Search results for: Probability.

Authors: Saemee Jun, Dong-Hyeon Shin, Tae-Sang Ahn, Hyung-Joon Kim

Abstract:

Building loss estimation methodologies which have been advanced considerably in recent decades are usually used to estimate socio and economic impacts resulting from seismic structural damage. In accordance with these methods, this paper presents the evaluation of an annual loss probability of a reinforced concrete moment resisting frame designed according to Korean Building Code. The annual loss probability is defined by (1) a fragility curve obtained from a capacity spectrum method which is similar to a method adopted from HAZUS, and (2) a seismic hazard curve derived from annual frequencies of exceedance per peak ground acceleration. Seismic fragilities are computed to calculate the annual loss probability of a certain structure using functions depending on structural capacity, seismic demand, structural response and the probability of exceeding damage state thresholds. This study carried out a nonlinear static analysis to obtain the capacity of a RC moment resisting frame selected as a prototype building. The analysis results show that the probability of being extensive structural damage in the prototype building is expected to 0.01% in a year.

Keywords: Expected annual loss, Loss estimation, RC structure, Fragility analysis.

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Authors: Bharadwaj Kadiyala, Sunitha V

Abstract:

Most routing protocols (DSR, AODV etc.) that have been designed for wireless adhoc networks incorporate the broadcasting operation in their route discovery scheme. Probabilistic broadcasting techniques have been developed to optimize the broadcast operation which is otherwise very expensive in terms of the redundancy and the traffic it generates. In this paper we have explored percolation theory to gain a different perspective on probabilistic broadcasting schemes which have been actively researched in the recent years. This theory has helped us estimate the value of broadcast probability in a wireless adhoc network as a function of the size of the network. We also show that, operating at those optimal values of broadcast probability there is at least 25-30% reduction in packet regeneration during successful broadcasting.

Keywords: Crossover length, Percolation, Probabilistic broadcast, Wireless adhoc networks

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Authors: Chaudhuri Manoj Kumar Swain, Susmita Das

Abstract:

This paper explores a detailed procedure of predicting a path loss (PL) model and its application in estimating the coverage probability in a WiMAX network. For this a hybrid approach is followed in predicting an empirical PL model of a 2.65 GHz WiMAX network deployed in a suburban environment. Data collection, statistical analysis, and regression analysis are the phases of operations incorporated in this approach and the importance of each of these phases has been discussed properly. The procedure of collecting data such as received signal strength indicator (RSSI) through experimental set up is demonstrated. From the collected data set, empirical PL and RSSI models are predicted with regression technique. Furthermore, with the aid of the predicted PL model, essential parameters such as PL exponent as well as the coverage probability of the network are evaluated. This research work may assist in the process of deployment and optimisation of any cellular network significantly.

Keywords: WiMAX, RSSI, path loss, coverage probability, regression analysis.

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Authors: Amir T. Payandeh Najafabadi

Abstract:

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

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

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Authors: Youguo Wang, Lenan Wu

Abstract:

Stochastic resonance (SR) is a phenomenon whereby the signal transmission or signal processing through certain nonlinear systems can be improved by adding noise. This paper discusses SR in nonlinear signal detection by a simple test statistic, which can be computed from multiple noisy data in a binary decision problem based on a maximum a posteriori probability criterion. The performance of detection is assessed by the probability of detection error Per . When the input signal is subthreshold signal, we establish that benefit from noise can be gained for different noises and confirm further that the subthreshold SR exists in nonlinear signal detection. The efficacy of SR is significantly improved and the minimum of Per can dramatically approach to zero as the sample number increases. These results show the robustness of SR in signal detection and extend the applicability of SR in signal processing.

Keywords: Probability of detection error, signal detection, stochastic resonance.

