Search results for: probability distribution.
2280 Stability Bound of Ruin Probability in a Reduced Two-Dimensional Risk Model
Authors: Zina Benouaret, Djamil Aissani
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8892279 Percolation Transition with Hidden Variables in Complex Networks
Authors: Zhanli Zhang, Wei Chen, Xin Jiang, Lili Ma, Shaoting Tang, Zhiming Zheng
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16082278 An Overview of Handoff Techniques in Cellular Networks
Authors: Nasıf Ekiz, Tara Salih, Sibel Küçüköner, Kemal Fidanboylu
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Continuation of an active call is one of the most important quality measurements in the cellular systems. Handoff process enables a cellular system to provide such a facility by transferring an active call from one cell to another. Different approaches are proposed and applied in order to achieve better handoff service. The principal parameters used to evaluate handoff techniques are: forced termination probability and call blocking probability. The mechanisms such as guard channels and queuing handoff calls decrease the forced termination probability while increasing the call blocking probability. In this paper we present an overview about the issues related to handoff initiation and decision and discuss about different types of handoff techniques available in the literature.
Keywords: Handoff, Forced Termination Probability, Blocking probability, Handoff Initiation, Handoff Decision, Handoff Prioritization Schemes.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 66152277 Computation of Probability Coefficients using Binary Decision Diagram and their Application in Test Vector Generation
Authors: Ashutosh Kumar Singh, Anand Mohan
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This paper deals with efficient computation of probability coefficients which offers computational simplicity as compared to spectral coefficients. It eliminates the need of inner product evaluations in determination of signature of a combinational circuit realizing given Boolean function. The method for computation of probability coefficients using transform matrix, fast transform method and using BDD is given. Theoretical relations for achievable computational advantage in terms of required additions in computing all 2n probability coefficients of n variable function have been developed. It is shown that for n ≥ 5, only 50% additions are needed to compute all probability coefficients as compared to spectral coefficients. The fault detection techniques based on spectral signature can be used with probability signature also to offer computational advantage.Keywords: Binary Decision Diagrams, Spectral Coefficients, Fault detection
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14652276 Probabilistic Modeling of Network-induced Delays in Networked Control Systems
Authors: Manoj Kumar, A.K. Verma, A. Srividya
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Time varying network induced delays in networked control systems (NCS) are known for degrading control system-s quality of performance (QoP) and causing stability problems. In literature, a control method employing modeling of communication delays as probability distribution, proves to be a better method. This paper focuses on modeling of network induced delays as probability distribution. CAN and MIL-STD-1553B are extensively used to carry periodic control and monitoring data in networked control systems. In literature, methods to estimate only the worst-case delays for these networks are available. In this paper probabilistic network delay model for CAN and MIL-STD-1553B networks are given. A systematic method to estimate values to model parameters from network parameters is given. A method to predict network delay in next cycle based on the present network delay is presented. Effect of active network redundancy and redundancy at node level on network delay and system response-time is also analyzed.Keywords: NCS (networked control system), delay analysis, response-time distribution, worst-case delay, CAN, MIL-STD-1553B, redundancy
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17712275 Optimal Mitigation of Slopes by Probabilistic Methods
Authors: D. De-León-Escobedo, D. J. Delgado-Hernández, S. Pérez
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7822274 Determination of Sensitive Transmission Lines Due to the Effect of Protection System Hidden Failure in a Critical System Cascading Collapse
Authors: N. A. Salim, M. M. Othman, I. Musirin, M. S. Serwan
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Protection system hidden failures have been identified as one of the main causes of system cascading collapse resulting to power system instability. In this paper, a systematic approach is presented in order to identify the probability of a system cascading collapse by taking into consideration the effect of protection system hidden failure. This includes the accurate calculation of the probability of hidden failure as it will provide significant impinge on the findings of the probability of system cascading collapse. The probability of a system cascading collapse is then used to identify the initial tripping of sensitive transmission lines which will contribute to a critical system cascading collapse. Based on the results obtained from this study, it is important to decide on the accurate value of the hidden failure probability as it will affect the probability of a system cascading collapse.
