Search results for: Markov Chain Monte Carlo (MCMC)
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 758

Search results for: Markov Chain Monte Carlo (MCMC)

728 A Novel Probablistic Strategy for Modeling Photovoltaic Based Distributed Generators

Authors: Engy A. Mohamed, Yasser G. Hegazy

Abstract:

This paper presents a novel algorithm for modeling photovoltaic based distributed generators for the purpose of optimal planning of distribution networks. The proposed algorithm utilizes sequential Monte Carlo method in order to accurately consider the stochastic nature of photovoltaic based distributed generators. The proposed algorithm is implemented in MATLAB environment and the results obtained are presented and discussed.

Keywords: Comulative distribution function, distributed generation, Monte Carlo.

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727 Neural Network Imputation in Complex Survey Design

Authors: Safaa R. Amer

Abstract:

Missing data yields many analysis challenges. In case of complex survey design, in addition to dealing with missing data, researchers need to account for the sampling design to achieve useful inferences. Methods for incorporating sampling weights in neural network imputation were investigated to account for complex survey designs. An estimate of variance to account for the imputation uncertainty as well as the sampling design using neural networks will be provided. A simulation study was conducted to compare estimation results based on complete case analysis, multiple imputation using a Markov Chain Monte Carlo, and neural network imputation. Furthermore, a public-use dataset was used as an example to illustrate neural networks imputation under a complex survey design

Keywords: Complex survey, estimate, imputation, neural networks, variance.

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726 Estimating Shortest Circuit Path Length Complexity

Authors: Azam Beg, P. W. Chandana Prasad, S.M.N.A Senenayake

Abstract:

When binary decision diagrams are formed from uniformly distributed Monte Carlo data for a large number of variables, the complexity of the decision diagrams exhibits a predictable relationship to the number of variables and minterms. In the present work, a neural network model has been used to analyze the pattern of shortest path length for larger number of Monte Carlo data points. The neural model shows a strong descriptive power for the ISCAS benchmark data with an RMS error of 0.102 for the shortest path length complexity. Therefore, the model can be considered as a method of predicting path length complexities; this is expected to lead to minimum time complexity of very large-scale integrated circuitries and related computer-aided design tools that use binary decision diagrams.

Keywords: Monte Carlo circuit simulation data, binary decision diagrams, neural network modeling, shortest path length estimation

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725 Bayesian Online Learning of Corresponding Points of Objects with Sequential Monte Carlo

Authors: Miika Toivanen, Jouko Lampinen

Abstract:

This paper presents an online method that learns the corresponding points of an object from un-annotated grayscale images containing instances of the object. In the first image being processed, an ensemble of node points is automatically selected which is matched in the subsequent images. A Bayesian posterior distribution for the locations of the nodes in the images is formed. The likelihood is formed from Gabor responses and the prior assumes the mean shape of the node ensemble to be similar in a translation and scale free space. An association model is applied for separating the object nodes and background nodes. The posterior distribution is sampled with Sequential Monte Carlo method. The matched object nodes are inferred to be the corresponding points of the object instances. The results show that our system matches the object nodes as accurately as other methods that train the model with annotated training images.

Keywords: Bayesian modeling, Gabor filters, Online learning, Sequential Monte Carlo.

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724 Monte Carlo Analysis and Fuzzy Sets for Uncertainty Propagation in SIS Performance Assessment

Authors: Fares Innal, Yves Dutuit, Mourad Chebila

Abstract:

The object of this work is the probabilistic performance evaluation of safety instrumented systems (SIS), i.e. the average probability of dangerous failure on demand (PFDavg) and the average frequency of failure (PFH), taking into account the uncertainties related to the different parameters that come into play: failure rate (λ), common cause failure proportion (β), diagnostic coverage (DC)... This leads to an accurate and safe assessment of the safety integrity level (SIL) inherent to the safety function performed by such systems. This aim is in keeping with the requirement of the IEC 61508 standard with respect to handling uncertainty. To do this, we propose an approach that combines (1) Monte Carlo simulation and (2) fuzzy sets. Indeed, the first method is appropriate where representative statistical data are available (using pdf of the relating parameters), while the latter applies in the case characterized by vague and subjective information (using membership function). The proposed approach is fully supported with a suitable computer code.

