Search results for: stochastic local search.
2272 Hybrid of Hunting Search and Modified Simplex Methods for Grease Position Parameter Design Optimisation
Authors: P. Luangpaiboon, S. Boonhao
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This study proposes a multi-response surface optimization problem (MRSOP) for determining the proper choices of a process parameter design (PPD) decision problem in a noisy environment of a grease position process in an electronic industry. The proposed models attempts to maximize dual process responses on the mean of parts between failure on left and right processes. The conventional modified simplex method and its hybridization of the stochastic operator from the hunting search algorithm are applied to determine the proper levels of controllable design parameters affecting the quality performances. A numerical example demonstrates the feasibility of applying the proposed model to the PPD problem via two iterative methods. Its advantages are also discussed. Numerical results demonstrate that the hybridization is superior to the use of the conventional method. In this study, the mean of parts between failure on left and right lines improve by 39.51%, approximately. All experimental data presented in this research have been normalized to disguise actual performance measures as raw data are considered to be confidential.Keywords: Grease Position Process, Multi-response Surfaces, Modified Simplex Method, Hunting Search Method, Desirability Function Approach.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16882271 Improved Artificial Bee Colony Algorithm for Non-Convex Economic Power Dispatch Problem
Authors: Badr M. Alshammari, T. Guesmi
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This study presents a modified version of the artificial bee colony (ABC) algorithm by including a local search technique for solving the non-convex economic power dispatch problem. The local search step is incorporated at the end of each iteration. Total system losses, valve-point loading effects and prohibited operating zones have been incorporated in the problem formulation. Thus, the problem becomes highly nonlinear and with discontinuous objective function. The proposed technique is validated using an IEEE benchmark system with ten thermal units. Simulation results demonstrate that the proposed optimization algorithm has better convergence characteristics in comparison with the original ABC algorithm.
Keywords: Economic power dispatch, artificial bee colony, valve-point loading effects, prohibited operating zones.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7582270 Network of Coupled Stochastic Oscillators and One-way Quantum Computations
Authors: Eugene Grichuk, Margarita Kuzmina, Eduard Manykin
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A network of coupled stochastic oscillators is proposed for modeling of a cluster of entangled qubits that is exploited as a computation resource in one-way quantum computation schemes. A qubit model has been designed as a stochastic oscillator formed by a pair of coupled limit cycle oscillators with chaotically modulated limit cycle radii and frequencies. The qubit simulates the behavior of electric field of polarized light beam and adequately imitates the states of two-level quantum system. A cluster of entangled qubits can be associated with a beam of polarized light, light polarization degree being directly related to cluster entanglement degree. Oscillatory network, imitating qubit cluster, is designed, and system of equations for network dynamics has been written. The constructions of one-qubit gates are suggested. Changing of cluster entanglement degree caused by measurements can be exactly calculated.Keywords: network of stochastic oscillators, one-way quantumcomputations, a beam of polarized light.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14012269 Network-Constrained AC Unit Commitment under Uncertainty Using a Bender’s Decomposition Approach
Authors: B. Janani, S. Thiruvenkadam
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In this work, the system evaluates the impact of considering a stochastic approach on the day ahead basis Unit Commitment. Comparisons between stochastic and deterministic Unit Commitment solutions are provided. The Unit Commitment model consists in the minimization of the total operation costs considering unit’s technical constraints like ramping rates, minimum up and down time. Load shedding and wind power spilling is acceptable, but at inflated operational costs. The evaluation process consists in the calculation of the optimal unit commitment and in verifying the fulfillment of the considered constraints. For the calculation of the optimal unit commitment, an algorithm based on the Benders Decomposition, namely on the Dual Dynamic Programming, was developed. Two approaches were considered on the construction of stochastic solutions. Data related to wind power outputs from two different operational days are considered on the analysis. Stochastic and deterministic solutions are compared based on the actual measured wind power output at the operational day. Through a technique capability of finding representative wind power scenarios and its probabilities, the system can analyze a more detailed process about the expected final operational cost.
Keywords: Benders’ decomposition, network constrained AC unit commitment, stochastic programming, wind power uncertainty.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13122268 A Modified Spiral Search Algorithm and Its Embedded System Architecture Design
Authors: Nikolaos Kroupis, Minas Dasygenis, Dimitrios Soudris, Antonios Thanailakis
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One of the most growing areas in the embedded community is multimedia devices. Multimedia devices incorporate a number of complicated functions for their operation, like motion estimation. A multitude of different implementations have been proposed to reduce motion estimation complexity, such as spiral search. We have studied the implementations of spiral search and identified areas of improvement. We propose a modified spiral search algorithm, with lower computational complexity compared to the original spiral search. We have implemented our algorithm on an embedded ARM based architecture, with custom memory hierarchy. The resulting system yields energy consumption reduction up to 64% and performance increase up to 77%, with a small penalty of 2.3 dB, in average, of video quality compared with the original spiral search algorithm.