Keywords: Critical system cascading collapse, hidden failure, probability of cascading collapse, sensitive transmission lines.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17852273 An Approaching Index to Evaluate a forward Collision Probability
Authors: Yuan-Lin Chen
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This paper presents an approaching forward collision probability index (AFCPI) for alerting and assisting driver in keeping safety distance to avoid the forward collision accident in highway driving. The time to collision (TTC) and time headway (TH) are used to evaluate the TTC forward collision probability index (TFCPI) and the TH forward collision probability index (HFCPI), respectively. The Mamdani fuzzy inference algorithm is presented combining TFCPI and HFCPI to calculate the approaching collision probability index of the vehicle. The AFCPI is easier to understand for the driver who did not even have any professional knowledge in vehicle professional field. At the same time, the driver’s behavior is taken into account for suiting each driver. For the approaching index, the value 0 is indicating the 0% probability of forward collision, and the values 0.5 and 1 are indicating the 50% and 100% probabilities of forward collision, respectively. The AFCPI is useful and easy-to-understand for alerting driver to avoid the forward collision accidents when driving in highway.
Keywords: Approaching index, forward collision probability, time to collision, time headway.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11602272 Ruin Probability for a Markovian Risk Model with Two-type Claims
Authors: Dongdong Zhang, Deran Zhang
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13662271 Producing Outdoor Design Conditions Based on the Dependency between Meteorological Elements: Copula Approach
Authors: Zhichao Jiao, Craig Farnham, Jihui Yuan, Kazuo Emura
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3612270 Application of Adaptive Genetic Algorithm in Function Optimization
Authors: Panpan Xu, Shulin Sui
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The crossover probability and mutation probability are the two important factors in genetic algorithm. The adaptive genetic algorithm can improve the convergence performance of genetic algorithm, in which the crossover probability and mutation probability are adaptively designed with the changes of fitness value. We apply adaptive genetic algorithm into a function optimization problem. The numerical experiment represents that adaptive genetic algorithm improves the convergence speed and avoids local convergence.
Keywords: Genetic algorithm, Adaptive genetic algorithm, Function optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17242269 A Case Study on the Numerical-Probability Approach for Deep Excavation Analysis
Authors: Komeil Valipourian
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Urban advances and the growing need for developing infrastructures has increased the importance of deep excavations. In this study, after the introducing probability analysis as an important issue, an attempt has been made to apply it for the deep excavation project of Bangkok’s Metro as a case study. For this, the numerical probability model has been developed based on the Finite Difference Method and Monte Carlo sampling approach. The results indicate that disregarding the issue of probability in this project will result in an inappropriate design of the retaining structure. Therefore, probabilistic redesign of the support is proposed and carried out as one of the applications of probability analysis. A 50% reduction in the flexural strength of the structure increases the failure probability just by 8% in the allowable range and helps improve economic conditions, while maintaining mechanical efficiency. With regard to the lack of efficient design in most deep excavations, by considering geometrical and geotechnical variability, an attempt was made to develop an optimum practical design standard for deep excavations based on failure probability. On this basis, a practical relationship is presented for estimating the maximum allowable horizontal displacement, which can help improve design conditions without developing the probability analysis.
