Search results for: stochastic model

Authors: Pham Luu Trung Duong, Moonyong Lee

Abstract:

To increase precision and reliability of automatic control systems, we have to take into account of random factors affecting the control system. Thus, operational matrix technique is used for statistical analysis of first order plus time delay system with uniform random parameter. Examples with deterministic and stochastic disturbance are considered to demonstrate the validity of the method. Comparison with Monte Carlo method is made to show the computational effectiveness of the method.

Keywords: First order plus dead-time, Operational matrix, Statistical analysis, Walsh function.

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Authors: Y. Boutiche, N. Ramou, M. Ben Gharsallah

Abstract:

This paper is devoted to present and discuss a model that allows a local segmentation by using statistical information of a given image. It is based on Chan-Vese model, curve evolution, partial differential equations and binary level sets method. The proposed model uses the piecewise constant approximation of Chan-Vese model to compute Signed Pressure Force (SPF) function, this one attracts the curve to the true object(s)-s boundaries. The implemented model is used to extract weld defects from weld radiographic images in the aim to calculate the perimeter and surfaces of those weld defects; encouraged resultants are obtained on synthetic and real radiographic images.

Keywords: Active contour, Chan-Vese Model, local segmentation, weld radiographic images.

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Authors: Guowei Hou, Lixin Yu, Wei Zhuang, Hui Qin, Xue Yang

Abstract:

Formal verification is proposed to ensure the correctness of the design and make functional verification more efficient. As cache plays a vital role in the design of System on Chip (SoC), and cache with Memory Management Unit (MMU) and cache memory unit makes the state space too large for simulation to verify, then a formal verification is presented for such system design. In the paper, a formal model checking verification flow is suggested and a new cache memory model which is called “exhaustive search model” is proposed. Instead of using large size ram to denote the whole cache memory, exhaustive search model employs just two cache blocks. For cache system contains data cache (Dcache) and instruction cache (Icache), Dcache memory model and Icache memory model are established separately using the same mechanism. At last, the novel model is employed to the verification of a cache which is module of a custom-built SoC system that has been applied in practical, and the result shows that the cache system is verified correctly using the exhaustive search model, and it makes the verification much more manageable and flexible.

Keywords: Cache system, formal verification, novel model, System on Chip (SoC).

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Authors: Widad Jakjoud, Mohamed Bahaj, Jamal Bakkas

Abstract:

Through this paper we present a method for automatic generation of ontological model from any data source using Model Driven Architecture (MDA), this generation is dedicated to the cooperation of the knowledge engineering and software engineering. Indeed, reverse engineering of a data source generates a software model (schema of data) that will undergo transformations to generate the ontological model. This method uses the meta-models to validate software and ontological models.

Keywords: Meta model, model, ontology, data source.

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Authors: Y. N. Phang, E. F. Loh

Abstract:

Zero inflated strict arcsine model is a newly developed model which is found to be appropriate in modeling overdispersed count data. In this study, we extend zero inflated strict arcsine model to zero inflated strict arcsine regression model by taking into consideration the extra variability caused by extra zeros and covariates in count data. Maximum likelihood estimation method is used in estimating the parameters for this zero inflated strict arcsine regression model.

Keywords: Overdispersed count data, maximum likelihood estimation, simulated annealing.

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Authors: Young-Seok Choi

Abstract:

This work presents a new type of the affine projection (AP) algorithms which incorporate the sparsity condition of a system. To exploit the sparsity of the system, a weighted l1-norm regularization is imposed on the cost function of the AP algorithm. Minimizing the cost function with a subgradient calculus and choosing two distinct weighting for l1-norm, two stochastic gradient based sparsity regularized AP (SR-AP) algorithms are developed. Experimental results exhibit that the SR-AP algorithms outperform the typical AP counterparts for identifying sparse systems.

Keywords: System identification, adaptive filter, affine projection, sparsity, sparse system.

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Authors: Hidehiko Okada

Abstract:

The author previously proposed an extension of differential evolution. The proposed method extends the processes of DE to handle interval numbers as genotype values so that DE can be applied to interval-valued optimization problems. The interval DE can employ either of two interval models, the lower and upper model or the center and width model, for specifying genotype values. Ability of the interval DE in searching for solutions may depend on the model. In this paper, the author compares the two models to investigate which model contributes better for the interval DE to find better solutions. Application of the interval DE is evolutionary training of interval-valued neural networks. A result of preliminary study indicates that the CW model is better than the LU model: the interval DE with the CW model could evolve better neural networks. 

