Search results for: stochastic gradient boosting

Authors: Maryam Ghoreishi, Christian Larsen

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In this paper, we investigate the effect of stochastic inputs on problem of joint optimal pricing and lot-sizing decisions where the inventory cycle is divided into advance and spot sales periods. During the advance sales period, customer can make reservations while customer with reservations can cancel their order. However, during the spot sales period customers receive the order as soon as the order is placed, but they cannot make any reservation or cancellation during that period. We assume that the inter arrival times during the advance sales and spot sales period are exponentially distributed where the arrival rate is decreasing function of price. Moreover, we assume that the number of cancelled reservations is binomially distributed. In addition, we assume that deterioration process follows an exponential distribution. We investigate two cases. First, we consider two-state case where we find the optimal price during the spot sales period and the optimal price during the advance sales period. Next, we develop a generalized case where we extend two-state case also to allow dynamic prices during the spot sales period. We apply the Markov decision theory in order to find the optimal solutions. In addition, for the generalized case, we apply the policy iteration algorithm in order to find the optimal prices, the optimal lot-size and maximum advance sales amount.

Keywords: inventory control, pricing, Markov decision theory, advance sales system

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Authors: Xiangxu Chai, Bin Feng, Ping Li, Deyan Zhu, Liquan Wang, Guanzhong Wang, Yukun Jing

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In high power large-aperture laser systems, such as the inertial confinement fusion project, the Nd: glass laser (1053nm) is usually needed to be converted to ultraviolet (UV) light and the fourth harmonic generation (FHG) is one of the most favorite candidates to achieve UV light. Deuterated potassium dihydrogen phosphate (DKDP) crystal is an optimal choice for converting the Nd: glass radiation to the fourth harmonic laser by noncritical phase matching (NCPM). To reduce the damage probability of focusing lens, the DKDP crystal is suggested to be set before the focusing lens. And a converging beam enters the FHG crystal consequently. In this paper, we simulate the process of FHG in the scheme and the dependence of FHG efficiency on the lens’ F is derived. Besides, DKDP crystal with gradient deuterium is proposed to realize the NCPM FHG of the converging beam. At every position, the phase matching is achieved by adjusting the deuterium level, and the FHG efficiency increases as a result. The relation of the lens’ F with the deuterium gradient is investigated as well.

Keywords: fourth harmonic generation, laser induced damage, converging beam, DKDP crystal

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Authors: Mohammad Ghahramani, Fahimeh Saei Manesh

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Winning a soccer game is based on thorough and deep analysis of the ongoing match. On the other hand, giant gambling companies are in vital need of such analysis to reduce their loss against their customers. In this research work, we perform deep, real-time analysis on every soccer match around the world that distinguishes our work from others by focusing on particular seasons, teams and partial analytics. Our contributions are presented in the platform called “Analyst Masters.” First, we introduce various sources of information available for soccer analysis for teams around the world that helped us record live statistical data and information from more than 50,000 soccer matches a year. Our second and main contribution is to introduce our proposed in-play performance evaluation. The third contribution is developing new features from stable soccer matches. The statistics of soccer matches and their odds before and in-play are considered in the image format versus time including the halftime. Local Binary patterns, (LBP) is then employed to extract features from the image. Our analyses reveal incredibly interesting features and rules if a soccer match has reached enough stability. For example, our “8-minute rule” implies if 'Team A' scores a goal and can maintain the result for at least 8 minutes then the match would end in their favor in a stable match. We could also make accurate predictions before the match of scoring less/more than 2.5 goals. We benefit from the Gradient Boosting Trees, GBT, to extract highly related features. Once the features are selected from this pool of data, the Decision trees decide if the match is stable. A stable match is then passed to a post-processing stage to check its properties such as betters’ and punters’ behavior and its statistical data to issue the prediction. The proposed method was trained using 140,000 soccer matches and tested on more than 100,000 samples achieving 98% accuracy to select stable matches. Our database from 240,000 matches shows that one can get over 20% betting profit per month using Analyst Masters. Such consistent profit outperforms human experts and shows the inefficiency of the betting market. Top soccer tipsters achieve 50% accuracy and 8% monthly profit in average only on regional matches. Both our collected database of more than 240,000 soccer matches from 2012 and our algorithm would greatly benefit coaches and punters to get accurate analysis.

Keywords: soccer, analytics, machine learning, database

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Authors: Ardalan Sabamehr, Ashutosh Bagchi

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Recently, Structural Health Monitoring (SHM) based on the vibration of structures has attracted the attention of researchers in different fields such as: civil, aeronautical and mechanical engineering. Operational Modal Analysis (OMA) have been developed to identify modal properties of infrastructure such as bridge, building and so on. Frequency Domain Decomposition (FDD), Stochastic Subspace Identification (SSI) and Continuous Wavelet Transform (CWT) are the three most common methods in output only modal identification. FDD, SSI, and CWT operate based on the frequency domain, time domain, and time-frequency plane respectively. So, FDD and SSI are not able to display time and frequency at the same time. By the way, FDD and SSI have some difficulties in a noisy environment and finding the closed modes. CWT technique which is currently developed works on time-frequency plane and a reasonable performance in such condition. The other advantage of wavelet transform rather than other current techniques is that it can be applied for the non-stationary signal as well. The aim of this paper is to compare three most common modal identification techniques to find modal properties (such as natural frequency, mode shape, and damping ratio) of three story steel frame which was built in Concordia University Lab by use of ambient vibration. The frame has made of Galvanized steel with 60 cm length, 27 cm width and 133 cm height with no brace along the long span and short space. Three uniaxial wired accelerations (MicroStarin with 100mv/g accuracy) have been attached to the middle of each floor and gateway receives the data and send to the PC by use of Node Commander Software. The real-time monitoring has been performed for 20 seconds with 512 Hz sampling rate. The test is repeated for 5 times in each direction by hand shaking and impact hammer. CWT is able to detect instantaneous frequency by used of ridge detection method. In this paper, partial derivative ridge detection technique has been applied to the local maxima of time-frequency plane to detect the instantaneous frequency. The extracted result from all three methods have been compared, and it demonstrated that CWT has the better performance in term of its accuracy in noisy environment. The modal parameters such as natural frequency, damping ratio and mode shapes are identified from all three methods.

