Search results for: Probability distributions

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: Eman S. El-Din, Hesham M. El-Badawy, Salwa H. Elramly

Abstract:

Whereas cellular wireless communication systems are subject to short-and long-term fading. The effect of wireless channel has largely been ignored in most of the teletraffic assessment researches. In this paper, a mathematical teletraffic model is proposed to estimate blocking and forced termination probabilities of cellular wireless networks as a result of teletraffic behavior as well as the outage of the propagation channel. To evaluate the proposed teletraffic model, gamma inter-arrival and general service time distributions have been considered based on wireless channel fading effect. The performance is evaluated and compared with the classical model. The proposed model is dedicated and investigated in different operational conditions. These conditions will consider not only the arrival rate process, but also, the different faded channels models.

Keywords: Cellular wireless networks, outage probability, traffic model, gamma inter-arrival distribution.

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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: Paramet Nualmuenwai, Chutima Prommak

Abstract:

This paper presents the IP traffic analysis. The traffic was collected from the network of Suranaree University of Technology using the software based on the Simple Network Management Protocol (SNMP). In particular, we analyze the distribution of the aggregated traffic during the hours of peak load and light load. The traffic profiles including the parameters described the traffic distributions were derived. From the statistical analysis applying three different methods, including the Kolmogorov Smirnov test, Anderson Darling test, and Chi-Squared test, we found that the IP traffic distribution is a non-normal distribution and the distributions during the peak load and the light load are different. The experimental study and analysis show high uncertainty of the IP traffic.

Keywords: IP traffic analysis, IP traffic distribution, Traffic uncertainty

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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: Li-Li Li, Jinghai Feng, Lixin Song

Abstract:

This paper evaluates the dividend payments for general claim size distributions in the presence of a dividend barrier. The surplus of a company is modeled using the classical risk process perturbed by diffusion, and in addition, it is assumed to accrue interest at a constant rate. After presenting the integro-differential equation with initial conditions that dividend payments satisfies, the paper derives a useful expression of the dividend payments by employing the theory of Volterra equation. Furthermore, the optimal value of dividend barrier is found. Finally, numerical examples illustrate the optimality of optimal dividend barrier and the effects of parameters on dividend payments.

Keywords: Dividend payout, Integro-differential equation, Jumpdiffusion model, Volterra equation

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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: Do-Hwan Kim, Roberto Leon

Abstract:

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

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

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Authors: 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: Loai AbdAllah, Ilan Shimshoni

Abstract:

Missing values in data are common in real world applications. Since the performance of many data mining algorithms depend critically on it being given a good metric over the input space, we decided in this paper to define a distance function for unlabeled datasets with missing values. We use the Bhattacharyya distance, which measures the similarity of two probability distributions, to define our new distance function. According to this distance, the distance between two points without missing attributes values is simply the Mahalanobis distance. When on the other hand there is a missing value of one of the coordinates, the distance is computed according to the distribution of the missing coordinate. Our distance is general and can be used as part of any algorithm that computes the distance between data points. Because its performance depends strongly on the chosen distance measure, we opted for the k nearest neighbor classifier to evaluate its ability to accurately reflect object similarity. We experimented on standard numerical datasets from the UCI repository from different fields. On these datasets we simulated missing values and compared the performance of the kNN classifier using our distance to other three basic methods. Our  experiments show that kNN using our distance function outperforms the kNN using other methods. Moreover, the runtime performance of our method is only slightly higher than the other methods.

Keywords: Missing values, Distance metric, Bhattacharyya distance.

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Authors: Karel Frana, Jianshun S. Zhang, Milos Muller

Abstract:

The indoor airflow with a mixed natural/forced convection was numerically calculated using the laminar and turbulent approach. The Boussinesq approximation was considered for a simplification of the mathematical model and calculations. The results obtained, such as mean velocity fields, were successfully compared with experimental PIV flow visualizations. The effect of the distance between the cooled wall and the heat exchanger on the temperature and velocity distributions was calculated. In a room with a simple shape, the computational code OpenFOAM demonstrated an ability to numerically predict flow patterns. Furthermore, numerical techniques, boundary type conditions and the computational grid quality were examined. Calculations using the turbulence model k-omega had a significant effect on the results influencing temperature and velocity distributions.

