Search results for: stochastic models
6642 Optimal Investment and Consumption Decision for an Investor with Ornstein-Uhlenbeck Stochastic Interest Rate Model through Utility Maximization
Authors: Silas A. Ihedioha
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In this work; it is considered that an investor’s portfolio is comprised of two assets; a risky stock which price process is driven by the geometric Brownian motion and a risk-free asset with Ornstein-Uhlenbeck Stochastic interest rate of return, where consumption, taxes, transaction costs and dividends are involved. This paper aimed at the optimization of the investor’s expected utility of consumption and terminal return on his investment at the terminal time having power utility preference. Using dynamic optimization procedure of maximum principle, a second order nonlinear partial differential equation (PDE) (the Hamilton-Jacobi-Bellman equation HJB) was obtained from which an ordinary differential equation (ODE) obtained via elimination of variables. The solution to the ODE gave the closed form solution of the investor’s problem. It was found the optimal investment in the risky asset is horizon dependent and a ratio of the total amount available for investment and the relative risk aversion coefficient.Keywords: optimal, investment, Ornstein-Uhlenbeck, utility maximization, stochastic interest rate, maximum principle
Procedia PDF Downloads 1906641 Three-Stage Multivariate Stratified Sample Surveys with Probabilistic Cost Constraint and Random Variance
Authors: Sanam Haseen, Abdul Bari
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In this paper a three stage multivariate programming problem with random survey cost and variances as random variables has been formulated as a non-linear stochastic programming problem. The problem has been converted into an equivalent deterministic form using chance constraint programming and modified E-modeling. An empirical study of the problem has been done at the end of the paper using R-simulation.Keywords: chance constraint programming, modified E-model, stochastic programming, stratified sample surveys, three stage sample surveys
Procedia PDF Downloads 4296640 Solving SPDEs by Least Squares Method
Authors: Hassan Manouzi
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We present in this paper a useful strategy to solve stochastic partial differential equations (SPDEs) involving stochastic coefficients. Using the Wick-product of higher order and the Wiener-Itˆo chaos expansion, the SPDEs is reformulated as a large system of deterministic partial differential equations. To reduce the computational complexity of this system, we shall use a decomposition-coordination method. To obtain the chaos coefficients in the corresponding deterministic equations, we use a least square formulation. Once this approximation is performed, the statistics of the numerical solution can be easily evaluated.Keywords: least squares, wick product, SPDEs, finite element, wiener chaos expansion, gradient method
Procedia PDF Downloads 3886639 High Performance Field Programmable Gate Array-Based Stochastic Low-Density Parity-Check Decoder Design for IEEE 802.3an Standard
Authors: Ghania Zerari, Abderrezak Guessoum, Rachid Beguenane
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This paper introduces high-performance architecture for fully parallel stochastic Low-Density Parity-Check (LDPC) field programmable gate array (FPGA) based LDPC decoder. The new approach is designed to decrease the decoding latency and to reduce the FPGA logic utilisation. To accomplish the target logic utilisation reduction, the routing of the proposed sub-variable node (VN) internal memory is designed to utilize one slice distributed RAM. Furthermore, a VN initialization, using the channel input probability, is achieved to enhance the decoder convergence, without extra resources and without integrating the output saturated-counters. The Xilinx FPGA implementation, of IEEE 802.3an standard LDPC code, shows that the proposed decoding approach attain high performance along with reduction of FPGA logic utilisation.Keywords: low-density parity-check (LDPC) decoder, stochastic decoding, field programmable gate array (FPGA), IEEE 802.3an standard
Procedia PDF Downloads 2716638 Best Resource Recommendation for a Stochastic Process
Authors: Likewin Thomas, M. V. Manoj Kumar, B. Annappa
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The aim of this study was to develop an Artificial Neural Network0 s recommendation model for an online process using the complexity of load, performance, and average servicing time of the resources. Here, the proposed model investigates the resource performance using stochastic gradient decent method for learning ranking function. A probabilistic cost function is implemented to identify the optimal θ values (load) on each resource. Based on this result the recommendation of resource suitable for performing the currently executing task is made. The test result of CoSeLoG project is presented with an accuracy of 72.856%.Keywords: ADALINE, neural network, gradient decent, process mining, resource behaviour, polynomial regression model
Procedia PDF Downloads 3546637 An Alternative Richards’ Growth Model Based on Hyperbolic Sine Function
Authors: Samuel Oluwafemi Oyamakin, Angela Unna Chukwu
