Search results for: Posterior Predictive Distributions

Authors: Thomas Fiedler, Irina V. Belova, Graeme E. Murch

Abstract:

Lattice Monte Carlo methods are an excellent choice for the simulation of non-linear thermal diffusion problems. In this paper, and for the first time, Lattice Monte Carlo analysis is performed on thermal diffusion combined with convective heat transfer. Laminar flow of water modeled as an incompressible fluid inside a copper pipe with a constant surface temperature is considered. For the simulation of thermal conduction, the temperature dependence of the thermal conductivity of the water is accounted for. Using the novel Lattice Monte Carlo approach, temperature distributions and energy fluxes are obtained.

Keywords: Coupled Analysis, Laminar Flow, Lattice MonteCarlo, Thermal Diffusion

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Authors: J. Levendovszky, I. Koncz, P. Boros

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The paper is concerned with developing stochastic delay mechanisms for efficient multicast protocols and for smooth mobile handover processes which are capable of preserving a given Quality of Service (QoS). In both applications the participating entities (receiver nodes or subscribers) sample a stochastic timer and generate load after a random delay. In this way, the load on the networking resources is evenly distributed which helps to maintain QoS communication. The optimal timer distributions have been sought in different p.d.f. families (e.g. exponential, power law and radial basis function) and the optimal parameter have been found in a recursive manner. Detailed simulations have demonstrated the improvement in performance both in the case of multicast and mobile handover applications.

Keywords: Multicast communication, stochactic delay mechanisms.

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Authors: H. Zabiri, N. Mazuki

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Several valve stiction models have been proposed in the literature to help understand and study the behavior of sticky valves. In this paper, an alternative black-box modeling approach based on Neural Network (NN) is presented. It is shown that with proper network type and optimum model structures, the performance of the developed NN stiction model is comparable to other established method. The resulting NN model is also tested for its robustness against the uncertainty in the stiction parameter values. Predictive mode operation also shows excellent performance of the proposed model for multi-steps ahead prediction.

Keywords: Control valve stiction, neural network, modeling.

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Authors: Amir T. Payandeh Najafabadi

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This article considers the problem of evaluating infinite-time (or finite-time) ruin probability under a given compound Poisson surplus process by approximating the claim size distribution by a finite mixture exponential, say Hyperexponential, distribution. It restates the infinite-time (or finite-time) ruin probability as a solvable ordinary differential equation (or a partial differential equation). Application of our findings has been given through a simulation study.

Keywords: Ruin probability, compound Poisson processes, mixture exponential (hyperexponential) distribution, heavy-tailed distributions.

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Authors: Chie Obayashi, Hidekazu Tanaka, Yoshiji Takagi

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In multi-parameter family of distributions, conditions for a modified maximum likelihood estimator to be second order admissible are given. Applying these results to the multi-parameter logistic regression model, it is shown that the maximum likelihood estimator is always second order inadmissible. Also, conditions for the Berkson estimator to be second order admissible are given.

Keywords: Berkson estimator, modified maximum likelihood estimator, Multi-parameter logistic regression model, second order admissibility.

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Authors: Tanida Julvanichpong

Abstract:

