Abstract: We assume an IoT-based smart-home environment where the on-off status of each of the electrical appliances including the room lights can be recognized in a real time by monitoring and analyzing the smart meter data. At any moment in such an environment, we can recognize what the household or the user is doing by referring to the status data of the appliances. In this paper, we focus on a smart-home service that is to activate a robot vacuum cleaner at right time by recognizing the user situation, which requires a situation-aware model that can distinguish the situations that allow vacuum cleaning (Yes) from those that do not (No). We learn as our candidate models a few classifiers such as naïve Bayes, decision tree, and logistic regression that can map the appliance-status data into Yes and No situations. Our training and test data are obtained from simulations of user behaviors, in which a sequence of user situations such as cooking, eating, dish washing, and so on is generated with the status of the relevant appliances changed in accordance with the situation changes. During the simulation, both the situation transition and the resulting appliance status are determined stochastically. To compare the performances of the aforementioned classifiers we obtain their learning curves for different types of users through simulations. The result of our empirical study reveals that naïve Bayes achieves a slightly better classification accuracy than the other compared classifiers.
Abstract: This paper details the progress made in the development of the different state-of-the-art aerodynamic tools for the analysis of vertical axis wind turbines including the flow simulation around the blade, viscous flow, stochastic wind, and dynamic stall effects. The paper highlights the capabilities of the developed wind turbine aerodynamic codes over the last thirty years which are currently being used in North America and Europe by Sandia Laboratories, FloWind, IMST Marseilles, and Hydro-Quebec among others. The aerodynamic codes developed at Ecole Polytechnique de Montreal, Canada, represent valuable tools for simulating the flow around wind turbines including secondary effects. Comparison of theoretical results with experimental data have shown good agreement. The strength of the aerodynamic codes based on Double-Multiple Stream tube model (DMS) lies in its simplicity, accuracy, and ability to analyze secondary effects that interfere with wind turbine aerodynamic calculations.
Abstract: In this paper, autonomous performance of a small
manufactured unmanned helicopter is tried to be increased. For this
purpose, a small unmanned helicopter is manufactured in Erciyes
University, Faculty of Aeronautics and Astronautics. It is called as
ZANKA-Heli-I. For performance maximization, autopilot parameters
are determined via minimizing a cost function consisting of flight
performance parameters such as settling time, rise time, overshoot
during trajectory tracking. For this purpose, a stochastic optimization
method named as simultaneous perturbation stochastic approximation
is benefited. Using this approach, considerable autonomous
performance increase (around %23) is obtained.
Abstract: In this paper, it is aimed to improve autonomous flight
performance of a load-carrying (payload: 3 kg and total: 6kg)
unmanned aerial vehicle (UAV) through active wing and horizontal
tail active morphing and also integrated autopilot system parameters
(i.e. P, I, D gains) and UAV parameters (i.e. extension ratios of wing
and horizontal tail during flight) design. For this purpose, a loadcarrying
UAV (i.e. ZANKA-II) is manufactured in Erciyes
University, College of Aviation, Model Aircraft Laboratory is
benefited. Optimum values of UAV parameters and autopilot
parameters are obtained using a stochastic optimization method.
Using this approach autonomous flight performance of UAV is
substantially improved and also in some adverse weather conditions
an opportunity for safe flight is satisfied. Active morphing and
integrated design approach gives confidence, high performance and
easy-utility request of UAV users.
Abstract: This study aims to establish function point process
based on stochastic distribution. In order to demonstrate effectiveness
of the study we present a case study that it applies suggested method
on an automotive electrical and electronics system software
development based on Monte Carlo Simulation. It is expected that the
result of this paper is used as guidance for establishing function point
process in organizations and tools for helping project managers make
decisions correctly.
Abstract: Geological and tectonic framework indicates that
Bangladesh is one of the most seismically active regions in the world.
The Bengal Basin is at the junction of three major interacting plates:
the Indian, Eurasian, and Burma Plates. Besides there are many
active faults within the region, e.g. the large Dauki fault in the north.
The country has experienced a number of destructive earthquakes due
to the movement of these active faults. Current seismic provisions of
Bangladesh are mostly based on earthquake data prior to the 1990.
