Search results for: exceedance probability

Authors: Qi Xiu, Hiromu Hota, Yohsuke Ishii, Takuya Oda

Abstract:

Recently, collectable manufacturing data are rapidly increasing. On the other hand, mega recall is getting serious as a social problem. Under such circumstances, there are increasing needs for preventing mega recalls by defect analysis such as root cause analysis and abnormal detection utilizing manufacturing data. However, the time to classify strings in manufacturing data by traditional method is too long to meet requirement of quick defect analysis. Therefore, we present String Length Distribution Classification method (SLDC) to correctly classify strings in a short time. This method learns character features, especially string length distribution from Product ID, Machine ID in BOM and asset list. By applying the proposal to strings in actual manufacturing data, we verified that the classification time of strings can be reduced by 80%. As a result, it can be estimated that the requirement of quick defect analysis can be fulfilled.

Keywords: Data quality, feature selection, probability distribution, string classification, string length.

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Authors: N. Aldea, V. Rednic, F. Matei, Tiandou Hu, M. Neumann

Abstract:

The nickel and gold nanoclusters as supported catalysts were analyzed by XAS, XRD and XPS in order to determine their local, global and electronic structure. The present study has pointed out a strong deformation of the local structure of the metal, due to its interaction with oxide supports. The average particle size, the mean squares of the microstrain, the particle size distribution and microstrain functions of the supported Ni and Au catalysts were determined by XRD method using Generalized Fermi Function for the X-ray line profiles approximation. Based on EXAFS analysis we consider that the local structure of the investigated systems is strongly distorted concerning the atomic number pairs. Metal-support interaction is confirmed by the shape changes of the probability densities of electron transitions: Ni K edge (1s → continuum and 2p), Au LIII-edge (2p3/2 → continuum, 6s, 6d5/2 and 6d3/2). XPS investigations confirm the metal-support interaction at their interface.

Keywords: local and global structure, metal-support interaction, supported metal catalysts, synchrotron radiation, X-ray absorptionspectroscopy, X-ray diffraction, X-ray photoelectron spectroscopy.

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Authors: Isa Nakhai Kamal Abadi, Esmaeel Saberi, Ehsan Mirjafari

Abstract:

Every organization is continually subject to new damages and threats which can be resulted from their operations or their goal accomplishment. Methods of providing the security of space and applied tools have been widely changed with increasing application and development of information technology (IT). From this viewpoint, information security management systems were evolved to construct and prevent reiterating the experienced methods. In general, the correct response in information security management systems requires correct decision making, which in turn requires the comprehensive effort of managers and everyone involved in each plan or decision making. Obviously, all aspects of work or decision are not defined in all decision making conditions; therefore, the possible or certain risks should be considered when making decisions. This is the subject of risk management and it can influence the decisions. Investigation of different approaches in the field of risk management demonstrates their progress from quantitative to qualitative methods with a process approach.

Keywords: Risk Management, Information Security, Methodology, Probability.

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Authors: Jeerapa Sappakitkamjorn, Sa-aat Niwitpong

Abstract:

In many practical applications in various areas, such as engineering, science and social science, it is known that there exist bounds on the values of unknown parameters. For example, values of some measurements for controlling machines in an industrial process, weight or height of subjects, blood pressures of patients and retirement ages of public servants. When interval estimation is considered in a situation where the parameter to be estimated is bounded, it has been argued that the classical Neyman procedure for setting confidence intervals is unsatisfactory. This is due to the fact that the information regarding the restriction is simply ignored. It is, therefore, of significant interest to construct confidence intervals for the parameters that include the additional information on parameter values being bounded to enhance the accuracy of the interval estimation. Therefore in this paper, we propose a new confidence interval for the coefficient of variance where the population mean and standard deviation are bounded. The proposed interval is evaluated in terms of coverage probability and expected length via Monte Carlo simulation.  

Keywords: Bounded parameters, coefficient of variation, confidence interval, Monte Carlo simulation.