Keywords: ambient vibration, frequency domain decomposition, stochastic subspace identification, continuous wavelet transform

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Authors: Yifu Ding, Vijay Avinash, Malcolm McCulloch

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As the proliferation of decentralized energy systems, the UK power system allows small-scale entities such as microgrids (MGs) to tender multiple energy services including energy arbitrage and frequency responses (FRs). However, its operation requires the balance between the uncertain renewable generations and loads in real-time and has to fulfill their provision requirements of contract services continuously during the time window agreed, otherwise it will be penalized for the under-delivered provision. To hedge against risks due to uncertainties and maximize the economic benefits, we propose a stochastic model predictive control (SMPC) framework to optimize its operation for the multi-service provision. Distinguished from previous works, we include a detailed economic-degradation model of the lithium-ion battery to quantify the costs of different service provisions, as well as accurately describe the changing dynamics of the battery. Considering a branch of load and generation scenarios and the battery aging, we formulate a risk-averse cost function using conditional value at risk (CVaR). It aims to achieve the maximum expected net revenue and avoids severe losses. The framework will be performed on a case study of a PV-battery grid-tied microgrid in the UK with real-life data. To highlight its performance, the framework will be compared with the case without the degradation model and the deterministic formulation.

Keywords: model predictive control (MPC), battery degradation, frequency response, microgrids

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Authors: Tu-Chieh Hung, Wei-Mon Yan, Xiao-Dong Wang, Yu-Xian Huang

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This work employs a combined optimization procedure including a simplified conjugate-gradient method and a three-dimensional fluid flow and heat transfer model to study the optimal geometric parameter design of double-layered microchannel heat sinks. The overall thermal resistance RT is the objective function to be minimized with number of channels, N, the channel width ratio, β, the bottom channel aspect ratio, αb, and upper channel aspect ratio, αu, as the search variables. It is shown that, for the given bottom area (10 mm×10 mm) and heat flux (100 W cm-2), the optimal (minimum) thermal resistance of double-layered microchannel heat sinks is about RT=0.12 ℃/m2W with the corresponding optimal geometric parameters N=73, β=0.50, αb=3.52, and, αu= 7.21 under a constant pumping power of 0.05 W. The optimization process produces a maximum reduction by 52.8% in the overall thermal resistance compared with an initial guess (N=112, β=0.37, αb=10.32 and, αu=10.93). The results also show that the optimal thermal resistance decreases rapidly with the pumping power and tends to be a saturated value afterward. The corresponding optimal values of parameters N, αb, and αu increase while that of β decrease as the pumping power increases. However, further increasing pumping power is not always cost-effective for the application of heat sink designs.

Keywords: optimization, double-layered microchannel heat sink, simplified conjugate-gradient method, thermal resistance

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Authors: Jin-Qu Chen, Jie Liu, Yong Yin, Zi-Qi Ju, Yu-Yao Wu

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Increase in travel fare and station’s failure will have huge impact on passengers’ travel. The Urban Rail Transit (URT) station’s accessibility reliability under increasing travel fare and station failure are analyzed in this paper. Firstly, the passenger’s travel path is resumed based on stochastic user equilibrium and Automatic Fare Collection (AFC) data. Secondly, calculating station’s importance by combining LeaderRank algorithm and Ratio of Station Affected Passenger Volume (RSAPV), and then the station’s accessibility evaluation indicators are proposed based on the analysis of passenger’s travel characteristic. Thirdly, station’s accessibility under different scenarios are measured and rate of accessibility change is proposed as station’s accessibility reliability indicator. Finally, the accessibility of Hangzhou metro stations is analyzed by the formulated models. The result shows that Jinjiang station and Liangzhu station are the most important and convenient station in the Hangzhou metro, respectively. Station failure and increase in travel fare and station failure have huge impact on station’s accessibility, except for increase in travel fare. Stations in Hangzhou metro Line 1 have relatively worse accessibility reliability and Fengqi Road station’s accessibility reliability is weakest. For Hangzhou metro operational department, constructing new metro line around Line 1 and protecting Line 1’s station preferentially can effective improve the accessibility reliability of Hangzhou metro.

Keywords: automatic fare collection data, AFC, station’s accessibility reliability, stochastic user equilibrium, urban rail transit, URT

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Authors: Jaegu Choi, Jae-Mean Koo, Chang-Sung Seok, Byungwoo Moon

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Since massive earthquakes in the world have been reported recently, the safety of nuclear power plants for seismic loading has become a significant issue. Seismic loading is the reverse cyclic loading, consisting of repeated tensile and compression by longitudinal and transverse wave. Up to this time, the study on characteristics of fracture toughness under reverse cyclic loading has been unsatisfactory. Therefore, it is necessary to obtain the fracture toughness under reverse cyclic load for the integrity estimation of nuclear power plants under seismic load. Fracture resistance (J-R) curves, which are used for determination of fracture toughness or integrity estimation in terms of elastic-plastic fracture mechanics, can be derived by the fracture resistance test using single specimen technique. The objective of this paper is to study the effects of reverse cyclic loading on a fracture resistance curve of ESG specimen, having a similar stress gradient compared to the crack surface of the real pipe. For this, we carried out the fracture toughness test under the reverse cyclic loading, while changing incremental plastic displacement. Test results showed that the J-R curves were decreased with a decrease of the incremental plastic displacement.

