Integrated failure probability estimation based on structural integrity analysis and failure data: Natural gas pipeline case

International Nuclear Information System (INIS)

Dundulis, Gintautas; Žutautaitė, Inga; Janulionis, Remigijus; Ušpuras, Eugenijus; Rimkevičius, Sigitas; Eid, Mohamed

2016-01-01

In this paper, the authors present an approach as an overall framework for the estimation of the failure probability of pipelines based on: the results of the deterministic-probabilistic structural integrity analysis (taking into account loads, material properties, geometry, boundary conditions, crack size, and defected zone thickness), the corrosion rate, the number of defects and failure data (involved into the model via application of Bayesian method). The proposed approach is applied to estimate the failure probability of a selected part of the Lithuanian natural gas transmission network. The presented approach for the estimation of integrated failure probability is a combination of several different analyses allowing us to obtain: the critical crack's length and depth, the failure probability of the defected zone thickness, dependency of the failure probability on the age of the natural gas transmission pipeline. A model's uncertainty analysis and uncertainty propagation analysis are performed, as well. - Highlights: • Degradation mechanisms of natural gas transmission pipelines. • Fracture mechanic analysis of the pipe with crack. • Stress evaluation of the pipe with critical crack. • Deterministic-probabilistic structural integrity analysis of gas pipeline. • Integrated estimation of pipeline failure probability by Bayesian method.

Estimating reliability of degraded system based on the probability density evolution with multi-parameter

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Jiang Ge

2017-01-01

Full Text Available System degradation was usually caused by multiple-parameter degradation. The assessment result of system reliability by universal generating function was low accurate when compared with the Monte Carlo simulation. And the probability density function of the system output performance cannot be got. So the reliability assessment method based on the probability density evolution with multi-parameter was presented for complexly degraded system. Firstly, the system output function was founded according to the transitive relation between component parameters and the system output performance. Then, the probability density evolution equation based on the probability conservation principle and the system output function was established. Furthermore, probability distribution characteristics of the system output performance was obtained by solving differential equation. Finally, the reliability of the degraded system was estimated. This method did not need to discrete the performance parameters and can establish continuous probability density function of the system output performance with high calculation efficiency and low cost. Numerical example shows that this method is applicable to evaluate the reliability of multi-parameter degraded system.

Risk estimation using probability machines

Science.gov (United States)

2014-01-01

Background Logistic regression has been the de facto, and often the only, model used in the description and analysis of relationships between a binary outcome and observed features. It is widely used to obtain the conditional probabilities of the outcome given predictors, as well as predictor effect size estimates using conditional odds ratios. Results We show how statistical learning machines for binary outcomes, provably consistent for the nonparametric regression problem, can be used to provide both consistent conditional probability estimation and conditional effect size estimates. Effect size estimates from learning machines leverage our understanding of counterfactual arguments central to the interpretation of such estimates. We show that, if the data generating model is logistic, we can recover accurate probability predictions and effect size estimates with nearly the same efficiency as a correct logistic model, both for main effects and interactions. We also propose a method using learning machines to scan for possible interaction effects quickly and efficiently. Simulations using random forest probability machines are presented. Conclusions The models we propose make no assumptions about the data structure, and capture the patterns in the data by just specifying the predictors involved and not any particular model structure. So they do not run the same risks of model mis-specification and the resultant estimation biases as a logistic model. This methodology, which we call a “risk machine”, will share properties from the statistical machine that it is derived from. PMID:24581306

Estimating Subjective Probabilities

DEFF Research Database (Denmark)

Andersen, Steffen; Fountain, John; Harrison, Glenn W.

2014-01-01

either construct elicitation mechanisms that control for risk aversion, or construct elicitation mechanisms which undertake 'calibrating adjustments' to elicited reports. We illustrate how the joint estimation of risk attitudes and subjective probabilities can provide the calibration adjustments...... that theory calls for. We illustrate this approach using data from a controlled experiment with real monetary consequences to the subjects. This allows the observer to make inferences about the latent subjective probability, under virtually any well-specified model of choice under subjective risk, while still...

Bayesian probability estimates are not necessary to make choices satisfying Bayes’ rule in elementary situations

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Domurat, Artur; Kowalczuk, Olga; Idzikowska, Katarzyna; Borzymowska, Zuzanna; Nowak-Przygodzka, Marta

2015-01-01

This paper has two aims. First, we investigate how often people make choices conforming to Bayes’ rule when natural sampling is applied. Second, we show that using Bayes’ rule is not necessary to make choices satisfying Bayes’ rule. Simpler methods, even fallacious heuristics, might prescribe correct choices reasonably often under specific circumstances. We considered elementary situations with binary sets of hypotheses and data. We adopted an ecological approach and prepared two-stage computer tasks resembling natural sampling. Probabilistic relations were inferred from a set of pictures, followed by a choice which was made to maximize the chance of a preferred outcome. Use of Bayes’ rule was deduced indirectly from choices. Study 1 used a stratified sample of N = 60 participants equally distributed with regard to gender and type of education (humanities vs. pure sciences). Choices satisfying Bayes’ rule were dominant. To investigate ways of making choices more directly, we replicated Study 1, adding a task with a verbal report. In Study 2 (N = 76) choices conforming to Bayes’ rule dominated again. However, the verbal reports revealed use of a new, non-inverse rule, which always renders correct choices, but is easier than Bayes’ rule to apply. It does not require inversion of conditions [transforming P(H) and P(D|H) into P(H|D)] when computing chances. Study 3 examined the efficiency of three fallacious heuristics (pre-Bayesian, representativeness, and evidence-only) in producing choices concordant with Bayes’ rule. Computer-simulated scenarios revealed that the heuristics produced correct choices reasonably often under specific base rates and likelihood ratios. Summing up we conclude that natural sampling results in most choices conforming to Bayes’ rule. However, people tend to replace Bayes’ rule with simpler methods, and even use of fallacious heuristics may be satisfactorily efficient. PMID:26347676

Bayesian probability estimates are not necessary to make choices satisfying Bayes’ rule in elementary situations

Directory of Open Access Journals (Sweden)

Artur eDomurat

2015-08-01

Full Text Available This paper has two aims. First, we investigate how often people make choices conforming to Bayes’ rule when natural sampling is applied. Second, we show that using Bayes’ rule is not necessary to make choices satisfying Bayes’ rule. Simpler methods, even fallacious heuristics, might prescribe correct choices reasonably often under specific circumstances. We considered elementary situations with binary sets of hypotheses and data. We adopted an ecological approach and prepared two-stage computer tasks resembling natural sampling. Probabilistic relations were to be inferred from a set of pictures, followed by a choice between the data which was made to maximize a chance for a preferred outcome. Using Bayes’ rule was deduced indirectly from choices.Study 1 (N=60 followed a 2 (gender: female vs. male x 2 (education: humanities vs. pure sciences between-subjects factorial design with balanced cells, and a number of correct choices as a dependent variable. Choices satisfying Bayes’ rule were dominant. To investigate ways of making choices more directly, we replicated Study 1, adding a task with a verbal report. In Study 2 (N=76 choices conforming to Bayes’ rule dominated again. However, the verbal reports revealed use of a new, non-inverse rule, which always renders correct choices, but is easier than Bayes’ rule to apply. It does not require inversing conditions (transforming P(H and P(D|H into P(H|D when computing chances. Study 3 examined efficiency of the three fallacious heuristics (pre-Bayesian, representativeness, and evidence-only in producing choices concordant with Bayes’ rule. Computer-simulated scenarios revealed that the heuristics produce correct choices reasonably often under specific base rates and likelihood ratios. Summing up we conclude that natural sampling leads to most choices conforming to Bayes’ rule. However, people tend to replace Bayes’ rule with simpler methods, and even use of fallacious heuristics may

Estimating the empirical probability of submarine landslide occurrence

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Geist, Eric L.; Parsons, Thomas E.; Mosher, David C.; Shipp, Craig; Moscardelli, Lorena; Chaytor, Jason D.; Baxter, Christopher D. P.; Lee, Homa J.; Urgeles, Roger

2010-01-01

The empirical probability for the occurrence of submarine landslides at a given location can be estimated from age dates of past landslides. In this study, tools developed to estimate earthquake probability from paleoseismic horizons are adapted to estimate submarine landslide probability. In both types of estimates, one has to account for the uncertainty associated with age-dating individual events as well as the open time intervals before and after the observed sequence of landslides. For observed sequences of submarine landslides, we typically only have the age date of the youngest event and possibly of a seismic horizon that lies below the oldest event in a landslide sequence. We use an empirical Bayes analysis based on the Poisson-Gamma conjugate prior model specifically applied to the landslide probability problem. This model assumes that landslide events as imaged in geophysical data are independent and occur in time according to a Poisson distribution characterized by a rate parameter λ. With this method, we are able to estimate the most likely value of λ and, importantly, the range of uncertainty in this estimate. Examples considered include landslide sequences observed in the Santa Barbara Channel, California, and in Port Valdez, Alaska. We confirm that given the uncertainties of age dating that landslide complexes can be treated as single events by performing statistical test of age dates representing the main failure episode of the Holocene Storegga landslide complex.

The continual reassessment method: comparison of Bayesian stopping rules for dose-ranging studies.

Science.gov (United States)

Zohar, S; Chevret, S

2001-10-15

The continual reassessment method (CRM) provides a Bayesian estimation of the maximum tolerated dose (MTD) in phase I clinical trials and is also used to estimate the minimal efficacy dose (MED) in phase II clinical trials. In this paper we propose Bayesian stopping rules for the CRM, based on either posterior or predictive probability distributions that can be applied sequentially during the trial. These rules aim at early detection of either the mis-choice of dose range or a prefixed gain in the point estimate or accuracy of estimated probability of response associated with the MTD (or MED). They were compared through a simulation study under six situations that could represent the underlying unknown dose-response (either toxicity or failure) relationship, in terms of sample size, probability of correct selection and bias of the response probability associated to the MTD (or MED). Our results show that the stopping rules act correctly, with early stopping by using the two first rules based on the posterior distribution when the actual underlying dose-response relationship is far from that initially supposed, while the rules based on predictive gain functions provide a discontinuation of inclusions whatever the actual dose-response curve after 20 patients on average, that is, depending mostly on the accumulated data. The stopping rules were then applied to a data set from a dose-ranging phase II clinical trial aiming at estimating the MED dose of midazolam in the sedation of infants during cardiac catheterization. All these findings suggest the early use of the two first rules to detect a mis-choice of dose range, while they confirm the requirement of including at least 20 patients at the same dose to reach an accurate estimate of MTD (MED). A two-stage design is under study. Copyright 2001 John Wiley & Sons, Ltd.

The estimation of small probabilities and risk assessment

International Nuclear Information System (INIS)

Kalbfleisch, J.D.; Lawless, J.F.; MacKay, R.J.

1982-01-01

The primary contribution of statistics to risk assessment is in the estimation of probabilities. Frequently the probabilities in question are small, and their estimation is particularly difficult. The authors consider three examples illustrating some problems inherent in the estimation of small probabilities

Information-theoretic methods for estimating of complicated probability distributions

CERN Document Server

Zong, Zhi

2006-01-01

Mixing up various disciplines frequently produces something that are profound and far-reaching. Cybernetics is such an often-quoted example. Mix of information theory, statistics and computing technology proves to be very useful, which leads to the recent development of information-theory based methods for estimating complicated probability distributions. Estimating probability distribution of a random variable is the fundamental task for quite some fields besides statistics, such as reliability, probabilistic risk analysis (PSA), machine learning, pattern recognization, image processing, neur

Dangerous "spin": the probability myth of evidence-based prescribing - a Merleau-Pontyian approach.

Science.gov (United States)

Morstyn, Ron

2011-08-01

The aim of this study was to examine logical positivist statistical probability statements used to support and justify "evidence-based" prescribing rules in psychiatry when viewed from the major philosophical theories of probability, and to propose "phenomenological probability" based on Maurice Merleau-Ponty's philosophy of "phenomenological positivism" as a better clinical and ethical basis for psychiatric prescribing. The logical positivist statistical probability statements which are currently used to support "evidence-based" prescribing rules in psychiatry have little clinical or ethical justification when subjected to critical analysis from any of the major theories of probability and represent dangerous "spin" because they necessarily exclude the individual , intersubjective and ambiguous meaning of mental illness. A concept of "phenomenological probability" founded on Merleau-Ponty's philosophy of "phenomenological positivism" overcomes the clinically destructive "objectivist" and "subjectivist" consequences of logical positivist statistical probability and allows psychopharmacological treatments to be appropriately integrated into psychiatric treatment.

Demonstration Integrated Knowledge-Based System for Estimating Human Error Probabilities

Energy Technology Data Exchange (ETDEWEB)

Auflick, Jack L.

1999-04-21

Human Reliability Analysis (HRA) is currently comprised of at least 40 different methods that are used to analyze, predict, and evaluate human performance in probabilistic terms. Systematic HRAs allow analysts to examine human-machine relationships, identify error-likely situations, and provide estimates of relative frequencies for human errors on critical tasks, highlighting the most beneficial areas for system improvements. Unfortunately, each of HRA's methods has a different philosophical approach, thereby producing estimates of human error probabilities (HEPs) that area better or worse match to the error likely situation of interest. Poor selection of methodology, or the improper application of techniques can produce invalid HEP estimates, where that erroneous estimation of potential human failure could have potentially severe consequences in terms of the estimated occurrence of injury, death, and/or property damage.