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Authors: E. Golden Julie, S. Tamil Selvi, Y. Harold Robinson

Abstract:

Many Wireless Sensor Network (WSN) applications necessitate secure multicast services for the purpose of broadcasting delay sensitive data like video files and live telecast at fixed time-slot. This work provides a novel method to deal with end-to-end delay and drop rate of packets. Opportunistic Routing chooses a link based on the maximum probability of packet delivery ratio. Null Key Generation helps in authenticating packets to the receiver. Markov Decision Process based Adaptive Scheduling algorithm determines the time slot for packet transmission. Both theoretical analysis and simulation results show that the proposed protocol ensures better performance in terms of packet delivery ratio, average end-to-end delay and normalized routing overhead.

Keywords: Delay-sensitive data, Markovian Decision Process based Adaptive Scheduling, Opportunistic Routing, Digital Signature authentication.

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Authors: Xiaohua Liu, Juan F. Beltran, Nishant Mohanchandra, Godfried T. Toussaint

Abstract:

Support vector machines (SVMs) are considered to be the best machine learning algorithms for minimizing the predictive probability of misclassification. However, their drawback is that for large data sets the computation of the optimal decision boundary is a time consuming function of the size of the training set. Hence several methods have been proposed to speed up the SVM algorithm. Here three methods used to speed up the computation of the SVM classifiers are compared experimentally using a musical genre classification problem. The simplest method pre-selects a random sample of the data before the application of the SVM algorithm. Two additional methods use proximity graphs to pre-select data that are near the decision boundary. One uses k-Nearest Neighbor graphs and the other Relative Neighborhood Graphs to accomplish the task.

Keywords: Machine learning, data mining, support vector machines, proximity graphs, relative-neighborhood graphs, k-nearestneighbor graphs, random sampling, training data condensation.

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Authors: Tom Snir, Eitan Rubin

Abstract:

Mendelian Disease Genes represent a collection of single points of failure for the various systems they constitute. Such genes have been shown, on average, to encode longer proteins than 'non-disease' proteins. Existing models suggest that this results from the increased likeli-hood of longer genes undergoing mutations. Here, we show that in saturated mutagenesis experiments performed on model organisms, where the likelihood of each gene mutating is one, a similar relationship between length and the probability of a gene being lethal was observed. We thus suggest an extended model demonstrating that the likelihood of a mutated gene to produce a severe phenotype is length-dependent. Using the occurrence of conserved domains, we bring evidence that this dependency results from a correlation between protein length and the number of functions it performs. We propose that protein length thus serves as a proxy for protein cardinality in different networks required for the organism's survival and well-being. We use this example to argue that the collection of Mendelian Disease Genes can, and should, be used to study the rules governing systems vulnerability in living organisms.

Keywords: Systems Biology, Protein Length

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Authors: Antoni Ivanov, Nikolay Dandanov, Nicole Christoff, Vladimir Poulkov

Abstract:

Spectrum underutilization has made cognitive radio a promising technology both for current and future telecommunications. This is due to the ability to exploit the unused spectrum in the bands dedicated to other wireless communication systems, and thus, increase their occupancy. The essential function, which allows the cognitive radio device to perceive the occupancy of the spectrum, is spectrum sensing. In this paper, the performance of modern adaptations of the four most widely used spectrum sensing techniques namely, energy detection (ED), cyclostationary feature detection (CSFD), matched filter (MF) and eigenvalues-based detection (EBD) is compared. The implementation has been accomplished through the PlutoSDR hardware platform and the GNU Radio software package in very low Signal-to-Noise Ratio (SNR) conditions. The optimal detection performance of the examined methods in a realistic implementation-oriented model is found for the common relevant parameters (number of observed samples, sensing time and required probability of false alarm).

Keywords: Cognitive radio, dynamic spectrum access, GNU Radio, spectrum sensing.