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Authors: Shiann-Shiun Jeng, Chen-Wan Tsung, Hong-You Liou, Chun-Chieh Chang, Jia-Ming Chen

Abstract:

The coverage probability and range of IEEE 802.16 systems depend on different wireless scenarios. Evaluating the performance of IEEE 802.16 systems over Stanford University Interim (SUI) channels is suggested by IEEE 802.16 specifications. In order to derive an effective method for forecasting the coverage probability and range, this study uses the SUI channel model to analyze the coverage probability with Rayleigh fading for an IEEE 802.16 system. The BER of the IEEE 802.16 system is shown in the simulation results. Then, the maximum allowed path loss can be calculated and substituted into the coverage analysis. Therefore, simulation results show the coverage range with and without Rayleigh fading.

Keywords: OFDM, coverage, SUI channel, IEEE 802.16

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Authors: Musa'ed N. Almarshad, Saleh A. Alshebeili, Mourad Barkat

Abstract:

A challenging problem in radar signal processing is to achieve reliable target detection in the presence of interferences. In this paper, we propose a novel algorithm for automatic censoring of radar interfering targets in log-normal clutter. The proposed algorithm, termed the forward automatic censored cell averaging detector (F-ACCAD), consists of two steps: removing the corrupted reference cells (censoring) and the actual detection. Both steps are performed dynamically by using a suitable set of ranked cells to estimate the unknown background level and set the adaptive thresholds accordingly. The F-ACCAD algorithm does not require any prior information about the clutter parameters nor does it require the number of interfering targets. The effectiveness of the F-ACCAD algorithm is assessed by computing, using Monte Carlo simulations, the probability of censoring and the probability of detection in different background environments.

Keywords: CFAR, Log-normal clutter, Censoring, Probabilityof detection, Probability of false alarm, Probability of falsecensoring.

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Authors: Nkongho Ayuketang Arreyndip, Ebobenow Joseph

Abstract:

In this paper, to model a real life wind turbine, a probabilistic approach is proposed to model the dynamics of the blade elements of a small axial wind turbine under extreme stochastic wind speeds conditions. It was found that the power and the torque probability density functions even-dough decreases at these extreme wind speeds but are not infinite. Moreover, we also fund that it is possible to stabilize the power coefficient (stabilizing the output power)above rated wind speeds by turning some control parameters. This method helps to explain the effect of turbulence on the quality and quantity of the harness power and aerodynamic torque.

Keywords: Probability, Stochastic, Probability density function, Turbulence.

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Authors: Zina Benouaret, Djamil Aissani

Abstract:

In this work, we introduce the qualitative and quantitative concept of the strong stability method in the risk process modeling two lines of business of the same insurance company or an insurance and re-insurance companies that divide between them both claims and premiums with a certain proportion. The approach proposed is based on the identification of the ruin probability associate to the model considered, with a stationary distribution of a Markov random process called a reversed process. Our objective, after clarifying the condition and the perturbation domain of parameters, is to obtain the stability inequality of the ruin probability which is applied to estimate the approximation error of a model with disturbance parameters by the considered model. In the stability bound obtained, all constants are explicitly written.

Keywords: Markov chain, risk models, ruin probabilities, strong stability analysis.

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Authors: Zhanli Zhang, Wei Chen, Xin Jiang, Lili Ma, Shaoting Tang, Zhiming Zheng

Abstract:

A new class of percolation model in complex networks, in which nodes are characterized by hidden variables reflecting the properties of nodes and the occupied probability of each link is determined by the hidden variables of the end nodes, is studied in this paper. By the mean field theory, the analytical expressions for the phase of percolation transition is deduced. It is determined by the distribution of the hidden variables for the nodes and the occupied probability between pairs of them. Moreover, the analytical expressions obtained are checked by means of numerical simulations on a particular model. Besides, the general model can be applied to describe and control practical diffusion models, such as disease diffusion model, scientists cooperation networks, and so on.

Keywords: complex networks, percolation transition, hidden variable, occupied probability.

