Search results for: Stress-Strength model; maximum likelihoodestimator; Bayes estimator; Lomax distribution

Authors: Karim Hamidi Machekposhti, Hossein Sedghi

Abstract:

The probability distributions are the best method for forecasting of extreme hydrologic phenomena such as rainfall and flood flows. In this research, in order to determine suitable probability distribution for estimating of annual extreme rainfall and flood flows (discharge) series with different return periods, precipitation with 40 and discharge with 58 years time period had been collected from Karkheh River at Iran. After homogeneity and adequacy tests, data have been analyzed by Stormwater Management and Design Aid (SMADA) software and residual sum of squares (R.S.S). The best probability distribution was Log Pearson Type III with R.S.S value (145.91) and value (13.67) for peak discharge and Log Pearson Type III with R.S.S values (141.08) and (8.95) for maximum discharge in Jelogir Majin and Pole Zal stations, respectively. The best distribution for maximum precipitation in Jelogir Majin and Pole Zal stations was Log Pearson Type III distribution with R.S.S values (1.74&1.90) and then Pearson Type III distribution with R.S.S values (1.53&1.69). Overall, the Log Pearson Type III distributions are acceptable distribution types for representing statistics of extreme hydrologic phenomena in Karkheh River at Iran with the Pearson Type III distribution as a potential alternative.

Keywords: Karkheh river, log pearson type III, probability distribution, residual sum of squares.

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Authors: Lv Meibo, Naqvi Najam Abbas, Hina Arshad, Li YanJun

Abstract:

This research contribution is drafted to present the orbit design, orbit propagator and geomagnetic field estimator for the nanosatellites specifically for the upcoming CUBESAT, ICUBE-1 of the Institute of Space Technology (IST), Islamabad, Pakistan. The ICUBE mission is designed for the low earth orbit at the approximate height of 700KM. The presented research endeavor designs the Keplarian elements for ICUBE-1 orbit while incorporating the mission requirements and propagates the orbit using J2 perturbations, The attitude determination system of the ICUBE-1 consists of attitude determination sensors like magnetometer and sun sensor. The Geomagnetic field estimator is developed according to the model of International Geomagnetic Reference Field (IGRF) for comparing the magnetic field measurements by the magnetometer for attitude determination. The output of the propagator namely the Keplarians position and velocity vectors and the magnetic field vectors are compared and verified with the same scenario generated in the  Satellite Tool Kit (STK).

Keywords: CUBESAT, Geomagnetic Field, ICUBE-1, Orbit Propagator, Satellite.

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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: Ohn Zin Lin, Okka, Cho Cho Myint

Abstract:

It is important to consider the effects of transformers on distribution system because they have the highest impact on system reliability. It is generally said that parallel operation of transformers (POT) can improve the system reliability. However, the estimation approach can be also considered for accuracy. In this paper, we propose a three-state components model and equations to determine the reliability improvement by POT, and cooperation of POT and distributed generation (DG). Based on the proposed model and techniques, the effect of POT is analyzed in four different tests with the consideration of conventional distribution system, distribution automation system (DAS) and DG. According to the results, the reliability is greatly improved by cooperation of POT, DAS and DG. The proposed model and methods are applicable to not only developing countries which have conventional distribution system but also developed countries in which DAS has already installed.

Keywords: Distribution system, reliability, dispersed generator, energy not supply, transformer parallel operation.

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Authors: Tea Poklepović, Zdravka Aljinović, Mario Matković

Abstract:

Modern Portfolio Theory (MPT) according to Markowitz states that investors form mean-variance efficient portfolios which maximizes their utility. Markowitz proposed the standard deviation as a simple measure for portfolio risk and the lower semi-variance as the only risk measure of interest to rational investors. This paper uses a third volatility estimator based on intraday data and compares three efficient frontiers on the Croatian Stock Market. The results show that range-based volatility estimator outperforms both mean-variance and lower semi-variance model.

Keywords: Variance, lower semi-variance, range-based volatility.

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Authors: Mostafa A. Elshahed, Magdy M. Elmarsfawy, Hussain M. Zain Eldain

Abstract:

In this paper, a Dynamic Economic Dispatch (DED) model is developed for the system consisting of both thermal generators and wind turbines. The inclusion of a significant amount of wind energy into power systems has resulted in additional constraints on DED to accommodate the intermittent nature of the output. The probability of stochastic wind power based on the Weibull probability density function is included in the model as a constraint; A Here-and-Now Approach. The Environmental Protection Agency-s hourly emission target, which gives the maximum emission during the day, is used as a constraint to reduce the atmospheric pollution. A 69-bus test system with non-smooth cost function is used to illustrate the effectiveness of the proposed model compared with static economic dispatch model with including the wind power.