Estimating the Probability of Traditional Copying, Conditional on Answer-Copying Statistics.

Science.gov (United States)

Allen, Jeff; Ghattas, Andrew

2016-06-01

Statistics for detecting copying on multiple-choice tests produce p values measuring the probability of a value at least as large as that observed, under the null hypothesis of no copying. The posterior probability of copying is arguably more relevant than the p value, but cannot be derived from Bayes' theorem unless the population probability of copying and probability distribution of the answer-copying statistic under copying are known. In this article, the authors develop an estimator for the posterior probability of copying that is based on estimable quantities and can be used with any answer-copying statistic. The performance of the estimator is evaluated via simulation, and the authors demonstrate how to apply the formula using actual data. Potential uses, generalizability to other types of cheating, and limitations of the approach are discussed.

Quantum Probabilities as Behavioral Probabilities

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Vyacheslav I. Yukalov

2017-03-01

Full Text Available We demonstrate that behavioral probabilities of human decision makers share many common features with quantum probabilities. This does not imply that humans are some quantum objects, but just shows that the mathematics of quantum theory is applicable to the description of human decision making. The applicability of quantum rules for describing decision making is connected with the nontrivial process of making decisions in the case of composite prospects under uncertainty. Such a process involves deliberations of a decision maker when making a choice. In addition to the evaluation of the utilities of considered prospects, real decision makers also appreciate their respective attractiveness. Therefore, human choice is not based solely on the utility of prospects, but includes the necessity of resolving the utility-attraction duality. In order to justify that human consciousness really functions similarly to the rules of quantum theory, we develop an approach defining human behavioral probabilities as the probabilities determined by quantum rules. We show that quantum behavioral probabilities of humans do not merely explain qualitatively how human decisions are made, but they predict quantitative values of the behavioral probabilities. Analyzing a large set of empirical data, we find good quantitative agreement between theoretical predictions and observed experimental data.

The estimated lifetime probability of acquiring human papillomavirus in the United States.

Science.gov (United States)

Chesson, Harrell W; Dunne, Eileen F; Hariri, Susan; Markowitz, Lauri E

2014-11-01

Estimates of the lifetime probability of acquiring human papillomavirus (HPV) can help to quantify HPV incidence, illustrate how common HPV infection is, and highlight the importance of HPV vaccination. We developed a simple model, based primarily on the distribution of lifetime numbers of sex partners across the population and the per-partnership probability of acquiring HPV, to estimate the lifetime probability of acquiring HPV in the United States in the time frame before HPV vaccine availability. We estimated the average lifetime probability of acquiring HPV among those with at least 1 opposite sex partner to be 84.6% (range, 53.6%-95.0%) for women and 91.3% (range, 69.5%-97.7%) for men. Under base case assumptions, more than 80% of women and men acquire HPV by age 45 years. Our results are consistent with estimates in the existing literature suggesting a high lifetime probability of HPV acquisition and are supported by cohort studies showing high cumulative HPV incidence over a relatively short period, such as 3 to 5 years.

Probability Estimation in the Framework of Intuitionistic Fuzzy Evidence Theory

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Yafei Song

2015-01-01

Full Text Available Intuitionistic fuzzy (IF evidence theory, as an extension of Dempster-Shafer theory of evidence to the intuitionistic fuzzy environment, is exploited to process imprecise and vague information. Since its inception, much interest has been concentrated on IF evidence theory. Many works on the belief functions in IF information systems have appeared. Although belief functions on the IF sets can deal with uncertainty and vagueness well, it is not convenient for decision making. This paper addresses the issue of probability estimation in the framework of IF evidence theory with the hope of making rational decision. Background knowledge about evidence theory, fuzzy set, and IF set is firstly reviewed, followed by introduction of IF evidence theory. Axiomatic properties of probability distribution are then proposed to assist our interpretation. Finally, probability estimations based on fuzzy and IF belief functions together with their proofs are presented. It is verified that the probability estimation method based on IF belief functions is also potentially applicable to classical evidence theory and fuzzy evidence theory. Moreover, IF belief functions can be combined in a convenient way once they are transformed to interval-valued possibilities.

Estimation of the age-specific per-contact probability of Ebola virus transmission in Liberia using agent-based simulations

Science.gov (United States)

Siettos, Constantinos I.; Anastassopoulou, Cleo; Russo, Lucia; Grigoras, Christos; Mylonakis, Eleftherios

2016-06-01

Based on multiscale agent-based computations we estimated the per-contact probability of transmission by age of the Ebola virus disease (EVD) that swept through Liberia from May 2014 to March 2015. For the approximation of the epidemic dynamics we have developed a detailed agent-based model with small-world interactions between individuals categorized by age. For the estimation of the structure of the evolving contact network as well as the per-contact transmission probabilities by age group we exploited the so called Equation-Free framework. Model parameters were fitted to official case counts reported by the World Health Organization (WHO) as well as to recently published data of key epidemiological variables, such as the mean time to death, recovery and the case fatality rate.

The probability estimate of the defects of the asynchronous motors based on the complex method of diagnostics

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Zhukovskiy, Yu L.; Korolev, N. A.; Babanova, I. S.; Boikov, A. V.

2017-10-01

This article is devoted to the development of a method for probability estimate of failure of an asynchronous motor as a part of electric drive with a frequency converter. The proposed method is based on a comprehensive method of diagnostics of vibration and electrical characteristics that take into account the quality of the supply network and the operating conditions. The developed diagnostic system allows to increase the accuracy and quality of diagnoses by determining the probability of failure-free operation of the electromechanical equipment, when the parameters deviate from the norm. This system uses an artificial neural networks (ANNs). The results of the system for estimator the technical condition are probability diagrams of the technical state and quantitative evaluation of the defects of the asynchronous motor and its components.

Probability Theory Plus Noise: Descriptive Estimation and Inferential Judgment.

Science.gov (United States)

Costello, Fintan; Watts, Paul

2018-01-01

We describe a computational model of two central aspects of people's probabilistic reasoning: descriptive probability estimation and inferential probability judgment. This model assumes that people's reasoning follows standard frequentist probability theory, but it is subject to random noise. This random noise has a regressive effect in descriptive probability estimation, moving probability estimates away from normative probabilities and toward the center of the probability scale. This random noise has an anti-regressive effect in inferential judgement, however. These regressive and anti-regressive effects explain various reliable and systematic biases seen in people's descriptive probability estimation and inferential probability judgment. This model predicts that these contrary effects will tend to cancel out in tasks that involve both descriptive estimation and inferential judgement, leading to unbiased responses in those tasks. We test this model by applying it to one such task, described by Gallistel et al. ). Participants' median responses in this task were unbiased, agreeing with normative probability theory over the full range of responses. Our model captures the pattern of unbiased responses in this task, while simultaneously explaining systematic biases away from normatively correct probabilities seen in other tasks. Copyright © 2018 Cognitive Science Society, Inc.

Optimizing Probability of Detection Point Estimate Demonstration

Science.gov (United States)

Koshti, Ajay M.

2017-01-01

Probability of detection (POD) analysis is used in assessing reliably detectable flaw size in nondestructive evaluation (NDE). MIL-HDBK-18231and associated mh18232POD software gives most common methods of POD analysis. Real flaws such as cracks and crack-like flaws are desired to be detected using these NDE methods. A reliably detectable crack size is required for safe life analysis of fracture critical parts. The paper provides discussion on optimizing probability of detection (POD) demonstration experiments using Point Estimate Method. POD Point estimate method is used by NASA for qualifying special NDE procedures. The point estimate method uses binomial distribution for probability density. Normally, a set of 29 flaws of same size within some tolerance are used in the demonstration. The optimization is performed to provide acceptable value for probability of passing demonstration (PPD) and achieving acceptable value for probability of false (POF) calls while keeping the flaw sizes in the set as small as possible.

A PROBABILITY BASED APPROACH FOR THE ALLOCATION OF PLAYER DRAFT SELECTIONS IN AUSTRALIAN RULES FOOTBALL

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Anthony Bedford

2006-12-01

Full Text Available Australian Rules Football, governed by the Australian Football League (AFL is the most popular winter sport played in Australia. Like North American team based leagues such as the NFL, NBA and NHL, the AFL uses a draft system for rookie players to join a team's list. The existing method of allocating draft selections in the AFL is simply based on the reverse order of each team's finishing position for that season, with teams winning less than or equal to 5 regular season matches obtaining an additional early round priority draft pick. Much criticism has been levelled at the existing system since it rewards losing teams and does not encourage poorly performing teams to win matches once their season is effectively over. We propose a probability-based system that allocates a score based on teams that win 'unimportant' matches (akin to Carl Morris' definition of importance. We base the calculation of 'unimportance' on the likelihood of a team making the final eight following each round of the season. We then investigate a variety of approaches based on the 'unimportance' measure to derive a score for 'unimportant' and unlikely wins. We explore derivatives of this system, compare past draft picks with those obtained under our system, and discuss the attractiveness of teams knowing the draft reward for winning each match in a season

Multifractals embedded in short time series: An unbiased estimation of probability moment

Science.gov (United States)

Qiu, Lu; Yang, Tianguang; Yin, Yanhua; Gu, Changgui; Yang, Huijie

2016-12-01

An exact estimation of probability moments is the base for several essential concepts, such as the multifractals, the Tsallis entropy, and the transfer entropy. By means of approximation theory we propose a new method called factorial-moment-based estimation of probability moments. Theoretical prediction and computational results show that it can provide us an unbiased estimation of the probability moments of continuous order. Calculations on probability redistribution model verify that it can extract exactly multifractal behaviors from several hundred recordings. Its powerfulness in monitoring evolution of scaling behaviors is exemplified by two empirical cases, i.e., the gait time series for fast, normal, and slow trials of a healthy volunteer, and the closing price series for Shanghai stock market. By using short time series with several hundred lengths, a comparison with the well-established tools displays significant advantages of its performance over the other methods. The factorial-moment-based estimation can evaluate correctly the scaling behaviors in a scale range about three generations wider than the multifractal detrended fluctuation analysis and the basic estimation. The estimation of partition function given by the wavelet transform modulus maxima has unacceptable fluctuations. Besides the scaling invariance focused in the present paper, the proposed factorial moment of continuous order can find its various uses, such as finding nonextensive behaviors of a complex system and reconstructing the causality relationship network between elements of a complex system.

Use of probabilistic methods for estimating failure probabilities and directing ISI-efforts

Energy Technology Data Exchange (ETDEWEB)

Nilsson, F; Brickstad, B [University of Uppsala, (Switzerland)

1988-12-31

Some general aspects of the role of Non Destructive Testing (NDT) efforts on the resulting probability of core damage is discussed. A simple model for the estimation of the pipe break probability due to IGSCC is discussed. It is partly based on analytical procedures, partly on service experience from the Swedish BWR program. Estimates of the break probabilities indicate that further studies are urgently needed. It is found that the uncertainties about the initial crack configuration are large contributors to the total uncertainty. Some effects of the inservice inspection are studied and it is found that the detection probabilities influence the failure probabilities. (authors).

Estimation of component failure probability from masked binomial system testing data

International Nuclear Information System (INIS)

Tan Zhibin

2005-01-01

The component failure probability estimates from analysis of binomial system testing data are very useful because they reflect the operational failure probability of components in the field which is similar to the test environment. In practice, this type of analysis is often confounded by the problem of data masking: the status of tested components is unknown. Methods in considering this type of uncertainty are usually computationally intensive and not practical to solve the problem for complex systems. In this paper, we consider masked binomial system testing data and develop a probabilistic model to efficiently estimate component failure probabilities. In the model, all system tests are classified into test categories based on component coverage. Component coverage of test categories is modeled by a bipartite graph. Test category failure probabilities conditional on the status of covered components are defined. An EM algorithm to estimate component failure probabilities is developed based on a simple but powerful concept: equivalent failures and tests. By simulation we not only demonstrate the convergence and accuracy of the algorithm but also show that the probabilistic model is capable of analyzing systems in series, parallel and any other user defined structures. A case study illustrates an application in test case prioritization

Formulating informative, data-based priors for failure probability estimation in reliability analysis

International Nuclear Information System (INIS)

Guikema, Seth D.

2007-01-01

Priors play an important role in the use of Bayesian methods in risk analysis, and using all available information to formulate an informative prior can lead to more accurate posterior inferences. This paper examines the practical implications of using five different methods for formulating an informative prior for a failure probability based on past data. These methods are the method of moments, maximum likelihood (ML) estimation, maximum entropy estimation, starting from a non-informative 'pre-prior', and fitting a prior based on confidence/credible interval matching. The priors resulting from the use of these different methods are compared qualitatively, and the posteriors are compared quantitatively based on a number of different scenarios of observed data used to update the priors. The results show that the amount of information assumed in the prior makes a critical difference in the accuracy of the posterior inferences. For situations in which the data used to formulate the informative prior is an accurate reflection of the data that is later observed, the ML approach yields the minimum variance posterior. However, the maximum entropy approach is more robust to differences between the data used to formulate the prior and the observed data because it maximizes the uncertainty in the prior subject to the constraints imposed by the past data

Estimating the probability of rare events: addressing zero failure data.

