Search results for: probabilistic models

Authors: Hassan Haghighi

Abstract:

Probabilistic techniques in computer programs are becoming more and more widely used. Therefore, there is a big interest in the formal specification, verification, and development of probabilistic programs. In our work-in-progress project, we are attempting to make a constructive framework for developing probabilistic programs formally. The main contribution of this paper is to introduce an intermediate artifact of our work, a Z-based formalism called PZ, by which one can build set theoretical models of probabilistic programs. We propose to use a constructive set theory, called CZ set theory, to interpret the specifications written in PZ. Since CZ has an interpretation in Martin-L¨of-s theory of types, this idea enables us to derive probabilistic programs from correctness proofs of their PZ specifications.

Keywords: formal specification, formal program development, probabilistic programs, CZ set theory, type theory.

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Authors: Tomoaki Hashimoto

Abstract:

Recently, optimal control problems subject to probabilistic constraints have attracted much attention in many research field. Although probabilistic constraints are generally intractable in optimization problems, several methods haven been proposed to deal with probabilistic constraints. In most methods, probabilistic constraints are transformed to deterministic constraints that are tractable in optimization problems. This paper examines a method for transforming probabilistic constraints into deterministic constraints for a class of probabilistic constrained optimal control problems.

Keywords: Optimal control, stochastic systems, discrete-time systems, probabilistic constraints.

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Authors: Lenka Ševelová, Aleš Florian

Abstract:

Appropriate and progressive tool for analyzing behavior of low volume roads are probabilistic models used in reliability analyses. The necessary part of the probabilistic model is the deterministic model of structural behavior. The FE model of low volume roads is created in the ANSYS software. It is able to determine the state of stress and deformation in any point of the structure and thus generate data required for the reliability analysis. The paper compares two material constitutive models used for modeling of unbound non-homogenous materials used in low volume roads. The first model is linear elastic model according to Hook theory (H model), the second one is nonlinear elastic-plastic Drucker-Prager model (D-P model).

Keywords: FEA, FEM, geotechnical materials, low volume roads, material constitutive models, pavement.

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Authors: Kristjan Kuhi, Kati K. Kaare, Ott Koppel

Abstract:

Modern management in most fields is performance based; both planning and implementation of maintenance and operational activities are driven by appropriately defined performance indicators. Continuous real-time data collection for management is becoming feasible due to technological advancements. Outdated and insufficient input data may result in incorrect decisions. When using deterministic models the uncertainty of the object state is not visible thus applying the deterministic models are more likely to give false diagnosis. Constructing structured probabilistic models of the performance indicators taking into consideration the surrounding indicator environment enables to estimate the trustworthiness of the indicator values. It also assists to fill gaps in data to improve the quality of the performance analysis and management decisions. In this paper authors discuss the application of probabilistic graphical models in the road performance measurement and propose a high-level conceptual model that enables analyzing and predicting more precisely future pavement deterioration based on road utilization.

Keywords: Probabilistic graphical models, performance indicators, road performance management, data collection

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Authors: Tomoaki Hashimoto

Abstract:

In recent decades, probabilistic constrained optimal control problems have attracted much attention in many research fields. Although probabilistic constraints are generally intractable in an optimization problem, several tractable methods haven been proposed to handle probabilistic constraints. In most methods, probabilistic constraints are reduced to deterministic constraints that are tractable in an optimization problem. However, there is a gap between the transformed deterministic constraints in case of known and unknown probability distribution. This paper examines the conservativeness of probabilistic constrained optimization method for unknown probability distribution. The objective of this paper is to provide a quantitative assessment of the conservatism for tractable constraints in probabilistic constrained optimization with unknown probability distribution.

Keywords: Optimal control, stochastic systems, discrete-time systems, probabilistic constraints.

