977 resultados para Probabilistic methods


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This thesis introduces a flexible visual data exploration framework which combines advanced projection algorithms from the machine learning domain with visual representation techniques developed in the information visualisation domain to help a user to explore and understand effectively large multi-dimensional datasets. The advantage of such a framework to other techniques currently available to the domain experts is that the user is directly involved in the data mining process and advanced machine learning algorithms are employed for better projection. A hierarchical visualisation model guided by a domain expert allows them to obtain an informed segmentation of the input space. Two other components of this thesis exploit properties of these principled probabilistic projection algorithms to develop a guided mixture of local experts algorithm which provides robust prediction and a model to estimate feature saliency simultaneously with the training of a projection algorithm.Local models are useful since a single global model cannot capture the full variability of a heterogeneous data space such as the chemical space. Probabilistic hierarchical visualisation techniques provide an effective soft segmentation of an input space by a visualisation hierarchy whose leaf nodes represent different regions of the input space. We use this soft segmentation to develop a guided mixture of local experts (GME) algorithm which is appropriate for the heterogeneous datasets found in chemoinformatics problems. Moreover, in this approach the domain experts are more involved in the model development process which is suitable for an intuition and domain knowledge driven task such as drug discovery. We also derive a generative topographic mapping (GTM) based data visualisation approach which estimates feature saliency simultaneously with the training of a visualisation model.

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For climate risk management, cumulative distribution functions (CDFs) are an important source of information. They are ideally suited to compare probabilistic forecasts of primary (e.g. rainfall) or secondary data (e.g. crop yields). Summarised as CDFs, such forecasts allow an easy quantitative assessment of possible, alternative actions. Although the degree of uncertainty associated with CDF estimation could influence decisions, such information is rarely provided. Hence, we propose Cox-type regression models (CRMs) as a statistical framework for making inferences on CDFs in climate science. CRMs were designed for modelling probability distributions rather than just mean or median values. This makes the approach appealing for risk assessments where probabilities of extremes are often more informative than central tendency measures. CRMs are semi-parametric approaches originally designed for modelling risks arising from time-to-event data. Here we extend this original concept beyond time-dependent measures to other variables of interest. We also provide tools for estimating CDFs and surrounding uncertainty envelopes from empirical data. These statistical techniques intrinsically account for non-stationarities in time series that might be the result of climate change. This feature makes CRMs attractive candidates to investigate the feasibility of developing rigorous global circulation model (GCM)-CRM interfaces for provision of user-relevant forecasts. To demonstrate the applicability of CRMs, we present two examples for El Ni ? no/Southern Oscillation (ENSO)-based forecasts: the onset date of the wet season (Cairns, Australia) and total wet season rainfall (Quixeramobim, Brazil). This study emphasises the methodological aspects of CRMs rather than discussing merits or limitations of the ENSO-based predictors.

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This work aims to evaluate the reliability of these levee systems, calculating the probability of “failure” of determined levee stretches under different loads, using probabilistic methods that take into account the fragility curves obtained through the Monte Carlo Method. For this study overtopping and piping are considered as failure mechanisms (since these are the most frequent) and the major levee system of the Po River with a primary focus on the section between Piacenza and Cremona, in the lower-middle area of the Padana Plain, is analysed. The novelty of this approach is to check the reliability of individual embankment stretches, not just a single section, while taking into account the variability of the levee system geometry from one stretch to another. This work takes also into consideration, for each levee stretch analysed, a probability distribution of the load variables involved in the definition of the fragility curves, where it is influenced by the differences in the topography and morphology of the riverbed along the sectional depth analysed as it pertains to the levee system in its entirety. A type of classification is proposed, for both failure mechanisms, to give an indication of the reliability of the levee system based of the information obtained by the fragility curve analysis. To accomplish this work, an hydraulic model has been developed where a 500-year flood is modelled to determinate the residual hazard value of failure for each stretch of levee near the corresponding water depth, then comparing the results with the obtained classifications. This work has the additional the aim of acting as an interface between the world of Applied Geology and Environmental Hydraulic Engineering where a strong collaboration is needed between the two professions to resolve and improve the estimation of hydraulic risk.

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The use of probabilistic methods to analyse reliability of structures is being applied to a variety of engineering problems due to the possibility of establishing the failure probability on rational grounds. In this paper we present the application of classical reliability theory to analyse the safety of underground tunnels.

