Search results for: uncertainty estimation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2707

Search results for: uncertainty estimation

2467 Conjunctive Management of Surface and Groundwater Resources under Uncertainty: A Retrospective Optimization Approach

Authors: Julius M. Ndambuki, Gislar E. Kifanyi, Samuel N. Odai, Charles Gyamfi

Abstract:

Conjunctive management of surface and groundwater resources is a challenging task due to the spatial and temporal variability nature of hydrology as well as hydrogeology of the water storage systems. Surface water-groundwater hydrogeology is highly uncertain; thus it is imperative that this uncertainty is explicitly accounted for, when managing water resources. Various methodologies have been developed and applied by researchers in an attempt to account for the uncertainty. For example, simulation-optimization models are often used for conjunctive water resources management. However, direct application of such an approach in which all realizations are considered at each iteration of the optimization process leads to a very expensive optimization in terms of computational time, particularly when the number of realizations is large. The aim of this paper, therefore, is to introduce and apply an efficient approach referred to as Retrospective Optimization Approximation (ROA) that can be used for optimizing conjunctive use of surface water and groundwater over a multiple hydrogeological model simulations. This work is based on stochastic simulation-optimization framework using a recently emerged technique of sample average approximation (SAA) which is a sampling based method implemented within the Retrospective Optimization Approximation (ROA) approach. The ROA approach solves and evaluates a sequence of generated optimization sub-problems in an increasing number of realizations (sample size). Response matrix technique was used for linking simulation model with optimization procedure. The k-means clustering sampling technique was used to map the realizations. The methodology is demonstrated through the application to a hypothetical example. In the example, the optimization sub-problems generated were solved and analysed using “Active-Set” core optimizer implemented under MATLAB 2014a environment. Through k-means clustering sampling technique, the ROA – Active Set procedure was able to arrive at a (nearly) converged maximum expected total optimal conjunctive water use withdrawal rate within a relatively few number of iterations (6 to 7 iterations). Results indicate that the ROA approach is a promising technique for optimizing conjunctive water use of surface water and groundwater withdrawal rates under hydrogeological uncertainty.

Keywords: conjunctive water management, retrospective optimization approximation approach, sample average approximation, uncertainty

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2466 Random Access in IoT Using Naïve Bayes Classification

Authors: Alhusein Almahjoub, Dongyu Qiu

Abstract:

This paper deals with the random access procedure in next-generation networks and presents the solution to reduce total service time (TST) which is one of the most important performance metrics in current and future internet of things (IoT) based networks. The proposed solution focuses on the calculation of optimal transmission probability which maximizes the success probability and reduces TST. It uses the information of several idle preambles in every time slot, and based on it, it estimates the number of backlogged IoT devices using Naïve Bayes estimation which is a type of supervised learning in the machine learning domain. The estimation of backlogged devices is necessary since optimal transmission probability depends on it and the eNodeB does not have information about it. The simulations are carried out in MATLAB which verify that the proposed solution gives excellent performance.

Keywords: random access, LTE/LTE-A, 5G, machine learning, Naïve Bayes estimation

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2465 Tracking Filtering Algorithm Based on ConvLSTM

Authors: Ailing Yang, Penghan Song, Aihua Cai

Abstract:

The nonlinear maneuvering target tracking problem is mainly a state estimation problem when the target motion model is uncertain. Traditional solutions include Kalman filtering based on Bayesian filtering framework and extended Kalman filtering. However, these methods need prior knowledge such as kinematics model and state system distribution, and their performance is poor in state estimation of nonprior complex dynamic systems. Therefore, in view of the problems existing in traditional algorithms, a convolution LSTM target state estimation (SAConvLSTM-SE) algorithm based on Self-Attention memory (SAM) is proposed to learn the historical motion state of the target and the error distribution information measured at the current time. The measured track point data of airborne radar are processed into data sets. After supervised training, the data-driven deep neural network based on SAConvLSTM can directly obtain the target state at the next moment. Through experiments on two different maneuvering targets, we find that the network has stronger robustness and better tracking accuracy than the existing tracking methods.