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Authors: Ahmed S. Al-Abdulwahab

Abstract:

Generation system reliability assessment is an important task which can be performed using deterministic or probabilistic techniques. The probabilistic approaches have significant advantages over the deterministic methods. However, more complicated modeling is required by the probabilistic approaches. Power generation model is a basic requirement for this assessment. One form of the generation models is the well known capacity outage probability table (COPT). Different analytical techniques have been used to construct the COPT. These approaches require considerable mathematical modeling of the generating units. The unit-s models are combined to build the COPT which will add more burdens on the process of creating the COPT. Decimal to Binary Conversion (DBC) technique is widely and commonly applied in electronic systems and computing This paper proposes a novel utilization of the DBC to create the COPT without engaging in analytical modeling or time consuming simulations. The simple binary representation , “0 " and “1 " is used to model the states o f generating units. The proposed technique is proven to be an effective approach to build the generation model.

Keywords: Decimal to Binary, generation, reliability.

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Authors: A. Ehsani, A. Karimizadeh, H. Fallahi, A. Jalali

Abstract:

In an electric power system, spinning reserve requirements can be determined by using deterministic and/or probabilistic measures. Although deterministic methods are usual in many systems, application of probabilistic methods becomes increasingly important in the new environment of the electric power utility industry. This is because of the increased uncertainty associated with competition. In this paper 1) a new probabilistic method is presented which considers the reliability of transmission system in a simplified manner and 2) deterministic and probabilistic methods are compared. The studied methods are applied to the Roy Billinton Test System (RBTS).

Keywords: Reliability, Spinning Reserve, Risk, Transmission, Unit Commitment.

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Authors: F. C. Calnegru

Abstract:

This article presents a computationally tractable probabilistic model for the relation between the complex wavelet coefficients of two images of the same scene. The two images are acquisitioned at distinct moments of times, or from distinct viewpoints, or by distinct sensors. By means of the introduced probabilistic model, we argue that the similarity between the two images is controlled not by the values of the wavelet coefficients, which can be altered by many factors, but by the nature of the wavelet coefficients, that we model with the help of hidden state variables. We integrate this probabilistic framework in the construction of a new image registration algorithm. This algorithm has sub-pixel accuracy and is robust to noise and to other variations like local illumination changes. We present the performance of our algorithm on various image types.

Keywords: Complex wavelet transform, image registration, modeling using hidden state variables, probabilistic similaritymeasure.

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Authors: Barath Kumar, Oliver Niggemann, Juergen Jasperneite

Abstract:

Model-based approaches have been applied successfully to a wide range of tasks such as specification, simulation, testing, and diagnosis. But one bottleneck often prevents the introduction of these ideas: Manual modeling is a non-trivial, time-consuming task. Automatically deriving models by observing and analyzing running systems is one possible way to amend this bottleneck. To derive a model automatically, some a-priori knowledge about the model structure–i.e. about the system–must exist. Such a model formalism would be used as follows: (i) By observing the network traffic, a model of the long-term system behavior could be generated automatically, (ii) Test vectors can be generated from the model, (iii) While the system is running, the model could be used to diagnose non-normal system behavior. The main contribution of this paper is the introduction of a model formalism called 'probabilistic regression automaton' suitable for the tasks mentioned above.

Keywords: Model-based approach, Probabilistic regression automata, Statistical models and Timed automata.

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Authors: Constantin Barbulescu, Gh. Vuc, Stefan Kilyeni, Dan Jigoria-Oprea, Oana Pop

Abstract:

Perhaps no single issue has been cited as either the root cause and / or the greatest challenge to the restructured power system then the lack of adequate reliable transmission. Probabilistic transmission planning has become increasingly necessary and important in recent years. The transmission planning analysis carried out by the authors, spans a 10-year horizon, taking into consideration a value of 2 % load increase / year at each consumer. Taking into consideration this increased load, a probabilistic power flow was carried out, all the system components being regarded from probabilistic point of view. Several contingencies have been generated, for assessing the security of the power system. The results have been analyzed and several important conclusions were pointed. The objective is to achieve a network that works without limit violations for all (or most of) scenario realizations. The case study is represented by the IEEE 14 buses test power system.

Keywords: Contingency, load, operating state, probabilistic power flow, transmission planning

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Authors: Arezoo Sadrinezhad, Kallol Sett, S. I. Hariharan

Abstract:

In this paper, a probabilistic framework based on Fokker-Planck-Kolmogorov (FPK) approach has been applied to simulate triaxial cyclic constitutive behavior of uncertain soils. The framework builds upon previous work of the writers, and it has been extended for cyclic probabilistic simulation of triaxial undrained behavior of soils. von Mises elastic-perfectly plastic material model is considered. It is shown that by using probabilistic framework, some of the most important aspects of soil behavior under cyclic loading can be captured even with a simple elastic-perfectly plastic constitutive model.