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Authors: Mohamed Adnan Landolsi, Ali F. Almutairi

Abstract:

The paper addresses the problem of line-of-sight (LOS) vs. non-line-of-sight (NLOS) propagation link identification in ultra-wideband (UWB) wireless networks, which is necessary for improving the accuracy of radiolocation and positioning applications. A LOS/NLOS likelihood hypothesis testing approach is applied based on exploiting distinctive statistical features of the channel impulse response (CIR) using parameters related to the “skewness” of the CIR and its root mean square (RMS) delay spread. A log-normal fit is presented for the probability densities of the CIR parameters. Simulation results show that different environments (residential, office, outdoor, etc.) have measurable differences in their CIR parameters’ statistics, which is then exploited in determining the nature of the propagation channels. Correct LOS/NLOS channel identification rates exceeding 90% are shown to be achievable for most types of environments. Additional improvement is also obtained by combining both CIR skewness and RMS delay statistics.

Keywords: Ultra-wideband, propagation, line-of-sight, non-line-of-sight, identification.

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Authors: G. Mattia, A. Di Leo, L. Principato

Abstract:

The purchase impulsiveness is preceded by a lack of self-control: consequently, it is legitimate to believe that a consumer with a low level of self-control can result in a higher probability of cognitive dissonance. Moreover, the process of purchase is influenced by the pre-existing affective state in a considerable way. With reference to on-line purchases, digital behavior cannot be merely ascribed to the rational sphere, given the speed and ease of transactions and the hedonistic dimension of purchases. To our knowledge, this research is among the first cases of verification of the effect of moderation exerted by the positive affective state in the on-line impulse purchase of products with a high expressive value such as a smartphone on the occurrence of cognitive dissonance. To this aim, a moderation analysis was conducted on a sample of 212 impulsive millennials buyers. Three scales were adopted to measure the constructs of interest: IBTS for impulsivity, PANAS for the affective state, Sweeney for cognitive dissonance. The analysis revealed that positive affective state does not affect the onset of cognitive dissonance.

Keywords: Cognitive dissonance, impulsive buying, online shopping, online consumer behavior.

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Authors: Parvinder S. Sandhu, Satish Kumar Dhiman, Anmol Goyal

Abstract:

Fault-proneness of a software module is the probability that the module contains faults. A correlation exists between the fault-proneness of the software and the measurable attributes of the code (i.e. the static metrics) and of the testing (i.e. the dynamic metrics). Early detection of fault-prone software components enables verification experts to concentrate their time and resources on the problem areas of the software system under development. This paper introduces Genetic Algorithm based software fault prediction models with Object-Oriented metrics. The contribution of this paper is that it has used Metric values of JEdit open source software for generation of the rules for the classification of software modules in the categories of Faulty and non faulty modules and thereafter empirically validation is performed. The results shows that Genetic algorithm approach can be used for finding the fault proneness in object oriented software components.

Keywords: Genetic Algorithms, Software Fault, Classification, Object Oriented Metrics.

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Authors: Wook-Won Kim, Sung-Yul Kim, Jin-O Kim

Abstract:

The fault current levels through the electric devices have a significant impact on failure probability. New fault current results in exceeding the rated capacity of circuit breaker and switching equipments and changes operation characteristic of overcurrent relay. In order to solve these problems, SFCL (Superconducting Fault Current Limiter) has rising as one of new alternatives so as to improve these problems. A fault current reduction differs depending on installed location. Therefore, a location of SFCL is very important. Also, SFCL decreases the fault current, and it prevents surrounding protective devices to be exposed to fault current, it then will bring a change of reliability. In this paper, we propose method which determines the optimal location when SFCL is installed in power system. In addition, the reliability about the power system which SFCL was installed is evaluated. The efficiency and effectiveness of this method are also shown by numerical examples and the reliability indices are evaluated in this study at each load points. These results show a reliability change of a system when SFCL was installed.

Keywords: Superconducting Fault Current Limiter, OptimalLocation, Reliability

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Authors: Leonardo Juan Ramírez López, Javier Oswaldo Rodriguez Velasquez

Abstract:

We have designed a Holter that measures the heart´s activity for over 24 hours, implemented a prediction methodology, and generate alarms as well as indicators to patients and treating physicians. Various diagnostic advances have been developed in clinical cardiology thanks to Holter implementation; however, their interpretation has largely been conditioned to clinical analysis and measurements adjusted to diverse population characteristics, thus turning it into a subjective examination. This, however, requires vast population studies to be validated that, in turn, have not achieved the ultimate goal: mortality prediction. Given this context, our Insight Research Group developed a mathematical methodology that assesses cardiac dynamics through entropy and probability, creating a numerical and geometrical attractor which allows quantifying the normalcy of chronic and acute disease as well as the evolution between such states, and our Tigum Research Group developed a holter device with 12 channels and advanced computer software. This has been shown in different contexts with 100% sensitivity and specificity results.