Keywords: natural and forced convections, numerical simulations, indoor airflows.

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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: Najmeh Bolbolamiri, Maryam Setayesh Sanai, Ahmad Mirabadi

Abstract:

This paper deals with condition monitoring of electric switch machine for railway points. Point machine, as a complex electro-mechanical device, switch the track between two alternative routes. There has been an increasing interest in railway safety and the optimal management of railway equipments maintenance, e.g. point machine, in order to enhance railway service quality and reduce system failure. This paper explores the development of Kolmogorov- Smirnov (K-S) test to detect some point failures (external to the machine, slide chairs, fixing, stretchers, etc), while the point machine (inside the machine) is in its proper condition. Time-domain stator Current signatures of normal (healthy) and faulty points are taken by 3 Hall Effect sensors and are analyzed by K-S test. The test is simulated by creating three types of such failures, namely putting a hard stone and a soft stone between stock rail and switch blades as obstacles and also slide chairs- friction. The test has been applied for those three faults which the results show that K-S test can effectively be developed for the aim of other point failures detection, which their current signatures deviate parametrically from the healthy current signature. K-S test as an analysis technique, assuming that any defect has a specific probability distribution. Empirical cumulative distribution functions (ECDF) are used to differentiate these probability distributions. This test works based on the null hypothesis that ECDF of target distribution is statistically similar to ECDF of reference distribution. Therefore by comparing a given current signature (as target signal) from unknown switch state to a number of template signatures (as reference signal) from known switch states, it is possible to identify which is the most likely state of the point machine under analysis.

Keywords: stator currents monitoring, railway points, point failures, fault detection and diagnosis, Kolmogorov-Smirnov test, time-domain analysis.

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Authors: Z. Jannoo, B. W. Yap, N. Auchoybur, M. A. Lazim

Abstract:

The two common approaches to Structural Equation Modeling (SEM) are the Covariance-Based SEM (CB-SEM) and Partial Least Squares SEM (PLS-SEM). There is much debate on the performance of CB-SEM and PLS-SEM for small sample size and when distributions are nonnormal. This study evaluates the performance of CB-SEM and PLS-SEM under normality and nonnormality conditions via a simulation. Monte Carlo Simulation in R programming language was employed to generate data based on the theoretical model with one endogenous and four exogenous variables. Each latent variable has three indicators. For normal distributions, CB-SEM estimates were found to be inaccurate for small sample size while PLS-SEM could produce the path estimates. Meanwhile, for a larger sample size, CB-SEM estimates have lower variability compared to PLS-SEM. Under nonnormality, CB-SEM path estimates were inaccurate for small sample size. However, CB-SEM estimates are more accurate than those of PLS-SEM for sample size of 50 and above. The PLS-SEM estimates are not accurate unless sample size is very large.  

Keywords: CB-SEM, Monte Carlo simulation, Normality conditions, Nonnormality, PLS-SEM.

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Authors: N.R.N. Idris

Abstract:

This study uses simulated meta-analysis to assess the effects of publication bias on meta-analysis estimates and to evaluate the efficacy of the trim and fill method in adjusting for these biases. The estimated effect sizes and the standard error were evaluated in terms of the statistical bias and the coverage probability. The results demonstrate that if publication bias is not adjusted it could lead to up to 40% bias in the treatment effect estimates. Utilization of the trim and fill method could reduce the bias in the overall estimate by more than half. The method is optimum in presence of moderate underlying bias but has minimal effects in presence of low and severe publication bias. Additionally, the trim and fill method improves the coverage probability by more than half when subjected to the same level of publication bias as those of the unadjusted data. The method however tends to produce false positive results and will incorrectly adjust the data for publication bias up to 45 % of the time. Nonetheless, the bias introduced into the estimates due to this adjustment is minimal