Keywords: reverse cyclic loading, j-r curve, ESG specimen, incremental plastic displacement

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Authors: Abdelkader Guendouz, Fatima Zohra Adel

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Since about two decades, the Algerian government created a new instrument in the field of its fiscal policy, which is the FRR (Fonds de Régulation des Recettes). The FRR is a sovereign fund, which the initial role was saving the surplus generated by the fixation of a referential oil price to establish the state budget in the aim equilibrium between budgetary incomes and public expenditures. After a while, the government turns to use this instrument in boosting the public investment more than keeping for funding a deficit budget in periods of crisis. This lead to ask some justified questions about the efficiency of this sovereign fund and its real role.

Keywords: FRR sovereign fund, public expenditures, public investment, efficiency

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Authors: N. R. Badurally Adam, S. R. Monebhurrun, M. Z. Dauhoo, A. Khoodaruth

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Transport energy demand is vital for the economic growth of any country. Globalisation and better standard of living plays an important role in transport energy demand. Recently, transport energy demand in Mauritius has increased significantly, thus leading to an abuse of natural resources and thereby contributing to global warming. Forecasting the transport energy demand is therefore important for controlling and managing the demand. In this paper, we develop a model to predict the transport energy demand. The model developed is based on a system of five stochastic differential equations (SDEs) consisting of five endogenous variables: fuel price, population, gross domestic product (GDP), number of vehicles and transport energy demand and three exogenous parameters: crude birth rate, crude death rate and labour force. An interval of seven years is used to avoid any falsification of result since Mauritius is a developing country. Data available for Mauritius from year 2003 up to 2009 are used to obtain the values of design variables by applying genetic algorithm. The model is verified and validated for 2010 to 2012 by substituting the values of coefficients obtained by GA in the model and using particle swarm optimisation (PSO) to predict the values of the exogenous parameters. This model will help to control the transport energy demand in Mauritius which will in turn foster Mauritius towards a pollution-free country and decrease our dependence on fossil fuels.

Keywords: genetic algorithm, modeling, particle swarm optimization, stochastic differential equations, transport energy demand

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Authors: Amer Ait Sidhoum

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Interest in sustainability has gained ground among practitioners, academics and policy-makers due to growing stakeholders’ awareness of environmental and social concerns. This is particularly true for agriculture. However, relatively little research has been conducted on the quantification of social sustainability and the contribution of social issues to the agricultural production efficiency. This research's main objective is to propose a method for evaluating prices of social outputs, more precisely shadow prices, by allowing for the stochastic nature of agricultural production that is to say for production uncertainty. In this article, the assessment of social outputs’ shadow prices is conducted within the methodological framework of nonparametric Data Envelopment Analysis (DEA). An output-oriented directional distance function (DDF) is implemented to represent the technology of a sample of Catalan arable crop farms and derive the efficiency scores the overall production technology of our sample is assumed to be the intersection of two different sub-technologies. The first sub-technology models the production of random desirable agricultural outputs, while the second sub-technology reflects the social outcomes from agricultural activities. Once a nonparametric production technology has been represented, the DDF primal approach can be used for efficiency measurement, while shadow prices are drawn from the dual representation of the DDF. Computing shadow prices is a method to assign an economic value to non-marketed social outcomes. Our research uses cross sectional, farm-level data collected in 2015 from a sample of 180 Catalan arable crop farms specialized in the production of cereals, oilseeds and protein (COP) crops. Our results suggest that our sample farms show high performance scores, from 85% for the bad state of nature to 88% for the normal and ideal crop growing conditions. This suggests that farm performance is increasing with an improvement in crop growth conditions. Results also show that average shadow prices of desirable state-contingent output and social outcomes for efficient and inefficient farms are positive, suggesting that the production of desirable marketable outputs and of non-marketable outputs makes a positive contribution to the farm production efficiency. Results also indicate that social outputs’ shadow prices are contingent upon the growing conditions. The shadow prices follow an upward trend as crop-growing conditions improve. This finding suggests that these efficient farms prefer to allocate more resources in the production of desirable outputs than of social outcomes. To our knowledge, this study represents the first attempt to compute shadow prices of social outcomes while accounting for the stochastic nature of the production technology. Our findings suggest that the decision-making process of the efficient farms in dealing with social issues are stochastic and strongly dependent on the growth conditions. This implies that policy-makers should adjust their instruments according to the stochastic environmental conditions. An optimal redistribution of rural development support, by increasing the public payment with the improvement in crop growth conditions, would likely enhance the effectiveness of public policies.

Keywords: data envelopment analysis, shadow prices, social sustainability, sustainable farming

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Authors: Fatemeh Behbahani, Rubiyah Yusof

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To avoid collision between following vehicles and vehicles in front, it is vital to keep appropriate, safe spacing between both vehicles over all speeds. Therefore, the following vehicle needs to have exact information regarding the speed and spacing between vehicles. This project is conducted to simulate the tuning of controller gain for a vehicle-following system through the selected control strategy, spacing control policy and fixed-time headway policy. In addition, the paper simulates and designs an adaptive gain controller for a road-vehicle-following system which uses information on the spacing, velocity and also acceleration of a preceding vehicle in the proposed one-vehicle look-ahead strategy. The mathematical model is implemented using Kirchhoff and Newton’s Laws, and stability simulated. The trial-error method was used to obtain a suitable value of controller gain. However, the adaptive-based controller system was able to optimize the gain value automatically. Model Reference Adaptive Control (MRAC) is designed and utilized and based on firstly the Gradient and secondly the Lyapunov approach. The Lyapunov approach considers stability. The Gradient approach was found to improve the best value of gain in the controller system with fixed-time headway.

