Search results for: Markov chains
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 235

Search results for: Markov chains

205 A Markov Chain Model for Load-Balancing Based and Service Based RAT Selection Algorithms in Heterogeneous Networks

Authors: Abdallah Al Sabbagh

Abstract:

Next Generation Wireless Network (NGWN) is expected to be a heterogeneous network which integrates all different Radio Access Technologies (RATs) through a common platform. A major challenge is how to allocate users to the most suitable RAT for them. An optimized solution can lead to maximize the efficient use of radio resources, achieve better performance for service providers and provide Quality of Service (QoS) with low costs to users. Currently, Radio Resource Management (RRM) is implemented efficiently for the RAT that it was developed. However, it is not suitable for a heterogeneous network. Common RRM (CRRM) was proposed to manage radio resource utilization in the heterogeneous network. This paper presents a user level Markov model for a three co-located RAT networks. The load-balancing based and service based CRRM algorithms have been studied using the presented Markov model. A comparison for the performance of load-balancing based and service based CRRM algorithms is studied in terms of traffic distribution, new call blocking probability, vertical handover (VHO) call dropping probability and throughput.

Keywords: Heterogeneous Wireless Network, Markov chain model, load-balancing based and service based algorithm, CRRM algorithms, Beyond 3G network.

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204 Average Switching Thresholds and Average Throughput for Adaptive Modulation using Markov Model

Authors: Essam S. Altubaishi

Abstract:

The motivation for adaptive modulation and coding is to adjust the method of transmission to ensure that the maximum efficiency is achieved over the link at all times. The receiver estimates the channel quality and reports it back to the transmitter. The transmitter then maps the reported quality into a link mode. This mapping however, is not a one-to-one mapping. In this paper we investigate a method for selecting the proper modulation scheme. This method can dynamically adapt the mapping of the Signal-to- Noise Ratio (SNR) into a link mode. It enables the use of the right modulation scheme irrespective of changes in the channel conditions by incorporating errors in the received data. We propose a Markov model for this method, and use it to derive the average switching thresholds and the average throughput. We show that the average throughput of this method outperforms the conventional threshold method.

Keywords: Adaptive modulation and coding, CDMA, Markov model.

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203 Unsupervised Segmentation by Hidden Markov Chain with Bi-dimensional Observed Process

Authors: Abdelali Joumad, Abdelaziz Nasroallah

Abstract:

In unsupervised segmentation context, we propose a bi-dimensional hidden Markov chain model (X,Y) that we adapt to the image segmentation problem. The bi-dimensional observed process Y = (Y 1, Y 2) is such that Y 1 represents the noisy image and Y 2 represents a noisy supplementary information on the image, for example a noisy proportion of pixels of the same type in a neighborhood of the current pixel. The proposed model can be seen as a competitive alternative to the Hilbert-Peano scan. We propose a bayesian algorithm to estimate parameters of the considered model. The performance of this algorithm is globally favorable, compared to the bi-dimensional EM algorithm through numerical and visual data.

Keywords: Image segmentation, Hidden Markov chain with a bi-dimensional observed process, Peano-Hilbert scan, Bayesian approach, MCMC methods, Bi-dimensional EM algorithm.

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202 Exploring the Activity Fabric of an Intelligent Environment with Hierarchical Hidden Markov Theory

Authors: Chiung-Hui Chen

Abstract:

The Internet of Things (IoT) was designed for widespread convenience. With the smart tag and the sensing network, a large quantity of dynamic information is immediately presented in the IoT. Through the internal communication and interaction, meaningful objects provide real-time services for users. Therefore, the service with appropriate decision-making has become an essential issue. Based on the science of human behavior, this study employed the environment model to record the time sequences and locations of different behaviors and adopted the probability module of the hierarchical Hidden Markov Model for the inference. The statistical analysis was conducted to achieve the following objectives: First, define user behaviors and predict the user behavior routes with the environment model to analyze user purposes. Second, construct the hierarchical Hidden Markov Model according to the logic framework, and establish the sequential intensity among behaviors to get acquainted with the use and activity fabric of the intelligent environment. Third, establish the intensity of the relation between the probability of objects’ being used and the objects. The indicator can describe the possible limitations of the mechanism. As the process is recorded in the information of the system created in this study, these data can be reused to adjust the procedure of intelligent design services.

