging wireless technology with low cost, higher reading distance, and fast automatic identification without human interference, unlike already available technologies like optical barcodes. The design optimization of chipless RFID tags is crucial as it requires replacing integrated chips found in conventional RFID tags with printed geometric designs. These designs enable data encoding and decoding through backscattered electromagnetic (EM) signatures. The applications of chipless RFID tags have been limited due to the constraints of data encoding capacity and the ability to design accurate yet efficient configurations. The traditional approach to accomplishing design parameters for a desired EM response involves iterative adjustment of design parameters and simulating until the desired EM spectrum is achieved. However, traditional numerical simulation methods encounter limitations in optimizing design parameters efficiently due to the speed and resource consumption. In this work, a deep learning neural network (DNN) is utilized to establish a correlation between the EM spectrum and the dimensional parameters of nested centric rings, specifically square and octagonal. The proposed bi-directional DNN has two simultaneously running neural networks, namely spectrum prediction and design parameters prediction. First, spectrum prediction DNN was trained to minimize mean square error (MSE). After the training process was completed, the spectrum prediction DNN was able to accurately predict the EM spectrum according to the input design parameters within a few seconds. Then, the trained spectrum prediction DNN was connected to the design parameters prediction DNN and trained two networks simultaneously. For the first time in chipless tag design, design parameters were predicted accurately after training bi-directional DNN for a desired EM spectrum. The model was evaluated using a randomly generated spectrum and the tag was manufactured using the predicted geometrical parameters. The manufactured tags were successfully tested in the laboratory. The amount of iterative computer simulations has been significantly decreased by this approach. Therefore, highly efficient but ultrafast bi-directional DNN models allow rapid and complicated chipless RFID tag designs.

Keywords: artificial intelligence, chipless RFID, deep learning, machine learning

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Authors: M. A. Meslem

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For precise geoid determination, we use a reference field to subtract long and medium wavelength of the gravity field from observations data when we use the remove-compute-restore technique. Therefore, a comparison study between considered models should be made in order to select the optimal reference gravity field to be used. In this context, two recent global geopotential models have been selected to perform this comparison study over Northern Algeria. The Earth Gravitational Model (EGM2008) and the Global Gravity Model (GECO) conceived with a combination of the first model with anomalous potential derived from a GOCE satellite-only global model. Free air gravity anomalies in the area under study have been used to compute residual data using both gravity field models and a Digital Terrain Model (DTM) to subtract the residual terrain effect from the gravity observations. Residual data were used to generate local empirical covariance functions and their fitting to the closed form in order to compare their statistical behaviors according to both cases. Finally, height anomalies were computed from both geopotential models and compared to a set of GPS levelled points on benchmarks using least squares adjustment. The result described in details in this paper regarding these two models has pointed out a slight advantage of GECO global model globally through error degree variances comparison and ground-truth evaluation.

Keywords: quasigeoid, gravity aomalies, covariance, GGM

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Authors: Masami Usui

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After 9/11, the American literary scene was confronted with new perspectives that enabled both writers and readers to recognize the hidden aspects of their political, economic, legal, social, and cultural phenomena. There appeared an argument over new and challenging multicultural aspects after 9/11 and this argument is presented by a tension of space related to 9/11. In Amy Waldman’s the Submission (2011), designing both the memorial park and the family network has a significant meaning in establishing the progress of understanding from multiple perspectives. The most intriguing and controversial topic of racism is reflected in the Submission, where one young architect’s blind entry to the competition for the memorial of Ground Zero is nominated, yet he is confronted with strong objections and hostility as soon as he turns out to be a Muslim named Mohammad Khan. This ‘Khan’ issue, immediately enlarged into a social controversial issue on American soil, causes repeated acts of hostility to Muslim women by ignorant citizens all over America. His idea of the park is to design a new concept of tracing the cultural background of the open space. Against his will, his name is identified as the ‘ingredient’ of the networking of the resistant community with his supporters: on the other hand, the post 9/11 hysteria and victimization is presented in such family associations as the Angry Family Members and Grieving Family Members. These rapidly expanding networks, whether political or not, constructed by the internet, embody the contemporary societal connection and representation. The contemporary quest for the significance of human relationships is recognized as a quest for global peace. Designing both the memorial park and the communication networks strengthens a process of facing the shared conflicts and healing the survivors’ trauma. The tension between the idea and networking of the Garden for the memorial site and the collapse of Ground Zero signifies the double mission of the site: to establish the space to ease the wounded and to remember the catastrophe. Reading the design of these icons of 9/11 in the Submission means that decoding the myth of globalization and its representations in this century.