Keywords: one-vehicle look-ahead, model reference adaptive, stability, tuning gain controller, MRAC

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Authors: Iulia E. Falcan

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The transition of the European power sector towards a clean, renewable energy (RE) system faces the challenge of meeting power demand in times of low wind speed and low solar radiation, at a reasonable cost. This is likely to be achieved through a combination of 1) energy storage technologies, 2) development of the cross-border power grid, 3) installed overcapacity of RE and 4) dispatchable power sources – such as biomass. This paper uses NASA; derived hourly data on weather patterns of sixteen European countries for the past twenty-five years, and load data from the European Network of Transmission System Operators-Electricity (ENTSO-E), to develop a stochastic optimization model. This model aims to understand the synergies between the four classes of technologies mentioned above and to determine the optimal configuration of the energy technologies portfolio. While this issue has been addressed before, it was done so using deterministic models that extrapolated historic data on weather patterns and power demand, as well as ignoring the risk of an unbalanced grid-risk stemming from both the supply and the demand side. This paper aims to explicitly account for the inherent uncertainty in the energy system transition. It articulates two levels of uncertainty: a) the inherent uncertainty in future weather patterns and b) the uncertainty of fully meeting power demand. The first level of uncertainty is addressed by developing probability distributions for future weather data and thus expected power output from RE technologies, rather than known future power output. The latter level of uncertainty is operationalized by introducing a Conditional Value at Risk (CVaR) constraint in the portfolio optimization problem. By setting the risk threshold at different levels – 1%, 5% and 10%, important insights are revealed regarding the synergies of the different energy technologies, i.e., the circumstances under which they behave as either complements or substitutes to each other. The paper concludes that allowing for uncertainty in expected power output - rather than extrapolating historic data - paints a more realistic picture and reveals important departures from results of deterministic models. In addition, explicitly acknowledging the risk of an unbalanced grid - and assigning it different thresholds - reveals non-linearity in the cost functions of different technology portfolio configurations. This finding has significant implications for the design of the European energy mix.

Keywords: cross-border grid extension, energy storage technologies, energy system transition, stochastic portfolio optimization

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Authors: Hyohun Kim, Dongwha Shin, Yeonseok Kim, Ji-Su Ahn, Kensuke Nakamura, Dongeun Choi, Byung-Woo Hong

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Artefacts are commonly encountered in the imaging process of clinical computed tomography (CT) where the artefact refers to any systematic discrepancy between the reconstructed observation and the true attenuation coefficient of the object. It is known that CT images are inherently more prone to artefacts due to its image formation process where a large number of independent detectors are involved, and they are assumed to yield consistent measurements. There are a number of different artefact types including noise, beam hardening, scatter, pseudo-enhancement, motion, helical, ring, and metal artefacts, which cause serious difficulties in reading images. Thus, it is desired to remove nuisance factors from the degraded image leaving the fundamental intrinsic information that can provide better interpretation of the anatomical and pathological characteristics. However, it is considered as a difficult task due to the high dimensionality and variability of data to be recovered, which naturally motivates the use of machine learning techniques. We propose an image restoration algorithm based on the deep neural network framework where the denoising auto-encoders are stacked building multiple layers. The denoising auto-encoder is a variant of a classical auto-encoder that takes an input data and maps it to a hidden representation through a deterministic mapping using a non-linear activation function. The latent representation is then mapped back into a reconstruction the size of which is the same as the size of the input data. The reconstruction error can be measured by the traditional squared error assuming the residual follows a normal distribution. In addition to the designed loss function, an effective regularization scheme using residual-driven dropout determined based on the gradient at each layer. The optimal weights are computed by the classical stochastic gradient descent algorithm combined with the back-propagation algorithm. In our algorithm, we initially decompose an input image into its intrinsic representation and the nuisance factors including artefacts based on the classical Total Variation problem that can be efficiently optimized by the convex optimization algorithm such as primal-dual method. The intrinsic forms of the input images are provided to the deep denosing auto-encoders with their original forms in the training phase. In the testing phase, a given image is first decomposed into the intrinsic form and then provided to the trained network to obtain its reconstruction. We apply our algorithm to the restoration of the corrupted CT images by the artefacts. It is shown that our algorithm improves the readability and enhances the anatomical and pathological properties of the object. The quantitative evaluation is performed in terms of the PSNR, and the qualitative evaluation provides significant improvement in reading images despite degrading artefacts. The experimental results indicate the potential of our algorithm as a prior solution to the image interpretation tasks in a variety of medical imaging applications. This work was supported by the MISP(Ministry of Science and ICT), Korea, under the National Program for Excellence in SW (20170001000011001) supervised by the IITP(Institute for Information and Communications Technology Promotion).

Keywords: auto-encoder neural network, CT image artefact, deep learning, intrinsic image representation, noise reduction, total variation

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Authors: Riadh Zorgati, Thomas Triboulet

