Search results for: stochastic modeling.

Authors: M. Schulze, P. Crespo Del Granado

Abstract:

This paper considers the influence of promotion instruments for renewable energy sources (RES) on a multi-energy modeling framework. In Europe, so called Feed-in Tariffs are successfully used as incentive structures to increase the amount of energy produced by RES. Because of the stochastic nature of large scale integration of distributed generation, many problems have occurred regarding the quality and stability of supply. Hence, a macroscopic model was developed in order to optimize the power supply of the local energy infrastructure, which includes electricity, natural gas, fuel oil and district heating as energy carriers. Unique features of the model are the integration of RES and the adoption of Feed-in Tariffs into one optimization stage. Sensitivity studies are carried out to examine the system behavior under changing profits for the feed-in of RES. With a setup of three energy exchanging regions and a multi-period optimization, the impact of costs and profits are determined.

Keywords: Distributed generation, optimization methods, power system modeling, renewable energy.

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Authors: Mizan Ahmed, Srikanth Venkatesan

Abstract:

Geological and tectonic framework indicates that Bangladesh is one of the most seismically active regions in the world. The Bengal Basin is at the junction of three major interacting plates: the Indian, Eurasian, and Burma Plates. Besides there are many active faults within the region, e.g. the large Dauki fault in the north. The country has experienced a number of destructive earthquakes due to the movement of these active faults. Current seismic provisions of Bangladesh are mostly based on earthquake data prior to the 1990. Given the record of earthquakes post 1990, there is a need to revisit the design provisions of the code. This paper compares the base shear demand of three major cities in Bangladesh: Dhaka (the capital city), Sylhet, and Chittagong for earthquake scenarios of magnitudes 7.0MW, 7.5MW, 8.0MW, and 8.5MW using a stochastic model. In particular, the stochastic model allows the flexibility to input region specific parameters such as shear wave velocity profile (that were developed from Global Crustal Model CRUST2.0) and include the effects of attenuation as individual components. Effects of soil amplification were analysed using the Extended Component Attenuation Model (ECAM). Results show that the estimated base shear demand is higher in comparison with code provisions leading to the suggestion of additional seismic design consideration in the study regions.

Keywords: Attenuation, earthquake, ground motion, stochastic, seismic hazard.

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Authors: Myat Su Mon Win

Abstract:

The pseudorandom number generators based on linear feedback shift registers (LFSRs), are very quick, easy and secure in the implementation of hardware and software. Thus they are very popular and widely used. But LFSRs lead to fairly easy cryptanalysis due to their completely linearity properties. In this paper, we propose a stochastic generator, which is called Random Feedback Shift Register (RFSR), using stochastic transformation (Random block) with one-way and non-linearity properties.

Keywords: Linear Feedback Shift Register, Non Linearity, R_Block, Random Feedback Shift Register

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Authors: Katalina Grigorova, Kaloyan Mironov

Abstract:

The paper focuses on the benefits of business process modeling. Although this discipline is developing for many years, there is still necessity of creating new opportunities to meet the ever increasing users’ needs. Because one of these needs is related to the conversion of business process models from one standard to another, the authors have developed a converter between BPMN and EPC standards using workflow patterns as intermediate tool. Nowadays there are too many systems for business process modeling. The variety of output formats is almost the same as the systems themselves. This diversity additionally hampers the conversion of the models. The presented study is aimed at discussing problems due to differences in the output formats of various modeling environments.

Keywords: Business process modeling, business process modeling standards, workflow patterns, converting models.

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Authors: T. T. Manikandan, Rajeev Sukumaran

Abstract:

For maintaining the biodiversity of many ecosystems the existence of coral reefs play a vital role. But due to many factors such as pollution and coral mining, coral reefs are dying day by day. One way to protect the coral reefs is to farm them in a carefully monitored underwater environment and restore it in place of dead corals. For successful farming of corals in coral farms, different parameters of the water in the farming area need to be monitored and maintained at optimal level. Sensing underwater parameters using wireless sensor nodes is an effective way for precise and continuous monitoring in a highly dynamic environment like oceans. Here the sensed information is of varying importance and it needs to be provided with desired Quality of Service(QoS) guarantees in delivering the information to offshore monitoring centers. The main interest of this research is Stochastic Network Calculus (SNC) based modeling of network layer design for underwater wireless sensor communication. The model proposed in this research enforces differentiation of service in underwater wireless sensor communication with the help of buffer sizing and link scheduling. The delay and backlog bounds for such differentiated services are analytically derived using stochastic network calculus.