Keywords: Spiral Search, Motion Estimation, Embedded Systems, Low Power
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17742267 Burstiness Reduction of a Doubly Stochastic AR-Modeled Uniform Activity VBR Video
Authors: J. P. Dubois
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Stochastic modeling of network traffic is an area of significant research activity for current and future broadband communication networks. Multimedia traffic is statistically characterized by a bursty variable bit rate (VBR) profile. In this paper, we develop an improved model for uniform activity level video sources in ATM using a doubly stochastic autoregressive model driven by an underlying spatial point process. We then examine a number of burstiness metrics such as the peak-to-average ratio (PAR), the temporal autocovariance function (ACF) and the traffic measurements histogram. We found that the former measure is most suitable for capturing the burstiness of single scene video traffic. In the last phase of this work, we analyse statistical multiplexing of several constant scene video sources. This proved, expectedly, to be advantageous with respect to reducing the burstiness of the traffic, as long as the sources are statistically independent. We observed that the burstiness was rapidly diminishing, with the largest gain occuring when only around 5 sources are multiplexed. The novel model used in this paper for characterizing uniform activity video was thus found to be an accurate model.Keywords: AR, ATM, burstiness, doubly stochastic, statisticalmultiplexing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14092266 Stochastic Resonance in Nonlinear Signal Detection
Authors: Youguo Wang, Lenan Wu
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Stochastic resonance (SR) is a phenomenon whereby the signal transmission or signal processing through certain nonlinear systems can be improved by adding noise. This paper discusses SR in nonlinear signal detection by a simple test statistic, which can be computed from multiple noisy data in a binary decision problem based on a maximum a posteriori probability criterion. The performance of detection is assessed by the probability of detection error Per . When the input signal is subthreshold signal, we establish that benefit from noise can be gained for different noises and confirm further that the subthreshold SR exists in nonlinear signal detection. The efficacy of SR is significantly improved and the minimum of Per can dramatically approach to zero as the sample number increases. These results show the robustness of SR in signal detection and extend the applicability of SR in signal processing.Keywords: Probability of detection error, signal detection, stochastic resonance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15332265 Forecasting the Volatility of Geophysical Time Series with Stochastic Volatility Models
Authors: Maria C. Mariani, Md Al Masum Bhuiyan, Osei K. Tweneboah, Hector G. Huizar
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This work is devoted to the study of modeling geophysical time series. A stochastic technique with time-varying parameters is used to forecast the volatility of data arising in geophysics. In this study, the volatility is defined as a logarithmic first-order autoregressive process. We observe that the inclusion of log-volatility into the time-varying parameter estimation significantly improves forecasting which is facilitated via maximum likelihood estimation. This allows us to conclude that the estimation algorithm for the corresponding one-step-ahead suggested volatility (with ±2 standard prediction errors) is very feasible since it possesses good convergence properties.Keywords: Augmented Dickey Fuller Test, geophysical time series, maximum likelihood estimation, stochastic volatility model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8612264 Using Pattern Search Methods for Minimizing Clustering Problems
Authors: Parvaneh Shabanzadeh, Malik Hj Abu Hassan, Leong Wah June, Maryam Mohagheghtabar
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Clustering is one of an interesting data mining topics that can be applied in many fields. Recently, the problem of cluster analysis is formulated as a problem of nonsmooth, nonconvex optimization, and an algorithm for solving the cluster analysis problem based on nonsmooth optimization techniques is developed. This optimization problem has a number of characteristics that make it challenging: it has many local minimum, the optimization variables can be either continuous or categorical, and there are no exact analytical derivatives. In this study we show how to apply a particular class of optimization methods known as pattern search methods to address these challenges. These methods do not explicitly use derivatives, an important feature that has not been addressed in previous studies. Results of numerical experiments are presented which demonstrate the effectiveness of the proposed method.Keywords: Clustering functions, Non-smooth Optimization, Nonconvex Optimization, Pattern Search Method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16412263 Likelihood Estimation for Stochastic Epidemics with Heterogeneous Mixing Populations
Authors: Yilun Shang
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We consider a heterogeneously mixing SIR stochastic epidemic process in populations described by a general graph. Likelihood theory is developed to facilitate statistic inference for the parameters of the model under complete observation. We show that these estimators are asymptotically Gaussian unbiased estimates by using a martingale central limit theorem.Keywords: statistic inference, maximum likelihood, epidemicmodel, heterogeneous mixing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14092262 Numerical Simulations on Feasibility of Stochastic Model Predictive Control for Linear Discrete-Time Systems with Random Dither Quantization
