Search results for: Monte Carlo simulation.

Authors: Hamed Afrasiab, Saeed Khodaygan

Abstract:

Prediction of machining process capability in the design stage plays a key role to reach the precision design and manufacturing of mechanical products. Inaccuracies in machining process lead to errors in position and orientation of machined features on the part, and strongly affect the process capability in the final quality of the product. In this paper, an efficient systematic approach is given to investigate the machining errors to predict the manufacturing errors of the parts and capability prediction of corresponding machining processes. A mathematical formulation of fixture locators modeling is presented to establish the relationship between the part errors and the related sources. Based on this method, the final machining errors of the part can be accurately estimated by relating them to the combined dimensional and geometric tolerances of the workpiece – fixture system. This method is developed for uncertainty analysis based on the Worst Case and statistical approaches. The application of the presented method is illustrated through presenting an example and the computational results are compared with the Monte Carlo simulation results.

Keywords: Process capability, machining error, dimensional and geometrical tolerances, uncertainty analysis.

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Authors: A. Anastasopoulou, A. Kolios, T. Somorin, A. Sowale, Y. Jiang, B. Fidalgo, A. Parker, L. Williams, M. Collins, E. J. McAdam, S. Tyrrel

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Developing countries are nowadays confronted with great challenges related to domestic sanitation services in view of the imminent water scarcity. Contemporary sanitation technologies established in these countries are likely to pose health risks unless waste management standards are followed properly. This paper provides a solution to sustainable sanitation with the development of an innovative toilet system, called Nano Membrane Toilet (NMT), which has been developed by Cranfield University and sponsored by the Bill & Melinda Gates Foundation. The particular technology converts human faeces into energy through gasification and provides treated wastewater from urine through membrane filtration. In order to evaluate the environmental profile of the NMT system, a deterministic life cycle assessment (LCA) has been conducted in SimaPro software employing the Ecoinvent v3.3 database. The particular study has determined the most contributory factors to the environmental footprint of the NMT system. However, as sensitivity analysis has identified certain critical operating parameters for the robustness of the LCA results, adopting a stochastic approach to the Life Cycle Inventory (LCI) will comprehensively capture the input data uncertainty and enhance the credibility of the LCA outcome. For that purpose, Monte Carlo simulations, in combination with an artificial neural network (ANN) model, have been conducted for the input parameters of raw material, produced electricity, NO_X emissions, amount of ash and transportation of fertilizer. The given analysis has provided the distribution and the confidence intervals of the selected impact categories and, in turn, more credible conclusions are drawn on the respective LCIA (Life Cycle Impact Assessment) profile of NMT system. Last but not least, the specific study will also yield essential insights into the methodological framework that can be adopted in the environmental impact assessment of other complex engineering systems subject to a high level of input data uncertainty.

Keywords: Sanitation systems, nano membrane toilet, LCA, stochastic uncertainty analysis, Monte Carlo Simulations, artificial neural network.

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Authors: Pham Luu Trung Duong, Moonyong Lee

Abstract:

To increase precision and reliability of automatic control systems, we have to take into account of random factors affecting the control system. Thus, operational matrix technique is used for statistical analysis of first order plus time delay system with uniform random parameter. Examples with deterministic and stochastic disturbance are considered to demonstrate the validity of the method. Comparison with Monte Carlo method is made to show the computational effectiveness of the method.

Keywords: First order plus dead-time, Operational matrix, Statistical analysis, Walsh function.

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Authors: Fariba Azizi, Firoozeh Haghighi, Viliam Makis

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In this paper, we propose a method to model the relationship between failure time and degradation for a simple step stress test where underlying degradation path is linear and different causes of failure are possible. It is assumed that the intensity function depends only on the degradation value. No assumptions are made about the distribution of the failure times. A simple step-stress test is used to shorten failure time of products and a tampered failure rate (TFR) model is proposed to describe the effect of the changing stress on the intensities. We assume that some of the products that fail during the test have a cause of failure that is only known to belong to a certain subset of all possible failures. This case is known as masking. In the presence of masking, the maximum likelihood estimates (MLEs) of the model parameters are obtained through an expectation-maximization (EM) algorithm by treating the causes of failure as missing values. The effect of incomplete information on the estimation of parameters is studied through a Monte-Carlo simulation. Finally, a real example is analyzed to illustrate the application of the proposed methods.

