167 resultados para stochastic linear programming
Resumo:
Linear algebra provides theory and technology that are the cornerstones of a range of cutting edge mathematical applications, from designing computer games to complex industrial problems, as well as more traditional applications in statistics and mathematical modelling. Once past introductions to matrices and vectors, the challenges of balancing theory, applications and computational work across mathematical and statistical topics and problems are considerable, particularly given the diversity of abilities and interests in typical cohorts. This paper considers two such cohorts in a second level linear algebra course in different years. The course objectives and materials were almost the same, but some changes were made in the assessment package. In addition to considering effects of these changes, the links with achievement in first year courses are analysed, together with achievement in a following computational mathematics course. Some results that may initially appear surprising provide insight into the components of student learning in linear algebra.
Resumo:
Aijt-Sahalia (2002) introduced a method to estimate transitional probability densities of di®usion processes by means of Hermite expansions with coe±cients determined by means of Taylor series. This note describes a numerical procedure to ¯nd these coe±cients based on the calculation of moments. One advantage of this procedure is that it can be used e®ectively when the mathematical operations required to ¯nd closed-form expressions for these coe±cients are otherwise infeasible.
Improved speech recognition using adaptive audio-visual fusion via a stochastic secondary classifier
Resumo:
The research presented in this thesis addresses inherent problems in signaturebased intrusion detection systems (IDSs) operating in heterogeneous environments. The research proposes a solution to address the difficulties associated with multistep attack scenario specification and detection for such environments. The research has focused on two distinct problems: the representation of events derived from heterogeneous sources and multi-step attack specification and detection. The first part of the research investigates the application of an event abstraction model to event logs collected from a heterogeneous environment. The event abstraction model comprises a hierarchy of events derived from different log sources such as system audit data, application logs, captured network traffic, and intrusion detection system alerts. Unlike existing event abstraction models where low-level information may be discarded during the abstraction process, the event abstraction model presented in this work preserves all low-level information as well as providing high-level information in the form of abstract events. The event abstraction model presented in this work was designed independently of any particular IDS and thus may be used by any IDS, intrusion forensic tools, or monitoring tools. The second part of the research investigates the use of unification for multi-step attack scenario specification and detection. Multi-step attack scenarios are hard to specify and detect as they often involve the correlation of events from multiple sources which may be affected by time uncertainty. The unification algorithm provides a simple and straightforward scenario matching mechanism by using variable instantiation where variables represent events as defined in the event abstraction model. The third part of the research looks into the solution to address time uncertainty. Clock synchronisation is crucial for detecting multi-step attack scenarios which involve logs from multiple hosts. Issues involving time uncertainty have been largely neglected by intrusion detection research. The system presented in this research introduces two techniques for addressing time uncertainty issues: clock skew compensation and clock drift modelling using linear regression. An off-line IDS prototype for detecting multi-step attacks has been implemented. The prototype comprises two modules: implementation of the abstract event system architecture (AESA) and of the scenario detection module. The scenario detection module implements our signature language developed based on the Python programming language syntax and the unification-based scenario detection engine. The prototype has been evaluated using a publicly available dataset of real attack traffic and event logs and a synthetic dataset. The distinct features of the public dataset are the fact that it contains multi-step attacks which involve multiple hosts with clock skew and clock drift. These features allow us to demonstrate the application and the advantages of the contributions of this research. All instances of multi-step attacks in the dataset have been correctly identified even though there exists a significant clock skew and drift in the dataset. Future work identified by this research would be to develop a refined unification algorithm suitable for processing streams of events to enable an on-line detection. In terms of time uncertainty, identified future work would be to develop mechanisms which allows automatic clock skew and clock drift identification and correction. The immediate application of the research presented in this thesis is the framework of an off-line IDS which processes events from heterogeneous sources using abstraction and which can detect multi-step attack scenarios which may involve time uncertainty.
Resumo:
This document provides a review of international and national practices in investment decision support tools in road asset management. Efforts were concentrated on identifying analytic frameworks, evaluation methodologies and criteria adopted by current tools. Emphasis was also given to how current approaches support Triple Bottom Line decision-making. Benefit Cost Analysis and Multiple Criteria Analysis are principle methodologies in supporting decision-making in Road Asset Management. The complexity of the applications shows significant differences in international practices. There is continuing discussion amongst practitioners and researchers regarding to which one is more appropriate in supporting decision-making. It is suggested that the two approaches should be regarded as complementary instead of competitive means. Multiple Criteria Analysis may be particularly helpful in early stages of project development, say strategic planning. Benefit Cost Analysis is used most widely for project prioritisation and selecting the final project from amongst a set of alternatives. Benefit Cost Analysis approach is useful tool for investment decision-making from an economic perspective. An extension of the approach, which includes social and environmental externalities, is currently used in supporting Triple Bottom Line decision-making in the road sector. However, efforts should be given to several issues in the applications. First of all, there is a need to reach a degree of commonality on considering social and environmental externalities, which may be achieved by aggregating the best practices. At different decision-making level, the detail of consideration of the externalities should be different. It is intended to develop a generic framework to coordinate the range of existing practices. The standard framework will also be helpful in reducing double counting, which appears in some current practices. Cautions should also be given to the methods of determining the value of social and environmental externalities. A number of methods, such as market price, resource costs and Willingness to Pay, are found in the review. The use of unreasonable monetisation methods in some cases has discredited Benefit Cost Analysis in the eyes of decision makers and the public. Some social externalities, such as employment and regional economic impacts, are generally omitted in current practices. This is due to the lack of information and credible models. It may be appropriate to consider these externalities in qualitative forms in a Multiple Criteria Analysis. Consensus has been reached in considering noise and air pollution in international practices. However, Australia practices generally omitted these externalities. Equity is an important consideration in Road Asset Management. The considerations are either between regions, or social groups, such as income, age, gender, disable, etc. In current practice, there is not a well developed quantitative measure for equity issues. More research is needed to target this issue. Although Multiple Criteria Analysis has been used for decades, there is not a generally accepted framework in the choice of modelling methods and various externalities. The result is that different analysts are unlikely to reach consistent conclusions about a policy measure. In current practices, some favour using methods which are able to prioritise alternatives, such as Goal Programming, Goal Achievement Matrix, Analytic Hierarchy Process. The others just present various impacts to decision-makers to characterise the projects. Weighting and scoring system are critical in most Multiple Criteria Analysis. However, the processes of assessing weights and scores were criticised as highly arbitrary and subjective. It is essential that the process should be as transparent as possible. Obtaining weights and scores by consulting local communities is a common practice, but is likely to result in bias towards local interests. Interactive approach has the advantage in helping decision-makers elaborating their preferences. However, computation burden may result in lose of interests of decision-makers during the solution process of a large-scale problem, say a large state road network. Current practices tend to use cardinal or ordinal scales in measure in non-monetised externalities. Distorted valuations can occur where variables measured in physical units, are converted to scales. For example, decibels of noise converts to a scale of -4 to +4 with a linear transformation, the difference between 3 and 4 represents a far greater increase in discomfort to people than the increase from 0 to 1. It is suggested to assign different weights to individual score. Due to overlapped goals, the problem of double counting also appears in some of Multiple Criteria Analysis. The situation can be improved by carefully selecting and defining investment goals and criteria. Other issues, such as the treatment of time effect, incorporating risk and uncertainty, have been given scant attention in current practices. This report suggested establishing a common analytic framework to deal with these issues.