Keywords: Dynamic Economic Dispatch, StochasticOptimization, Weibull Distribution, Wind Power

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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: K. Nagaraju, S. Sivanagaraju, T. Ramana, V. Ganesh

Abstract:

This paper presents a simple method for estimation of additional load as a factor of the existing load that may be drawn before reaching the point of line maximum loadability of radial distribution system (RDS) with different realistic load models at different substation voltages. The proposed method involves a simple line loadability index (LLI) that gives a measure of the proximity of the present state of a line in the distribution system. The LLI can use to assess voltage instability and the line loading margin. The proposed method also compares with the existing method of maximum loadability index [10]. The simulation results show that the LLI can identify not only the weakest line/branch causing system instability but also the system voltage collapse point when it is near one. This feature enables us to set an index threshold to monitor and predict system stability on-line so that a proper action can be taken to prevent the system from collapse. To demonstrate the validity of the proposed algorithm, computer simulations are carried out on two bus and 69 bus RDS.

Keywords: line loadability index, line loading margin, maximum line loadability, system stability, radial distribution system

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Authors: Marcus Walter, Norbert Nitzsche, Dirk Odenthal, Steffen M¨uller

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This contribution presents a friction estimator for industrial purposes which identifies Coulomb friction in a steering system. The estimator only needs a few, usually known, steering system parameters. Friction occurs on almost every mechanical system and has a negative influence on high-precision position control. This is demonstrated on a steering angle controller for highly automated driving. In this steering system the friction induces limit cycles which cause oscillating vehicle movement when the vehicle follows a given reference trajectory. When compensating the friction with the introduced estimator, limit cycles can be suppressed. This is demonstrated by measurements in a series vehicle.

Keywords: Friction estimation, friction compensation, steering system, lateral vehicle guidance.

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Authors: T. Lantharthong, N. Rugthaicharoencheep, A. Phayomhom

Abstract:

This paper presents the electrical effect of two neighboring distribution substation during the construction phase. The size of auxiliary grounding grid have an effect on entire grounding system. The bigger the size of auxiliary grounding grid, the lower the GPR and maximum touch voltage, with the exception that when the two grids are unconnected, i.e. the bigger the size of auxiliary grounding grid, the higher the maximum step voltage. The results in this paper could be served as design guideline of grounding system, and perhaps remedy of some troublesome grounding grids in power distribution’s system. Modeling and simulation is carried out on the Current Distribution Electromagnetic interference Grounding and Soil structure (CDEGS) program. The simulation results exhibit the design and analysis of power system grounding and perhaps could be set as a standard in grounding system design and modification in distribution substations.

Keywords: Grounding System, Touch Voltage, Step Voltage, Safety Criteria.

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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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Authors: Maziar Ramezani, Thomas Neitzert

Abstract:

A dent is a gross distortion of the pipe cross-section. Dent depth is defined as the maximum reduction in the diameter of the pipe compared to the original diameter. Pipeline dent finite element (FE) simulation and theoretical analysis are conducted in this paper to develop an understanding of the geometric characteristics and strain distribution in the pressurized dented pipe. Based on the results, the magnitude of the denting force increases significantly with increasing the internal pressure, and the maximum circumferential and longitudinal strains increase by increasing the internal pressure and the dent depth. The results can be used for characterizing dents and ranking their risks to the integrity of a pipeline.

Keywords: dented steel pipelines, Finite element model, Internal pressure, Strain distribution

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Authors: Arkadiusz Biernacki

Abstract:

In this paper we present a statistical analysis of Voice over IP (VoIP) packet streams produced by the G.711 voice coder with voice activity detection (VAD). During telephone conversation, depending whether the interlocutor speaks (ON) or remains silent (OFF), packets are produced or not by a voice coder. As index of dispersion for both ON and OFF times distribution was greater than one, we used hyperexponential distribution for approximation of streams duration. For each stage of the hyperexponential distribution, we tested goodness of our fits using graphical methods, we calculated estimation errors, and performed Kolmogorov-Smirnov test. Obtained results showed that the precise VoIP source model can be based on the five-state Markov process.

Keywords: VoIP source modelling, distribution approximation, hyperexponential distribution.

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Authors: D. I. De Souza, D. R. Fonseca, R. Rocha

Abstract:

In this paper we will develop further the sequential life test approach presented in a previous article by [1] using an underlying two parameter Weibull sampling distribution. The minimum life will be considered equal to zero. We will again provide rules for making one of the three possible decisions as each observation becomes available; that is: accept the null hypothesis H0; reject the null hypothesis H0; or obtain additional information by making another observation. The product being analyzed is a new type of a low alloy-high strength steel product. To estimate the shape and the scale parameters of the underlying Weibull model we will use a maximum likelihood approach for censored failure data. A new example will further develop the proposed sequential life testing approach.