Keywords: American literature, cultural studies, globalization, literature of catastrophe

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Authors: Naragain Phumchusri, Kittitach Pongpairoj

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Overbooking is a very useful revenue management technique that could help reduce costs caused by either undersales or oversales. In this paper, we propose an overbooking model for two types of cars that can minimize the total cost for car rental service. With two types of cars, there is an upgrade possibility for lower type to upper type. This makes the model more complex than one type of cars scenario. We have found that convexity can be proved in this case. Sensitivity analysis of the parameters is conducted to observe the effects of relevant parameters on the optimal solution. Model simplification is proposed using multiple linear regression analysis, which can help estimate the optimal overbooking level using appropriate independent variables. The results show that the overbooking level from multiple linear regression model is relatively close to the optimal solution (with the adjusted R-squared value of at least 72.8%). To evaluate the performance of the proposed model, the total cost was compared with the case where the decision maker uses a naïve method for the overbooking level. It was found that the total cost from optimal solution is only 0.5 to 1 percent (on average) lower than the cost from regression model, while it is approximately 67% lower than the cost obtained by the naïve method. It indicates that our proposed simplification method using regression analysis can effectively perform in estimating the overbooking level.

Keywords: overbooking, car rental industry, revenue management, stochastic model

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Authors: Keunock Lew, Seungryul Ma

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The paper analyzes risk and expected return of lenders who provide mortgage loans to households in the shared mortgage program of Korea. In 2013, the Korean government introduced the mortgage program to help low income householders to convert their renting into purchasing houses. The financial source for the mortgage program is the Urban Housing Fund set up by the Korean government. Through the program, low income households can borrow money from lenders to buy a house at a very low interest rate (e.g. 1 % per year) for a long time. The motivation of adopting this mortgage program by the Korean government is that the cost of renting houses has been rapidly increased especially in large urban areas during the past decade, which became financial difficulties to low income households who do not have their own houses. As the analysis methodology, the paper uses a spread sheet model for projecting cash flows of the mortgage product over the period of loan contract. It also employs Monte Carlo simulation method to analyze the risk and expected yield of the lenders with assumption that the future housing price and market rate of interest follow a stochastic process. The study results will give valuable implications to the Korean government and lenders who want to stabilize the mortgage program and innovate the related loan products.

Keywords: expected return, Monte Carlo simulation, risk, shared mortgage program

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Authors: Benga Ebouele, Thomas Tengen

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Implementing either periodic or continuous inventory review model within most manufacturing-companies-supply chains as a management tool may incur higher costs. These high costs affect the system flexibility which in turn affects the level of service required to satisfy customers. However, these effects are not clearly understood because the parameters of both inventory review policies (protection demand interval, order quantity, etc.) are not designed to be fully utilized under different and uncertain conditions such as poor manufacturing, supplies and delivery performance. Coming up with a hybrid model which may combine in some sense the feature of both continuous and a periodic inventory review models should be useful. Therefore, there is a need to build and evaluate such hybrid model on the annual total cost, stock out probability and system’s flexibility in order to search for the most cost effective inventory review model. This work also seeks to find the optimal sets of parameters of inventory management under stochastic condition so as to optimise each policy independently. The results reveal that a continuous inventory system always incurs lesser cost than a periodic (R, S) inventory system, but this difference tends to decrease as time goes by. Although the hybrid inventory is the only one that can yield lesser cost over time, it is not always desirable but also natural to use it in order to help the system to meet high performance specification.