Exercise has been regarded as a necessary and important aspect to enhance physical performance and psychology health. Body weight statistics of students in junior high school students in Chonburi Province beyond a standard risk of obesity. Promoting exercise among Junior high school students in Chonburi Province, essential knowledge concerning factors influencing exercise is needed. Therefore, this study aims to (1) determine the levels of perceived exercise behavior, exercise behavior in the past, perceived barriers to exercise, perceived benefits of exercise, perceived self-efficacy to exercise, feelings associated with exercise behavior, influence of the family to exercise, influence of friends to exercise, and the perceived influence of the environment on exercise. (2) examine the predicting ability of each of the above factors while including personal factors (sex, educational level) for exercise behavior. Pender’s Health Promotion Model was used as a guide for the study. Sample included 652 students in junior high schools, Chonburi Provience. The samples were selected by Multi-Stage Random Sampling. Data Collection has been done by using self-administered questionnaires. Data were analyzed using descriptive statistics, Pearson’s product moment correlation coefficient, Eta, and stepwise multiple regression analysis. The research results showed that: 1. Perceived benefits of exercise, influence of teacher, influence of environmental, feelings associated with exercise behavior were at a high level. Influence of the family to exercise, exercise behavior, exercise behavior in the past, perceived self-efficacy to exercise and influence of friends were at a moderate level. Perceived barriers to exercise were at a low level. 2. Exercise behavior was positively significant related to perceived benefits of exercise, influence of the family to exercise, exercise behavior in the past, perceived self-efficacy to exercise, influence of friends, influence of teacher, influence of environmental and feelings associated with exercise behavior (p < .01, respectively) and was negatively significant related to educational level and perceived barriers to exercise (p < .01, respectively). Exercise behavior was significant related to sex (Eta = 0.243, p=.000). 3. Exercise behavior in the past, influence of the family to exercise significantly contributed 60.10 percent of the variance to the prediction of exercise behavior in male students (p < .01). Exercise behavior in the past, perceived self-efficacy to exercise, perceived barriers to exercise, and educational level significantly contributed 52.60 percent of the variance to the prediction of exercise behavior in female students (p < .01).

Keywords: Predictive factors, exercise behaviors, junior high school.

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Authors: Chang-Uk Kwak, Sun-Joong Kim, Seong-Bae Park, Sang-Jo Lee

Abstract:

This paper proposes a method of learning topics for broadcasting contents. There are two kinds of texts related to broadcasting contents. One is a broadcasting script, which is a series of texts including directions and dialogues. The other is blogposts, which possesses relatively abstracted contents, stories, and diverse information of broadcasting contents. Although two texts range over similar broadcasting contents, words in blogposts and broadcasting script are different. When unseen words appear, it needs a method to reflect to existing topic. In this paper, we introduce a semantic vocabulary expansion method to reflect unseen words. We expand topics of the broadcasting script by incorporating the words in blogposts. Each word in blogposts is added to the most semantically correlated topics. We use word2vec to get the semantic correlation between words in blogposts and topics of scripts. The vocabularies of topics are updated and then posterior inference is performed to rearrange the topics. In experiments, we verified that the proposed method can discover more salient topics for broadcasting contents.

Keywords: Broadcasting script analysis, topic expansion, semantic correlation analysis, word2vec.

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Authors: Arun Kumar, Yousef L. A. Latif, Fugen Daver

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Despite the availability of natural disaster related time series data for last 110 years, there is no forecasting tool available to humanitarian relief organizations to determine forecasts for emergency logistics planning. This study develops a forecasting tool based on identifying probability distributions. The estimates of the parameters are used to calculate natural disaster forecasts. Further, the determination of aggregate forecasts leads to efficient pre-disaster planning. Based on the research findings, the relief agencies can optimize the various resources allocation in emergency logistics planning.

Keywords: Humanitarian logistics, relief agencies, probability distribution.

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Authors: A. Abdedou, K. Bouhadef

Abstract:

The present study is an analysis of the forced convection heat transfer in porous channel with an oriented jet at the inlet with uniform velocity and temperature distributions. The upper wall is insulated when the bottom one is kept at constant temperature higher than that of the fluid at the entrance. The dynamic field is analysed by the Brinkman-Forchheimer extended Darcy model and the thermal field is traduced by the energy one equation model. The numerical solution of the governing equations is obtained by using the finite volume method. The results mainly concern the effect of Reynolds number, jet angle and thermal conductivity ratio on the flow structure and local and average Nusselt numbers evolutions.

Keywords: Forced convection, oriented confined jet, porous media.

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Authors: Abd Elrahman Elgamala, N. Darwish, I. Bondouk, Sh. Hamada

Abstract:

Available experimental angular distributions for ⁶Li elastically scattered from ¹⁶O nucleus in the energy range 13.0–50.0 MeV are investigated and reanalyzed using optical model of the conventional phenomenological potential and also using double folding optical model of different interaction models: DDM3Y1, CDM3Y1, CDM3Y2, and CDM3Y3. All the involved models of interaction are of M3Y Paris except DDM3Y1 which is of M3Y Reid and the main difference between them lies in the different values for the parameters of the incorporated density distribution function F(ρ). We have extracted the renormalization factor N_R for ⁶Li+¹⁶O nuclear system in the energy range 13.0–50.0 MeV using the aforementioned interaction models.