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In quite diverse application areas such as astronomy, medical imaging, geophysics or nondestructive evaluation, many problems related to calibration, fitting or estimation of a large number of input parameters of a model from a small amount of output noisy data, can be cast as inverse problems. Due to noisy data corruption, insufficient data and model errors, most inverse problems are ill-posed in a Hadamard sense, i.e. existence, uniqueness and stability of the solution are not guaranteed. A wide class of inverse problems in physics relates to the Fredholm equation of the first kind. The ill-posedness of such inverse problem results, after discretization, in a very ill-conditioned linear system of equations, the condition number of the associated matrix can typically range from 109 to 1018. This condition number plays the role of an amplifier of uncertainties on data during inversion and then, renders the inverse problem difficult to handle numerically. Similar problems appear in other areas such as numerical optimization when using interior points algorithms for solving linear programs leads to face ill-conditioned systems of linear equations. Devising efficient solution approaches for such system of equations is therefore of great practical interest. Efficient iterative algorithms are proposed for solving a system of linear equations. The approach is based on a preconditioning of the initial matrix of the system with an approximation of a generalized inverse leading to a stochastic preconditioned matrix. This approach, valid for non-negative matrices, is first extended to hermitian, semi-definite positive matrices and then generalized to any complex rectangular matrices. The main results obtained are as follows: 1) We are able to build a generalized inverse of any complex rectangular matrix which satisfies the convergence condition requested in iterative algorithms for solving a system of linear equations. This completes the (short) list of generalized inverse having this property, after Kaczmarz and Cimmino matrices. Theoretical results on both the characterization of the type of generalized inverse obtained and the convergence are derived. 2) Thanks to its properties, this matrix can be efficiently used in different solving schemes as Richardson-Tanabe or preconditioned conjugate gradients. 3) By using Lp norms, we propose generalized Kaczmarz’s type matrices. We also show how Cimmino's matrix can be considered as a particular case consisting in choosing the Euclidian norm in an asymmetrical structure. 4) Regarding numerical results obtained on some pathological well-known test-cases (Hilbert, Nakasaka, …), some of the proposed algorithms are empirically shown to be more efficient on ill-conditioned problems and more robust to error propagation than the known classical techniques we have tested (Gauss, Moore-Penrose inverse, minimum residue, conjugate gradients, Kaczmarz, Cimmino). We end on a very early prospective application of our approach based on stochastic matrices aiming at computing some parameters (such as the extreme values, the mean, the variance, …) of the solution of a linear system prior to its resolution. Such an approach, if it were to be efficient, would be a source of information on the solution of a system of linear equations.

Keywords: conditioning, generalized inverse, linear system, norms, stochastic matrix

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Authors: Timir Baran Roy, Luis Guerreiro, Ashutosh Bagchi

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Dynamic study is important in order to design, repair and rehabilitation of structures. It has played an important role in the behavior characterization of structures; such as bridges, dams, high-rise buildings etc. There had been a substantial development in this area over the last few decades, especially in the field of dynamic identification techniques of structural systems. Frequency Domain Decomposition (FDD) and Time Domain Decomposition are most commonly used methods to identify modal parameters; such as natural frequency, modal damping, and mode shape. The focus of the present research is to study the dynamic characteristics of typical timber masonry walls commonly used in Portugal. For that purpose, a multi-storey structural prototypes of such walls have been tested on a seismic shake table at the National Laboratory for Civil Engineering, Portugal (LNEC). Signal processing has been performed of the output response, which is collected from the shaking table experiment of the prototype using accelerometers. In the present work signal processing of the output response, based on the input response has been done in two ways: FDD and Stochastic Subspace Identification (SSI). In order to estimate the values of the modal parameters, algorithms for FDD are formulated, and parametric functions for the SSI are computed. Finally, estimated values from both the methods are compared to measure the accuracy of both the techniques.

Keywords: frequency domain decomposition (fdd), modal parameters, signal processing, stochastic subspace identification (ssi), time domain decomposition

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Authors: G. Shahzadi, A. Soulaimani

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This research work aims to identify the physical parameters of the constitutive soil model in the design of a rockfill dam by inverse analysis. The best parameters of the constitutive soil model, are those that minimize the objective function, defined as the difference between the measured and numerical results. The Finite Element code (Plaxis) has been utilized for numerical simulation. Polynomial and neural network-based response surfaces have been generated to analyze the relationship between soil parameters and displacements. The performance of surrogate models has been analyzed and compared by evaluating the root mean square error. A comparative study has been done based on objective functions and optimization techniques. Objective functions are categorized by considering measured data with and without uncertainty in instruments, defined by the least square method, which estimates the norm between the predicted displacements and the measured values. Hydro Quebec provided data sets for the measured values of the Romaine-2 dam. Stochastic optimization, an approach that can overcome local minima, and solve non-convex and non-differentiable problems with ease, is used to obtain an optimum value. Genetic Algorithm (GA), Particle Swarm Optimization (PSO) and Differential Evolution (DE) are compared for the minimization problem, although all these techniques take time to converge to an optimum value; however, PSO provided the better convergence and best soil parameters. Overall, parameter identification analysis could be effectively used for the rockfill dam application and has the potential to become a valuable tool for geotechnical engineers for assessing dam performance and dam safety.

Keywords: Rockfill dam, parameter identification, stochastic analysis, regression, PLAXIS

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Authors: Xiaolin Zeng, Lei Cheng, Zhirong Li, Xueping Liu

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Aiming at the problem of low accuracy and susceptibility to cultural relic diseases in the generation of high-resolution archaeology drawings by current image generation algorithms, an archaeology drawings generation algorithm based on a conditional generative adversarial network is proposed. An attention mechanism is added into the high-resolution image generation network as the backbone network, which enhances the line feature extraction capability and improves the accuracy of line drawing generation. A dual-branch parallel architecture consisting of two backbone networks is implemented, where the semantic translation branch extracts semantic features from orthophotographs of cultural relics, and the gradient screening branch extracts effective gradient features. Finally, the fusion fine-tuning module combines these two types of features to achieve the generation of high-quality and high-resolution archaeology drawings. Experimental results on the self-constructed archaeology drawings dataset of grotto temple statues show that the proposed algorithm outperforms current mainstream image generation algorithms in terms of pixel accuracy (PA), structural similarity (SSIM), and peak signal-to-noise ratio (PSNR) and can be used to assist in drawing archaeology drawings.