Keywords: maneuvering target, state estimation, Kalman filter, LSTM, self-attention

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2464 Real Time Video Based Smoke Detection Using Double Optical Flow Estimation

Authors: Anton Stadler, Thorsten Ike

Abstract:

In this paper, we present a video based smoke detection algorithm based on TVL1 optical flow estimation. The main part of the algorithm is an accumulating system for motion angles and upward motion speed of the flow field. We optimized the usage of TVL1 flow estimation for the detection of smoke with very low smoke density. Therefore, we use adapted flow parameters and estimate the flow field on difference images. We show in theory and in evaluation that this improves the performance of smoke detection significantly. We evaluate the smoke algorithm using videos with different smoke densities and different backgrounds. We show that smoke detection is very reliable in varying scenarios. Further we verify that our algorithm is very robust towards crowded scenes disturbance videos.

Keywords: low density, optical flow, upward smoke motion, video based smoke detection

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2463 Possibilistic Aggregations in the Investment Decision Making

Authors: I. Khutsishvili, G. Sirbiladze, B. Ghvaberidze

Abstract:

This work proposes a fuzzy methodology to support the investment decisions. While choosing among competitive investment projects, the methodology makes ranking of projects using the new aggregation OWA operator – AsPOWA, presented in the environment of possibility uncertainty. For numerical evaluation of the weighting vector associated with the AsPOWA operator the mathematical programming problem is constructed. On the basis of the AsPOWA operator the projects’ group ranking maximum criteria is constructed. The methodology also allows making the most profitable investments into several of the project using the method developed by the authors for discrete possibilistic bicriteria problems. The article provides an example of the investment decision-making that explains the work of the proposed methodology.

Keywords: expert evaluations, investment decision making, OWA operator, possibility uncertainty

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2462 Blind Channel Estimation for Frequency Hopping System Using Subspace Based Method

Authors: M. M. Qasaymeh, M. A. Khodeir

Abstract:

Subspace channel estimation methods have been studied widely. It depends on subspace decomposition of the covariance matrix to separate signal subspace from noise subspace. The decomposition normally is done by either Eigenvalue Decomposition (EVD) or Singular Value Decomposition (SVD) of the Auto-Correlation matrix (ACM). However, the subspace decomposition process is computationally expensive. In this paper, the multipath channel estimation problem for a Slow Frequency Hopping (SFH) system using noise space based method is considered. An efficient method to estimate multipath the time delays basically is proposed, by applying MUltiple Signal Classification (MUSIC) algorithm which used the null space extracted by the Rank Revealing LU factorization (RRLU). The RRLU provides accurate information about the rank and the numerical null space which make it a valuable tool in numerical linear algebra. The proposed novel method decreases the computational complexity approximately to the half compared with RRQR methods keeping the same performance. Computer simulations are also included to demonstrate the effectiveness of the proposed scheme.

Keywords: frequency hopping, channel model, time delay estimation, RRLU, RRQR, MUSIC, LS-ESPRIT

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2461 Light-Weight Network for Real-Time Pose Estimation

Authors: Jianghao Hu, Hongyu Wang

Abstract:

The effective and efficient human pose estimation algorithm is an important task for real-time human pose estimation on mobile devices. This paper proposes a light-weight human key points detection algorithm, Light-Weight Network for Real-Time Pose Estimation (LWPE). LWPE uses light-weight backbone network and depthwise separable convolutions to reduce parameters and lower latency. LWPE uses the feature pyramid network (FPN) to fuse the high-resolution, semantically weak features with the low-resolution, semantically strong features. In the meantime, with multi-scale prediction, the predicted result by the low-resolution feature map is stacked to the adjacent higher-resolution feature map to intermediately monitor the network and continuously refine the results. At the last step, the key point coordinates predicted in the highest-resolution are used as the final output of the network. For the key-points that are difficult to predict, LWPE adopts the online hard key points mining strategy to focus on the key points that hard predicting. The proposed algorithm achieves excellent performance in the single-person dataset selected in the AI (artificial intelligence) challenge dataset. The algorithm maintains high-precision performance even though the model only contains 3.9M parameters, and it can run at 225 frames per second (FPS) on the generic graphics processing unit (GPU).

Keywords: depthwise separable convolutions, feature pyramid network, human pose estimation, light-weight backbone

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2460 A Reinforcement Learning Based Method for Heating, Ventilation, and Air Conditioning Demand Response Optimization Considering Few-Shot Personalized Thermal Comfort

Authors: Xiaohua Zou, Yongxin Su

Abstract:

The reasonable operation of heating, ventilation, and air conditioning (HVAC) is of great significance in improving the security, stability, and economy of power system operation. However, the uncertainty of the operating environment, thermal comfort varies by users and rapid decision-making pose challenges for HVAC demand response optimization. In this regard, this paper proposes a reinforcement learning-based method for HVAC demand response optimization considering few-shot personalized thermal comfort (PTC). First, an HVAC DR optimization framework based on few-shot PTC model and DRL is designed, in which the output of few-shot PTC model is regarded as the input of DRL. Then, a few-shot PTC model that distinguishes between awake and asleep states is established, which has excellent engineering usability. Next, based on soft actor criticism, an HVAC DR optimization algorithm considering the user’s PTC is designed to deal with uncertainty and make decisions rapidly. Experiment results show that the proposed method can efficiently obtain use’s PTC temperature, reduce energy cost while ensuring user’s PTC, and achieve rapid decision-making under uncertainty.