Keywords: Behavior, big data, hierarchical Hidden Markov Model, intelligent object.

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201 Layers of Commerce: Modelling the Onion Trade of Dubai

Authors: Priti Bajpai, Mohammed Shibil

Abstract:

This paper utilizes a comparative case study design to examine a regional onion market. The particular case of onion markets is used to understand perishable product supply chains. The site for the study is Dubai, United Arab Emirates. Results from a six-month field study are outlined. In particular, the findings suggest that firms should examine adding additional destinations to their supply chain. Further, we argue that utilizing Dubai as a supply chain hub is in certain cases counterproductive. Implications for food supply chains and regional trade are discussed.

Keywords: Supply chains, Food markets, Onion trade, Field study.

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200 Topological Properties of an Exponential Random Geometric Graph Process

Authors: Yilun Shang

Abstract:

In this paper we consider a one-dimensional random geometric graph process with the inter-nodal gaps evolving according to an exponential AR(1) process. The transition probability matrix and stationary distribution are derived for the Markov chains concerning connectivity and the number of components. We analyze the algorithm for hitting time regarding disconnectivity. In addition to dynamical properties, we also study topological properties for static snapshots. We obtain the degree distributions as well as asymptotic precise bounds and strong law of large numbers for connectivity threshold distance and the largest nearest neighbor distance amongst others. Both exact results and limit theorems are provided in this paper.

Keywords: random geometric graph, autoregressive process, degree, connectivity, Markovian, wireless network.

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199 Markov Chain Monte Carlo Model Composition Search Strategy for Quantitative Trait Loci in a Bayesian Hierarchical Model

Authors: Susan J. Simmons, Fang Fang, Qijun Fang, Karl Ricanek

Abstract:

Quantitative trait loci (QTL) experiments have yielded important biological and biochemical information necessary for understanding the relationship between genetic markers and quantitative traits. For many years, most QTL algorithms only allowed one observation per genotype. Recently, there has been an increasing demand for QTL algorithms that can accommodate more than one observation per genotypic distribution. The Bayesian hierarchical model is very flexible and can easily incorporate this information into the model. Herein a methodology is presented that uses a Bayesian hierarchical model to capture the complexity of the data. Furthermore, the Markov chain Monte Carlo model composition (MC3) algorithm is used to search and identify important markers. An extensive simulation study illustrates that the method captures the true QTL, even under nonnormal noise and up to 6 QTL.

Keywords: Bayesian hierarchical model, Markov chain MonteCarlo model composition, quantitative trait loci.

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198 Evolutionary Training of Hybrid Systems of Recurrent Neural Networks and Hidden Markov Models

Authors: Rohitash Chandra, Christian W. Omlin

Abstract:

We present a hybrid architecture of recurrent neural networks (RNNs) inspired by hidden Markov models (HMMs). We train the hybrid architecture using genetic algorithms to learn and represent dynamical systems. We train the hybrid architecture on a set of deterministic finite-state automata strings and observe the generalization performance of the hybrid architecture when presented with a new set of strings which were not present in the training data set. In this way, we show that the hybrid system of HMM and RNN can learn and represent deterministic finite-state automata. We ran experiments with different sets of population sizes in the genetic algorithm; we also ran experiments to find out which weight initializations were best for training the hybrid architecture. The results show that the hybrid architecture of recurrent neural networks inspired by hidden Markov models can train and represent dynamical systems. The best training and generalization performance is achieved when the hybrid architecture is initialized with random real weight values of range -15 to 15.

Keywords: Deterministic finite-state automata, genetic algorithm, hidden Markov models, hybrid systems and recurrent neural networks.