Keywords: Numerical probability modeling, deep excavation, allowable maximum displacement, finite difference method, FDM.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6922268 Probability of Globality
Authors: Eva Eggeling, Dieter W. Fellner, Torsten Ullrich
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The objective of global optimization is to find the globally best solution of a model. Nonlinear models are ubiquitous in many applications and their solution often requires a global search approach; i.e. for a function f from a set A ⊂ Rn to the real numbers, an element x0 ∈ A is sought-after, such that ∀ x ∈ A : f(x0) ≤ f(x). Depending on the field of application, the question whether a found solution x0 is not only a local minimum but a global one is very important. This article presents a probabilistic approach to determine the probability of a solution being a global minimum. The approach is independent of the used global search method and only requires a limited, convex parameter domain A as well as a Lipschitz continuous function f whose Lipschitz constant is not needed to be known.Keywords: global optimization, probability theory, probability of globality
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15822267 A Thought on Exotic Statistical Distributions
Authors: R K Sinha
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The statistical distributions are modeled in explaining nature of various types of data sets. Although these distributions are mostly uni-modal, it is quite common to see multiple modes in the observed distribution of the underlying variables, which make the precise modeling unrealistic. The observed data do not exhibit smoothness not necessarily due to randomness, but could also be due to non-randomness resulting in zigzag curves, oscillations, humps etc. The present paper argues that trigonometric functions, which have not been used in probability functions of distributions so far, have the potential to take care of this, if incorporated in the distribution appropriately. A simple distribution (named as, Sinoform Distribution), involving trigonometric functions, is illustrated in the paper with a data set. The importance of trigonometric functions is demonstrated in the paper, which have the characteristics to make statistical distributions exotic. It is possible to have multiple modes, oscillations and zigzag curves in the density, which could be suitable to explain the underlying nature of select data set.Keywords: Exotic Statistical Distributions, Kurtosis, Mixture Distributions, Multi-modal
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16262266 The Giant Component in a Random Subgraph of a Weak Expander
Authors: Yilun Shang
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In this paper, we investigate the appearance of the giant component in random subgraphs G(p) of a given large finite graph family Gn = (Vn, En) in which each edge is present independently with probability p. We show that if the graph Gn satisfies a weak isoperimetric inequality and has bounded degree, then the probability p under which G(p) has a giant component of linear order with some constant probability is bounded away from zero and one. In addition, we prove the probability of abnormally large order of the giant component decays exponentially. When a contact graph is modeled as Gn, our result is of special interest in the study of the spread of infectious diseases or the identification of community in various social networks.
Keywords: subgraph, expander, random graph, giant component, percolation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16972265 Compton Scattering of Annihilation Photons as a Short Range Quantum Key Distribution Mechanism
Authors: Roman Novak, Matjaz Vencelj
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The angular distribution of Compton scattering of two quanta originating in the annihilation of a positron with an electron is investigated as a quantum key distribution (QKD) mechanism in the gamma spectral range. The geometry of coincident Compton scattering is observed on the two sides as a way to obtain partially correlated readings on the quantum channel. We derive the noise probability density function of a conceptually equivalent prepare and measure quantum channel in order to evaluate the limits of the concept in terms of the device secrecy capacity and estimate it at roughly 1.9 bits per 1 000 annihilation events. The high error rate is well above the tolerable error rates of the common reconciliation protocols; therefore, the proposed key agreement protocol by public discussion requires key reconciliation using classical error-correcting codes. We constructed a prototype device based on the readily available monolithic detectors in the least complex setup.Keywords: Compton scattering, gamma-ray polarization, quantumcryptography, quantum key distribution
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22572264 Pragati Node Popularity (PNP) Approach to Identify Congestion Hot Spots in MPLS
Authors: E. Ramaraj, A. Padmapriya