Authors: Taiki Baba, Tomoaki Hashimoto
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The random dither quantization method enables us to achieve much better performance than the simple uniform quantization method for the design of quantized control systems. Motivated by this fact, the stochastic model predictive control method in which a performance index is minimized subject to probabilistic constraints imposed on the state variables of systems has been proposed for linear feedback control systems with random dither quantization. In other words, a method for solving optimal control problems subject to probabilistic state constraints for linear discrete-time control systems with random dither quantization has been already established. To our best knowledge, however, the feasibility of such a kind of optimal control problems has not yet been studied. Our objective in this paper is to investigate the feasibility of stochastic model predictive control problems for linear discrete-time control systems with random dither quantization. To this end, we provide the results of numerical simulations that verify the feasibility of stochastic model predictive control problems for linear discrete-time control systems with random dither quantization.Keywords: Model predictive control, stochastic systems, probabilistic constraints, random dither quantization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10232261 Hybridizing Genetic Algorithm with Biased Chance Local Search
Authors: Mehdi Basikhasteh, Mohamad A. Movafaghpour
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This paper explores university course timetabling problem. There are several characteristics that make scheduling and timetabling problems particularly difficult to solve: they have huge search spaces, they are often highly constrained, they require sophisticated solution representation schemes, and they usually require very time-consuming fitness evaluation routines. Thus standard evolutionary algorithms lack of efficiency to deal with them. In this paper we have proposed a memetic algorithm that incorporates the problem specific knowledge such that most of chromosomes generated are decoded into feasible solutions. Generating vast amount of feasible chromosomes makes the progress of search process possible in a time efficient manner. Experimental results exhibit the advantages of the developed Hybrid Genetic Algorithm than the standard Genetic Algorithm.Keywords: University Course Timetabling, Memetic Algorithm, Biased Chance Assignment, Optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16992260 Augmented Lyapunov Approach to Robust Stability of Discrete-time Stochastic Neural Networks with Time-varying Delays
Authors: Shu Lü, Shouming Zhong, Zixin Liu
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In this paper, the robust exponential stability problem of discrete-time uncertain stochastic neural networks with timevarying delays is investigated. By introducing a new augmented Lyapunov function, some delay-dependent stable results are obtained in terms of linear matrix inequality (LMI) technique. Compared with some existing results in the literature, the conservatism of the new criteria is reduced notably. Three numerical examples are provided to demonstrate the less conservatism and effectiveness of the proposed method.
Keywords: Robust exponential stability, delay-dependent stability, discrete-time neural networks, stochastic, time-varying delays.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14372259 An efficient Activity Network Reduction Algorithm based on the Label Correcting Tracing Algorithm
Authors: Weng Ming Chu
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When faced with stochastic networks with an uncertain duration for their activities, the securing of network completion time becomes problematical, not only because of the non-identical pdf of duration for each node, but also because of the interdependence of network paths. As evidenced by Adlakha & Kulkarni [1], many methods and algorithms have been put forward in attempt to resolve this issue, but most have encountered this same large-size network problem. Therefore, in this research, we focus on network reduction through a Series/Parallel combined mechanism. Our suggested algorithm, named the Activity Network Reduction Algorithm (ANRA), can efficiently transfer a large-size network into an S/P Irreducible Network (SPIN). SPIN can enhance stochastic network analysis, as well as serve as the judgment of symmetry for the Graph Theory.Keywords: Series/Parallel network, Stochastic network, Network reduction, Interdictive Graph, Complexity Index.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13792258 Solving Single Machine Total Weighted Tardiness Problem Using Gaussian Process Regression
Authors: Wanatchapong Kongkaew
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This paper proposes an application of probabilistic technique, namely Gaussian process regression, for estimating an optimal sequence of the single machine with total weighted tardiness (SMTWT) scheduling problem. In this work, the Gaussian process regression (GPR) model is utilized to predict an optimal sequence of the SMTWT problem, and its solution is improved by using an iterated local search based on simulated annealing scheme, called GPRISA algorithm. The results show that the proposed GPRISA method achieves a very good performance and a reasonable trade-off between solution quality and time consumption. Moreover, in the comparison of deviation from the best-known solution, the proposed mechanism noticeably outperforms the recently existing approaches.
