Search results for: Monte%20Carlo%20simulation

Authors: Hassan Faraji Baghtash

Abstract:

In this paper, a low voltage high performance current mirror is presented. Its most important specifications, which are improved in this work, are analyzed and formulated proving that it has such outstanding merits as: Very low input resistance of 26mΩ, very wide current dynamic range of 8 decades from 10pA to 1mA (160dB) together with an extremely low current copy error of less than 0.6ppm, and very low input and output voltages. Furthermore, the proposed current mirror bandwidth is 944MHz utilizing very low power consumption (267μW) and transistors count. HSPICE simulation results are performed using TSMC 0.18μm CMOS technology utilizing 1.8V single power supply, confirming the theoretically proved outstanding performance of the proposed current mirror. Monte Carlo simulation of its most important parameter is also examined showing its sufficiently resistance against technology process variations.

Keywords: Current mirror/source, high accuracy, low voltage, wide dynamic range.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2173

Authors: S. Hariharan, P. Muthuchidambaranathan

Abstract:

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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1984

Authors: Watcharin Sangma, Onsiri Chanmuang, Pitsanu Tongkhow

Abstract:

 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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2491

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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1565

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

Abstract:

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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 991

Authors: Kong Fah Tee, Lutfor Rahman Khan, Hongshuang Li

Abstract:

An advanced Monte Carlo simulation method, called Subset Simulation (SS) for the time-dependent reliability prediction for underground pipelines has been presented in this paper. The SS can provide better resolution for low failure probability level with efficient investigating of rare failure events which are commonly encountered in pipeline engineering applications. In SS method, random samples leading to progressive failure are generated efficiently and used for computing probabilistic performance by statistical variables. SS gains its efficiency as small probability event as a product of a sequence of intermediate events with larger conditional probabilities. The efficiency of SS has been demonstrated by numerical studies and attention in this work is devoted to scrutinise the robustness of the SS application in pipe reliability assessment. It is hoped that the development work can promote the use of SS tools for uncertainty propagation in the decision-making process of underground pipelines network reliability prediction.

Keywords: Underground pipelines, Probability of failure, Reliability and Subset Simulation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3505

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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1951

Authors: Pablo Enrique Sartor Del Giudice

Abstract:

Penalty shootouts often decide the outcome of important soccer matches. Although usually referred to as ”lotteries”, there is evidence that some national teams and clubs consistently perform better than others. The outcomes are therefore not explained just by mere luck, and therefore there are ways to improve the average performance of players, naturally at the expense of some sort of effort. In this article we study the payoff of player performance improvements in terms of the performance of the team as a whole. To do so we develop an analytical model with static individual performances, as well as Monte Carlo models that take into account the known influence of partial score and round number on individual performances. We find that within a range of usual values, the team performance improves above 70% faster than individual performances do. Using these models, we also estimate that the new ABBA penalty shootout ordering under test reduces almost all the known bias in favor of the first-shooting team under the current ABAB system.

Keywords: Football, penalty shootouts, Montecarlo simulation, ABBA.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 803

Authors: Panudet Saengseedam, Nanthachai Kantanantha

Abstract:

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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2199

Authors: Josip Vasilj, Petar Sarajcev, Damir Jakus

Abstract:

One of the major difficulties introduced with wind power penetration is the inherent uncertainty in production originating from uncertain wind conditions. This uncertainty impacts many different aspects of power system operation, especially the balancing power requirements. For this reason, in power system development planing, it is necessary to evaluate the potential uncertainty in future wind power generation. For this purpose, simulation models are required, reproducing the performance of wind power forecasts. This paper presents a wind power forecast error simulation models which are based on the stochastic process simulation. Proposed models capture the most important statistical parameters recognized in wind power forecast error time series. Furthermore, two distinct models are presented based on data availability. First model uses wind speed measurements on potential or existing wind power plant locations, while the seconds model uses statistical distribution of wind speeds.

