Search results for: value maximization
143 Handling Missing Data by Using Expectation-Maximization and Expectation-Maximization with Bootstrapping for Linear Functional Relationship Model
Authors: Adilah Abdul Ghapor, Yong Zulina Zubairi, A. H. M. R. Imon
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Missing value problem is common in statistics and has been of interest for years. This article considers two modern techniques in handling missing data for linear functional relationship model (LFRM) namely the Expectation-Maximization (EM) algorithm and Expectation-Maximization with Bootstrapping (EMB) algorithm using three performance indicators; namely the mean absolute error (MAE), root mean square error (RMSE) and estimated biased (EB). In this study, we applied the methods of imputing missing values in two types of LFRM namely the full model of LFRM and in LFRM when the slope is estimated using a nonparametric method. Results of the simulation study suggest that EMB algorithm performs much better than EM algorithm in both models. We also illustrate the applicability of the approach in a real data set.Keywords: expectation-maximization, expectation-maximization with bootstrapping, linear functional relationship model, performance indicators
Procedia PDF Downloads 454142 Modern Imputation Technique for Missing Data in Linear Functional Relationship Model
Authors: Adilah Abdul Ghapor, Yong Zulina Zubairi, Rahmatullah Imon
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Missing value problem is common in statistics and has been of interest for years. This article considers two modern techniques in handling missing data for linear functional relationship model (LFRM) namely the Expectation-Maximization (EM) algorithm and Expectation-Maximization with Bootstrapping (EMB) algorithm using three performance indicators; namely the mean absolute error (MAE), root mean square error (RMSE) and estimated biased (EB). In this study, we applied the methods of imputing missing values in the LFRM. Results of the simulation study suggest that EMB algorithm performs much better than EM algorithm in both models. We also illustrate the applicability of the approach in a real data set.Keywords: expectation-maximization, expectation-maximization with bootstrapping, linear functional relationship model, performance indicators
Procedia PDF Downloads 398141 Influence Maximization in Dynamic Social Networks and Graphs
Authors: Gkolfo I. Smani, Vasileios Megalooikonomou
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Social influence and influence diffusion have been studied in social networks. However, most existing tasks on this subject focus on static networks. In this paper, the problem of maximizing influence diffusion in dynamic social networks, i.e., the case of networks that change over time, is studied. The DM algorithm is an extension of the MATI algorithm and solves the influence maximization (IM) problem in dynamic networks and is proposed under the linear threshold (LT) and independent cascade (IC) models. Experimental results show that our proposed algorithm achieves a diffusion performance better by 1.5 times than several state-of-the-art algorithms and comparable results in diffusion scale with the Greedy algorithm. Also, the proposed algorithm is 2.4 times faster than previous methods.Keywords: influence maximization, dynamic social networks, diffusion, social influence, graphs
Procedia PDF Downloads 238140 Arabic Character Recognition Using Regression Curves with the Expectation Maximization Algorithm
Authors: Abdullah A. AlShaher
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In this paper, we demonstrate how regression curves can be used to recognize 2D non-rigid handwritten shapes. Each shape is represented by a set of non-overlapping uniformly distributed landmarks. The underlying models utilize 2nd order of polynomials to model shapes within a training set. To estimate the regression models, we need to extract the required coefficients which describe the variations for a set of shape class. Hence, a least square method is used to estimate such modes. We then proceed by training these coefficients using the apparatus Expectation Maximization algorithm. Recognition is carried out by finding the least error landmarks displacement with respect to the model curves. Handwritten isolated Arabic characters are used to evaluate our approach.Keywords: character recognition, regression curves, handwritten Arabic letters, expectation maximization algorithm
Procedia PDF Downloads 144139 Optimal Sizing and Placement of Distributed Generators for Profit Maximization Using Firefly Algorithm
Authors: Engy Adel Mohamed, Yasser Gamal-Eldin Hegazy