Keywords: Elastic scattering, optical model, folding potential, density distribution.

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Authors: Aicha Rima Cheniti, Hatem Besbes, Joseph Haggege, Christophe Sintes

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In this paper, we consider a drift flux mixture model of the blood flow. The mixture consists of gas phase which is carbon dioxide and liquid phase which is an aqueous carbon dioxide solution. This model was used to determine the distributions of the mixture velocity, the mixture pressure, and the carbon dioxide pressure. These theoretical data are used to determine a measurement method of mean gas pressure through the determination of radial velocity distribution. This method can be applicable in experimental domain.

Keywords: Mean carbon dioxide pressure, mean mixture pressure, mixture velocity, radial velocity.

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Authors: Naveed Ur Rehman, Rehan Jamil, Irfan Jamil

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In this paper, we regard as a coded transmission over a frequency-selective channel. We plan to study analytically the convergence of the turbo-detector using a maximum a posteriori (MAP) equalizer and a MAP decoder. We demonstrate that the densities of the maximum likelihood (ML) exchanged during the iterations are e-symmetric and output-symmetric. Under the Gaussian approximation, this property allows to execute a one-dimensional scrutiny of the turbo-detector. By deriving the analytical terminology of the ML distributions under the Gaussian approximation, we confirm that the bit error rate (BER) performance of the turbo-detector converges to the BER performance of the coded additive white Gaussian noise (AWGN) channel at high signal to noise ratio (SNR), for any frequency selective channel.

Keywords: MAP, ML, SNR, Decoder, BER, Coded transmission.

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Authors: Shan Gao

Abstract:

This paper treats a discrete-time finite buffer batch arrival queue with a single working vacation and partial batch rejection in which the inter-arrival and service times are, respectively, arbitrary and geometrically distributed. The queue is analyzed by using the supplementary variable and the imbedded Markov-chain techniques. We obtain steady-state system length distributions at prearrival, arbitrary and outside observer-s observation epochs. We also present probability generation function (p.g.f.) of actual waiting-time distribution in the system and some performance measures.

Keywords: Discrete-time, finite buffer, single working vacation, batch arrival, partial rejection.

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Authors: András Király, Tamás Varga, János Abonyi

Abstract:

Since supply chains highly impact the financial performance of companies, it is important to optimize and analyze their Key Performance Indicators (KPI). The synergistic combination of Particle Swarm Optimization (PSO) and Monte Carlo simulation is applied to determine the optimal reorder point of warehouses in supply chains. The goal of the optimization is the minimization of the objective function calculated as the linear combination of holding and order costs. The required values of service levels of the warehouses represent non-linear constraints in the PSO. The results illustrate that the developed stochastic simulator and optimization tool is flexible enough to handle complex situations.

Keywords: stochastic processes, empirical distributions, Monte Carlo simulation, PSO, supply chain management

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Authors: Yi Hong, Zhao Yang Dong

Abstract:

This paper presents the performance analysis of space-time trellis codes in orthogonal frequency division multiplexing systems (STTC-OFDMs) over quasi-static frequency selective fading channels. In particular, the effect of channel delay distributions on the code performance is discussed. For a STTCOFDM over multiple-tap channels, two extreme conditions that produce the largest minimum determinant are highlighted. The analysis also proves that the corresponding coding gain increases with the maximum tap delay. The performance of STTC-OFDM, under various channel conditions, is evaluated by simulation. It is shown that the simulation results agree with the performance analysis.

Keywords: Space-time trellis code, OFDM, delay profile.

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Authors: Wanyu Mao, Qiwen Sun, Weiyong Ying, Dingye Fang

Abstract:

The influence of copper promoters and reaction conditions on the formation of alcohols byproducts of a common Fischer-Tropsch synthesis used iron-based catalysts were investigated. A good compromise of 28%Cu/FeKLaSiO2 can lead to the optimization of an improved Fischer-Tropsch catalyst. The product distribution shifts towards hydrocarbons with increasing the reaction temperature, while pressure promotes the formation of alcohols. It was found that the production of either alcohols or hydrocarbons followed A-S-F distributions, and their α parameters were essentially different which indicated a competition in the growing chain between the two species. TPD after acetaldehyde adsorption gave strong evidence of the insertion of a C1 oxygen-containing species into an alkyl chain.