Keywords: Elasto-plasticity, uncertainty, soils, Fokker-Planck equation, Fourier Spectral method, Finite Difference method.

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Authors: Do-Hwan Kim, Roberto Leon

Abstract:

Probabilistic characteristics of seismic responses of the Partially Restrained connection rotation (PRCR) and panel zone deformation (PZD) installed in older steel moment frames were investigated in accordance with statistical inference in decision-making process. The 4, 6 and 8 story older steel moment frames with clip angle and T-stub connections were designed and analyzed using 2%/50yrs ground motions in four cities of the Mid-America earthquake region. The probability density function and cumulative distribution function of PRCR and PZD were determined by the goodness-of-fit tests based on probabilistic parameters measured from the results of the nonlinear time-history analyses. The obtained probabilistic parameters and distributions can be used to find out what performance level mainly PR connections and panel zones satisfy and how many PR connections and panel zones experience a serious damage under the Mid-America ground motions.

Keywords: Mid-America earthquake, Panel zone, PR connection, Probabilistic characteristics, seismic performance

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Authors: F. Sangiorgio, J. Silfwerbrand, G. Mancini

Abstract:

Geometric and mechanical properties all influence the resistance of RC structures and may, in certain combination of property values, increase the risk of a brittle failure of the whole system. This paper presents a statistical and probabilistic investigation on the resistance of RC beams designed according to Eurocodes 2 and 8, and subjected to multiple failure modes, under both the natural variation of material properties and the uncertainty associated with cross-section and transverse reinforcement geometry. A full probabilistic model based on JCSS Probabilistic Model Code is derived. Different beams are studied through material nonlinear analysis via Monte Carlo simulations. The resistance model is consistent with Eurocode 2. Both a multivariate statistical evaluation and the data clustering analysis of outcomes are then performed. Results show that the ultimate load behaviour of RC beams subjected to flexural and shear failure modes seems to be mainly influenced by the combination of the mechanical properties of both longitudinal reinforcement and stirrups, and the tensile strength of concrete, of which the latter appears to affect the overall response of the system in a nonlinear way. The model uncertainty of the resistance model used in the analysis plays undoubtedly an important role in interpreting results.

Keywords: Modelling, Monte Carlo Simulations, Probabilistic Models, Data Clustering, Reinforced Concrete Members, Structural Design.

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Authors: Karel Frydrýšek

Abstract:

This paper focuses on the probabilistic numerical solution of the problems in biomechanics and mining. Applications of Simulation-Based Reliability Assessment (SBRA) Method are presented in the solution of designing of the external fixators applied in traumatology and orthopaedics (these fixators can be applied for the treatment of open and unstable fractures etc.) and in the solution of a hard rock (ore) disintegration process (i.e. the bit moves into the ore and subsequently disintegrates it, the results are compared with experiments, new design of excavation tool is proposed.

Keywords: probabilistic approach, engineering design, traumatology, rock mechanics

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Authors: Mussa I. Mgwatu, Reuben R. M. Kainkwa

Abstract:

Wind is among the potential energy resources which can be harnessed to generate wind energy for conversion into electrical power. Due to the variability of wind speed with time and height, it becomes difficult to predict the generated wind energy more optimally. In this paper, an attempt is made to establish a probabilistic model fitting the wind speed data recorded at Makambako site in Tanzania. Wind speeds and direction were respectively measured using anemometer (type AN1) and wind Vane (type WD1) both supplied by Delta-T-Devices at a measurement height of 2 m. Wind speeds were then extrapolated for the height of 10 m using power law equation with an exponent of 0.47. Data were analysed using MINITAB statistical software to show the variability of wind speeds with time and height, and to determine the underlying probability model of the extrapolated wind speed data. The results show that wind speeds at Makambako site vary cyclically over time; and they conform to the Weibull probability distribution. From these results, Weibull probability density function can be used to predict the wind energy.

