Search results for: Stochastic Scheduling

Authors: Jihad S. Daba, J. P. Dubois

Abstract:

Fading noise degrades the performance of cellular communication, most notably in femto- and pico-cells in 3G and 4G systems. When the wireless channel consists of a small number of scattering paths, the statistics of fading noise is not analytically tractable and poses a serious challenge to developing closed canonical forms that can be analysed and used in the design of efficient and optimal receivers. In this context, noise is multiplicative and is referred to as stochastically local fading. In many analytical investigation of multiplicative noise, the exponential or Gamma statistics are invoked. More recent advances by the author of this paper utilized a Poisson modulated-weighted generalized Laguerre polynomials with controlling parameters and uncorrelated noise assumptions. In this paper, we investigate the statistics of multidiversity stochastically local area fading channel when the channel consists of randomly distributed Rayleigh and Rician scattering centers with a coherent Nakagami-distributed line of sight component and an underlying doubly stochastic Poisson process driven by a lognormal intensity. These combined statistics form a unifying triply stochastic filtered marked Poisson point process model.

Keywords: Cellular communication, femto- and pico-cells, stochastically local area fading channel, triply stochastic filtered marked Poisson point process.

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Authors: Mian Tahir Aftab, Muhammad Umer, Riaz Ahmad

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This article proposes an Ant Colony Optimization (ACO) metaheuristic to minimize total makespan for scheduling a set of jobs and assign workers for uniformly related parallel machines. An algorithm based on ACO has been developed and coded on a computer program Matlab®, to solve this problem. The paper explains various steps to apply Ant Colony approach to the problem of minimizing makespan for the worker assignment & jobs scheduling problem in a parallel machine model and is aimed at evaluating the strength of ACO as compared to other conventional approaches. One data set containing 100 problems (12 Jobs, 03 machines and 10 workers) which is available on internet, has been taken and solved through this ACO algorithm. The results of our ACO based algorithm has shown drastically improved results, especially, in terms of negligible computational effort of CPU, to reach the optimal solution. In our case, the time taken to solve all 100 problems is even lesser than the average time taken to solve one problem in the data set by other conventional approaches like GA algorithm and SPT-A/LMC heuristics.

Keywords: Ant Colony Optimization (ACO), Genetic algorithms (GA), Makespan, SPT-A/LMC heuristic.

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

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

Keywords: Mitochondrial Dynamics, P-Calculus, StochasticModeling.

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Authors: T. T. Manikandan, Rajeev Sukumaran

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Coral Reefs are very important for the majority of marine ecosystems. But, such vital species are under major threat due to the factors such as ocean acidification, overfishing, and coral bleaching. To conserve the coral reefs, reef restoration activities are carried out across the world. After reef restoration, various parameters have to be monitored in order to ensure the overall effectiveness of the reef restoration. Underwater Wireless Sensor Network (UWSN) based  monitoring is widely adopted for such long monitoring activities. Since monitoring of coral reef restoration activities is time sensitive, the QoS guarantee offered by the network with respect to delay is vital. So this research focuses on the analytical modeling of network layer delay using Stochastic Network Calculus (SNC). The core focus of the proposed model will be on the analysis of stochastic dependencies between the network flow and deriving the stochastic delay bounds for the flows that traverse in tandem in UWSNs. The derived analytical bounds are evaluated for their effectiveness using discrete event simulations.

Keywords: Coral Reef Restoration, SNC, SFA, PMOO, Tandem of Queues, Delay Bound.

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

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

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

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Authors: Rajamani Doraiswami, Lahouari Cheded

Abstract:

Fault diagnosis of Linear Parameter-Varying (LPV) system using an adaptive Kalman filter is proposed. The LPV model is comprised of scheduling parameters, and the emulator parameters. The scheduling parameters are chosen such that they are capable of tracking variations in the system model as a result of changes in the operating regimes. The emulator parameters, on the other hand, simulate variations in the subsystems during the identification phase and have negligible effect during the operational phase. The nominal model and the influence vectors, which are the gradient of the feature vector respect to the emulator parameters, are identified off-line from a number of emulator parameter perturbed experiments. A Kalman filter is designed using the identified nominal model. As the system varies, the Kalman filter model is adapted using the scheduling variables. The residual is employed for fault diagnosis. The proposed scheme is successfully evaluated on simulated system as well as on a physical process control system.

