Abstract: We study a new technique for optimal data compression
subject to conditions of causality and different types of memory. The
technique is based on the assumption that some information about
compressed data can be obtained from a solution of the associated
problem without constraints of causality and memory. This allows
us to consider two separate problem related to compression and decompression
subject to those constraints. Their solutions are given
and the analysis of the associated errors is provided.
Abstract: In a product development process, understanding the functional behavior of the system, the role of components in achieving functions and failure modes if components/subsystem fails its required function will help develop appropriate design validation and verification program for reliability assessment. The integration of these three issues will help design and reliability engineers in identifying weak spots in design and planning future actions and testing program. This case study demonstrate the advantage of unascertained theory described in the subjective cognition uncertainty, and then applies blind number (BN) theory in describing the uncertainty of the mechanical system failure process and the same time used the same theory in bringing out another mechanical reliability system model. The practical calculations shows the BN Model embodied the characters of simply, small account of calculation but betterforecasting capability, which had the value of macroscopic discussion to some extent.
Abstract: In this paper, the issue of pth moment exponential stability of stochastic recurrent neural network with distributed time delays is investigated. By using the method of variation parameters, inequality techniques, and stochastic analysis, some sufficient conditions ensuring pth moment exponential stability are obtained. The method used in this paper does not resort to any Lyapunov function, and the results derived in this paper generalize some earlier criteria reported in the literature. One numerical example is given to illustrate the main results.
Abstract: This paper proposes the stochastic tabu search (STS)
for improving the measurement scheme for power system state
estimation. If the original measured scheme is not observable, the
additional measurements with minimum number of measurements are
added into the system by STS so that there is no critical measurement
pair. The random bit flipping and bit exchanging perturbations are
used for generating the neighborhood solutions in STS. The Pδ
observable concept is used to determine the network observability.
Test results of 10 bus, IEEE 14 and 30 bus systems are shown that
STS can improve the original measured scheme to be observable
without critical measurement pair. Moreover, the results of STS are
superior to deterministic tabu search (DTS) in terms of the best
solution hit.
Abstract: The concept of flexible manufacturing is highly
appealing in gaining a competitive edge in the market by quickly
adapting to the changing customer needs. Scheduling jobs on flexible
manufacturing systems (FMSs) is a challenging task of managing the
available flexibility on the shop floor to react to the dynamics of the
environment in real-time. In this paper, an agent-oriented scheduling
framework that can be integrated with a real or a simulated FMS is
proposed. This framework works in stochastic environments with a
dynamic model of job arrival. It supports a hierarchical cooperative
scheduling that builds on the available flexibility of the shop floor.
Testing the framework on a model of a real FMS showed the
capability of the proposed approach to overcome the drawbacks of
the conventional approaches and maintain a near optimal solution
despite the dynamics of the operational environment.
Abstract: This paper considers the influence of promotion
instruments for renewable energy sources (RES) on a multi-energy
modeling framework. In Europe, so called Feed-in Tariffs are
successfully used as incentive structures to increase the amount of
energy produced by RES. Because of the stochastic nature of large
scale integration of distributed generation, many problems have
occurred regarding the quality and stability of supply. Hence, a
macroscopic model was developed in order to optimize the power
supply of the local energy infrastructure, which includes electricity,
natural gas, fuel oil and district heating as energy carriers. Unique
features of the model are the integration of RES and the adoption of
Feed-in Tariffs into one optimization stage. Sensitivity studies are
carried out to examine the system behavior under changing profits
for the feed-in of RES. With a setup of three energy exchanging
regions and a multi-period optimization, the impact of costs and
profits are determined.