Keywords: Sequential Life Testing, Underlying Weibull Model, Maximum Likelihood Approach, Hypothesis Testing.

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Authors: C. Y. Chen

Abstract:

As the global climate changes, the threat from landslides and debris flows increases. Learning how a watershed initiates landslides under abnormal rainfall conditions and predicting landslide magnitude and frequency distribution is thus important. Landslides show a power-law distribution in the frequency-area distribution. The distribution curve shows an exponent gradient 1.0 in the Sandpile model test. Will the landslide frequency-area statistics show a distribution similar to the Sandpile model under extreme rainfall conditions? The purpose of the study is to identify the extreme rainfall-induced landslide frequency-area distribution in the Laonong River Basin in southern Taiwan. Results of the analysis show that a lower gradient of landslide frequency-area distribution could be attributed to the transportation and deposition of debris flow areas that are included in the landslide area.

Keywords: Landslide, power-law distribution, GIS.

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Authors: Peter Odero Akuon

Abstract:

A rain cell ratio model is proposed that computes attenuation of the smallest rain cell which represents the maximum rain rate value i.e. the cell size when rainfall rate is exceeded 0.01% of the time, R_0.01 and predicts attenuation for other cells as the ratio with this maximum. This model incorporates the dependence of the path factor r on the ellipsoidal path variation of the Fresnel zone at different frequencies. In addition, the inhomogeneity of rainfall is modeled by a rain drop packing density factor. In order to derive the model, two empirical methods that can be used to find rain cell size distribution D_c are presented. Subsequently, attenuation measurements from different climatic zones for terrestrial radio links with frequencies F in the range 7-38 GHz are used to test the proposed model. Prediction results show that the path factor computed from the rain cell ratio technique has improved reliability when compared with other path factor and effective rain rate models, including the current ITU-R 530-15 model of 2013.

Keywords: Packing density of rain drops, prediction model, rain attenuation, rain cell ratio technique.

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Authors: D. I. De Souza, D. R. Fonseca, G. P. Azevedo

Abstract:

Sometimes the amount of time available for testing could be considerably less than the expected lifetime of the component. To overcome such a problem, there is the accelerated life-testing alternative aimed at forcing components to fail by testing them at much higher-than-intended application conditions. These models are known as acceleration models. One possible way to translate test results obtained under accelerated conditions to normal using conditions could be through the application of the “Maxwell Distribution Law.” In this paper we will apply a combined approach of a sequential life testing and an accelerated life testing to a low alloy high-strength steel component used in the construction of overpasses in Brazil. The underlying sampling distribution will be three-parameter Inverse Weibull model. To estimate the three parameters of the Inverse Weibull model we will use a maximum likelihood approach for censored failure data. We will be assuming a linear acceleration condition. To evaluate the accuracy (significance) of the parameter values obtained under normal conditions for the underlying Inverse Weibull model we will apply to the expected normal failure times a sequential life testing using a truncation mechanism. An example will illustrate the application of this procedure.

Keywords: Sequential Life Testing, Accelerated Life Testing, Underlying Three-Parameter Weibull Model, Maximum Likelihood Approach, Hypothesis Testing.

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Authors: Martin Kendra, Jaroslav Mašek, Juraj Čamaj, Martin Búda

Abstract:

The paper deals with possibilities of increase train capacity by using a new type of railway wagon. In the first part is created a mathematical model to calculate the capacity of the train. The model is based on the main limiting parameters of the train - maximum number of axles per train, maximum gross weight of train, maximum length of train and number of TEUs per one wagon. In the second part is the model applied to four different model trains with different composition of the train set and three different average weights of TEU and a train consisting of a new type of wagons. The result is to identify where the carrying capacity of the original trains is higher, respectively less than a capacity of train consisting of a new type of wagons.

Keywords: Loading units, theoretical capacity model, train capacity, wagon for intermodal transport.

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Authors: Autcha Araveeporn

Abstract:

The Random Coefficient Dynamic Regression (RCDR) model is to developed from Random Coefficient Autoregressive (RCA) model and Autoregressive (AR) model. The RCDR model is considered by adding exogenous variables to RCA model. In this paper, the concept of the Maximum Likelihood (ML) method is used to estimate the parameter of RCDR(1,1) model. Simulation results have shown the AIC and BIC criterion to compare the performance of the the RCDR(1,1) model. The variables as the stationary and weakly stationary data are good estimates where the exogenous variables are weakly stationary. However, the model selection indicated that variables are nonstationarity data based on the stationary data of the exogenous variables.