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197 Supply Chain Competitiveness: A Review of Select Enablers

Authors: Ajay Verma, Nitin Seth

Abstract:

In present days market environment, supply chains has to be competitive enough to handle pressures like varying customer’s expectations, low cost high quality products to be delivered at the minimum time and the most important is throat cutting competition at world wide scale. Recently, supply chain competitiveness has been, therefore, accepted as one of the most important philosophies in the supply chain literature. Various researchers and practitioners have tried to identify and implement enablers in supply chains which can bring competitiveness in the supply chains i.e. supply chain competitiveness. The purpose of this paper is to suggest select enablers for supply chain competitiveness in the Indian manufacturing sector using an integrated approach of literature review and exploratory interviews with eminent professionals from the supply chain area in various industries, academia and research. The aim of the paper is to highlight the important enablers in the area of supply chain competitiveness and suggest recommendations to the industry and managers of manufacturing supply chains with a view to encourage more efforts in this wider domain area.

Keywords: Supply Chain Competitiveness, Supply Chain Collaboration, Coordination, Quality Management, Cost.

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196 Polymer Mediated Interaction between Grafted Nanosheets

Authors: Supriya Gupta, Paresh Chokshi

Abstract:

Polymer-particle interactions can be effectively utilized to produce composites that possess physicochemical properties superior to that of neat polymer. The incorporation of fillers with dimensions comparable to polymer chain size produces composites with extra-ordinary properties owing to very high surface to volume ratio. The dispersion of nanoparticles is achieved by inducing steric repulsion realized by grafting particles with polymeric chains. A comprehensive understanding of the interparticle interaction between these functionalized nanoparticles plays an important role in the synthesis of a stable polymer nanocomposite. With the focus on incorporation of clay sheets in a polymer matrix, we theoretically construct the polymer mediated interparticle potential for two nanosheets grafted with polymeric chains. The self-consistent field theory (SCFT) is employed to obtain the inhomogeneous composition field under equilibrium. Unlike the continuum models, SCFT is built from the microscopic description taking in to account the molecular interactions contributed by both intra- and inter-chain potentials. We present the results of SCFT calculations of the interaction potential curve for two grafted nanosheets immersed in the matrix of polymeric chains of dissimilar chemistry to that of the grafted chains. The interaction potential is repulsive at short separation and shows depletion attraction for moderate separations induced by high grafting density. It is found that the strength of attraction well can be tuned by altering the compatibility between the grafted and the mobile chains. Further, we construct the interaction potential between two nanosheets grafted with diblock copolymers with one of the blocks being chemically identical to the free polymeric chains. The interplay between the enthalpic interaction between the dissimilar species and the entropy of the free chains gives rise to a rich behavior in interaction potential curve obtained for two separate cases of free chains being chemically similar to either the grafted block or the free block of the grafted diblock chains.

Keywords: Clay nanosheets, polymer brush, polymer nanocomposites, self-consistent field theory.

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195 Constrained Particle Swarm Optimization of Supply Chains

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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194 Enhancing Rural Agricultural Value Chains through Electric Mobility Services in Ethiopia

Authors: Clemens Pizzinini, Philipp Rosner, David Ziegler, Markus Lienkamp

Abstract:

Transportation is a constitutional part of most supply and value chains in modern economies. Smallholder farmers in rural Ethiopia face severe challenges along their supply and value chains. In particular, suitable, affordable, and available transport services are in high demand. To develop context-specific technical solutions, a problem-to-solution methodology based on the interaction with technology is developed. With this approach, we fill the gap between proven transportation assessment frameworks and general user-centered techniques. Central to our approach is an electric test vehicle that is implemented in rural supply and value chains for research, development, and testing. Based on our objective and the derived methodological requirements, a set of existing methods is  selected. Local partners are integrated in an organizational framework that executes major parts of this research endeavour in Arsi Zone, Oromia Region, Ethiopia.

Keywords: Agricultural value chain, participatory methods, agile methods, sub-Saharan Africa, Ethiopia, electric vehicle, transport service.

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193 Periodic Storage Control Problem

Authors: Ru-Shuo Sheu, Han-Hsin Chou, Te-Shyang Tan

Abstract:

Considering a reservoir with periodic states and different cost functions with penalty, its release rules can be modeled as a periodic Markov decision process (PMDP). First, we prove that policy- iteration algorithm also works for the PMDP. Then, with policy- iteration algorithm, we obtain the optimal policies for a special aperiodic reservoir model with two cost functions under large penalty and give a discussion when the penalty is small.