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This paper presents a firefly based algorithm for optimal sizing and allocation of distributed generators for profit maximization. Distributed generators in the proposed algorithm are of photovoltaic and combined heat and power technologies. Combined heat and power distributed generators are modeled as voltage controlled nodes while photovoltaic distributed generators are modeled as constant power nodes. The proposed algorithm is implemented in MATLAB environment and tested the unbalanced IEEE 37-node feeder. The results show the effectiveness of the proposed algorithm in optimal selection of distributed generators size and site in order to maximize the total system profit.Keywords: distributed generators, firefly algorithm, IEEE 37-node feeder, profit maximization
Procedia PDF Downloads 441138 Reconstruction of Binary Matrices Satisfying Neighborhood Constraints by Simulated Annealing
Authors: Divyesh Patel, Tanuja Srivastava
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This paper considers the NP-hard problem of reconstructing binary matrices satisfying exactly-1-4-adjacency constraint from its row and column projections. This problem is formulated into a maximization problem. The objective function gives a measure of adjacency constraint for the binary matrices. The maximization problem is solved by the simulated annealing algorithm and experimental results are presented.Keywords: discrete tomography, exactly-1-4-adjacency, simulated annealing, binary matrices
Procedia PDF Downloads 405137 Stochastic Programming and C-Somga: Animal Ration Formulation
Authors: Pratiksha Saxena, Dipti Singh, Neha Khanna
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A self-organizing migrating genetic algorithm(C-SOMGA) is developed for animal diet formulation. This paper presents animal diet formulation using stochastic and genetic algorithm. Tri-objective models for cost minimization and shelf life maximization are developed. These objectives are achieved by combination of stochastic programming and C-SOMGA. Stochastic programming is used to introduce nutrient variability for animal diet. Self-organizing migrating genetic algorithm provides exact and quick solution and presents an innovative approach towards successful application of soft computing technique in the area of animal diet formulation.Keywords: animal feed ration, feed formulation, linear programming, stochastic programming, self-migrating genetic algorithm, C-SOMGA technique, shelf life maximization, cost minimization, nutrient maximization
Procedia PDF Downloads 440136 Profit-Based Artificial Neural Network (ANN) Trained by Migrating Birds Optimization: A Case Study in Credit Card Fraud Detection
Authors: Ashkan Zakaryazad, Ekrem Duman
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A typical classification technique ranks the instances in a data set according to the likelihood of belonging to one (positive) class. A credit card (CC) fraud detection model ranks the transactions in terms of probability of being fraud. In fact, this approach is often criticized, because firms do not care about fraud probability but about the profitability or costliness of detecting a fraudulent transaction. The key contribution in this study is to focus on the profit maximization in the model building step. The artificial neural network proposed in this study works based on profit maximization instead of minimizing the error of prediction. Moreover, some studies have shown that the back propagation algorithm, similar to other gradient–based algorithms, usually gets trapped in local optima and swarm-based algorithms are more successful in this respect. In this study, we train our profit maximization ANN using the Migrating Birds optimization (MBO) which is introduced to literature recently.Keywords: neural network, profit-based neural network, sum of squared errors (SSE), MBO, gradient descent
Procedia PDF Downloads 473135 Relay-Augmented Bottleneck Throughput Maximization for Correlated Data Routing: A Game Theoretic Perspective
Authors: Isra Elfatih Salih Edrees, Mehmet Serdar Ufuk Türeli
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In this paper, an energy-aware method is presented, integrating energy-efficient relay-augmented techniques for correlated data routing with the goal of optimizing bottleneck throughput in wireless sensor networks. The system tackles the dual challenge of throughput optimization while considering sensor network energy consumption. A unique routing metric has been developed to enable throughput maximization while minimizing energy consumption by utilizing data correlation patterns. The paper introduces a game theoretic framework to address the NP-complete optimization problem inherent in throughput-maximizing correlation-aware routing with energy limitations. By creating an algorithm that blends energy-aware route selection strategies with the best reaction dynamics, this framework provides a local solution. The suggested technique considerably raises the bottleneck throughput for each source in the network while reducing energy consumption by choosing the best routes that strike a compromise between throughput enhancement and energy efficiency. Extensive numerical analyses verify the efficiency of the method. The outcomes demonstrate the significant decrease in energy consumption attained by the energy-efficient relay-augmented bottleneck throughput maximization technique, in addition to confirming the anticipated throughput benefits.Keywords: correlated data aggregation, energy efficiency, game theory, relay-augmented routing, throughput maximization, wireless sensor networks
