890 resultados para Stochastic Monotony


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Background Situational driving factors, including fatigue, distraction, inattention and monotony, are recognised killers in Australia, contributing to an estimated 40% of fatal crashes and 34% of all crashes . More often than not the main contributing factor is identified as fatigue, yet poor driving performance has been found to emerge early in monotonous conditions, independent of fatigue symptoms and time on task. This early emergence suggests an important role for monotony. However, much road safety research suggests that monotony is solely a task characteristic that directly causes fatigue and associated symptoms and there remains an absence of consistent evidence explaining the relationship. Objectives We report an experimental study designed to disentangle the characteristics and effects of monotony from those associated with fatigue. Specifically, we examined whether poor driving performance associated with hypovigilance emerges as a consequence of monotony, independent of fatigue. We also examined whether monotony is a multidimensional construct, determined by environmental characteristics and/or task demands that independently moderate sustained attention and associated driving performance. Method Using a driving simulator, participants completed four, 40 minute driving scenarios. The scenarios varied in the degree of monotony as determined by the degree of variation in road design (e.g., straight roads vs. curves) and/or road side scenery. Fatigue, as well as a number of other factors known to moderate vigilance and driving performance, was controlled for. To track changes across time, driving performance was assessed in five minute time periods using a range of behavioural, subjective and physiological measures, including steering wheel movements, lane positioning, electroencephalograms, skin conductance, and oculomotor activity. Results Results indicate that driving performance is worse in monotonous driving conditions characterised by low variability in road design. Critically, performance decrements associated with monotony emerge very early, suggesting monotony effects operate independent of fatigue. Conclusion Monotony is a multi-dimensional construct where, in a driving context, roads containing low variability in design are monotonous and those high in variability are non-monotonous. Importantly, low variability in road side scenery does not appear to exacerbate monotony or associated poor performance. However, high variability in road side scenery can act as a distraction and impair sustained attention and poor performance when driving on monotonous roads. Furthermore, high sensation seekers seem to be more susceptible to distraction when driving on monotonous roads. Implications of our results for the relationship between monotony and fatigue, and the possible construct-specific detection methods in a road safety context, will be discussed.

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This paper examines the impact of allowing for stochastic volatility and jumps (SVJ) in a structural model on corporate credit risk prediction. The results from a simulation study verify the better performance of the SVJ model compared with the commonly used Merton model, and three sources are provided to explain the superiority. The empirical analysis on two real samples further ascertains the importance of recognizing the stochastic volatility and jumps by showing that the SVJ model decreases bias in spread prediction from the Merton model, and better explains the time variation in actual CDS spreads. The improvements are found particularly apparent in small firms or when the market is turbulent such as the recent financial crisis.

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This paper addresses the issue of output feedback model predictive control for linear systems with input constraints and stochastic disturbances. We show that the optimal policy uses the Kalman filter for state estimation, but the resultant state estimates are not utilized in a certainty equivalence control law

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Demand response can be used for providing regulation services in the electricity markets. The retailers can bid in a day-ahead market and respond to real-time regulation signal by load control. This paper proposes a new stochastic ranking method to provide regulation services via demand response. A pool of thermostatically controllable appliances (TCAs) such as air conditioners and water heaters are adjusted using direct load control method. The selection of appliances is based on a probabilistic ranking technique utilizing attributes such as temperature variation and statuses of TCAs. These attributes are stochastically forecasted for the next time step using day-ahead information. System performance is analyzed with a sample regulation signal. Network capability to provide regulation services under various seasons is analyzed. The effect of network size on the regulation services is also investigated.

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This paper investigates stochastic analysis of transit segment hourly passenger load factor variation for transit capacity and quality of service (QoS) analysis using Automatic Fare Collection data for a premium radial bus route in Brisbane, Australia. It compares stochastic analysis to traditional peak hour factor (PHF) analysis to gain further insight into variability of transit route segments’ passenger loading during a study hour. It demonstrates that hourly design load factor is a useful method of modeling a route segment’s capacity and QoS time history across the study weekday. This analysis method is readily adaptable to different passenger load standards by adjusting design percentile, reflecting either a more relaxed or more stringent condition. This paper also considers hourly coefficient of variation of load factor as a capacity and QoS assessment measure, in particular through its relationships with hourly average and design load factors. Smaller value reflects uniform passenger loading, which is generally indicative of well dispersed passenger boarding demands and good schedule maintenance. Conversely, higher value may be indicative of pulsed or uneven passenger boarding demands, poor schedule maintenance, and/or bus bunching. An assessment table based on hourly coefficient of variation of load factor is developed and applied to this case study. Inferences are drawn for a selection of study hours across the weekday studied.

