Degradation modeling and monitoring of machines using operation-specific hidden Markov models

In this paper, a novel data-driven approach to monitoring of systems operating under variable operating conditions is described. The method is based on characterizing the degradation process via a set of operation-specific hidden Markov models (HMMs), whose hidden states represent the unobservable degradation states of the monitored system while its observable symbols represent the sensor readings. Using the HMM framework, modeling, identification and monitoring methods are detailed that allow one to identify a HMM of degradation for each operation from mixed-operation data and perform operation-specific monitoring of the system. Using a large data set provided by a major manufacturer, the new methods are applied to a semiconductor manufacturing process running multiple operations in a production environment.

Statistical modeling to determine resonant frequency information present in combustion chamber pressure signals

A statistical modeling method to accurately determine combustion chamber resonance is proposed and demonstrated. This method utilises Markov-chain Monte Carlo (MCMC) through the use of the Metropolis-Hastings (MH) algorithm to yield a probability density function for the combustion chamber frequency and find the best estimate of the resonant frequency, along with uncertainty. The accurate determination of combustion chamber resonance is then used to investigate various engine phenomena, with appropriate uncertainty, for a range of engine cycles. It is shown that, when operating on various ethanol/diesel fuel combinations, a 20% substitution yields the least amount of inter-cycle variability, in relation to combustion chamber resonance.

Modeling ion channel dynamics through reflected stochastic differential equations

Ion channels are membrane proteins that open and close at random and play a vital role in the electrical dynamics of excitable cells. The stochastic nature of the conformational changes these proteins undergo can be significant, however current stochastic modeling methodologies limit the ability to study such systems. Discrete-state Markov chain models are seen as the "gold standard," but are computationally intensive, restricting investigation of stochastic effects to the single-cell level. Continuous stochastic methods that use stochastic differential equations (SDEs) to model the system are more efficient but can lead to simulations that have no biological meaning. In this paper we show that modeling the behavior of ion channel dynamics by a reflected SDE ensures biologically realistic simulations, and we argue that this model follows from the continuous approximation of the discrete-state Markov chain model. Open channel and action potential statistics from simulations of ion channel dynamics using the reflected SDE are compared with those of a discrete-state Markov chain method. Results show that the reflected SDE simulations are in good agreement with the discrete-state approach. The reflected SDE model therefore provides a computationally efficient method to simulate ion channel dynamics while preserving the distributional properties of the discrete-state Markov chain model and also ensuring biologically realistic solutions. This framework could easily be extended to other biochemical reaction networks. © 2012 American Physical Society.

Efficiency comparison of Markov Chain Monte Carlo simulation with subset simulation (MCMC/ss) to standard Monte Carlo Simulation (sMC) for extreme event scenarios

Standard Monte Carlo (sMC) simulation models have been widely used in AEC industry research to address system uncertainties. Although the benefits of probabilistic simulation analyses over deterministic methods are well documented, the sMC simulation technique is quite sensitive to the probability distributions of the input variables. This phenomenon becomes highly pronounced when the region of interest within the joint probability distribution (a function of the input variables) is small. In such cases, the standard Monte Carlo approach is often impractical from a computational standpoint. In this paper, a comparative analysis of standard Monte Carlo simulation to Markov Chain Monte Carlo with subset simulation (MCMC/ss) is presented. The MCMC/ss technique constitutes a more complex simulation method (relative to sMC), wherein a structured sampling algorithm is employed in place of completely randomized sampling. Consequently, gains in computational efficiency can be made. The two simulation methods are compared via theoretical case studies.