Keywords: Fuzzy sets, Monte Carlo simulation, Safety instrumented system, Safety integrity level.

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723 Material Handling Equipment Selection using Hybrid Monte Carlo Simulation and Analytic Hierarchy Process

Authors: Amer M. Momani, Abdulaziz A. Ahmed

Abstract:

The many feasible alternatives and conflicting objectives make equipment selection in materials handling a complicated task. This paper presents utilizing Monte Carlo (MC) simulation combined with the Analytic Hierarchy Process (AHP) to evaluate and select the most appropriate Material Handling Equipment (MHE). The proposed hybrid model was built on the base of material handling equation to identify main and sub criteria critical to MHE selection. The criteria illustrate the properties of the material to be moved, characteristics of the move, and the means by which the materials will be moved. The use of MC simulation beside the AHP is very powerful where it allows the decision maker to represent his/her possible preference judgments as random variables. This will reduce the uncertainty of single point judgment at conventional AHP, and provide more confidence in the decision problem results. A small business pharmaceutical company is used as an example to illustrate the development and application of the proposed model.

Keywords: Analytic Hierarchy Process (AHP), Materialhandling equipment selection, Monte Carlo simulation, Multi-criteriadecision making

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722 Structural Modelling of the LiCl Aqueous Solution: Using the Hybrid Reverse Monte Carlo (HRMC) Simulation

Authors: M. Habchi, S.M. Mesli, M. Kotbi

Abstract:

The Reverse Monte Carlo (RMC) simulation is applied in the study of an aqueous electrolyte LiCl6H2O. On the basis of the available experimental neutron scattering data, RMC computes pair radial distribution functions in order to explore the structural features of the system. The obtained results include some unrealistic features. To overcome this problem, we use the Hybrid Reverse Monte Carlo (HRMC), incorporating an energy constraint in addition to the commonly used constraints derived from experimental data. Our results show a good agreement between experimental and computed partial distribution functions (PDFs) as well as a significant improvement in pair partial distribution curves. This kind of study can be considered as a useful test for a defined interaction model for conventional simulation techniques.

Keywords: RMC simulation, HRMC simulation, energy constraint, screened potential, glassy state, liquid state, partial distribution function, pair partial distribution function.

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721 Influence of Noise on the Inference of Dynamic Bayesian Networks from Short Time Series

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

Abstract:

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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720 A Generator from Cascade Markov Model for Packet Loss and Subsequent Bit Error Description

Authors: Jaroslav Polec, Viliam Hirner, Michal Martinovič, Kvetoslava Kotuliaková

Abstract:

In this paper we present a novel error model for packet loss and subsequent error description. The proposed model simulates the error performance of wireless communication link. The model is designed as two independent Markov chains, where the first one is used for packet generation and the second one generates correctly and incorrectly transmitted bits for received packets from the first chain. The statistical analyses of real communication on the wireless link are used for determination of model-s parameters. Using the obtained parameters and the implementation of the generator, we collected generated traffic. The obtained results generated by proposed model are compared with the real data collection.

Keywords: Wireless channel, error model, Markov chain, Elliot model, Gilbert model, generator, IEEE 802.11.