Abstract: A theory for optimal filtering of infinite sets of random
signals is presented. There are several new distinctive features of the
proposed approach. First, a single optimal filter for processing any
signal from a given infinite signal set is provided. Second, the filter is
presented in the special form of a sum with p terms where each term
is represented as a combination of three operations. Each operation
is a special stage of the filtering aimed at facilitating the associated
numerical work. Third, an iterative scheme is implemented into the
filter structure to provide an improvement in the filter performance at
each step of the scheme. The final step of the scheme concerns signal
compression and decompression. This step is based on the solution of
a new rank-constrained matrix approximation problem. The solution
to the matrix problem is described in this paper. A rigorous error
analysis is given for the new filter.
Abstract: Environmental performance of the U.S. States is investigated for the period of 1990 – 2007 using Stochastic Frontier Analysis (SFA). The SFA accounts for both efficiency measure and stochastic noise affecting a frontier. The frontier is formed using indicators of GDP, energy consumption, population, and CO2 emissions. For comparability, all indicators are expressed as ratios to total. Statistical information of the Energy Information Agency of the United States is used. Obtained results reveal the bell - shaped dynamics of environmental efficiency scores. The average efficiency scores rise from 97.6% in 1990 to 99.6% in 1999, and then fall to 98.4% in 2007. The main factor is insufficient decrease in the rate of growth of CO2 emissions with regards to the growth of GDP, population and energy consumption. Data for 2008 following the research period allow for an assumption that the environmental performance of the U.S. States has improved in the last years.
Abstract: In this paper we discuss the effect of unbounded particle interaction operator on particle growth and we study how this can address the choice of appropriate time steps of the numerical simulation. We provide also rigorous mathematical proofs showing that large particles become dominating with increasing time while small particles contribute negligibly. Second, we discuss the efficiency of the algorithm by performing numerical simulations tests and by comparing the simulated solutions with some known analytic solutions to the Smoluchowski equation.
Abstract: For decades financial economists have been attempted to determine the optimal investment policy by recognizing the option value embedded in irreversible investment whose project value evolves as a geometric Brownian motion (GBM). This paper aims to examine the effects of the optimal investment trigger and of the misspecification of stochastic processes on investment in real options applications. Specifically, the former explores the consequence of adopting optimal investment rules on the distributions of corporate value under the correct assumption of stochastic process while the latter analyzes the influence on the distributions of corporate value as a result of the misspecification of stochastic processes, i.e., mistaking an alternative process as a GBM. It is found that adopting the correct optimal investment policy may increase corporate value by shifting the value distribution rightward, and the misspecification effect may decrease corporate value by shifting the value distribution leftward. The adoption of the optimal investment trigger has a major impact on investment to such an extent that the downside risk of investment is truncated at the project value of zero, thereby moving the value distributions rightward. The analytical framework is also extended to situations where collection lags are in place, and the result indicates that collection lags reduce the effects of investment trigger and misspecification on investment in an opposite way.
Abstract: A finite element analysis was conducted to determine
the effect of moisture diffusion and hygroscopic swelling in rice. A
parallel simple stochastic modeling was performed to predict the
number of grains cracked as a result of moisture absorption and
hygroscopic swelling. Rice grains were soaked in thermally (25 oC)
controlled water and then tested for compressive stress. The
destructive compressive stress tests revealed through compressive
stress calculation that the peak force required to cause cracking in
grains soaked in water reduced with time as soaking duration was
extended. Results of the experiment showed that several grains had
their value of the predicted compressive stress below the von Mises
stress and were interpreted as grains which become cracked and/or
broke during soaking. The technique developed in this experiment
will facilitate the approximation of the number of grains which will
crack during soaking.
Abstract: To maximise furnace production it-s necessary to
optimise furnace control, with the objectives of achieving maximum
power input into the melting process, minimum network distortion
and power-off time, without compromise on quality and safety. This
can be achieved with on the one hand by an appropriate electrode
control and on the other hand by a minimum of AC transformer
switching.