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In large Internet backbones, Service Providers typically have to explicitly manage the traffic flows in order to optimize the use of network resources. This process is often referred to as Traffic Engineering (TE). Common objectives of traffic engineering include balance traffic distribution across the network and avoiding congestion hot spots. Raj P H and SVK Raja designed the Bayesian network approach to identify congestion hors pots in MPLS. In this approach for every node in the network the Conditional Probability Distribution (CPD) is specified. Based on the CPD the congestion hot spots are identified. Then the traffic can be distributed so that no link in the network is either over utilized or under utilized. Although the Bayesian network approach has been implemented in operational networks, it has a number of well known scaling issues. This paper proposes a new approach, which we call the Pragati (means Progress) Node Popularity (PNP) approach to identify the congestion hot spots with the network topology alone. In the new Pragati Node Popularity approach, IP routing runs natively over the physical topology rather than depending on the CPD of each node as in Bayesian network. We first illustrate our approach with a simple network, then present a formal analysis of the Pragati Node Popularity approach. Our PNP approach shows that for any given network of Bayesian approach, it exactly identifies the same result with minimum efforts. We further extend the result to a more generic one: for any network topology and even though the network is loopy. A theoretical insight of our result is that the optimal routing is always shortest path routing with respect to some considerations of hot spots in the networks.Keywords: Conditional Probability Distribution, Congestion hotspots, Operational Networks, Traffic Engineering.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19882263 Classification of Extreme Ground-Level Ozone Based on Generalized Extreme Value Model for Air Monitoring Station
Authors: Siti Aisyah Zakaria, Nor Azrita Mohd Amin, Noor Fadhilah Ahmad Radi, Nasrul Hamidin
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Higher ground-level ozone (GLO) concentration adversely affects human health, vegetations as well as activities in the ecosystem. In Malaysia, most of the analysis on GLO concentration are carried out using the average value of GLO concentration, which refers to the centre of distribution to make a prediction or estimation. However, analysis which focuses on the higher value or extreme value in GLO concentration is rarely explored. Hence, the objective of this study is to classify the tail behaviour of GLO using generalized extreme value (GEV) distribution estimation the return level using the corresponding modelling (Gumbel, Weibull, and Frechet) of GEV distribution. The results show that Weibull distribution which is also known as short tail distribution and considered as having less extreme behaviour is the best-fitted distribution for four selected air monitoring stations in Peninsular Malaysia, namely Larkin, Pelabuhan Kelang, Shah Alam, and Tanjung Malim; while Gumbel distribution which is considered as a medium tail distribution is the best-fitted distribution for Nilai station. The return level of GLO concentration in Shah Alam station is comparatively higher than other stations. Overall, return levels increase with increasing return periods but the increment depends on the type of the tail of GEV distribution’s tail. We conduct this study by using maximum likelihood estimation (MLE) method to estimate the parameters at four selected stations in Peninsular Malaysia. Next, the validation for the fitted block maxima series to GEV distribution is performed using probability plot, quantile plot and likelihood ratio test. Profile likelihood confidence interval is tested to verify the type of GEV distribution. These results are important as a guide for early notification on future extreme ozone events.
Keywords: Extreme value theory, generalized extreme value distribution, ground-level ozone, return level.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5182262 The Locker Problem with Empty Lockers
Authors: David Avis, Luc Devroye, Kazuo Iwama
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We consider a cooperative game played by n players against a referee. The players names are randomly distributed among n lockers, with one name per locker. Each player can open up to half the lockers and each player must find his name. Once the game starts the players may not communicate. It has been previously shown that, quite surprisingly, an optimal strategy exists for which the success probability is never worse than 1 − ln 2 ≈ 0.306. In this paper we consider an extension where the number of lockers is greater than the number of players, so that some lockers are empty. We show that the players may still win with positive probability even if there are a constant k number of empty lockers. We show that for each fixed probability p, there is a constant c so that the players can win with probability at least p if they are allowed to open cn lockers.
Keywords: Locker problem, pointer-following algorithms.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12952261 Probabilities and the Persistence of Memory in a Bingo-like Carnival Game
Authors: M. Glomski, M. Lopes
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Seemingly simple probabilities in the m-player game bingo have never been calculated. These probabilities include expected game length and the expected number of winners on a given turn. The difficulty in probabilistic analysis lies in the subtle interdependence among the m-many bingo game cards in play. In this paper, the game i got it!, a bingo variant, is considered. This variation provides enough weakening of the inter-player dependence to allow probabilistic analysis not possible for traditional bingo. The probability of winning in exactly k turns is calculated for a one-player game. Given a game of m-many players, the expected game length and tie probability are calculated. With these calculations, the game-s interesting payout scheme is considered.