Keywords: Fischer-Tropsch synthesis, Fe-Cu catalyst, alcohols byproducts, reaction pathways

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Authors: L. Dzierzbicka-Głowacka, M. Janecki

Abstract:

Seasonal variability of nutrients concentration in the Baltic Sea using the 3D ecosystem numerical model 3D-CEMBS has been investigated. Additionally this study shows horizontal and vertical distribution of nutrients in the Baltic Sea. Model domain is an extended Baltic Sea area divided into 600x640 horizontal grid cells. Aside from standard hydrodynamic parameters 3D-CEMBS produces modeled ecological variables such as: three types of phytoplankton, two detrital classes, dissolved oxygen and the nutrients (nitrate, ammonium, phosphate and silicate). The presented model allows prediction of parameters that describe distribution of nutrients concentration and phytoplankton biomass. 3D-CEMBS can be used to study the effect of different hydrodynamic and biogeochemical processes on distributions of these variables in a larger scale.

Keywords: ecosystem model, nutrients, Baltic Sea

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Authors: Abdelaziz Zaidi, Belkacem Ould Bouamama, Moncef Tagina

Abstract:

Bond Graph as a unified multidisciplinary tool is widely used not only for dynamic modelling but also for Fault Detection and Isolation because of its structural and causal proprieties. A binary Fault Signature Matrix is systematically generated but to make the final binary decision is not always feasible because of the problems revealed by such method. The purpose of this paper is introducing a methodology for the improvement of the classical binary method of decision-making, so that the unknown and identical failure signatures can be treated to improve the robustness. This approach consists of associating the evaluated residuals and the components reliability data to build a Hybrid Bayesian Network. This network is used in two distinct inference procedures: one for the continuous part and the other for the discrete part. The continuous nodes of the network are the prior probabilities of the components failures, which are used by the inference procedure on the discrete part to compute the posterior probabilities of the failures. The developed methodology is applied to a real steam generator pilot process.

Keywords: Redundancy relations, decision-making, Bond Graph, reliability, Bayesian Networks.

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Authors: Maohai Li, Bingrong Hong, Zesu Cai, Ronghua Luo

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This paper presents the novel Rao-Blackwellised particle filter (RBPF) for mobile robot simultaneous localization and mapping (SLAM) using monocular vision. The particle filter is combined with unscented Kalman filter (UKF) to extending the path posterior by sampling new poses that integrate the current observation which drastically reduces the uncertainty about the robot pose. The landmark position estimation and update is also implemented through UKF. Furthermore, the number of resampling steps is determined adaptively, which seriously reduces the particle depletion problem, and introducing the evolution strategies (ES) for avoiding particle impoverishment. The 3D natural point landmarks are structured with matching Scale Invariant Feature Transform (SIFT) feature pairs. The matching for multi-dimension SIFT features is implemented with a KD-Tree in the time cost of O(log2 N). Experiment results on real robot in our indoor environment show the advantages of our methods over previous approaches.

Keywords: Mobile robot, simultaneous localization and mapping, Rao-Blackwellised particle filter, evolution strategies, scale invariant feature transform.

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Authors: N. Burtebayev, Sh. Hamada, Zh. Kerimkulov, D. K. Alimov, A. V. Yushkov, N. Amangeldi, A. N. Bakhtibaev

Abstract:

The main aim of the current work is to examine if 14N  is candidate to be clusterized nuclei or not. In order to check this  attendance, we have measured the angular distributions for 14N ion  beam elastically scattered on 12C target nuclei at different low  energies; 17.5, 21, and 24.5MeV which are close to the Coulomb  barrier energy for 14N+12C nuclear system. Study of various transfer  reactions could provide us with useful information about the  attendance of nuclei to be in a composite form (core + valence). The  experimental data were analyzed using two approaches;  Phenomenological (Optical Potential) and semi-microscopic (Double  Folding Potential). The agreement between the experimental data and  the theoretical predictions is fairly good in the whole angular range.