Keywords: periodic Markov decision process, periodic state, policy-iteration algorithm.

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192 Hidden Markov Model for the Simulation Study of Neural States and Intentionality

Authors: R. B. Mishra

Abstract:

Hidden Markov Model (HMM) has been used in prediction and determination of states that generate different neural activations as well as mental working conditions. This paper addresses two applications of HMM; one to determine the optimal sequence of states for two neural states: Active (AC) and Inactive (IA) for the three emission (observations) which are for No Working (NW), Waiting (WT) and Working (W) conditions of human beings. Another is for the determination of optimal sequence of intentionality i.e. Believe (B), Desire (D), and Intention (I) as the states and three observational sequences: NW, WT and W. The computational results are encouraging and useful.

Keywords: BDI, HMM, neural activation, optimal states, working conditions.

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191 Hybrid Markov Game Controller Design Algorithms for Nonlinear Systems

Authors: R. Sharma, M. Gopal

Abstract:

Markov games can be effectively used to design controllers for nonlinear systems. The paper presents two novel controller design algorithms by incorporating ideas from gametheory literature that address safety and consistency issues of the 'learned' control strategy. A more widely used approach for controller design is the H∞ optimal control, which suffers from high computational demand and at times, may be infeasible. We generate an optimal control policy for the agent (controller) via a simple Linear Program enabling the controller to learn about the unknown environment. The controller is facing an unknown environment and in our formulation this environment corresponds to the behavior rules of the noise modeled as the opponent. Proposed approaches aim to achieve 'safe-consistent' and 'safe-universally consistent' controller behavior by hybridizing 'min-max', 'fictitious play' and 'cautious fictitious play' approaches drawn from game theory. We empirically evaluate the approaches on a simulated Inverted Pendulum swing-up task and compare its performance against standard Q learning.

Keywords: Fictitious Play, Cautious Fictitious Play, InvertedPendulum, Controller, Markov Games, Mobile Robot.

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190 Collaborative Planning and Forecasting

Authors: Neha Asthana, Vishal Krishna Prasad

Abstract:

Collaborative Planning and Forecasting is an innovative and systematic approach towards productive integration and assimilation of data synergized into information. The changing and variable market dynamics have persuaded global business chains to incorporate Collaborative Planning and Forecasting as an imperative tool. Thus, it is essential for the supply chains to constantly improvise, update its nature, and mould as per changing global environment.

Keywords: Information transfer, Forecasting, Optimization.

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189 An Estimating Parameter of the Mean in Normal Distribution by Maximum Likelihood, Bayes, and Markov Chain Monte Carlo Methods

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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188 Ottoman Script Recognition Using Hidden Markov Model

Authors: Ayşe Onat, Ferruh Yildiz, Mesut Gündüz

Abstract:

In this study, an OCR system for segmentation, feature extraction and recognition of Ottoman Scripts has been developed using handwritten characters. Detection of handwritten characters written by humans is a difficult process. Segmentation and feature extraction stages are based on geometrical feature analysis, followed by the chain code transformation of the main strokes of each character. The output of segmentation is well-defined segments that can be fed into any classification approach. The classes of main strokes are identified through left-right Hidden Markov Model (HMM).

Keywords: Chain Code, HMM, Ottoman Script Recognition, OCR

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187 A Strategy Based View of Supply Chain Competitiveness

Authors: Ajay Verma, Nitin Seth

Abstract:

In this era of competitiveness, there is a growing need for supply chains also to become competitive enough to handle pressures like varying customer’s expectations, low cost high quality products to be delivered at the minimum time and the most important is throat cutting competition at world wide scale. In the recent years, supply chain competitiveness has been, therefore, accepted as one of the most important philosophies in the supply chain literature. Various researchers and practitioners have tried to identify and implement strategies in supply chains which can bring competitiveness in the supply chains i.e. supply chain competitiveness. The purpose of this paper is to suggest select strategies for supply chain competitiveness in the Indian manufacturing sector using an integrated approach of literature review and exploratory interviews with eminent professionals from the supply chain area in various industries, academia and research. The aim of the paper is to highlight the important area of competitiveness in the supply chain and to suggest recommendations to the industry and managers of manufacturing sector.