Science.gov (United States)

Quigley, John; Revie, Matthew

2011-07-01

Traditional statistical procedures for estimating the probability of an event result in an estimate of zero when no events are realized. Alternative inferential procedures have been proposed for the situation where zero events have been realized but often these are ad hoc, relying on selecting methods dependent on the data that have been realized. Such data-dependent inference decisions violate fundamental statistical principles, resulting in estimation procedures whose benefits are difficult to assess. In this article, we propose estimating the probability of an event occurring through minimax inference on the probability that future samples of equal size realize no more events than that in the data on which the inference is based. Although motivated by inference on rare events, the method is not restricted to zero event data and closely approximates the maximum likelihood estimate (MLE) for nonzero data. The use of the minimax procedure provides a risk adverse inferential procedure where there are no events realized. A comparison is made with the MLE and regions of the underlying probability are identified where this approach is superior. Moreover, a comparison is made with three standard approaches to supporting inference where no event data are realized, which we argue are unduly pessimistic. We show that for situations of zero events the estimator can be simply approximated with 1/2.5n, where n is the number of trials. © 2011 Society for Risk Analysis.

Heuristics can produce surprisingly rational probability estimates: Comment on Costello and Watts (2014).

Science.gov (United States)

Nilsson, Håkan; Juslin, Peter; Winman, Anders

2016-01-01

Costello and Watts (2014) present a model assuming that people's knowledge of probabilities adheres to probability theory, but that their probability judgments are perturbed by a random noise in the retrieval from memory. Predictions for the relationships between probability judgments for constituent events and their disjunctions and conjunctions, as well as for sums of such judgments were derived from probability theory. Costello and Watts (2014) report behavioral data showing that subjective probability judgments accord with these predictions. Based on the finding that subjective probability judgments follow probability theory, Costello and Watts (2014) conclude that the results imply that people's probability judgments embody the rules of probability theory and thereby refute theories of heuristic processing. Here, we demonstrate the invalidity of this conclusion by showing that all of the tested predictions follow straightforwardly from an account assuming heuristic probability integration (Nilsson, Winman, Juslin, & Hansson, 2009). We end with a discussion of a number of previous findings that harmonize very poorly with the predictions by the model suggested by Costello and Watts (2014). (c) 2015 APA, all rights reserved).

Internal Medicine residents use heuristics to estimate disease probability

OpenAIRE

Phang, Sen Han; Ravani, Pietro; Schaefer, Jeffrey; Wright, Bruce; McLaughlin, Kevin

2015-01-01

Background: Training in Bayesian reasoning may have limited impact on accuracy of probability estimates. In this study, our goal was to explore whether residents previously exposed to Bayesian reasoning use heuristics rather than Bayesian reasoning to estimate disease probabilities. We predicted that if residents use heuristics then post-test probability estimates would be increased by non-discriminating clinical features or a high anchor for a target condition. Method: We randomized 55 In...

FUZZY MODELING BY SUCCESSIVE ESTIMATION OF RULES ...

African Journals Online (AJOL)

This paper presents an algorithm for automatically deriving fuzzy rules directly from a set of input-output data of a process for the purpose of modeling. The rules are extracted by a method termed successive estimation. This method is used to generate a model without truncating the number of fired rules, to within user ...

Rule-Based and Case-Based Reasoning in Housing Prices

OpenAIRE

Gabrielle Gayer; Itzhak Gilboa; Offer Lieberman

2004-01-01

People reason about real-estate prices both in terms of general rules and in terms of analogies to similar cases. We propose to empirically test which mode of reasoning fits the data better. To this end, we develop the statistical techniques required for the estimation of the case-based model. It is hypothesized that case-based reasoning will have relatively more explanatory power in databases of rental apartments, whereas rule-based reasoning will have a relative advantage in sales data. We ...

Probability shapes perceptual precision: A study in orientation estimation.

Science.gov (United States)

Jabar, Syaheed B; Anderson, Britt

2015-12-01

Probability is known to affect perceptual estimations, but an understanding of mechanisms is lacking. Moving beyond binary classification tasks, we had naive participants report the orientation of briefly viewed gratings where we systematically manipulated contingent probability. Participants rapidly developed faster and more precise estimations for high-probability tilts. The shapes of their error distributions, as indexed by a kurtosis measure, also showed a distortion from Gaussian. This kurtosis metric was robust, capturing probability effects that were graded, contextual, and varying as a function of stimulus orientation. Our data can be understood as a probability-induced reduction in the variability or "shape" of estimation errors, as would be expected if probability affects the perceptual representations. As probability manipulations are an implicit component of many endogenous cuing paradigms, changes at the perceptual level could account for changes in performance that might have traditionally been ascribed to "attention." (c) 2015 APA, all rights reserved).

Time of Arrival Estimation in Probability-Controlled Generalized CDMA Systems

Directory of Open Access Journals (Sweden)

Hagit Messer

2007-11-01

Full Text Available In recent years, more and more wireless communications systems are required to provide also a positioning measurement. In code division multiple access (CDMA communication systems, the positioning accuracy is significantly degraded by the multiple access interference (MAI caused by other users in the system. This MAI is commonly managed by a power control mechanism, and yet, MAI has a major effect on positioning accuracy. Probability control is a recently introduced interference management mechanism. In this mechanism, a user with excess power chooses not to transmit some of its symbols. The information in the nontransmitted symbols is recovered by an error-correcting code (ECC, while all other users receive a more reliable data during these quiet periods. Previous research had shown that the implementation of a probability control mechanism can significantly reduce the MAI. In this paper, we show that probability control also improves the positioning accuracy. We focus on time-of-arrival (TOA based positioning systems. We analyze the TOA estimation performance in a generalized CDMA system, in which the probability control mechanism is employed, where the transmitted signal is noncontinuous with a symbol transmission probability smaller than 1. The accuracy of the TOA estimation is determined using appropriate modifications of the Cramer-Rao bound on the delay estimation. Keeping the average transmission power constant, we show that the TOA accuracy of each user does not depend on its transmission probability, while being a nondecreasing function of the transmission probability of any other user. Therefore, a generalized, noncontinuous CDMA system with a probability control mechanism can always achieve better positioning performance, for all users in the network, than a conventional, continuous, CDMA system.

A framework to estimate probability of diagnosis error in NPP advanced MCR

International Nuclear Information System (INIS)

Kim, Ar Ryum; Kim, Jong Hyun; Jang, Inseok; Seong, Poong Hyun

2018-01-01

Highlights: •As new type of MCR has been installed in NPPs, the work environment is considerably changed. •A new framework to estimate operators’ diagnosis error probabilities should be proposed. •Diagnosis error data were extracted from the full-scope simulator of the advanced MCR. •Using Bayesian inference, a TRC model was updated for use in advanced MCR. -- Abstract: Recently, a new type of main control room (MCR) has been adopted in nuclear power plants (NPPs). The new MCR, known as the advanced MCR, consists of digitalized human-system interfaces (HSIs), computer-based procedures (CPS), and soft controls while the conventional MCR includes many alarm tiles, analog indicators, hard-wired control devices, and paper-based procedures. These changes significantly affect the generic activities of the MCR operators, in relation to diagnostic activities. The aim of this paper is to suggest a framework to estimate the probabilities of diagnosis errors in the advanced MCR by updating a time reliability correlation (TRC) model. Using Bayesian inference, the TRC model was updated with the probabilities of diagnosis errors. Here, the diagnosis error data were collected from a full-scope simulator of the advanced MCR. To do this, diagnosis errors were determined based on an information processing model and their probabilities were calculated. However, these calculated probabilities of diagnosis errors were largely affected by context factors such as procedures, HSI, training, and others, known as PSFs (Performance Shaping Factors). In order to obtain the nominal diagnosis error probabilities, the weightings of PSFs were also evaluated. Then, with the nominal diagnosis error probabilities, the TRC model was updated. This led to the proposal of a framework to estimate the nominal probabilities of diagnosis errors in the advanced MCR.

Estimation of functional failure probability of passive systems based on adaptive importance sampling method

International Nuclear Information System (INIS)

Wang Baosheng; Wang Dongqing; Zhang Jianmin; Jiang Jing

2012-01-01

In order to estimate the functional failure probability of passive systems, an innovative adaptive importance sampling methodology is presented. In the proposed methodology, information of variables is extracted with some pre-sampling of points in the failure region. An important sampling density is then constructed from the sample distribution in the failure region. Taking the AP1000 passive residual heat removal system as an example, the uncertainties related to the model of a passive system and the numerical values of its input parameters are considered in this paper. And then the probability of functional failure is estimated with the combination of the response surface method and adaptive importance sampling method. The numerical results demonstrate the high computed efficiency and excellent computed accuracy of the methodology compared with traditional probability analysis methods. (authors)

Aniseikonia quantification: error rate of rule of thumb estimation.

Science.gov (United States)

Lubkin, V; Shippman, S; Bennett, G; Meininger, D; Kramer, P; Poppinga, P

1999-01-01

To find the error rate in quantifying aniseikonia by using "Rule of Thumb" estimation in comparison with proven space eikonometry. Study 1: 24 adult pseudophakic individuals were measured for anisometropia, and astigmatic interocular difference. Rule of Thumb quantification for prescription was calculated and compared with aniseikonia measurement by the classical Essilor Projection Space Eikonometer. Study 2: parallel analysis was performed on 62 consecutive phakic patients from our strabismus clinic group. Frequency of error: For Group 1 (24 cases): 5 ( or 21 %) were equal (i.e., 1% or less difference); 16 (or 67% ) were greater (more than 1% different); and 3 (13%) were less by Rule of Thumb calculation in comparison to aniseikonia determined on the Essilor eikonometer. For Group 2 (62 cases): 45 (or 73%) were equal (1% or less); 10 (or 16%) were greater; and 7 (or 11%) were lower in the Rule of Thumb calculations in comparison to Essilor eikonometry. Magnitude of error: In Group 1, in 10/24 (29%) aniseikonia by Rule of Thumb estimation was 100% or more greater than by space eikonometry, and in 6 of those ten by 200% or more. In Group 2, in 4/62 (6%) aniseikonia by Rule of Thumb estimation was 200% or more greater than by space eikonometry. The frequency and magnitude of apparent clinical errors of Rule of Thumb estimation is disturbingly large. This problem is greatly magnified by the time and effort and cost of prescribing and executing an aniseikonic correction for a patient. The higher the refractive error, the greater the anisometropia, and the worse the errors in Rule of Thumb estimation of aniseikonia. Accurate eikonometric methods and devices should be employed in all cases where such measurements can be made. Rule of thumb estimations should be limited to cases where such subjective testing and measurement cannot be performed, as in infants after unilateral cataract surgery.

Developing a probability-based model of aquifer vulnerability in an agricultural region

Science.gov (United States)

Chen, Shih-Kai; Jang, Cheng-Shin; Peng, Yi-Huei

2013-04-01

SummaryHydrogeological settings of aquifers strongly influence the regional groundwater movement and pollution processes. Establishing a map of aquifer vulnerability is considerably critical for planning a scheme of groundwater quality protection. This study developed a novel probability-based DRASTIC model of aquifer vulnerability in the Choushui River alluvial fan, Taiwan, using indicator kriging and to determine various risk categories of contamination potentials based on estimated vulnerability indexes. Categories and ratings of six parameters in the probability-based DRASTIC model were probabilistically characterized according to the parameter classification methods of selecting a maximum estimation probability and calculating an expected value. Moreover, the probability-based estimation and assessment gave us an excellent insight into propagating the uncertainty of parameters due to limited observation data. To examine the prediction capacity of pollutants for the developed probability-based DRASTIC model, medium, high, and very high risk categories of contamination potentials were compared with observed nitrate-N exceeding 0.5 mg/L indicating the anthropogenic groundwater pollution. The analyzed results reveal that the developed probability-based DRASTIC model is capable of predicting high nitrate-N groundwater pollution and characterizing the parameter uncertainty via the probability estimation processes.

Estimation of post-test probabilities by residents: Bayesian reasoning versus heuristics?

Science.gov (United States)

Hall, Stacey; Phang, Sen Han; Schaefer, Jeffrey P; Ghali, William; Wright, Bruce; McLaughlin, Kevin

2014-08-01

Although the process of diagnosing invariably begins with a heuristic, we encourage our learners to support their diagnoses by analytical cognitive processes, such as Bayesian reasoning, in an attempt to mitigate the effects of heuristics on diagnosing. There are, however, limited data on the use ± impact of Bayesian reasoning on the accuracy of disease probability estimates. In this study our objective was to explore whether Internal Medicine residents use a Bayesian process to estimate disease probabilities by comparing their disease probability estimates to literature-derived Bayesian post-test probabilities. We gave 35 Internal Medicine residents four clinical vignettes in the form of a referral letter and asked them to estimate the post-test probability of the target condition in each case. We then compared these to literature-derived probabilities. For each vignette the estimated probability was significantly different from the literature-derived probability. For the two cases with low literature-derived probability our participants significantly overestimated the probability of these target conditions being the correct diagnosis, whereas for the two cases with high literature-derived probability the estimated probability was significantly lower than the calculated value. Our results suggest that residents generate inaccurate post-test probability estimates. Possible explanations for this include ineffective application of Bayesian reasoning, attribute substitution whereby a complex cognitive task is replaced by an easier one (e.g., a heuristic), or systematic rater bias, such as central tendency bias. Further studies are needed to identify the reasons for inaccuracy of disease probability estimates and to explore ways of improving accuracy.