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Richrads growth equation being a generalized logistic growth equation was improved upon by introducing an allometric parameter using the hyperbolic sine function. The integral solution to this was called hyperbolic Richards growth model having transformed the solution from deterministic to a stochastic growth model. Its ability in model prediction was compared with the classical Richards growth model an approach which mimicked the natural variability of heights/diameter increment with respect to age and therefore provides a more realistic height/diameter predictions using the coefficient of determination (R2), Mean Absolute Error (MAE) and Mean Square Error (MSE) results. The Kolmogorov-Smirnov test and Shapiro-Wilk test was also used to test the behavior of the error term for possible violations. The mean function of top height/Dbh over age using the two models under study predicted closely the observed values of top height/Dbh in the hyperbolic Richards nonlinear growth models better than the classical Richards growth model.Keywords: height, diameter at breast height, DBH, hyperbolic sine function, Pinus caribaea, Richards' growth model
Procedia PDF Downloads 3656636 Multivariate Rainfall Disaggregation Using MuDRain Model: Malaysia Experience
Authors: Ibrahim Suliman Hanaish
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Disaggregation daily rainfall using stochastic models formulated based on multivariate approach (MuDRain) is discussed in this paper. Seven rain gauge stations are considered in this study for different distances from the referred station starting from 4 km to 160 km in Peninsular Malaysia. The hourly rainfall data used are covered the period from 1973 to 2008 and July and November months are considered as an example of dry and wet periods. The cross-correlation among the rain gauges is considered for the available hourly rainfall information at the neighboring stations or not. This paper discussed the applicability of the MuDRain model for disaggregation daily rainfall to hourly rainfall for both sources of cross-correlation. The goodness of fit of the model was based on the reproduction of fitting statistics like the means, variances, coefficients of skewness, lag zero cross-correlation of coefficients and the lag one auto correlation of coefficients. It is found the correlation coefficients based on extracted correlations that was based on daily are slightly higher than correlations based on available hourly rainfall especially for neighboring stations not more than 28 km. The results showed also the MuDRain model did not reproduce statistics very well. In addition, a bad reproduction of the actual hyetographs comparing to the synthetic hourly rainfall data. Mean while, it is showed a good fit between the distribution function of the historical and synthetic hourly rainfall. These discrepancies are unavoidable because of the lowest cross correlation of hourly rainfall. The overall performance indicated that the MuDRain model would not be appropriate choice for disaggregation daily rainfall.Keywords: rainfall disaggregation, multivariate disaggregation rainfall model, correlation, stochastic model
Procedia PDF Downloads 4716635 Informed Urban Design: Minimizing Urban Heat Island Intensity via Stochastic Optimization
Authors: Luis Guilherme Resende Santos, Ido Nevat, Leslie Norford
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The Urban Heat Island (UHI) is characterized by increased air temperatures in urban areas compared to undeveloped rural surrounding environments. With urbanization and densification, the intensity of UHI increases, bringing negative impacts on livability, health and economy. In order to reduce those effects, it is required to take into consideration design factors when planning future developments. Given design constraints such as population size and availability of area for development, non-trivial decisions regarding the buildings’ dimensions and their spatial distribution are required. We develop a framework for optimization of urban design in order to jointly minimize UHI intensity and buildings’ energy consumption. First, the design constraints are defined according to spatial and population limits in order to establish realistic boundaries that would be applicable in real life decisions. Second, the tools Urban Weather Generator (UWG) and EnergyPlus are used to generate outputs of UHI intensity and total buildings’ energy consumption, respectively. Those outputs are changed based on a set of variable inputs related to urban morphology aspects, such as building height, urban canyon width and population density. Lastly, an optimization problem is cast where the utility function quantifies the performance of each design candidate (e.g. minimizing a linear combination of UHI and energy consumption), and a set of constraints to be met is set. Solving this optimization problem is difficult, since there is no simple analytic form which represents the UWG and EnergyPlus models. We therefore cannot use any direct optimization techniques, but instead, develop an indirect “black box” optimization algorithm. To this end we develop a solution that is based on stochastic optimization method, known as the Cross Entropy method (CEM). The CEM translates the deterministic optimization problem into an associated stochastic optimization problem which is simple to solve analytically. We illustrate our model on a typical residential area in Singapore. Due to fast growth in population and built area and land availability generated by land reclamation, urban planning decisions are of the most importance for the country. Furthermore, the hot and humid climate in the country raises the concern for the impact of UHI. The problem presented is highly relevant to early urban design stages and the objective of such framework is to guide decision makers and assist them to include and evaluate urban microclimate and energy aspects in the process of urban planning.Keywords: building energy consumption, stochastic optimization, urban design, urban heat island, urban weather generator