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719 Reducing Uncertainty of Monte Carlo Estimated Fatigue Damage in Offshore Wind Turbines Using FORM

Authors: Jan-Tore H. Horn, Jørgen Juncher Jensen

Abstract:

Uncertainties related to fatigue damage estimation of non-linear systems are highly dependent on the tail behaviour and extreme values of the stress range distribution. By using a combination of the First Order Reliability Method (FORM) and Monte Carlo simulations (MCS), the accuracy of the fatigue estimations may be improved for the same computational efforts. The method is applied to a bottom-fixed, monopile-supported large offshore wind turbine, which is a non-linear and dynamically sensitive system. Different curve fitting techniques to the fatigue damage distribution have been used depending on the sea-state dependent response characteristics, and the effect of a bi-linear S-N curve is discussed. Finally, analyses are performed on several environmental conditions to investigate the long-term applicability of this multistep method. Wave loads are calculated using state-of-the-art theory, while wind loads are applied with a simplified model based on rotor thrust coefficients.

Keywords: Fatigue damage, FORM, monopile, monte carlo simulation, reliability, wind turbine.

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718 Maintenance Alternatives Related to Costs of Wind Turbines Using Finite State Markov Model

Authors: Boukelkoul Lahcen

Abstract:

The cumulative costs for O&M may represent as much as 65%-90% of the turbine's investment cost. Nowadays the cost effectiveness concept becomes a decision-making and technology evaluation metric. The cost of energy metric accounts for the effect replacement cost and unscheduled maintenance cost parameters. One key of the proposed approach is the idea of maintaining the WTs which can be captured via use of a finite state Markov chain. Such a model can be embedded within a probabilistic operation and maintenance simulation reflecting the action to be done. In this paper, an approach of estimating the cost of O&M is presented. The finite state Markov model is used for decision problems with number of determined periods (life cycle) to predict the cost according to various options of maintenance.

Keywords: Cost, finite state, Markov model, operation, maintenance.

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717 Markov Chain Based QoS Support for Wireless Body Area Network Communication in Health Monitoring Services

Authors: R. A. Isabel, E. Baburaj

Abstract:

Wireless Body Area Networks (WBANs) are essential for real-time health monitoring of patients and in diagnosing of many diseases. WBANs comprise many sensors to monitor a large range of ambient conditions. Quality of Service (QoS) is a key challenge in WBAN, because the different state information of the neighboring nodes has to be monitored in an accurate manner. However, energy consumption gets increased while predicting and maintaining the exact information in highly dynamic environments. In order to reduce energy consumption and end to end delay, Markov Chain Based Quality of Service Support (MC-QoSS) method is designed in the health monitoring services of WBAN communication. The energy consumption gets reduced by forming a Markov chain with high energy nodes in the sensor networks communication path. The low energy level sensor nodes are removed using transitional probability in order to reduce end to end delay. High energy nodes are formed in the chain structure of its corresponding path to enhance communication. After choosing the communication path through high energy nodes, the packets are sent to the sink node from the source node with a higher Packet Delivery Ratio. The simulation result shows that MC-QoSS method improves the packet delivery ratio and reduces energy consumption with minimum end to end delay, compared to existing methods.

Keywords: Wireless body area networks, quality of service, Markov chain, health monitoring services.

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716 First Studies of the Influence of Single Gene Perturbations on the Inference of Genetic Networks

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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715 Efficient Solution for a Class of Markov Chain Models of Tandem Queueing Networks

Authors: Chun Wen, Tingzhu Huang

Abstract:

We present a new numerical method for the computation of the steady-state solution of Markov chains. Theoretical analyses show that the proposed method, with a contraction factor α, converges to the one-dimensional null space of singular linear systems of the form Ax = 0. Numerical experiments are used to illustrate the effectiveness of the proposed method, with applications to a class of interesting models in the domain of tandem queueing networks.

Keywords: Markov chains, tandem queueing networks, convergence, effectiveness.