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Deregulations and market practices in power industry have brought great challenges to the system planning area. In particular, they introduce a variety of uncertainties to system planning. New techniques are required to cope with such uncertainties. As a promising approach, probabilistic methods are attracting more and more attentions by system planners. In small signal stability analysis, generation control parameters play an important role in determining the stability margin. The objective of this paper is to investigate power system state matrix sensitivity characteristics with respect to system parameter uncertainties with analytical and numerical approaches and to identify those parameters have great impact on system eigenvalues, therefore, the system stability properties. Those identified parameter variations need to be investigated with priority. The results can be used to help Regional Transmission Organizations (RTOs) and Independent System Operators (ISOs) perform planning studies under the open access environment.

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* The work is partially supported by Grant no. NIP917 of the Ministry of Science and Education – Republic of Bulgaria.

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In the deregulated Power markets it is necessary to have a appropriate Transmission Pricing methodology that also takes into account “Congestion and Reliability”, in order to ensure an economically viable, equitable, and congestion free power transfer capability, with high reliability and security. This thesis presents results of research conducted on the development of a Decision Making Framework (DMF) of concepts and data analytic and modelling methods for the Reliability benefits Reflective Optimal “cost evaluation for the calculation of Transmission Cost” for composite power systems, using probabilistic methods. The methodology within the DMF devised and reported in this thesis, utilises a full AC Newton-Raphson load flow and a Monte-Carlo approach to determine, Reliability Indices which are then used for the proposed Meta-Analytical Probabilistic Approach (MAPA) for the evaluation and calculation of the Reliability benefit Reflective Optimal Transmission Cost (ROTC), of a transmission system. This DMF includes methods for transmission line embedded cost allocation among transmission transactions, accounting for line capacity-use as well as congestion costing that can be used for pricing using application of Power Transfer Distribution Factor (PTDF) as well as Bialek’s method to determine a methodology which consists of a series of methods and procedures as explained in detail in the thesis for the proposed MAPA for ROTC. The MAPA utilises the Bus Data, Generator Data, Line Data, Reliability Data and Customer Damage Function (CDF) Data for the evaluation of Congestion, Transmission and Reliability costing studies using proposed application of PTDF and other established/proven methods which are then compared, analysed and selected according to the area/state requirements and then integrated to develop ROTC. Case studies involving standard 7-Bus, IEEE 30-Bus and 146-Bus Indian utility test systems are conducted and reported throughout in the relevant sections of the dissertation. There are close correlation between results obtained through proposed application of PTDF method with the Bialek’s and different MW-Mile methods. The novel contributions of this research work are: firstly the application of PTDF method developed for determination of Transmission and Congestion costing, which are further compared with other proved methods. The viability of developed method is explained in the methodology, discussion and conclusion chapters. Secondly the development of comprehensive DMF which helps the decision makers to analyse and decide the selection of a costing approaches according to their requirements. As in the DMF all the costing approaches have been integrated to achieve ROTC. Thirdly the composite methodology for calculating ROTC has been formed into suits of algorithms and MATLAB programs for each part of the DMF, which are further described in the methodology section. Finally the dissertation concludes with suggestions for Future work.

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In restructured power systems, generation and commercialization activities became market activities, while transmission and distribution activities continue as regulated monopolies. As a result, the adequacy of transmission network should be evaluated independent of generation system. After introducing the constrained fuzzy power flow (CFPF) as a suitable tool to quantify the adequacy of transmission network to satisfy 'reasonable demands for the transmission of electricity' (as stated, for instance, at European Directive 2009/72/EC), the aim is now showing how this approach can be used in conjunction with probabilistic criteria in security analysis. In classical security analysis models of power systems are considered the composite system (generation plus transmission). The state of system components is usually modeled with probabilities and loads (and generation) are modeled by crisp numbers, probability distributions or fuzzy numbers. In the case of CFPF the component’s failure of the transmission network have been investigated. In this framework, probabilistic methods are used for failures modeling of the transmission system components and possibility models are used to deal with 'reasonable demands'. The enhanced version of the CFPF model is applied to an illustrative case.

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Effective, statistically robust sampling and surveillance strategies form an integral component of large agricultural industries such as the grains industry. Intensive in-storage sampling is essential for pest detection, Integrated Pest Management (IPM), to determine grain quality and to satisfy importing nation’s biosecurity concerns, while surveillance over broad geographic regions ensures that biosecurity risks can be excluded, monitored, eradicated or contained within an area. In the grains industry, a number of qualitative and quantitative methodologies for surveillance and in-storage sampling have been considered. Primarily, research has focussed on developing statistical methodologies for in storage sampling strategies concentrating on detection of pest insects within a grain bulk, however, the need for effective and statistically defensible surveillance strategies has also been recognised. Interestingly, although surveillance and in storage sampling have typically been considered independently, many techniques and concepts are common between the two fields of research. This review aims to consider the development of statistically based in storage sampling and surveillance strategies and to identify methods that may be useful for both surveillance and in storage sampling. We discuss the utility of new quantitative and qualitative approaches, such as Bayesian statistics, fault trees and more traditional probabilistic methods and show how these methods may be used in both surveillance and in storage sampling systems.