Keywords: Gaussian process regression, iterated local search, simulated annealing, single machine total weighted tardiness.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22362257 A Multi-Objective Model for Supply Chain Network Design under Stochastic Demand
Authors: F. Alborzi, H. Vafaei, M.H. Gholami, M.M. S. Esfahani
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In this article, the design of a Supply Chain Network (SCN) consisting of several suppliers, production plants, distribution centers and retailers, is considered. Demands of retailers are considered stochastic parameters, so we generate amounts of data via simulation to extract a few demand scenarios. Then a mixed integer two-stage programming model is developed to optimize simultaneously two objectives: (1) minimization the fixed and variable cost, (2) maximization the service level. A weighting method is utilized to solve this two objective problem and a numerical example is made to show the performance of the model.Keywords: Mixed Integer Programming, Multi-objective Optimization, Stochastic Demand, Supply Chain Design, Two Stage Programming
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23222256 An Enhanced Particle Swarm Optimization Algorithm for Multiobjective Problems
Authors: Houda Abadlia, Nadia Smairi, Khaled Ghedira
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Multiobjective Particle Swarm Optimization (MOPSO) has shown an effective performance for solving test functions and real-world optimization problems. However, this method has a premature convergence problem, which may lead to lack of diversity. In order to improve its performance, this paper presents a hybrid approach which embedded the MOPSO into the island model and integrated a local search technique, Variable Neighborhood Search, to enhance the diversity into the swarm. Experiments on two series of test functions have shown the effectiveness of the proposed approach. A comparison with other evolutionary algorithms shows that the proposed approach presented a good performance in solving multiobjective optimization problems.
Keywords: Particle swarm optimization, migration, variable neighborhood search, multiobjective optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8092255 A Stochastic Approach to Extreme Wind Speeds Conditions on a Small Axial Wind Turbine
Authors: Nkongho Ayuketang Arreyndip, Ebobenow Joseph
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In this paper, to model a real life wind turbine, a probabilistic approach is proposed to model the dynamics of the blade elements of a small axial wind turbine under extreme stochastic wind speeds conditions. It was found that the power and the torque probability density functions even-dough decreases at these extreme wind speeds but are not infinite. Moreover, we also fund that it is possible to stabilize the power coefficient (stabilizing the output power)above rated wind speeds by turning some control parameters. This method helps to explain the effect of turbulence on the quality and quantity of the harness power and aerodynamic torque.Keywords: Probability, Stochastic, Probability density function, Turbulence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17452254 Low-Cost Inertial Sensors Modeling Using Allan Variance
Authors: A. A. Hussen, I. N. Jleta
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Micro-electromechanical system (MEMS) accelerometers and gyroscopes are suitable for the inertial navigation system (INS) of many applications due to low price, small dimensions and light weight. The main disadvantage in a comparison with classic sensors is a worse long term stability. The estimation accuracy is mostly affected by the time-dependent growth of inertial sensor errors, especially the stochastic errors. In order to eliminate negative effects of these random errors, they must be accurately modeled. In this paper, the Allan variance technique will be used in modeling the stochastic errors of the inertial sensors. By performing a simple operation on the entire length of data, a characteristic curve is obtained whose inspection provides a systematic characterization of various random errors contained in the inertial-sensor output data.Keywords: Allan variance, accelerometer, gyroscope, stochastic errors.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 52792253 A Weighted-Profiling Using an Ontology Basefor Semantic-Based Search
Authors: Hikmat A. M. Abd-El-Jaber, Tengku M. T. Sembok
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The information on the Web increases tremendously. A number of search engines have been developed for searching Web information and retrieving relevant documents that satisfy the inquirers needs. Search engines provide inquirers irrelevant documents among search results, since the search is text-based rather than semantic-based. Information retrieval research area has presented a number of approaches and methodologies such as profiling, feedback, query modification, human-computer interaction, etc for improving search results. Moreover, information retrieval has employed artificial intelligence techniques and strategies such as machine learning heuristics, tuning mechanisms, user and system vocabularies, logical theory, etc for capturing user's preferences and using them for guiding the search based on the semantic analysis rather than syntactic analysis. Although a valuable improvement has been recorded on search results, the survey has shown that still search engines users are not really satisfied with their search results. Using ontologies for semantic-based searching is likely the key solution. Adopting profiling approach and using ontology base characteristics, this work proposes a strategy for finding the exact meaning of the query terms in order to retrieve relevant information according to user needs. The evaluation of conducted experiments has shown the effectiveness of the suggested methodology and conclusion is presented.Keywords: information retrieval, user profiles, semantic Web, ontology, search engine.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32192252 Stochastic Edge Based Anomaly Detection for Supervisory Control and Data Acquisitions Systems: Considering the Zambian Power Grid