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714 A Monte Carlo Method to Data Stream Analysis

Authors: Kittisak Kerdprasop, Nittaya Kerdprasop, Pairote Sattayatham

Abstract:

Data stream analysis is the process of computing various summaries and derived values from large amounts of data which are continuously generated at a rapid rate. The nature of a stream does not allow a revisit on each data element. Furthermore, data processing must be fast to produce timely analysis results. These requirements impose constraints on the design of the algorithms to balance correctness against timely responses. Several techniques have been proposed over the past few years to address these challenges. These techniques can be categorized as either dataoriented or task-oriented. The data-oriented approach analyzes a subset of data or a smaller transformed representation, whereas taskoriented scheme solves the problem directly via approximation techniques. We propose a hybrid approach to tackle the data stream analysis problem. The data stream has been both statistically transformed to a smaller size and computationally approximated its characteristics. We adopt a Monte Carlo method in the approximation step. The data reduction has been performed horizontally and vertically through our EMR sampling method. The proposed method is analyzed by a series of experiments. We apply our algorithm on clustering and classification tasks to evaluate the utility of our approach.

Keywords: Data Stream, Monte Carlo, Sampling, DensityEstimation.

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713 Reliability Evaluation of Composite Electric Power System Based On Latin Hypercube Sampling

Authors: R. Ashok Bakkiyaraj, N. Kumarappan

Abstract:

This paper investigates the suitability of Latin Hypercube sampling (LHS) for composite electric power system reliability analysis. Each sample generated in LHS is mapped into an equivalent system state and used for evaluating the annualized system and load point indices. DC loadflow based state evaluation model is solved for each sampled contingency state. The indices evaluated are loss of load probability, loss of load expectation, expected demand not served and expected energy not supplied. The application of the LHS is illustrated through case studies carried out using RBTS and IEEE-RTS test systems. Results obtained are compared with non-sequential Monte Carlo simulation and state enumeration analytical approaches. An error analysis is also carried out to check the LHS method’s ability to capture the distributions of the reliability indices. It is found that LHS approach estimates indices nearer to actual value and gives tighter bounds of indices than non-sequential Monte Carlo simulation.

Keywords: Composite power system, Latin Hypercube sampling, Monte Carlo simulation, Reliability evaluation, Variance analysis.

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712 Ottoman Script Recognition Using Hidden Markov Model

Authors: Ayşe Onat, Ferruh Yildiz, Mesut Gündüz

Abstract:

In this study, an OCR system for segmentation, feature extraction and recognition of Ottoman Scripts has been developed using handwritten characters. Detection of handwritten characters written by humans is a difficult process. Segmentation and feature extraction stages are based on geometrical feature analysis, followed by the chain code transformation of the main strokes of each character. The output of segmentation is well-defined segments that can be fed into any classification approach. The classes of main strokes are identified through left-right Hidden Markov Model (HMM).

Keywords: Chain Code, HMM, Ottoman Script Recognition, OCR

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711 A CT-based Monte Carlo Dose Calculations for Proton Therapy Using a New Interface Program

Authors: A. Esmaili Torshabi, A. Terakawa, K. Ishii, H. Yamazaki, S. Matsuyama, Y. Kikuchi, M. Nakhostin, H. Sabet, A. Ishizaki, W. Yamashita, T. Togashi, J. Arikawa, H. Akiyama, K. Koyata

Abstract:

The purpose of this study is to introduce a new interface program to calculate a dose distribution with Monte Carlo method in complex heterogeneous systems such as organs or tissues in proton therapy. This interface program was developed under MATLAB software and includes a friendly graphical user interface with several tools such as image properties adjustment or results display. Quadtree decomposition technique was used as an image segmentation algorithm to create optimum geometries from Computed Tomography (CT) images for dose calculations of proton beam. The result of the mentioned technique is a number of nonoverlapped squares with different sizes in every image. By this way the resolution of image segmentation is high enough in and near heterogeneous areas to preserve the precision of dose calculations and is low enough in homogeneous areas to reduce the number of cells directly. Furthermore a cell reduction algorithm can be used to combine neighboring cells with the same material. The validation of this method has been done in two ways; first, in comparison with experimental data obtained with 80 MeV proton beam in Cyclotron and Radioisotope Center (CYRIC) in Tohoku University and second, in comparison with data based on polybinary tissue calibration method, performed in CYRIC. These results are presented in this paper. This program can read the output file of Monte Carlo code while region of interest is selected manually, and give a plot of dose distribution of proton beam superimposed onto the CT images.