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Authors: Md. Sohidul Islam, Mohammad Rakibul Islam

Abstract:

In this paper, we consider a non-identically independently distributed (non-i.i.d.) Hoyt fading single-input multiple-out put (SIMO) channel, where the transmitter sends some confidential information to the legitimate receiver in presence of an eavesdropper. We formulated the probability of non-zero secrecy mutual information; secure outage probability and average secrecy mutual information (SMI) for the SIMO wireless communication system. The calculation has been carried out using small limit argument approximation (SLAA) on zeroth-order modified Bessel function of first kind. In our proposed model, an eavesdropper observes transmissions of information through another Hoyt fading channel. First, we derived the analytical expression for non-zero secrecy mutual information. Then, we find the secure outage probability to investigate the outage behavior of the proposed model. Finally, we find the average secrecy mutual information. We consider that the channel state information (CSI) is known to legitimate receiver.

Keywords: Hoyt fading, main channel, eavesdropper channel, secure outage probability, average secrecy mutual information.

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Authors: Zhichao Jiao, Craig Farnham, Jihui Yuan, Kazuo Emura

Abstract:

It is common to use the outdoor design weather data to select the air-conditioning capacity in the building design stage. The meteorological elements of outdoor design weather data are usually selected based on their excess frequency separately while the dependency between the elements is not well considered. It means that the simultaneous occurrence probability of these elements is smaller than the original excess frequency which may cause an overestimation of selecting air-conditioning capacity. Therefore, the copula approach which can capture the dependency between multivariate data was used to model the joint distributions of the meteorological elements, like air temperature and global solar radiation. We suggest a method based on the specific simultaneous occurrence probability of these two elements of selecting more credible outdoor design conditions. The hourly weather data at 12 noon from 2001 to 2010 in Tokyo, Japan are used to analyze the dependency structure and joint distribution, the Gaussian copula represents the dependence of data best. According to calculating the air temperature and global solar radiation in specific simultaneous occurrence probability and the common exceeding, the results show that both the air temperature and global solar radiation based on simultaneous occurrence probability are lower than these based on the conventional method in the same probability.

Keywords: Copula approach, Design weather database, energy conservation, HVAC.

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Authors: M. Ranjeeth, S. Anuradha

Abstract:

Spectrum sensing is the main feature of cognitive radio technology. Spectrum sensing gives an idea of detecting the presence of the primary users in a licensed spectrum. In this paper we compare the theoretical results of detection probability of different fading environments like Rayleigh, Rician, Nakagami-m fading channels with the simulation results using energy detection based spectrum sensing. The numerical results are plotted as Pf Vs Pd for different SNR values, fading parameters. It is observed that Nakagami fading channel performance is better than other fading channels by using energy detection in spectrum sensing. A MATLAB simulation test bench has been implemented to know the performance of energy detection in different fading channel environment.

Keywords: Spectrum sensing, Energy detection, fading channels, Probability of detection, probability of false alarm.

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Authors: A. Zanaz, S. Yotte, F. Fouchal, A. Chateauneuf

Abstract:

This paper presents a methodology for probabilistic assessment of bearing capacity and prediction of failure mechanism of masonry vaults at the ultimate state with consideration of the natural variability of Young’s modulus of stones. First, the computation model is explained. The failure mode corresponds to the four-hinge mechanism. Based on this consideration, the study of a vault composed of 16 segments is presented. The Young’s modulus of the segments is considered as random variable defined by a mean value and a coefficient of variation. A relationship linking the vault bearing capacity to the voussoirs modulus variation is proposed. The most probable failure mechanisms, in addition to that observed in the deterministic case, are identified for each variability level as well as their probability of occurrence. The results show that the mechanism observed in the deterministic case has decreasing probability of occurrence in terms of variability, while the number of other mechanisms and their probability of occurrence increases with the coefficient of variation of Young’s modulus. This means that if a significant change in the Young’s modulus of the segments is proven, taking it into account in computations becomes mandatory, both for determining the vault bearing capacity and for predicting its failure mechanism.

Keywords: Masonry, mechanism, probability, variability, vault.