Keywords: Underwater Coral Farms, SNC, differentiated service, delay bound, backlog bound.

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Authors: Turgay Temel, John Hallam

Abstract:

A recent neurospiking coding scheme for feature extraction from biosonar echoes of various plants is examined with avariety of stochastic classifiers. Feature vectors derived are employedin well-known stochastic classifiers, including nearest-neighborhood,single Gaussian and a Gaussian mixture with EM optimization.Classifiers' performances are evaluated by using cross-validation and bootstrapping techniques. It is shown that the various classifers perform equivalently and that the modified preprocessing configuration yields considerably improved results.

Keywords: Classification, neuro-spike coding, non-parametricmodel, parametric model, Gaussian mixture, EM algorithm.

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Authors: Xiang Zhang, David Rey, S. Travis Waller

Abstract:

Stochastic User Equilibrium (SUE) model is a widely used traffic assignment model in transportation planning, which is regarded more advanced than Deterministic User Equilibrium (DUE) model. However, a problem exists that the performance of the SUE model depends on its error term parameter. The objective of this paper is to propose a systematic method of determining the appropriate error term parameter value for the SUE model. First, the significance of the parameter is explored through a numerical example. Second, the parameter calibration method is developed based on the Logit-based route choice model. The calibration process is realized through multiple nonlinear regression, using sequential quadratic programming combined with least square method. Finally, case analysis is conducted to demonstrate the application of the calibration process and validate the better performance of the SUE model calibrated by the proposed method compared to the SUE models under other parameter values and the DUE model.

Keywords: Parameter calibration, sequential quadratic programming, Stochastic User Equilibrium, traffic assignment, transportation planning.

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Authors: Ziaddin Daie Koozekanani, Mina Zolfy Lighvan

Abstract:

One of the most challengeable issues in ESL (Electronic System Level) design is the lack of a general modeling scheme for on chip communication architecture. In this paper some of the mostly used methodologies for modeling and representation of on chip communication are investigated. Our goal is studying the existing methods to extract the requirements of a general representation scheme for communication architecture synthesis. The next step, will be introducing a modeling and representation method for being used in automatically synthesis process of on chip communication architecture.

Keywords: Communication architecture, System on Chip, Communication Modeling and Representation

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Authors: Yen-Po Wang, Ming-Chih Huang, Ming-Lian Chang

Abstract:

A scheme integrated with deterministic–stochastic subspace system identification and the method of damage localization vector is proposed in this study for damage detection of structures based on seismic response data. A series of shaking table tests using a five-storey steel frame has been conducted in National Center for Research on Earthquake Engineering (NCREE), Taiwan. Damage condition is simulated by reducing the cross-sectional area of some of the columns at the bottom. Both single and combinations of multiple damage conditions at various locations have been considered. In the system identification analysis, either full or partial observation conditions have been taken into account. It has been shown that the damaged stories can be identified from global responses of the structure to earthquakes if sufficiently observed. In addition to detecting damage(s) with respect to the intact structure, identification of new or extended damages of the as-damaged (ill-conditioned) counterpart has also been studied. The proposed scheme proves to be effective.

Keywords: Damage locating vectors, deterministic-stochastic subspace system, shaking table tests, system identification.