Keywords: Monte Carlo, CT images, Quadtree decomposition, Interface program, Proton beam

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710 A Markov Chain Model for Load-Balancing Based and Service Based RAT Selection Algorithms in Heterogeneous Networks

Authors: Abdallah Al Sabbagh

Abstract:

Next Generation Wireless Network (NGWN) is expected to be a heterogeneous network which integrates all different Radio Access Technologies (RATs) through a common platform. A major challenge is how to allocate users to the most suitable RAT for them. An optimized solution can lead to maximize the efficient use of radio resources, achieve better performance for service providers and provide Quality of Service (QoS) with low costs to users. Currently, Radio Resource Management (RRM) is implemented efficiently for the RAT that it was developed. However, it is not suitable for a heterogeneous network. Common RRM (CRRM) was proposed to manage radio resource utilization in the heterogeneous network. This paper presents a user level Markov model for a three co-located RAT networks. The load-balancing based and service based CRRM algorithms have been studied using the presented Markov model. A comparison for the performance of load-balancing based and service based CRRM algorithms is studied in terms of traffic distribution, new call blocking probability, vertical handover (VHO) call dropping probability and throughput.

Keywords: Heterogeneous Wireless Network, Markov chain model, load-balancing based and service based algorithm, CRRM algorithms, Beyond 3G network.

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709 On Estimating the Headcount Index by Using the Logistic Regression Estimator

Authors: Encarnación Álvarez, Rosa M. García-Fernández, Juan F. Muñoz, Francisco J. Blanco-Encomienda

Abstract:

The problem of estimating a proportion has important applications in the field of economics, and in general, in many areas such as social sciences. A common application in economics is the estimation of the headcount index. In this paper, we define the general headcount index as a proportion. Furthermore, we introduce a new quantitative method for estimating the headcount index. In particular, we suggest to use the logistic regression estimator for the problem of estimating the headcount index. Assuming a real data set, results derived from Monte Carlo simulation studies indicate that the logistic regression estimator can be more accurate than the traditional estimator of the headcount index.

Keywords: Poverty line, poor, risk of poverty, sample, Monte Carlo simulations.

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708 Combinatorial Approach to Reliability Evaluation of Network with Unreliable Nodes and Unreliable Edges

Authors: Y. Shpungin

Abstract:

Estimating the reliability of a computer network has been a subject of great interest. It is a well known fact that this problem is NP-hard. In this paper we present a very efficient combinatorial approach for Monte Carlo reliability estimation of a network with unreliable nodes and unreliable edges. Its core is the computation of some network combinatorial invariants. These invariants, once computed, directly provide pure and simple framework for computation of network reliability. As a specific case of this approach we obtain tight lower and upper bounds for distributed network reliability (the so called residual connectedness reliability). We also present some simulation results.

Keywords: Combinatorial invariants, Monte Carlo simulation, reliability, unreliable nodes and unreliable edges.

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707 Wind Fragility of Window Glass in 10-Story Apartment with Two Different Window Models

Authors: Viriyavudh Sim, WooYoung Jung

Abstract:

Damage due to high wind is not limited to load resistance components such as beam and column. The majority of damage is due to breach in the building envelope such as broken roof, window, and door. In this paper, wind fragility of window glass in residential apartment was determined to compare the difference between two window configuration models. Monte Carlo Simulation method had been used to derive damage data and analytical fragilities were constructed. Fragility of window system showed that window located in leeward wall had higher probability of failure, especially those close to the edge of structure. Between the two window models, Model 2 had higher probability of failure, this was due to the number of panel in this configuration.

Keywords: Wind fragility, glass window, high rise apartment, Monte Carlo Simulation method.