Keywords: Competitiveness, Supply Chain Competitiveness, Collaboration, Coordination, Cooperation.

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186 Part of Speech Tagging Using Statistical Approach for Nepali Text

Authors: Archit Yajnik

Abstract:

Part of Speech Tagging has always been a challenging task in the era of Natural Language Processing. This article presents POS tagging for Nepali text using Hidden Markov Model and Viterbi algorithm. From the Nepali text, annotated corpus training and testing data set are randomly separated. Both methods are employed on the data sets. Viterbi algorithm is found to be computationally faster and accurate as compared to HMM. The accuracy of 95.43% is achieved using Viterbi algorithm. Error analysis where the mismatches took place is elaborately discussed.

Keywords: Hidden Markov model, Viterbi algorithm, POS tagging, natural language processing.

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185 Markov Chain Based QoS Support for Wireless Body Area Network Communication in Health Monitoring Services

Authors: R. A. Isabel, E. Baburaj

Abstract:

Wireless Body Area Networks (WBANs) are essential for real-time health monitoring of patients and in diagnosing of many diseases. WBANs comprise many sensors to monitor a large range of ambient conditions. Quality of Service (QoS) is a key challenge in WBAN, because the different state information of the neighboring nodes has to be monitored in an accurate manner. However, energy consumption gets increased while predicting and maintaining the exact information in highly dynamic environments. In order to reduce energy consumption and end to end delay, Markov Chain Based Quality of Service Support (MC-QoSS) method is designed in the health monitoring services of WBAN communication. The energy consumption gets reduced by forming a Markov chain with high energy nodes in the sensor networks communication path. The low energy level sensor nodes are removed using transitional probability in order to reduce end to end delay. High energy nodes are formed in the chain structure of its corresponding path to enhance communication. After choosing the communication path through high energy nodes, the packets are sent to the sink node from the source node with a higher Packet Delivery Ratio. The simulation result shows that MC-QoSS method improves the packet delivery ratio and reduces energy consumption with minimum end to end delay, compared to existing methods.

Keywords: Wireless body area networks, quality of service, Markov chain, health monitoring services.

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184 Genetic Algorithm and Padé-Moment Matching for Model Order Reduction

Authors: Shilpi Lavania, Deepak Nagaria

Abstract:

A mixed method for model order reduction is presented in this paper. The denominator polynomial is derived by matching both Markov parameters and time moments, whereas numerator polynomial derivation and error minimization is done using Genetic Algorithm. The efficiency of the proposed method can be investigated in terms of closeness of the response of reduced order model with respect to that of higher order original model and a comparison of the integral square error as well.

Keywords: Model Order Reduction (MOR), control theory, Markov parameters, time moments, genetic algorithm, Single Input Single Output (SISO).

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183 Computing Transition Intensity Using Time-Homogeneous Markov Jump Process: Case of South African HIV/AIDS Disposition

Authors: A. Bayaga

Abstract:

This research provides a technical account of estimating Transition Probability using Time-homogeneous Markov Jump Process applying by South African HIV/AIDS data from the Statistics South Africa. It employs Maximum Likelihood Estimator (MLE) model to explore the possible influence of Transition Probability of mortality cases in which case the data was based on actual Statistics South Africa. This was conducted via an integrated demographic and epidemiological model of South African HIV/AIDS epidemic. The model was fitted to age-specific HIV prevalence data and recorded death data using MLE model. Though the previous model results suggest HIV in South Africa has declined and AIDS mortality rates have declined since 2002 – 2013, in contrast, our results differ evidently with the generally accepted HIV models (Spectrum/EPP and ASSA2008) in South Africa. However, there is the need for supplementary research to be conducted to enhance the demographic parameters in the model and as well apply it to each of the nine (9) provinces of South Africa.

Keywords: AIDS mortality rates, Epidemiological model, Time-homogeneous Markov Jump Process, Transition Probability, Statistics South Africa.