Fisher classifier and its probability of error estimation

Science.gov (United States)

Chittineni, C. B.

1979-01-01

Computationally efficient expressions are derived for estimating the probability of error using the leave-one-out method. The optimal threshold for the classification of patterns projected onto Fisher's direction is derived. A simple generalization of the Fisher classifier to multiple classes is presented. Computational expressions are developed for estimating the probability of error of the multiclass Fisher classifier.

Development of an integrated system for estimating human error probabilities

Energy Technology Data Exchange (ETDEWEB)

Auflick, J.L.; Hahn, H.A.; Morzinski, J.A.

1998-12-01

This is the final report of a three-year, Laboratory Directed Research and Development (LDRD) project at the Los Alamos National Laboratory (LANL). This project had as its main objective the development of a Human Reliability Analysis (HRA), knowledge-based expert system that would provide probabilistic estimates for potential human errors within various risk assessments, safety analysis reports, and hazard assessments. HRA identifies where human errors are most likely, estimates the error rate for individual tasks, and highlights the most beneficial areas for system improvements. This project accomplished three major tasks. First, several prominent HRA techniques and associated databases were collected and translated into an electronic format. Next, the project started a knowledge engineering phase where the expertise, i.e., the procedural rules and data, were extracted from those techniques and compiled into various modules. Finally, these modules, rules, and data were combined into a nearly complete HRA expert system.

Two-step estimation in ratio-of-mediator-probability weighted causal mediation analysis.

Science.gov (United States)

Bein, Edward; Deutsch, Jonah; Hong, Guanglei; Porter, Kristin E; Qin, Xu; Yang, Cheng

2018-04-15

This study investigates appropriate estimation of estimator variability in the context of causal mediation analysis that employs propensity score-based weighting. Such an analysis decomposes the total effect of a treatment on the outcome into an indirect effect transmitted through a focal mediator and a direct effect bypassing the mediator. Ratio-of-mediator-probability weighting estimates these causal effects by adjusting for the confounding impact of a large number of pretreatment covariates through propensity score-based weighting. In step 1, a propensity score model is estimated. In step 2, the causal effects of interest are estimated using weights derived from the prior step's regression coefficient estimates. Statistical inferences obtained from this 2-step estimation procedure are potentially problematic if the estimated standard errors of the causal effect estimates do not reflect the sampling uncertainty in the estimation of the weights. This study extends to ratio-of-mediator-probability weighting analysis a solution to the 2-step estimation problem by stacking the score functions from both steps. We derive the asymptotic variance-covariance matrix for the indirect effect and direct effect 2-step estimators, provide simulation results, and illustrate with an application study. Our simulation results indicate that the sampling uncertainty in the estimated weights should not be ignored. The standard error estimation using the stacking procedure offers a viable alternative to bootstrap standard error estimation. We discuss broad implications of this approach for causal analysis involving propensity score-based weighting. Copyright © 2018 John Wiley & Sons, Ltd.

Estimates of annual survival probabilities for adult Florida manatees (Trichechus manatus latirostris)

Science.gov (United States)

Langtimm, C.A.; O'Shea, T.J.; Pradel, R.; Beck, C.A.

1998-01-01

The population dynamics of large, long-lived mammals are particularly sensitive to changes in adult survival. Understanding factors affecting survival patterns is therefore critical for developing and testing theories of population dynamics and for developing management strategies aimed at preventing declines or extinction in such taxa. Few studies have used modern analytical approaches for analyzing variation and testing hypotheses about survival probabilities in large mammals. This paper reports a detailed analysis of annual adult survival in the Florida manatee (Trichechus manatus latirostris), an endangered marine mammal, based on a mark-recapture approach. Natural and boat-inflicted scars distinctively 'marked' individual manatees that were cataloged in a computer-based photographic system. Photo-documented resightings provided 'recaptures.' Using open population models, annual adult-survival probabilities were estimated for manatees observed in winter in three areas of Florida: Blue Spring, Crystal River, and the Atlantic coast. After using goodness-of-fit tests in Program RELEASE to search for violations of the assumptions of mark-recapture analysis, survival and sighting probabilities were modeled under several different biological hypotheses with Program SURGE. Estimates of mean annual probability of sighting varied from 0.948 for Blue Spring to 0.737 for Crystal River and 0.507 for the Atlantic coast. At Crystal River and Blue Spring, annual survival probabilities were best estimated as constant over the study period at 0.96 (95% CI = 0.951-0.975 and 0.900-0.985, respectively). On the Atlantic coast, where manatees are impacted more by human activities, annual survival probabilities had a significantly lower mean estimate of 0.91 (95% CI = 0.887-0.926) and varied unpredictably over the study period. For each study area, survival did not differ between sexes and was independent of relative adult age. The high constant adult-survival probabilities estimated

An Alternative Teaching Method of Conditional Probabilities and Bayes' Rule: An Application of the Truth Table

Science.gov (United States)

Satake, Eiki; Vashlishan Murray, Amy

2015-01-01

This paper presents a comparison of three approaches to the teaching of probability to demonstrate how the truth table of elementary mathematical logic can be used to teach the calculations of conditional probabilities. Students are typically introduced to the topic of conditional probabilities--especially the ones that involve Bayes' rule--with…

Internal Medicine residents use heuristics to estimate disease probability.

Science.gov (United States)

Phang, Sen Han; Ravani, Pietro; Schaefer, Jeffrey; Wright, Bruce; McLaughlin, Kevin

2015-01-01

Training in Bayesian reasoning may have limited impact on accuracy of probability estimates. In this study, our goal was to explore whether residents previously exposed to Bayesian reasoning use heuristics rather than Bayesian reasoning to estimate disease probabilities. We predicted that if residents use heuristics then post-test probability estimates would be increased by non-discriminating clinical features or a high anchor for a target condition. We randomized 55 Internal Medicine residents to different versions of four clinical vignettes and asked them to estimate probabilities of target conditions. We manipulated the clinical data for each vignette to be consistent with either 1) using a representative heuristic, by adding non-discriminating prototypical clinical features of the target condition, or 2) using anchoring with adjustment heuristic, by providing a high or low anchor for the target condition. When presented with additional non-discriminating data the odds of diagnosing the target condition were increased (odds ratio (OR) 2.83, 95% confidence interval [1.30, 6.15], p = 0.009). Similarly, the odds of diagnosing the target condition were increased when a high anchor preceded the vignette (OR 2.04, [1.09, 3.81], p = 0.025). Our findings suggest that despite previous exposure to the use of Bayesian reasoning, residents use heuristics, such as the representative heuristic and anchoring with adjustment, to estimate probabilities. Potential reasons for attribute substitution include the relative cognitive ease of heuristics vs. Bayesian reasoning or perhaps residents in their clinical practice use gist traces rather than precise probability estimates when diagnosing.

Risk-based rules for crane safety systems

Energy Technology Data Exchange (ETDEWEB)

Ruud, Stian [Section for Control Systems, DNV Maritime, 1322 Hovik (Norway)], E-mail: Stian.Ruud@dnv.com; Mikkelsen, Age [Section for Lifting Appliances, DNV Maritime, 1322 Hovik (Norway)], E-mail: Age.Mikkelsen@dnv.com

2008-09-15

The International Maritime Organisation (IMO) has recommended a method called formal safety assessment (FSA) for future development of rules and regulations. The FSA method has been applied in a pilot research project for development of risk-based rules and functional requirements for systems and components for offshore crane systems. This paper reports some developments in the project. A method for estimating target reliability for the risk-control options (safety functions) by means of the cost/benefit decision criterion has been developed in the project and is presented in this paper. Finally, a structure for risk-based rules is proposed and presented.

Risk-based rules for crane safety systems

International Nuclear Information System (INIS)

Ruud, Stian; Mikkelsen, Age

2008-01-01

The International Maritime Organisation (IMO) has recommended a method called formal safety assessment (FSA) for future development of rules and regulations. The FSA method has been applied in a pilot research project for development of risk-based rules and functional requirements for systems and components for offshore crane systems. This paper reports some developments in the project. A method for estimating target reliability for the risk-control options (safety functions) by means of the cost/benefit decision criterion has been developed in the project and is presented in this paper. Finally, a structure for risk-based rules is proposed and presented

Interrelationships Between Receiver/Relative Operating Characteristics Display, Binomial, Logit, and Bayes' Rule Probability of Detection Methodologies

Science.gov (United States)

Generazio, Edward R.

2014-01-01

Unknown risks are introduced into failure critical systems when probability of detection (POD) capabilities are accepted without a complete understanding of the statistical method applied and the interpretation of the statistical results. The presence of this risk in the nondestructive evaluation (NDE) community is revealed in common statements about POD. These statements are often interpreted in a variety of ways and therefore, the very existence of the statements identifies the need for a more comprehensive understanding of POD methodologies. Statistical methodologies have data requirements to be met, procedures to be followed, and requirements for validation or demonstration of adequacy of the POD estimates. Risks are further enhanced due to the wide range of statistical methodologies used for determining the POD capability. Receiver/Relative Operating Characteristics (ROC) Display, simple binomial, logistic regression, and Bayes' rule POD methodologies are widely used in determining POD capability. This work focuses on Hit-Miss data to reveal the framework of the interrelationships between Receiver/Relative Operating Characteristics Display, simple binomial, logistic regression, and Bayes' Rule methodologies as they are applied to POD. Knowledge of these interrelationships leads to an intuitive and global understanding of the statistical data, procedural and validation requirements for establishing credible POD estimates.

Estimating market probabilities of future interest rate changes

OpenAIRE

Hlušek, Martin

2002-01-01

The goal of this paper is to estimate the market consensus forecast of future monetary policy development and to quantify the priced-in probability of interest rate changes for different future time horizons. The proposed model uses the current spot money market yield curve and available money market derivative instruments (forward rate agreements, FRAs) and estimates the market probability of interest rate changes up to a 12-month horizon.

Survival modeling for the estimation of transition probabilities in model-based economic evaluations in the absence of individual patient data: a tutorial.

Science.gov (United States)

Diaby, Vakaramoko; Adunlin, Georges; Montero, Alberto J

2014-02-01

Survival modeling techniques are increasingly being used as part of decision modeling for health economic evaluations. As many models are available, it is imperative for interested readers to know about the steps in selecting and using the most suitable ones. The objective of this paper is to propose a tutorial for the application of appropriate survival modeling techniques to estimate transition probabilities, for use in model-based economic evaluations, in the absence of individual patient data (IPD). An illustration of the use of the tutorial is provided based on the final progression-free survival (PFS) analysis of the BOLERO-2 trial in metastatic breast cancer (mBC). An algorithm was adopted from Guyot and colleagues, and was then run in the statistical package R to reconstruct IPD, based on the final PFS analysis of the BOLERO-2 trial. It should be emphasized that the reconstructed IPD represent an approximation of the original data. Afterwards, we fitted parametric models to the reconstructed IPD in the statistical package Stata. Both statistical and graphical tests were conducted to verify the relative and absolute validity of the findings. Finally, the equations for transition probabilities were derived using the general equation for transition probabilities used in model-based economic evaluations, and the parameters were estimated from fitted distributions. The results of the application of the tutorial suggest that the log-logistic model best fits the reconstructed data from the latest published Kaplan-Meier (KM) curves of the BOLERO-2 trial. Results from the regression analyses were confirmed graphically. An equation for transition probabilities was obtained for each arm of the BOLERO-2 trial. In this paper, a tutorial was proposed and used to estimate the transition probabilities for model-based economic evaluation, based on the results of the final PFS analysis of the BOLERO-2 trial in mBC. The results of our study can serve as a basis for any model

Estimating the Probability of Vegetation to Be Groundwater Dependent Based on the Evaluation of Tree Models

Directory of Open Access Journals (Sweden)

Isabel C. Pérez Hoyos

2016-04-01

Full Text Available Groundwater Dependent Ecosystems (GDEs are increasingly threatened by humans’ rising demand for water resources. Consequently, it is imperative to identify the location of GDEs to protect them. This paper develops a methodology to identify the probability of an ecosystem to be groundwater dependent. Probabilities are obtained by modeling the relationship between the known locations of GDEs and factors influencing groundwater dependence, namely water table depth and climatic aridity index. Probabilities are derived for the state of Nevada, USA, using modeled water table depth and aridity index values obtained from the Global Aridity database. The model selected results from the performance comparison of classification trees (CT and random forests (RF. Based on a threshold-independent accuracy measure, RF has a better ability to generate probability estimates. Considering a threshold that minimizes the misclassification rate for each model, RF also proves to be more accurate. Regarding training accuracy, performance measures such as accuracy, sensitivity, and specificity are higher for RF. For the test set, higher values of accuracy and kappa for CT highlight the fact that these measures are greatly affected by low prevalence. As shown for RF, the choice of the cutoff probability value has important consequences on model accuracy and the overall proportion of locations where GDEs are found.