Keywords: Wind power, Uncertainty, Stochastic process, Monte Carlo simulation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3882

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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1510

Authors: José Peralta, Gabriela Peretti, Eduardo Romero, Carlos Marqués

Abstract:

This paper proposes a new performance characterization for the test strategy intended for second order filters denominated Transient Analysis Method (TRAM). We evaluate the ability of the addressed test strategy for detecting deviation faults under simultaneous statistical fluctuation of the non-faulty parameters. For this purpose, we use Monte Carlo simulations and a fault model that considers as faulty only one component of the filter under test while the others components adopt random values (within their tolerance band) obtained from their statistical distributions. The new data reported here show (for the filters under study) the presence of hard-to-test components and relatively low fault coverage values for small deviation faults. These results suggest that the fault coverage value obtained using only nominal values for the non-faulty components (the traditional evaluation of TRAM) seem to be a poor predictor of the test performance.

Keywords: testing, fault analysis, analog filter test, parametric faults detection.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1415

Authors: Osamu Saito

Abstract:

Commercial infrastructures intended for use as leisure retreats such as golf and ski resorts have been extensively developed in many rural areas of Japan. However, following the burst of the economic bubble in the 1990s, several existing resorts faced tough management decisions and some were forced to close their business. In this study, six alternative management options for restructuring the existing golf courses (park, cemetery, biofuel production, reforestation, pasturing and abandonment) are examined and their environmental and economic impacts are quantitatively assessed. In addition, restructuring scenarios of these options and an ex-ante assessment model are developed. The scenario analysis by Monte Carlo simulation shows a clear trade-off between GHG savings and benefit/cost (B/C) ratios, of which “Restoring Nature" scenario absorbs the most CO2 among the four scenarios considered, but its B/C ratio is the lowest. This study can be used to select or examine options and scenarios of golf course management and rural environmental management policies.

Keywords: golf courses, restructuring and management options, scenario analysis, Tokyo Metropolitan Area.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1579

Authors: J. Menčík

Abstract:

Actual load, material characteristics and other quantities often differ from the design values. This can cause worse function, shorter life or failure of a civil engineering structure, a machine, vehicle or another appliance. The paper shows main causes of the uncertainties and deviations and presents a systematic approach and efficient tools for their elimination or mitigation of consequences. Emphasis is put on the design stage, which is most important for reliability ensuring. Principles of robust design and important tools are explained, including FMEA, sensitivity analysis and probabilistic simulation methods. The lifetime prediction of long-life objects can be improved by long-term monitoring of the load response and damage accumulation in operation. The condition evaluation of engineering structures, such as bridges, is often based on visual inspection and verbal description. Here, methods based on fuzzy logic can reduce the subjective influences.

Keywords: Design, fuzzy methods, Monte Carlo, reliability, robust design, sensitivity analysis, simulation, uncertainties.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1770

Authors: H. Afer, N. Rouag, R. Penelle

Abstract:

In the Fe-3%Si sheets, grade Hi-B, with AlN and MnS as inhibitors, the Goss grains which abnormally grow do not have a size greater than the average size of the primary matrix. In this heterogeneous microstructure, the size factor is not a required condition for the secondary recrystallization. The onset of the small Goss grain abnormal growth appears to be related to a particular behavior of their grain boundaries, to the local texture and to the distribution of the inhibitors. The presence and the evolution of oriented clusters ensure to the small Goss grains a favorable neighborhood to grow. The modified Monte-Carlo approach, which is applied, considers the local environment of each grain. The grain growth is dependent of its real spatial position; the matrix heterogeneity is then taken into account. The grain growth conditions are considered in the global matrix and in different matrixes corresponding to A component clusters. The grain growth behaviour is considered with introduction of energy only, energy and mobility, energy and mobility and precipitates.

Keywords: Abnormal grain growth, grain boundary energy andmobility, neighbourhood, oriented clusters.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1327

Authors: Petar Sarajcev, Josip Vasilj, Damir Jakus

Abstract:

This paper presents a novel statistical description of the counterpoise effective length due to lightning surges, where the (impulse) effective length had been obtained by means of regressive formulas applied to the transient simulation results. The effective length is described in terms of a statistical distribution function, from which median, mean, variance, and other parameters of interest could be readily obtained. The influence of lightning current amplitude, lightning front duration, and soil resistivity on the effective length has been accounted for, assuming statistical nature of these parameters. A method for determining the optimal counterpoise length, in terms of the statistical impulse effective length, is also presented. It is based on estimating the number of dangerous events associated with lightning strikes. Proposed statistical description and the associated method provide valuable information which could aid the design engineer in optimising physical lengths of counterpoises in different grounding arrangements and soil resistivity situations.