Keywords: archaeology drawings, digital heritage, image generation, deep learning

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Authors: Belgherbi Aicha, Hadjidj Ismahen, Bessaid Abdelhafid

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The phase of segmentation is an important step in the processing and interpretation of medical images. In this paper, we focus on the segmentation of liver and spleen from the abdomen computed tomography (CT) images. The importance of our study comes from the fact that the segmentation of ROI from CT images is usually a difficult task. This difficulty is the gray’s level of which is similar to the other organ also the ROI are connected to the ribs, heart, kidneys, etc. Our proposed method is based on the anatomical information and mathematical morphology tools used in the image processing field. At first, we try to remove the surrounding and connected organs and tissues by applying morphological filters. This first step makes the extraction of interest regions easier. The second step consists of improving the quality of the image gradient. In this step, we propose a method for improving the image gradient to reduce these deficiencies by applying the spatial filters followed by the morphological filters. Thereafter we proceed to the segmentation of the liver, spleen. To validate the segmentation technique proposed, we have tested it on several images. Our segmentation approach is evaluated by comparing our results with the manual segmentation performed by an expert. The experimental results are described in the last part of this work.The system has been evaluated by computing the sensitivity and specificity between the semi-automatically segmented (liver and spleen) contour and the manually contour traced by radiological experts.

Keywords: CT images, liver and spleen segmentation, anisotropic diffusion filter, morphological filters, watershed algorithm

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Authors: Muhammad Awais Shafique, Eiji Hato, Hideki Yaginuma

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Recently GPS data is used in a lot of studies to automatically reconstruct travel patterns for trip survey. The aim is to minimize the use of questionnaire surveys and travel diaries so as to reduce their negative effects. In this paper data acquired from GPS and accelerometer embedded in smart phones is utilized to predict the mode of transportation used by the phone carrier. For prediction, Support Vector Machine (SVM) and Adaptive boosting (AdaBoost) are employed. Moreover a unique method to improve the prediction results from these algorithms is also proposed. Results suggest that the prediction accuracy of AdaBoost after improvement is relatively better than the rest.

Keywords: accelerometer, AdaBoost, GPS, mode prediction, support vector machine

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Authors: Lifar M. S., Tereshchenko A. A., Bulgakov A. N., Guda S. A., Guda A. A., Soldatov A. V.

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Metal nanoparticles are widely used as heterogeneous catalysts to activate adsorbed molecules and reduce the energy barrier of the reaction. Reaction product yield depends on the interplay between elementary processes - adsorption, activation, reaction, and desorption. These processes, in turn, depend on the inlet feed concentrations, temperature, and pressure. At stationary conditions, the active surface sites may be poisoned by reaction byproducts or blocked by thermodynamically adsorbed gaseous reagents. Thus, the yield of reaction products can significantly drop. On the contrary, the dynamic control accounts for the changes in the surface properties and adjusts reaction parameters accordingly. Therefore dynamic control may be more efficient than stationary control. In this work, a reinforcement learning algorithm has been applied to control the simulation of CO oxidation on a catalyst. The policy gradient algorithm is learned to maximize the CO₂ production rate based on the CO and O₂ flows at a given time step. Nonstationary solutions were found for the regime with surface deactivation. The maximal product yield was achieved for periodic variations of the gas flows, ensuring a balance between available adsorption sites and the concentration of activated intermediates. This methodology opens a perspective for the optimization of catalytic reactions under nonstationary conditions.

Keywords: artificial intelligence, catalyst, co oxidation, reinforcement learning, dynamic control

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Authors: Bo-Bin Xiaoa, Chia-Yi Liua

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In the task of searching for anomalous radiation sources, personnel holding radiation detectors to search for radiation sources may be exposed to unnecessary radiation risk, and automated search using machines becomes a required project. The research uses various sophisticated algorithms, which are double Q learning, dueling network, and NoisyNet, of deep reinforcement learning to search for radiation sources. The simulation environment, which is a 10*10 grid and one shielding wall setting in it, improves the development of the AI model by training 1 million episodes. In each episode of training, the radiation source position, the radiation source intensity, agent position, shielding wall position, and shielding wall length are all set randomly. The three algorithms are applied to run AI model training in four environments where the training shielding wall is a full-shielding wall, a lead wall, a concrete wall, and a lead wall or a concrete wall appearing randomly. The 12 best performance AI models are selected by observing the reward value during the training period and are evaluated by comparing these AI models with the gradient search algorithm. The results show that the performance of the AI model, no matter which one algorithm, is far better than the gradient search algorithm. In addition, the simulation environment becomes more complex, the AI model which applied Double DQN combined Dueling and NosiyNet algorithm performs better.

Keywords: double Q learning, dueling network, NoisyNet, source searching

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Authors: Syed M. Rizvi, Yiqing Meng, Simon Iwnicki

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With an increased demand in the land cargo industry, it is predicted that the freight trade will rise to a record $1.1 trillion in revenue and volume in the following years to come. This increase is mainly driven by the e-commerce model ever so popular in the consumer market. Many innovative ideas have stemmed from this demand and change in lifestyle likes of which include e-bike cargo and drones. Rural and urban areas are facing air quality challenges to keep pollution levels in city centre to a minimum. For this purpose, this paper presents the design and implementation of a non-linear PID control system, employing a micro-controller and low cost sensing technique, for controlling an electrical motor based cargo vehicle with various loads, to follow a leading vehicle (bike). Within using this system, the cargo vehicle will have no load influence on the bike rider on different gradient conditions, such as hill climbing. The system is being integrated with a microcontroller to continuously measure several parameters such as relative displacement between bike and the cargo vehicle and gradient of the road, and process these measurements to create a portable controller capable of controlling the performance of electrical vehicle without the need of a PC. As a result, in the case of carrying 180kg of parcel weight, the cargo vehicle can maintain a reasonable spacing over a short length of sensor travel between the bike and itself.