Authors: Lukumba Phiri, Simon Tembo, Kumbuso Joshua Nyoni
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In Zambia, recent initiatives by various power operators like ZESCO, CEC, and consumers like the mines, to upgrade power systems into smart grids, target an even tighter integration with information technologies to enable the integration of renewable energy sources, local and bulk generation, and demand response. Thus, for the reliable operation of smart grids, its information infrastructure must be secure and reliable in the face of both failures and cyberattacks. Due to the nature of the systems, ICS/SCADA cybersecurity and governance face additional challenges compared to the corporate networks, and critical systems may be left exposed. There exist control frameworks internationally such as the NIST framework, however, they are generic and do not meet the domain-specific needs of the SCADA systems. Zambia is also lagging in cybersecurity awareness and adoption, and therefore there is a concern about securing ICS controlling key infrastructure critical to the Zambian economy as there are few known facts about the true posture. In this paper, we present a stochastic Edged-based Anomaly Detection for SCADA systems (SEADS) framework for threat modeling and risk assessment. SEADS enables the calculation of steady-steady probabilities that are further applied to establish metrics like system availability, maintainability, and reliability.
Keywords: Anomaly detection, SmartGrid, edge, maintainability, reliability, stochastic process.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3242251 Increasing Performance of Autopilot Guided Small Unmanned Helicopter
Authors: Tugrul Oktay, Mehmet Konar, Mustafa Soylak, Firat Sal, Murat Onay, Orhan Kizilkaya
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In this paper, autonomous performance of a small manufactured unmanned helicopter is tried to be increased. For this purpose, a small unmanned helicopter is manufactured in Erciyes University, Faculty of Aeronautics and Astronautics. It is called as ZANKA-Heli-I. For performance maximization, autopilot parameters are determined via minimizing a cost function consisting of flight performance parameters such as settling time, rise time, overshoot during trajectory tracking. For this purpose, a stochastic optimization method named as simultaneous perturbation stochastic approximation is benefited. Using this approach, considerable autonomous performance increase (around %23) is obtained.Keywords: Small helicopters, hierarchical control, stochastic optimization, autonomous performance maximization, autopilots.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16382250 Efficiency of Robust Heuristic Gradient Based Enumerative and Tunneling Algorithms for Constrained Integer Programming Problems
Authors: Vijaya K. Srivastava, Davide Spinello
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This paper presents performance of two robust gradient-based heuristic optimization procedures based on 3n enumeration and tunneling approach to seek global optimum of constrained integer problems. Both these procedures consist of two distinct phases for locating the global optimum of integer problems with a linear or non-linear objective function subject to linear or non-linear constraints. In both procedures, in the first phase, a local minimum of the function is found using the gradient approach coupled with hemstitching moves when a constraint is violated in order to return the search to the feasible region. In the second phase, in one optimization procedure, the second sub-procedure examines 3n integer combinations on the boundary and within hypercube volume encompassing the result neighboring the result from the first phase and in the second optimization procedure a tunneling function is constructed at the local minimum of the first phase so as to find another point on the other side of the barrier where the function value is approximately the same. In the next cycle, the search for the global optimum commences in both optimization procedures again using this new-found point as the starting vector. The search continues and repeated for various step sizes along the function gradient as well as that along the vector normal to the violated constraints until no improvement in optimum value is found. The results from both these proposed optimization methods are presented and compared with one provided by popular MS Excel solver that is provided within MS Office suite and other published results.
Keywords: Constrained integer problems, enumerative search algorithm, Heuristic algorithm, tunneling algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8012249 Novel Delay-Dependent Stability Criteria for Uncertain Discrete-Time Stochastic Neural Networks with Time-Varying Delays
Authors: Mengzhuo Luo, Shouming Zhong
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This paper investigates the problem of exponential stability for a class of uncertain discrete-time stochastic neural network with time-varying delays. By constructing a suitable Lyapunov-Krasovskii functional, combining the stochastic stability theory, the free-weighting matrix method, a delay-dependent exponential stability criteria is obtained in term of LMIs. Compared with some previous results, the new conditions obtain in this paper are less conservative. Finally, two numerical examples are exploited to show the usefulness of the results derived.