Keywords: Entropy, mathematical, prediction, cardiac, holter, attractor.

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Authors: Pashayev A., Askerov D., C. Ardil, Sadiqov R., Abdullayev P.

Abstract:

Groundlessness of application probability-statistic methods are especially shown at an early stage of the aviation GTE technical condition diagnosing, when the volume of the information has property of the fuzzy, limitations, uncertainty and efficiency of application of new technology Soft computing at these diagnosing stages by using the fuzzy logic and neural networks methods. It is made training with high accuracy of multiple linear and nonlinear models (the regression equations) received on the statistical fuzzy data basis. At the information sufficiency it is offered to use recurrent algorithm of aviation GTE technical condition identification on measurements of input and output parameters of the multiple linear and nonlinear generalized models at presence of noise measured (the new recursive least squares method (LSM)). As application of the given technique the estimation of the new operating aviation engine D30KU-154 technical condition at height H=10600 m was made.

Keywords: Identification of a technical condition, aviation gasturbine engine, fuzzy logic and neural networks.

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Authors: Thanh Nguyen, Andrei Doncescu, Pierre Siegel

Abstract:

Classification is an important data mining technique and could be used as data filtering in artificial intelligence. The broad application of classification for all kind of data leads to be used in nearly every field of our modern life. Classification helps us to put together different items according to the feature items decided as interesting and useful. In this paper, we compare two classification methods Naïve Bayes and ADTree use to detect spam e-mail. This choice is motivated by the fact that Naive Bayes algorithm is based on probability calculus while ADTree algorithm is based on decision tree. The parameter settings of the above classifiers use the maximization of true positive rate and minimization of false positive rate. The experiment results present classification accuracy and cost analysis in view of optimal classifier choice for Spam Detection. It is point out the number of attributes to obtain a tradeoff between number of them and the classification accuracy.

Keywords: Classification, data mining, spam filtering, naive Bayes, decision tree.

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Authors: Pashayev A., Askerov D., C. Ardil, Sadiqov R., Abdullayev P.

Abstract:

Groundlessness of application probability-statistic methods are especially shown at an early stage of the aviation GTE technical condition diagnosing, when the volume of the information has property of the fuzzy, limitations, uncertainty and efficiency of application of new technology Soft computing at these diagnosing stages by using the fuzzy logic and neural networks methods. It is made training with high accuracy of multiple linear and nonlinear models (the regression equations) received on the statistical fuzzy data basis. At the information sufficiency it is offered to use recurrent algorithm of aviation GTE technical condition identification on measurements of input and output parameters of the multiple linear and nonlinear generalized models at presence of noise measured (the new recursive least squares method (LSM)). As application of the given technique the estimation of the new operating aviation engine D30KU-154 technical condition at height H=10600 m was made.

Keywords: Identification of a technical condition, aviation gasturbine engine, fuzzy logic and neural networks.

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Authors: Do-Hwan Kim, Roberto Leon

Abstract:

Probabilistic characteristics of seismic responses of the Partially Restrained connection rotation (PRCR) and panel zone deformation (PZD) installed in older steel moment frames were investigated in accordance with statistical inference in decision-making process. The 4, 6 and 8 story older steel moment frames with clip angle and T-stub connections were designed and analyzed using 2%/50yrs ground motions in four cities of the Mid-America earthquake region. The probability density function and cumulative distribution function of PRCR and PZD were determined by the goodness-of-fit tests based on probabilistic parameters measured from the results of the nonlinear time-history analyses. The obtained probabilistic parameters and distributions can be used to find out what performance level mainly PR connections and panel zones satisfy and how many PR connections and panel zones experience a serious damage under the Mid-America ground motions.