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706 Monte Carlo and Biophysics Analysis in a Criminal Trial

Authors: Luca Indovina, Carmela Coppola, Carlo Altucci, Riccardo Barberi, Rocco Romano

Abstract:

In this paper a real court case, held in Italy at the Court of Nola, in which a correct physical description, conducted with both a Monte Carlo and biophysical analysis, would have been sufficient to arrive at conclusions confirmed by documentary evidence, is considered. This will be an example of how forensic physics can be useful in confirming documentary evidence in order to reach hardly questionable conclusions. This was a libel trial in which the defendant, Mr. DS (Defendant for Slander), had falsely accused one of his neighbors, Mr. OP (Offended Person), of having caused him some damages. The damages would have been caused by an external plaster piece that would have detached from the neighbor’s property and would have hit Mr DS while he was in his garden, much more than a meter far away from the facade of the building from which the plaster piece would have detached. In the trial, Mr. DS claimed to have suffered a scratch on his forehead, but he never showed the plaster that had hit him, nor was able to tell from where the plaster would have arrived. Furthermore, Mr. DS presented a medical certificate with a diagnosis of contusion of the cerebral cortex. On the contrary, the images of Mr. OP’s security cameras do not show any movement in the garden of Mr. DS in a long interval of time (about 2 hours) around the time of the alleged accident, nor do they show any people entering or coming out from the house of Mr. DS in the same interval of time. Biophysical analysis shows that both the diagnosis of the medical certificate and the wound declared by the defendant, already in conflict with each other, are not compatible with the fall of external plaster pieces too small to be found. The wind was at a level 1 of the Beaufort scale, that is, unable to raise even dust (level 4 of the Beaufort scale). Therefore, the motion of the plaster pieces can be described as a projectile motion, whereas collisions with the building cornice can be treated using Newtons law of coefficients of restitution. Numerous numerical Monte Carlo simulations show that the pieces of plaster would not have been able to reach even the garden of Mr. DS, let alone a distance over 1.30 meters. Results agree with the documentary evidence (images of Mr. OP’s security cameras) that Mr. DS could not have been hit by plaster pieces coming from Mr. OP’s property.

Keywords: Biophysical analysis, Monte Carlo simulations, Newton’s law of restitution, projectile motion.

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705 A Novel Method Based on Monte Carlo for Simulation of Variable Resolution X-ray CT Scanner: Measurement of System Presampling MTF

Authors: H. Arabi, A.R. Kamali Asl

Abstract:

The purpose of this work is measurement of the system presampling MTF of a variable resolution x-ray (VRX) CT scanner. In this paper, we used the parameters of an actual VRX CT scanner for simulation and study of effect of different focal spot sizes on system presampling MTF by Monte Carlo method (GATE simulation software). Focal spot size of 0.6 mm limited the spatial resolution of the system to 5.5 cy/mm at incident angles of below 17º for cell#1. By focal spot size of 0.3 mm the spatial resolution increased up to 11 cy/mm and the limiting effect of focal spot size appeared at incident angles of below 9º. The focal spot size of 0.3 mm could improve the spatial resolution to some extent but because of magnification non-uniformity, there is a 10 cy/mm difference between spatial resolution of cell#1 and cell#256. The focal spot size of 0.1 mm acted as an ideal point source for this system. The spatial resolution increased to more than 35 cy/mm and at all incident angles the spatial resolution was a function of incident angle. By the way focal spot size of 0.1 mm minimized the effect of magnification nonuniformity.

Keywords: Focal spot, Spatial resolution, Monte Carlosimulation, Variable resolution x-ray (VRX) CT.

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704 The Effect of Nonnormality on CB-SEM and PLS-SEM Path Estimates

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

Abstract:

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

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

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703 Unit Root Tests Based On the Robust Estimator

Authors: Wararit Panichkitkosolkul

Abstract:

The unit root tests based on the robust estimator for the first-order autoregressive process are proposed and compared with the unit root tests based on the ordinary least squares (OLS) estimator. The percentiles of the null distributions of the unit root test are also reported. The empirical probabilities of Type I error and powers of the unit root tests are estimated via Monte Carlo simulation. Simulation results show that all unit root tests can control the probability of Type I error for all situations. The empirical power of the unit root tests based on the robust estimator are higher than the unit root tests based on the OLS estimator.