Keywords: Delay-dependent stability, Neural networks, Time varying delay, Linear matrix inequality (LMI).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19272248 A Stochastic Diffusion Process Based on the Two-Parameters Weibull Density Function
Authors: Meriem Bahij, Ahmed Nafidi, Boujemâa Achchab, Sílvio M. A. Gama, José A. O. Matos
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19682247 A Novel Approach of Route Choice in Stochastic Time-varying Networks
Authors: Siliang Wang, Minghui Wang
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Many exist studies always use Markov decision processes (MDPs) in modeling optimal route choice in stochastic, time-varying networks. However, taking many variable traffic data and transforming them into optimal route decision is a computational challenge by employing MDPs in real transportation networks. In this paper we model finite horizon MDPs using directed hypergraphs. It is shown that the problem of route choice in stochastic, time-varying networks can be formulated as a minimum cost hyperpath problem, and it also can be solved in linear time. We finally demonstrate the significant computational advantages of the introduced methods.Keywords: Markov decision processes (MDPs), stochastictime-varying networks, hypergraphs, route choice.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15552246 Stochastic Learning Algorithms for Modeling Human Category Learning
Authors: Toshihiko Matsuka, James E. Corter
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Most neural network (NN) models of human category learning use a gradient-based learning method, which assumes that locally-optimal changes are made to model parameters on each learning trial. This method tends to under predict variability in individual-level cognitive processes. In addition many recent models of human category learning have been criticized for not being able to replicate rapid changes in categorization accuracy and attention processes observed in empirical studies. In this paper we introduce stochastic learning algorithms for NN models of human category learning and show that use of the algorithms can result in (a) rapid changes in accuracy and attention allocation, and (b) different learning trajectories and more realistic variability at the individual-level.Keywords: category learning, cognitive modeling, radial basis function, stochastic optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16292245 Solving Process Planning and Scheduling with Number of Operation Plus Processing Time Due-Date Assignment Concurrently Using a Genetic Search
Authors: Halil Ibrahim Demir, Alper Goksu, Onur Canpolat, Caner Erden, Melek Nur
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Traditionally process planning, scheduling and due date assignment are performed sequentially and separately. High interrelation between these functions makes integration very useful. Although there are numerous works on integrated process planning and scheduling and many works on scheduling with due date assignment, there are only a few works on the integration of these three functions. Here we tested the different integration levels of these three functions and found a fully integrated version as the best. We applied genetic search and random search and genetic search was found better compared to the random search. We penalized all earliness, tardiness and due date related costs. Since all these three terms are all undesired, it is better to penalize all of them.Keywords: Process planning, scheduling, due-date assignment, genetic algorithm, random search.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8402244 Profit Optimization for Solar Plant Electricity Production
Authors: Fl. Loury, P. Sablonière
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In this paper a stochastic scenario-based model predictive control applied to molten salt storage systems in concentrated solar tower power plant is presented. The main goal of this study is to build up a tool to analyze current and expected future resources for evaluating the weekly power to be advertised on electricity secondary market. This tool will allow plant operator to maximize profits while hedging the impact on the system of stochastic variables such as resources or sunlight shortage.
Solving the problem first requires a mixed logic dynamic modeling of the plant. The two stochastic variables, respectively the sunlight incoming energy and electricity demands from secondary market, are modeled by least square regression. Robustness is achieved by drawing a certain number of random variables realizations and applying the most restrictive one to the system. This scenario approach control technique provides the plant operator a confidence interval containing a given percentage of possible stochastic variable realizations in such a way that robust control is always achieved within its bounds. The results obtained from many trajectory simulations show the existence of a ‘’reliable’’ interval, which experimentally confirms the algorithm robustness.
Keywords: Molten Salt Storage System, Concentrated Solar Tower Power Plant, Robust Stochastic Model Predictive Control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19262243 Robust Adaptive ELS-QR Algorithm for Linear Discrete Time Stochastic Systems Identification
Authors: Ginalber L. O. Serra
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This work proposes a recursive weighted ELS algorithm for system identification by applying numerically robust orthogonal Householder transformations. The properties of the proposed algorithm show it obtains acceptable results in a noisy environment: fast convergence and asymptotically unbiased estimates. Comparative analysis with others robust methods well known from literature are also presented.Keywords: Stochastic Systems, Robust Identification, Parameter Estimation, Systems Identification.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1491