Keywords: Mid-America earthquake, Panel zone, PR connection, Probabilistic characteristics, seismic performance

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Authors: Cheng-Chieh Chiang, Yi-Chia Chan, Greg C. Lee

Abstract:

This paper proposes a video-based framework for face recognition to identify which faces appear in a video sequence. Our basic idea is like a tracking task - to track a selection of person candidates over time according to the observing visual features of face images in video frames. Hence, we employ the state-space model to formulate video-based face recognition by dividing this problem into two parts: the likelihood and the transition measures. The likelihood measure is to recognize whose face is currently being observed in video frames, for which two-dimensional linear discriminant analysis is employed. The transition measure estimates the probability of changing from an incorrect recognition at the previous stage to the correct person at the current stage. Moreover, extra nodes associated with head nodes are incorporated into our proposed state-space model. The experimental results are also provided to demonstrate the robustness and efficiency of our proposed approach.

Keywords: 2DLDA, face recognition, state-space model, likelihood measure, transition measure.

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Authors: Katleho D. Makatjane, Kalebe M. Kalebe

Abstract:

The present paper used time-varying parameters which are based on the score function of a probability density at time t to model volatility of saving rate. We used a scaled likelihood function to update the parameters of the model overtime. Our results revealed high diligence of time-varying since the location parameter is greater than zero. Furthermore, we discovered a leptokurtic condition on saving rate’s distribution. Kapetanios, Shin-Shell Nonlinear Augmented Dickey-Fuller (KSS-NADF) test showed that the saving rate has a nonlinear unit root; therefore, it can be modeled by a generalised autoregressive score (GAS) model. Additionally, value at risk (VaR) and conditional tail expectation (CTE) indicate that 99% of the time people in Lesotho are saving more than spending. This puts the economy in high risk of not expanding. Therefore, the monetary policy committee (MPC) of Lesotho should revise their monetary policies towards this high saving rates risk.

Keywords: Generalized autoregressive score, time-varying, saving rate, Lesotho.

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Authors: George Yungchih Wang

Abstract:

This paper argues that increased uncertainty, in certain situations, may actually encourage investment. Since earlier studies mostly base their arguments on the assumption of geometric Brownian motion, the study extends the assumption to alternative stochastic processes, such as mixed diffusion-jump, mean-reverting process, and jump amplitude process. A general approach of Monte Carlo simulation is developed to derive optimal investment trigger for the situation that the closed-form solution could not be readily obtained under the assumption of alternative process. The main finding is that the overall effect of uncertainty on investment is interpreted by the probability of investing, and the relationship appears to be an invested U-shaped curve between uncertainty and investment. The implication is that uncertainty does not always discourage investment even under several sources of uncertainty. Furthermore, high-risk projects are not always dominated by low-risk projects because the high-risk projects may have a positive realization effect on encouraging investment.

Keywords: real options, geometric Brownian motion, mixeddiffusion-jump process, mean- reverting process, jump amplitudeprocess

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Authors: Chien-Min Chu, Bor-Wen Tsai, Kang-Tsung Chang

Abstract:

Landslide susceptibility map delineates the potential zones for landslide occurrence. Previous works have applied multivariate methods and neural networks for mapping landslide susceptibility. This study proposed a new approach to integrate decision tree model and spatial cluster statistic for assessing landslide susceptibility spatially. A total of 2057 landslide cells were digitized for developing the landslide decision tree model. The relationships of landslides and instability factors were explicitly represented by using tree graphs in the model. The local Getis-Ord statistics were used to cluster cells with high landslide probability. The analytic result from the local Getis-Ord statistics was classed to create a map of landslide susceptibility zones. The map was validated using new landslide data with 482 cells. Results of validation show an accuracy rate of 86.1% in predicting new landslide occurrence. This indicates that the proposed approach is useful for improving landslide susceptibility mapping.

Keywords: Landslide susceptibility Zonation, Decision treemodel, Spatial cluster, Local Getis-Ord statistics.