Procedia PDF Downloads 1086634 Electric Models for Crosstalk Predection: Analysis and Performance Evaluation
Authors: Kachout Mnaouer, Bel Hadj Tahar Jamel, Choubani Fethi
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In this paper, three electric equivalent models to evaluate crosstalk between three-conductor transmission lines are proposed. First, electric equivalent models for three-conductor transmission lines are presented. Secondly, rigorous equations to calculate the per-unit length inductive and capacitive parameters are developed. These models allow us to calculate crosstalk between conductors. Finally, to validate the presented models, we compare the theoretical results with simulation data. Obtained results show that proposed models can be used to predict crosstalk performance.Keywords: near-end crosstalk, inductive parameter, L, Π, T models
Procedia PDF Downloads 4226633 Quantum Mechanism Approach for Non-Ruin Probability and Comparison of Path Integral Method and Stochastic Simulations
Authors: Ahmet Kaya
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Quantum mechanism is one of the most important approaches to calculating non-ruin probability. We apply standard Dirac notation to model given Hamiltonians. By using the traditional method and eigenvector basis, non-ruin probability is found for several examples. Also, non-ruin probability is calculated for two different Hamiltonian by using the tensor product. Finally, the path integral method is applied to the examples and comparison is made for stochastic simulations and path integral calculation.Keywords: quantum physics, Hamiltonian system, path integral, tensor product, ruin probability
Procedia PDF Downloads 3016632 The Grit in the Glamour: A Qualitative Study of the Well-Being of Fashion Models
Authors: Emily Fortune Super, Ameerah Khadaroo, Aurore Bardey
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Fashion models are often assumed to have a glamorous job with limited consideration for their well-being. This study aims to assess the well-being of models through semi-structured interviews with six professional fashion models and six industry professionals. Thematic analysis revealed that although models experienced improved self-confidence, they also reported heightened anxiety levels, body image issues, and the negative influence of modelling on their self-esteem. By contrast, industry professionals reported no or minimum concerns about anxious behaviours or the general well-being of fashion models. Being resilient as a model was perceived as an essential attribute to have by both models and industry professionals as they face recurrent rejection in this industry. These results demonstrate a significant gap in the current understanding of the well-being of fashion models between industry professionals and the models themselves. Findings imply that there is an inherent need for change in the modelling industry to promote and enhance their well-being.Keywords: body image, fashion industry, modelling, well-being
Procedia PDF Downloads 1416631 Determining the Effects of Wind-Aided Midge Movement on the Probability of Coexistence of Multiple Bluetongue Virus Serotypes in Patchy Environments
Authors: Francis Mugabi, Kevin Duffy, Joseph J. Y. T Mugisha, Obiora Collins
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Bluetongue virus (BTV) has 27 serotypes, with some of them coexisting in patchy (different) environments, which make its control difficult. Wind-aided midge movement is a known mechanism in the spread of BTV. However, its effects on the probability of coexistence of multiple BTV serotypes are not clear. Deterministic and stochastic models for r BTV serotypes in n discrete patches connected by midge and/or cattle movement are formulated and analyzed. For the deterministic model without midge and cattle movement, using the comparison principle, it is shown that if the patch reproduction number R0 < 1, i=1,2,...,n, j=1,2,...,r, all serotypes go extinct. If R^j_i0>1, competitive exclusion takes place. Using numerical simulations, it is shown that when the n patches are connected by midge movement, coexistence takes place. To account for demographic and movement variability, the deterministic model is transformed into a continuous-time Markov chain stochastic model. Utilizing a multitype branching process, it is shown that the midge movement can have a large effect on the probability of coexistence of multiple BTV serotypes. The probability of coexistence can be brought to zero when the control interventions that directly kill the adult midges are applied. These results indicate the significance of wind-aided midge movement and vector control interventions on the coexistence and control of multiple BTV serotypes in patchy environments.Keywords: bluetongue virus, coexistence, multiple serotypes, midge movement, branching process
Procedia PDF Downloads 1186630 Cost Efficiency of European Cooperative Banks
Authors: Karolína Vozková, Matěj Kuc