Electrical arc is a stochastic process; witch is the principal cause
of power quality problems, including voltages dips, harmonic
distortion, unbalance loads and flicker. So it is difficult to make an
appropriate model for an Electrical Arc Furnace (EAF). The factors
that effect EAF operation are the melting or refining materials,
melting stage, electrode position (arc length), electrode arm control
and short circuit power of the feeder. So arc voltages, current and
power are defined as a nonlinear function of the arc length. In this
article we propose our own empirical function of the EAF and model,
for the mean stages of the melting process, thanks to the
measurements in the steel factory.
Abstract: Today modern simulations solutions in the wind turbine industry have achieved a high degree of complexity and detail in result. Limitations exist when it is time to validate model results against measurements. Regarding Model validation it is of special interest to identify mode frequencies and to differentiate them from the different excitations. A wind turbine is a complex device and measurements regarding any part of the assembly show a lot of noise. Input excitations are difficult or even impossible to measure due to the stochastic nature of the environment. Traditional techniques for frequency analysis or features extraction are widely used to analyze wind turbine sensor signals, but have several limitations specially attending to non stationary signals (Events). A new technique based on autoregresive analysis techniques is introduced here for a specific application, a comparison and examples related to different events in the wind turbine operations are presented.
Abstract: 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.
Abstract: Most neural network (NN) models of human category learning use a gradient-based learning method, which assumes that locally-optimal changes are made to model parameters on each learning trial. This method tends to under predict variability in individual-level cognitive processes. In addition many recent models of human category learning have been criticized for not being able to replicate rapid changes in categorization accuracy and attention processes observed in empirical studies. In this paper we introduce stochastic learning algorithms for NN models of human category learning and show that use of the algorithms can result in (a) rapid changes in accuracy and attention allocation, and (b) different learning trajectories and more realistic variability at the individual-level.
Abstract: The interdependences among stock market indices
were studied for a long while by academics in the entire world. The
current financial crisis opened the door to a wide range of opinions
concerning the understanding and measurement of the connections
considered to provide the controversial phenomenon of market
integration. Using data on the log-returns of 17 stock market indices
that include most of the CEE markets, from 2005 until 2009, our
paper studies the problem of these dependences using a new
methodological tool that takes into account both the volatility
clustering effect and the stochastic properties of these linkages
through a Dynamic Conditional System of Simultaneous Equations.
We find that the crisis is well captured by our model as it provides
evidence for the high volatility – high dependence effect.
Abstract: Today-s business has inevitably been set in the global supply chain management environment. International transportation has never played such an important role in the global supply chain network, because movement of shipments from one country to another tends to be more frequent than ever before. This paper studies international transportation problems experienced by an international transportation company. Because of the limited fleet capacity, the transportation company has to hire additional trucks from two countries in advance. However, customer-s shipment information is uncertain, and decisions have to be made before accurate information can be obtained. This paper proposes a stochastic mixed 0-1 programming model to solve the international transportation problems under uncertain demand. A series of experiments demonstrate the effectiveness of the proposed stochastic model.
Abstract: A recent neurospiking coding scheme for feature extraction from biosonar echoes of various plants is examined with avariety of stochastic classifiers. Feature vectors derived are employedin well-known stochastic classifiers, including nearest-neighborhood,single Gaussian and a Gaussian mixture with EM optimization.Classifiers' performances are evaluated by using cross-validation and bootstrapping techniques. It is shown that the various classifers perform equivalently and that the modified preprocessing configuration yields considerably improved results.
Abstract: The main aim of this paper is to investigate the exponential stability of the Euler method for a stochastic age-dependent population equations with Poisson random measures. It is proved that the Euler scheme is exponentially stable in mean square sense. An example is given for illustration.
Abstract: In this paper, we investigate the strategic stochastic air traffic flow management problem which seeks to balance airspace capacity and demand under weather disruptions. The goal is to reduce the need for myopic tactical decisions that do not account for probabilistic knowledge about the NAS near-future states. We present and discuss a scenario-based modeling approach based on a time-space stochastic process to depict weather disruption occurrences in the NAS. A solution framework is also proposed along with a distributed implementation aimed at overcoming scalability problems. Issues related to this implementation are also discussed.