985 resultados para STOCHASTIC MODELING


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Poisson distribution has often been used for count like accident data. Negative Binomial (NB) distribution has been adopted in the count data to take care of the over-dispersion problem. However, Poisson and NB distributions are incapable of taking into account some unobserved heterogeneities due to spatial and temporal effects of accident data. To overcome this problem, Random Effect models have been developed. Again another challenge with existing traffic accident prediction models is the distribution of excess zero accident observations in some accident data. Although Zero-Inflated Poisson (ZIP) model is capable of handling the dual-state system in accident data with excess zero observations, it does not accommodate the within-location correlation and between-location correlation heterogeneities which are the basic motivations for the need of the Random Effect models. This paper proposes an effective way of fitting ZIP model with location specific random effects and for model calibration and assessment the Bayesian analysis is recommended.

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This study proposes a full Bayes (FB) hierarchical modeling approach in traffic crash hotspot identification. The FB approach is able to account for all uncertainties associated with crash risk and various risk factors by estimating a posterior distribution of the site safety on which various ranking criteria could be based. Moreover, by use of hierarchical model specification, FB approach is able to flexibly take into account various heterogeneities of crash occurrence due to spatiotemporal effects on traffic safety. Using Singapore intersection crash data(1997-2006), an empirical evaluate was conducted to compare the proposed FB approach to the state-of-the-art approaches. Results show that the Bayesian hierarchical models with accommodation for site specific effect and serial correlation have better goodness-of-fit than non hierarchical models. Furthermore, all model-based approaches perform significantly better in safety ranking than the naive approach using raw crash count. The FB hierarchical models were found to significantly outperform the standard EB approach in correctly identifying hotspots.

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Due to grave potential human, environmental and economical consequences of collisions at sea, collision avoidance has become an important safety concern in navigation. To reduce the risk of collisions at sea, appropriate collision avoidance actions need to be taken in accordance with the regulations, i.e., International Regulations for Preventing Collisions at Sea. However, the regulations only provide qualitative rules and guidelines, and therefore it requires navigators to decide on collision avoidance actions quantitatively by using their judgments which often leads to making errors in navigation. To better help navigators in collision avoidance, this paper develops a comprehensive collision avoidance decision making model for providing whether a collision avoidance action is required, when to take action and what action to be taken. The model is developed based on three types of collision avoidance actions, such as course change only, speed change only, and a combination of both. The model has potential to reduce the chance of making human error in navigation by assisting navigators in decision making on collision avoidance actions.

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Navigational collisions are one of the major safety concerns for many seaports. Continuing growth of shipping traffic in number and sizes is likely to result in increased number of traffic movements, which consequently could result higher risk of collisions in these restricted waters. This continually increasing safety concern warrants a comprehensive technique for modeling collision risk in port waters, particularly for modeling the probability of collision events and the associated consequences (i.e., injuries and fatalities). A number of techniques have been utilized for modeling the risk qualitatively, semi-quantitatively and quantitatively. These traditional techniques mostly rely on historical collision data, often in conjunction with expert judgments. However, these techniques are hampered by several shortcomings, such as randomness and rarity of collision occurrence leading to obtaining insufficient number of collision counts for a sound statistical analysis, insufficiency in explaining collision causation, and reactive approach to safety. A promising alternative approach that overcomes these shortcomings is the navigational traffic conflict technique (NTCT), which uses traffic conflicts as an alternative to the collisions for modeling the probability of collision events quantitatively. This article explores the existing techniques for modeling collision risk in port waters. In particular, it identifies the advantages and limitations of the traditional techniques and highlights the potentials of the NTCT in overcoming the limitations. In view of the principles of the NTCT, a structured method for managing collision risk is proposed. This risk management method allows safety analysts to diagnose safety deficiencies in a proactive manner, which consequently has great potential for managing collision risk in a fast, reliable and efficient manner.

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Complexity is a major concern which is aimed to be overcome by people through modeling. One way of reducing complexity is separation of concerns, e.g. separation of business process from applications. One sort of concerns are cross-cutting concerns i.e. concerns which are scattered and tangled through one of several models. In business process management, examples of such concerns are security and privacy policies. To deal with these cross-cutting concerns, the aspect orientated approach was introduced in the software development area and recently also in the business process management area. The work presented in this paper elaborates on aspect oriented process modelling. It extends earlier work by defining a mechanism for capturing multiple concerns and specifying a precedence order according to which they should be handled in a process. A formal syntax of the notation is presented precisely capturing the extended concepts and mechanisms. Finally, the relevant of the approach is demonstrated through a case study.