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This paper analyzes recent trends in cost efficiency of European cooperative banks using efficient frontier analysis. Our methodology is based on stochastic frontier analysis which is run on a set of 649 European cooperative banks using data between 2006 and 2015. Our results show that average inefficiency of European cooperative banks is increasing since 2008, smaller cooperative banks are significantly more efficient than the bigger ones over the whole time period and that share of net fee and commission income to total income surprisingly seems to have no impact on bank cost efficiency.Keywords: cooperative banks, cost efficiency, efficient frontier analysis, stochastic frontier analysis, net fee and commission income
Procedia PDF Downloads 1806629 The Shannon Entropy and Multifractional Markets
Authors: Massimiliano Frezza, Sergio Bianchi, Augusto Pianese
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Introduced by Shannon in 1948 in the field of information theory as the average rate at which information is produced by a stochastic set of data, the concept of entropy has gained much attention as a measure of uncertainty and unpredictability associated with a dynamical system, eventually depicted by a stochastic process. In particular, the Shannon entropy measures the degree of order/disorder of a given signal and provides useful information about the underlying dynamical process. It has found widespread application in a variety of fields, such as, for example, cryptography, statistical physics and finance. In this regard, many contributions have employed different measures of entropy in an attempt to characterize the financial time series in terms of market efficiency, market crashes and/or financial crises. The Shannon entropy has also been considered as a measure of the risk of a portfolio or as a tool in asset pricing. This work investigates the theoretical link between the Shannon entropy and the multifractional Brownian motion (mBm), stochastic process which recently is the focus of a renewed interest in finance as a driving model of stochastic volatility. In particular, after exploring the current state of research in this area and highlighting some of the key results and open questions that remain, we show a well-defined relationship between the Shannon (log)entropy and the memory function H(t) of the mBm. In details, we allow both the length of time series and time scale to change over analysis to study how the relation modify itself. On the one hand, applications are developed after generating surrogates of mBm trajectories based on different memory functions; on the other hand, an empirical analysis of several international stock indexes, which confirms the previous results, concludes the work.Keywords: Shannon entropy, multifractional Brownian motion, Hurst–Holder exponent, stock indexes
Procedia PDF Downloads 796628 Non-Parametric Changepoint Approximation for Road Devices
Authors: Loïc Warscotte, Jehan Boreux
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The scientific literature of changepoint detection is vast. Today, a lot of methods are available to detect abrupt changes or slight drift in a signal, based on CUSUM or EWMA charts, for example. However, these methods rely on strong assumptions, such as the stationarity of the stochastic underlying process, or even the independence and Gaussian distributed noise at each time. Recently, the breakthrough research on locally stationary processes widens the class of studied stochastic processes with almost no assumptions on the signals and the nature of the changepoint. Despite the accurate description of the mathematical aspects, this methodology quickly suffers from impractical time and space complexity concerning the signals with high-rate data collection, if the characteristics of the process are completely unknown. In this paper, we then addressed the problem of making this theory usable to our purpose, which is monitoring a high-speed weigh-in-motion system (HS-WIM) towards direct enforcement without supervision. To this end, we first compute bounded approximations of the initial detection theory. Secondly, these approximating bounds are empirically validated by generating many independent long-run stochastic processes. The abrupt changes and the drift are both tested. Finally, this relaxed methodology is tested on real signals coming from a HS-WIM device in Belgium, collected over several months.Keywords: changepoint, weigh-in-motion, process, non-parametric
Procedia PDF Downloads 366627 Heuristic Methods for the Capacitated Location- Allocation Problem with Stochastic Demand
Authors: Salinee Thumronglaohapun
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The proper number and appropriate locations of service centers can save cost, raise revenue and gain more satisfaction from customers. Establishing service centers is high-cost and difficult to relocate. In long-term planning periods, several factors may affect the service. One of the most critical factors is uncertain demand of customers. The opened service centers need to be capable of serving customers and making a profit although the demand in each period is changed. In this work, the capacitated location-allocation problem with stochastic demand is considered. A mathematical model is formulated to determine suitable locations of service centers and their allocation to maximize total profit for multiple planning periods. Two heuristic methods, a local search and genetic algorithm, are used to solve this problem. For the local search, five different chances to choose each type of moves are applied. For the genetic algorithm, three different replacement strategies are considered. The results of applying each method to solve numerical examples are compared. Both methods reach to the same best found solution in most examples but the genetic algorithm provides better solutions in some cases.Keywords: location-allocation problem, stochastic demand, local search, genetic algorithm