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Authors: Charles D. Otine, Samuel B. Kucel, Lena Trojer

Abstract:

Selecting the data modeling technique for an information system is determined by the objective of the resultant data model. Dimensional modeling is the preferred modeling technique for data destined for data warehouses and data mining, presenting data models that ease analysis and queries which are in contrast with entity relationship modeling. The establishment of data warehouses as components of information system landscapes in many organizations has subsequently led to the development of dimensional modeling. This has been significantly more developed and reported for the commercial database management systems as compared to the open sources thereby making it less affordable for those in resource constrained settings. This paper presents dimensional modeling of HIV patient information using open source modeling tools. It aims to take advantage of the fact that the most affected regions by the HIV virus are also heavily resource constrained (sub-Saharan Africa) whereas having large quantities of HIV data. Two HIV data source systems were studied to identify appropriate dimensions and facts these were then modeled using two open source dimensional modeling tools. Use of open source would reduce the software costs for dimensional modeling and in turn make data warehousing and data mining more feasible even for those in resource constrained settings but with data available.

Keywords: About Database, Data Mining, Data warehouse, Dimensional Modeling, Open Source.

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Authors: Xianqing Liu, Shouming Zhong, Lijiang Xiang

Abstract:

In this paper, a stochastic predator-prey system with Bedding-DeAngelis functional response is studied. By constructing a suitable Lyapunov founction, sufficient conditions for species to be stochastically permanent is established. Meanwhile, we show that the species will become extinct with probability one if the noise is sufficiently large.

Keywords: Stochastically permanent, extinct, white noise, Bedding-DeAngelis functional response.

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Authors: Athanasios T. Alexiou, Maria M. Psiha, John A. Rekkas, Panayiotis M. Vlamos

Abstract:

Mitochondria are dynamic organelles, capable to interact with each other. While the number of mitochondria in a cell varies, their quality and functionality depends on the operation of fusion, fission, motility and mitophagy. Nowadays, several researches declare as an important factor in neurogenerative diseases the disruptions in the regulation of mitochondrial dynamics. In this paper a stochastic model in BioAmbients calculus is presented, concerning mitochondrial fusion and its distribution in the renewal of mitochondrial population in a cell. This model describes the successive and dependent stages of protein synthesis, protein-s activation and merging of two independent mitochondria.

Keywords: Mitochondrial Dynamics, P-Calculus, StochasticModeling.

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Authors: Zixin Liu, Shu Lü, Shouming Zhong, Mao Ye

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This paper studies the pth moment exponential synchronization of a class of stochastic neural networks with mixed delays. Based on Lyapunov stability theory, by establishing a new integrodifferential inequality with mixed delays, several sufficient conditions have been derived to ensure the pth moment exponential stability for the error system. The criteria extend and improve some earlier results. One numerical example is presented to illustrate the validity of the main results.

Keywords: pth Moment Exponential synchronization, Stochastic, Neural networks, Mixed time delays

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Authors: Davod Khojasteh Salkuyeh

Abstract:

An important task in solving second order linear ordinary differential equations by the finite difference is to choose a suitable stepsize h. In this paper, by using the stochastic arithmetic, the CESTAC method and the CADNA library we present a procedure to estimate the optimal stepsize hopt, the stepsize which minimizes the global error consisting of truncation and round-off error.

Keywords: Ordinary differential equations, optimal stepsize, error, stochastic arithmetic, CESTAC, CADNA.

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Authors: Siliang Wang, Minghui Wang, Jun Hu

Abstract:

A novel path planning approach is presented to solve optimal path in stochastic, time-varying networks under priori traffic information. Most existing studies make use of dynamic programming to find optimal path. However, those methods are proved to be unable to obtain global optimal value, moreover, how to design efficient algorithms is also another challenge. This paper employs a decision theoretic framework for defining optimal path: for a given source S and destination D in urban transit network, we seek an S - D path of lowest expected travel time where its link travel times are discrete random variables. To solve deficiency caused by the methods of dynamic programming, such as curse of dimensionality and violation of optimal principle, an integer programming model is built to realize assignment of discrete travel time variables to arcs. Simultaneously, pruning techniques are also applied to reduce computation complexity in the algorithm. The final experiments show the feasibility of the novel approach.

Keywords: pruning method, stochastic, time-varying networks, optimal path planning.