Detection probabilities for time-domain velocity estimation

DEFF Research Database (Denmark)

Jensen, Jørgen Arendt

1991-01-01

programs, it is demonstrated that the probability of correct estimation depends on the signal-to-noise ratio, transducer bandwidth, number of A-lines and number of samples used in the correlation estimate. The influence of applying a stationary echo-canceler is explained. The echo canceling can be modeled...

Knock probability estimation through an in-cylinder temperature model with exogenous noise

Science.gov (United States)

Bares, P.; Selmanaj, D.; Guardiola, C.; Onder, C.

2018-01-01

This paper presents a new knock model which combines a deterministic knock model based on the in-cylinder temperature and an exogenous noise disturbing this temperature. The autoignition of the end-gas is modelled by an Arrhenius-like function and the knock probability is estimated by propagating a virtual error probability distribution. Results show that the random nature of knock can be explained by uncertainties at the in-cylinder temperature estimation. The model only has one parameter for calibration and thus can be easily adapted online. In order to reduce the measurement uncertainties associated with the air mass flow sensor, the trapped mass is derived from the in-cylinder pressure resonance, which improves the knock probability estimation and reduces the number of sensors needed for the model. A four stroke SI engine was used for model validation. By varying the intake temperature, the engine speed, the injected fuel mass, and the spark advance, specific tests were conducted, which furnished data with various knock intensities and probabilities. The new model is able to predict the knock probability within a sufficient range at various operating conditions. The trapped mass obtained by the acoustical model was compared in steady conditions by using a fuel balance and a lambda sensor and differences below 1 % were found.

Expert estimation of human error probabilities in nuclear power plant operations: a review of probability assessment and scaling

International Nuclear Information System (INIS)

Stillwell, W.G.; Seaver, D.A.; Schwartz, J.P.

1982-05-01

This report reviews probability assessment and psychological scaling techniques that could be used to estimate human error probabilities (HEPs) in nuclear power plant operations. The techniques rely on expert opinion and can be used to estimate HEPs where data do not exist or are inadequate. These techniques have been used in various other contexts and have been shown to produce reasonably accurate probabilities. Some problems do exist, and limitations are discussed. Additional topics covered include methods for combining estimates from multiple experts, the effects of training on probability estimates, and some ideas on structuring the relationship between performance shaping factors and HEPs. Preliminary recommendations are provided along with cautions regarding the costs of implementing the recommendations. Additional research is required before definitive recommendations can be made

Internal Medicine residents use heuristics to estimate disease probability

Directory of Open Access Journals (Sweden)

Sen Phang

2015-12-01

Conclusions: Our findings suggest that despite previous exposure to the use of Bayesian reasoning, residents use heuristics, such as the representative heuristic and anchoring with adjustment, to estimate probabilities. Potential reasons for attribute substitution include the relative cognitive ease of heuristics vs. Bayesian reasoning or perhaps residents in their clinical practice use gist traces rather than precise probability estimates when diagnosing.

Sensitivity of probability-of-failure estimates with respect to probability of detection curve parameters

Energy Technology Data Exchange (ETDEWEB)

Garza, J. [University of Texas at San Antonio, Mechanical Engineering, 1 UTSA circle, EB 3.04.50, San Antonio, TX 78249 (United States); Millwater, H., E-mail: harry.millwater@utsa.edu [University of Texas at San Antonio, Mechanical Engineering, 1 UTSA circle, EB 3.04.50, San Antonio, TX 78249 (United States)

2012-04-15

A methodology has been developed and demonstrated that can be used to compute the sensitivity of the probability-of-failure (POF) with respect to the parameters of inspection processes that are simulated using probability of detection (POD) curves. The formulation is such that the probabilistic sensitivities can be obtained at negligible cost using sampling methods by reusing the samples used to compute the POF. As a result, the methodology can be implemented for negligible cost in a post-processing non-intrusive manner thereby facilitating implementation with existing or commercial codes. The formulation is generic and not limited to any specific random variables, fracture mechanics formulation, or any specific POD curve as long as the POD is modeled parametrically. Sensitivity estimates for the cases of different POD curves at multiple inspections, and the same POD curves at multiple inspections have been derived. Several numerical examples are presented and show excellent agreement with finite difference estimates with significant computational savings. - Highlights: Black-Right-Pointing-Pointer Sensitivity of the probability-of-failure with respect to the probability-of-detection curve. Black-Right-Pointing-Pointer The sensitivities are computed with negligible cost using Monte Carlo sampling. Black-Right-Pointing-Pointer The change in the POF due to a change in the POD curve parameters can be easily estimated.

Sensitivity of probability-of-failure estimates with respect to probability of detection curve parameters

International Nuclear Information System (INIS)

Garza, J.; Millwater, H.

2012-01-01

A methodology has been developed and demonstrated that can be used to compute the sensitivity of the probability-of-failure (POF) with respect to the parameters of inspection processes that are simulated using probability of detection (POD) curves. The formulation is such that the probabilistic sensitivities can be obtained at negligible cost using sampling methods by reusing the samples used to compute the POF. As a result, the methodology can be implemented for negligible cost in a post-processing non-intrusive manner thereby facilitating implementation with existing or commercial codes. The formulation is generic and not limited to any specific random variables, fracture mechanics formulation, or any specific POD curve as long as the POD is modeled parametrically. Sensitivity estimates for the cases of different POD curves at multiple inspections, and the same POD curves at multiple inspections have been derived. Several numerical examples are presented and show excellent agreement with finite difference estimates with significant computational savings. - Highlights: ► Sensitivity of the probability-of-failure with respect to the probability-of-detection curve. ►The sensitivities are computed with negligible cost using Monte Carlo sampling. ► The change in the POF due to a change in the POD curve parameters can be easily estimated.

Methods for estimating drought streamflow probabilities for Virginia streams

Science.gov (United States)

Austin, Samuel H.

2014-01-01

Maximum likelihood logistic regression model equations used to estimate drought flow probabilities for Virginia streams are presented for 259 hydrologic basins in Virginia. Winter streamflows were used to estimate the likelihood of streamflows during the subsequent drought-prone summer months. The maximum likelihood logistic regression models identify probable streamflows from 5 to 8 months in advance. More than 5 million streamflow daily values collected over the period of record (January 1, 1900 through May 16, 2012) were compiled and analyzed over a minimum 10-year (maximum 112-year) period of record. The analysis yielded the 46,704 equations with statistically significant fit statistics and parameter ranges published in two tables in this report. These model equations produce summer month (July, August, and September) drought flow threshold probabilities as a function of streamflows during the previous winter months (November, December, January, and February). Example calculations are provided, demonstrating how to use the equations to estimate probable streamflows as much as 8 months in advance.

Probability of Neutralization Estimation for APR1400 Physical Protection System Design Effectiveness Evaluation

Energy Technology Data Exchange (ETDEWEB)

Kim, Myungsu; Lim, Heoksoon; Na, Janghwan; Chi, Moongoo [Korea Hydro and Nuclear Power Co. Ltd. Central Research Institute, Daejeon (Korea, Republic of)

2015-05-15

It is focusing on development of a new designing process which can be compatible to international standards such as IAEA1 and NRC2 suggest. Evaluation for the design effectiveness was found as one of the areas to improve. If a design doesn't meet a certain level of effectiveness, it should be re-designed accordingly. The effectiveness can be calculated with combination of probability of Interruption and probability of neutralization. System Analysis of Vulnerability to Intrusion (SAVI) has been developed by Sandia National Laboratories for that purpose. With SNL's timely detection methodology, SAVI has been used by U.S. nuclear utilities to meet the NRC requirements for PPS design effectiveness evaluation. For the SAVI calculation, probability of neutralization is a vital input element that must be supplied. This paper describes the elements to consider for neutralization, probability estimation methodology, and the estimation for APR1400 PPS design effectiveness evaluation process. Markov chain and Monte Carlo simulation are often used for simple numerical calculation to estimate P{sub N}. The results from both methods are not always identical even for the same situation. P{sub N} values for APR1400 evaluation were calculated based on Markov chain method and modified to be applicable for guards/adversaries ratio based analysis.

Dental age estimation: the role of probability estimates at the 10 year threshold.

Science.gov (United States)

Lucas, Victoria S; McDonald, Fraser; Neil, Monica; Roberts, Graham

2014-08-01

The use of probability at the 18 year threshold has simplified the reporting of dental age estimates for emerging adults. The availability of simple to use widely available software has enabled the development of the probability threshold for individual teeth in growing children. Tooth development stage data from a previous study at the 10 year threshold were reused to estimate the probability of developing teeth being above or below the 10 year thresh-hold using the NORMDIST Function in Microsoft Excel. The probabilities within an individual subject are averaged to give a single probability that a subject is above or below 10 years old. To test the validity of this approach dental panoramic radiographs of 50 female and 50 male children within 2 years of the chronological age were assessed with the chronological age masked. Once the whole validation set of 100 radiographs had been assessed the masking was removed and the chronological age and dental age compared. The dental age was compared with chronological age to determine whether the dental age correctly or incorrectly identified a validation subject as above or below the 10 year threshold. The probability estimates correctly identified children as above or below on 94% of occasions. Only 2% of the validation group with a chronological age of less than 10 years were assigned to the over 10 year group. This study indicates the very high accuracy of assignment at the 10 year threshold. Further work at other legally important age thresholds is needed to explore the value of this approach to the technique of age estimation. Copyright © 2014. Published by Elsevier Ltd.

Probability Density Estimation Using Neural Networks in Monte Carlo Calculations

International Nuclear Information System (INIS)

Shim, Hyung Jin; Cho, Jin Young; Song, Jae Seung; Kim, Chang Hyo

2008-01-01

The Monte Carlo neutronics analysis requires the capability for a tally distribution estimation like an axial power distribution or a flux gradient in a fuel rod, etc. This problem can be regarded as a probability density function estimation from an observation set. We apply the neural network based density estimation method to an observation and sampling weight set produced by the Monte Carlo calculations. The neural network method is compared with the histogram and the functional expansion tally method for estimating a non-smooth density, a fission source distribution, and an absorption rate's gradient in a burnable absorber rod. The application results shows that the neural network method can approximate a tally distribution quite well. (authors)

Bayesian estimation of core-melt probability

International Nuclear Information System (INIS)

Lewis, H.W.

1984-01-01

A very simple application of the canonical Bayesian algorithm is made to the problem of estimation of the probability of core melt in a commercial power reactor. An approximation to the results of the Rasmussen study on reactor safety is used as the prior distribution, and the observation that there has been no core melt yet is used as the single experiment. The result is a substantial decrease in the mean probability of core melt--factors of 2 to 4 for reasonable choices of parameters. The purpose is to illustrate the procedure, not to argue for the decrease

Recommendations for the tuning of rare event probability estimators

International Nuclear Information System (INIS)

Balesdent, Mathieu; Morio, Jérôme; Marzat, Julien

2015-01-01

Being able to accurately estimate rare event probabilities is a challenging issue in order to improve the reliability of complex systems. Several powerful methods such as importance sampling, importance splitting or extreme value theory have been proposed in order to reduce the computational cost and to improve the accuracy of extreme probability estimation. However, the performance of these methods is highly correlated with the choice of tuning parameters, which are very difficult to determine. In order to highlight recommended tunings for such methods, an empirical campaign of automatic tuning on a set of representative test cases is conducted for splitting methods. It allows to provide a reduced set of tuning parameters that may lead to the reliable estimation of rare event probability for various problems. The relevance of the obtained result is assessed on a series of real-world aerospace problems

Allelic drop-out probabilities estimated by logistic regression

DEFF Research Database (Denmark)

Tvedebrink, Torben; Eriksen, Poul Svante; Asplund, Maria

2012-01-01

We discuss the model for estimating drop-out probabilities presented by Tvedebrink et al. [7] and the concerns, that have been raised. The criticism of the model has demonstrated that the model is not perfect. However, the model is very useful for advanced forensic genetic work, where allelic drop-out...... is occurring. With this discussion, we hope to improve the drop-out model, so that it can be used for practical forensic genetics and stimulate further discussions. We discuss how to estimate drop-out probabilities when using a varying number of PCR cycles and other experimental conditions....

Comparison of density estimators. [Estimation of probability density functions

Energy Technology Data Exchange (ETDEWEB)

Kao, S.; Monahan, J.F.

1977-09-01

Recent work in the field of probability density estimation has included the introduction of some new methods, such as the polynomial and spline methods and the nearest neighbor method, and the study of asymptotic properties in depth. This earlier work is summarized here. In addition, the computational complexity of the various algorithms is analyzed, as are some simulations. The object is to compare the performance of the various methods in small samples and their sensitivity to change in their parameters, and to attempt to discover at what point a sample is so small that density estimation can no longer be worthwhile. (RWR)

Estimating the probability that the Taser directly causes human ventricular fibrillation.