Keywords: demand and lead time randomness, hybrid Inventory model, optimization, supply chain

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Authors: Niklas Panten, Eberhard Abele

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This paper presents a novel approach for real-time and near-optimal control of industrial smart grids by deep reinforcement learning (DRL). To achieve highly energy-efficient factory systems, the energetic linkage of machines, technical building equipment and the building itself is desirable. However, the increased complexity of the interacting sub-systems, multiple time-variant target values and stochastic influences by the production environment, weather and energy markets make it difficult to efficiently control the energy production, storage and consumption in the hybrid industrial smart grids. The studied deep reinforcement learning approach allows to explore the solution space for proper control policies which minimize a cost function. The deep neural network of the DRL agent is based on a multilayer perceptron (MLP), Long Short-Term Memory (LSTM) and convolutional layers. The agent is trained within multiple Modelica-based factory simulation environments by the Advantage Actor Critic algorithm (A2C). The DRL controller is evaluated by means of the simulation and then compared to a conventional, rule-based approach. Finally, the results indicate that the DRL approach is able to improve the control performance and significantly reduce energy respectively operating costs of industrial smart grids.

Keywords: industrial smart grids, energy efficiency, deep reinforcement learning, optimal control

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Authors: Imen Boudali, Marwa Ragmoun

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The Vehicle Routing Problem with Hard Time Windows (VRPHTW) is a basic distribution management problem that models many real-world problems. The objective of the problem is to deliver a set of customers with known demands on minimum-cost vehicle routes while satisfying vehicle capacity and hard time windows for customers. In this paper, we propose to deal with our optimization problem by using a new hybrid stochastic algorithm based on two metaheuristics: Chemical Reaction Optimization (CRO) and Greedy Randomized Adaptive Search Procedure (GRASP). The first method is inspired by the natural process of chemical reactions enabling the transformation of unstable substances with excessive energy to stable ones. During this process, the molecules interact with each other through a series of elementary reactions to reach minimum energy for their existence. This property is embedded in CRO to solve the VRPHTW. In order to enhance the population diversity throughout the search process, we integrated the GRASP in our method. Simulation results on the base of Solomon’s benchmark instances show the very satisfactory performances of the proposed approach.

Keywords: Benchmark Problems, Combinatorial Optimization, Vehicle Routing Problem with Hard Time Windows, Meta-heuristics, Hybridization, GRASP, CRO

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Authors: Tehreem Fatima, Enjun Xia

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The research investigates the relationship between total oil consumption and transport oil consumption, GDP, oil price, and oil reserve in order to forecast future oil demand in China. Annual time series data is used over the period of 1980 to 2015, and for this purpose, an oil demand function is estimated by applying structural time series model (STSM). The technique also uncovers the Underline energy demand trend (UEDT) for China oil demand and GDP, oil reserve, oil price and UEDT are considering important drivers of China oil demand. The long-run elasticity of total oil consumption with respect to GDP and price are (0.5, -0.04) respectively while GDP, oil reserve, and price remain (0.17; 0.23; -0.05) respectively. Moreover, the Estimated results of long-run elasticity of transport oil consumption with respect to GDP and price are (0.5, -0.00) respectively long-run estimates remain (0.28; 37.76;-37.8) for GDP, oil reserve, and price respectively. For both model estimated underline energy demand trend (UEDT) remains nonlinear and stochastic and with an increasing trend of (UEDT) and based on estimated equations, it is predicted that China total oil demand somewhere will be 9.9 thousand barrel per day by 2025 as compare to 9.4 thousand barrel per day in 2015, while transport oil demand predicting value is 9.0 thousand barrel per day by 2020 as compare to 8.8 thousand barrel per day in 2015.