Procedia PDF Downloads 81134 Using Maximization Entropy in Developing a Filipino Phonetically Balanced Wordlist for a Phoneme-Level Speech Recognition System
Authors: John Lorenzo Bautista, Yoon-Joong Kim
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In this paper, a set of Filipino Phonetically Balanced Word list consisting of 250 words (PBW250) were constructed for a phoneme-level ASR system for the Filipino language. The Entropy Maximization is used to obtain phonological balance in the list. Entropy of phonemes in a word is maximized, providing an optimal balance in each word’s phonological distribution using the Add-Delete Method (PBW algorithm) and is compared to the modified PBW algorithm implemented in a dynamic algorithm approach to obtain optimization. The gained entropy score of 4.2791 and 4.2902 for the PBW and modified algorithm respectively. The PBW250 was recorded by 40 respondents, each with 2 sets data. Recordings from 30 respondents were trained to produce an acoustic model that were tested using recordings from 10 respondents using the HMM Toolkit (HTK). The results of test gave the maximum accuracy rate of 97.77% for a speaker dependent test and 89.36% for a speaker independent test.Keywords: entropy maximization, Filipino language, Hidden Markov Model, phonetically balanced words, speech recognition
Procedia PDF Downloads 456133 Estimating X-Ray Spectra for Digital Mammography by Using the Expectation Maximization Algorithm: A Monte Carlo Simulation Study
Authors: Chieh-Chun Chang, Cheng-Ting Shih, Yan-Lin Liu, Shu-Jun Chang, Jay Wu
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With the widespread use of digital mammography (DM), radiation dose evaluation of breasts has become important. X-ray spectra are one of the key factors that influence the absorbed dose of glandular tissue. In this study, we estimated the X-ray spectrum of DM using the expectation maximization (EM) algorithm with the transmission measurement data. The interpolating polynomial model proposed by Boone was applied to generate the initial guess of the DM spectrum with the target/filter combination of Mo/Mo and the tube voltage of 26 kVp. The Monte Carlo N-particle code (MCNP5) was used to tally the transmission data through aluminum sheets of 0.2 to 3 mm. The X-ray spectrum was reconstructed by using the EM algorithm iteratively. The influence of the initial guess for EM reconstruction was evaluated. The percentage error of the average energy between the reference spectrum inputted for Monte Carlo simulation and the spectrum estimated by the EM algorithm was -0.14%. The normalized root mean square error (NRMSE) and the normalized root max square error (NRMaSE) between both spectra were 0.6% and 2.3%, respectively. We conclude that the EM algorithm with transmission measurement data is a convenient and useful tool for estimating x-ray spectra for DM in clinical practice.Keywords: digital mammography, expectation maximization algorithm, X-Ray spectrum, X-Ray
Procedia PDF Downloads 729132 Fuzzy Vehicle Routing Problem for Extreme Environment
Authors: G. Sirbiladze, B. Ghvaberidze, B. Matsaberidze
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A fuzzy vehicle routing problem is considered in the possibilistic environment. A new criterion, maximization of expectation of reliability for movement on closed routes is constructed. The objective of the research is to implement a two-stage scheme for solution of this problem. Based on the algorithm of preferences on the first stage, the sample of so-called “promising” routes will be selected. On the second stage, for the selected promising routes new bi-criteria problem will be solved - minimization of total traveled distance and maximization of reliability of routes. The problem will be stated as a fuzzy-partitioning problem. Two possible solutions of this scheme are considered.Keywords: vehicle routing problem, fuzzy partitioning problem, multiple-criteria optimization, possibility theory
Procedia PDF Downloads 547131 Maximum Likelihood Estimation Methods on a Two-Parameter Rayleigh Distribution under Progressive Type-Ii Censoring
Authors: Daniel Fundi Murithi