Keywords: HVAC, few-shot personalized thermal comfort, deep reinforcement learning, demand response

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2459 Remote Sensing and GIS Integration for Paddy Production Estimation in Bali Province, Indonesia

Authors: Sarono, Hamim Zaky Hadibasyir, dan Ridho Kurniawan

Abstract:

Estimation of paddy production is one of the areas that can be examined using the techniques of remote sensing and geographic information systems (GIS) in the field of agriculture. The purpose of this research is to know the amount of the paddy production estimation and how remote sensing and geographic information systems (GIS) are able to perform analysis of paddy production estimation in Tegalallang and Payangan Sub district, Bali Province, Indonesia. The method used is the method of land suitability. This method associates a physical parameters which are to be embodied in the smallest unit of a mapping that represents a mapping unit in a particular field and connecting with its field productivity. Analysis of estimated production using standard land suitability from FAO using matching technique. The parameters used to create the land unit is slope (FAO), climate classification (Oldeman), landform (Prapto Suharsono), and soil type. Land use map consist of paddy and non paddy field information obtained from Geo-eye 1 imagery using visual interpretation technique. Landsat image of the Data used for the interpretation of the landform, the classification of the slopes obtained from high point identification with method of interpolation spline, whereas climate data, soil, use secondary data originating from institutions-related institutions. The results of this research indicate Tegallalang and Payangan Districts in known wetland suitability consists of S1 (very suitable) covering an area of 2884,7 ha with the productivity of 5 tons/ha and S2 (suitable) covering an area of 482,9 ha with the productivity of 3 tons/ha. The sum of paddy production estimation as a results in both districts are 31.744, 3 tons in one year.

Keywords: production estimation, paddy, remote sensing, geography information system, land suitability

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2458 Nuclear Fuel Safety Threshold Determined by Logistic Regression Plus Uncertainty

Authors: D. S. Gomes, A. T. Silva

Abstract:

Analysis of the uncertainty quantification related to nuclear safety margins applied to the nuclear reactor is an important concept to prevent future radioactive accidents. The nuclear fuel performance code may involve the tolerance level determined by traditional deterministic models producing acceptable results at burn cycles under 62 GWd/MTU. The behavior of nuclear fuel can simulate applying a series of material properties under irradiation and physics models to calculate the safety limits. In this study, theoretical predictions of nuclear fuel failure under transient conditions investigate extended radiation cycles at 75 GWd/MTU, considering the behavior of fuel rods in light-water reactors under reactivity accident conditions. The fuel pellet can melt due to the quick increase of reactivity during a transient. Large power excursions in the reactor are the subject of interest bringing to a treatment that is known as the Fuchs-Hansen model. The point kinetic neutron equations show similar characteristics of non-linear differential equations. In this investigation, the multivariate logistic regression is employed to a probabilistic forecast of fuel failure. A comparison of computational simulation and experimental results was acceptable. The experiments carried out use the pre-irradiated fuels rods subjected to a rapid energy pulse which exhibits the same behavior during a nuclear accident. The propagation of uncertainty utilizes the Wilk's formulation. The variables chosen as essential to failure prediction were the fuel burnup, the applied peak power, the pulse width, the oxidation layer thickness, and the cladding type.

Keywords: logistic regression, reactivity-initiated accident, safety margins, uncertainty propagation

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2457 Estimation and Forecasting with a Quantile AR Model for Financial Returns

Authors: Yuzhi Cai

Abstract:

This talk presents a Bayesian approach to quantile autoregressive (QAR) time series model estimation and forecasting. We establish that the joint posterior distribution of the model parameters and future values is well defined. The associated MCMC algorithm for parameter estimation and forecasting converges to the posterior distribution quickly. We also present a combining forecasts technique to produce more accurate out-of-sample forecasts by using a weighted sequence of fitted QAR models. A moving window method to check the quality of the estimated conditional quantiles is developed. We verify our methodology using simulation studies and then apply it to currency exchange rate data. An application of the method to the USD to GBP daily currency exchange rates will also be discussed. The results obtained show that an unequally weighted combining method performs better than other forecasting methodology.