Keywords: china, forecasting, oil, structural time series model (STSM), underline energy demand trend (UEDT)

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Authors: Adewale Oladapo, Carolyn A. Afolami

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Agricultural production should be the major financial contributor to the Nigerian economy; however, the petroleum sector had taken the importance attached to this sector. The situation tends to be more worsening unless necessary attention is given to adequate credit supply among food crop farmers. This research analyses the effect of credit use on the technical efficiency of cassava farmers in Ondo State, Nigeria. Primary data were collected from two hundred randomly selected cassava farmers through a multistage sampling procedure in the study area. Data were analysed using descriptive statistics and stochastic frontier analysis (SFA). Findings revealed that 95.0% of the farmers were male while 56.0% had no formal education and were married. The SFA showed that cassava farmer’s efficiency increased with farm size, herbicide and planting material at 5%,10% and 1% respectively but decreased with fertilizer application at 1% level while farmers’ age, education, household size, experience and access to credit increased technical inefficiency at 10%. The study concluded that cassava farmers are technically inefficient in the use of farm resources and recommended that adequate and workable agricultural policy measures that will ensure availability and efficient fertilizer distribution should be put in place to increase efficiency. Furthermore, the government should encourage youth participation in cassava production and ensure improvement in farmer’s access to credit to increase farmer’s technical efficiency.

Keywords: agriculture, access to credit, cassava farmers, technical efficiency

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Authors: Felipa de Mello-Sampayo

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The aim of this study is to undertake, from patient’s perspective, the timing and probability of using teledermatology, comparing it with a conventional referral system. The dynamic stochastic model’s main value-added consists of the concrete application to patients waiting for dermatology surgical intervention. Patients with low health level uncertainty must use teledermatology treatment as soon as possible, which is precisely when the teledermatology is least valuable. The results of the model were then tested empirically with the teledermatology network covering the area served by the Hospital Garcia da Horta, Portugal, links the primary care centers of 24 health districts with the hospital’s dermatology department via the corporate intranet of the Portuguese healthcare system. Health level volatility can be understood as the hazard of developing skin cancer and the trend of health level as the bias of developing skin lesions. The results of the survival analysis suggest that the theoretical model can explain the use of teledermatology. It depends negatively on the volatility of patients' health, and positively on the trend of health, i.e., the lower the risk of developing skin cancer and the younger the patients, the more presurgical teledermatology one expects to occur. Presurgical teledermatology also depends positively on out-of-pocket expenses and negatively on the opportunity costs of teledermatology, i.e., the lower the benefit missed by using teledermatology, the more presurgical teledermatology one expects to occur.

Keywords: teledermatology, wait time, uncertainty, opportunity cost, survival analysis

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Authors: Tan Zhang, Zhongjian Wang, Jack Xin, Zhiwen Zhang

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We aim to efficiently compute the spreading speeds of reaction-diffusion-advection (RDA) fronts in divergence-free random flows under the Kolmogorov-Petrovsky-Piskunov (KPP) nonlinearity. We study a stochastic interacting particle method (IPM) for the reduced principal eigenvalue (Lyapunov exponent) problem of an associated linear advection-diffusion operator with spatially random coefficients. The Fourier representation of the random advection field and the Feynman-Kac (FK) formula of the principal eigenvalue (Lyapunov exponent) form the foundation of our method implemented as a genetic evolution algorithm. The particles undergo advection-diffusion and mutation/selection through a fitness function originated in the FK semigroup. We analyze the convergence of the algorithm based on operator splitting and present numerical results on representative flows such as 2D cellular flow and 3D Arnold-Beltrami-Childress (ABC) flow under random perturbations. The 2D examples serve as a consistency check with semi-Lagrangian computation. The 3D results demonstrate that IPM, being mesh-free and self-adaptive, is simple to implement and efficient for computing front spreading speeds in the advection-dominated regime for high-dimensional random flows on unbounded domains where no truncation is needed.

