Abstract: To increase precision and reliability of automatic control systems, we have to take into account of random factors affecting the control system. Thus, operational matrix technique is used for statistical analysis of first order plus time delay system with uniform random parameter. Examples with deterministic and stochastic disturbance are considered to demonstrate the validity of the method. Comparison with Monte Carlo method is made to show the computational effectiveness of the method.
Abstract: Modeling of a manufacturing system enables one to
identify the effects of key design parameters on the system performance and as a result to make correct decision. This paper
proposes a manufacturing system modeling approach using a spreadsheet model based on queuing network theory, in which a
static capacity planning model and stochastic queuing model are integrated. The model was used to improve the existing system utilization in relation to product design. The model incorporates few
parameters such as utilization, cycle time, throughput, and batch size.
The study also showed that the validity of developed model is good enough to apply and the maximum value of relative error is 10%, far
below the limit value 32%. Therefore, the model developed in this
study is a valuable alternative model in evaluating a manufacturing system
Abstract: In this paper, we analyze the effect of noise in a single- ended input differential amplifier working at high frequencies. Both extrinsic and intrinsic noise are analyzed using time domain method employing techniques from stochastic calculus. Stochastic differential equations are used to obtain autocorrelation functions of the output noise voltage and other solution statistics like mean and variance. The analysis leads to important design implications and suggests changes in the device parameters for improved noise characteristics of the differential amplifier.
Abstract: Stochastic modeling of network traffic is an area of
significant research activity for current and future broadband
communication networks. Multimedia traffic is statistically
characterized by a bursty variable bit rate (VBR) profile. In this
paper, we develop an improved model for uniform activity level
video sources in ATM using a doubly stochastic autoregressive
model driven by an underlying spatial point process. We then
examine a number of burstiness metrics such as the peak-to-average
ratio (PAR), the temporal autocovariance function (ACF) and the
traffic measurements histogram. We found that the former measure is
most suitable for capturing the burstiness of single scene video
traffic. In the last phase of this work, we analyse statistical
multiplexing of several constant scene video sources. This proved,
expectedly, to be advantageous with respect to reducing the
burstiness of the traffic, as long as the sources are statistically
independent. We observed that the burstiness was rapidly
diminishing, with the largest gain occuring when only around 5
sources are multiplexed. The novel model used in this paper for
characterizing uniform activity video was thus found to be an
accurate model.
Abstract: A sequential decision problem, based on the task ofidentifying the species of trees given acoustic echo data collectedfrom them, is considered with well-known stochastic classifiers,including single and mixture Gaussian models. Echoes are processedwith a preprocessing stage based on a model of mammalian cochlearfiltering, using a new discrete low-pass filter characteristic. Stoppingtime performance of the sequential decision process is evaluated andcompared. It is observed that the new low pass filter processingresults in faster sequential decisions.
Abstract: In the present communication, stochastic comparison
of a series (parallel) system having heterogeneous components with
random lifetimes and series (parallel) system having homogeneous
exponential components with random lifetimes has been studied.
Further, conditions under which such a comparison is possible has
been established.
Abstract: Recordings from recent earthquakes have provided evidence that ground motions in the near field of a rupturing fault differ from ordinary ground motions, as they can contain a large energy, or “directivity" pulse. This pulse can cause considerable damage during an earthquake, especially to structures with natural periods close to those of the pulse. Failures of modern engineered structures observed within the near-fault region in recent earthquakes have revealed the vulnerability of existing RC buildings against pulse-type ground motions. This may be due to the fact that these modern structures had been designed primarily using the design spectra of available standards, which have been developed using stochastic processes with relatively long duration that characterizes more distant ground motions. Many recently designed and constructed buildings may therefore require strengthening in order to perform well when subjected to near-fault ground motions. Fiber Reinforced Polymers are considered to be a viable alternative, due to their relatively easy and quick installation, low life cycle costs and zero maintenance requirements. The objective of this paper is to investigate the adequacy of Artificial Neural Networks (ANN) to determine the three dimensional dynamic response of FRP strengthened RC buildings under the near-fault ground motions. For this purpose, one ANN model is proposed to estimate the base shear force, base bending moments and roof displacement of buildings in two directions. A training set of 168 and a validation set of 21 buildings are produced from FEA analysis results of the dynamic response of RC buildings under the near-fault earthquakes. It is demonstrated that the neural network based approach is highly successful in determining the response.