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Authors: Alhusein Almahjoub, Dongyu Qiu

Abstract:

This paper deals with the random access procedure in next-generation networks and presents the solution to reduce total service time (TST) which is one of the most important performance metrics in current and future internet of things (IoT) based networks. The proposed solution focuses on the calculation of optimal transmission probability which maximizes the success probability and reduces TST. It uses the information of several idle preambles in every time slot, and based on it, it estimates the number of backlogged IoT devices using Naïve Bayes estimation which is a type of supervised learning in the machine learning domain. The estimation of backlogged devices is necessary since optimal transmission probability depends on it and the eNodeB does not have information about it. The simulations are carried out in MATLAB which verify that the proposed solution gives excellent performance.

Keywords: Random access, LTE/LTE-A, 5G, machine learning, Naïve Bayes estimation.

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Authors: D. De-León-Escobedo, D. J. Delgado-Hernández, S. Pérez

Abstract:

A probabilistic formulation to assess the slopes safety under the hazard of strong storms is presented and illustrated through a slope in Mexico. The formulation is based on the classical safety factor (SF) used in practice to appraise the slope stability, but it is introduced the treatment of uncertainties, and the slope failure probability is calculated as the probability that SF<1. As the main hazard is the rainfall on the area, statistics of rainfall intensity and duration are considered and modeled with an exponential distribution. The expected life-cycle cost is assessed by considering a monetary value on the slope failure consequences. Alternative mitigation measures are simulated, and the formulation is used to get the measures driving to the optimal one (minimum life-cycle costs). For the example, the optimal mitigation measure is the reduction on the slope inclination angle.

Keywords: Expected life-cycle cost, failure probability, slopes failure, storms.

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Authors: Po-Wen Chen, Jin-Yu Wu, Md. Manirul Ali, Yang Peng, Chen-Te Chang, Der-Jun Jan

Abstract:

Dynamics of cathode spot has become a major part of vacuum arc discharge with its high academic interest and wide application potential. In this article, using a three-dimensional statistical model, we simulate the distribution of the ignition probability of a new cathode spot occurring in different magnetic pressure on old cathode spot surface and at different arcing time. This model for the ignition probability of a new cathode spot was proposed in two typical situations, one by the pure isotropic random walk in the absence of an external magnetic field, other by the retrograde motion in external magnetic field, in parallel with the cathode surface. We mainly focus on developed relationship between the ignition probability density distribution of a new cathode spot and the external magnetic field.

Keywords: Cathode spot, vacuum arc discharge, transverse magnetic field, random walk.

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Authors: Pradip Deb

Abstract:

Quantitative radiobiological models can be used to assess the optimum clinical outcome from sophisticated therapeutic modalities by calculating tumor control probability (TCP) and normal tissue complication probability (NTCP). In this study two 3D-CRT and an IMRT treatment plans were developed with an initial prescription dose of 60 Gy in 2 Gy/fraction to prostate. Sensitivity of TCP and Complication free tumor control probability (P+) to the different values of α/β ratio was investigated for various prescription doses planned to be delivered in either a fixed number of fractions (I) or in a fixed dose per fraction (II) in each of the three different treatment plans. High dose/fraction and high α/β value result in comparatively smaller P+ and IMRT plans resulted in the highest P+, mainly due to the decrease in NTCP. If α/β is lower than expected, better tumor control can be achieved by increasing dose/fraction but decreasing the number of fractions.

Keywords: Linear Quadratic Model, TCP, NTCP, α/β ratio.

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Authors: M. Kargar, F. Gharbalchi

Abstract:

In this paper a new method is suggested for distributed data-mining by the probability patterns. These patterns use decision trees and decision graphs. The patterns are cared to be valid, novel, useful, and understandable. Considering a set of functions, the system reaches to a good pattern or better objectives. By using the suggested method we will be able to extract the useful information from massive and multi-relational data bases.

Keywords: Data-mining, Decision tree, Decision graph, Pattern, Relationship.

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Authors: A. Habibizad Navin, M. Naghian Fesharaki, M. Mirnia, M. Kargar

Abstract:

In this paper we introduce Digital Probability Hyper Digraph for modeling random variable as the hierarchical data-oriented model.

Keywords: Data-Oriented Models, Data Structure, DigitalProbability Hyper Digraph, Random Variable, Statistic andProbability.