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Finding an appropriate linking method to connect different dimensional element types in a single finite element model is a key issue in the multi-scale modeling. This paper presents a mixed dimensional coupling method using multi-point constraint equations derived by equating the work done on either side of interface connecting beam elements and shell elements for constructing a finite element multiscale model. A typical steel truss frame structure is selected as case example and the reduced scale specimen of this truss section is then studied in the laboratory to measure its dynamic and static behavior in global truss and local welded details while the different analytical models are developed for numerical simulation. Comparison of dynamic and static response of the calculated results among different numerical models as well as the good agreement with those from experimental results indicates that the proposed multi-scale model is efficient and accurate.

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Many corporations and individuals realize that environmental sustainability is an urgent problem to address. In this chapter, we contribute to the emerging academic discussion by proposing two innovative approaches for engaging in the development of environmentally sustainable business processes. Specifically, we describe an extended process modeling approach for capturing and documenting the dioxide emissions produced during the execution of a business process. For illustration, we apply this approach to the case of a governmental Shared Services provider. Second, we then introduce an analysis method for measuring the carbon dioxide emissions produced during the execution of a business process. To illustrative this approach, we apply it in the real-life case of an European airport and show how this information can be leveraged in the re-design of “green” busi-ness processes.

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The reliability of urban passenger trains is a critical performance measure for passenger satisfaction and ultimately market share. A delay to one train in a peak period can have a severe effect on the schedule adherence of other trains. This paper presents an analytically based model to quantify the expected positive delay for individual passenger trains and track links in an urban rail network. The model specifically addresses direct delay to trains, knock-on delays to other trains, and delays at scheduled connections. A solution to the resultant system of equations is found using an iterative refinement algorithm. Model validation, which is carried out using a real-life suburban train network consisting of 157 trains, shows the model estimates to be on average within 8% of those obtained from a large scale simulation. Also discussed, is the application of the model to assess the consequences of increased scheduled slack time as well as investment strategies designed to reduce delay.

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In this work, a Langevin dynamics model of the diffusion of water in articular cartilage was developed. Numerical simulations of the translational dynamics of water molecules and their interaction with collagen fibers were used to study the quantitative relationship between the organization of the collagen fiber network and the diffusion tensor of water in model cartilage. Langevin dynamics was used to simulate water diffusion in both ordered and partially disordered cartilage models. In addition, an analytical approach was developed to estimate the diffusion tensor for a network comprising a given distribution of fiber orientations. The key findings are that (1) an approximately linear relationship was observed between collagen volume fraction and the fractional anisotropy of the diffusion tensor in fiber networks of a given degree of alignment, (2) for any given fiber volume fraction, fractional anisotropy follows a fiber alignment dependency similar to the square of the second Legendre polynomial of cos(θ), with the minimum anisotropy occurring at approximately the magic angle (θMA), and (3) a decrease in the principal eigenvalue and an increase in the transverse eigenvalues is observed as the fiber orientation angle θ progresses from 0◦ to 90◦. The corresponding diffusion ellipsoids are prolate for θ < θMA, spherical for θ ≈ θMA, and oblate for θ > θMA. Expansion of the model to include discrimination between the combined effects of alignment disorder and collagen fiber volume fraction on the diffusion tensor is discussed.

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The Balanced method was introduced as a class of quasi-implicit methods, based upon the Euler-Maruyama scheme, for solving stiff stochastic differential equations. We extend the Balanced method to introduce a class of stable strong order 1. 0 numerical schemes for solving stochastic ordinary differential equations. We derive convergence results for this class of numerical schemes. We illustrate the asymptotic stability of this class of schemes is illustrated and is compared with contemporary schemes of strong order 1. 0. We present some evidence on parametric selection with respect to minimising the error convergence terms. Furthermore we provide a convergence result for general Balanced style schemes of higher orders.

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The effect of resource management on the building design process directly influences the development cycle time and success of construction projects. This paper presents the information constraint net (ICN) to represent the complex information constraint relations among design activities involved in the building design process. An algorithm is developed to transform the information constraints throughout the ICN into a Petri net model. A resource management model is developed using the ICN to simulate and optimize resource allocation in the design process. An example is provided to justify the proposed model through a simulation analysis of the CPN Tools platform in the detailed structural design. The result demonstrates that the proposed approach can obtain the resource management and optimization needed for shortening the development cycle and optimal allocation of resources.