Given the record of earthquakes post 1990, there is a need to revisit
the design provisions of the code. This paper compares the base shear
demand of three major cities in Bangladesh: Dhaka (the capital city),
Sylhet, and Chittagong for earthquake scenarios of magnitudes
7.0MW, 7.5MW, 8.0MW, and 8.5MW using a stochastic model. In
particular, the stochastic model allows the flexibility to input region
specific parameters such as shear wave velocity profile (that were
developed from Global Crustal Model CRUST2.0) and include the
effects of attenuation as individual components. Effects of soil
amplification were analysed using the Extended Component
Attenuation Model (ECAM). Results show that the estimated base
shear demand is higher in comparison with code provisions leading to
the suggestion of additional seismic design consideration in the study
regions.
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.
Abstract: This research studies the joint production,
maintenance and subcontracting control policy for an unreliable
deteriorating manufacturing system. Production activities are
controlled by a derivation of the Hedging Point Policy, and given that
the system is subject to deterioration, it reduces progressively its
capacity to satisfy product demand. Multiple deterioration effects are
considered, reflected mainly in the quality of the parts produced and
the reliability of the machine. Subcontracting is available as support
to satisfy product demand; also, overhaul maintenance can be
conducted to reduce the effects of deterioration. The main objective
of the research is to determine simultaneously the production,
maintenance and subcontracting rate, which minimize the total,
incurred cost. A stochastic dynamic programming model is
developed and solved through a simulation-based approach
composed of statistical analysis and optimization with the response
surface methodology. The obtained results highlight the strong
interactions between production, deterioration and quality, which
justify the development of an integrated model. A numerical example
and a sensitivity analysis are presented to validate our results.
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.
Abstract: This paper presents a novel algorithm for modeling
photovoltaic based distributed generators for the purpose of optimal
planning of distribution networks. The proposed algorithm utilizes
sequential Monte Carlo method in order to accurately consider the
stochastic nature of photovoltaic based distributed generators. The
proposed algorithm is implemented in MATLAB environment and
the results obtained are presented and discussed.
Abstract: In this paper, to model a real life wind turbine, a
probabilistic approach is proposed to model the dynamics of the
blade elements of a small axial wind turbine under extreme stochastic
wind speeds conditions. It was found that the power and the torque
probability density functions even-dough decreases at these extreme
wind speeds but are not infinite. Moreover, we also fund that it
is possible to stabilize the power coefficient (stabilizing the output
power)above rated wind speeds by turning some control parameters.
This method helps to explain the effect of turbulence on the quality
and quantity of the harness power and aerodynamic torque.
Abstract: In this paper we present a classification of the various technologies applied for the solution of the portfolio selection problem according to the discipline and the methodological framework followed. We provide a concise presentation of the emerged categories and we are trying to identify which methods considered obsolete and which lie at the heart of the debate. On top of that, we provide a comparative study of the different technologies applied for efficient portfolio construction and we suggest potential paths for future work that lie at the intersection of the presented techniques.
Abstract: This paper is concerned with the single-item
continuous review inventory system in which demand is stochastic
and discrete. The budget consumed for purchasing the ordered items
is not restricted but it incurs extra cost when exceeding specific
value. The unit purchasing price depends on the quantity ordered
under the all-units discounts cost structure. In many actual systems,
the budget as a resource which is occupied by the purchased items is
limited and the system is able to confront the resource shortage by
charging more costs. Thus, considering the resource shortage costs as
a part of system costs, especially when the amount of resource
occupied by the purchased item is influenced by quantity discounts,
is well motivated by practical concerns. In this paper, an optimization
problem is formulated for finding the optimal (r, Q) policy, when the
system is influenced by the budget limitation and a discount pricing
simultaneously. Properties of the cost function are investigated and
then an algorithm based on a one-dimensional search procedure is
proposed for finding an optimal (r, Q) policy which minimizes the
expected system costs.