Keywords: Autoregressive, Maximum Likelihood Method, Nonstationarity, Random Coefficient Dynamic Regression, Stationary.

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Authors: Oguz Ustun, Erdal Bekiroglu

Abstract:

In the present study, position estimation of switched reluctance motor (SRM) has been achieved on the basis of the artificial neural networks (ANNs). The ANNs can estimate the rotor position without using an extra rotor position sensor by measuring the phase flux linkages and phase currents. Flux linkage-phase current-rotor position data set and supervised backpropagation learning algorithm are used in training of the ANN based position estimator. A 4-phase SRM have been used to verify the accuracy and feasibility of the proposed position estimator. Simulation results show that the proposed position estimator gives precise and accurate position estimations for both under the low and high level reference speeds of the SRM

Keywords: Artificial neural networks, modeling andsimulation, position observer, switched reluctance motor.

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Authors: Kaman M. O., Celik N.

Abstract:

In this study, stress distributions on dental implants made of functionally graded biomaterials (FGBM) are investigated numerically. The implant body is considered to be subjected to axial compression loads. Numerical problem is assumed to be 2D, and ANSYS commercial software is used for the analysis. The cross section of the implant thread varies as varying the height (H) and the width (t) of the thread. According to thread dimensions of implant and material properties of FGBM, equivalent stress distribution on the implant is determined and presented with contour plots along with the maximum equivalent stress values. As a result, with increasing material gradient parameter (n), the equivalent stress decreases, but the minimum stress distribution increases. Maximum stress values decrease with decreasing implant radius (r). Maximum von Mises stresses increases with decreasing H when t is constant. On the other hand, the stress values are not affected by variation of t in the case of H = constant.

Keywords: Functionally graded biomaterials, dental implant finite element method.

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Authors: Paulo Gomes, Adelaide Figueiredo

Abstract:

We consider n individuals described by p standardized variables, represented by points of the surface of the unit hypersphere S_n-1. For a previous choice of n individuals we suppose that the set of observables variables comes from a mixture of bipolar Watson distribution defined on the hypersphere. EM and Dynamic Clusters algorithms are used for identification of such mixture. We obtain estimates of parameters for each Watson component and then a partition of the set of variables into homogeneous groups of variables. Additionally we will present a factor analysis model where unobservable factors are just the maximum likelihood estimators of Watson directional parameters, exactly the first principal component of data matrix associated to each group previously identified. Such alternative model it will yield us to directly interpretable solutions (simple structure), avoiding factors rotations.

Keywords: Dynamic Clusters algorithm, EM algorithm, Factor analysis model, Hierarchical Clustering, Watson distribution.

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Authors: Raju Kaduru, Narsaiah Srinivas Gondlala

Abstract:

This paper presents an analytical approach for evaluating distribution system reliability indices in the presence of distributed generation. Modeling distributed generation and evaluation of distribution system reliability indices using the frequency duration technique. Using model implements and case studies are discussed. Results showed that location of DG and its effect in distribution reliability indices. In this respect, impact of DG on distribution system is investigated using the IEEE Roy Billinton test system (RBTS2) included feeder 1. Therefore, it will help to the distribution system planners in the DG resource placement.

Keywords: Distributed Generation, DG Location, Distribution System, Reliability Indices.

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Authors: Yasuhito Tanaka

Abstract:

We examine the maximum theorem by Berge from the point of view of Bishop style constructive mathematics. We will show an approximate version of the maximum theorem and the maximum theorem for functions with sequentially locally at most one maximum.

Keywords: Maximum theorem, Constructive mathematics, Sequentially locally at most one maximum.

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Authors: M. Alrasheedi

Abstract:

The double exponential model (DEM), or Laplace distribution, is used in various disciplines. However, there are issues related to the construction of confidence intervals (CI), when using the distribution.In this paper, the properties of DEM are considered with intention of constructing CI based on simulated data. The analysis of pivotal equations for the models here in comparisons with pivotal equations for normal distribution are performed, and the results obtained from simulation data are presented.

Keywords: Confidence intervals, double exponential model, pivotal equations, simulation

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Authors: C. F. Kumru, C. Kocatepe, O. Arikan

Abstract:

In this study, electric field distribution analyses for three pylon models are carried out by a Finite Element Method (FEM) based software. Analyses are performed in both stationary and time domains to observe instantaneous values along with the effective ones. Considering the results of the study, different line geometries is considerably affecting the magnitude and distribution of electric field although the line voltages are the same. Furthermore, it is observed that maximum values of instantaneous electric field obtained in time domain analysis are quite higher than the effective ones in stationary mode. In consequence, electric field distribution analyses should be individually made for each different line model and the limit exposure values or distances to residential buildings should be defined according to the results obtained.