Keywords: Evolutionary algorithms, differential evolution, neural network, neuroevolution, interval arithmetic.

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Authors: Mohammed A. Hajeeh

Abstract:

This paper examines the behavior of a system, which upon failure is either replaced with certain probability p or imperfectly repaired with probability q. The system is analyzed using Kolmogorov's forward equations method; the analytical expression for the steady state availability is derived as an indicator of the system’s performance. It is found that the analysis becomes more complex as the number of imperfect repairs increases. It is also observed that the availability increases as the number of states and replacement probability increases. Using such an approach in more complex configurations and in dynamic systems is cumbersome; therefore, it is advisable to resort to simulation or heuristics. In this paper, an example is provided for demonstration.

Keywords: Repairable models, imperfect, availability, exponential distribution.

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Authors: Tomoaki Hashimoto

Abstract:

Recently, optimal control problems subject to probabilistic constraints have attracted much attention in many research field. Although probabilistic constraints are generally intractable in optimization problems, several methods haven been proposed to deal with probabilistic constraints. In most methods, probabilistic constraints are transformed to deterministic constraints that are tractable in optimization problems. This paper examines a method for transforming probabilistic constraints into deterministic constraints for a class of probabilistic constrained optimal control problems.

Keywords: Optimal control, stochastic systems, discrete-time systems, probabilistic constraints.

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Authors: Entisar A. Elgmati

Abstract:

Martingale model diagnostic for assessing the fit of logistic regression model to recurrent events data are studied. One way of assessing the fit is by plotting the empirical standard deviation of the standardized martingale residual processes. Here we used another diagnostic plot based on martingale residual covariance. We investigated the plot performance under several types of model misspecification. Clearly the method has correctly picked up the wrong model. Also we present a test statistic that supplement the inspection of the two diagnostic. The test statistic power agrees with what we have seen in the plots of the estimated martingale covariance.

Keywords: Covariance, logistic model, misspecification, recurrent events.

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Authors: Naiqin Feng, Yuhui Qiu, Yingshan Zhang, Fang Wang

Abstract:

A logic model for analyzing complex systems- stability is very useful to many areas of sciences. In the real world, we are enlightened from some natural phenomena such as “biosphere", “food chain", “ecological balance" etc. By research and practice, and taking advantage of the orthogonality and symmetry defined by the theory of multilateral matrices, we put forward a logic analysis model of stability of complex systems with three relations, and prove it by means of mathematics. This logic model is usually successful in analyzing stability of a complex system. The structure of the logic model is not only clear and simple, but also can be easily used to research and solve many stability problems of complex systems. As an application, some examples are given.

Keywords: Complex system, logic model, relation, stability.

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Authors: Daniela Elena Marinescu, Ioana Manafi, Dumitru Marin

Abstract:

We consider a Principal-Agent model with the Principal being a seller who does not know perfectly how much the buyer (the Agent) is willing to pay for the good. The buyer-s preferences are hence his private information. The model corresponds to the nonlinear pricing problem of Maskin and Riley. We assume there are three types of Agents. The model is solved using “informational rents" as variables. In the last section we present the main characteristics of the optimal contracts in asymmetric information and some possible extensions of the model.

Keywords: Adverse selection, asymmetric information, informational rent, nonlinear pricing, optimal contract

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Authors: A. A. Penin, A. S. Sidorenko

Abstract:

A convenient and physically sound mathematical model of the external or I - V characteristic of solar cells generators is presented in this paper. This model is compared with the traditional model of p-n junction. The direct analytical calculation of load regime leads to a quadratic equation, which is importantly to simplify the calculations in the real time.

Keywords: A solar cell generator, I−V characteristic, activetwo-pole.

