934 resultados para Stochastic Monotony


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Monotony has been identified as a contributing factor to road crashes. Drivers’ ability to react to unpredictable events deteriorates when exposed to highly predictable and uneventful driving tasks, such as driving on Australian rural roads, many of which are monotonous by nature. Highway design in particular attempts to reduce the driver’s task to a merely lane-keeping one. Such a task provides little stimulation and is monotonous, thus affecting the driver’s attention which is no longer directed towards the road. Inattention contributes to crashes, especially for professional drivers. Monotony has been studied mainly from the endogenous perspective (for instance through sleep deprivation) without taking into account the influence of the task itself (repetitiveness) or the surrounding environment. The aim and novelty of this thesis is to develop a methodology (mathematical framework) able to predict driver lapses of vigilance under monotonous environments in real time, using endogenous and exogenous data collected from the driver, the vehicle and the environment. Existing approaches have tended to neglect the specificity of task monotony, leaving the question of the existence of a “monotonous state” unanswered. Furthermore the issue of detecting vigilance decrement before it occurs (predictions) has not been investigated in the literature, let alone in real time. A multidisciplinary approach is necessary to explain how vigilance evolves in monotonous conditions. Such an approach needs to draw on psychology, physiology, road safety, computer science and mathematics. The systemic approach proposed in this study is unique with its predictive dimension and allows us to define, in real time, the impacts of monotony on the driver’s ability to drive. Such methodology is based on mathematical models integrating data available in vehicles to the vigilance state of the driver during a monotonous driving task in various environments. The model integrates different data measuring driver’s endogenous and exogenous factors (related to the driver, the vehicle and the surrounding environment). Electroencephalography (EEG) is used to measure driver vigilance since it has been shown to be the most reliable and real time methodology to assess vigilance level. There are a variety of mathematical models suitable to provide a framework for predictions however, to find the most accurate model, a collection of mathematical models were trained in this thesis and the most reliable was found. The methodology developed in this research is first applied to a theoretically sound measure of sustained attention called Sustained Attention Response to Task (SART) as adapted by Michael (2010), Michael and Meuter (2006, 2007). This experiment induced impairments due to monotony during a vigilance task. Analyses performed in this thesis confirm and extend findings from Michael (2010) that monotony leads to an important vigilance impairment independent of fatigue. This thesis is also the first to show that monotony changes the dynamics of vigilance evolution and tends to create a “monotonous state” characterised by reduced vigilance. Personality traits such as being a low sensation seeker can mitigate this vigilance decrement. It is also evident that lapses in vigilance can be predicted accurately with Bayesian modelling and Neural Networks. This framework was then applied to the driving task by designing a simulated monotonous driving task. The design of such task requires multidisciplinary knowledge and involved psychologist Rebecca Michael. Monotony was varied through both the road design and the road environment variables. This experiment demonstrated that road monotony can lead to driving impairment. Particularly monotonous road scenery was shown to have the most impact compared to monotonous road design. Next, this study identified a variety of surrogate measures that are correlated with vigilance levels obtained from the EEG. Such vigilance states can be predicted with these surrogate measures. This means that vigilance decrement can be detected in a car without the use of an EEG device. Amongst the different mathematical models tested in this thesis, only Neural Networks predicted the vigilance levels accurately. The results of both these experiments provide valuable information about the methodology to predict vigilance decrement. Such an issue is quite complex and requires modelling that can adapt to highly inter-individual differences. Only Neural Networks proved accurate in both studies, suggesting that these models are the most likely to be accurate when used on real roads or for further research on vigilance modelling. This research provides a better understanding of the driving task under monotonous conditions. Results demonstrate that mathematical modelling can be used to determine the driver’s vigilance state when driving using surrogate measures identified during this study. This research has opened up avenues for future research and could result in the development of an in-vehicle device predicting driver vigilance decrement. Such a device could contribute to a reduction in crashes and therefore improve road safety.

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The driving task requires sustained attention during prolonged periods, and can be performed in highly predictable or repetitive environments. Such conditions could create hypovigilance and impair performance towards critical events. Identifying such impairment in monotonous conditions has been a major subject of research, but no research to date has attempted to predict it in real-time. This pilot study aims to show that performance decrements due to monotonous tasks can be predicted through mathematical modelling taking into account sensation seeking levels. A short vigilance task sensitive to short periods of lapses of vigilance called Sustained Attention to Response Task is used to assess participants‟ performance. The framework for prediction developed on this task could be extended to a monotonous driving task. A Hidden Markov Model (HMM) is proposed to predict participants‟ lapses in alertness. Driver‟s vigilance evolution is modelled as a hidden state and is correlated to a surrogate measure: the participant‟s reactions time. This experiment shows that the monotony of the task can lead to an important decline in performance in less than five minutes. This impairment can be predicted four minutes in advance with an 86% accuracy using HMMs. This experiment showed that mathematical models such as HMM can efficiently predict hypovigilance through surrogate measures. The presented model could result in the development of an in-vehicle device that detects driver hypovigilance in advance and warn the driver accordingly, thus offering the potential to enhance road safety and prevent road crashes.