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This paper presents a reliability assessment of a substation, part of the Queensland transmission network in Australia. As part of a maintenance considerations, this study utilises the substation reliability assessment package STAREL to quantitatively compare the reliability improvement achieved by two circuit breaker reinforcement alternatives for Swanbank circuit breaker replacement or refurbishment. Substation reliability is interpreted on the basis of outage frequency and outage duration indices for each individual transmission line terminated in Swanbank 'B' substation. By considering the reliability indices in this paper with the cost associated conducted by POWERLINK Queensland, a Swanbank 'B' reinforcement alternative can be selected that optimises both transmission line security and the costs incurred in achieving it.

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Distributed generation (DG) resources are commonly used in the electric systems to obtain minimum line losses, as one of the benefits of DG, in radial distribution systems. Studies have shown the importance of appropriate selection of location and size of DGs. This paper proposes an analytical method for solving optimal distributed generation placement (ODGP) problem to minimize line losses in radial distribution systems using loss sensitivity factor (LSF) based on bus-injection to branch-current (BIBC) matrix. The proposed method is formulated and tested on 12 and 34 bus radial distribution systems. The classical grid search algorithm based on successive load flows is employed to validate the results. The main advantages of the proposed method as compared with the other conventional methods are the robustness and no need to calculate and invert large admittance or Jacobian matrices. Therefore, the simulation time and the amount of computer memory, required for processing data especially for the large systems, decreases.

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Northeast India is one of the most highly seismically active regions in the world with more than seven earthquakes on an average per year of magnitude 5.0 and above. Reliable seismic hazard assessment could provide the necessary design inputs for earthquake resistant design of structures in this' region. In this study, deterministic as well as probabilistic methods have been attempted for seismic hazard assessment of Tripura and Mizoram states at bedrock level condition. An updated earthquake catalogue was collected from various national and international seismological agencies for the period from 1731 to 2011. The homogenization, declustering and data completeness analysis of events have been carried out before hazard evaluation. Seismicity parameters have been estimated using G R relationship for each source zone. Based on the seismicity, tectonic features and fault rupture mechanism, this region was divided into six major subzones. Region specific correlations were used for magnitude conversion for homogenization of earthquake size. Ground motion equations (Atkinson and Boore 2003; Gupta 2010) were validated with the observed PGA (peak ground acceleration) values before use in the hazard evaluation. In this study, the hazard is estimated using linear sources, identified in and around the study area. Results are presented in the form of PGA using both DSHA (deterministic seismic hazard analysis) and PSHA (probabilistic seismic hazard analysis) with 2 and 10% probability of exceedance in 50 years, and spectral acceleration (T = 0. 2 s, 1.0 s) for both the states (2% probability of exceedance in 50 years). The results are important to provide inputs for planning risk reduction strategies, for developing risk acceptance criteria and financial analysis for possible damages in the study area with a comprehensive analysis and higher resolution hazard mapping.

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Passarelas de pedestres com arquitetura moderna, esbeltas e leves são uma constante nos dias atuais, apresentando grandes vãos e novos materiais. Este arrojo arquitetônico tem gerado inúmeros problemas de vibrações excessivas, especialmente sobre passarelas mistas (aço-concreto). As normas e recomendações de projeto consideram, ainda, que as forças induzidas pelo caminhar humano são determinísticas. Todavia, o caminhar humano e as respectivas forças dinâmicas geradas apresentam comportamento randômico. Deste modo, o presente trabalho de pesquisa objetiva contribuir com os projetistas estruturais, a partir do emprego de uma abordagem probabilística para avaliação do estado limite de utilização deste tipo de estrutura, associado a vibrações excessivas que podem vir a causar desconforto humano. Para tal, utiliza-se como modelo estrutural uma passarela de pedestres mista (aço-concreto) construída no campus do Instituto de Traumatologia e Ortopedia (INTO), na cidade do Rio de Janeiro. Com base na utilização dos métodos probabilísticos, torna-se possível determinar a probabilidade dos valores das acelerações de pico da estrutura ultrapassarem ou não os critérios de conforto humano estabelecidos em normas e recomendações de projeto. Os resultados apontam para o fato de que os valores das acelerações de pico calculadas com base exclusivamente nos métodos determinísticos podem ser superestimados em algumas situações de projeto.