 

Keywords: Deuteron Transfer, Elastic Scattering, Optical Model, Double Folding, Density Distribution.

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Authors: Sh. Hamada

Abstract:

The current work aims to study the rainbow like-structure observed in the elastic scattering of alpha particles on both ¹²C and ¹⁶O nuclei. We reanalyzed the experimental elastic scattering angular distributions data for α+¹²C and α+¹⁶O nuclear systems at different energies using both optical model and double folding potential of different interaction models such as: CDM3Y1, DDM3Y1, CDM3Y6 and BDM3Y1. Potential created by BDM3Y1 interaction model has the shallowest depth which reflects the necessity to use higher renormalization factor (N_r). Both optical model and double folding potential of different interaction models fairly reproduce the experimental data.

Keywords: Nuclear rainbow, elastic scattering, optical model, double folding, density distribution.

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Authors: Autcha Araveeporn

Abstract:

This paper is to compare the parameter estimation of the mean in normal distribution by Maximum Likelihood (ML), Bayes, and Markov Chain Monte Carlo (MCMC) methods. The ML estimator is estimated by the average of data, the Bayes method is considered from the prior distribution to estimate Bayes estimator, and MCMC estimator is approximated by Gibbs sampling from posterior distribution. These methods are also to estimate a parameter then the hypothesis testing is used to check a robustness of the estimators. Data are simulated from normal distribution with the true parameter of mean 2, and variance 4, 9, and 16 when the sample sizes is set as 10, 20, 30, and 50. From the results, it can be seen that the estimation of MLE, and MCMC are perceivably different from the true parameter when the sample size is 10 and 20 with variance 16. Furthermore, the Bayes estimator is estimated from the prior distribution when mean is 1, and variance is 12 which showed the significant difference in mean with variance 9 at the sample size 10 and 20.

Keywords: Bayes method, Markov Chain Monte Carlo method, Maximum Likelihood method, normal distribution.

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Authors: N.Ibrahim, Peter A. Jensen, K. Dam-Johansen, Roshafima.R. Ali, Rafiziana.M. Kasmani

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The aim of this study was to investigate the influence of reaction temperature and wheat straw moisture content on the pyrolysis product yields, in the temperature range of 475-575 °C. Samples of straw with moisture contents from 1.5 wt % to 15.0 wt % were fed to a bench scale Pyrolysis Centrifuge Reactor (PCR). The experimental results show that the changes in straw moisture content have no significant effect on the distribution of pyrolysis product yields. The maximum bio-oil yields approximately 60 (wt %, on dry ash free feedstock basis) was observed around 525 °C - 550 °C for all straw moisture levels. The water content in the wet straw bio-oil was the highest. The heating value of bio-oil and solid char were measured and the percentages of its energy distribution were calculated. The energy distributions of bio-oil, char and gas were 56- 69 % 24-33 %, and 2-19 %, respectively.

Keywords: Flash pyrolysis, moisture content, wheat straw, biooil.

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Authors: Amir Atrian, Javad Jafari Fesharaki, Gh. Hossein Majzoobi, Mahsa Sheidaee

Abstract:

The analytical solution of functionally graded piezoelectric hollow cylinder which is under radial electric potential and non-axisymmetric thermo-mechanical loads, are presented in this paper. Using complex Fourier series and estimation of power law for variations of material characterizations through the thickness, the electro thermo mechanical behavior of the FGPM cylinder is obtained. The stress and displacement distributions and the effect of electric potential field on the cylinder behavior are also presented and some applicable results are offered at the end of the paper.