Abstract: In cryptography, confusion and diffusion are very
important to get confidentiality and privacy of message in block
ciphers and stream ciphers. There are two types of network to provide
confusion and diffusion properties of message in block ciphers. They
are Substitution- Permutation network (S-P network), and Feistel
network. NLFS (Non-Linear feedback stream cipher) is a fast and
secure stream cipher for software application. NLFS have two modes
basic mode that is synchronous mode and self synchronous mode.
Real random numbers are non-deterministic. R-box (random box)
based on the dynamic properties and it performs the stochastic
transformation of data that can be used effectively meet the
challenges of information is protected from international destructive
impacts. In this paper, a new implementation of stochastic
transformation will be proposed.
Abstract: This paper considers H∞ performance for Markovian jump systems with Time-varying delays. The systems under consideration involve disturbance signal, Markovian switching and timevarying delays. By using a new Lyapunov-Krasovskii functional and a convex optimization approach, a delay-dependent stability condition in terms of linear matrix inequality (LMI) is addressed, which guarantee asymptotical stability in mean square and a prescribed H∞ performance index for the considered systems. Two numerical examples are given to illustrate the effectiveness and the less conservatism of the proposed main results. All these results are expected to be of use in the study of stochastic systems with time-varying delays.
Abstract: This paper deals with a periodic-review substitutable
inventory system for a finite and an infinite number of periods. Here
an upward substitution structure, a substitution of a more costly item
by a less costly one, is assumed, with two products. At the beginning
of each period, a stochastic demand comes for the first item only,
which is quality-wise better and hence costlier. Whenever an arriving
demand finds zero inventory of this product, a fraction of unsatisfied
customers goes for its substitutable second item. An optimal ordering
policy has been derived for each period. The results are illustrated
with numerical examples. A sensitivity analysis has been done to
examine how sensitive the optimal solution and the maximum profit
are to the values of the discount factor, when there is a large number
of periods.
Abstract: This work proposes a recursive weighted ELS
algorithm for system identification by applying numerically robust
orthogonal Householder transformations. The properties of the
proposed algorithm show it obtains acceptable results in a noisy
environment: fast convergence and asymptotically unbiased
estimates. Comparative analysis with others robust methods well
known from literature are also presented.
Abstract: The paper presented a transient population dynamics of phase singularities in 2D Beeler-Reuter model. Two stochastic modelings are examined: (i) the Master equation approach with the transition rate (i.e., λ(n, t) = λ(t)n and μ(n, t) = μ(t)n) and (ii) the nonlinear Langevin equation approach with a multiplicative noise. The exact general solution of the Master equation with arbitrary time-dependent transition rate is given. Then, the exact solution of the mean field equation for the nonlinear Langevin equation is also given. It is demonstrated that transient population dynamics is successfully identified by the generalized Logistic equation with fractional higher order nonlinear term. It is also demonstrated the necessity of introducing time-dependent transition rate in the master equation approach to incorporate the effect of nonlinearity.
Abstract: Biological reactions of individuals of a testing animal
to toxic substance are unique and can be used as an indication of the
existing of toxic substance. However, to distinguish such phenomenon
need a very complicate system and even more complicate to analyze
data in 3 dimensional. In this paper, a system to evaluate in vitro
biological activities to acute toxicity of stochastic self-affine
non-stationary signal of 3D goldfish swimming by using fractal
analysis is introduced. Regular digital camcorders are utilized by
proposed algorithm 3DCCPC to effectively capture and construct 3D
movements of the fish. A Critical Exponent Method (CEM) has been
adopted as a fractal estimator. The hypothesis was that the swimming
of goldfish to acute toxic would show the fractal property which
related to the toxic concentration. The experimental results supported
the hypothesis by showing that the swimming of goldfish under the
different toxic concentration has fractal properties. It also shows that
the fractal dimension of the swimming related to the pH value of FD Ôëê
0.26pH + 0.05. With the proposed system, the fish is allowed to swim
freely in all direction to react to the toxic. In addition, the trajectories
are precisely evaluated by fractal analysis with critical exponent
method and hence the results exhibit with much higher degree of
confidence.
Abstract: This study proposes a multi-response surface
optimization problem (MRSOP) for determining the proper choices
of a process parameter design (PPD) decision problem in a noisy
environment of a grease position process in an electronic industry.