Keywords: Electric field, energy transmission line, finite element method, pylon.

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Authors: Seongsoo Lee

Abstract:

Motion estimation occupies the heaviest computation in HEVC (high efficiency video coding). Many fast algorithms such as TZS (test zone search) have been proposed to reduce the computation. Still the huge computation of the motion estimation is a critical issue in the implementation of HEVC video codec. In this paper, motion estimator architecture with optimized number of PEs (processing element) is presented by exploiting early termination. It also reduces hardware size by exploiting parallel processing. The presented motion estimator architecture has 8 PEs, and it can efficiently perform TZS with very high utilization of PEs.

Keywords: Motion estimation, test zone search, high efficiency video coding, processing element, optimization.

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Authors: Adriano Z. Zambom, Preethi Ravikumar

Abstract:

One of the biggest challenges in nonparametric regression is the curse of dimensionality. Additive models are known to overcome this problem by estimating only the individual additive effects of each covariate. However, if the model is misspecified, the accuracy of the estimator compared to the fully nonparametric one is unknown. In this work the efficiency of completely nonparametric regression estimators such as the Loess is compared to the estimators that assume additivity in several situations, including additive and non-additive regression scenarios. The comparison is done by computing the oracle mean square error of the estimators with regards to the true nonparametric regression function. Then, a backward elimination selection procedure based on the Akaike Information Criteria is proposed, which is computed from either the additive or the nonparametric model. Simulations show that if the additive model is misspecified, the percentage of time it fails to select important variables can be higher than that of the fully nonparametric approach. A dimension reduction step is included when nonparametric estimator cannot be computed due to the curse of dimensionality. Finally, the Boston housing dataset is analyzed using the proposed backward elimination procedure and the selected variables are identified.

Keywords: Additive models, local polynomial regression, residuals, mean square error, variable selection.

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Authors: U. Narumitbowonkul, P. Keangin, P. Rattanadecho

Abstract:

The characteristics of temperature distribution and electric field in a natural rubber glove (NRG) using microwave energy during microwave heating process are investigated numerically and experimentally. A three-dimensional model of NRG and microwave oven are considered in this work. The influences of position, heating time and rotation angle of NRG on temperature distribution and electric field are presented in details. The coupled equations of electromagnetic wave propagation and heat transfer are solved using the finite element method (FEM). The numerical model is validated with an experimental study at a frequency of 2.45 GHz. The results show that the numerical results closely match the experimental results. Furthermore, it is found that the temperature distribution and electric field increases with increasing heating time. The hot spot zone appears in NRG at the tip of middle finger while the maximum temperature occurs in case of rotation angle of NRG = 60 degree. This investigation provides the essential aspects for a fundamental understanding of heat transport of NRG using microwave energy in industry.

Keywords: Electric field, Finite element method, Microwave energy, Natural rubber glove.

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Authors: Meriem Bahij, Ahmed Nafidi, Boujemâa Achchab, Sílvio M. A. Gama, José A. O. Matos

Abstract:

Stochastic modeling concerns the use of probability to model real-world situations in which uncertainty is present. Therefore, the purpose of stochastic modeling is to estimate the probability of outcomes within a forecast, i.e. to be able to predict what conditions or decisions might happen under different situations. In the present study, we present a model of a stochastic diffusion process based on the bi-Weibull distribution function (its trend is proportional to the bi-Weibull probability density function). In general, the Weibull distribution has the ability to assume the characteristics of many different types of distributions. This has made it very popular among engineers and quality practitioners, who have considered it the most commonly used distribution for studying problems such as modeling reliability data, accelerated life testing, and maintainability modeling and analysis. In this work, we start by obtaining the probabilistic characteristics of this model, as the explicit expression of the process, its trends, and its distribution by transforming the diffusion process in a Wiener process as shown in the Ricciaardi theorem. Then, we develop the statistical inference of this model using the maximum likelihood methodology. Finally, we analyse with simulated data the computational problems associated with the parameters, an issue of great importance in its application to real data with the use of the convergence analysis methods. Overall, the use of a stochastic model reflects only a pragmatic decision on the part of the modeler. According to the data that is available and the universe of models known to the modeler, this model represents the best currently available description of the phenomenon under consideration.

Keywords: Diffusion process, discrete sampling, likelihood estimation method, simulation, stochastic diffusion equation, trends functions, bi-parameters Weibull density function.

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