Keywords: Conditional probability, games of chance, npersongames, probability theory.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15272260 Statistical Description of Wave Interactions in 1D Defect Turbulence
Authors: Yusuke Uchiyama, Hidetoshi Konno
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We have investigated statistical properties of the defect turbulence in 1D CGLE wherein many body interaction is involved between local depressing wave (LDW) and local standing wave (LSW). It is shown that the counting number fluctuation of LDW is subject to the sub-Poisson statistics (SUBP). The physical origin of the SUBP can be ascribed to pair extinction of LDWs based on the master equation approach. It is also shown that the probability density function (pdf) of inter-LDW distance can be identified by the hyper gamma distribution. Assuming a superstatistics of the exponential distribution (Poisson configuration), a plausible explanation is given. It is shown further that the pdf of amplitude of LDW has a fattail. The underlying mechanism of its fluctuation is examined by introducing a generalized fractional Poisson configuration.Keywords: sub-Poisson statistics, hyper gamma distribution, fractional Poisson configuration.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15512259 Parametric Modeling Approach for Call Holding Times for IP based Public Safety Networks via EM Algorithm
Authors: Badarch Tuyatsetseg
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This paper presents parametric probability density models for call holding times (CHTs) into emergency call center based on the actual data collected for over a week in the public Emergency Information Network (EIN) in Mongolia. When the set of chosen candidates of Gamma distribution family is fitted to the call holding time data, it is observed that the whole area in the CHT empirical histogram is underestimated due to spikes of higher probability and long tails of lower probability in the histogram. Therefore, we provide the Gaussian parametric model of a mixture of lognormal distributions with explicit analytical expressions for the modeling of CHTs of PSNs. Finally, we show that the CHTs for PSNs are fitted reasonably by a mixture of lognormal distributions via the simulation of expectation maximization algorithm. This result is significant as it expresses a useful mathematical tool in an explicit manner of a mixture of lognormal distributions.Keywords: A mixture of lognormal distributions, modeling call holding times, public safety network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16502258 Data Quality Enhancement with String Length Distribution
Authors: Qi Xiu, Hiromu Hota, Yohsuke Ishii, Takuya Oda
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13282257 Developing Forecasting Tool for Humanitarian Relief Organizations in Emergency Logistics Planning
Authors: Arun Kumar, Yousef L. A. Latif, Fugen Daver
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Despite the availability of natural disaster related time series data for last 110 years, there is no forecasting tool available to humanitarian relief organizations to determine forecasts for emergency logistics planning. This study develops a forecasting tool based on identifying probability distributions. The estimates of the parameters are used to calculate natural disaster forecasts. Further, the determination of aggregate forecasts leads to efficient pre-disaster planning. Based on the research findings, the relief agencies can optimize the various resources allocation in emergency logistics planning.
Keywords: Humanitarian logistics, relief agencies, probability distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 35142256 Application of Pearson Parametric Distribution Model in Fatigue Life Reliability Evaluation
Authors: E. A. Azrulhisham, Y. M. Asri, A. W. Dzuraidah, A. H. Hairul Fahmi
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The aim of this paper is to introduce a parametric distribution model in fatigue life reliability analysis dealing with variation in material properties. Service loads in terms of responsetime history signal of Belgian pave were replicated on a multi-axial spindle coupled road simulator and stress-life method was used to estimate the fatigue life of automotive stub axle. A PSN curve was obtained by monotonic tension test and two-parameter Weibull distribution function was used to acquire the mean life of the component. A Pearson system was developed to evaluate the fatigue life reliability by considering stress range intercept and slope of the PSN curve as random variables. Considering normal distribution of fatigue strength, it is found that the fatigue life of the stub axle to have the highest reliability between 10000 – 15000 cycles. Taking into account the variation of material properties associated with the size effect, machining and manufacturing conditions, the method described in this study can be effectively applied in determination of probability of failure of mass-produced parts.Keywords: Stub axle, Fatigue life reliability, Stress-life, PSN curve, Weibull distribution, Pearson system
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21412255 Establishing a Probabilistic Model of Extrapolated Wind Speed Data for Wind Energy Prediction
Authors: Mussa I. Mgwatu, Reuben R. M. Kainkwa