Keywords: Expectation-maximization (EM) algorithm, cause of failure, intensity, linear degradation path, masked data, reliability function.

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Authors: M. Sharifi, M. Mirzaii, F. Bolourinovin, H. Yousefnia, M. Akbari, K. Yousefi-Mojir

Abstract:

A multilayer passive shield composed of low-activity lead (Pb), copper (Cu), tin (Sn) and iron (Fe) was designed and manufactured for a coaxial HPGe detector placed at a surface laboratory for reducing background radiation and radiation dose to the personnel. The performance of the shield was evaluated and efficiency curves of the detector were plotted by using of various standard sources in different distances. Monte Carlo simulations and a set of TLD chips were used for dose estimation in two distances of 20 and 40 cm. The results show that the shield reduced background spectrum and the personnel dose more than 95%.

Keywords: HPGe shield, background count, personnel dose, efficiency curve.

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Authors: A. GuhaRay, C. V. S. P. Kiranmayi, S. Rudraraju

Abstract:

The present study considers the effect of variation of different geotechnical random variables in the design of stone column-foundation systems for assessing the bearing capacity and consolidation settlement of highly compressible soil. The soil and stone column properties, spacing, diameter and arrangement of stone columns are considered as the random variables. Probability of failure (P_f) is computed for a target degree of consolidation and a target safe load by Monte Carlo Simulation (MCS). The study shows that the variation in coefficient of radial consolidation (c_r) and cohesion of soil (c_s) are two most important factors influencing Pf. If the coefficient of variation (COV) of c_r exceeds 20%, P_f exceeds 0.001, which is unsafe following the guidelines of US Army Corps of Engineers. The bearing capacity also exceeds its safe value for COV of c_s > 30%. It is also observed that as the spacing between the stone column increases, the probability of reaching a target degree of consolidation decreases. Accordingly, design guidelines, considering both consolidation and bearing capacity of improved ground, are proposed for different spacing and diameter of stone columns and geotechnical random variables.

Keywords: Bearing capacity, consolidation, geotechnical random variables, probability of failure, stone columns.

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Authors: Alessandro Barbiero

Abstract:

This paper proposes, implements and evaluates an original discretization method for continuous random variables, in order to estimate the reliability of systems for which stress and strength are defined as complex functions, and whose reliability is not derivable through analytic techniques. This method is compared to other two discretizing approaches appeared in literature, also through a comparative study involving four engineering applications. The results show that the proposal is very efficient in terms of closeness of the estimates to the true (simulated) reliability. In the study we analyzed both a normal and a non-normal distribution for the random variables: this method is theoretically suitable for each parametric family.

Keywords: Approximation, asymmetry, experimental design, interference theory, Monte Carlo simulations.

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Authors: Rawinun Praserttaweelap, Somyot Kiatwanidvilai

Abstract:

Obstacle avoidance is the one key for the robot system in unknown environment. The robots should be able to know their position and safety region. This research starts on the path planning which are SLAM and AMCL in ROS system. In addition, the best parameters of the obstacle avoidance function are required. In situation on Hard Disk Drive Manufacturing, the distance between robots and obstacles are very serious due to the manufacturing constraint. The simulations are accomplished by the SLAM and AMCL with adaptive velocity and safety region calculation.

Keywords: Obstacle avoidance, simultaneous localization and mapping, adaptive Monte Carlo localization, KLD sampling.

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Authors: Oktavian Muhammad Rizki, Appiah Rita, Lastres Oscar, Miller True, Chapman Alec, Tsoukalas Lefteri H.

Abstract:

The Purdue University Research Reactor-1 (PUR-1) is a 10 kWth pool-type research reactor located at Purdue University’s West Lafayette campus. The reactor was recently upgraded to use entirely digital instrumentation and control systems. However, currently, there is no automated control system to regulate the power in the reactor. We propose a fuzzy logic controller as a form of digital twin to complement the existing digital instrumentation system to monitor and stabilize power control using existing experimental data. This work assesses the feasibility of a power controller based on a Fuzzy Rule-Based System (FRBS) by modelling and simulation with a MATLAB algorithm. The controller uses power error and reactor period as inputs and generates reactivity insertion as output. The reactivity insertion is then converted to control rod height using a logistic function based on information from the recorded experimental reactor control rod data. To test the capability of the proposed fuzzy controller, a point-kinetic reactor model is utilized based on the actual PUR-1 operation conditions and a Monte Carlo N-Particle simulation result of the core to numerically compute the neutronics parameters of reactor behavior. The Point Kinetic Equation (PKE) was employed to model dynamic characteristics of the research reactor since it explains the interactions between the spatial and time varying input and output variables efficiently. The controller is demonstrated computationally using various cases: startup, power maneuver, and shutdown. From the test results, it can be proved that the implemented fuzzy controller can satisfactorily regulate the reactor power to follow demand power without compromising nuclear safety measures.