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Authors: Mohammad Mahdi Paydar, Armin Cheraghalipour, Mostafa Hajiaghaei-Keshteli

Abstract:

Nowadays, in advanced countries, agriculture as one of the most significant sectors of the economy, plays an important role in its political and economic independence. Due to farmers' lack of information about products' demand and lack of proper planning for harvest time, annually the considerable amount of products is corrupted. Besides, in this paper, we attempt to improve these unfavorable conditions via designing an effective supply chain network that tries to minimize total costs of agricultural products along with minimizing shortage in demand points. To validate the proposed model, a stochastic optimization approach by using a branch and bound solver of the LINGO software is utilized. Furthermore, to accumulate the data of parameters, a case study in Mazandaran province placed in the north of Iran has been applied. Finally, using ɛ-constraint approach, a Pareto front is obtained and one of its Pareto solutions as best solution is selected. Then, related results of this solution are explained. Finally, conclusions and suggestions for the future research are presented.

Keywords: Perishable products, stochastic optimization, agricultural supply chain, ɛ-constraint.

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Authors: Adla Bentellis, Zizette Boufaïda

Abstract:

Nowadays, the pace of business change is such that, increasingly, new functionality has to be realized and reliably installed in a matter of days, or even hours. Consequently, more and more business processes are prone to a continuous change. The objective of the research in progress is to use the MAP model, in a conceptual modeling method for flexible and adaptive business process. This method can be used to capture the flexibility dimensions of a business process; it takes inspiration from modularity concept in the object oriented paradigm to establish a hierarchical construction of the BP modeling. Its intent is to provide a flexible modeling that allows companies to quickly adapt their business processes.

Keywords: Business Process, Business process modeling, flexibility, MAP Model.

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Authors: Hassan Manouzi

Abstract:

We present in this paper a useful strategy to solve stochastic partial differential equations (SPDEs) involving stochastic coefficients. Using the Wick-product of higher order and the Wiener-Itˆo chaos expansion, the SPDEs is reformulated as a large system of deterministic partial differential equations. To reduce the computational complexity of this system, we shall use a decomposition-coordination method. To obtain the chaos coefficients in the corresponding deterministic equations, we use a least square formulation. Once this approximation is performed, the statistics of the numerical solution can be easily evaluated.

Keywords: Least squares, Wick product, SPDEs, finite element, Wiener chaos expansion, gradient method.

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Authors: Bassem Roushdy, Nahed Sobhy, Abdelrhim Abdelhamid, Ahmed Mahmoud

Abstract:

Most papers model Joint Replenishment Problem (JRP) as a (kT,S) where kT is a multiple value for a common review period T,and S is a predefined order up to level. In general the (T,S) policy is characterized by a long out of control period which requires a large amount of safety stock compared to the (R,Q) policy. In this paper a probabilistic model is built where an item, call it item(i), with the shortest order time between interval (T)is modeled under (R,Q) policy and its inventory is continuously reviewed, while the rest of items (j) are periodically reviewed at a definite time corresponding to item

Keywords: Inventory management, Joint replenishment, policy evaluation, stochastic process

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Authors: Seong-Su Jeon, Seong-Jin Kim, Goon-Cherl Park

Abstract:

In this study, direct numerical simulation for the bubble condensation in the subcooled boiling flow was performed. The main goal was to develop the CFD modeling for the bubble condensation and to evaluate the accuracy of the VOF model with the developed CFD modeling. CFD modeling for the bubble condensation was developed by modeling the source terms in the governing equations of VOF model using UDF. In the modeling, the amount of condensation was determined using the interfacial heat transfer coefficient obtained from the bubble velocity, liquid temperature and bubble diameter every time step. To evaluate the VOF model using the CFD modeling for the bubble condensation, CFD simulation results were compared with SNU experimental results such as bubble volume and shape, interfacial area, bubble diameter and bubble velocity. Simulation results predicted well the behavior of the actual condensing bubble. Therefore, it can be concluded that the VOF model using the CFD modeling for the bubble condensation will be a useful computational fluid dynamics tool for analyzing the behavior of the condensing bubble in a wide range of the subcooled boiling flow.

Keywords: Bubble condensation, CFD modeling, Subcooled boiling flow, VOF model.