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182 Residual Life Prediction for a System Subject to Condition Monitoring and Two Failure Modes

Authors: Akram Khaleghei Ghosheh Balagh, Viliam Makis

Abstract:

In this paper, we investigate the residual life prediction problem for a partially observable system subject to two failure modes, namely a catastrophic failure and a failure due to the system degradation. The system is subject to condition monitoring and the degradation process is described by a hidden Markov model with unknown parameters. The parameter estimation procedure based on an EM algorithm is developed and the formulas for the conditional reliability function and the mean residual life are derived, illustrated by a numerical example.

Keywords: Partially observable system, hidden Markov model, competing risks, residual life prediction.

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181 Geospatial Assessment of State Lands in the Cape Coast Urban Area

Authors: E. B. Quarcoo, I. Yakubu, K. J. Appau

Abstract:

Current land use and land cover (LULC) dynamics in Ghana have revealed considerable changes in settlement spaces. As a result, this study is intended to merge the cellular automata and Markov chain models using remotely sensed data and Geographical Information System (GIS) approaches to monitor, map, and detect the spatio-temporal LULC change in state lands within Cape Coast Metropolis. Multi-temporal satellite images from 1986-2020 were pre-processed, geo-referenced, and then mapped using supervised maximum likelihood classification to investigate the state’s land cover history (1986-2020) with an overall mapping accuracy of approximately 85%. The study further observed the rate of change for the area to have favored the built-up area 9.8 (12.58 km2) to the detriment of vegetation 5.14 (12.68 km2), but on average, 0.37 km2 (91.43 acres, or 37.00 ha.) of the landscape was transformed yearly. Subsequently, the CA-Markov model was used to anticipate the potential LULC for the study area for 2030. According to the anticipated 2030 LULC map, the patterns of vegetation transitioning into built-up regions will continue over the following ten years as a result of urban growth.

Keywords: LULC, cellular automata, Markov Chain, state lands, urbanisation, public lands, cape coast metropolis.

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180 Manufacturing Dispersions Based Simulation and Synthesis of Design Tolerances

Authors: Nassima Cheikh, Abdelmadjid Cheikh, Said Hamou

Abstract:

The objective of this work which is based on the approach of simultaneous engineering is to contribute to the development of a CIM tool for the synthesis of functional design dimensions expressed by average values and tolerance intervals. In this paper, the dispersions method known as the Δl method which proved reliable in the simulation of manufacturing dimensions is used to develop a methodology for the automation of the simulation. This methodology is constructed around three procedures. The first procedure executes the verification of the functional requirements by automatically extracting the functional dimension chains in the mechanical sub-assembly. Then a second procedure performs an optimization of the dispersions on the basis of unknown variables. The third procedure uses the optimized values of the dispersions to compute the optimized average values and tolerances of the functional dimensions in the chains. A statistical and cost based approach is integrated in the methodology in order to take account of the capabilities of the manufacturing processes and to distribute optimal values among the individual components of the chains.

Keywords: functional tolerances, manufacturing dispersions, simulation, CIM.

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179 Ruin Probability for a Markovian Risk Model with Two-type Claims

Authors: Dongdong Zhang, Deran Zhang

Abstract:

In this paper, a Markovian risk model with two-type claims is considered. In such a risk model, the occurrences of the two type claims are described by two point processes {Ni(t), t ¸ 0}, i = 1, 2, where {Ni(t), t ¸ 0} is the number of jumps during the interval (0, t] for the Markov jump process {Xi(t), t ¸ 0} . The ruin probability ª(u) of a company facing such a risk model is mainly discussed. An integral equation satisfied by the ruin probability ª(u) is obtained and the bounds for the convergence rate of the ruin probability ª(u) are given by using key-renewal theorem.

Keywords: Risk model, ruin probability, Markov jump process, integral equation.