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Authors: A. Movaghar, R. A. Mahdavinejad

Abstract:

To analyze the effect of various parameters of fluid on the material properties such as surface and depth defects and/or cracks, it is possible to determine the affection of pressure field on these specifications. Stress tensor analysis is also able to determine the points in which the probability of defection creation is more. Besides, from pressure field, it is possible to analyze the affection of various fluid specifications such as viscosity and density on defect created in the material. In this research, the concerned boundary conditions are analyzed first. Then the solution network and stencil used are mentioned. With the determination of relevant equation on the fluid flow between notch and matrix and their discretion according to the governed boundary conditions, these equations can be solved. Finally, with the variation creations on fluid parameters such as density and viscosity, the affection of these variations can be determined on pressure field. In this direction, the flowchart and solution algorithm with their results as vortex and current function contours for two conditions with most applications in pressing process are introduced and discussed.

Keywords: Pressing, notch, matrix, flow function, vortex.

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Authors: Jung Ah Park, Zhijie Zhao, Doug Young Suh, Joern Ostermann

Abstract:

In this paper, we propose an effective relay communication for layered video transmission as an alternative to make the most of limited resources in a wireless communication network where loss often occurs. Relaying brings stable multimedia services to end clients, compared to multiple description coding (MDC). Also, retransmission of only parity data about one or more video layer using channel coder to the end client of the relay device is paramount to the robustness of the loss situation. Using these methods in resource-constrained environments, such as real-time user created content (UCC) with layered video transmission, can provide high-quality services even in a poor communication environment. Minimal services are also possible. The mathematical analysis shows that the proposed method reduced the probability of GOP loss rate compared to MDC and raptor code without relay. The GOP loss rate is about zero, while MDC and raptor code without relay have a GOP loss rate of 36% and 70% in case of 10% frame loss rate.

Keywords: Relay communication, Multiple Description Coding, Scalable Video Coding

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Authors: Parham Azimi, Hamid Reza Charmchi

Abstract:

In this research, we have developed a new efficient heuristic algorithm for the dynamic facility layout problem with budget constraint (DFLPB). This heuristic algorithm combines two mathematical programming methods such as discrete event simulation and linear integer programming (IP) to obtain a near optimum solution. In the proposed algorithm, the non-linear model of the DFLP has been changed to a pure integer programming (PIP) model. Then, the optimal solution of the PIP model has been used in a simulation model that has been designed in a similar manner as the DFLP for determining the probability of assigning a facility to a location. After a sufficient number of runs, the simulation model obtains near optimum solutions. Finally, to verify the performance of the algorithm, several test problems have been solved. The results show that the proposed algorithm is more efficient in terms of speed and accuracy than other heuristic algorithms presented in previous works found in the literature.

Keywords: Budget constraint, Dynamic facility layout problem, Integer programming, Simulation

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Authors: Kuen-Long Leu, Yung-Yuan Chen, Chin-Long Wey, Jwu-E Chen, Chung-Hsien Hsu

Abstract:

The increasing importance of FlexRay systems in automotive domain inspires unceasingly relative researches. One primary issue among researches is to verify the reliability of FlexRay systems either from protocol aspect or from system design aspect. However, research rarely discusses the effect of network topology on the system reliability. In this paper, we will illustrate how to model the reliability of FlexRay systems with various network topologies by a well-known probabilistic reasoning technology, Bayesian Network. In this illustration, we especially investigate the effectiveness of error containment built in star topology and fault-tolerant midpoint synchronization algorithm adopted in FlexRay communication protocol. Through a FlexRay steer-by-wire case study, the influence of different topologies on the failure probability of the FlexRay steerby- wire system is demonstrated. The notable value of this research is to show that the Bayesian Network inference is a powerful and feasible method for the reliability assessment of FlexRay systems.

Keywords: Bayesian Network, FlexRay, fault tolerance, network topology, reliability.

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Authors: James D. Gadze, Niki Pissinou, Kia Makki

Abstract:

In this paper we propose an intelligent agent approach to control the electric power grid at a smaller granularity in order to give it self-healing capabilities. We develop a method using the influence model to transform transmission substations into information processing, analyzing and decision making (intelligent behavior) units. We also develop a wireless communication method to deliver real-time uncorrupted information to an intelligent controller in a power system environment. A combined networking and information theoretic approach is adopted in meeting both the delay and error probability requirements. We use a mobile agent approach in optimizing the achievable information rate vector and in the distribution of rates to users (sensors). We developed the concept and the quantitative tools require in the creation of cooperating semiautonomous subsystems which puts the electric grid on the path towards intelligent and self-healing system.