Keywords: Fuzzy logic controller, power controller, reactivity, research reactor.

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Authors: Bikramaditya Das, Susmita Das

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Study on suppression of interference in time domain equalizers is attempted for high data rate impulse radio (IR) ultra wideband communication system. The narrow band systems may cause interference with UWB devices as it is having very low transmission power and the large bandwidth. SRAKE receiver improves system performance by equalizing signals from different paths. This enables the use of SRAKE receiver techniques in IRUWB systems. But Rake receiver alone fails to suppress narrowband interference (NBI). A hybrid SRake-MMSE time domain equalizer is proposed to overcome this by taking into account both the effect of the number of rake fingers and equalizer taps. It also combats intersymbol interference. A semi analytical approach and Monte-Carlo simulation are used to investigate the BER performance of SRAKEMMSE receiver on IEEE 802.15.3a UWB channel models. Study on non-line of sight indoor channel models (both CM3 and CM4) illustrates that bit error rate performance of SRake-MMSE receiver with NBI performs better than that of Rake receiver without NBI. We show that for a MMSE equalizer operating at high SNR-s the number of equalizer taps plays a more significant role in suppressing interference.

Keywords: IR-UWB, UWB, IEEE 802.15.3a, NBI, data rate, bit error rate.

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Authors: Neil Bar, Andrew Heweston

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Probability of failure (PF) often appears alongside factor of safety (FS) in design acceptance criteria for rock slope, underground excavation and open pit mine designs. However, the design acceptance criteria generally provide no guidance relating to how PF should be calculated for homogeneous and heterogeneous rock masses, or what qualifies a ‘reasonable’ PF assessment for a given slope design. Observational and kinematic methods were widely used in the 1990s until advances in computing permitted the routine use of numerical modelling. In the 2000s and early 2010s, PF in numerical models was generally calculated using the point estimate method. More recently, some limit equilibrium analysis software offer statistical parameter inputs along with Monte-Carlo or Latin-Hypercube sampling methods to automatically calculate PF. Factors including rock type and density, weathering and alteration, intact rock strength, rock mass quality and shear strength, the location and orientation of geologic structure, shear strength of geologic structure and groundwater pore pressure influence the stability of rock slopes. Significant engineering and geological judgment, interpretation and data interpolation is usually applied in determining these factors and amalgamating them into a geotechnical model which can then be analysed. Most factors are estimated ‘approximately’ or with allowances for some variability rather than ‘exactly’. When it comes to numerical modelling, some of these factors are then treated deterministically (i.e. as exact values), while others have probabilistic inputs based on the user’s discretion and understanding of the problem being analysed. This paper discusses the importance of understanding the key aspects of slope design for homogeneous and heterogeneous rock masses and how they can be translated into reasonable PF assessments where the data permits. A case study from a large open pit gold mine in a complex geological setting in Western Australia is presented to illustrate how PF can be calculated using different methods and obtain markedly different results. Ultimately sound engineering judgement and logic is often required to decipher the true meaning and significance (if any) of some PF results.

Keywords: Probability of failure, point estimate method, Monte-Carlo simulations, sensitivity analysis, slope stability.

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Authors: Gheorghe Galben, Daniel N. Aloi

Abstract:

Recently, the Spherical Motion Models (SMM-s) have been introduced [1]. These new models have been developed for 3D local landmark-base Autonomous Navigation (AN). This paper is revealing new arguments and experimental results to support the SMM-s characteristics. The accuracy and the robustness in performing a specific task are the main concerns of the new investigations. To analyze their performances of the SMM-s, the most powerful tools of estimation theory, the extended Kalman filter (EKF) and unscented Kalman filter (UKF), which give the best estimations in noisy environments, have been employed. The Monte Carlo validation implementations used to test the stability and robustness of the models have been employed as well.

Keywords: Autonomous navigation, extended kalman filter, unscented kalman filter, localization algorithms.