Keywords: Probabilistic models, wind speed, wind energy

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Authors: Abdelhadi Lotfi, Abdelkader Benyettou

Abstract:

In this work, a training algorithm for probabilistic neural networks (PNN) is presented. The algorithm addresses one of the major drawbacks of PNN, which is the size of the hidden layer in the network. By using a cross-validation training algorithm, the number of hidden neurons is shrunk to a smaller number consisting of the most representative samples of the training set. This is done without affecting the overall architecture of the network. Performance of the network is compared against performance of standard PNN for different databases from the UCI database repository. Results show an important gain in network size and performance.

Keywords: Classification, probabilistic neural networks, network optimization, pattern recognition.

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Authors: M.J. Park, K.H. Kim, O.M. Kwon

Abstract:

This paper proposes a delay-dependent leader-following consensus condition of multi-agent systems with both communication delay and probabilistic self-delay. The proposed methods employ a suitable piecewise Lyapunov-Krasovskii functional and the average dwell time approach. New consensus criterion for the systems are established in terms of linear matrix inequalities (LMIs) which can be easily solved by various effective optimization algorithms. Numerical example showed that the proposed method is effective.

Keywords: Multi-agent systems, probabilistic self-delay, consensus, Lyapunov method, LMI.

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Authors: Guang Zou, Kian Banisoleiman, Arturo González

Abstract:

Crack initiation and propagation threatens structural integrity of welded joints and normally inspections are assigned based on crack propagation models. However, the approach based on crack propagation models may not be applicable for some high-quality welded joints, because the initial flaws in them may be so small that it may take long time for the flaws to develop into a detectable size. This raises a concern regarding the inspection planning of high-quality welded joins, as there is no generally acceptable approach for modeling the whole fatigue process that includes the crack initiation period. In order to address the issue, this paper reviews treatment methods for crack initiation period and initial crack size in crack propagation models applied to inspection planning. Generally, there are four approaches, by: 1) Neglecting the crack initiation period and fitting a probabilistic distribution for initial crack size based on statistical data; 2) Extrapolating the crack propagation stage to a very small fictitious initial crack size, so that the whole fatigue process can be modeled by crack propagation models; 3) Assuming a fixed detectable initial crack size and fitting a probabilistic distribution for crack initiation time based on specimen tests; and, 4) Modeling the crack initiation and propagation stage separately using small crack growth theories and Paris law or similar models. The conclusion is that in view of trade-off between accuracy and computation efforts, calibration of a small fictitious initial crack size to S-N curves is the most efficient approach.

Keywords: Crack initiation, fatigue reliability, inspection planning, welded joints.

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Authors: Isabela Moreira Queiroz

Abstract:

Slope stability analyses are largely carried out by deterministic methods and evaluated through a single security factor. Although it is known that the geotechnical parameters can present great dispersal, such analyses are considered fixed and known. The probabilistic methods, in turn, incorporate the variability of input key parameters (random variables), resulting in a range of values of safety factors, thus enabling the determination of the probability of failure, which is an essential parameter in the calculation of the risk (probability multiplied by the consequence of the event). Among the probabilistic methods, there are three frequently used methods in geotechnical society: FOSM (First-Order, Second-Moment), Rosenblueth (Point Estimates) and Monte Carlo. This paper presents a comparison between the results from deterministic and probabilistic analyses (FOSM method, Monte Carlo and Rosenblueth) applied to a hypothetical slope. The end was held to evaluate the behavior of the slope and consequent risk analysis, which is used to calculate the risk and analyze their mitigation and control solutions. It can be observed that the results obtained by the three probabilistic methods were quite close. It should be noticed that the calculation of the risk makes it possible to list the priority to the implementation of mitigation measures. Therefore, it is recommended to do a good assessment of the geological-geotechnical model incorporating the uncertainty in viability, design, construction, operation and closure by means of risk management. 

Keywords: Probabilistic methods, risk assessment, risk management, slope stability.