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Authors: J. P. Dubois, Omar M. Abdul-Latif

Abstract:

Support Vector Machine (SVM) is a statistical learning tool developed to a more complex concept of structural risk minimization (SRM). In this paper, SVM is applied to signal detection in communication systems in the presence of channel noise in various environments in the form of Rayleigh fading, additive white Gaussian background noise (AWGN), and interference noise generalized as additive color Gaussian noise (ACGN). The structure and performance of SVM in terms of the bit error rate (BER) metric is derived and simulated for these advanced stochastic noise models and the computational complexity of the implementation, in terms of average computational time per bit, is also presented. The performance of SVM is then compared to conventional binary signaling optimal model-based detector driven by binary phase shift keying (BPSK) modulation. We show that the SVM performance is superior to that of conventional matched filter-, innovation filter-, and Wiener filter-driven detectors, even in the presence of random Doppler carrier deviation, especially for low SNR (signal-to-noise ratio) ranges. For large SNR, the performance of the SVM was similar to that of the classical detectors. However, the convergence between SVM and maximum likelihood detection occurred at a higher SNR as the noise environment became more hostile.

Keywords: Colour noise, Doppler shift, innovation filter, least square-support vector machine, matched filter, Rayleigh fading, Wiener filter.

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Authors: Xiaoshu Lu, Martti Viljanen

Abstract:

A new analytical model is developed which provides close-formed solutions for both transient indoor and envelope temperature changes in buildings. Time-dependent boundary temperature is presented as Fourier series which can approximate real weather conditions. The final close-formed solutions are simple, concise, and comprehensive. The model was compared with numerical results and good accuracy was obtained. The model can be used as design and control guidelines in engineering applications for analysing mechanical heat transfer properties for buildings.

Keywords: Analytical model, heat transfer, whole building.

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Authors: F.B. Georgise, K. D. Thoben, M. Seifert

Abstract:

This paper presents a research agenda on the SCOR model adaptation. SCOR model is designated to measure supply chain performance and logistics impact across the boundaries of individual organizations. It is at its growing stage of its life cycle and is enjoying the leverage of becoming the industry standard. The SCOR model has been developed and used widely in developed countries context. This research focuses on the SCOR model adaptation for the manufacturing industry in developing countries. With a necessary understanding of the characteristics, difficulties and problems of the manufacturing industry in developing countries- supply chain; consequently, we will try to designs an adapted model with its building blocks: business process model, performance measures and best practices.

Keywords: developing countries, manufacturing industry, SCOR model adaptation

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Authors: Hyun-Kyu Kang

Abstract:

The Korean Government has applied the preliminary feasibility study to new government R&D program plans as a part of an evaluation system for R&D programs. The preliminary feasibility study for the R&D program is composed of 3 major criteria such as technological, policy and economic analysis. The program logic model approach is used as a part of the technological analysis in the preliminary feasibility study. We has developed and improved the R&D program logic model. The logic model is a very useful tool for evaluating R&D program plans. Using a logic model, we can generally identify important factors of the R&D program plan, analyze its logic flow and find the disconnection or jump in the logic flow among components of the logic model.

Keywords: Preliminary feasibility study, R&D program logic model, technological analysis.

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Authors: K. Abbaspoursani, M. Allahyari, M. Rahmani

Abstract:

Thermal conductivity is an important characteristic of a nanofluid in laminar flow heat transfer. This paper presents an improved model for the prediction of the effective thermal conductivity of nanofluids based on dimensionless groups. The model expresses the thermal conductivity of a nanofluid as a function of the thermal conductivity of the solid and liquid, their volume fractions and particle size. The proposed model includes a parameter which accounts for the interfacial shell, brownian motion, and aggregation of particle. The validation of the model is verified by applying the results obtained by the experiments of Tio2-water and Al2o3-water nanofluids.

Keywords: Critical particle size, nanofluid, model, and thermal conductivity.

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Authors: Zeeshan Furqan, Shahabuddin Muhammad, Ratan Guha

Abstract:

IEEE has designed 802.11i protocol to address the security issues in wireless local area networks. Formal analysis is important to ensure that the protocols work properly without having to resort to tedious testing and debugging which can only show the presence of errors, never their absence. In this paper, we present the formal verification of an abstract protocol model of 802.11i. We translate the 802.11i protocol into the Strand Space Model and then prove the authentication property of the resulting model using the Strand Space formalism. The intruder in our model is imbued with powerful capabilities and repercussions to possible attacks are evaluated. Our analysis proves that the authentication of 802.11i is not compromised in the presented model. We further demonstrate how changes in our model will yield a successful man-in-the-middle attack.