Procedia PDF Downloads 1006626 Reliability Based Topology Optimization: An Efficient Method for Material Uncertainty
Authors: Mehdi Jalalpour, Mazdak Tootkaboni
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We present a computationally efficient method for reliability-based topology optimization under material properties uncertainty, which is assumed to be lognormally distributed and correlated within the domain. Computational efficiency is achieved through estimating the response statistics with stochastic perturbation of second order, using these statistics to fit an appropriate distribution that follows the empirical distribution of the response, and employing an efficient gradient-based optimizer. The proposed algorithm is utilized for design of new structures and the changes in the optimized topology is discussed for various levels of target reliability and correlation strength. Predictions were verified thorough comparison with results obtained using Monte Carlo simulation.Keywords: material uncertainty, stochastic perturbation, structural reliability, topology optimization
Procedia PDF Downloads 5706625 Analysis of Urban Rail Transit Station's Accessibility Reliability: A Case Study of Hangzhou Metro, China
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
Procedia PDF Downloads 1036624 The Role and Importance of Genome Sequencing in Prediction of Cancer Risk
Authors: M. Sadeghi, H. Pezeshk, R. Tusserkani, A. Sharifi Zarchi, A. Malekpour, M. Foroughmand, S. Goliaei, M. Totonchi, N. Ansari–Pour
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The role and relative importance of intrinsic and extrinsic factors in the development of complex diseases such as cancer still remains a controversial issue. Determining the amount of variation explained by these factors needs experimental data and statistical models. These models are nevertheless based on the occurrence and accumulation of random mutational events during stem cell division, thus rendering cancer development a stochastic outcome. We demonstrate that not only individual genome sequencing is uninformative in determining cancer risk, but also assigning a unique genome sequence to any given individual (healthy or affected) is not meaningful. Current whole-genome sequencing approaches are therefore unlikely to realize the promise of personalized medicine. In conclusion, since genome sequence differs from cell to cell and changes over time, it seems that determining the risk factor of complex diseases based on genome sequence is somewhat unrealistic, and therefore, the resulting data are likely to be inherently uninformative.Keywords: cancer risk, extrinsic factors, genome sequencing, intrinsic factors
Procedia PDF Downloads 2416623 Cell-Cell Interactions in Diseased Conditions Revealed by Three Dimensional and Intravital Two Photon Microscope: From Visualization to Quantification
Authors: Satoshi Nishimura
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Although much information has been garnered from the genomes of humans and mice, it remains difficult to extend that information to explain physiological and pathological phenomena. This is because the processes underlying life are by nature stochastic and fluctuate with time. Thus, we developed novel "in vivo molecular imaging" method based on single and two-photon microscopy. We visualized and analyzed many life phenomena, including common adult diseases. We integrated the knowledge obtained, and established new models that will serve as the basis for new minimally invasive therapeutic approaches.Keywords: two photon microscope, intravital visualization, thrombus, artery
Procedia PDF Downloads 3486622 Stochastic Multicast Routing Protocol for Flying Ad-Hoc Networks
Authors: Hyunsun Lee, Yi Zhu
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Wireless ad-hoc network is a decentralized type of temporary machine-to-machine connection that is spontaneous or impromptu so that it does not rely on any fixed infrastructure and centralized administration. As unmanned aerial vehicles (UAVs), also called drones, have recently become more accessible and widely utilized in military and civilian domains such as surveillance, search and detection missions, traffic monitoring, remote filming, product delivery, to name a few. The communication between these UAVs become possible and materialized through Flying Ad-hoc Networks (FANETs). However, due to the high mobility of UAVs that may cause different types of transmission interference, it is vital to design robust routing protocols for FANETs. In this talk, the multicast routing method based on a modified stochastic branching process is proposed. The stochastic branching process is often used to describe an early stage of an infectious disease outbreak, and the reproductive number in the process is used to classify the outbreak into a major or minor outbreak. The reproductive number to regulate the local transmission rate is adapted and modified for flying ad-hoc network communication. The performance of the proposed routing method is compared with other well-known methods such as flooding method and gossip method based on three measures; average reachability, average node usage and average branching factor. The proposed routing method achieves average reachability very closer to flooding method, average node usage closer to gossip method, and outstanding average branching factor among methods. It can be concluded that the proposed multicast routing scheme is more efficient than well-known routing schemes such as flooding and gossip while it maintains high performance.Keywords: Flying Ad-hoc Networks, Multicast Routing, Stochastic Branching Process, Unmanned Aerial Vehicles