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Authors: Adnan A. Y. Mustafa

Abstract:

In this paper we present a quick technique to measure the similarity between binary images. The technique is based on a probabilistic mapping approach and is fast because only a minute percentage of the image pixels need to be compared to measure the similarity, and not the whole image. We exploit the power of the Probabilistic Matching Model for Binary Images (PMMBI) to arrive at an estimate of the similarity. We show that the estimate is a good approximation of the actual value, and the quality of the estimate can be improved further with increased image mappings. Furthermore, the technique is image size invariant; the similarity between big images can be measured as fast as that for small images. Examples of trials conducted on real images are presented.

Keywords: Big images, binary images, similarity, matching.

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Authors: Bharadwaj Kadiyala, Sunitha V

Abstract:

Most routing protocols (DSR, AODV etc.) that have been designed for wireless adhoc networks incorporate the broadcasting operation in their route discovery scheme. Probabilistic broadcasting techniques have been developed to optimize the broadcast operation which is otherwise very expensive in terms of the redundancy and the traffic it generates. In this paper we have explored percolation theory to gain a different perspective on probabilistic broadcasting schemes which have been actively researched in the recent years. This theory has helped us estimate the value of broadcast probability in a wireless adhoc network as a function of the size of the network. We also show that, operating at those optimal values of broadcast probability there is at least 25-30% reduction in packet regeneration during successful broadcasting.

Keywords: Crossover length, Percolation, Probabilistic broadcast, Wireless adhoc networks

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Authors: Akbar Banitalebi, Mohd Ismail Abd Aziz, Rohanin Ahmad

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A new stochastic algorithm called Probabilistic Global Search Johor (PGSJ) has recently been established for global optimization of nonconvex real valued problems on finite dimensional Euclidean space. In this paper we present convergence guarantee for this algorithm in probabilistic sense without imposing any more condition. Then, we jointly utilize this algorithm along with control parameterization technique for the solution of constrained optimal control problem. The numerical simulations are also included to illustrate the efficiency and effectiveness of the PGSJ algorithm in the solution of control problems.

Keywords: Optimal Control Problem, Constraints, Direct Methods, Stochastic Algorithm

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Authors: G. Mesfin, M. Shuhaimi

Abstract:

This paper proposes a new optimization techniques for the optimization a gas processing plant uncertain feed and product flows. The problem is first formulated using a continuous linear deterministic approach. Subsequently, the single and joint chance constraint models for steady state process with timedependent uncertainties have been developed. The solution approach is based on converting the probabilistic problems into their equivalent deterministic form and solved at different confidence levels Case study for a real plant operation has been used to effectively implement the proposed model. The optimization results indicate that prior decision has to be made for in-operating plant under uncertain feed and product flows by satisfying all the constraints at 95% confidence level for single chance constrained and 85% confidence level for joint chance constrained optimizations cases.

Keywords: Butane, Feed composition, LPG, Productspecification, Propane.

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Authors: S. A. Razavian Amrei, G.Ghodrati Amiri, D. Rezaei

Abstract:

This paper presents probabilistic horizontal seismic hazard assessment of Naghan, Iran. It displays the probabilistic estimate of Peak Ground Horizontal Acceleration (PGHA) for the return period of 475, 950 and 2475 years. The output of the probabilistic seismic hazard analysis is based on peak ground acceleration (PGA), which is the most common criterion in designing of buildings. A catalogue of seismic events that includes both historical and instrumental events was developed and covers the period from 840 to 2009. The seismic sources that affect the hazard in Naghan were identified within the radius of 200 km and the recurrence relationships of these sources were generated by Kijko and Sellevoll. Finally Peak Ground Horizontal Acceleration (PGHA) has been prepared to indicate the earthquake hazard of Naghan for different hazard levels by using SEISRISK III software.

Keywords: Seismic Hazard Assessment, Seismicity Parameters, PGA, Naghan, Iran

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Authors: Saima Ali, Pathamanathan Rajeev, Imteaz A. Monzur

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In this paper, a brief review of the corrosion mechanism in buried pipe and modes of failure is provided together with the available corrosion models. Moreover, the sensitivity analysis is performed to understand the influence of corrosion model parameters on the remaining life estimation. Further, the probabilistic analysis is performed to propagate the uncertainty in the corrosion model on the estimation of the renaming life of the pipe. Finally, the comparison among the corrosion models on the basis of the remaining life estimation will be provided to improve the renewal plan.