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Authors: Song Meng, Dianfu Ma, Yongwang Zhao, Jianxin Li

Abstract:

Cooperative visual modeling is more and more necessary in our complicated world. A collaborative environment which supports interactive operation and communication is required to increase work efficiency. We present a collaborative visual modeling framework which collaborative platform could be built on. On this platform, cooperation and communication is available for designers from different regions. This framework, which is different from other collaborative frameworks, contains a uniform message format, a message handling mechanism and other functions such as message pretreatment and Role-Communication-Token Access Control (RCTAC). We also show our implementation of this framework called Orchestra Designer, which support BPLE workflow modeling cooperatively online.

Keywords: colllaborative framework; visual modeling; message handling mechanism

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Authors: Zoltan Theisz, Gergely Mezei

Abstract:

Modern industrial automation relies on service oriented concepts of Internet of Things (IoT) device modeling in order to provide a flexible and extendable environment for service meta-repository. However, state-of-the-art meta-modeling techniques prefer design-time modeling, which results in a heavy usage of class sometimes unnecessary static subtyping. Although this approach benefits from clear-cut object-oriented design principles, it also seals the model repository for further dynamic extensions. In this paper, a dynamic multi-level modeling approach is introduced that enables dynamic subtyping through a more relaxed partial instantiation mechanism. The approach is demonstrated on a simple sensor network example.

Keywords: Meta-modeling, dynamic subtyping, DMLA, industrial automation, arrowhead.

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Authors: Karolína Vozková, Matěj Kuc

Abstract:

This paper analyzes recent trends in cost efficiency of European cooperative banks using efficient frontier analysis. Our methodology is based on stochastic frontier analysis which is run on a set of 649 European cooperative banks using data between 2006 and 2015. Our results show that average inefficiency of European cooperative banks is increasing since 2008, smaller cooperative banks are significantly more efficient than the bigger ones over the whole time period and that share of net fee and commission income to total income surprisingly seems to have no impact on bank cost efficiency.

Keywords: Cooperative banks, cost efficiency, efficient frontier analysis, stochastic frontier analysis, net fee and commission income.

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Authors: Hidetoshi Nonaka

Abstract:

This paper presents an interactive modeling system of uniform polyhedra using the isomorphic graphs. Especially, Kepler-Poinsot solids are formed by modifications of dodecahedron and icosahedron.

Keywords: Kepler-Poinsot solid, Shape modeling, Polyhedralgraph, Graph drawing.

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Authors: Rosita Suhaimi, Firdaus Abdullah, Chong Fen Nee, Nurhani Aba Ibrahim

Abstract:

This paper attempts to identify the significance of Information and Communications Technology (ICT) and competitiveness to the profit efficiency of commercial banks in Malaysia. The profit efficiency of commercial banks in Malaysia, the dependent variable, was estimated using the Stochastic Frontier Approach (SFA) on a sample of unbalanced panel data, covering 23 commercial banks, between 1995 to 2007. Based on the empirical results, ICT was not found to exert a significant impact on profit efficiency, whereas competitiveness, non ICT stock expenditure and ownership were significant contributors. On the other hand, the size of banks was found to have significantly reduced profit efficiency, opening up for various interpretations of the interrelated role of ICT and competition.

Keywords: Competitiveness, Profit Efficiency, Stochastic Frontier Analysis

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Authors: A. Retbi, M. Khalidi Idrissi, S. Bennani

Abstract:

The success of an e-learning system is highly dependent on the quality of its educational content and how effective, complete, and simple the design tool can be for teachers. Educational modeling languages (EMLs) are proposed as design languages intended to teachers for modeling diverse teaching-learning experiences, independently of the pedagogical approach and in different contexts. However, most existing EMLs are criticized for being too abstract and too complex to be understood and manipulated by teachers. In this paper, we present a visual EML that simplifies the process of designing learning scenarios for teachers with no programming background. Based on the conceptual framework of the activity theory, our resulting visual EML focuses on using Domainspecific modeling techniques to provide a pedagogical level of abstraction in the design process.

Keywords: Educational modeling language, Domain Specific Modeling, authoring systems, learning scenario.