Keywords: cargo, e-bike, microcontroller, embedded system, nonlinear pid, self-adaptive, inertial measurement unit (IMU)

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Authors: Y. Wang, S. Zhang, X. Chen

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The longitudinal compressive strength of fibre reinforced plastic (FRP) possess a large stochastic variability, which limits efficient application of composite structures. This study aims to address how the random fibre packing affects the uncertainty of FRP compressive strength. An novel approach is proposed to generate random fibre packing status by a combination of Latin hypercube sampling and random sequential expansion. 3D nonlinear finite element model is built which incorporates both the matrix plasticity and fibre geometrical instability. The matrix is modeled by isotropic ideal elasto-plastic solid elements, and the fibres are modeled by linear-elastic rebar elements. Composite with a series of different nominal fibre volume fractions are studied. Premature fibre waviness at different magnitude and direction is introduced in the finite element model. Compressive tests on uni-directional CFRP (carbon fibre reinforced plastic) are conducted following the ASTM D6641. By a comparison of 3D FE models and compressive tests, it is clearly shown that the stochastic variation of compressive strength is partly caused by the random fibre packing, and normal or lognormal distribution tends to be a good fit the probabilistic compressive strength. Furthermore, it is also observed that different random fibre packing could trigger two different fibre micro-buckling modes while subjected to longitudinal compression: out-of-plane buckling and twisted buckling. The out-of-plane buckling mode results much larger compressive strength, and this is the major reason why the random fibre packing results a large uncertainty in the FRP compressive strength. This study would contribute to new approaches to the quality control of FRP considering higher compressive strength or lower uncertainty.

Keywords: compressive strength, FRP, micro-buckling, random fibre packing

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Authors: Jonathan Sohn

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Deep neural networks (DNNs) have shown state-of-the-art performance for many applications, including computer vision, natural language processing, and speech recognition. Recently, adversarial attacks have been studied in the context of deep neural networks, which aim to alter the results of deep neural networks by modifying the inputs slightly. For example, an adversarial attack on a DNN used for object detection can cause the DNN to miss certain objects. As a result, the reliability of DNNs is undermined by their lack of robustness against adversarial attacks, raising concerns about their use in safety-critical applications such as autonomous driving. In this paper, we focus on studying the adversarial attacks and defenses on DNNs for image classification. There are two types of adversarial attacks studied which are fast gradient sign method (FGSM) attack and projected gradient descent (PGD) attack. A DNN forms decision boundaries that separate the input images into different categories. The adversarial attack slightly alters the image to move over the decision boundary, causing the DNN to misclassify the image. FGSM attack obtains the gradient with respect to the image and updates the image once based on the gradients to cross the decision boundary. PGD attack, instead of taking one big step, repeatedly modifies the input image with multiple small steps. There is also another type of attack called the target attack. This adversarial attack is designed to make the machine classify an image to a class chosen by the attacker. We can defend against adversarial attacks by incorporating adversarial examples in training. Specifically, instead of training the neural network with clean examples, we can explicitly let the neural network learn from the adversarial examples. In our experiments, the digit recognition accuracy on the MNIST dataset drops from 97.81% to 39.50% and 34.01% when the DNN is attacked by FGSM and PGD attacks, respectively. If we utilize FGSM training as a defense method, the classification accuracy greatly improves from 39.50% to 92.31% for FGSM attacks and from 34.01% to 75.63% for PGD attacks. To further improve the classification accuracy under adversarial attacks, we can also use a stronger PGD training method. PGD training improves the accuracy by 2.7% under FGSM attacks and 18.4% under PGD attacks over FGSM training. It is worth mentioning that both FGSM and PGD training do not affect the accuracy of clean images. In summary, we find that PGD attacks can greatly degrade the performance of DNNs, and PGD training is a very effective way to defend against such attacks. PGD attacks and defence are overall significantly more effective than FGSM methods.

Keywords: deep neural network, adversarial attack, adversarial defense, adversarial machine learning

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Authors: Hossein Jafari, Xiangfang Li, Lijun Qian, Alexander Aved, Timothy Kroecker

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Traditionally in sensor networks and recently in the Internet of Things, numerous heterogeneous sensors are deployed in distributed manner to monitor a phenomenon that often can be model by an underlying stochastic process. The big time-series data collected by the sensors must be analyzed to detect change in the stochastic process as quickly as possible with tolerable false alarm rate. However, sensors may have different accuracy and sensitivity range, and they decay along time. As a result, the big time-series data collected by the sensors will contain uncertainties and sometimes they are conflicting. In this study, we present a framework to take advantage of Evidence Theory (a.k.a. Dempster-Shafer and Dezert-Smarandache Theories) capabilities of representing and managing uncertainty and conflict to fast change detection and effectively deal with complementary hypotheses. Specifically, Kullback-Leibler divergence is used as the similarity metric to calculate the distances between the estimated current distribution with the pre- and post-change distributions. Then mass functions are calculated and related combination rules are applied to combine the mass values among all sensors. Furthermore, we applied the method to estimate the minimum number of sensors needed to combine, so computational efficiency could be improved. Cumulative sum test is then applied on the ratio of pignistic probability to detect and declare the change for decision making purpose. Simulation results using both synthetic data and real data from experimental setup demonstrate the effectiveness of the presented schemes.