Keywords: KPP front speeds, random flows, Feynman-Kac semigroups, interacting particle method, convergence analysis

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Authors: Bai-Chen Xie, Biao Li

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With the deepening of international exchanges and investment, the international comparison of power grid firms has become the focus of regulatory authorities. Ignoring the differences in the economic environment, resource endowment, technology, and other aspects of different countries or regions may lead to efficiency bias. Based on the Meta-frontier model, this paper divides China and Japan into two groups by using the data of China and Japan from 2006 to 2020. While preserving the differences between the two countries, it analyzes and compares the efficiency of the transmission and distribution industries of the two countries. Combined with the four-component stochastic frontier model, the efficiency is divided into transient and persistent efficiency. We found that there are obvious differences between the transmission and distribution sectors in China and Japan. On the one hand, the inefficiency of the two countries is mostly caused by long-term and structural problems. The key to improve the efficiency of the two countries is to focus more on solving long-term and structural problems. On the other hand, the long-term and structural problems that cause the inefficiency of the two countries are not the same. Quality factors have different effects on the efficiency of the two countries, and this different effect is captured by the common frontier model but is offset in the overall model. Based on these findings, this paper proposes some targeted policy recommendations.

Keywords: transmission and distribution industries, transient efficiency, persistent efficiency, meta-frontier, international comparison

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Authors: Irina A. Gudkova, Yousra Demigha

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Scientific research is moving more and more towards the study of complex systems in several areas of economics, biology physics, and computer science. In this paper, we will work on complex systems in communication networks, Wireless Sensor Networks (WSN) that are considered as stochastic systems composed of interacting entities. The current advancements of the sensing in computing and communication systems is an investment ground for research in several tracks. A detailed presentation was made for the WSN, their use, modeling, different problems that can occur in their application and some solutions. The main goal of this work reintroduces the idea of mean field method since it is a powerful technique to solve this type of models especially systems that evolve according to a Continuous Time Markov Chain (CTMC). Modeling of a CTMC has been focused; we obtained a large system of interacting Continuous Time Markov Chain with population entities. The main idea was to work on one entity and replace the others with an average or effective interaction. In this context to make the solution easier, we consider a wireless sensor network as a multi-body problem and we reduce it to one body problem. The method was applied to a system of WSN modeled as a Markovian queue showing the results of the used technique.

Keywords: Continuous-Time Markov Chain, Hidden Markov Chain, mean field method, Wireless sensor networks

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Authors: Bastien Batardière, Joon Kwon

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For finite-sum optimization, variance-reduced gradient methods (VR) compute at each iteration the gradient of a single function (or of a mini-batch), and yet achieve faster convergence than SGD thanks to a carefully crafted lower-variance stochastic gradient estimator that reuses past gradients. Another important line of research of the past decade in continuous optimization is the adaptive algorithms such as AdaGrad, that dynamically adjust the (possibly coordinate-wise) learning rate to past gradients and thereby adapt to the geometry of the objective function. Variants such as RMSprop and Adam demonstrate outstanding practical performance that have contributed to the success of deep learning. In this work, we present AdaLVR, which combines the AdaGrad algorithm with loopless variance-reduced gradient estimators such as SAGA or L-SVRG that benefits from a straightforward construction and a streamlined analysis. We assess that AdaLVR inherits both good convergence properties from VR methods and the adaptive nature of AdaGrad: in the case of L-smooth convex functions we establish a gradient complexity of O(n + (L + √ nL)/ε) without prior knowledge of L. Numerical experiments demonstrate the superiority of AdaLVR over state-of-the-art methods. Moreover, we empirically show that the RMSprop and Adam algorithm combined with variance-reduced gradients estimators achieve even faster convergence.