Keywords: Autoregressive, Ordinary least squares, Type I error, Power of the test, Monte Carlo simulation.

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702 Application of Finite Dynamic Programming to Decision Making in the Use of Industrial Residual Water Treatment Plants

Authors: Oscar Vega Camacho, Andrea Vargas Guevara, Ellery Rowina Ariza

Abstract:

This paper presents the application of finite dynamic programming, specifically the "Markov Chain" model, as part of the decision making process of a company in the cosmetics sector located in the vicinity of Bogota DC. The objective of this process was to decide whether the company should completely reconstruct its wastewater treatment plant or instead optimize the plant through the addition of equipment. The goal of both of these options was to make the required improvements in order to comply with parameters established by national legislation regarding the treatment of waste before it is released into the environment. This technique will allow the company to select the best option and implement a solution for the processing of waste to minimize environmental damage and the acquisition and implementation costs.

Keywords: Decision making, Markov chain, optimization, wastewater.

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701 Modeling the Transport of Charge Carriers in the Active Devices MESFET, Based of GaInP by the Monte Carlo Method

Authors: N. Massoum, A. Guen. Bouazza, B. Bouazza, A. El Ouchdi

Abstract:

The progress of industry integrated circuits in recent years has been pushed by continuous miniaturization of transistors. With the reduction of dimensions of components at 0.1 micron and below, new physical effects come into play as the standard simulators of two dimensions (2D) do not consider. In fact the third dimension comes into play because the transverse and longitudinal dimensions of the components are of the same order of magnitude. To describe the operation of such components with greater fidelity, we must refine simulation tools and adapted to take into account these phenomena. After an analytical study of the static characteristics of the component, according to the different operating modes, a numerical simulation is performed of field-effect transistor with submicron gate MESFET GaInP. The influence of the dimensions of the gate length is studied. The results are used to determine the optimal geometric and physical parameters of the component for their specific applications and uses.

Keywords: Monte Carlo simulation, transient electron transport, MESFET device.

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700 BER Performance of NLOS Underwater Wireless Optical Communication with Multiple Scattering

Authors: V. K. Jagadeesh, K. V. Naveen, P. Muthuchidambaranathan

Abstract:

Recently, there is a lot of interest in the field of under water optical wireless communication for short range because of its high bandwidth. But in most of the previous works line of sight propagation or single scattering of photons only considered. In practical case this is not applicable because of beam blockage in underwater and multiple scattering also occurred during the photons propagation through water. In this paper we consider a non-line of sight underwater wireless optical communication system with multiple scattering and examine the performance of the system using monte carlo simulation. The distribution scattering angle of photons are modeled by Henyey-Greenstein method. The average bit error rate is calculated using on-off keying modulation for different water types.

Keywords: Non line of sight under Water optical wireless communication, Henyey-Greenstein model, Multiple scattering, Monte-Carlo simulation.

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699 Screened Potential in a Reverse Monte Carlo (RMC) Simulation

Authors: M. Habchi, S. M. Mesli, M. Kotbi

Abstract:

A structural study of an aqueous electrolyte whose experimental results are available. It is a solution of LiCl-6H2O type at glassy state (120K) contrasted with pure water at room temperature by means of Partial Distribution Functions (PDF) issue from neutron scattering technique. Based on these partial functions, the Reverse Monte Carlo method (RMC) computes radial and angular correlation functions which allow exploring a number of structural features of the system. The obtained curves include some artifacts. To remedy this, we propose to introduce a screened potential as an additional constraint. Obtained results show a good matching between experimental and computed functions and a significant improvement in PDFs curves with potential constraint. It suggests an efficient fit of pair distribution functions curves.

Keywords: RMC simulation; Screened potential; partial and pair distribution functions; glassy and liquid state

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