Keywords: Keywords—Identification, linear parameter-varying systems, least-squares estimation, fault diagnosis, Kalman filter, emulators

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Authors: Yu-Jen Chang, Yun Chen, Hei-Lam Wong

Abstract:

The Economic Lot Scheduling Problem (ELSP) is a valuable mathematical model that can support decision-makers to make scheduling decisions. The basic period approach is effective for solving the ELSP. The assumption for applying the basic period approach is that a product must use its maximum production rate to be produced. However, a product can lower its production rate to reduce the average total cost when a facility has extra idle time. The past researches discussed how a product adjusts its production rate under the common cycle approach. To the best of our knowledge, no studies have addressed how a product lowers its production rate under the basic period approach. This research is the first paper to discuss this topic. The research develops a simple fixed rate approach that adjusts the production rate of a product under the basic period approach to solve the ELSP. Our numerical example shows our approach can find a better solution than the traditional basic period approach. Our mathematical model that applies the fixed rate approach under the basic period approach can serve as a reference for other related researches.

Keywords: Economic Lot, Basic Period, Genetic Algorithm, Fixed Rate.

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Authors: Pei-Chann Chang, Wei-Hsiu Huang, Ching-Jung Ting, Hwei-Wen Luo, Yu-Peng Yu

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Artificial Immune System is applied as a Heuristic Algorithm for decades. Nevertheless, many of these applications took advantage of the benefit of this algorithm but seldom proposed approaches for enhancing the efficiency. In this paper, a Self-evolving Artificial Immune System is proposed via developing the T and B cell in Immune System and built a self-evolving mechanism for the complexities of different problems. In this research, it focuses on enhancing the efficiency of Clonal selection which is responsible for producing Affinities to resist the invading of Antigens. T and B cell are the main mechanisms for Clonal Selection to produce different combinations of Antibodies. Therefore, the development of T and B cell will influence the efficiency of Clonal Selection for searching better solution. Furthermore, for better cooperation of the two cells, a co-evolutional strategy is applied to coordinate for more effective productions of Antibodies. This work finally adopts Flow-shop scheduling instances in OR-library to validate the proposed algorithm.

Keywords: Artificial Immune System, Clonal Selection, Flow-shop Scheduling Problems, Co-evolutional strategy

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Authors: Davod Khojasteh Salkuyeh

Abstract:

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

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

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Authors: R.A.Mahdavinejad

Abstract:

In this paper, multi-processors job shop scheduling problems are solved by a heuristic algorithm based on the hybrid of priority dispatching rules according to an ant colony optimization algorithm. The objective function is to minimize the makespan, i.e. total completion time, in which a simultanous presence of various kinds of ferons is allowed. By using the suitable hybrid of priority dispatching rules, the process of finding the best solution will be improved. Ant colony optimization algorithm, not only promote the ability of this proposed algorithm, but also decreases the total working time because of decreasing in setup times and modifying the working production line. Thus, the similar work has the same production lines. Other advantage of this algorithm is that the similar machines (not the same) can be considered. So, these machines are able to process a job with different processing and setup times. According to this capability and from this algorithm evaluation point of view, a number of test problems are solved and the associated results are analyzed. The results show a significant decrease in throughput time. It also shows that, this algorithm is able to recognize the bottleneck machine and to schedule jobs in an efficient way.

Keywords: Job shops scheduling, Priority dispatching rules, Makespan, Hybrid heuristic algorithm.

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Authors: Siliang Wang, Minghui Wang, Jun Hu

Abstract:

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

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

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Authors: M. Othman, N. Bhuiyan, G. J. Gouw

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In today-s competitive market, most companies develop manufacturing systems that can help in cost reduction and maximum quality. Human issues are an important part of manufacturing systems, yet most companies ignore their effects on production performance. This paper aims to developing an integrated workforce planning system that incorporates the human being. Therefore, a multi-objective mixed integer nonlinear programming model is developed to determine the amount of hiring, firing, training, overtime for each worker type. This paper considers a workforce planning model including human aspects such as skills, training, workers- personalities, capacity, motivation, and learning rates. This model helps to minimize the hiring, firing, training and overtime costs, and maximize the workers- performance. The results indicate that the workers- differences should be considered in workforce scheduling to generate realistic plans with minimum costs. This paper also investigates the effects of human learning rates on the performance of the production systems.

Keywords: Human Factors, Learning Curves, Workers' Differences, Workforce Scheduling

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

Abstract:

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

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

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Authors: Zdravka Aljinović, Branka Marasović, Blanka Škrabić

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The paper provides a discussion of the most relevant aspects of yield curve modeling. Two classes of models are considered: stochastic and parsimonious function based, through the approaches developed by Vasicek (1977) and Nelson and Siegel (1987). Yield curve estimates for Croatia are presented and their dynamics analyzed and finally, a comparative analysis of models is conducted.

Keywords: the term structure of interest rates, Vasicek model, Nelson-Siegel model, Croatian Government market.