Keywords: Analytical, FGM, Fourier series, Non-axisymmetric, Piezoelectric, Thermo-elasticity

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Authors: Hui-Yu Huang, Shih-Hsu Chang

Abstract:

In this paper, we propose a high capacity image hiding technology based on pixel prediction and the difference of modified histogram. This approach is used the pixel prediction and the difference of modified histogram to calculate the best embedding point. This approach can improve the predictive accuracy and increase the pixel difference to advance the hiding capacity. We also use the histogram modification to prevent the overflow and underflow. Experimental results demonstrate that our proposed method within the same average hiding capacity can still keep high quality of image and low distortion

Keywords: data hiding, predictor

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Authors: Goh Chin Hock, Chandan Kumar Chakrabarty, Mohammad Hadi Badjian, Sanjay Devkumar

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This paper presents a microstrip meandered open circuited stub with bandstop characteristic. The proposed structure is designed on a high frequency laminate with dielectric constant of 4.0 and board thickness of 0.508 millimeters. The scattering parameters and electromagnetic field distributions at various frequencies are investigated by modeling the structure with three dimensional electromagnetic simulation tool. In order to describe the resonant and bandstop characteristic of the meandered open circuited stub, a Smith chart as well as electric field at various frequencies and phases is illustrated accordingly. The structure can be an alternative method in suppressing the harmonic response of a bandpass filter.

Keywords: Bandstop, Equivalent Lumped Element Model, Electromagnetic Model, Meandered Open Circuited Stub

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Authors: Mohammad Ahmed Rehmatullah

Abstract:

The aim of this paper is to discuss a low-cost methodology that can predict traffic flow conflicts and quantitatively rank crash expectancies (based on relative probability) for various traffic facilities. This paper focuses on the application of statistical distributions to model traffic flow and Monte Carlo techniques to simulate traffic and discusses how to create a tool in order to predict the possibility of a traffic crash. A low-cost data collection methodology has been discussed for the heterogeneous traffic flow that exists and a GIS platform has been proposed to thematically represent traffic flow from simulations and the probability of a crash. Furthermore, discussions have been made to reflect the dynamism of the model in reference to its adaptability, adequacy, economy, and efficiency to ensure adoption.

Keywords: Heterogeneous traffic data collection, Monte CarloSimulation, Traffic Flow Modeling, GIS.

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Authors: Rachel C. F. Sun

Abstract:

This study examined the predictive effects of moral competence, prosocial norms and positive behavior recognition on school misbehavior among Chinese junior secondary school students. Results of multiple regression analysis showed that students were more likely to misbehave in school when they had lower levels of moral competence and prosocial norms, and when they perceived their positive behavior being less likely recognized. Practical implications were discussed on how to guide students to make the right choices to behave appropriately in school. Implications for future research were also discussed.

Keywords: Moral competence, positive behavior recognition, prosocial norms, school misbehavior.

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Authors: Morteza Abbaszadeh, Parvin Nikpoorparizi, Mina Shahrooz

Abstract:

For the first time since 1940 and presentation of theodorson-s theory, distribution of thrust, torque and efficiency along the blade of a counter rotating propeller axial fan was studied with a novel method in this research. A constant chord, constant pitch symmetric fan was investigated with Reynolds Stress Turbulence method in this project and H.E.S. method was utilized to obtain distribution profiles from C.F.D. tests outcome. C.F.D. test results were validated by estimation from Playlic-s analytical method. Final results proved ability of H.E.S. method to obtain distribution profiles from C.F.D test results and demonstrated interesting facts about effects of solidity and differences between distributions in front and rear section.

Keywords: C.F.D Test, Counter Rotating Propeller, H.E.S. Method, R.S.M. Method

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Authors: Hao Wu, Jonathan L. Shapiro

Abstract:

The Bayesian Optimization Algorithm (BOA) is an algorithm based on the estimation of distributions. It uses techniques from modeling data by Bayesian networks to estimating the joint distribution of promising solutions. To obtain the structure of Bayesian network, different search algorithms can be used. The key point that BOA addresses is whether the constructed Bayesian network could generate new and useful solutions (strings), which could lead the algorithm in the right direction to solve the problem. Undoubtedly, this ability is a crucial factor of the efficiency of BOA. Varied search algorithms can be used in BOA, but their performances are different. For choosing better ones, certain suitable method to present their ability difference is needed. In this paper, a greedy search algorithm and a stochastic search algorithm are used in BOA to solve certain optimization problem. A method using Kullback-Leibler (KL) Divergence to reflect their difference is described.

Keywords: Bayesian optimization algorithm, greedy search, KL divergence, stochastic search.

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