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This study uses weekday Automatic Fare Collection (AFC) data on a premium bus line in Brisbane, Australia •Stochastic analysis is compared to peak hour factor (PHF) analysis for insight into passenger loading variability •Hourly design load factor (e.g. 88th percentile) is found to be a useful method of modeling a segment’s passenger demand time-history across a study weekday, for capacity and QoS assessment •Hourly coefficient of variation of load factor is found to be a useful QoS and operational assessment measure, particularly through its relationship with hourly average load factor, and with design load factor •An assessment table based on hourly coefficient of variation of load factor is developed from the case study

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In this paper we propose a novel approach to multi-action recognition that performs joint segmentation and classification. This approach models each action using a Gaussian mixture using robust low-dimensional action features. Segmentation is achieved by performing classification on overlapping temporal windows, which are then merged to produce the final result. This approach is considerably less complicated than previous methods which use dynamic programming or computationally expensive hidden Markov models (HMMs). Initial experiments on a stitched version of the KTH dataset show that the proposed approach achieves an accuracy of 78.3%, outperforming a recent HMM-based approach which obtained 71.2%.

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Wound healing and tumour growth involve collective cell spreading, which is driven by individual motility and proliferation events within a population of cells. Mathematical models are often used to interpret experimental data and to estimate the parameters so that predictions can be made. Existing methods for parameter estimation typically assume that these parameters are constants and often ignore any uncertainty in the estimated values. We use approximate Bayesian computation (ABC) to estimate the cell diffusivity, D, and the cell proliferation rate, λ, from a discrete model of collective cell spreading, and we quantify the uncertainty associated with these estimates using Bayesian inference. We use a detailed experimental data set describing the collective cell spreading of 3T3 fibroblast cells. The ABC analysis is conducted for different combinations of initial cell densities and experimental times in two separate scenarios: (i) where collective cell spreading is driven by cell motility alone, and (ii) where collective cell spreading is driven by combined cell motility and cell proliferation. We find that D can be estimated precisely, with a small coefficient of variation (CV) of 2–6%. Our results indicate that D appears to depend on the experimental time, which is a feature that has been previously overlooked. Assuming that the values of D are the same in both experimental scenarios, we use the information about D from the first experimental scenario to obtain reasonably precise estimates of λ, with a CV between 4 and 12%. Our estimates of D and λ are consistent with previously reported values; however, our method is based on a straightforward measurement of the position of the leading edge whereas previous approaches have involved expensive cell counting techniques. Additional insights gained using a fully Bayesian approach justify the computational cost, especially since it allows us to accommodate information from different experiments in a principled way.

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This paper presents an uncertainty quantification study of the performance analysis of the high pressure ratio single stage radial-inflow turbine used in the Sundstrand Power Systems T-100 Multi-purpose Small Power Unit. A deterministic 3D volume-averaged Computational Fluid Dynamics (CFD) solver is coupled with a non-statistical generalized Polynomial Chaos (gPC) representation based on a pseudo-spectral projection method. One of the advantages of this approach is that it does not require any modification of the CFD code for the propagation of random disturbances in the aerodynamic and geometric fields. The stochastic results highlight the importance of the blade thickness and trailing edge tip radius on the total-to-static efficiency of the turbine compared to the angular velocity and trailing edge tip length. From a theoretical point of view, the use of the gPC representation on an arbitrary grid also allows the investigation of the sensitivity of the blade thickness profiles on the turbine efficiency. The gPC approach is also applied to coupled random parameters. The results show that the most influential coupled random variables are trailing edge tip radius coupled with the angular velocity.

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Modelling fluvial processes is an effective way to reproduce basin evolution and to recreate riverbed morphology. However, due to the complexity of alluvial environments, deterministic modelling of fluvial processes is often impossible. To address the related uncertainties, we derive a stochastic fluvial process model on the basis of the convective Exner equation that uses the statistics (mean and variance) of river velocity as input parameters. These statistics allow for quantifying the uncertainty in riverbed topography, river discharge and position of the river channel. In order to couple the velocity statistics and the fluvial process model, the perturbation method is employed with a non-stationary spectral approach to develop the Exner equation as two separate equations: the first one is the mean equation, which yields the mean sediment thickness, and the second one is the perturbation equation, which yields the variance of sediment thickness. The resulting solutions offer an effective tool to characterize alluvial aquifers resulting from fluvial processes, which allows incorporating the stochasticity of the paleoflow velocity.

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In this paper, we introduce the Stochastic Adams-Bashforth (SAB) and Stochastic Adams-Moulton (SAM) methods as an extension of the tau-leaping framework to past information. Using the theta-trapezoidal tau-leap method of weak order two as a starting procedure, we show that the k-step SAB method with k >= 3 is order three in the mean and correlation, while a predictor-corrector implementation of the SAM method is weak order three in the mean but only order one in the correlation. These convergence results have been derived analytically for linear problems and successfully tested numerically for both linear and non-linear systems. A series of additional examples have been implemented in order to demonstrate the efficacy of this approach.

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Stochastic (or random) processes are inherent to numerous fields of human endeavour including engineering, science, and business and finance. This thesis presents multiple novel methods for quickly detecting and estimating uncertainties in several important classes of stochastic processes. The significance of these novel methods is demonstrated by employing them to detect aircraft manoeuvres in video signals in the important application of autonomous mid-air collision avoidance.