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Data from economic, social, clinical, and industrial studies are in some way incomplete or incorrect due to censoring. Such data may have adverse effects if used in the estimation problem. We propose the use of Maximum Likelihood Estimation (MLE) under a progressive type-II censoring scheme to remedy this problem. In particular, maximum likelihood estimates (MLEs) for the location (µ) and scale (λ) parameters of two Parameter Rayleigh distribution are realized under a progressive type-II censoring scheme using the Expectation-Maximization (EM) and the Newton-Raphson (NR) algorithms. These algorithms are used comparatively because they iteratively produce satisfactory results in the estimation problem. The progressively type-II censoring scheme is used because it allows the removal of test units before the termination of the experiment. Approximate asymptotic variances and confidence intervals for the location and scale parameters are derived/constructed. The efficiency of EM and the NR algorithms is compared given root mean squared error (RMSE), bias, and the coverage rate. The simulation study showed that in most sets of simulation cases, the estimates obtained using the Expectation-maximization algorithm had small biases, small variances, narrower/small confidence intervals width, and small root of mean squared error compared to those generated via the Newton-Raphson (NR) algorithm. Further, the analysis of a real-life data set (data from simple experimental trials) showed that the Expectation-Maximization (EM) algorithm performs better compared to Newton-Raphson (NR) algorithm in all simulation cases under the progressive type-II censoring scheme.Keywords: expectation-maximization algorithm, maximum likelihood estimation, Newton-Raphson method, two-parameter Rayleigh distribution, progressive type-II censoring
Procedia PDF Downloads 161130 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 355129 Optimal Diversification and Bank Value Maximization
Authors: Chien-Chih Lin
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This study argues that the optimal diversifications for the maximization of bank value are asymmetrical; they depend on the business cycle. During times of expansion, systematic risks are relatively low, and hence there is only a slight effect from raising them with a diversified portfolio. Consequently, the benefit of reducing individual risks dominates any loss from raising systematic risks, leading to a higher value for a bank by holding a diversified portfolio of assets. On the contrary, in times of recession, systematic risks are relatively high. It is more likely that the loss from raising systematic risks surpasses the benefit of reducing individual risks from portfolio diversification. Consequently, more diversification leads to lower bank values. Finally, some empirical evidence from the banks in Taiwan is provided.Keywords: diversification, default probability, systemic risk, banking, business cycle
Procedia PDF Downloads 435128 Increasing Performance of Autopilot Guided Small Unmanned Helicopter
Authors: Tugrul Oktay, Mehmet Konar, Mustafa Soylak, Firat Sal, Murat Onay, Orhan Kizilkaya
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In this paper, autonomous performance of a small manufactured unmanned helicopter is tried to be increased. For this purpose, a small unmanned helicopter is manufactured in Erciyes University, Faculty of Aeronautics and Astronautics. It is called as ZANKA-Heli-I. For performance maximization, autopilot parameters are determined via minimizing a cost function consisting of flight performance parameters such as settling time, rise time, overshoot during trajectory tracking. For this purpose, a stochastic optimization method named as simultaneous perturbation stochastic approximation is benefited. Using this approach, considerable autonomous performance increase (around %23) is obtained.Keywords: small helicopters, hierarchical control, stochastic optimization, autonomous performance maximization, autopilots
Procedia PDF Downloads 582127 Measuring Banking Risk
Authors: Mike Tsionas
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The paper develops new indices of financial stability based on an explicit model of expected utility maximization by financial institutions subject to the classical technology restrictions of neoclassical production theory. The model can be estimated using standard econometric techniques, like GMM for dynamic panel data and latent factor analysis for the estimation of co-variance matrices. An explicit functional form for the utility function is not needed and we show how measures of risk aversion and prudence (downside risk aversion) can be derived and estimated from the model. The model is estimated using data for Eurozone countries and we focus particularly on (i) the use of the modeling approach as an “early warning mechanism”, (ii) the bank- and country-specific estimates of risk aversion and prudence (downside risk aversion), and (iii) the derivation of a generalized measure of risk that relies on loan-price uncertainty.Keywords: financial stability, banking, expected utility maximization, sub-prime crisis, financial crisis, eurozone, PIIGS