Procedia PDF Downloads 866621 Study of Transport in Electronic Devices with Stochastic Monte Carlo Method: Modeling and Simulation along with Submicron Gate (Lg=0.5um)
Authors: N. Massoum, B. Bouazza
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In this paper, we have developed a numerical simulation model to describe the electrical properties of GaInP MESFET with submicron gate (Lg = 0.5 µm). This model takes into account the three-dimensional (3D) distribution of the load in the short channel and the law effect of mobility as a function of electric field. Simulation software based on a stochastic method such as Monte Carlo has been established. The results are discussed and compared with those of the experiment. The result suggests experimentally that, in a very small gate length in our devices (smaller than 40 nm), short-channel tunneling explains the degradation of transistor performance, which was previously enhanced by velocity overshoot.Keywords: Monte Carlo simulation, transient electron transport, MESFET device, simulation software
Procedia PDF Downloads 4826620 The Optimal Public Debt Ceiling in Taiwan: A Simulation Approach
Authors: Ho Yuan-Hong, Huang Chiung-Ju
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This study conducts simulation analyses to find the optimal debt ceiling of Taiwan, while factoring in welfare maximization under a dynamic stochastic general equilibrium framework. The simulation is based on Taiwan's 2001 to 2011 economic data and shows that welfare is maximized at a "debt"⁄"GDP" ratio of 0.2, increases in the "debt"⁄"GDP " ratio leads to increases in both tax and interest rates and decreases in the consumption ratio and working hours. The study results indicate that the optimal debt ceiling of Taiwan is 20% of GDP, where if the "debt"⁄"GDP" ratio is greater than 40%, the welfare will be negative and result in welfare loss.Keywords: debt sustainability, optimal debt ceiling, dynamic stochastic general equilibrium, welfare maximization
Procedia PDF Downloads 3256619 Lean Models Classification: Towards a Holistic View
Authors: Y. Tiamaz, N. Souissi
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The purpose of this paper is to present a classification of Lean models which aims to capture all the concepts related to this approach and thus facilitate its implementation. This classification allows the identification of the most relevant models according to several dimensions. From this perspective, we present a review and an analysis of Lean models literature and we propose dimensions for the classification of the current proposals while respecting among others the axes of the Lean approach, the maturity of the models as well as their application domains. This classification allowed us to conclude that researchers essentially consider the Lean approach as a toolbox also they design their models to solve problems related to a specific environment. Since Lean approach is no longer intended only for the automotive sector where it was invented, but to all fields (IT, Hospital, ...), we consider that this approach requires a generic model that is capable of being implemented in all areas.Keywords: lean approach, lean models, classification, dimensions, holistic view
Procedia PDF Downloads 4066618 Parameter Identification Analysis in the Design of Rock Fill Dams
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
Procedia PDF Downloads 1086617 Deterministic and Stochastic Modeling of a Micro-Grid Management for Optimal Power Self-Consumption
Authors: D. Calogine, O. Chau, S. Dotti, O. Ramiarinjanahary, P. Rasoavonjy, F. Tovondahiniriko
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Mafate is a natural circus in the north-western part of Reunion Island, without an electrical grid and road network. A micro-grid concept is being experimented in this area, composed of a photovoltaic production combined with electrochemical batteries, in order to meet the local population for self-consumption of electricity demands. This work develops a discrete model as well as a stochastic model in order to reach an optimal equilibrium between production and consumptions for a cluster of houses. The management of the energy power leads to a large linearized programming system, where the time interval of interest is 24 hours The experimental data are solar production, storage energy, and the parameters of the different electrical devices and batteries. The unknown variables to evaluate are the consumptions of the various electrical services, the energy drawn from and stored in the batteries, and the inhabitants’ planning wishes. The objective is to fit the solar production to the electrical consumption of the inhabitants, with an optimal use of the energies in the batteries by satisfying as widely as possible the users' planning requirements. In the discrete model, the different parameters and solutions of the linear programming system are deterministic scalars. Whereas in the stochastic approach, the data parameters and the linear programming solutions become random variables, then the distributions of which could be imposed or established by estimation from samples of real observations or from samples of optimal discrete equilibrium solutions.Keywords: photovoltaic production, power consumption, battery storage resources, random variables, stochastic modeling, estimations of probability distributions, mixed integer linear programming, smart micro-grid, self-consumption of electricity.