Science.gov (United States)

Sun, H; Haemmerich, D; Rahko, P S; Webster, J G

2010-04-01

This paper describes the first methodology and results for estimating the order of probability for Tasers directly causing human ventricular fibrillation (VF). The probability of an X26 Taser causing human VF was estimated using: (1) current density near the human heart estimated by using 3D finite-element (FE) models; (2) prior data of the maximum dart-to-heart distances that caused VF in pigs; (3) minimum skin-to-heart distances measured in erect humans by echocardiography; and (4) dart landing distribution estimated from police reports. The estimated mean probability of human VF was 0.001 for data from a pig having a chest wall resected to the ribs and 0.000006 for data from a pig with no resection when inserting a blunt probe. The VF probability for a given dart location decreased with the dart-to-heart horizontal distance (radius) on the skin surface.

Ruling Out Pulmonary Embolism in Primary Care: Comparison of the Diagnostic Performance of "Gestalt" and the Wells Rule

NARCIS (Netherlands)

Hendriksen, Janneke M. T.; Lucassen, Wim A. M.; Erkens, Petra M. G.; Stoffers, Henri E. J. H.; van Weert, Henk C. P. M.; Büller, Harry R.; Hoes, Arno W.; Moons, Karel G. M.; Geersing, Geert-Jan

2016-01-01

Diagnostic prediction models such as the Wells rule can be used for safely ruling out pulmonary embolism (PE) when it is suspected. A physician's own probability estimate ("gestalt"), however, is commonly used instead. We evaluated the diagnostic performance of both approaches in primary care.

Probability-Based Determination Methods for Service Waiting in Service-Oriented Computing Environments

Science.gov (United States)

Zeng, Sen; Huang, Shuangxi; Liu, Yang

Cooperative business processes (CBP)-based service-oriented enterprise networks (SOEN) are emerging with the significant advances of enterprise integration and service-oriented architecture. The performance prediction and optimization for CBP-based SOEN is very complex. To meet these challenges, one of the key points is to try to reduce an abstract service’s waiting number of its physical services. This paper introduces a probability-based determination method (PBDM) of an abstract service’ waiting number, M l , and time span, τ i , for its physical services. The determination of M i and τ i is according to the physical services’ arriving rule and their overall performance’s distribution functions. In PBDM, the arriving probability of the physical services with the best overall performance value is a pre-defined reliability. PBDM has made use of the information of the physical services’ arriving rule and performance distribution functions thoroughly, which will improve the computational efficiency for the scheme design and performance optimization of the collaborative business processes in service-oriented computing environments.

Probability estimation with machine learning methods for dichotomous and multicategory outcome: theory.

Science.gov (United States)

Kruppa, Jochen; Liu, Yufeng; Biau, Gérard; Kohler, Michael; König, Inke R; Malley, James D; Ziegler, Andreas

2014-07-01

Probability estimation for binary and multicategory outcome using logistic and multinomial logistic regression has a long-standing tradition in biostatistics. However, biases may occur if the model is misspecified. In contrast, outcome probabilities for individuals can be estimated consistently with machine learning approaches, including k-nearest neighbors (k-NN), bagged nearest neighbors (b-NN), random forests (RF), and support vector machines (SVM). Because machine learning methods are rarely used by applied biostatisticians, the primary goal of this paper is to explain the concept of probability estimation with these methods and to summarize recent theoretical findings. Probability estimation in k-NN, b-NN, and RF can be embedded into the class of nonparametric regression learning machines; therefore, we start with the construction of nonparametric regression estimates and review results on consistency and rates of convergence. In SVMs, outcome probabilities for individuals are estimated consistently by repeatedly solving classification problems. For SVMs we review classification problem and then dichotomous probability estimation. Next we extend the algorithms for estimating probabilities using k-NN, b-NN, and RF to multicategory outcomes and discuss approaches for the multicategory probability estimation problem using SVM. In simulation studies for dichotomous and multicategory dependent variables we demonstrate the general validity of the machine learning methods and compare it with logistic regression. However, each method fails in at least one simulation scenario. We conclude with a discussion of the failures and give recommendations for selecting and tuning the methods. Applications to real data and example code are provided in a companion article (doi:10.1002/bimj.201300077). © 2014 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Dictionary-Based Stochastic Expectation–Maximization for SAR Amplitude Probability Density Function Estimation

OpenAIRE

Moser , Gabriele; Zerubia , Josiane; Serpico , Sebastiano B.

2006-01-01

International audience; In remotely sensed data analysis, a crucial problem is represented by the need to develop accurate models for the statistics of the pixel intensities. This paper deals with the problem of probability density function (pdf) estimation in the context of synthetic aperture radar (SAR) amplitude data analysis. Several theoretical and heuristic models for the pdfs of SAR data have been proposed in the literature, which have been proved to be effective for different land-cov...

The estimation of collision probabilities in complicated geometries

International Nuclear Information System (INIS)

Roth, M.J.

1969-04-01

This paper demonstrates how collision probabilities in complicated geometries may be estimated. It is assumed that the reactor core may be divided into a number of cells each with simple geometry so that a collision probability matrix can be calculated for each cell by standard methods. It is then shown how these may be joined together. (author)

Incorporation of various uncertainties in dependent failure-probability estimation

International Nuclear Information System (INIS)

Samanta, P.K.; Mitra, S.P.

1982-01-01

This paper describes an approach that allows the incorporation of various types of uncertainties in the estimation of dependent failure (common mode failure) probability. The types of uncertainties considered are attributable to data, modeling and coupling. The method developed is applied to a class of dependent failures, i.e., multiple human failures during testing, maintenance and calibration. Estimation of these failures is critical as they have been shown to be significant contributors to core melt probability in pressurized water reactors

Ruling out pulmonary embolism in primary care : Comparison of the diagnostic performance of “gestalt” and the wells rule

NARCIS (Netherlands)

Hendriksen, Janneke M T; Lucassen, Wim A M; Erkens, Petra M G; Stoffers, Henri E J H; van Weert, Henk C P M; Büller, Harry R.; Hoes, Arno W.; Moons, Karel G M; Geersing, Geert Jan

2016-01-01

PURPOSE Diagnostic prediction models such as the Wells rule can be used for safely ruling out pulmonary embolism (PE) when it is suspected. A physician’s own probability estimate (“gestalt”), however, is commonly used instead. We evaluated the diagnostic performance of both approaches in primary

α-Cut method based importance measure for criticality analysis in fuzzy probability – Based fault tree analysis

International Nuclear Information System (INIS)

Purba, Julwan Hendry; Sony Tjahyani, D.T.; Widodo, Surip; Tjahjono, Hendro

2017-01-01

Highlights: •FPFTA deals with epistemic uncertainty using fuzzy probability. •Criticality analysis is important for reliability improvement. •An α-cut method based importance measure is proposed for criticality analysis in FPFTA. •The α-cut method based importance measure utilises α-cut multiplication, α-cut subtraction, and area defuzzification technique. •Benchmarking confirm that the proposed method is feasible for criticality analysis in FPFTA. -- Abstract: Fuzzy probability – based fault tree analysis (FPFTA) has been recently developed and proposed to deal with the limitations of conventional fault tree analysis. In FPFTA, reliabilities of basic events, intermediate events and top event are characterized by fuzzy probabilities. Furthermore, the quantification of the FPFTA is based on fuzzy multiplication rule and fuzzy complementation rule to propagate uncertainties from basic event to the top event. Since the objective of the fault tree analysis is to improve the reliability of the system being evaluated, it is necessary to find the weakest path in the system. For this purpose, criticality analysis can be implemented. Various importance measures, which are based on conventional probabilities, have been developed and proposed for criticality analysis in fault tree analysis. However, not one of those importance measures can be applied for criticality analysis in FPFTA, which is based on fuzzy probability. To be fully applied in nuclear power plant probabilistic safety assessment, FPFTA needs to have its corresponding importance measure. The objective of this study is to develop an α-cut method based importance measure to evaluate and rank the importance of basic events for criticality analysis in FPFTA. To demonstrate the applicability of the proposed measure, a case study is performed and its results are then benchmarked to the results generated by the four well known importance measures in conventional fault tree analysis. The results

A method to combine non-probability sample data with probability sample data in estimating spatial means of environmental variables

NARCIS (Netherlands)

Brus, D.J.; Gruijter, de J.J.

2003-01-01

In estimating spatial means of environmental variables of a region from data collected by convenience or purposive sampling, validity of the results can be ensured by collecting additional data through probability sampling. The precision of the pi estimator that uses the probability sample can be

Failure probability estimate of type 304 stainless steel piping

International Nuclear Information System (INIS)

Daugherty, W.L.; Awadalla, N.G.; Sindelar, R.L.; Mehta, H.S.; Ranganath, S.

1989-01-01

The primary source of in-service degradation of the SRS production reactor process water piping is intergranular stress corrosion cracking (IGSCC). IGSCC has occurred in a limited number of weld heat affected zones, areas known to be susceptible to IGSCC. A model has been developed to combine crack growth rates, crack size distributions, in-service examination reliability estimates and other considerations to estimate the pipe large-break frequency. This frequency estimates the probability that an IGSCC crack will initiate, escape detection by ultrasonic (UT) examination, and grow to instability prior to extending through-wall and being detected by the sensitive leak detection system. These events are combined as the product of four factors: (1) the probability that a given weld heat affected zone contains IGSCC; (2) the conditional probability, given the presence of IGSCC, that the cracking will escape detection during UT examination; (3) the conditional probability, given a crack escapes detection by UT, that it will not grow through-wall and be detected by leakage; (4) the conditional probability, given a crack is not detected by leakage, that it grows to instability prior to the next UT exam. These four factors estimate the occurrence of several conditions that must coexist in order for a crack to lead to a large break of the process water piping. When evaluated for the SRS production reactors, they produce an extremely low break frequency. The objective of this paper is to present the assumptions, methodology, results and conclusions of a probabilistic evaluation for the direct failure of the primary coolant piping resulting from normal operation and seismic loads. This evaluation was performed to support the ongoing PRA effort and to complement deterministic analyses addressing the credibility of a double-ended guillotine break

BIM – New rules of measurement ontology for construction cost estimation

Directory of Open Access Journals (Sweden)

F.H. Abanda

2017-04-01

Full Text Available For generations, the process of cost estimation has been manual, time-consuming and error-prone. Emerging Building Information Modelling (BIM can exploit standard measurement methods to automate cost estimation process and improve inaccuracies. Structuring standard measurement methods in an ontologically and machine readable format for a BIM software can greatly facilitate the process of improving inaccuracies in cost estimation. This study explores the development of an ontology based on New Rules of Measurement (NRM for cost estimation during the tendering stages. The methodology adopted is methontology, one of the most widely used ontology engineering methodologies. To ensure the ontology is fit for purpose, cost estimation experts are employed to check the semantics, descriptive logic-based reasoners are used to syntactically check the ontology and a leading 4D BIM modelling software is used on a case study building to test/validate the proposed ontology.

Estimation of probability of failure for damage-tolerant aerospace structures

Science.gov (United States)

Halbert, Keith

dissertation describes and develops new PDTA methodologies that directly address the deficiencies of the currently used tools. The new methods are implemented as a free, publicly licensed and open source R software package that can be downloaded from the Comprehensive R Archive Network. The tools consist of two main components. First, an explicit (and expensive) Monte Carlo approach is presented which simulates the life of an aircraft structural component flight-by-flight. This straightforward MC routine can be used to provide defensible estimates of the failure probabilities for future flights and repair probabilities for future inspections under a variety of failure and maintenance scenarios. This routine is intended to provide baseline estimates against which to compare the results of other, more efficient approaches. Second, an original approach is described which models the fatigue process and future scheduled inspections as a hidden Markov model. This model is solved using a particle-based approximation and the sequential importance sampling algorithm, which provides an efficient solution to the PDTA problem. Sequential importance sampling is an extension of importance sampling to a Markov process, allowing for efficient Bayesian updating of model parameters. This model updating capability, the benefit of which is demonstrated, is lacking in other PDTA approaches. The results of this approach are shown to agree with the results of the explicit Monte Carlo routine for a number of PDTA problems. Extensions to the typical PDTA problem, which cannot be solved using currently available tools, are presented and solved in this work. These extensions include incorporating observed evidence (such as non-destructive inspection results), more realistic treatment of possible future repairs, and the modeling of failure involving more than one crack (the so-called continuing damage problem). The described hidden Markov model / sequential importance sampling approach to PDTA has the

Estimation of the common cause failure probabilities of the components under mixed testing schemes

International Nuclear Information System (INIS)

Kang, Dae Il; Hwang, Mee Jeong; Han, Sang Hoon

2009-01-01

For the case where trains or channels of standby safety systems consisting of more than two redundant components are tested in a staggered manner, the standby safety components within a train can be tested simultaneously or consecutively. In this case, mixed testing schemes, staggered and non-staggered testing schemes, are used for testing the components. Approximate formulas, based on the basic parameter method, were developed for the estimation of the common cause failure (CCF) probabilities of the components under mixed testing schemes. The developed formulas were applied to the four redundant check valves of the auxiliary feed water system as a demonstration study for their appropriateness. For a comparison, we estimated the CCF probabilities of the four redundant check valves for the mixed, staggered, and non-staggered testing schemes. The CCF probabilities of the four redundant check valves for the mixed testing schemes were estimated to be higher than those for the staggered testing scheme, and lower than those for the non-staggered testing scheme.