Procedia PDF Downloads 348126 Fast Tumor Extraction Method Based on Nl-Means Filter and Expectation Maximization
Authors: Sandabad Sara, Sayd Tahri Yassine, Hammouch Ahmed
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The development of science has allowed computer scientists to touch the medicine and bring aid to radiologists as we are presenting it in our article. Our work focuses on the detection and localization of tumors areas in the human brain; this will be a completely automatic without any human intervention. In front of the huge volume of MRI to be treated per day, the radiologist can spend hours and hours providing a tremendous effort. This burden has become less heavy with the automation of this step. In this article we present an automatic and effective tumor detection, this work consists of two steps: the first is the image filtering using the filter Nl-means, then applying the expectation maximization algorithm (EM) for retrieving the tumor mask from the brain MRI and extracting the tumor area using the mask obtained from the second step. To prove the effectiveness of this method multiple evaluation criteria will be used, so that we can compare our method to frequently extraction methods used in the literature.Keywords: MRI, Em algorithm, brain, tumor, Nl-means
Procedia PDF Downloads 335125 Chemical Reaction Algorithm for Expectation Maximization Clustering
Authors: Li Ni, Pen ManMan, Li KenLi
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Clustering is an intensive research for some years because of its multifaceted applications, such as biology, information retrieval, medicine, business and so on. The expectation maximization (EM) is a kind of algorithm framework in clustering methods, one of the ten algorithms of machine learning. Traditionally, optimization of objective function has been the standard approach in EM. Hence, research has investigated the utility of evolutionary computing and related techniques in the regard. Chemical Reaction Optimization (CRO) is a recently established method. So the property embedded in CRO is used to solve optimization problems. This paper presents an algorithm framework (EM-CRO) with modified CRO operators based on EM cluster problems. The hybrid algorithm is mainly to solve the problem of initial value sensitivity of the objective function optimization clustering algorithm. Our experiments mainly take the EM classic algorithm:k-means and fuzzy k-means as an example, through the CRO algorithm to optimize its initial value, get K-means-CRO and FKM-CRO algorithm. The experimental results of them show that there is improved efficiency for solving objective function optimization clustering problems.Keywords: chemical reaction optimization, expection maimization, initia, objective function clustering
Procedia PDF Downloads 710124 Facility Anomaly Detection with Gaussian Mixture Model
Authors: Sunghoon Park, Hank Kim, Jinwon An, Sungzoon Cho
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Internet of Things allows one to collect data from facilities which are then used to monitor them and even predict malfunctions in advance. Conventional quality control methods focus on setting a normal range on a sensor value defined between a lower control limit and an upper control limit, and declaring as an anomaly anything falling outside it. However, interactions among sensor values are ignored, thus leading to suboptimal performance. We propose a multivariate approach which takes into account many sensor values at the same time. In particular Gaussian Mixture Model is used which is trained to maximize likelihood value using Expectation-Maximization algorithm. The number of Gaussian component distributions is determined by Bayesian Information Criterion. The negative Log likelihood value is used as an anomaly score. The actual usage scenario goes like a following. For each instance of sensor values from a facility, an anomaly score is computed. If it is larger than a threshold, an alarm will go off and a human expert intervenes and checks the system. A real world data from Building energy system was used to test the model.Keywords: facility anomaly detection, gaussian mixture model, anomaly score, expectation maximization algorithm
Procedia PDF Downloads 271123 Logistic Model Tree and Expectation-Maximization for Pollen Recognition and Grouping
Authors: Endrick Barnacin, Jean-Luc Henry, Jack Molinié, Jimmy Nagau, Hélène Delatte, Gérard Lebreton