The proposed models attempts to maximize dual process responses
on the mean of parts between failure on left and right processes. The
conventional modified simplex method and its hybridization of the
stochastic operator from the hunting search algorithm are applied to
determine the proper levels of controllable design parameters
affecting the quality performances. A numerical example
demonstrates the feasibility of applying the proposed model to the
PPD problem via two iterative methods. Its advantages are also
discussed. Numerical results demonstrate that the hybridization is
superior to the use of the conventional method. In this study, the
mean of parts between failure on left and right lines improve by
39.51%, approximately. All experimental data presented in this
research have been normalized to disguise actual performance
measures as raw data are considered to be confidential.
Abstract: We consider a heterogeneously mixing SIR stochastic
epidemic process in populations described by a general graph.
Likelihood theory is developed to facilitate statistic inference for the
parameters of the model under complete observation. We show that
these estimators are asymptotically Gaussian unbiased estimates by
using a martingale central limit theorem.
Abstract: Mathematical programming has been applied to various
problems. For many actual problems, the assumption that the parameters
involved are deterministic known data is often unjustified. In
such cases, these data contain uncertainty and are thus represented
as random variables, since they represent information about the
future. Decision-making under uncertainty involves potential risk.
Stochastic programming is a commonly used method for optimization
under uncertainty. A stochastic programming problem with recourse
is referred to as a two-stage stochastic problem. In this study, we
consider a stochastic programming problem with simple integer
recourse in which the value of the recourse variable is restricted to a
multiple of a nonnegative integer. The algorithm of a dynamic slope
scaling procedure for solving this problem is developed by using a
property of the expected recourse function. Numerical experiments
demonstrate that the proposed algorithm is quite efficient. The
stochastic programming model defined in this paper is quite useful
for a variety of design and operational problems.
Abstract: Many exist studies always use Markov decision
processes (MDPs) in modeling optimal route choice in
stochastic, time-varying networks. However, taking many
variable traffic data and transforming them into optimal route
decision is a computational challenge by employing MDPs in
real transportation networks. In this paper we model finite
horizon MDPs using directed hypergraphs. It is shown that the
problem of route choice in stochastic, time-varying networks
can be formulated as a minimum cost hyperpath problem, and
it also can be solved in linear time. We finally demonstrate the
significant computational advantages of the introduced
methods.
Abstract: This paper studies the mean square exponential synchronization problem of a class of stochastic neutral type chaotic neural networks with mixed delay. On the Basis of Lyapunov stability theory, some sufficient conditions ensuring the mean square exponential synchronization of two identical chaotic neural networks are obtained by using stochastic analysis and inequality technique. These conditions are expressed in the form of linear matrix inequalities (LMIs), whose feasibility can be easily checked by using Matlab LMI Toolbox. The feedback controller used in this paper is more general than those used in previous literatures. One simulation example is presented to demonstrate the effectiveness of the derived results.
Abstract: The concurrent era is characterised by strengthened interactions among financial markets and increased capital mobility globally. In this frames we examine the effects the international financial integration process has on the European bond markets. We perform a comparative study of the interactions of the European and international bond markets and exploit Cointegration analysis results on the elimination of stochastic trends and the decomposition of the underlying long run equilibria and short run causal relations. Our investigation provides evidence on the relation between the European integration process and that of globalisation, viewed through the bond markets- sector. Additionally the structural formulation applied, offers significant implications of the findings. All in all our analysis offers a number of answers on crucial queries towards the European bond markets integration process.
Abstract: The Influence Diagrams (IDs) is a kind of Probabilistic Belief Networks for graphic modeling. The usage of IDs can improve the communication among field experts, modelers, and decision makers, by showing the issue frame discussed from a high-level point of view. This paper enhances the Time-Sliced Influence Diagrams (TSIDs, or called Dynamic IDs) based formalism from a Discrete Event Systems Modeling and Simulation (DES M&S) perspective, for Exploring Analysis (EA) modeling. The enhancements enable a modeler to specify times occurred of endogenous events dynamically with stochastic sampling as model running and to describe the inter- influences among them with variable nodes in a dynamic situation that the existing TSIDs fails to capture. The new class of model is named Dynamic-Stochastic Influence Diagrams (DSIDs). The paper includes a description of the modeling formalism and the hiberarchy simulators implementing its simulation algorithm, and shows a case study to illustrate its enhancements.