Keywords: convex optimization, variance reduction, adaptive algorithms, loopless

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Authors: Amirhossein Chambari

Abstract:

This article proposes a bi-objective model for the facility location problem subject to congestion (overcrowding). Motivated by implementations to locate servers in internet mirror sites, communication networks, one-server-systems, so on. This model consider for situations in which immobile (or fixed) service facilities are congested (or queued) by stochastic demand to behave as M/M/1/K queues. We consider for this problem two simultaneous perspectives; (1) Customers (desire to limit times of accessing and waiting for service) and (2) Service provider (desire to limit average facility idle-time). A bi-objective model is setup for facility location problem with two objective functions; (1) Minimizing sum of expected total traveling and waiting time (customers) and (2) Minimizing the average facility idle-time percentage (service provider). The proposed model belongs to the class of mixed-integer nonlinear programming models and the class of NP-hard problems. In addition, to solve the model, controlled elitist non-dominated sorting genetic algorithms (Controlled NSGA-II) and controlled elitist non-dominated ranking genetic algorithms (NRGA-I) are proposed. Furthermore, the two proposed metaheuristics algorithms are evaluated by establishing standard multiobjective metrics. Finally, the results are analyzed and some conclusions are given.

Keywords: bi-objective, facility location, queueing, controlled NSGA-II, NRGA-I

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Authors: Faisal Alsaaq

Abstract:

Hydrographic surveys have traditionally relied on the availability of tide information for the reduction of sounding observations to a common datum. In most cases, tide information is obtained from tide gauge observations and/or tide predictions over space and time using local, regional or global tide models. While the latter often provides a rather crude approximation, the former relies on tide gauge stations that are spatially restricted, and often have sparse and limited distribution. A more recent method that is increasingly being used is Global Navigation Satellite System (GNSS) positioning which can be utilised to monitor height variations of a vessel or buoy, thus providing information on sea level variations during the time of a hydrographic survey. However, GNSS heights obtained under the dynamic environment of a survey vessel are affected by “non-tidal” processes such as wave activity and the attitude of the vessel (roll, pitch, heave and dynamic draft). This research seeks to examine techniques that separate the tide signal from other non-tidal signals that may be contained in GNSS heights. This requires an investigation of the processes involved and their temporal, spectral and stochastic properties in order to apply suitable recovery techniques of tide information. In addition, different post-mission and near real-time GNSS positioning techniques will be investigated with focus on estimation of height at ocean. Furthermore, the study will investigate the possibility to transfer the chart datums at the location of tide gauges.

Keywords: hydrography, GNSS, datum, tide gauge

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Authors: Zunaira Asif, Zhi Chen

Abstract:

The sustainable measures on air quality management are recognized as one of the most serious environmental concerns in the mining region. The mining operations emit various types of pollutants which have significant impacts on the environment. This study presents a stochastic control strategy by developing the air pollution control model to achieve a cost-effective solution. The optimization method is formulated to predict the cost of treatment using linear programming with an objective function and multi-constraints. The constraints mainly focus on two factors which are: production of metal should not exceed the available resources, and air quality should meet the standard criteria of the pollutant. The applicability of this model is explored through a case study of an open pit metal mine, Utah, USA. This method simultaneously uses meteorological data as a dispersion transfer function to support the practical local conditions. The probabilistic analysis and the uncertainties in the meteorological conditions are accomplished by Monte Carlo simulation. Reasonable results have been obtained to select the optimized treatment technology for PM_2.5, PM₁₀, NO_x, and SO₂. Additional comparison analysis shows that baghouse is the least cost option as compared to electrostatic precipitator and wet scrubbers for particulate matter, whereas non-selective catalytical reduction and dry-flue gas desulfurization are suitable for NO_x and SO₂ reduction respectively. Thus, this model can aid planners to reduce these pollutants at a marginal cost by suggesting control pollution devices, while accounting for dynamic meteorological conditions and mining activities.