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Palynology is a field of interest for many disciplines. It has multiple applications such as chronological dating, climatology, allergy treatment, and even honey characterization. Unfortunately, the analysis of a pollen slide is a complicated and time-consuming task that requires the intervention of experts in the field, which is becoming increasingly rare due to economic and social conditions. So, the automation of this task is a necessity. Pollen slides analysis is mainly a visual process as it is carried out with the naked eye. That is the reason why a primary method to automate palynology is the use of digital image processing. This method presents the lowest cost and has relatively good accuracy in pollen retrieval. In this work, we propose a system combining recognition and grouping of pollen. It consists of using a Logistic Model Tree to classify pollen already known by the proposed system while detecting any unknown species. Then, the unknown pollen species are divided using a cluster-based approach. Success rates for the recognition of known species have been achieved, and automated clustering seems to be a promising approach.Keywords: pollen recognition, logistic model tree, expectation-maximization, local binary pattern
Procedia PDF Downloads 181122 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 225121 An Approach to Maximize the Influence Spread in the Social Networks
Authors: Gaye Ibrahima, Mendy Gervais, Seck Diaraf, Ouya Samuel
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In this paper, we consider the influence maximization in social networks. Here we give importance to initial diffuser called the seeds. The goal is to find efficiently a subset of k elements in the social network that will begin and maximize the information diffusion process. A new approach which treats the social network before to determine the seeds, is proposed. This treatment eliminates the information feedback toward a considered element as seed by extracting an acyclic spanning social network. At first, we propose two algorithm versions called SCG − algoritm (v1 and v2) (Spanning Connected Graphalgorithm). This algorithm takes as input data a connected social network directed or no. And finally, a generalization of the SCG − algoritm is proposed. It is called SG − algoritm (Spanning Graph-algorithm) and takes as input data any graph. These two algorithms are effective and have each one a polynomial complexity. To show the pertinence of our approach, two seeds set are determined and those given by our approach give a better results. The performances of this approach are very perceptible through the simulation carried out by the R software and the igraph package.Keywords: acyclic spanning graph, centrality measures, information feedback, influence maximization, social network
Procedia PDF Downloads 248120 Optimal Scheduling of Load and Operational Strategy of a Load Aggregator to Maximize Profit with PEVs
Authors: Md. Shafiullah, Ali T. Al-Awami
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This project proposes optimal scheduling of imported power of a load aggregator with the utilization of EVs to maximize its profit. As with the increase of renewable energy resources, electricity price in competitive market becomes more uncertain and, on the other hand, with the penetration of renewable distributed generators in the distribution network the predicted load of a load aggregator also becomes uncertain in real time. Though there is uncertainties in both load and price, the use of EVs storage capacity can make the operation of load aggregator flexible. LA submits its offer to day-ahead market based on predicted loads and optimized use of its EVs to maximize its profit, as well as in real time operation it uses its energy storage capacity in such a way that it can maximize its profit. In this project, load aggregators profit maximization algorithm is formulated and the optimization problem is solved with the help of CVX. As in real time operation the forecasted loads differ from actual load, the mismatches are settled in real time balancing market. Simulation results compare the profit of a load aggregator with a hypothetical group of 1000 EVs and without EVs.Keywords: CVX, electricity market, load aggregator, load and price uncertainties, profit maximization, real time balancing operation
Procedia PDF Downloads 415119 A Partially Accelerated Life Test Planning with Competing Risks and Linear Degradation Path under Tampered Failure Rate Model
Authors: Fariba Azizi, Firoozeh Haghighi, Viliam Makis
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In this paper, we propose a method to model the relationship between failure time and degradation for a simple step stress test where underlying degradation path is linear and different causes of failure are possible. It is assumed that the intensity function depends only on the degradation value. No assumptions are made about the distribution of the failure times. A simple step-stress test is used to shorten failure time of products and a tampered failure rate (TFR) model is proposed to describe the effect of the changing stress on the intensities. We assume that some of the products that fail during the test have a cause of failure that is only known to belong to a certain subset of all possible failures. This case is known as masking. In the presence of masking, the maximum likelihood estimates (MLEs) of the model parameters are obtained through an expectation-maximization (EM) algorithm by treating the causes of failure as missing values. The effect of incomplete information on the estimation of parameters is studied through a Monte-Carlo simulation. Finally, a real example is analyzed to illustrate the application of the proposed methods.Keywords: cause of failure, linear degradation path, reliability function, expectation-maximization algorithm, intensity, masked data