Keywords: Counterpoise, Grounding conductor, Effective length, Lightning, Monte Carlo method, Statistical distribution.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2747

Authors: Ghobad Gorji, Hasan Golabi

Abstract:

The goal of this paper is to describe the design of an ultra-wideband (UWB) system that is optimized for the low-rate wireless personal area network application. To this aim, we propose a system based on direct chaotic communication (DCC) technology. Based on this system, a 2-GHz wide chaotic signal is produced into the UWB spectrum lower band, i.e., 3.1–5.1 GHz. For this system, two simple modulation schemes, namely chaotic on-off keying (COOK) and differential chaos shift keying  (DCSK) are evaluated first. We propose a modulation scheme, namely Double DCSK, to improve the performance of UWB DCC. Different characteristics of these systems, with Monte Carlo simulations based on the Additive White Gaussian Noise (AWGN) and the IEEE 802.15.4a standard channel models, are compared.

Keywords: Ultra-wideband, UWB, Direct Chaotic Communication, DCC, IEEE 802.15.4a, COOK, DCSK.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 142

Authors: Sana Bembli, Nahla Khraief Haddad, Safya Belghith

Abstract:

This paper deals with a robust model free terminal sliding mode with gravity compensation approach used to control an exoskeleton-upper limb system. The considered system is a 2-DoF robot in interaction with an upper limb used for rehabilitation. The aim of this paper is to control the flexion/extension movement of the shoulder and the elbow joints in presence of matched disturbances. In the first part, we present the exoskeleton-upper limb system modeling. Then, we controlled the considered system by the model free terminal sliding mode with gravity compensation. A stability study is realized. To prove the controller performance, a robustness analysis was needed. Simulation results are provided to confirm the robustness of the gravity compensation combined with to the Model free terminal sliding mode in presence of uncertainties.

Keywords: Exoskeleton-upper limb system, gravity compensation, model free terminal sliding mode, robustness analysis, Monte Carlo, H∞ methods.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 670

Authors: Musa'ed N. Almarshad, Saleh A. Alshebeili, Mourad Barkat

Abstract:

A challenging problem in radar signal processing is to achieve reliable target detection in the presence of interferences. In this paper, we propose a novel algorithm for automatic censoring of radar interfering targets in log-normal clutter. The proposed algorithm, termed the forward automatic censored cell averaging detector (F-ACCAD), consists of two steps: removing the corrupted reference cells (censoring) and the actual detection. Both steps are performed dynamically by using a suitable set of ranked cells to estimate the unknown background level and set the adaptive thresholds accordingly. The F-ACCAD algorithm does not require any prior information about the clutter parameters nor does it require the number of interfering targets. The effectiveness of the F-ACCAD algorithm is assessed by computing, using Monte Carlo simulations, the probability of censoring and the probability of detection in different background environments.

Keywords: CFAR, Log-normal clutter, Censoring, Probabilityof detection, Probability of false alarm, Probability of falsecensoring.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1882

Authors: Yohei Saika, Hiroki Sakaematsu, Shota Akiyama

Abstract:

We investigated statistical performance of Bayesian inference using maximum entropy and MAP estimation for several models which approximated wave-fronts in remote sensing using SAR interferometry. Using Monte Carlo simulation for a set of wave-fronts generated by assumed true prior, we found that the method of maximum entropy realized the optimal performance around the Bayes-optimal conditions by using model of the true prior and the likelihood representing optical measurement due to the interferometer. Also, we found that the MAP estimation regarded as a deterministic limit of maximum entropy almost achieved the same performance as the Bayes-optimal solution for the set of wave-fronts. Then, we clarified that the MAP estimation perfectly carried out phase unwrapping without using prior information, and also that the MAP estimation realized accurate phase unwrapping using conjugate gradient (CG) method, if we assumed the model of the true prior appropriately.