Keywords: Mobile agent, power system operation and control, real time, wireless communication.

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Authors: Khemanand Moheeput, Smita S. D. Goorah, Satish K. Ramchurn

Abstract:

We report a computational study of the spreading dynamics of a viral infection in a complex (scale-free) network. The final epidemic size distribution (FESD) was found to be unimodal or bimodal depending on the value of the basic reproductive number R0 . The FESDs occurred on time-scales long enough for intermediate-time epidemic size distributions (IESDs) to be important for control measures. The usefulness of R0 for deciding on the timeliness and intensity of control measures was found to be limited by the multimodal nature of the IESDs and by its inability to inform on the speed at which the infection spreads through the population. A reduction of the transmission probability at the hubs of the scale-free network decreased the occurrence of the larger-sized epidemic events of the multimodal distributions. For effective epidemic control, an early reduction in transmission at the index cell and its neighbors was essential.

Keywords: Basic reproductive number, epidemic control, scalefree network, viral infection.

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Authors: Milad Eghtedari Naeini, Gholamreza Heravi

Abstract:

In this paper, based on the past project cost and time performance, a model for forecasting project cost performance is developed. This study presents a probabilistic project control concept to assure an acceptable forecast of project cost performance. In this concept project activities are classified into sub-groups entitled control accounts. Then obtain the Stochastic S-Curve (SS-Curve), for each sub-group and the project SS-Curve is obtained by summing sub-groups- SS-Curves. In this model, project cost uncertainties are considered through Beta distribution functions of the project activities costs required to complete the project at every selected time sections through project accomplishment, which are extracted from a variety of sources. Based on this model, after a percentage of the project progress, the project performance is measured via Earned Value Management to adjust the primary cost probability distribution functions. Then, accordingly the future project cost performance is predicted by using the Monte-Carlo simulation method.

Keywords: Monte Carlo method, Probabilistic model, Project forecasting, Stochastic S-curve

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Authors: Fares Innal, Yves Dutuit, Mourad Chebila

Abstract:

The object of this work is the probabilistic performance evaluation of safety instrumented systems (SIS), i.e. the average probability of dangerous failure on demand (PFD_avg) and the average frequency of failure (PFH), taking into account the uncertainties related to the different parameters that come into play: failure rate (λ), common cause failure proportion (β), diagnostic coverage (DC)... This leads to an accurate and safe assessment of the safety integrity level (SIL) inherent to the safety function performed by such systems. This aim is in keeping with the requirement of the IEC 61508 standard with respect to handling uncertainty. To do this, we propose an approach that combines (1) Monte Carlo simulation and (2) fuzzy sets. Indeed, the first method is appropriate where representative statistical data are available (using pdf of the relating parameters), while the latter applies in the case characterized by vague and subjective information (using membership function). The proposed approach is fully supported with a suitable computer code.

Keywords: Fuzzy sets, Monte Carlo simulation, Safety instrumented system, Safety integrity level.

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Authors: H. Krouma, M. Barkat, K. Kemih, M. Benslama, Y. Yacine

Abstract:

In this paper, we consider the analysis of the acquisition process for a hybrid double-dwell system with antenna diversity for DS-CDMA (direct sequence-code division multiple access) using an adaptive threshold. Acquisition systems with a fixed threshold value are unable to adapt to fast varying mobile communications environments and may result in a high false alarm rate, and/or low detection probability. Therefore, we propose an adaptively varying threshold scheme through the use of a cellaveraging constant false alarm rate (CA-CFAR) algorithm, which is well known in the field of radar detection. We derive exact expressions for the probabilities of detection and false alarm in Rayleigh fading channels. The mean acquisition time of the system under consideration is also derived. The performance of the system is analyzed and compared to that of a hybrid single dwell system.

Keywords: Adaptive threshold, hybrid double-dwell system, CA-CFAR algorithm, DS-CDMA.

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