Procedia PDF Downloads 856616 A Stochastic Analytic Hierarchy Process Based Weighting Model for Sustainability Measurement in an Organization
Authors: Faramarz Khosravi, Gokhan Izbirak
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A weighted statistical stochastic based Analytical Hierarchy Process (AHP) model for modeling the potential barriers and enablers of sustainability for measuring and assessing the sustainability level is proposed. For context-dependent potential barriers and enablers, the proposed model takes the basis of the properties of the variables describing the sustainability functions and was developed into a realistic analytical model for the sustainable behavior of an organization. This thus serves as a means for measuring the sustainability of the organization. The main focus of this paper was the application of the AHP tool in a statistically-based model for measuring sustainability. Hence a strong weighted stochastic AHP based procedure was achieved. A case study scenario of a widely reported major Canadian electric utility was adopted to demonstrate the applicability of the developed model and comparatively examined its results with those of an equal-weighted model method. Variations in the sustainability of a company, as fluctuations, were figured out during the time. In the results obtained, sustainability index for successive years changed form 73.12%, 79.02%, 74.31%, 76.65%, 80.49%, 79.81%, 79.83% to more exact values 73.32%, 77.72%, 76.76%, 79.41%, 81.93%, 79.72%, and 80,45% according to priorities of factors that have found by expert views, respectively. By obtaining relatively necessary informative measurement indicators, the model can practically and effectively evaluate the sustainability extent of any organization and also to determine fluctuations in the organization over time.Keywords: AHP, sustainability fluctuation, environmental indicators, performance measurement
Procedia PDF Downloads 976615 Stochastic Repair and Replacement with a Single Repair Channel
Authors: Mohammed A. Hajeeh
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This paper examines the behavior of a system, which upon failure is either replaced with certain probability p or imperfectly repaired with probability q. The system is analyzed using Kolmogorov's forward equations method; the analytical expression for the steady state availability is derived as an indicator of the system’s performance. It is found that the analysis becomes more complex as the number of imperfect repairs increases. It is also observed that the availability increases as the number of states and replacement probability increases. Using such an approach in more complex configurations and in dynamic systems is cumbersome; therefore, it is advisable to resort to simulation or heuristics. In this paper, an example is provided for demonstration.Keywords: repairable models, imperfect, availability, exponential distribution
Procedia PDF Downloads 2626614 The Effect of Particle Porosity in Mixed Matrix Membrane Permeation Models
Authors: Z. Sadeghi, M. R. Omidkhah, M. E. Masoomi
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The purpose of this paper is to examine gas transport behavior of mixed matrix membranes (MMMs) combined with porous particles. Main existing models are categorized in two main groups; two-phase (ideal contact) and three-phase (non-ideal contact). A new coefficient, J, was obtained to express equations for estimating effect of the particle porosity in two-phase and three-phase models. Modified models evaluates with existing models and experimental data using Matlab software. Comparison of gas permeability of proposed modified models with existing models in different MMMs shows a better prediction of gas permeability in MMMs.Keywords: mixed matrix membrane, permeation models, porous particles, porosity
Procedia PDF Downloads 3476613 Exploring Students’ Visual Conception of Matter and Its Implications to Teaching and Learning Chemistry
Authors: Allen A. Espinosa, Arlyne C. Marasigan, Janir T. Datukan
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The study explored how students visualize the states and classifications of matter using scientific models. It also identified misconceptions of students in using scientific models. In general, high percentage of students was able to use scientific models correctly and only a little misconception was identified. From the result of the study, a teaching framework was formulated wherein scientific models should be employed in classroom instruction to visualize abstract concepts in chemistry and for better conceptual understanding.Keywords: visual conception, scientific models, mental models, states of matter, classification of matter
Procedia PDF Downloads 368