Keywords: air pollution, linear programming, mining, optimization, treatment technologies

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Authors: Y. Ghiassi-Farrokhfal

Abstract:

The number of electric vehicles (EVs) is increasing worldwide. Replacing gas fueled cars with EVs reduces carbon emission. However, the extensive energy consumption of EVs stresses the energy systems, requiring non-green sources of energy (such as gas turbines) to compensate for the new energy demand caused by EVs in the energy systems. To make EVs even a greener solution for the future energy systems, new EV charging stations are equipped with solar PV panels and batteries. This will help serve the energy demand of EVs through the green energy of solar panels. To ensure energy availability, solar panels are combined with batteries. The energy surplus at any point is stored in batteries and is used when there is not enough solar energy to serve the demand. While EV charging stations equipped with solar panels and batteries are green and ecologically optimal, they might not be financially viable solutions, due to battery prices. To make the system viable, we should size the battery economically and operate the system optimally. This is, in general, a challenging problem because of the stochastic nature of the EV arrivals at the charging station, the available solar energy, and the battery operating system. In this work, we provide a mathematical model for this problem and we compute the return on investment (ROI) of such a system, which is designed to be ecologically and financially optimal. We also quantify the minimum required investment in terms of battery and solar panels along with the operating strategy to ensure that a charging station has enough energy to serve its EV demand at any time.

Keywords: solar energy, battery storage, electric vehicle, charging stations

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Authors: Ran Etgar, Yuval Cohen, Erel Avineri

Abstract:

One of the major challenges of transportation in medium sized inner-cities (such as Tel-Aviv) is the last-mile solution. Personal rapid transit (PRT) seems like an applicable candidate for this, as it combines the benefits of personal (car) travel with the operational benefits of transit. However, the investment required for large area PRT grid is significant and there is a need to economically justify such investment by correctly evaluating the grid capacity. PRT main elements are small automated vehicles (sometimes referred to as podcars) operating on a network of specially built guideways. The research is looking at a specific concept of elevated PRT system. Literature review has revealed the drawbacks PRT modelling and simulation approaches, mainly due to the lack of consideration of technical and operational features of the system (such as headways, acceleration, safety issues); the detailed design of infrastructure (guideways, stations, and docks); the stochastic and sessional characteristics of demand; and safety regulations – all of them have a strong effect on the system performance. A highly detailed model of the system, developed in this research, is applying a discrete event simulation combined with an agent-based approach, to represent the system elements and the podecars movement logic. Applying a case study approach, the simulation model is used to study the capacity of the system, the expected throughput of the system, the utilization, and the level of service (journey time, waiting time, etc.).

Keywords: capacity, productivity measurement, PRT, simulation, transportation

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Authors: Chen Bo, Wen Zengping

Abstract:

Based on the results of previous studies, we focus on the research of real ground motion selection and scaling method for structural performance-based seismic evaluation using nonlinear dynamic analysis. The input of earthquake ground motion should be determined appropriately to make them compatible with the site-specific hazard level considered. Thus, an optimized selection and scaling method are established including the use of not only Monte Carlo simulation method to create the stochastic simulation spectrum considering the multivariate lognormal distribution of target spectrum, but also a spectral shape parameter. Its applications in structural fragility analysis are demonstrated through case studies. Compared to the previous scheme with no consideration of the uncertainty of target spectrum, the method shown here can make sure that the selected records are in good agreement with the median value, standard deviation and spectral correction of the target spectrum, and greatly reveal the uncertainty feature of site-specific hazard level. Meanwhile, it can help improve computational efficiency and matching accuracy. Given the important infection of target spectrum’s uncertainty on structural seismic fragility analysis, this work can provide the reasonable and reliable basis for structural seismic evaluation under scenario earthquake environment.

Keywords: ground motion selection, scaling method, seismic fragility analysis, spectral shape

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