Keywords: authentication, formal analysis, formal verification, security.

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Authors: Mario Gianni, Manuel A. Ruiz Garcia, Fiora Pirri

Abstract:

In this work, we present a Bayesian non-parametric approach to model the motion control of ATVs. The motion control model is based on a Dirichlet Process-Gaussian Process (DP-GP) mixture model. The DP-GP mixture model provides a flexible representation of patterns of control manoeuvres along trajectories of different lengths and discretizations. The model also estimates the number of patterns, sufficient for modeling the dynamics of the ATV.

Keywords: Dirichlet processes, Gaussian processes, robot control learning, tracked vehicles.

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Authors: Kuan-Chou Chen, Keh-Wen “Carin” Chuang

Abstract:

This paper demonstrates a model of an e-Learning system based on nowadays learning theory and distant education practice. The relationships in the model are designed to be simple and functional and do not necessarily represent any particular e- Learning environments. It is meant to be a generic e-Learning system model with implications for any distant education course instructional design. It allows online instructors to move away from the discrepancy between the courses and body of knowledge. The interrelationships of four primary sectors that are at the e-Learning system are presented in this paper. This integrated model includes [1] pedagogy, [2] technology, [3] teaching, and [4] learning. There are interactions within each of these sectors depicted by system loop map.

Keywords: e-Learning system, online courses instructionaldesign, integrated model, interrelationships.

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Authors: Yuzhi Cai

Abstract:

In this talk, we introduce a newly developed quantile function model that can be used for estimating conditional distributions of financial returns and for obtaining multi-step ahead out-of-sample predictive distributions of financial returns. Since we forecast the whole conditional distributions, any predictive quantity of interest about the future financial returns can be obtained simply as a by-product of the method. We also show an application of the model to the daily closing prices of Dow Jones Industrial Average (DJIA) series over the period from 2 January 2004 - 8 October 2010. We obtained the predictive distributions up to 15 days ahead for the DJIA returns, which were further compared with the actually observed returns and those predicted from an AR-GARCH model. The results show that the new model can capture the main features of financial returns and provide a better fitted model together with improved mean forecasts compared with conventional methods. We hope this talk will help audience to see that this new model has the potential to be very useful in practice.

Keywords: DJIA, Financial returns, predictive distribution, quantile function model.

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Authors: Bu Jianhui, Bi Jinshun, Liu Mengxin, Luo Jiajun, Han Zhengsheng

Abstract:

The floating body effect is a serious problem for the PDSOI MOSFET, and the H-gate layout is frequently used as the body contact to eliminate this effect. Unfortunately, most of the standard commercial SOI MOSFET model is for the device with finger gate, the necessity of the new models for the H-gate device arises. A simulation model for the H-gate PDSOI MOSFET is proposed based on the 0.35μm PDSOI process developed by the Institute of Microelectronics of the Chinese Academy of Sciences (IMECAS), and then the model is well verified by the ring-oscillator.

Keywords: PDSOI H-gate Device model Body contact.

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Authors: S. Benzarti, H. Mhiri, H. Bournot

Abstract:

In the current work, a numerical parametric study was performed in order to model the fluid mechanics in the riser of a bubbling fluidized bed (BFB). The gas-solid flow was simulated by mean of a multi-fluid Eulerian model incorporating the kinetic theory for solid particles. The bubbling fluidized bed was simulated two dimensionally by mean of a Computational Fluid Dynamic (CFD) commercial software package, Fluent. The effects of using different inter-phase drag function (the drag model of Gidaspow, Syamlal and O-Brien and the EMMS drag model) on the model predictions were evaluated and compared. The results showed that the drag models of Gidaspow and Syamlal and O-Brien overestimated the drag force for the FCC particles and predicted a greater bed expansion in comparison to the EMMS drag model.