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Authors: George Yungchih Wang

Abstract:

Real options theory suggests that managerial flexibility embedded within irreversible investments can account for a significant value in project valuation. Although the argument has become the dominant focus of capital investment theory over decades, yet recent survey literature in capital budgeting indicates that corporate practitioners still do not explicitly apply real options in investment decisions. In this paper, we explore how real options decision criteria can be transformed into equivalent capital budgeting criteria under the consideration of uncertainty, assuming that underlying stochastic process follows a geometric Brownian motion (GBM), a mixed diffusion-jump (MX), or a mean-reverting process (MR). These equivalent valuation techniques can be readily decomposed into conventional investment rules and “option impacts", the latter of which describe the impacts on optimal investment rules with the option value considered. Based on numerical analysis and Monte Carlo simulation, three major findings are derived. First, it is shown that real options could be successfully integrated into the mindset of conventional capital budgeting. Second, the inclusion of option impacts tends to delay investment. It is indicated that the delay effect is the most significant under a GBM process and the least significant under a MR process. Third, it is optimal to adopt the new capital budgeting criteria in investment decision-making and adopting a suboptimal investment rule without considering real options could lead to a substantial loss in value.

Keywords: real options, capital budgeting, geometric Brownianmotion, mixed diffusion-jump, mean-reverting process

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Authors: P. Vazan, P. Tanuska

Abstract:

The paper provides the basic overview of simulation optimization. The procedure of its practical using is demonstrated on the real example in simulator Witness. The simulation optimization is presented as a good tool for solving many problems in real praxis especially in production systems. The authors also characterize their own experiences and they mention the strengths and weakness of simulation optimization.

Keywords: discrete event simulation, simulation optimization, Witness

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Authors: Youssef Khmou, Said Safi

Abstract:

In this paper, we investigated the effect of real valued transformation of the spectral matrix of the received data for Angles Of Arrival estimation problem.  Indeed, the unitary transformation of Partial Propagator (UPP) for narrowband sources is proposed and applied on Uniform Linear Array (ULA).

Monte Carlo simulations proved the performance of the UPP spectrum comparatively with Forward Backward Partial Propagator (FBPP) and Unitary Propagator (UP). The results demonstrates that when some of the sources are fully correlated and closer than the Rayleigh angular limit resolution of the broadside array, the UPP method outperforms the FBPP in both of spatial resolution and complexity.

Keywords: DOA, Uniform Linear Array, Narrowband, Propagator, Real valued transformation, Subspace, Unitary Operator.

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Authors: Zunaira Asif, Zhi Chen

Abstract:

The sustainable measures on air quality management are recognized as one of the most serious environmental concerns in the mining region. The mining operations emit various types of pollutants which have significant impacts on the environment. This study presents a stochastic control strategy by developing the air pollution control model to achieve a cost-effective solution. The optimization method is formulated to predict the cost of treatment using linear programming with an objective function and multi-constraints. The constraints mainly focus on two factors which are: production of metal should not exceed the available resources, and air quality should meet the standard criteria of the pollutant. The applicability of this model is explored through a case study of an open pit metal mine, Utah, USA. This method simultaneously uses meteorological data as a dispersion transfer function to support the practical local conditions. The probabilistic analysis and the uncertainties in the meteorological conditions are accomplished by Monte Carlo simulation. Reasonable results have been obtained to select the optimized treatment technology for PM_2.5, PM₁₀, NO_x, and SO₂. Additional comparison analysis shows that baghouse is the least cost option as compared to electrostatic precipitator and wet scrubbers for particulate matter, whereas non-selective catalytical reduction and dry-flue gas desulfurization are suitable for NO_x and SO₂ reduction respectively. Thus, this model can aid planners to reduce these pollutants at a marginal cost by suggesting control pollution devices, while accounting for dynamic meteorological conditions and mining activities.

Keywords: Air pollution, linear programming, mining, optimization, treatment technologies.

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Authors: Majed Omar Al-Dwairi

Abstract:

This paper evaluate the multilevel modulation for different techniques such as amplitude shift keying (M-ASK), MASK, differential phase shift keying (M-ASK-Bipolar), Quaternary Amplitude Shift Keying (QASK) and Quaternary Polarization-ASK (QPol-ASK) at a total bit rate of 107 Gbps. The aim is to find a costeffective very high speed transport solution. Numerical investigation was performed using Monte Carlo simulations. The obtained results indicate that some modulation formats can be operated at 100Gbps in optical communication systems with low implementation effort and high spectral efficiency.