Keywords: Corrosion, pit depth, sensitivity analysis, exposure period.

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Authors: M. Nekri, A. Khelladi

Abstract:

The world wide web network is a network with a complex topology, the main properties of which are the distribution of degrees in power law, A low clustering coefficient and a weak average distance. Modeling the web as a graph allows locating the information in little time and consequently offering a help in the construction of the research engine. Here, we present a model based on the already existing probabilistic graphs with all the aforesaid characteristics. This work will consist in studying the web in order to know its structuring thus it will enable us to modelize it more easily and propose a possible algorithm for its exploration.

Keywords: Clustering coefficient, preferential attachment, small world, Web community.

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Authors: S. Chikhi, M. Batouche, H. Shout

Abstract:

In this paper, we combine a probabilistic neural method with radial-bias functions in order to construct the lithofacies of the wells DF01, DF02 and DF03 situated in the Triassic province of Algeria (Sahara). Lithofacies is a crucial problem in reservoir characterization. Our objective is to facilitate the experts' work in geological domain and to allow them to obtain quickly the structure and the nature of lands around the drilling. This study intends to design a tool that helps automatic deduction from numerical data. We used a probabilistic formalism to enhance the classification process initiated by a Self-Organized Map procedure. Our system gives lithofacies, from well-log data, of the concerned reservoir wells in an aspect easy to read by a geology expert who identifies the potential for oil production at a given source and so forms the basis for estimating the financial returns and economic benefits.

Keywords: Classification, Lithofacies, Probabilistic formalism, Reservoir characterization, Well-log data.

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Authors: Revanth Sai Kosaraju, Michael Ramscar, Melody Dye

Abstract:

Accounts of language acquisition differ significantly in their treatment of the role of prediction in language learning. In particular, nativist accounts posit that probabilistic learning about words and word sequences has little to do with how children come to use language. The accuracy of this claim was examined by testing whether distributional probabilities and frequency contributed to how well 3-4 year olds repeat simple word chunks. Corresponding chunks were the same length, expressed similar content, and were all grammatically acceptable, yet the results of the study showed marked differences in performance when overall distributional frequency varied. It was found that a distributional model of language predicted the empirical findings better than a number of other models, replicating earlier findings and showing that children attend to distributional probabilities in an adult corpus. This suggested that language is more prediction-and-error based, rather than on abstract rules which nativist camps suggest.

Keywords: Abstractness, child psychology, language acquisition, prediction and error.

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Authors: Abdel-Aziz M. Mohamed

Abstract:

This paper presents a state-of-the-art survey of the operations research models developed for internal audit planning. Two alternative approaches have been followed in the literature for audit planning: (1) identifying the optimal audit frequency; and (2) determining the optimal audit resource allocation. The first approach identifies the elapsed time between two successive audits, which can be presented as the optimal number of audits in a given planning horizon, or the optimal number of transactions after which an audit should be performed. It also includes the optimal audit schedule. The second approach determines the optimal allocation of audit frequency among all auditable units in the firm. In our review, we discuss both the deterministic and probabilistic models developed for audit planning. In addition, game theory models are reviewed to find the optimal auditing strategy based on the interactions between the auditors and the clients.

Keywords: Operations research applications, audit frequency, audit planning, audit-staff scheduling.

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Authors: Zhichao Zhao, Yi Liu, Shunping Xiao

Abstract:

A new data fusion method called joint probability density matrix (JPDM) is proposed, which can associate and fuse measurements from spatially distributed heterogeneous sensors to identify the real target in a surveillance region. Using the probabilistic grids representation, we numerically combine the uncertainty regions of all the measurements in a general framework. The NP-hard multisensor data fusion problem has been converted to a peak picking problem in the grids map. Unlike most of the existing data fusion method, the JPDM method dose not need association processing, and will not lead to combinatorial explosion. Its convergence to the CRLB with a diminishing grid size has been proved. Simulation results are presented to illustrate the effectiveness of the proposed technique.

Keywords: Cramer-Rao lower bound (CRLB), data fusion, probabilistic grids, joint probability density matrix, localization, sensor network.

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