Keywords: combining forecasts, MCMC, quantile modelling, quantile forecasting, predictive density functions

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2456 Estimation of Opc, Fly Ash and Slag Contents in Blended and Composite Cements by Selective Dissolution Method

Authors: Suresh Palla

Abstract:

This research paper presents the results of the study on the estimation of fly ash, slag and cement contents in blended and composite cements by novel selective dissolution method. Types of cement samples investigated include OPC with fly ash as performance improver, OPC with slag as performance improver, PPC, PSC and Composite cement confirming to respective Indian Standards. Slag and OPC contents in PSC were estimated by selectively dissolving OPC in stage 1 and selectively dissolving slag in stage 2. In the case of composite cement sample, the percentage of cement, slag and fly ash were estimated systematically by selective dissolution of cement, slag and fly ash in three stages. In the first stage, cement dissolved and separated by leaving the residue of slag and fly ash, designated as R1. The second stage involves gravimetric estimation of fractions of OPC, residue and selective dissolution of fly ash and slag contents. Fly ash content, R2 was estimated through gravimetric analysis. Thereafter, the difference between the R1 and R2 is considered as slag content. The obtained results of cement, fly ash and slag using selective dissolution method showed 10% of standard deviation with the corresponding percentage of respective constituents. The results suggest that this novel selective dissolution method can be successfully used for estimation of OPC and SCMs contents in different types of cements.

Keywords: selective dissolution method , fly ash, ggbfs slag, edta

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2455 Parametric Study of Underground Opening Stability under Uncertainty Conditions

Authors: Aram Yakoby, Yossef H. Hatzor, Shmulik Pinkert

Abstract:

This work presents an applied engineering method for evaluating the stability of underground openings under conditions of uncertainty. The developed method is demonstrated by a comprehensive parametric study on a case of large-diameter vertical borehole stability analysis, with uncertainties regarding the in-situ stress distribution. To this aim, a safety factor analysis is performed for the stability of both supported and unsupported boreholes. In the analysis, we used analytic geomechanical calculations and advanced numerical modeling to evaluate the estimated stress field. In addition, the work presents the development of a boundary condition for the numerical model that fits the nature of the problem and yields excellent accuracy. The borehole stability analysis is studied in terms of (1) the stress ratio in the vertical and horizontal directions, (2) the mechanical properties and geometry of the support system, and (3) the parametric sensitivity. The method's results are studied in light of a real case study of an underground waste disposal site. The conclusions of this study focus on the developed method for capturing the parametric uncertainty, the definition of critical geological depths, the criteria for implementing structural support, and the effectiveness of further in-situ investigations.

Keywords: borehole stability, in-situ stress, parametric study, factor of safety

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2454 Polynomially Adjusted Bivariate Density Estimates Based on the Saddlepoint Approximation

Authors: S. B. Provost, Susan Sheng

Abstract:

An alternative bivariate density estimation methodology is introduced in this presentation. The proposed approach involves estimating the density function associated with the marginal distribution of each of the two variables by means of the saddlepoint approximation technique and applying a bivariate polynomial adjustment to the product of these density estimates. Since the saddlepoint approximation is utilized in the context of density estimation, such estimates are determined from empirical cumulant-generating functions. In the univariate case, the saddlepoint density estimate is itself adjusted by a polynomial. Given a set of observations, the coefficients of the polynomial adjustments are obtained from the sample moments. Several illustrative applications of the proposed methodology shall be presented. Since this approach relies essentially on a determinate number of sample moments, it is particularly well suited for modeling massive data sets.

Keywords: density estimation, empirical cumulant-generating function, moments, saddlepoint approximation

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2453 Motion Estimator Architecture with Optimized Number of Processing Elements for High Efficiency Video Coding

Authors: Seongsoo Lee

Abstract:

Motion estimation occupies the heaviest computation in HEVC (high efficiency video coding). Many fast algorithms such as TZS (test zone search) have been proposed to reduce the computation. Still the huge computation of the motion estimation is a critical issue in the implementation of HEVC video codec. In this paper, motion estimator architecture with optimized number of PEs (processing element) is presented by exploiting early termination. It also reduces hardware size by exploiting parallel processing. The presented motion estimator architecture has 8 PEs, and it can efficiently perform TZS with very high utilization of PEs.

