617 resultados para stochastic analysis
Resumo:
One major gap in transportation system safety management is the ability to assess the safety ramifications of design changes for both new road projects and modifications to existing roads. To fulfill this need, FHWA and its many partners are developing a safety forecasting tool, the Interactive Highway Safety Design Model (IHSDM). The tool will be used by roadway design engineers, safety analysts, and planners throughout the United States. As such, the statistical models embedded in IHSDM will need to be able to forecast safety impacts under a wide range of roadway configurations and environmental conditions for a wide range of driver populations and will need to be able to capture elements of driving risk across states. One of the IHSDM algorithms developed by FHWA and its contractors is for forecasting accidents on rural road segments and rural intersections. The methodological approach is to use predictive models for specific base conditions, with traffic volume information as the sole explanatory variable for crashes, and then to apply regional or state calibration factors and accident modification factors (AMFs) to estimate the impact on accidents of geometric characteristics that differ from the base model conditions. In the majority of past approaches, AMFs are derived from parameter estimates associated with the explanatory variables. A recent study for FHWA used a multistate database to examine in detail the use of the algorithm with the base model-AMF approach and explored alternative base model forms as well as the use of full models that included nontraffic-related variables and other approaches to estimate AMFs. That research effort is reported. The results support the IHSDM methodology.
Resumo:
The R statistical environment and language has demonstrated particular strengths for interactive development of statistical algorithms, as well as data modelling and visualisation. Its current implementation has an interpreter at its core which may result in a performance penalty in comparison to directly executing user algorithms in the native machine code of the host CPU. In contrast, the C++ language has no built-in visualisation capabilities, handling of linear algebra or even basic statistical algorithms; however, user programs are converted to high-performance machine code, ahead of execution. A new method avoids possible speed penalties in R by using the Rcpp extension package in conjunction with the Armadillo C++ matrix library. In addition to the inherent performance advantages of compiled code, Armadillo provides an easy-to-use template-based meta-programming framework, allowing the automatic pooling of several linear algebra operations into one, which in turn can lead to further speedups. With the aid of Rcpp and Armadillo, conversion of linear algebra centered algorithms from R to C++ becomes straightforward. The algorithms retains the overall structure as well as readability, all while maintaining a bidirectional link with the host R environment. Empirical timing comparisons of R and C++ implementations of a Kalman filtering algorithm indicate a speedup of several orders of magnitude.
Resumo:
In this paper we give an overview of some very recent work, as well as presenting a new approach, on the stochastic simulation of multi-scaled systems involving chemical reactions. In many biological systems (such as genetic regulation and cellular dynamics) there is a mix between small numbers of key regulatory proteins, and medium and large numbers of molecules. In addition, it is important to be able to follow the trajectories of individual molecules by taking proper account of the randomness inherent in such a system. We describe different types of simulation techniques (including the stochastic simulation algorithm, Poisson Runge-Kutta methods and the balanced Euler method) for treating simulations in the three different reaction regimes: slow, medium and fast. We then review some recent techniques on the treatment of coupled slow and fast reactions for stochastic chemical kinetics and present a new approach which couples the three regimes mentioned above. We then apply this approach to a biologically inspired problem involving the expression and activity of LacZ and LacY proteins in E coli, and conclude with a discussion on the significance of this work. (C) 2004 Elsevier Ltd. All rights reserved.
Resumo:
In the field of face recognition, Sparse Representation (SR) has received considerable attention during the past few years. Most of the relevant literature focuses on holistic descriptors in closed-set identification applications. The underlying assumption in SR-based methods is that each class in the gallery has sufficient samples and the query lies on the subspace spanned by the gallery of the same class. Unfortunately, such assumption is easily violated in the more challenging face verification scenario, where an algorithm is required to determine if two faces (where one or both have not been seen before) belong to the same person. In this paper, we first discuss why previous attempts with SR might not be applicable to verification problems. We then propose an alternative approach to face verification via SR. Specifically, we propose to use explicit SR encoding on local image patches rather than the entire face. The obtained sparse signals are pooled via averaging to form multiple region descriptors, which are then concatenated to form an overall face descriptor. Due to the deliberate loss spatial relations within each region (caused by averaging), the resulting descriptor is robust to misalignment & various image deformations. Within the proposed framework, we evaluate several SR encoding techniques: l1-minimisation, Sparse Autoencoder Neural Network (SANN), and an implicit probabilistic technique based on Gaussian Mixture Models. Thorough experiments on AR, FERET, exYaleB, BANCA and ChokePoint datasets show that the proposed local SR approach obtains considerably better and more robust performance than several previous state-of-the-art holistic SR methods, in both verification and closed-set identification problems. The experiments also show that l1-minimisation based encoding has a considerably higher computational than the other techniques, but leads to higher recognition rates.