Keywords: Optical communication, multilevel amplitude shift keying (M-ASK), Differential phase shift keying (DPSK), Quaternary Amplitude Shift Keying (QASK), Quaternary Polarization-ASK (QPol-ASK).

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Authors: F. Hosseinpour, H. Hajihosseini

Abstract:

Simulation is a very helpful and valuable work tool in manufacturing. It can be used in industrial field allowing the system`s behavior to be learnt and tested. Simulation provides a low cost, secure and fast analysis tool. It also provides benefits, which can be reached with many different system configurations. Topics to be discussed include: Applications, Modeling, Validating, Software and benefits of simulation. This paper provides a comprehensive literature review on research efforts in simulation.

Keywords: Manufacturing, modeling, simulation, training.

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Authors: M. R. Ghasemi, R. Ghiasi, H. Varaee

Abstract:

Model updating method has received increasing attention in damage detection structures based on measured modal parameters. Therefore, a probability-based damage detection (PBDD) procedure based on a model updating procedure is presented in this paper, in which a one-stage model-based damage identification technique based on the dynamic features of a structure is investigated. The presented framework uses a finite element updating method with a Monte Carlo simulation that considers the uncertainty caused by measurement noise. Enhanced ideal gas molecular movement (EIGMM) is used as the main algorithm for model updating. Ideal gas molecular movement (IGMM) is a multiagent algorithm based on the ideal gas molecular movement. Ideal gas molecules disperse rapidly in different directions and cover all the space inside. This is embedded in the high speed of molecules, collisions between them and with the surrounding barriers. In IGMM algorithm to accomplish the optimal solutions, the initial population of gas molecules is randomly generated and the governing equations related to the velocity of gas molecules and collisions between those are utilized. In this paper, an enhanced version of IGMM, which removes unchanged variables after specified iterations, is developed. The proposed method is implemented on two numerical examples in the field of structural damage detection. The results show that the proposed method can perform well and competitive in PBDD of structures.

Keywords: Enhanced ideal gas molecular movement, ideal gas molecular movement, model updating method, probability-based damage detection, uncertainty quantification.

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Authors: J-B. Clavel, N. Thiollière, B. Mouginot

Abstract:

The presented work is motivated by a French law regarding nuclear waste management. A new conceptual Accelerator Driven System (ADS) designed for the Minor Actinides (MA) transmutation has been assessed by numerical simulation. The MUltiple Spallation Target (MUST) ADS combines high thermal power (up to 1.4 GWth) and high specific power. A 30 mA and 1 GeV proton beam is divided into three secondary beams transmitted on three liquid lead-bismuth spallation targets. Neutron and thermalhydraulic simulations have been performed with the code MURE, based on the Monte-Carlo transport code MCNPX. A methodology has been developed to define characteristic of the MUST ADS concept according to a specific transmutation scenario. The reference scenario is based on a MA flux (neptunium, americium and curium) providing from European Fast Reactor (EPR) and a plutonium multireprocessing strategy is accounted for. The MUST ADS reference concept is a sodium cooled fast reactor. The MA fuel at equilibrium is mixed with MgO inert matrix to limit the core reactivity and improve the fuel thermal conductivity. The fuel is irradiated over five years. Five years of cooling and two years for the fuel fabrication are taken into account. The MUST ADS reference concept burns about 50% of the initial MA inventory during a complete cycle. In term of mass, up to 570 kg/year are transmuted in one concept. The methodology to design the MUST ADS and to calculate fuel composition at equilibrium is precisely described in the paper. A detailed fuel evolution analysis is performed and the reference scenario is compared to a scenario where only americium transmutation is performed.

Keywords: Accelerator Driven System, double strata scenario, minor actinides, MUST, transmutation.

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Authors: Rui. Zhang, Yiming. Pi

Abstract:

In this paper we present a novel approach for human Body configuration based on the Silhouette. We propose to address this problem under the Bayesian framework. We use an effective Model based MCMC (Markov Chain Monte Carlo) method to solve the configuration problem, in which the best configuration could be defined as MAP (maximize a posteriori probability) in Bayesian model. This model based MCMC utilizes the human body model to drive the MCMC sampling from the solution space. It converses the original high dimension space into a restricted sub-space constructed by the human model and uses a hybrid sampling algorithm. We choose an explicit human model and carefully select the likelihood functions to represent the best configuration solution. The experiments show that this method could get an accurate configuration and timesaving for different human from multi-views.