Keywords: motion estimation, test zone search, high efficiency video coding, processing element, optimization

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2452 Human Posture Estimation Based on Multiple Viewpoints

Authors: Jiahe Liu, HongyangYu, Feng Qian, Miao Luo

Abstract:

This study aimed to address the problem of improving the confidence of key points by fusing multi-view information, thereby estimating human posture more accurately. We first obtained multi-view image information and then used the MvP algorithm to fuse this multi-view information together to obtain a set of high-confidence human key points. We used these as the input for the Spatio-Temporal Graph Convolution (ST-GCN). ST-GCN is a deep learning model used for processing spatio-temporal data, which can effectively capture spatio-temporal relationships in video sequences. By using the MvP algorithm to fuse multi-view information and inputting it into the spatio-temporal graph convolution model, this study provides an effective method to improve the accuracy of human posture estimation and provides strong support for further research and application in related fields.

Keywords: multi-view, pose estimation, ST-GCN, joint fusion

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2451 Low Complexity Carrier Frequency Offset Estimation for Cooperative Orthogonal Frequency Division Multiplexing Communication Systems without Cyclic Prefix

Authors: Tsui-Tsai Lin

Abstract:

Cooperative orthogonal frequency division multiplexing (OFDM) transmission, which possesses the advantages of better connectivity, expanded coverage, and resistance to frequency selective fading, has been a more powerful solution for the physical layer in wireless communications. However, such a hybrid scheme suffers from the carrier frequency offset (CFO) effects inherited from the OFDM-based systems, which lead to a significant degradation in performance. In addition, insertion of a cyclic prefix (CP) at each symbol block head for combating inter-symbol interference will lead to a reduction in spectral efficiency. The design on the CFO estimation for the cooperative OFDM system without CP is a suspended problem. This motivates us to develop a low complexity CFO estimator for the cooperative OFDM decode-and-forward (DF) communication system without CP over the multipath fading channel. Especially, using a block-type pilot, the CFO estimation is first derived in accordance with the least square criterion. A reliable performance can be obtained through an exhaustive two-dimensional (2D) search with a penalty of heavy computational complexity. As a remedy, an alternative solution realized with an iteration approach is proposed for the CFO estimation. In contrast to the 2D-search estimator, the iterative method enjoys the advantage of the substantially reduced implementation complexity without sacrificing the estimate performance. Computer simulations have been presented to demonstrate the efficacy of the proposed CFO estimation.

Keywords: cooperative transmission, orthogonal frequency division multiplexing (OFDM), carrier frequency offset, iteration

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2450 Particle Filter State Estimation Algorithm Based on Improved Artificial Bee Colony Algorithm

Authors: Guangyuan Zhao, Nan Huang, Xuesong Han, Xu Huang

Abstract:

In order to solve the problem of sample dilution in the traditional particle filter algorithm and achieve accurate state estimation in a nonlinear system, a particle filter method based on an improved artificial bee colony (ABC) algorithm was proposed. The algorithm simulated the process of bee foraging and optimization and made the high likelihood region of the backward probability of particles moving to improve the rationality of particle distribution. The opposition-based learning (OBL) strategy is introduced to optimize the initial population of the artificial bee colony algorithm. The convergence factor is introduced into the neighborhood search strategy to limit the search range and improve the convergence speed. Finally, the crossover and mutation operations of the genetic algorithm are introduced into the search mechanism of the following bee, which makes the algorithm jump out of the local extreme value quickly and continue to search the global extreme value to improve its optimization ability. The simulation results show that the improved method can improve the estimation accuracy of particle filters, ensure the diversity of particles, and improve the rationality of particle distribution.

Keywords: particle filter, impoverishment, state estimation, artificial bee colony algorithm

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2449 A Systematic Review on Development of a Cost Estimation Framework: A Case Study of Nigeria

Authors: Babatunde Dosumu, Obuks Ejohwomu, Akilu Yunusa-Kaltungo

Abstract:

Cost estimation in construction is often difficult, particularly when dealing with risks and uncertainties, which are inevitable and peculiar to developing countries like Nigeria. Direct consequences of these are major deviations in cost, duration, and quality. The fundamental aim of this study is to develop a framework for assessing the impacts of risk on cost estimation, which in turn causes variabilities between contract sum and final account. This is very important, as initial estimates given to clients should reflect the certain magnitude of consistency and accuracy, which the client builds other planning-related activities upon, and also enhance the capabilities of construction industry professionals by enabling better prediction of the final account from the contract sum. In achieving this, a systematic literature review was conducted with cost variability and construction projects as search string within three databases: Scopus, Web of science, and Ebsco (Business source premium), which are further analyzed and gap(s) in knowledge or research discovered. From the extensive review, it was found that factors causing deviation between final accounts and contract sum ranged between 1 and 45. Besides, it was discovered that a cost estimation framework similar to Building Cost Information Services (BCIS) is unavailable in Nigeria, which is a major reason why initial estimates are very often inconsistent, leading to project delay, abandonment, or determination at the expense of the huge sum of money invested. It was concluded that the development of a cost estimation framework that is adjudged an important tool in risk shedding rather than risk-sharing in project risk management would be a panacea to cost estimation problems, leading to cost variability in the Nigerian construction industry by the time this ongoing Ph.D. research is completed. It was recommended that practitioners in the construction industry should always take into account risk in order to facilitate the rapid development of the construction industry in Nigeria, which should give stakeholders a more in-depth understanding of the estimation effectiveness and efficiency to be adopted by stakeholders in both the private and public sectors.

Keywords: cost variability, construction projects, future studies, Nigeria

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2448 Fuzzy Linear Programming Approach for Determining the Production Amounts in Food Industry

Authors: B. Güney, Ç. Teke

Abstract:

In recent years, rapid and correct decision making is crucial for both people and enterprises. However, uncertainty makes decision-making difficult. Fuzzy logic is used for coping with this situation. Thus, fuzzy linear programming models are developed in order to handle uncertainty in objective function and the constraints. In this study, a problem of a factory in food industry is investigated, required data is obtained and the problem is figured out as a fuzzy linear programming model. The model is solved using Zimmerman approach which is one of the approaches for fuzzy linear programming. As a result, the solution gives the amount of production for each product type in order to gain maximum profit.

Keywords: food industry, fuzzy linear programming, fuzzy logic, linear programming

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2447 A Quantification Method of Attractiveness of Stations and an Estimation Method of Number of Passengers Taking into Consideration the Attractiveness of the Station

Authors: Naoya Ozaki, Takuya Watanabe, Ryosuke Matsumoto, Noriko Fukasawa

Abstract:

In the metropolitan areas in Japan, in many stations, shopping areas are set up, and escalators and elevators are installed to make the stations be barrier-free. Further, many areas around the stations are being redeveloped. Railway business operators want to know how much effect these circumstances have on attractiveness of the station or number of passengers using the station. So, we performed a questionnaire survey of the station users in the metropolitan areas for finding factors to affect the attractiveness of stations. Then, based on the analysis of the survey, we developed a method to quantitatively evaluate attractiveness of the stations. We also developed an estimation method for number of passengers based on combination of attractiveness of the station quantitatively evaluated and the residential and labor population around the station. Then, we derived precise linear regression models estimating the attractiveness of the station and number of passengers of the station.

Keywords: attractiveness of the station, estimation method, number of passengers of the station, redevelopment around the station, renovation of the station

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2446 Comparison of Methods of Estimation for Use in Goodness of Fit Tests for Binary Multilevel Models

Authors: I. V. Pinto, M. R. Sooriyarachchi

Abstract:

It can be frequently observed that the data arising in our environment have a hierarchical or a nested structure attached with the data. Multilevel modelling is a modern approach to handle this kind of data. When multilevel modelling is combined with a binary response, the estimation methods get complex in nature and the usual techniques are derived from quasi-likelihood method. The estimation methods which are compared in this study are, marginal quasi-likelihood (order 1 & order 2) (MQL1, MQL2) and penalized quasi-likelihood (order 1 & order 2) (PQL1, PQL2). A statistical model is of no use if it does not reflect the given dataset. Therefore, checking the adequacy of the fitted model through a goodness-of-fit (GOF) test is an essential stage in any modelling procedure. However, prior to usage, it is also equally important to confirm that the GOF test performs well and is suitable for the given model. This study assesses the suitability of the GOF test developed for binary response multilevel models with respect to the method used in model estimation. An extensive set of simulations was conducted using MLwiN (v 2.19) with varying number of clusters, cluster sizes and intra cluster correlations. The test maintained the desirable Type-I error for models estimated using PQL2 and it failed for almost all the combinations of MQL. Power of the test was adequate for most of the combinations in all estimation methods except MQL1. Moreover, models were fitted using the four methods to a real-life dataset and performance of the test was compared for each model.