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Authors: Karim Hamidi Machekposhti, Hossein Sedghi

Abstract:

This study was designed to find the best stochastic model (using of time series analysis) for annual extreme streamflow (peak and maximum streamflow) of Karkheh River at Iran. The Auto-regressive Integrated Moving Average (ARIMA) model used to simulate these series and forecast those in future. For the analysis, annual extreme streamflow data of Jelogir Majin station (above of Karkheh dam reservoir) for the years 1958–2005 were used. A visual inspection of the time plot gives a little increasing trend; therefore, series is not stationary. The stationarity observed in Auto-Correlation Function (ACF) and Partial Auto-Correlation Function (PACF) plots of annual extreme streamflow was removed using first order differencing (d=1) in order to the development of the ARIMA model. Interestingly, the ARIMA(4,1,1) model developed was found to be most suitable for simulating annual extreme streamflow for Karkheh River. The model was found to be appropriate to forecast ten years of annual extreme streamflow and assist decision makers to establish priorities for water demand. The Statistical Analysis System (SAS) and Statistical Package for the Social Sciences (SPSS) codes were used to determinate of the best model for this series.

Keywords: Stochastic models, ARIMA, extreme streamflow, Karkheh River.

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Authors: Salinee Thumronglaohapun

Abstract:

The proper number and appropriate locations of service centers can save cost, raise revenue and gain more satisfaction from customers. Establishing service centers is high-cost and difficult to relocate. In long-term planning periods, several factors may affect the service. One of the most critical factors is uncertain demand of customers. The opened service centers need to be capable of serving customers and making a profit although the demand in each period is changed. In this work, the capacitated location-allocation problem with stochastic demand is considered. A mathematical model is formulated to determine suitable locations of service centers and their allocation to maximize total profit for multiple planning periods. Two heuristic methods, a local search and genetic algorithm, are used to solve this problem. For the local search, five different chances to choose each type of moves are applied. For the genetic algorithm, three different replacement strategies are considered. The results of applying each method to solve numerical examples are compared. Both methods reach to the same best found solution in most examples but the genetic algorithm provides better solutions in some cases.

Keywords: Location-allocation problem, stochastic demand, local search, genetic algorithm.

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Authors: John S. Anagnostopoulos, Dimitrios E. Papantonis

Abstract:

The incorporation of computational fluid dynamics in the design of modern hydraulic turbines appears to be necessary in order to improve their efficiency and cost-effectiveness beyond the traditional design practices. A numerical optimization methodology is developed and applied in the present work to a Turgo water turbine. The fluid is simulated by a Lagrangian mesh-free approach that can provide detailed information on the energy transfer and enhance the understanding of the complex, unsteady flow field, at very small computing cost. The runner blades are initially shaped according to hydrodynamics theory, and parameterized using Bezier polynomials and interpolation techniques. The use of a limited number of free design variables allows for various modifications of the standard blade shape, while stochastic optimization using evolutionary algorithms is implemented to find the best blade that maximizes the attainable hydraulic efficiency of the runner. The obtained optimal runner design achieves considerably higher efficiency than the standard one, and its numerically predicted performance is comparable to a real Turgo turbine, verifying the reliability and the prospects of the new methodology.

Keywords: Turgo turbine, Lagrangian flow modeling, Surface parameterization, Design optimization, Evolutionary algorithms.

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Authors: Bassam Atieh Rajabi, Sai Peck Lee

Abstract:

Business Process Modeling (BPM) is the first and most important step in business process management lifecycle. Graph based formalism and rule based formalism are the two most predominant formalisms on which process modeling languages are developed. BPM technology continues to face challenges in coping with dynamic business environments where requirements and goals are constantly changing at the execution time. Graph based formalisms incur problems to react to dynamic changes in Business Process (BP) at the runtime instances. In this research, an adaptive and flexible framework based on the integration between Object Oriented diagramming technique and Petri Net modeling language is proposed in order to support change management techniques for BPM and increase the representation capability for Object Oriented modeling for the dynamic changes in the runtime instances. The proposed framework is applied in a higher education environment to achieve flexible, updatable and dynamic BP.

Keywords: Business Process Modeling, Change Management, Graph Based Modeling, Rule Based Modeling, Object Oriented PetriNet.

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