Procedia PDF Downloads 331118 Estimation of Transition and Emission Probabilities
Authors: Aakansha Gupta, Neha Vadnere, Tapasvi Soni, M. Anbarsi
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Protein secondary structure prediction is one of the most important goals pursued by bioinformatics and theoretical chemistry; it is highly important in medicine and biotechnology. Some aspects of protein functions and genome analysis can be predicted by secondary structure prediction. This is used to help annotate sequences, classify proteins, identify domains, and recognize functional motifs. In this paper, we represent protein secondary structure as a mathematical model. To extract and predict the protein secondary structure from the primary structure, we require a set of parameters. Any constants appearing in the model are specified by these parameters, which also provide a mechanism for efficient and accurate use of data. To estimate these model parameters there are many algorithms out of which the most popular one is the EM algorithm or called the Expectation Maximization Algorithm. These model parameters are estimated with the use of protein datasets like RS126 by using the Bayesian Probabilistic method (data set being categorical). This paper can then be extended into comparing the efficiency of EM algorithm to the other algorithms for estimating the model parameters, which will in turn lead to an efficient component for the Protein Secondary Structure Prediction. Further this paper provides a scope to use these parameters for predicting secondary structure of proteins using machine learning techniques like neural networks and fuzzy logic. The ultimate objective will be to obtain greater accuracy better than the previously achieved.Keywords: model parameters, expectation maximization algorithm, protein secondary structure prediction, bioinformatics
Procedia PDF Downloads 479117 Novel Inference Algorithm for Gaussian Process Classification Model with Multiclass and Its Application to Human Action Classification
Authors: Wanhyun Cho, Soonja Kang, Sangkyoon Kim, Soonyoung Park
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In this paper, we propose a novel inference algorithm for the multi-class Gaussian process classification model that can be used in the field of human behavior recognition. This algorithm can drive simultaneously both a posterior distribution of a latent function and estimators of hyper-parameters in a Gaussian process classification model with multi-class. Our algorithm is based on the Laplace approximation (LA) technique and variational EM framework. This is performed in two steps: called expectation and maximization steps. First, in the expectation step, using the Bayesian formula and LA technique, we derive approximately the posterior distribution of the latent function indicating the possibility that each observation belongs to a certain class in the Gaussian process classification model. Second, in the maximization step, using a derived posterior distribution of latent function, we compute the maximum likelihood estimator for hyper-parameters of a covariance matrix necessary to define prior distribution for latent function. These two steps iteratively repeat until a convergence condition satisfies. Moreover, we apply the proposed algorithm with human action classification problem using a public database, namely, the KTH human action data set. Experimental results reveal that the proposed algorithm shows good performance on this data set.Keywords: bayesian rule, gaussian process classification model with multiclass, gaussian process prior, human action classification, laplace approximation, variational EM algorithm
Procedia PDF Downloads 333116 Maximizing Profit Using Optimal Control by Exploiting the Flexibility in Thermal Power Plants
Authors: Daud Mustafa Minhas, Raja Rehan Khalid, Georg Frey