Unbiased multi-fidelity estimate of failure probability of a free plane jet

Science.gov (United States)

Marques, Alexandre; Kramer, Boris; Willcox, Karen; Peherstorfer, Benjamin

2017-11-01

Estimating failure probability related to fluid flows is a challenge because it requires a large number of evaluations of expensive models. We address this challenge by leveraging multiple low fidelity models of the flow dynamics to create an optimal unbiased estimator. In particular, we investigate the effects of uncertain inlet conditions in the width of a free plane jet. We classify a condition as failure when the corresponding jet width is below a small threshold, such that failure is a rare event (failure probability is smaller than 0.001). We estimate failure probability by combining the frameworks of multi-fidelity importance sampling and optimal fusion of estimators. Multi-fidelity importance sampling uses a low fidelity model to explore the parameter space and create a biasing distribution. An unbiased estimate is then computed with a relatively small number of evaluations of the high fidelity model. In the presence of multiple low fidelity models, this framework offers multiple competing estimators. Optimal fusion combines all competing estimators into a single estimator with minimal variance. We show that this combined framework can significantly reduce the cost of estimating failure probabilities, and thus can have a large impact in fluid flow applications. This work was funded by DARPA.

Probability versus representativeness in infancy: can infants use naïve physics to adjust population base rates in probabilistic inference?

Science.gov (United States)

Denison, Stephanie; Trikutam, Pallavi; Xu, Fei

2014-08-01

A rich tradition in developmental psychology explores physical reasoning in infancy. However, no research to date has investigated whether infants can reason about physical objects that behave probabilistically, rather than deterministically. Physical events are often quite variable, in that similar-looking objects can be placed in similar contexts with different outcomes. Can infants rapidly acquire probabilistic physical knowledge, such as some leaves fall and some glasses break by simply observing the statistical regularity with which objects behave and apply that knowledge in subsequent reasoning? We taught 11-month-old infants physical constraints on objects and asked them to reason about the probability of different outcomes when objects were drawn from a large distribution. Infants could have reasoned either by using the perceptual similarity between the samples and larger distributions or by applying physical rules to adjust base rates and estimate the probabilities. Infants learned the physical constraints quickly and used them to estimate probabilities, rather than relying on similarity, a version of the representativeness heuristic. These results indicate that infants can rapidly and flexibly acquire physical knowledge about objects following very brief exposure and apply it in subsequent reasoning. PsycINFO Database Record (c) 2014 APA, all rights reserved.

Failure Probability Estimation of Wind Turbines by Enhanced Monte Carlo

DEFF Research Database (Denmark)

Sichani, Mahdi Teimouri; Nielsen, Søren R.K.; Naess, Arvid

2012-01-01

This paper discusses the estimation of the failure probability of wind turbines required by codes of practice for designing them. The Standard Monte Carlo (SMC) simulations may be used for this reason conceptually as an alternative to the popular Peaks-Over-Threshold (POT) method. However......, estimation of very low failure probabilities with SMC simulations leads to unacceptably high computational costs. In this study, an Enhanced Monte Carlo (EMC) method is proposed that overcomes this obstacle. The method has advantages over both POT and SMC in terms of its low computational cost and accuracy...... is controlled by the pitch controller. This provides a fair framework for comparison of the behavior and failure event of the wind turbine with emphasis on the effect of the pitch controller. The Enhanced Monte Carlo method is then applied to the model and the failure probabilities of the model are estimated...

BAYES-HEP: Bayesian belief networks for estimation of human error probability

International Nuclear Information System (INIS)

Karthick, M.; Senthil Kumar, C.; Paul, Robert T.

2017-01-01

Human errors contribute a significant portion of risk in safety critical applications and methods for estimation of human error probability have been a topic of research for over a decade. The scarce data available on human errors and large uncertainty involved in the prediction of human error probabilities make the task difficult. This paper presents a Bayesian belief network (BBN) model for human error probability estimation in safety critical functions of a nuclear power plant. The developed model using BBN would help to estimate HEP with limited human intervention. A step-by-step illustration of the application of the method and subsequent evaluation is provided with a relevant case study and the model is expected to provide useful insights into risk assessment studies

Rules of thumb from plant data to estimate the public consequences of a nuclear power plant accident

International Nuclear Information System (INIS)

Baggenstos, M.; Uboldi, P.; Schulz, R.

2001-01-01

In an accident situation with core degradation there is typically a pre-phase in which the radioactivity is inside the primary system and the containment before a release to the environment. The assessment of the possible risk to the public in this situation must be based on the situation inside the plant (violation of safety parameters) and a forecast of the containment behaviour to be expected. To obtain a first quick estimate of the source term and, therefore, the off-site dose rules of thumb were established which should fulfil the following purposes: assessment of the danger, estimated from plant data, estimation of the dose at the critical point outside based on the dose rate inside the containment. The rules of thumb which were introduced in Switzerland, are explained. The assessment is based on roughly 30 plant parameters which are transmitted in case of an accident in real-time. The rules were designed in such a way that they rely on simply determined parameters such core exit temperature or dose rate in the containment. (orig.) [de

Estimated Probability of a Cervical Spine Injury During an ISS Mission

Science.gov (United States)

Brooker, John E.; Weaver, Aaron S.; Myers, Jerry G.

2013-01-01

Introduction: The Integrated Medical Model (IMM) utilizes historical data, cohort data, and external simulations as input factors to provide estimates of crew health, resource utilization and mission outcomes. The Cervical Spine Injury Module (CSIM) is an external simulation designed to provide the IMM with parameter estimates for 1) a probability distribution function (PDF) of the incidence rate, 2) the mean incidence rate, and 3) the standard deviation associated with the mean resulting from injury/trauma of the neck. Methods: An injury mechanism based on an idealized low-velocity blunt impact to the superior posterior thorax of an ISS crewmember was used as the simulated mission environment. As a result of this impact, the cervical spine is inertially loaded from the mass of the head producing an extension-flexion motion deforming the soft tissues of the neck. A multibody biomechanical model was developed to estimate the kinematic and dynamic response of the head-neck system from a prescribed acceleration profile. Logistic regression was performed on a dataset containing AIS1 soft tissue neck injuries from rear-end automobile collisions with published Neck Injury Criterion values producing an injury transfer function (ITF). An injury event scenario (IES) was constructed such that crew 1 is moving through a primary or standard translation path transferring large volume equipment impacting stationary crew 2. The incidence rate for this IES was estimated from in-flight data and used to calculate the probability of occurrence. The uncertainty in the model input factors were estimated from representative datasets and expressed in terms of probability distributions. A Monte Carlo Method utilizing simple random sampling was employed to propagate both aleatory and epistemic uncertain factors. Scatterplots and partial correlation coefficients (PCC) were generated to determine input factor sensitivity. CSIM was developed in the SimMechanics/Simulink environment with a

A procedure for estimation of pipe break probabilities due to IGSCC

International Nuclear Information System (INIS)

Bergman, M.; Brickstad, B.; Nilsson, F.

1998-06-01

A procedure has been developed for estimation of the failure probability of welds joints in nuclear piping susceptible to intergranular stress corrosion cracking. The procedure aims at a robust and rapid estimate of the failure probability for a specific weld with known stress state. Random properties are taken into account of the crack initiation rate, the initial crack length, the in-service inspection efficiency and the leak rate. A computer realization of the procedure has been developed for user friendly applications by design engineers. Some examples are considered to investigate the sensitivity of the failure probability to different input quantities. (au)

Rule-Based Event Processing and Reaction Rules

Science.gov (United States)

Paschke, Adrian; Kozlenkov, Alexander

Reaction rules and event processing technologies play a key role in making business and IT / Internet infrastructures more agile and active. While event processing is concerned with detecting events from large event clouds or streams in almost real-time, reaction rules are concerned with the invocation of actions in response to events and actionable situations. They state the conditions under which actions must be taken. In the last decades various reaction rule and event processing approaches have been developed, which for the most part have been advanced separately. In this paper we survey reaction rule approaches and rule-based event processing systems and languages.

PROBABILITY SURVEYS , CONDITIONAL PROBABILITIES AND ECOLOGICAL RISK ASSESSMENT

Science.gov (United States)

We show that probability-based environmental resource monitoring programs, such as the U.S. Environmental Protection Agency's (U.S. EPA) Environmental Monitoring and Assessment Program, and conditional probability analysis can serve as a basis for estimating ecological risk over ...

Linear positivity and virtual probability

International Nuclear Information System (INIS)

Hartle, James B.

2004-01-01

We investigate the quantum theory of closed systems based on the linear positivity decoherence condition of Goldstein and Page. The objective of any quantum theory of a closed system, most generally the universe, is the prediction of probabilities for the individual members of sets of alternative coarse-grained histories of the system. Quantum interference between members of a set of alternative histories is an obstacle to assigning probabilities that are consistent with the rules of probability theory. A quantum theory of closed systems therefore requires two elements: (1) a condition specifying which sets of histories may be assigned probabilities and (2) a rule for those probabilities. The linear positivity condition of Goldstein and Page is the weakest of the general conditions proposed so far. Its general properties relating to exact probability sum rules, time neutrality, and conservation laws are explored. Its inconsistency with the usual notion of independent subsystems in quantum mechanics is reviewed. Its relation to the stronger condition of medium decoherence necessary for classicality is discussed. The linear positivity of histories in a number of simple model systems is investigated with the aim of exhibiting linearly positive sets of histories that are not decoherent. The utility of extending the notion of probability to include values outside the range of 0-1 is described. Alternatives with such virtual probabilities cannot be measured or recorded, but can be used in the intermediate steps of calculations of real probabilities. Extended probabilities give a simple and general way of formulating quantum theory. The various decoherence conditions are compared in terms of their utility for characterizing classicality and the role they might play in further generalizations of quantum mechanics

Estimating the Probability of Wind Ramping Events: A Data-driven Approach

OpenAIRE

Wang, Cheng; Wei, Wei; Wang, Jianhui; Qiu, Feng

2016-01-01

This letter proposes a data-driven method for estimating the probability of wind ramping events without exploiting the exact probability distribution function (PDF) of wind power. Actual wind data validates the proposed method.

NESTEM-QRAS: A Tool for Estimating Probability of Failure

Science.gov (United States)

Patel, Bhogilal M.; Nagpal, Vinod K.; Lalli, Vincent A.; Pai, Shantaram; Rusick, Jeffrey J.

2002-10-01

An interface between two NASA GRC specialty codes, NESTEM and QRAS has been developed. This interface enables users to estimate, in advance, the risk of failure of a component, a subsystem, and/or a system under given operating conditions. This capability would be able to provide a needed input for estimating the success rate for any mission. NESTEM code, under development for the last 15 years at NASA Glenn Research Center, has the capability of estimating probability of failure of components under varying loading and environmental conditions. This code performs sensitivity analysis of all the input variables and provides their influence on the response variables in the form of cumulative distribution functions. QRAS, also developed by NASA, assesses risk of failure of a system or a mission based on the quantitative information provided by NESTEM or other similar codes, and user provided fault tree and modes of failure. This paper will describe briefly, the capabilities of the NESTEM, QRAS and the interface. Also, in this presentation we will describe stepwise process the interface uses using an example.

NESTEM-QRAS: A Tool for Estimating Probability of Failure

Science.gov (United States)

Patel, Bhogilal M.; Nagpal, Vinod K.; Lalli, Vincent A.; Pai, Shantaram; Rusick, Jeffrey J.

2002-01-01

An interface between two NASA GRC specialty codes, NESTEM and QRAS has been developed. This interface enables users to estimate, in advance, the risk of failure of a component, a subsystem, and/or a system under given operating conditions. This capability would be able to provide a needed input for estimating the success rate for any mission. NESTEM code, under development for the last 15 years at NASA Glenn Research Center, has the capability of estimating probability of failure of components under varying loading and environmental conditions. This code performs sensitivity analysis of all the input variables and provides their influence on the response variables in the form of cumulative distribution functions. QRAS, also developed by NASA, assesses risk of failure of a system or a mission based on the quantitative information provided by NESTEM or other similar codes, and user provided fault tree and modes of failure. This paper will describe briefly, the capabilities of the NESTEM, QRAS and the interface. Also, in this presentation we will describe stepwise process the interface uses using an example.

Exploration of SWRL Rule Bases through Visualization, Paraphrasing, and Categorization of Rules

Science.gov (United States)

Hassanpour, Saeed; O'Connor, Martin J.; Das, Amar K.

Rule bases are increasingly being used as repositories of knowledge content on the Semantic Web. As the size and complexity of these rule bases increases, developers and end users need methods of rule abstraction to facilitate rule management. In this paper, we describe a rule abstraction method for Semantic Web Rule Language (SWRL) rules that is based on lexical analysis and a set of heuristics. Our method results in a tree data structure that we exploit in creating techniques to visualize, paraphrase, and categorize SWRL rules. We evaluate our approach by applying it to several biomedical ontologies that contain SWRL rules, and show how the results reveal rule patterns within the rule base. We have implemented our method as a plug-in tool for Protégé-OWL, the most widely used ontology modeling software for the Semantic Web. Our tool can allow users to rapidly explore content and patterns in SWRL rule bases, enabling their acquisition and management.