Keywords: goodness-of-fit test, marginal quasi-likelihood, multilevel modelling, penalized quasi-likelihood, power, quasi-likelihood, type-I error

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2445 Home Legacy Device Output Estimation Using Temperature and Humidity Information by Adaptive Neural Fuzzy Inference System

Authors: Sung Hyun Yoo, In Hwan Choi, Jun Ho Jung, Choon Ki Ahn, Myo Taeg Lim

Abstract:

Home energy management system (HEMS) has been issued to reduce the power consumption. The HEMS performs electric power control for the indoor electric device. However, HEMS commonly treats the smart devices. In this paper, we suggest the output estimation of home legacy device using the artificial neural fuzzy inference system (ANFIS). This paper discusses the overview and the architecture of the system. In addition, accurate performance of the output estimation using the ANFIS inference system is shown via a numerical example.

Keywords: artificial neural fuzzy inference system (ANFIS), home energy management system (HEMS), smart device, legacy device

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2444 A Method for Solving a Bi-Objective Transportation Problem under Fuzzy Environment

Authors: Sukhveer Singh, Sandeep Singh

Abstract:

A bi-objective fuzzy transportation problem with the objectives to minimize the total fuzzy cost and fuzzy time of transportation without according priorities to them is considered. To the best of our knowledge, there is no method in the literature to find efficient solutions of the bi-objective transportation problem under uncertainty. In this paper, a bi-objective transportation problem in an uncertain environment has been formulated. An algorithm has been proposed to find efficient solutions of the bi-objective transportation problem under uncertainty. The proposed algorithm avoids the degeneracy and gives the optimal solution faster than other existing algorithms for the given uncertain transportation problem.

Keywords: uncertain transportation problem, efficient solution, ranking function, fuzzy transportation problem

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2443 On the Design of Robust Governors of Steam Power Systems Using Polynomial and State-Space Based H∞ Techniques: A Comparative Study

Authors: Rami A. Maher, Ibraheem K. Ibraheem

Abstract:

This work presents a comparison study between the state-space and polynomial methods for the design of the robust governor for load frequency control of steam turbine power systems. The robust governor is synthesized using the two approaches and the comparison is extended to include time and frequency domains performance, controller order, and uncertainty representation, weighting filters, optimality and sub-optimality. The obtained results are represented through tables and curves with reasons of similarities and dissimilarities.

Keywords: robust control, load frequency control, steam turbine, H∞-norm, system uncertainty, load disturbance

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2442 A Bayesian Multivariate Microeconometric Model for Estimation of Price Elasticity of Demand

Authors: Jefferson Hernandez, Juan Padilla

Abstract:

Estimation of price elasticity of demand is a valuable tool for the task of price settling. Given its relevance, it is an active field for microeconomic and statistical research. Price elasticity in the industry of oil and gas, in particular for fuels sold in gas stations, has shown to be a challenging topic given the market and state restrictions, and underlying correlations structures between the types of fuels sold by the same gas station. This paper explores the Lotka-Volterra model for the problem for price elasticity estimation in the context of fuels; in addition, it is introduced multivariate random effects with the purpose of dealing with errors, e.g., measurement or missing data errors. In order to model the underlying correlation structures, the Inverse-Wishart, Hierarchical Half-t and LKJ distributions are studied. Here, the Bayesian paradigm through Markov Chain Monte Carlo (MCMC) algorithms for model estimation is considered. Simulation studies covering a wide range of situations were performed in order to evaluate parameter recovery for the proposed models and algorithms. Results revealed that the proposed algorithms recovered quite well all model parameters. Also, a real data set analysis was performed in order to illustrate the proposed approach.

Keywords: price elasticity, volume, correlation structures, Bayesian models

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2441 Development of a Shape Based Estimation Technology Using Terrestrial Laser Scanning

Authors: Gichun Cha, Byoungjoon Yu, Jihwan Park, Minsoo Park, Junghyun Im, Sehwan Park, Sujung Sin, Seunghee Park

Abstract:

The goal of this research is to estimate a structural shape change using terrestrial laser scanning. This study proceeds with development of data reduction and shape change estimation algorithm for large-capacity scan data. The point cloud of scan data was converted to voxel and sampled. Technique of shape estimation is studied to detect changes in structure patterns, such as skyscrapers, bridges, and tunnels based on large point cloud data. The point cloud analysis applies the octree data structure to speed up the post-processing process for change detection. The point cloud data is the relative representative value of shape information, and it used as a model for detecting point cloud changes in a data structure. Shape estimation model is to develop a technology that can detect not only normal but also immediate structural changes in the event of disasters such as earthquakes, typhoons, and fires, thereby preventing major accidents caused by aging and disasters. The study will be expected to improve the efficiency of structural health monitoring and maintenance.