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Wind is among the potential energy resources which can be harnessed to generate wind energy for conversion into electrical power. Due to the variability of wind speed with time and height, it becomes difficult to predict the generated wind energy more optimally. In this paper, an attempt is made to establish a probabilistic model fitting the wind speed data recorded at Makambako site in Tanzania. Wind speeds and direction were respectively measured using anemometer (type AN1) and wind Vane (type WD1) both supplied by Delta-T-Devices at a measurement height of 2 m. Wind speeds were then extrapolated for the height of 10 m using power law equation with an exponent of 0.47. Data were analysed using MINITAB statistical software to show the variability of wind speeds with time and height, and to determine the underlying probability model of the extrapolated wind speed data. The results show that wind speeds at Makambako site vary cyclically over time; and they conform to the Weibull probability distribution. From these results, Weibull probability density function can be used to predict the wind energy.Keywords: Probabilistic models, wind speed, wind energy
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23472254 Comparison of Wind Fragility for Window System in the Simplified 10 and 15-Story Building Considering Exposure Category
Authors: Viriyavudh Sim, WooYoung Jung
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Window system in high rise building is occasionally subjected to an excessive wind intensity, particularly during typhoon. The failure of window system did not affect overall safety of structural performance; however, it could endanger the safety of the residents. In this paper, comparison of fragility curves for window system of two residential buildings was studied. The probability of failure for individual window was determined with Monte Carlo Simulation method. Then, lognormal cumulative distribution function was used to represent the fragility. The results showed that windows located on the edge of leeward wall were more susceptible to wind load and the probability of failure for each window panel increased at higher floors.Keywords: Wind fragility, window system, high rise building.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12912253 Forecast Based on an Empirical Probability Function with an Adjusted Error Using Propagation of Error
Authors: Oscar Javier Herrera, Manuel Ángel Camacho
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This paper addresses a cutting edge method of business demand forecasting, based on an empirical probability function when the historical behavior of the data is random. Additionally, it presents error determination based on the numerical method technique ‘propagation of errors.’ The methodology was conducted characterization and process diagnostics demand planning as part of the production management, then new ways to predict its value through techniques of probability and to calculate their mistake investigated, it was tools used numerical methods. All this based on the behavior of the data. This analysis was determined considering the specific business circumstances of a company in the sector of communications, located in the city of Bogota, Colombia. In conclusion, using this application it was possible to obtain the adequate stock of the products required by the company to provide its services, helping the company reduce its service time, increase the client satisfaction rate, reduce stock which has not been in rotation for a long time, code its inventory, and plan reorder points for the replenishment of stock.Keywords: Demand Forecasting, Empirical Distribution, Propagation of Error.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18442252 Estimation of Bayesian Sample Size for Binomial Proportions Using Areas P-tolerance with Lowest Posterior Loss
Authors: H. Bevrani, N. Najafi
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This paper uses p-tolerance with the lowest posterior loss, quadratic loss function, average length criteria, average coverage criteria, and worst outcome criterion for computing of sample size to estimate proportion in Binomial probability function with Beta prior distribution. The proposed methodology is examined, and its effectiveness is shown.Keywords: Bayesian inference, Beta-binomial Distribution, LPLcriteria, quadratic loss function.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17502251 The Performance of Predictive Classification Using Empirical Bayes
Authors: N. Deetae, S. Sukparungsee, Y. Areepong, K. Jampachaisri
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This research is aimed to compare the percentages of correct classification of Empirical Bayes method (EB) to Classical method when data are constructed as near normal, short-tailed and long-tailed symmetric, short-tailed and long-tailed asymmetric. The study is performed using conjugate prior, normal distribution with known mean and unknown variance. The estimated hyper-parameters obtained from EB method are replaced in the posterior predictive probability and used to predict new observations. Data are generated, consisting of training set and test set with the sample sizes 100, 200 and 500 for the binary classification. The results showed that EB method exhibited an improved performance over Classical method in all situations under study.
Keywords: Classification, Empirical Bayes, Posterior predictive probability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1598