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178 A Condition-Based Maintenance Policy for Multi-Unit Systems Subject to Deterioration

Authors: Nooshin Salari, Viliam Makis

Abstract:

In this paper, we propose a condition-based maintenance policy for multi-unit systems considering the existence of economic dependency among units. We consider a system composed of N identical units, where each unit deteriorates independently. Deterioration process of each unit is modeled as a three-state continuous time homogeneous Markov chain with two working states and a failure state. The average production rate of units varies in different working states and demand rate of the system is constant. Units are inspected at equidistant time epochs, and decision regarding performing maintenance is determined by the number of units in the failure state. If the total number of units in the failure state exceeds a critical level, maintenance is initiated, where units in failed state are replaced correctively and deteriorated state units are maintained preventively. Our objective is to determine the optimal number of failed units to initiate maintenance minimizing the long run expected average cost per unit time. The problem is formulated and solved in the semi-Markov decision process (SMDP) framework. A numerical example is developed to demonstrate the proposed policy and the comparison with the corrective maintenance policy is presented.

Keywords: Reliability, production, maintenance optimization, Semi-Markov Decision Process.

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177 Featured based Segmentation of Color Textured Images using GLCM and Markov Random Field Model

Authors: Dipti Patra, Mridula J

Abstract:

In this paper, we propose a new image segmentation approach for colour textured images. The proposed method for image segmentation consists of two stages. In the first stage, textural features using gray level co-occurrence matrix(GLCM) are computed for regions of interest (ROI) considered for each class. ROI acts as ground truth for the classes. Ohta model (I1, I2, I3) is the colour model used for segmentation. Statistical mean feature at certain inter pixel distance (IPD) of I2 component was considered to be the optimized textural feature for further segmentation. In the second stage, the feature matrix obtained is assumed to be the degraded version of the image labels and modeled as Markov Random Field (MRF) model to model the unknown image labels. The labels are estimated through maximum a posteriori (MAP) estimation criterion using ICM algorithm. The performance of the proposed approach is compared with that of the existing schemes, JSEG and another scheme which uses GLCM and MRF in RGB colour space. The proposed method is found to be outperforming the existing ones in terms of segmentation accuracy with acceptable rate of convergence. The results are validated with synthetic and real textured images.

Keywords: Texture Image Segmentation, Gray Level Cooccurrence Matrix, Markov Random Field Model, Ohta colour space, ICM algorithm.

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176 Development of Entrepreneurship in Industry on the Basis of Regulation of Transnational Production Chains in the Russian Arctic

Authors: E. N. Vetrova, L.V. Lapochkina, N. V. Nikulina

Abstract:

In the national economy, entrepreneurship plays the role of a buffer between economy and policy for it contributes to improving budget effectiveness and decreasing dependence of economy on the state. Entrepreneurship in industry makes it possible to increase the added value that is formed in production chains and to decrease dependence on import. Under the current circumstances, when sanctions are being imposed, this is especially relevant for Russia and for the realization of projects in the Russian Arctic. However, development of entrepreneurship in industry requires an enlightened state policy. The purpose of the research is elaboration of recommendations for improving economic effectiveness of the realization of the Arctic projects on the basis of conceptual proposals for the development of entrepreneurship in industry. The paper presents the studies of the extractive industry role in the Russian economy and proves its raw material character. The analysis of production chains in industry on the basis of the conception of the added value global chains demonstrated a low added value formed by Russian companies. The study of changes in the structure of economy based on systemic, statistical and comparative analyses revealed no positive changes in the structure of economy over the period under consideration. This is a manifestation of ineffectiveness of the Russian industrial policy in general and within the Arctic region in particular. The authors identified the problems information and implementation of the state industrial policy in the Arctic region and in the development of national entrepreneurship, analyzed the shortcomings of the current state policy in the sphere of the Russian industry. On the basis of the conducted studies, the authors formulated conceptual approaches to change the state policy in the Arctic. The basic idea of the authors is to substantiate the focus of the state regulation on the development of entrepreneurship in industry in the process of the Russian Arctic exploration. At the same time another problem is solved–that of the development of the manufacturing industry in the southern regions of the northwestern part of Russia. The criterion of effectiveness in this case is the economic effectiveness.

Keywords: Entrepreneurship in industry, global chains of the added value, government regulation, industrial policies, production chains in the Arctic region, economic effectiveness.

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