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Authors: Y. K. Lin, H. T. Hsieh, F. Y. Hsieh

Abstract:

Total weighted tardiness is a measure of customer satisfaction. Minimizing it represents satisfying the general requirement of on-time delivery. In this research, we consider an ant colony optimization (ACO) algorithm to solve the problem of scheduling unrelated parallel machines to minimize total weighted tardiness. The problem is NP-hard in the strong sense. Computational results show that the proposed ACO algorithm is giving promising results compared to other existing algorithms.

Keywords: ant colony optimization, total weighted tardiness, unrelated parallel machines.

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Authors: Indar Chaerah Gunadin, Adi Soeprijanto, Ontoseno Penangsang

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This paper will discuss about an active power generator scheduling method in order to increase the limit level of steady state systems. Some power generator optimization methods such as Langrange, PLN (Indonesian electricity company) Operation, and the proposed Z-Thevenin-based method will be studied and compared in respect of their steady state aspects. A method proposed in this paper is built upon the thevenin equivalent impedance values between each load respected to each generator. The steady state stability index obtained with the REI DIMO method. This research will review the 500kV-Jawa-Bali interconnection system. The simulation results show that the proposed method has the highest limit level of steady state stability compared to other optimization techniques such as Lagrange, and PLN operation. Thus, the proposed method can be used to create the steady state stability limit of the system especially in the peak load condition.

Keywords: generation scheduling, steady-state stability limit, REI Dimo, margin stability

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Authors: Hideki Yoshikawa, Masahiro Kaminaga, Arimitsu Shikoda, Toshinori Suzuki

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Round addition differential fault analysis using operation skipping for lightweight block ciphers with on-the-fly key scheduling is presented. For 64-bit KLEIN, it is shown that only a pair of correct and faulty ciphertexts can be used to derive the secret master key. For PRESENT, one correct ciphertext and two faulty ciphertexts are required to reconstruct the secret key. Furthermore, secret key extraction is demonstrated for the LBlock Feistel-type lightweight block cipher.

Keywords: Differential Fault Analysis (DFA), round addition, block cipher, on-the-fly key schedule.

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Authors: Hassan Manouzi

Abstract:

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

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

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Authors: V. K. Bansal

Abstract:

Geographic Information System (GIS) is a computerbased tool used extensively to solve various engineering problems related to spatial data. In spite of growing popularity of GIS, its complete potential to construction industry has not been realized. In this paper, the summary of up-to-date work on spatial applications of GIS technologies in construction industry is presented. GIS technologies have the potential to solve space related problems of construction industry involving complex visualization, integration of information, route planning, E-commerce, cost estimation, etc. GISbased methodology to handle time and space issues of construction projects scheduling is developed and discussed in this paper.

Keywords: Construction, GIS in construction, Scheduling, Project Management.

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

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

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

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Authors: Sangsuree Vasupongayya

Abstract:

To provide a better understanding of fair share policies supported by current production schedulers and their impact on scheduling performance, A relative fair share policy supported in four well-known production job schedulers is evaluated in this study. The experimental results show that fair share indeed reduces heavy-demand users from dominating the system resources. However, the detailed per-user performance analysis show that some types of users may suffer unfairness under fair share, possibly due to priority mechanisms used by the current production schedulers. These users typically are not heavy-demands users but they have mixture of jobs that do not spread out.

Keywords: Fair share, Parallel job scheduler, Backfill, Measures

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Authors: J. Kaabi, Y. Harrath

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This paper studied the flow shop scheduling problem under machine availability constraints. The machines are subject to flexible preventive maintenance activities. The nonresumable scenario for the jobs was considered. That is, when a job is interrupted by an unavailability period of a machine it should be restarted from the beginning. The objective is to minimize the total tardiness time for the jobs and the advance/tardiness for the maintenance activities. To solve the problem, a genetic algorithm was developed and successfully tested and validated on many problem instances. The computational results showed that the new genetic algorithm outperforms another earlier proposed algorithm. 

Keywords: Flow shop scheduling, maintenance, genetic algorithm, priority rules.

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Authors: Imen Sfaihi, Noureddine Hamdi

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In this paper, we investigate the study of techniques for scheduling users for resource allocation in the case of multiple input and multiple output (MIMO) packet transmission systems. In these systems, transmit antennas are assigned to one user or dynamically to different users using spatial multiplexing. The allocation of all transmit antennas to one user cannot take full advantages of multi-user diversity. Therefore, we developed the case when resources are allocated dynamically. At each time slot users have to feed back their channel information on an uplink feedback channel. Channel information considered available in the schedulers is the zero forcing (ZF) post detection signal to interference plus noise ratio. Our analysis study concerns the round robin and the opportunistic schemes. In this paper, we present an overview and a complete capacity analysis of these schemes. The main results in our study are to give an analytical form of system capacity using the ZF receiver at the user terminal. Simulations have been carried out to validate all proposed analytical solutions and to compare the performance of these schemes.