Keywords: CUSUM, evidence theory, kl divergence, quickest change detection, time series data

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Authors: Iacopo Carnacina, Mohammad Keshtpoor, Richard Yablonsky

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Non-structural protection measures against flooding are becoming increasingly popular flood risk mitigation strategies. In particular, coastal flood insurance impacts not only private citizens but also insurance and reinsurance companies, who may require it to retain solvency and better understand the risks they face from a catastrophic coastal flood event. In this context, a framework is presented here to assess the risk for coastal flooding across the UK. The area has a long history of catastrophic flood events, including the Great Flood of 1953 and the 2013 Cyclone Xaver storm, both of which led to significant loss of life and property. The current framework will leverage a technology based on a hydrodynamic model (Delft3D Flexible Mesh). This flexible mesh technology, coupled with a calibration technique, allows for better utilisation of computational resources, leading to higher resolution and more detailed results. The generation of a stochastic set of extra tropical cyclone (ETC) events supports the evaluation of the financial losses for the whole area, also accounting for correlations between different locations in different scenarios. Finally, the solution shows a detailed analysis for the Thames River, leveraging the information available on flood barriers and levees. Two realistic disaster scenarios for the Greater London area are simulated: In the first scenario, the storm surge intensity is not high enough to fail London’s flood defences, but in the second scenario, London’s flood defences fail, highlighting the potential losses from a catastrophic coastal flood event.

Keywords: storm surge, stochastic model, levee failure, Thames River

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Authors: Belgherbi Aicha, Hadjidj Ismahen, Bessaid Abdelhafid

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Interpretation of medical images benefits from anatomical and physiological priors to optimize computer-aided diagnosis applications. Segmentation of liver, spleen and kidneys is regarded as a major primary step in the computer-aided diagnosis of abdominal organ diseases. In this paper, a semi-automated method for medical image data is presented for the abdominal organ segmentation data using mathematical morphology. Our proposed method is based on hierarchical segmentation and watershed algorithm. In our approach, a powerful technique has been designed to suppress over-segmentation based on mosaic image and on the computation of the watershed transform. Our algorithm is currency in two parts. In the first, we seek to improve the quality of the gradient-mosaic image. In this step, we propose a method for improving the gradient-mosaic image by applying the anisotropic diffusion filter followed by the morphological filters. Thereafter, we proceed to the hierarchical segmentation of the liver, spleen and kidney. To validate the segmentation technique proposed, we have tested it on several images. Our segmentation approach is evaluated by comparing our results with the manual segmentation performed by an expert. The experimental results are described in the last part of this work.

Keywords: anisotropic diffusion filter, CT images, morphological filter, mosaic image, simultaneous organ segmentation, the watershed algorithm

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Authors: Halilu Babaji, Adamu Buba

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Illicit arms and the emergence of armed groups have witnessed unprecedented situations of political uncertainties in Nigeria, and the twenty-first century globalisation has established the process that has benefited a good number of militia groups and thereby boosting both illicit arms movement and the thriving of terrorist groups, which are largely responsible for the longstanding threat to the national security and stability of the country. This has unleashed unforeseen consequences on the entire Sub-region, following an inflow of weapons and armed fighter which are motivated by weak governance, insecurity and poverty. The social, economic and political environments make it a fertile breeding ground for the penetration and development of terrorist groups in Sub-Saharan Africa.

Keywords: arms, emergence, insecurity, groups

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Authors: Alexandra Sargent, Sarah Ferris, Ioannis Theofanous

Abstract:

The Abbott RealTime High Risk HPV test (RealTime HPV) is one of five assays clinically validated and approved by the English NHS Cervical Screening Programme (CSP) for HPV triage of low grade dyskaryosis and test-of-cure of treated Cervical Intraepithelial Neoplasia. The assay is a highly automated multiplex real-time PCR test for detecting 14 high risk (hr) HPV types, with simultaneous differentiation of HPV 16 and HPV 18 versus non-HPV 16/18 hrHPV. An endogenous internal control ensures sample cellularity, controls extraction efficiency and PCR inhibition. The original cervical specimen collected in SurePath (SP) liquid-based cytology (LBC) medium (BD Diagnostics) and the SP post-gradient cell pellets (SPG) after cytological processing are both CE marked for testing with the RealTime HPV test. During the 2011 NHSCSP validation of new tests only the original aliquot of SP LBC medium was investigated. Residual sample volume left after cytology slide preparation is low and may not always have sufficient volume for repeat HPV testing or for testing of other biomarkers that may be implemented in testing algorithms in the future. The SPG samples, however, have sufficient volumes to carry out additional testing and necessary laboratory validation procedures. This study investigates the correlation of RealTime HPV results of cervical specimens collected in SP LBC medium from women with low grade cytological abnormalities observed with matched pairs of original SP LBC medium and SP post-gradient cell pellets (SPG) after cytology processing. Matched pairs of SP and SPG samples from 750 women with borderline (N = 392) and mild (N = 351) cytology were available for this study. Both specimen types were processed and parallel tested for the presence of hrHPV with RealTime HPV according to the manufacturer´s instructions. HrHPV detection rates and concordance between test results from matched SP and SPGCP pairs were calculated. A total of 743 matched pairs with valid test results on both sample types were available for analysis. An overall-agreement of hrHPV test results of 97.5% (k: 0.95) was found with matched SP/SPG pairs and slightly lower concordance (96.9%; k: 0.94) was observed on 392 pairs from women with borderline cytology compared to 351 pairs from women with mild cytology (98.0%; k: 0.95). Partial typing results were highly concordant in matched SP/SPG pairs for HPV 16 (99.1%), HPV 18 (99.7%) and non-HPV16/18 hrHPV (97.0%), respectively. 19 matched pairs were found with discrepant results: 9 from women with borderline cytology and 4 from women with mild cytology were negative on SPG and positive on SP; 3 from women with borderline cytology and 3 from women with mild cytology were negative on SP and positive on SPG. Excellent correlation of hrHPV DNA test results was found between matched pairs of SP original fluid and post-gradient cell pellets from women with low grade cytological abnormalities tested with the Abbott RealTime High-Risk HPV assay, demonstrating robust performance of the test with both specimen types and reassuring the utility of the assay for cytology triage with both specimen types.

Keywords: Abbott realtime test, HPV, SurePath liquid based cytology, surepath post-gradient cell pellet

Procedia PDF Downloads 228