Abstract: It is necessary to predict a fatigue crack propagation
life for estimation of structural integrity. Because of an uncertainty
and a randomness of a structural behavior, it is also required to
analyze stochastic characteristics of the fatigue crack propagation life
at a specified fatigue crack size. The essential purpose of this study is to find the effect of load ratio
on probability distribution of the fatigue crack propagation life at a
specified grown crack size and to confirm the good probability
distribution in magnesium alloys under various fatigue load ratio
conditions. To investigate a stochastic crack growth behavior, fatigue
crack propagation experiments are performed in laboratory air under
several conditions of fatigue load ratio using AZ31. By Anderson-Darling test, a goodness-of-fit test for probability
distribution of the fatigue crack propagation life is performed. The
effect of load ratio on variability of fatigue crack propagation life is
also investigated.
Abstract: This study conducts simulation analyses to find the
optimal debt ceiling of Taiwan, while factoring in welfare
maximization under a dynamic stochastic general equilibrium
framework. The simulation is based on Taiwan's 2001 to 2011
economic data and shows that welfare is maximized at a debt/GDP
ratio of 0.2, increases in the debt/GDP ratio leads to increases in both
tax and interest rates and decreases in the consumption ratio and
working hours. The study results indicate that the optimal debt ceiling
of Taiwan is 20% of GDP, where if the debt/GDP ratio is greater than
40%, the welfare will be negative and result in welfare loss.
Abstract: Model predictive control is a kind of optimal feedback
control in which control performance over a finite future is optimized
with a performance index that has a moving initial time and a moving
terminal time. This paper examines the stability of model predictive
control for linear discrete-time systems with additive stochastic
disturbances. A sufficient condition for the stability of the closed-loop
system with model predictive control is derived by means of a linear
matrix inequality. The objective of this paper is to show the results
of computational simulations in order to verify the effectiveness of
the obtained stability condition.
Abstract: Due to today’s globalization as well as outsourcing
practices of the companies, the Supply Chain (SC) performances
have become more dependent on the efficient movement of material
among places that are geographically dispersed, where there is more
chance for disruptions. One such disruption is the quality and
delivery uncertainties of outsourcing. These uncertainties could lead
the products to be unsafe and, as is the case in a number of recent
examples, companies may have to end up in recalling their products.
As a result of these problems, there is a need to develop a
methodology for selecting suppliers globally in view of risks
associated with low quality and late delivery. Accordingly, we
developed a two-stage stochastic model that captures the risks
associated with uncertainty in quality and delivery as well as a
solution procedure for the model. The stochastic model developed
simultaneously optimizes supplier selection and purchase quantities
under price discounts over a time horizon. In particular, our target is
the study of global organizations with multiple sites and multiple
overseas suppliers, where the pricing is offered in suppliers’ local
currencies. Our proposed methodology is applied to a case study for a
US automotive company having two assembly plants and four
potential global suppliers to illustrate how the proposed model works
in practice.
Abstract: Image segmentation and edge detection is a fundamental section in image processing. In case of noisy images Edge Detection is very less effective if we use conventional Spatial Filters like Sobel, Prewitt, LOG, Laplacian etc. To overcome this problem we have proposed the use of Stochastic Gradient Mask instead of Spatial Filters for generating gradient images. The present study has shown that the resultant images obtained by applying Stochastic Gradient Masks appear to be much clearer and sharper as per Edge detection is considered.
Abstract: Micro-electromechanical system (MEMS)
accelerometers and gyroscopes are suitable for the inertial navigation
system (INS) of many applications due to low price, small
dimensions and light weight. The main disadvantage in a comparison
with classic sensors is a worse long term stability. The estimation
accuracy is mostly affected by the time-dependent growth of inertial
sensor errors, especially the stochastic errors. In order to eliminate
negative effects of these random errors, they must be accurately
modeled. In this paper, the Allan variance technique will be used in
modeling the stochastic errors of the inertial sensors. By performing
a simple operation on the entire length of data, a characteristic curve
is obtained whose inspection provides a systematic characterization
of various random errors contained in the inertial-sensor output data.
Abstract: We have conducted the optimal synthesis of rootmean-
squared objective filter to estimate the state vector in the case if
within the observation channel with memory the anomalous noises
with unknown mathematical expectation are complement in the
function of the regular noises. The synthesis has been carried out for
linear stochastic systems of continuous - time.