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Authors: Lokesh Varshney, R. K. Saket

Abstract:

This paper presents reliability indices evaluation of the rotor core magnetization of the induction motor operated as a self excited induction generator by using probability distribution approach and Monte Carlo simulation. Parallel capacitors with calculated minimum capacitive value across the terminals of the induction motor operated as a SEIG with unregulated shaft speed have been connected during the experimental study. A three phase, 4 poles, 50Hz, 5.5 hp, 12.3A, 230V induction motor coupled with DC Shunt Motor was tested in the electrical machine laboratory with variable reactive loads. Based on this experimental study, it is possible to choose a reliable induction machines operated as a SEIG for unregulated renewable energy application in remote area or where grid is not available. Failure density function, cumulative failure distribution function, survivor function, hazard model, probability of success and probability of failure for reliability evaluation of the three phase induction motor operating as a SEIG have been presented graphically in this paper.

Keywords: Residual magnetism, magnetization curve, induction motor, self excited induction generator, probability distribution, Monte Carlo simulation.

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Authors: N. A. Salim, M. M. Othman, I. Musirin, M. S. Serwan

Abstract:

Hidden failure in a protection system has been recognized as one of the main reasons which may cause to a power system instability leading to a system cascading collapse. This paper presents a computationally systematic approach used to obtain the estimated average probability of a system cascading collapse by considering the effect of probability hidden failure in a protection system. The estimated average probability of a system cascading collapse is then used to determine the severe loading condition contributing to the higher risk of critical system cascading collapse. This information is essential to the system utility since it will assist the operator to determine the highest point of increased system loading condition prior to the event of critical system cascading collapse.

Keywords: Critical system cascading collapse, protection system hidden failure, severe loading condition.

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Authors: Andy Handouyahia, Tony Haddad, Frank Eaton

Abstract:

Recent quasi-experimental evaluation of the Canadian Active Labour Market Policies (ALMP) by Human Resources and Skills Development Canada (HRSDC) has provided an opportunity to examine alternative methods to estimating the incremental effects of Employment Benefits and Support Measures (EBSMs) on program participants. The focus of this paper is to assess the efficiency and robustness of inverse probability weighting (IPW) relative to kernel matching (KM) in the estimation of program effects. To accomplish this objective, the authors compare pairs of 1,080 estimates, along with their associated standard errors, to assess which type of estimate is generally more efficient and robust. In the interest of practicality, the authorsalso document the computationaltime it took to produce the IPW and KM estimates, respectively.

Keywords: Treatment effect, causal inference, observational studies, Propensity score based matching, Kernel Matching, Inverse Probability Weighting, Estimation methods for incremental effect.

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Authors: Kong Fah Tee, Lutfor Rahman Khan, Hongshuang Li

Abstract:

An advanced Monte Carlo simulation method, called Subset Simulation (SS) for the time-dependent reliability prediction for underground pipelines has been presented in this paper. The SS can provide better resolution for low failure probability level with efficient investigating of rare failure events which are commonly encountered in pipeline engineering applications. In SS method, random samples leading to progressive failure are generated efficiently and used for computing probabilistic performance by statistical variables. SS gains its efficiency as small probability event as a product of a sequence of intermediate events with larger conditional probabilities. The efficiency of SS has been demonstrated by numerical studies and attention in this work is devoted to scrutinise the robustness of the SS application in pipe reliability assessment. It is hoped that the development work can promote the use of SS tools for uncertainty propagation in the decision-making process of underground pipelines network reliability prediction.

Keywords: Underground pipelines, Probability of failure, Reliability and Subset Simulation.

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Authors: Fenglong Guo, Dingcheng Wang

Abstract:

This paper studies ruin probabilities in two discrete-time risk models with premiums, claims and rates of interest modelled by three autoregressive moving average processes. Generalized Lundberg inequalities for ruin probabilities are derived by using recursive technique. A numerical example is given to illustrate the applications of these probability inequalities.