Keywords: Bayesian framework, MCMC, model based, human body configuration.

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Authors: H. Shamoradifar, B. Teimuri, P. Parvaresh, S. Mohammadi

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One of the main characteristics of Heavy Water Moderated Reactors is their high production of plutonium. This article demonstrates the possibility of reduction of plutonium and other actinides in Heavy Water Research Reactor. Among the many ways for reducing plutonium production in a heavy water reactor, in this research, changing the fuel from natural Uranium fuel to Thorium-Uranium mixed fuel was focused. The main fissile nucleus in Thorium-Uranium fuels is U-233 which would be produced after neutron absorption by Th-232, so the Thorium-Uranium fuels have some known advantages compared to the Uranium fuels. Due to this fact, four Thorium-Uranium fuels with different compositions ratios were chosen in our simulations; a) 10% UO₂-90% THO₂ (enriched= 20%); b) 15% UO₂-85% THO₂ (enriched= 10%); c) 30% UO₂-70% THO₂ (enriched= 5%); d) 35% UO₂-65% THO₂ (enriched= 3.7%). The natural Uranium Oxide (UO₂) is considered as the reference fuel, in other words all of the calculated data are compared with the related data from Uranium fuel. Neutronic parameters were calculated and used as the comparison parameters. All calculations were performed by Monte Carol (MCNPX2.6) steady state reaction rate calculation linked to a deterministic depletion calculation (CINDER90). The obtained computational data showed that Thorium-Uranium fuels with four different fissile compositions ratios can satisfy the safety and operating requirements for Heavy Water Research Reactor. Furthermore, Thorium-Uranium fuels have a very good proliferation resistance and consume less fissile material than uranium fuels at the same reactor operation time. Using mixed Thorium-Uranium fuels reduced the long-lived α emitter, high radiotoxic wastes and the radio toxicity level of spent fuel.

Keywords: Burn-up, heavy water reactor, minor actinides, Monte Carlo, proliferation resistance.

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Authors: S. Hariharan, P. Muthuchidambaranathan

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In this paper, we consider a multi user multiple input multiple output (MU-MIMO) based cooperative reporting system for cognitive radio network. In the reporting network, the secondary users forward the primary user data to the common fusion center (FC). The FC is equipped with linear equalizers and an energy detector to make the decision about the spectrum. The primary user data are considered to be a digital video broadcasting - terrestrial (DVB-T) signal. The sensing channel and the reporting channel are assumed to be an additive white Gaussian noise and an independent identically distributed Raleigh fading respectively. We analyzed the detection probability of MU-MIMO system with linear equalizers and arrived at the closed form expression for average detection probability. Also the system performance is investigated under various MIMO scenarios through Monte Carlo simulations.

Keywords: Cooperative MU-MIMO, DVB-T, Linear Equalizers.

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Authors: Watcharin Sangma, Onsiri Chanmuang, Pitsanu Tongkhow

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 A forecasting model for steel demand uncertainty in Thailand is proposed. It consists of trend, autocorrelation, and outliers in a hierarchical Bayesian frame work. The proposed model uses a cumulative Weibull distribution function, latent first-order autocorrelation, and binary selection, to account for trend, time-varying autocorrelation, and outliers, respectively. The Gibbs sampling Markov Chain Monte Carlo (MCMC) is used for parameter estimation. The proposed model is applied to steel demand index data in Thailand. The root mean square error (RMSE), mean absolute percentage error (MAPE), and mean absolute error (MAE) criteria are used for model comparison. The study reveals that the proposed model is more appropriate than the exponential smoothing method.

Keywords: Forecasting model, Steel demand uncertainty, Hierarchical Bayesian framework, Exponential smoothing method.

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Authors: Frank Emmert Streib, Matthias Dehmer, Gökhan H. Bakır, Max Mühlhauser

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In this paper we investigate the influence of external noise on the inference of network structures. The purpose of our simulations is to gain insights in the experimental design of microarray experiments to infer, e.g., transcription regulatory networks from microarray experiments. Here external noise means, that the dynamics of the system under investigation, e.g., temporal changes of mRNA concentration, is affected by measurement errors. Additionally to external noise another problem occurs in the context of microarray experiments. Practically, it is not possible to monitor the mRNA concentration over an arbitrary long time period as demanded by the statistical methods used to learn the underlying network structure. For this reason, we use only short time series to make our simulations more biologically plausible.