Resumo:
A satellite based observation system can continuously or repeatedly generate a user state vector time series that may contain useful information. One typical example is the collection of International GNSS Services (IGS) station daily and weekly combined solutions. Another example is the epoch-by-epoch kinematic position time series of a receiver derived by a GPS real time kinematic (RTK) technique. Although some multivariate analysis techniques have been adopted to assess the noise characteristics of multivariate state time series, statistic testings are limited to univariate time series. After review of frequently used hypotheses test statistics in univariate analysis of GNSS state time series, the paper presents a number of T-squared multivariate analysis statistics for use in the analysis of multivariate GNSS state time series. These T-squared test statistics have taken the correlation between coordinate components into account, which is neglected in univariate analysis. Numerical analysis was conducted with the multi-year time series of an IGS station to schematically demonstrate the results from the multivariate hypothesis testing in comparison with the univariate hypothesis testing results. The results have demonstrated that, in general, the testing for multivariate mean shifts and outliers tends to reject less data samples than the testing for univariate mean shifts and outliers under the same confidence level. It is noted that neither univariate nor multivariate data analysis methods are intended to replace physical analysis. Instead, these should be treated as complementary statistical methods for a prior or posteriori investigations. Physical analysis is necessary subsequently to refine and interpret the results.
Resumo:
Plug-in electric vehicles will soon be connected to residential distribution networks in high quantities and will add to already overburdened residential feeders. However, as battery technology improves, plug-in electric vehicles will also be able to support networks as small distributed generation units by transferring the energy stored in their battery into the grid. Even though the increase in the plug-in electric vehicle connection is gradual, their connection points and charging/discharging levels are random. Therefore, such single-phase bidirectional power flows can have an adverse effect on the voltage unbalance of a three-phase distribution network. In this article, a voltage unbalance sensitivity analysis based on charging/discharging levels and the connection point of plug-in electric vehicles in a residential low-voltage distribution network is presented. Due to the many uncertainties in plug-in electric vehicle ratings and connection points and the network load, a Monte Carlo-based stochastic analysis is developed to predict voltage unbalance in the network in the presence of plug-in electric vehicles. A failure index is introduced to demonstrate the probability of non-standard voltage unbalance in the network due to plug-in electric vehicles.
Resumo:
Voltage unbalance is a major power quality problem in low voltage residential feeders due to the random location and rating of single-phase rooftop photovoltaic cells (PV). In this paper, two different improvement methods based on the application of series (DVR) and parallel (DSTATCOM) custom power devices are investigated to improve the voltage unbalance problem in these feeders. First, based on the load flow analysis carried out in MATLAB, the effectiveness of these two custom power devices is studied vis-à-vis the voltage unbalance reduction in urban and semi-urban/rural feeders containing rooftop PVs. Their effectiveness is studied from the installation location and rating points of view. Later, a Monte Carlo based stochastic analysis is carried out to investigate their efficacy for different uncertainties of load and PV rating and location in the network. After the numerical analyses, a converter topology and control algorithm is proposed for the DSTATCOM and DVR for balancing the network voltage at their point of common coupling. A state feedback control, based on pole-shift technique, is developed to regulate the voltage in the output of the DSTATCOM and DVR converters such that the voltage balancing is achieved in the network. The dynamic feasibility of voltage unbalance and profile improvement in LV feeders, by the proposed structure and control algorithm for the DSTATCOM and DVR, is verified through detailed PSCAD/EMTDC simulations.