Keywords: Publication bias, Trim and Fill method, percentage relative bias, coverage probability

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Authors: Shan Gao, Zaiming Liu

Abstract:

This paper treats a discrete-time batch arrival queue with single working vacation. The main purpose of this paper is to present a performance analysis of this system by using the supplementary variable technique. For this purpose, we first analyze the Markov chain underlying the queueing system and obtain its ergodicity condition. Next, we present the stationary distributions of the system length as well as some performance measures at random epochs by using the supplementary variable method. Thirdly, still based on the supplementary variable method we give the probability generating function (PGF) of the number of customers at the beginning of a busy period and give a stochastic decomposition formulae for the PGF of the stationary system length at the departure epochs. Additionally, we investigate the relation between our discretetime system and its continuous counterpart. Finally, some numerical examples show the influence of the parameters on some crucial performance characteristics of the system.

Keywords: Discrete-time queue, batch arrival, working vacation, supplementary variable technique, stochastic decomposition.

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Authors: M. I. Youssef, A. E. Emam, M. Abd Elghany

Abstract:

In this paper, a residue number arithmetic is used in direct sequence spread spectrum system, this system is evaluated and the bit error probability of this system is compared to that of non residue number system. The effect of channel bandwidth, PN sequences, multipath effect and modulation scheme are studied. A Matlab program is developed to measure the signal-to-noise ratio (SNR), and the bit error probability for the various schemes.

Keywords: Spread Spectrum, Direct sequence, Bit errorprobability and Residue number system.

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Authors: Ahmad Habibizad Navin, Mehdi Naghian Fesharaki, Mirkamal Mirnia, Mohamad Teshnelab, Ehsan Shahamatnia

Abstract:

In this paper we introduce new data oriented modeling of uniform random variable well-matched with computing systems. Due to this conformity with current computers structure, this modeling will be efficiently used in statistical inference.

Keywords: Uniform random variable, Data oriented modeling, Statistical inference, Prodigraph, Statistically complete tree, Uniformdigital probability digraph, Uniform n-complete probability tree.

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Authors: M. Palizvan, M. T. Abadi, M. H. Sadr

Abstract:

Due to variations in damage mechanisms in the microscale, the behavior of fiber-reinforced composites is nonlinear and difficult to model. To make use of computational advantages, homogenization method is applied to the micro-scale model in order to minimize the cost at the expense of detail of local microscale phenomena. In this paper, the effective stiffness is calculated using the homogenization of nonlinear behavior of a composite representative volume element (RVE) containing fiber-matrix debonding. The damage modes for the RVE are considered by using cohesive elements and contacts for the cohesive behavior of the interface between fiber and matrix. To predict more realistic responses of composite materials, different random distributions of fibers are proposed besides square and hexagonal arrays. It was shown that in some cases, there is quite different damage behavior in different fiber distributions. A comprehensive comparison has been made between different graphs.

Keywords: Homogenization, cohesive zone model, fiber-matrix debonding, RVE.

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Authors: Pooja, Megha Kulshrestha, V. K. Banga, Parvinder S. Sandhu

Abstract:

To support mobility in ATM networks, a number of technical challenges need to be resolved. The impact of handoff schemes in terms of service disruption, handoff latency, cost implications and excess resources required during handoffs needs to be addressed. In this paper, a one phase handoff and route optimization solution using reserved PVCs between adjacent ATM switches to reroute connections during inter-switch handoff is studied. In the second phase, a distributed optimization process is initiated to optimally reroute handoff connections. The main objective is to find the optimal operating point at which to perform optimization subject to cost constraint with the purpose of reducing blocking probability of inter-switch handoff calls for delay tolerant traffic. We examine the relation between the required bandwidth resources and optimization rate. Also we calculate and study the handoff blocking probability due to lack of bandwidth for resources reserved to facilitate the rapid rerouting.

Keywords: Wireless ATM, Mobility, Latency, Optimization rateand Blocking Probability.

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