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The next generation power systems are equipped with abundantly available free renewable energy resources (RES). During their low-cost operations, the price of electricity significantly reduces to a lower value, and sometimes it becomes negative. Therefore, it is recommended not to operate the traditional power plants (e.g. coal power plants) and to reduce the losses. In fact, it is not a cost-effective solution, because these power plants exhibit some shutdown and startup costs. Moreover, they require certain time for shutdown and also need enough pause before starting up again, increasing inefficiency in the whole power network. Hence, there is always a trade-off between avoiding negative electricity prices, and the startup costs of power plants. To exploit this trade-off and to increase the profit of a power plant, two main contributions are made: 1) introducing retrofit technology for state of art coal power plant; 2) proposing optimal control strategy for a power plant by exploiting different flexibility features. These flexibility features include: improving ramp rate of power plant, reducing startup time and lowering minimum load. While, the control strategy is solved as mixed integer linear programming (MILP), ensuring optimal solution for the profit maximization problem. Extensive comparisons are made considering pre and post-retrofit coal power plant having the same efficiencies under different electricity price scenarios. It concludes that if the power plant must remain in the market (providing services), more flexibility reflects direct economic advantage to the plant operator.Keywords: discrete optimization, power plant flexibility, profit maximization, unit commitment model
Procedia PDF Downloads 142115 Finding Optimal Operation Condition in a Biological Nutrient Removal Process with Balancing Effluent Quality, Economic Cost and GHG Emissions
Authors: Seungchul Lee, Minjeong Kim, Iman Janghorban Esfahani, Jeong Tai Kim, ChangKyoo Yoo
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It is hard to maintain the effluent quality of the wastewater treatment plants (WWTPs) under with fixed types of operational control because of continuously changed influent flow rate and pollutant load. The aims of this study is development of multi-loop multi-objective control (ML-MOC) strategy in plant-wide scope targeting four objectives: 1) maximization of nutrient removal efficiency, 2) minimization of operational cost, 3) maximization of CH4 production in anaerobic digestion (AD) for CH4 reuse as a heat source and energy source, and 4) minimization of N2O gas emission to cope with global warming. First, benchmark simulation mode is modified to describe N2O dynamic in biological process, namely benchmark simulation model for greenhouse gases (BSM2G). Then, three types of single-loop proportional-integral (PI) controllers for DO controller, NO3 controller, and CH4 controller are implemented. Their optimal set-points of the controllers are found by using multi-objective genetic algorithm (MOGA). Finally, multi loop-MOC in BSM2G is implemented and evaluated in BSM2G. Compared with the reference case, the ML-MOC with the optimal set-points showed best control performances than references with improved performances of 34%, 5% and 79% of effluent quality, CH4 productivity, and N2O emission respectively, with the decrease of 65% in operational cost.Keywords: Benchmark simulation model for greenhouse gas, multi-loop multi-objective controller, multi-objective genetic algorithm, wastewater treatment plant
Procedia PDF Downloads 502114 Topology Optimization of Heat and Mass Transfer for Two Fluids under Steady State Laminar Regime: Application on Heat Exchangers
Authors: Rony Tawk, Boutros Ghannam, Maroun Nemer
Abstract:
Topology optimization technique presents a potential tool for the design and optimization of structures involved in mass and heat transfer. The method starts with an initial intermediate domain and should be able to progressively distribute the solid and the two fluids exchanging heat. The multi-objective function of the problem takes into account minimization of total pressure loss and maximization of heat transfer between solid and fluid subdomains. Existing methods account for the presence of only one fluid, while the actual work extends optimization distribution of solid and two different fluids. This requires to separate the channels of both fluids and to ensure a minimum solid thickness between them. This is done by adding a third objective function to the multi-objective optimization problem. This article uses density approach where each cell holds two local design parameters ranging from 0 to 1, where the combination of their extremums defines the presence of solid, cold fluid or hot fluid in this cell. Finite volume method is used for direct solver coupled with a discrete adjoint approach for sensitivity analysis and method of moving asymptotes for numerical optimization. Several examples are presented to show the ability of the method to find a trade-off between minimization of power dissipation and maximization of heat transfer while ensuring the separation and continuity of the channel of each fluid without crossing or mixing the fluids. The main conclusion is the possibility to find an optimal bi-fluid domain using topology optimization, defining a fluid to fluid heat exchanger device.Keywords: topology optimization, density approach, bi-fluid domain, laminar steady state regime, fluid-to-fluid heat exchanger
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