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This paper presents a robust stochastic model for the incorporation of natural features within data fusion algorithms. The representation combines Isomap, a non-linear manifold learning algorithm, with Expectation Maximization, a statistical learning scheme. The representation is computed offline and results in a non-linear, non-Gaussian likelihood model relating visual observations such as color and texture to the underlying visual states. The likelihood model can be used online to instantiate likelihoods corresponding to observed visual features in real-time. The likelihoods are expressed as a Gaussian Mixture Model so as to permit convenient integration within existing nonlinear filtering algorithms. The resulting compactness of the representation is especially suitable to decentralized sensor networks. Real visual data consisting of natural imagery acquired from an Unmanned Aerial Vehicle is used to demonstrate the versatility of the feature representation.

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Process models in organizational collections are typically modeled by the same team and using the same conventions. As such, these models share many characteristic features like size range, type and frequency of errors. In most cases merely small samples of these collections are available due to e.g. the sensitive information they contain. Because of their sizes, these samples may not provide an accurate representation of the characteristics of the originating collection. This paper deals with the problem of constructing collections of process models, in the form of Petri nets, from small samples of a collection for accurate estimations of the characteristics of this collection. Given a small sample of process models drawn from a real-life collection, we mine a set of generation parameters that we use to generate arbitrary-large collections that feature the same characteristics of the original collection. In this way we can estimate the characteristics of the original collection on the generated collections.We extensively evaluate the quality of our technique on various sample datasets drawn from both research and industry.

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Genomic and proteomic analyses have attracted a great deal of interests in biological research in recent years. Many methods have been applied to discover useful information contained in the enormous databases of genomic sequences and amino acid sequences. The results of these investigations inspire further research in biological fields in return. These biological sequences, which may be considered as multiscale sequences, have some specific features which need further efforts to characterise using more refined methods. This project aims to study some of these biological challenges with multiscale analysis methods and stochastic modelling approach. The first part of the thesis aims to cluster some unknown proteins, and classify their families as well as their structural classes. A development in proteomic analysis is concerned with the determination of protein functions. The first step in this development is to classify proteins and predict their families. This motives us to study some unknown proteins from specific families, and to cluster them into families and structural classes. We select a large number of proteins from the same families or superfamilies, and link them to simulate some unknown large proteins from these families. We use multifractal analysis and the wavelet method to capture the characteristics of these linked proteins. The simulation results show that the method is valid for the classification of large proteins. The second part of the thesis aims to explore the relationship of proteins based on a layered comparison with their components. Many methods are based on homology of proteins because the resemblance at the protein sequence level normally indicates the similarity of functions and structures. However, some proteins may have similar functions with low sequential identity. We consider protein sequences at detail level to investigate the problem of comparison of proteins. The comparison is based on the empirical mode decomposition (EMD), and protein sequences are detected with the intrinsic mode functions. A measure of similarity is introduced with a new cross-correlation formula. The similarity results show that the EMD is useful for detection of functional relationships of proteins. The third part of the thesis aims to investigate the transcriptional regulatory network of yeast cell cycle via stochastic differential equations. As the investigation of genome-wide gene expressions has become a focus in genomic analysis, researchers have tried to understand the mechanisms of the yeast genome for many years. How cells control gene expressions still needs further investigation. We use a stochastic differential equation to model the expression profile of a target gene. We modify the model with a Gaussian membership function. For each target gene, a transcriptional rate is obtained, and the estimated transcriptional rate is also calculated with the information from five possible transcriptional regulators. Some regulators of these target genes are verified with the related references. With these results, we construct a transcriptional regulatory network for the genes from the yeast Saccharomyces cerevisiae. The construction of transcriptional regulatory network is useful for detecting more mechanisms of the yeast cell cycle.

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Focusing on the conditions that an optimization problem may comply with, the so-called convergence conditions have been proposed and sequentially a stochastic optimization algorithm named as DSZ algorithm is presented in order to deal with both unconstrained and constrained optimizations. The principle is discussed in the theoretical model of DSZ algorithm, from which we present the practical model of DSZ algorithm. Practical model efficiency is demonstrated by the comparison with the similar algorithms such as Enhanced simulated annealing (ESA), Monte Carlo simulated annealing (MCS), Sniffer Global Optimization (SGO), Directed Tabu Search (DTS), and Genetic Algorithm (GA), using a set of well-known unconstrained and constrained optimization test cases. Meanwhile, further attention goes to the strategies how to optimize the high-dimensional unconstrained problem using DSZ algorithm.

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We study the regret of optimal strategies for online convex optimization games. Using von Neumann's minimax theorem, we show that the optimal regret in this adversarial setting is closely related to the behavior of the empirical minimization algorithm in a stochastic process setting: it is equal to the maximum, over joint distributions of the adversary's action sequence, of the difference between a sum of minimal expected losses and the minimal empirical loss. We show that the optimal regret has a natural geometric interpretation, since it can be viewed as the gap in Jensen's inequality for a concave functional--the minimizer over the player's actions of expected loss--defined on a set of probability distributions. We use this expression to obtain upper and lower bounds on the regret of an optimal strategy for a variety of online learning problems. Our method provides upper bounds without the need to construct a learning algorithm; the lower bounds provide explicit optimal strategies for the adversary. Peter L. Bartlett, Alexander Rakhlin

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Maximum-likelihood estimates of the parameters of stochastic differential equations are consistent and asymptotically efficient, but unfortunately difficult to obtain if a closed-form expression for the transitional probability density function of the process is not available. As a result, a large number of competing estimation procedures have been proposed. This article provides a critical evaluation of the various estimation techniques. Special attention is given to the ease of implementation and comparative performance of the procedures when estimating the parameters of the Cox–Ingersoll–Ross and Ornstein–Uhlenbeck equations respectively.