Keywords: Dynamic Bayesian networks, structure learning, gene networks, Markov chain Monte Carlo, microarray data.

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Authors: Sadaf Nawaz, Adnan Ahmed Khan, Asad Mahmood, Chaudhary Farrukh Javed

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Classically, an energy detector is implemented in time domain (TD). However, frequency domain (FD) based energy detector has demonstrated an improved performance. This paper presents a comparison between the two approaches as to analyze their pros and cons. A detailed performance analysis of the classical TD energy-detector and the periodogram based detector is performed. Exact and approximate mathematical expressions for probability of false alarm (Pf) and probability of detection (Pd) are derived for both approaches. The derived expressions naturally lead to an analytical as well as intuitive reasoning for the improved performance of (Pf) and (Pd) in different scenarios. Our analysis suggests the dependence improvement on buffer sizes. Pf is improved in FD, whereas Pd is enhanced in TD based energy detectors. Finally, Monte Carlo simulations results demonstrate the analysis reached by the derived expressions.

Keywords: Cognitive radio, energy detector, periodogram, spectrum sensing.

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Authors: R. J. Chang

Abstract:

A cyclostationary Gaussian linearization method is formulated for investigating the time average response of nonlinear system under sinusoidal signal and white noise excitation. The quantitative measure of cyclostationary mean, variance, spectrum of mean amplitude, and mean power spectral density of noise are analyzed. The qualitative response behavior of stochastic jump and bifurcation are investigated. The validity of the present approach in predicting the quantitative and qualitative statistical responses is supported by utilizing Monte Carlo simulations. The present analysis without imposing restrictive analytical conditions can be directly derived by solving non-linear algebraic equations. The analytical solution gives reliable quantitative and qualitative prediction of mean and noise response for the Duffing system subjected to both sinusoidal signal and white noise excitation.

Keywords: Cyclostationary, Duffing system, Gaussian linearization, sinusoidal signal and white noise.

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Authors: Brahim Belattar, Abdelhabib Bourouis

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This paper describes important features of JAPROSIM, a free and open source simulation library implemented in Java programming language. It provides a framework for building discrete event simulation models. The process interaction world view adopted by JAPROSIM is discussed. We present the architecture and major components of the simulation library. A pedagogical example is given in order to illustrate how to use JAPROSIM for building discrete event simulation models. Further motivations are discussed and suggestions for improving our work are given.

Keywords: Discrete Event Simulation, Object-Oriented Simulation, JAPROSIM, Process Interaction Worldview, Java-based modeling and simulation.

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Authors: Panudet Saengseedam, Nanthachai Kantanantha

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This paper proposes a linear mixed model (LMM) with spatial effects to forecast rice and cassava yields in Thailand at the same time. A multivariate conditional autoregressive (MCAR) model is assumed to present the spatial effects. A Bayesian method is used for parameter estimation via Gibbs sampling Markov Chain Monte Carlo (MCMC). The model is applied to the rice and cassava yields monthly data which have been extracted from the Office of Agricultural Economics, Ministry of Agriculture and Cooperatives of Thailand. The results show that the proposed model has better performance in most provinces in both fitting part and validation part compared to the simple exponential smoothing and conditional auto regressive models (CAR) from our previous study.

Keywords: Bayesian method, Linear mixed model, Multivariate conditional autoregressive model, Spatial time series.

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Authors: Frank Emmert-Streib, Matthias Dehmer

Abstract:

Inferring the network structure from time series data is a hard problem, especially if the time series is short and noisy. DNA microarray is a technology allowing to monitor the mRNA concentration of thousands of genes simultaneously that produces data of these characteristics. In this study we try to investigate the influence of the experimental design on the quality of the result. More precisely, we investigate the influence of two different types of random single gene perturbations on the inference of genetic networks from time series data. To obtain an objective quality measure for this influence we simulate gene expression values with a biologically plausible model of a known network structure. Within this framework we study the influence of single gene knock-outs in opposite to linearly controlled expression for single genes on the quality of the infered network structure.

Keywords: Dynamic Bayesian networks, microarray data, structure learning, Markov chain Monte Carlo.

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