Keywords: Bayesian inference using maximum entropy, MAP estimation using conjugate gradient method, SAR interferometry.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1697

Authors: Yohei Saika, Yuji Haraguchi

Abstract:

We constructed a method of noise reduction for JPEG-compressed image based on Bayesian inference using the maximizer of the posterior marginal (MPM) estimate. In this method, we tried the MPM estimate using two kinds of likelihood, both of which enhance grayscale images converted into the JPEG-compressed image through the lossy JPEG image compression. One is the deterministic model of the likelihood and the other is the probabilistic one expressed by the Gaussian distribution. Then, using the Monte Carlo simulation for grayscale images, such as the 256-grayscale standard image “Lena" with 256 × 256 pixels, we examined the performance of the MPM estimate based on the performance measure using the mean square error. We clarified that the MPM estimate via the Gaussian probabilistic model of the likelihood is effective for reducing noises, such as the blocking artifacts and the mosquito noise, if we set parameters appropriately. On the other hand, we found that the MPM estimate via the deterministic model of the likelihood is not effective for noise reduction due to the low acceptance ratio of the Metropolis algorithm.

Keywords: Noise reduction, JPEG-compressed image, Bayesian inference, the maximizer of the posterior marginal estimate

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1948

Authors: Z. Sakka, I. Assakkaf, T. Al-Yaqoub, J. Parol

Abstract:

reliability-based methodology for the assessment and evaluation of reinforced concrete (R/C) structural elements of concrete structures is presented herein. The results of the reliability analysis and assessment for R/C structural elements were verified by the results obtained through deterministic methods. The outcomes of the reliability-based analysis were compared against currently adopted safety limits that are incorporated in the reliability indices β’s, according to international standards and codes. The methodology is based on probabilistic analysis using reliability concepts and statistics of the main random variables that are relevant to the subject matter, and for which they are to be used in the performance-function equation(s) associated with the structural elements under study. These methodology techniques can result in reliability index β, which is commonly known as the reliability index or reliability measure value that can be utilized to assess and evaluate the safety, human risk, and functionality of the structural component. Also, these methods can result in revised partial safety factor values for certain target reliability indices that can be used for the purpose of redesigning the R/C elements of the building and in which they could assist in considering some other remedial actions to improve the safety and functionality of the member.

Keywords: Concrete Structures, FORM, Monte Carlo Simulation, Structural Reliability.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3042

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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1178

Authors: Imen Dhaou

Abstract:

This study examines conditional Value at Risk by applying the GJR-EVT-Copula model, and finds the optimal portfolio for eight Dow Jones Islamic-conventional pairs. Our methodology consists of modeling the data by a bivariate GJR-GARCH model in which we extract the filtered residuals and then apply the Peak over threshold model (POT) to fit the residual tails in order to model marginal distributions. After that, we use pair-copula to find the optimal portfolio risk dependence structure. Finally, with Monte Carlo simulations, we estimate the Value at Risk (VaR) and the conditional Value at Risk (CVaR). The empirical results show the VaR and CVaR values for an equally weighted portfolio of Dow Jones Islamic-conventional pairs. In sum, we found that the optimal investment focuses on Islamic-conventional US Market index pairs because of high investment proportion; however, all other index pairs have low investment proportion. These results deliver some real repercussions for portfolio managers and policymakers concerning to optimal asset allocations, portfolio risk management and the diversification advantages of these markets.

Keywords: CVaR, Dow Jones Islamic index, GJR-GARCH-EVT-pair copula, portfolio optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 953

Authors: Fariba Azizi, Firoozeh Haghighi, Viliam Makis

Abstract:

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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1035

Authors: Parikshit Dutta, Mathieu Saujot, Elise Arnaud, Benoit Lefevre, Emmanuel Prados

Abstract:

In this work, propagation of uncertainty during calibration process of TRANUS, an integrated land use and transport model (ILUTM), has been investigated. It has also been examined, through a sensitivity analysis, which input parameters affect the variation of the outputs the most. Moreover, a probabilistic verification methodology of calibration process, which equates the observed and calculated production, has been proposed. The model chosen as an application is the model of the city of Grenoble, France. For sensitivity analysis and uncertainty propagation, Monte Carlo method was employed, and a statistical hypothesis test was used for verification. The parameters of the induced demand function in TRANUS, were assumed as uncertain in the present case. It was found that, if during calibration, TRANUS converges, then with a high probability the calibration process is verified. Moreover, a weak correlation was found between the inputs and the outputs of the calibration process. The total effect of the inputs on outputs was investigated, and the output variation was found to be dictated by only a few input parameters.