Keywords: terrestrial laser scanning, point cloud, shape information model, displacement measurement

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2440 A Fuzzy Inference Tool for Assessing Cancer Risk from Radiation Exposure

Authors: Bouharati Lokman, Bouharati Imen, Bouharati Khaoula, Bouharati Oussama, Bouharati Saddek

Abstract:

Ionizing radiation exposure is an established cancer risk factor. Compared to other common environmental carcinogens, it is relatively easy to determine organ-specific radiation dose and, as a result, radiation dose-response relationships tend to be highly quantified. Nevertheless, there can be considerable uncertainty about questions of radiation-related cancer risk as they apply to risk protection and public policy, and the interpretations of interested parties can differ from one person to another. Examples of tools used in the analysis of the risk of developing cancer due to radiation are characterized by uncertainty. These uncertainties are related to the history of exposure and different assumptions involved in the calculation. We believe that the results of statistical calculations are characterized by uncertainty and imprecision. Having regard to the physiological variation from one person to another. In this study, we develop a tool based on fuzzy logic inference. As fuzzy logic deals with imprecise and uncertain, its application in this area is adequate. We propose a fuzzy system with three input variables (age, sex and body attainable cancer). The output variable expresses the risk of infringement rate of each organ. A base rule is established from recorded actual data. After successful simulation, this will instantly predict the risk of infringement rate of each body following chronic exposure to 0.1 Gy.

Keywords: radiation exposure, cancer, modeling, fuzzy logic

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2439 Investment Adjustments to Exchange Rate Fluctuations Evidence from Manufacturing Firms in Tunisia

Authors: Mourad Zmami Oussema BenSalha

Abstract:

The current research aims to assess empirically the reaction of private investment to exchange rate fluctuations in Tunisia using a sample of 548 firms operating in manufacturing industries between 1997 and 2002. The micro-econometric model we estimate is based on an accelerator-profit specification investment model increased by two variables that measure the variation and the volatility of exchange rates. Estimates using the system the GMM method reveal that the effects of the exchange rate depreciation on investment are negative since it increases the cost of imported capital goods. Turning to the exchange rate volatility, as measured by the GARCH (1,1) model, our findings assign a significant role to the exchange rate uncertainty in explaining the sluggishness of private investment in Tunisia in the full sample of firms. Other estimation attempts based on various sub samples indicate that the elasticities of investment relative to the exchange rate volatility depend upon many firms’ specific characteristics such as the size and the ownership structure.

Keywords: investment, exchange rate volatility, manufacturing firms, system GMM, Tunisia

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2438 A Mixing Matrix Estimation Algorithm for Speech Signals under the Under-Determined Blind Source Separation Model

Authors: Jing Wu, Wei Lv, Yibing Li, Yuanfan You

Abstract:

The separation of speech signals has become a research hotspot in the field of signal processing in recent years. It has many applications and influences in teleconferencing, hearing aids, speech recognition of machines and so on. The sounds received are usually noisy. The issue of identifying the sounds of interest and obtaining clear sounds in such an environment becomes a problem worth exploring, that is, the problem of blind source separation. This paper focuses on the under-determined blind source separation (UBSS). Sparse component analysis is generally used for the problem of under-determined blind source separation. The method is mainly divided into two parts. Firstly, the clustering algorithm is used to estimate the mixing matrix according to the observed signals. Then the signal is separated based on the known mixing matrix. In this paper, the problem of mixing matrix estimation is studied. This paper proposes an improved algorithm to estimate the mixing matrix for speech signals in the UBSS model. The traditional potential algorithm is not accurate for the mixing matrix estimation, especially for low signal-to noise ratio (SNR).In response to this problem, this paper considers the idea of an improved potential function method to estimate the mixing matrix. The algorithm not only avoids the inuence of insufficient prior information in traditional clustering algorithm, but also improves the estimation accuracy of mixing matrix. This paper takes the mixing of four speech signals into two channels as an example. The results of simulations show that the approach in this paper not only improves the accuracy of estimation, but also applies to any mixing matrix.

Keywords: DBSCAN, potential function, speech signal, the UBSS model

Procedia PDF Downloads 105