Keywords: MIMO, scheduling, ZF receiver, spatial multiplexing, round robin scheduling, opportunistic.

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Authors: Xiaoming Jiang, Jinqiao Shi, Qingfeng Tan, Wentao Zhang, Xuebin Wang, Muqian Chen

Abstract:

Nowadays, big companies such as Google, Microsoft, which have adequate proxy servers, have perfectly implemented their web crawlers for a certain website in parallel. But due to lack of expensive proxy servers, it is still a puzzle for researchers to crawl large amounts of information from a single website in parallel. In this case, it is a good choice for researchers to use free public proxy servers which are crawled from the Internet. In order to improve efficiency of web crawler, the following two issues should be considered primarily: (1) Tasks may fail owing to the instability of free proxy servers; (2) A proxy server will be blocked if it visits a single website frequently. In this paper, we propose Proxisch, an optimization approach of large-scale unstable proxy servers scheduling, which allow anyone with extremely low cost to run a web crawler efficiently. Proxisch is designed to work efficiently by making maximum use of reliable proxy servers. To solve second problem, it establishes a frequency control mechanism which can ensure the visiting frequency of any chosen proxy server below the website’s limit. The results show that our approach performs better than the other scheduling algorithms.

Keywords: Proxy server, priority queue, optimization approach, distributed web crawling.

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Authors: Jihad S. Daba (Jean-Pierre Dubois), Philip Jreije

Abstract:

Speckled images arise when coherent microwave, optical, and acoustic imaging techniques are used to image an object, surface or scene. Examples of coherent imaging systems include synthetic aperture radar, laser imaging systems, imaging sonar systems, and medical ultrasound systems. Speckle noise is a form of object or target induced noise that results when the surface of the object is Rayleigh rough compared to the wavelength of the illuminating radiation. Detection and estimation in images corrupted by speckle noise is complicated by the nature of the noise and is not as straightforward as detection and estimation in additive noise. In this work, we derive stochastic models for speckle noise, with an emphasis on speckle as it arises in medical ultrasound images. The motivation for this work is the problem of segmentation and tissue classification using ultrasound imaging. Modeling of speckle in this context involves partially developed speckle model where an underlying Poisson point process modulates a Gram-Charlier series of Laguerre weighted exponential functions, resulting in a doubly stochastic filtered Poisson point process. The statistical distribution of partially developed speckle is derived in a closed canonical form. It is observed that as the mean number of scatterers in a resolution cell is increased, the probability density function approaches an exponential distribution. This is consistent with fully developed speckle noise as demonstrated by the Central Limit theorem.

Keywords: Doubly stochastic filtered process, Poisson point process, segmentation, speckle, ultrasound

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Authors: Karolína Vozková, Matěj Kuc

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

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

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

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

Keywords: Competitiveness, Profit Efficiency, Stochastic Frontier Analysis

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Authors: P. Keerthika, P. Suresh

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Grid is an environment with millions of resources which are dynamic and heterogeneous in nature. A computational grid is one in which the resources are computing nodes and is meant for applications that involves larger computations. A scheduling algorithm is said to be efficient if and only if it performs better resource allocation even in case of resource failure. Resource allocation is a tedious issue since it has to consider several requirements such as system load, processing cost and time, user’s deadline and resource failure. This work attempts in designing a resource allocation algorithm which is cost-effective and also targets at load balancing, fault tolerance and user satisfaction by considering the above requirements. The proposed Budget Constrained Load Balancing Fault Tolerant algorithm with user satisfaction (BLBFT) reduces the schedule makespan, schedule cost and task failure rate and improves resource utilization. Evaluation of the proposed BLBFT algorithm is done using Gridsim toolkit and the results are compared with the algorithms which separately concentrates on all these factors. The comparison results ensure that the proposed algorithm works better than its counterparts.

Keywords: Grid Scheduling, Load Balancing, fault tolerance, makespan, cost, resource utilization.

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Authors: Yu-Jen Chang, Shih-Chieh Chen, Yu-Wei Kuo

Abstract:

In this study, we are interested in the economic lot scheduling problem (ELSP) that considers manufacturing of the serviceable products and remanufacturing of the reworked products. In this paper, we formulate a mathematical model for the ELSP with reworks using the basic period approach. In order to solve this problem, we propose a search algorithm to find the cyclic multiplier ki of each product that can be cyclically produced for every ki basic periods. This research also uses two heuristics to search for the optimal production sequence of all lots and the optimal time length of the basic period so as to minimize the average total cost. This research uses a numerical example to show the effectiveness of our approach.

Keywords: Economic lot, reworks, inventory, basic period.

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Authors: Karim Hamidi Machekposhti, Hossein Sedghi

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

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

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