Keywords: Bubbling fluidized bed, CFD, drag model, EMMS

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Authors: Luke S. Carlos A. Thompson

Abstract:

The medical model of disability, though beneficial for the medical professional, is often exclusionary, restrictive and dehumanizing when applied to the lived experience of disability. As a result, a critique of this model was constructed called the social model of disability. Much of the language used to articulate the purpose behind the social model of disability can be summed up within the word inclusion. However, this essay asserts that inclusiveness is an incomplete aspiration. The social model, as it currently stands, does not aid in creating a society where those with impairments actually belong. Rather, the social model aids in lessening the visibility, or negative consequence of, difference. Therefore, the social model does not invite society to welcome those with physical and intellectual impairments. It simply aids society in ignoring the existence of impairment by removing explicit forms of exclusion. Rather than simple inclusion, then, this essay uses John Swinton’s concept of friendship and Jean Vanier’s understanding of belonging to better articulate the intended outcome of the social model—a society where everyone can belong.

Keywords: Belong, community, disability, exclusion, friendship, inclusion.

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Authors: Anna Avramenko, Heikki Haario

Abstract:

This paper reports the development and application of a 2D1 depth-averaged model. The main goal of this contribution is to apply the depth averaged equations to a wind park model in which the treatment of the geometry, introduced on the mathematical model by the mass and momentum source terms. The depth-averaged model will be used in future to find the optimal position of wind turbines in the wind park. κ − ε and 2D LES turbulence models were consider in this article. 2D CFD2 simulations for one hill was done to check the depth-averaged model in practise.

Keywords: Depth-averaged equations, numerical modeling, CFD

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Authors: Mehmet Savsar

Abstract:

This paper presents a model for an unreliable production line, which is operated according to demand with constant work-in-process (CONWIP). A simulation model is developed based on the discrete model and several case problems are analyzed using the model. The model is utilized to optimize storage space capacities at intermediate stages and the number of kanbans at the last stage, which is used to trigger the production at the first stage. Furthermore, effects of several line parameters on production rate are analyzed using design of experiments.

Keywords: Production line simulator, Push-pull system, JIT system, Constant WIP, Machine failures.

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Authors: Rozilawati Razali, Paul W. Garratt

Abstract:

Software maintenance, which involves making enhancements, modifications and corrections to existing software systems, consumes more than half of developer time. Specification comprehensibility plays an important role in software maintenance as it permits the understanding of the system properties more easily and quickly. The use of formal notation such as B increases a specification-s precision and consistency. However, the notation is regarded as being difficult to comprehend. Semi-formal notation such as the Unified Modelling Language (UML) is perceived as more accessible but it lacks formality. Perhaps by combining both notations could produce a specification that is not only accurate and consistent but also accessible to users. This paper presents an experiment conducted on a model that integrates the use of both UML and B notations, namely UML-B, versus a B model alone. The objective of the experiment was to evaluate the comprehensibility of a UML-B model compared to a traditional B model. The measurement used in the experiment focused on the efficiency in performing the comprehension tasks. The experiment employed a cross-over design and was conducted on forty-one subjects, including undergraduate and masters students. The results show that the notation used in the UML-B model is more comprehensible than the B model.

Keywords: Model comprehensibility, formal and semi-formal notation, empirical assessment.

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Authors: S. W. Chen, W. K. Lin, J. R. Wang, C. Shih, H. T. Lin, H. C. Chang, W. Y. Li

Abstract:

Kuosheng nuclear power plant (NPP) is a BWR/6 type NPP and located on the northern coast of Taiwan. First, Kuosheng NPP TRACE model were developed in this research. In order to assess the system response of Kuosheng NPP TRACE model, startup tests data were used to evaluate Kuosheng NPP TRACE model. Second, the overpressurization transient analysis of Kuosheng NPP TRACE model was performed. Besides, in order to confirm the mechanical property and integrity of fuel rods, FRAPTRAN analysis was also performed in this study.

Keywords: TRACE, Safety analysis, BWR/6, FRAPTRAN.

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Authors: Farnaz G. Nezami, Mir B. Aryanezhad, Seyed J. Sadjadi

Abstract:

In this paper a nonlinear model is presented to demonstrate the relation between production and marketing departments. By introducing some functions such as pricing cost and market share loss functions it will be tried to show some aspects of market modelling which has not been regarded before. The proposed model will be a constrained signomial geometric programming model. For model solving, after variables- modifications an iterative technique based on the concept of geometric mean will be introduced to solve the resulting non-standard posynomial model which can be applied to a wide variety of models in non-standard posynomial geometric programming form. At the end a numerical analysis will be presented to accredit the validity of the mentioned model.

Keywords: Geometric programming, marketing, nonlinear optimization, production.

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