Keywords: Lundberg inequality, NWUC, Renewal recursive technique, Ruin probability

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Authors: Viriyavudh Sim, Woo Young Jung

Abstract:

The failure of roof cladding mostly occurs due to the failing of the connection between claddings and purlins, which is the pull-out of the screw connecting the two parts when the pull-out load, i.e. typhoon, is higher than the resistance of the connection screw. As typhoon disasters in Korea are constantly on the rise, probability risk assessment (PRA) has become a vital tool to evaluate the performance of civil structures. In this study, we attempted to determine the fragility of roof cladding with the screw connection. Experimental study was performed to evaluate the pull-out resistance of screw joints between honeycomb panels and back frames. Subsequently, by means of Monte Carlo Simulation method, probability of failure for these types of roof cladding was determined. The results that the failure of roof cladding was depends on their location on the roof, for example, the edge most panel has the highest probability of failure.

Keywords: Monte Carlo Simulation, roof cladding, screw pull-out strength, wind fragility

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Authors: J. Daba, J. Dubois

Abstract:

In this work, we improve a previously developed segmentation scheme aimed at extracting edge information from speckled images using a maximum likelihood edge detector. The scheme was based on finding a threshold for the probability density function of a new kernel defined as the arithmetic mean-to-geometric mean ratio field over a circular neighborhood set and, in a general context, is founded on a likelihood random field model (LRFM). The segmentation algorithm was applied to discriminated speckle areas obtained using simple elliptic discriminant functions based on measures of the signal-to-noise ratio with fractional order moments. A rigorous stochastic analysis was used to derive an exact expression for the cumulative density function of the probability density function of the random field. Based on this, an accurate probability of error was derived and the performance of the scheme was analysed. The improved segmentation scheme performed well for both simulated and real images and showed superior results to those previously obtained using the original LRFM scheme and standard edge detection methods. In particular, the false alarm probability was markedly lower than that of the original LRFM method with oversegmentation artifacts virtually eliminated. The importance of this work lies in the development of a stochastic-based segmentation, allowing an accurate quantification of the probability of false detection. Non visual quantification and misclassification in medical ultrasound speckled images is relatively new and is of interest to clinicians.

Keywords: Discriminant function, false alarm, segmentation, signal-to-noise ratio, skewness, speckle.

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Authors: Seon Soon Choi

Abstract:

The principal purpose of this paper is to find the influence of maximum fatigue load on the probabilistic aspect of fatigue crack propagation life at a specified grown crack in magnesium alloys. The experiments of fatigue crack propagation are carried out in laboratory air under different conditions of the maximum fatigue loads to obtain the fatigue crack propagation data for the statistical analysis. In order to analyze the probabilistic aspect of fatigue crack propagation life, the goodness-of fit test for probability distribution of the fatigue crack propagation life at a specified grown crack is implemented through Anderson-Darling test. The good probability distribution of the fatigue crack propagation life is also verified under the conditions of the maximum fatigue loads.

Keywords: Fatigue crack propagation life, magnesium alloys, maximum fatigue load, probability.

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Authors: Jan Rychtar, Brian Stadler

Abstract:

We study how the outcome of evolutionary dynamics on graphs depends on a randomness on the graph structure. We gradually change the underlying graph from completely regular (e.g. a square lattice) to completely random. We find that the fixation probability increases as the randomness increases; nevertheless, the increase is not significant and thus the fixation probability could be estimated by the known formulas for underlying regular graphs.

Keywords: evolutionary dynamics, small-world networks

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Authors: M. A. Tayfun, M. A. Alkhalidi

Abstract:

The exact theoretical expression describing the probability distribution of nonlinear sea-surface elevations derived from the second-order narrowband model has a cumbersome form that requires numerical computations, not well-disposed to theoretical or practical applications. Here, the same narrowband model is reexamined to develop a simpler closed-form approximation suitable for theoretical and practical applications. The salient features of the approximate form are explored, and its relative validity is verified with comparisons to other readily available approximations, and oceanic data.

Keywords: Ocean waves, probability distributions, second-order nonlinearities, skewness coefficient, wave steepness.

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