Keywords: Uncertainty propagation, sensitivity analysis, calibration under uncertainty, hypothesis testing, integrated land use and transport models, TRANUS, Grenoble.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1478

Authors: Chau-Kuang Chen, John Hughes, Jr., A. Dexter Samuels

Abstract:

The prediction models for the United States Medical Licensure Examination (USMLE) Steps 1 and 2 performances were constructed by the Monte Carlo simulation modeling approach via linear regression. The purpose of this study was to build robust simulation models to accurately identify the most important predictors and yield the valid range estimations of the Steps 1 and 2 scores. The application of simulation modeling approach was deemed an effective way in predicting student performances on licensure examinations. Also, sensitivity analysis (a/k/a what-if analysis) in the simulation models was used to predict the magnitudes of Steps 1 and 2 affected by changes in the National Board of Medical Examiners (NBME) Basic Science Subject Board scores. In addition, the study results indicated that the Medical College Admission Test (MCAT) Verbal Reasoning score and Step 1 score were significant predictors of the Step 2 performance. Hence, institutions could screen qualified student applicants for interviews and document the effectiveness of basic science education program based on the simulation results.

Keywords: Prediction Model, Sensitivity Analysis, Simulation Method, USMLE.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1420

Authors: Saeid Nahi, Seyed Mohammad Hossein Nabavi

Abstract:

Nowadays, power systems, energy generation by wind has been very important. Noting that the production of electrical energy by wind turbines on site to several factors (such as wind speed and profile site for the turbines, especially off the wind input speed, wind rated speed and wind output speed disconnect) is dependent. On the other hand, several different types of turbines in the market there. Therefore, selecting a turbine that its capacity could also answer the need for electric consumers the efficiency is high something is important and necessary. In this context, calculating the amount of wind power to help optimize overall network, system operation, in determining the parameters of wind power is very important. In this article, to help calculate the amount of wind power plant, connected to the national network in the region Manjil wind, selecting the best type of turbine and power delivery profile appropriate to the network using Monte Carlo method has been. In this paper, wind speed data from the wind site in Manjil, as minute and during the year has been. Necessary simulations based on Random Numbers Simulation method and repeat, using the software MATLAB and Excel has been done.

Keywords: wind turbine, efficiency, wind turbine work points, Random Numbers, reliability

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1369

Authors: Zhengkun Guo, Yanbin Li, Wenqing Wang, Bo Zou

Abstract:

Active radar and sonar systems often report Doppler measurements in addition to the position measurements such as range and bearing. The tracker can perform better by making full use of the Doppler measurements. However, due to the high nonlinearity of the Doppler measurements with respect to the target state in the Cartesian coordinate systems, those measurements are not always fully exploited. This paper mainly focuses on dealing with the Doppler measurements as well as the position measurements in Polar coordinates. The Statically Fused Converted Position and Doppler Measurements Kalman Filter (SF-CMKF) with additive debiased measurement conversion has been presented. However, the exact compensation for the bias of the measurement conversion are multiplicative and depend on the statistics of the cosine of the angle measurement errors. As a result, the consistency and performance of the SF-CMKF may be suboptimal in the large angle error situations. In this paper, the multiplicative unbiased position and Doppler measurement conversion for two-dimensional (Polar-to-Cartesian) tracking are derived, and the SF-CMKF is improved by using those conversion. Monte Carlo simulations are presented to demonstrate the statistic consistency of the multiplicative unbiased conversion and the superior performance of the modified SF-CMKF (SF-UCMKF).

Keywords: Measurement conversion, Doppler, Kalman filter, estimation, tracking.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 310

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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1112