A method for the estimation of the probability of damage due to earthquakes

International Nuclear Information System (INIS)

Alderson, M.A.H.G.

1979-07-01

The available information on seismicity within the United Kingdom has been combined with building damage data from the United States to produce a method of estimating the probability of damage to structures due to the occurrence of earthquakes. The analysis has been based on the use of site intensity as the major damage producing parameter. Data for structural, pipework and equipment items have been assumed and the overall probability of damage calculated as a function of the design level. Due account is taken of the uncertainties of the seismic data. (author)

On estimating probability of presence from use-availability or presence-background data.

Science.gov (United States)

Phillips, Steven J; Elith, Jane

2013-06-01

A fundamental ecological modeling task is to estimate the probability that a species is present in (or uses) a site, conditional on environmental variables. For many species, available data consist of "presence" data (locations where the species [or evidence of it] has been observed), together with "background" data, a random sample of available environmental conditions. Recently published papers disagree on whether probability of presence is identifiable from such presence-background data alone. This paper aims to resolve the disagreement, demonstrating that additional information is required. We defined seven simulated species representing various simple shapes of response to environmental variables (constant, linear, convex, unimodal, S-shaped) and ran five logistic model-fitting methods using 1000 presence samples and 10 000 background samples; the simulations were repeated 100 times. The experiment revealed a stark contrast between two groups of methods: those based on a strong assumption that species' true probability of presence exactly matches a given parametric form had highly variable predictions and much larger RMS error than methods that take population prevalence (the fraction of sites in which the species is present) as an additional parameter. For six species, the former group grossly under- or overestimated probability of presence. The cause was not model structure or choice of link function, because all methods were logistic with linear and, where necessary, quadratic terms. Rather, the experiment demonstrates that an estimate of prevalence is not just helpful, but is necessary (except in special cases) for identifying probability of presence. We therefore advise against use of methods that rely on the strong assumption, due to Lele and Keim (recently advocated by Royle et al.) and Lancaster and Imbens. The methods are fragile, and their strong assumption is unlikely to be true in practice. We emphasize, however, that we are not arguing against

Estimating the joint survival probabilities of married individuals

NARCIS (Netherlands)

Sanders, Lisanne; Melenberg, Bertrand

We estimate the joint survival probability of spouses using a large random sample drawn from a Dutch census. As benchmarks we use two bivariate Weibull models. We consider more flexible models, using a semi-nonparametric approach, by extending the independent Weibull distribution using squared

A random walk rule for phase I clinical trials.

Science.gov (United States)

Durham, S D; Flournoy, N; Rosenberger, W F

1997-06-01

We describe a family of random walk rules for the sequential allocation of dose levels to patients in a dose-response study, or phase I clinical trial. Patients are sequentially assigned the next higher, same, or next lower dose level according to some probability distribution, which may be determined by ethical considerations as well as the patient's response. It is shown that one can choose these probabilities in order to center dose level assignments unimodally around any target quantile of interest. Estimation of the quantile is discussed; the maximum likelihood estimator and its variance are derived under a two-parameter logistic distribution, and the maximum likelihood estimator is compared with other nonparametric estimators. Random walk rules have clear advantages: they are simple to implement, and finite and asymptotic distribution theory is completely worked out. For a specific random walk rule, we compute finite and asymptotic properties and give examples of its use in planning studies. Having the finite distribution theory available and tractable obviates the need for elaborate simulation studies to analyze the properties of the design. The small sample properties of our rule, as determined by exact theory, compare favorably to those of the continual reassessment method, determined by simulation.

Estimation of the defect detection probability for ultrasonic tests on thick sections steel weldments. Technical report

International Nuclear Information System (INIS)

Johnson, D.P.; Toomay, T.L.; Davis, C.S.

1979-02-01

An inspection uncertainty analysis of published PVRC Specimen 201 data is reported to obtain an estimate of the probability of recording an indication as a function of imperfection height for ASME Section XI Code ultrasonic inspections of the nuclear reactor vessel plate seams and to demonstrate the advantages of inspection uncertainty analysis over conventional detection/nondetection counting analysis. This analysis found the probability of recording a significant defect with an ASME Section XI Code ultrasonic inspection to be very high, if such a defect should exist in the plate seams of a nuclear reactor vessel. For a one-inch high crack, for example, this analysis gives a best estimate recording probability of .985 and a 90% lower confidence bound recording probabilty of .937. It is also shown that inspection uncertainty analysis gives more accurate estimates and gives estimates over a much greater flaw size range than is possible with conventional analysis. There is reason to believe that the estimation procedure used is conservative, the estimation is based on data generated several years ago, on very small defects, in an environment that is different from the actual in-service inspection environment

Surprisingly rational: probability theory plus noise explains biases in judgment.

Science.gov (United States)

Costello, Fintan; Watts, Paul

2014-07-01

The systematic biases seen in people's probability judgments are typically taken as evidence that people do not use the rules of probability theory when reasoning about probability but instead use heuristics, which sometimes yield reasonable judgments and sometimes yield systematic biases. This view has had a major impact in economics, law, medicine, and other fields; indeed, the idea that people cannot reason with probabilities has become a truism. We present a simple alternative to this view, where people reason about probability according to probability theory but are subject to random variation or noise in the reasoning process. In this account the effect of noise is canceled for some probabilistic expressions. Analyzing data from 2 experiments, we find that, for these expressions, people's probability judgments are strikingly close to those required by probability theory. For other expressions, this account produces systematic deviations in probability estimates. These deviations explain 4 reliable biases in human probabilistic reasoning (conservatism, subadditivity, conjunction, and disjunction fallacies). These results suggest that people's probability judgments embody the rules of probability theory and that biases in those judgments are due to the effects of random noise. (c) 2014 APA, all rights reserved.

A new method for estimating the probable maximum hail loss of a building portfolio based on hailfall intensity determined by radar measurements

Science.gov (United States)

Aller, D.; Hohl, R.; Mair, F.; Schiesser, H.-H.

2003-04-01

Extreme hailfall can cause massive damage to building structures. For the insurance and reinsurance industry it is essential to estimate the probable maximum hail loss of their portfolio. The probable maximum loss (PML) is usually defined with a return period of 1 in 250 years. Statistical extrapolation has a number of critical points, as historical hail loss data are usually only available from some events while insurance portfolios change over the years. At the moment, footprints are derived from historical hail damage data. These footprints (mean damage patterns) are then moved over a portfolio of interest to create scenario losses. However, damage patterns of past events are based on the specific portfolio that was damaged during that event and can be considerably different from the current spread of risks. A new method for estimating the probable maximum hail loss to a building portfolio is presented. It is shown that footprints derived from historical damages are different to footprints of hail kinetic energy calculated from radar reflectivity measurements. Based on the relationship between radar-derived hail kinetic energy and hail damage to buildings, scenario losses can be calculated. A systematic motion of the hail kinetic energy footprints over the underlying portfolio creates a loss set. It is difficult to estimate the return period of losses calculated with footprints derived from historical damages being moved around. To determine the return periods of the hail kinetic energy footprints over Switzerland, 15 years of radar measurements and 53 years of agricultural hail losses are available. Based on these data, return periods of several types of hailstorms were derived for different regions in Switzerland. The loss set is combined with the return periods of the event set to obtain an exceeding frequency curve, which can be used to derive the PML.

Comparative studies of parameters based on the most probable versus an approximate linear extrapolation distance estimates for circular cylindrical absorbing rod

International Nuclear Information System (INIS)

Wassef, W.A.

1982-01-01

Estimates and techniques that are valid to calculate the linear extrapolation distance for an infinitely long circular cylindrical absorbing region are reviewed. Two estimates, in particular, are put into consideration, that is the most probable and the value resulting from an approximate technique based on matching the integral transport equation inside the absorber with the diffusion approximation in the surrounding infinite scattering medium. Consequently, the effective diffusion parameters and the blackness of the cylinder are derived and subjected to comparative studies. A computer code is set up to calculate and compare the different parameters, which is useful in reactor analysis and serves to establish a beneficial estimates that are amenable to direct application to reactor design codes

Estimating the concordance probability in a survival analysis with a discrete number of risk groups.

Science.gov (United States)

Heller, Glenn; Mo, Qianxing

2016-04-01

A clinical risk classification system is an important component of a treatment decision algorithm. A measure used to assess the strength of a risk classification system is discrimination, and when the outcome is survival time, the most commonly applied global measure of discrimination is the concordance probability. The concordance probability represents the pairwise probability of lower patient risk given longer survival time. The c-index and the concordance probability estimate have been used to estimate the concordance probability when patient-specific risk scores are continuous. In the current paper, the concordance probability estimate and an inverse probability censoring weighted c-index are modified to account for discrete risk scores. Simulations are generated to assess the finite sample properties of the concordance probability estimate and the weighted c-index. An application of these measures of discriminatory power to a metastatic prostate cancer risk classification system is examined.

Time-Varying Transition Probability Matrix Estimation and Its Application to Brand Share Analysis.

Directory of Open Access Journals (Sweden)

Tomoaki Chiba

Full Text Available In a product market or stock market, different products or stocks compete for the same consumers or purchasers. We propose a method to estimate the time-varying transition matrix of the product share using a multivariate time series of the product share. The method is based on the assumption that each of the observed time series of shares is a stationary distribution of the underlying Markov processes characterized by transition probability matrices. We estimate transition probability matrices for every observation under natural assumptions. We demonstrate, on a real-world dataset of the share of automobiles, that the proposed method can find intrinsic transition of shares. The resulting transition matrices reveal interesting phenomena, for example, the change in flows between TOYOTA group and GM group for the fiscal year where TOYOTA group's sales beat GM's sales, which is a reasonable scenario.

Time-Varying Transition Probability Matrix Estimation and Its Application to Brand Share Analysis.

Science.gov (United States)

Chiba, Tomoaki; Hino, Hideitsu; Akaho, Shotaro; Murata, Noboru

2017-01-01

In a product market or stock market, different products or stocks compete for the same consumers or purchasers. We propose a method to estimate the time-varying transition matrix of the product share using a multivariate time series of the product share. The method is based on the assumption that each of the observed time series of shares is a stationary distribution of the underlying Markov processes characterized by transition probability matrices. We estimate transition probability matrices for every observation under natural assumptions. We demonstrate, on a real-world dataset of the share of automobiles, that the proposed method can find intrinsic transition of shares. The resulting transition matrices reveal interesting phenomena, for example, the change in flows between TOYOTA group and GM group for the fiscal year where TOYOTA group's sales beat GM's sales, which is a reasonable scenario.

First Passage Probability Estimation of Wind Turbines by Markov Chain Monte Carlo

DEFF Research Database (Denmark)

Sichani, Mahdi Teimouri; Nielsen, Søren R.K.

2013-01-01

Markov Chain Monte Carlo simulation has received considerable attention within the past decade as reportedly one of the most powerful techniques for the first passage probability estimation of dynamic systems. A very popular method in this direction capable of estimating probability of rare events...... of the method by modifying the conditional sampler. In this paper, applicability of the original SS is compared to the recently introduced modifications of the method on a wind turbine model. The model incorporates a PID pitch controller which aims at keeping the rotational speed of the wind turbine rotor equal...... to its nominal value. Finally Monte Carlo simulations are performed which allow assessment of the accuracy of the first passage probability estimation by the SS methods....

Estimation and asymptotic theory for transition probabilities in Markov Renewal Multi–state models

NARCIS (Netherlands)

Spitoni, C.; Verduijn, M.; Putter, H.

2012-01-01

In this paper we discuss estimation of transition probabilities for semi–Markov multi–state models. Non–parametric and semi–parametric estimators of the transition probabilities for a large class of models (forward going models) are proposed. Large sample theory is derived using the functional

Selection of anchor values for human error probability estimation

International Nuclear Information System (INIS)

Buffardi, L.C.; Fleishman, E.A.; Allen, J.A.

1989-01-01

There is a need for more dependable information to assist in the prediction of human errors in nuclear power environments. The major objective of the current project is to establish guidelines for using error probabilities from other task settings to estimate errors in the nuclear environment. This involves: (1) identifying critical nuclear tasks, (2) discovering similar tasks in non-nuclear environments, (3) finding error data for non-nuclear tasks, and (4) establishing error-rate values for the nuclear tasks based on the non-nuclear data. A key feature is the application of a classification system to nuclear and non-nuclear tasks to evaluate their similarities and differences in order to provide a basis for generalizing human error estimates across tasks. During the first eight months of the project, several classification systems have been applied to a sample of nuclear tasks. They are discussed in terms of their potential for establishing task equivalence and transferability of human error rates across situations

Evaluation and comparison of estimation methods for failure rates and probabilities

Energy Technology Data Exchange (ETDEWEB)

Vaurio, Jussi K. [Fortum Power and Heat Oy, P.O. Box 23, 07901 Loviisa (Finland)]. E-mail: jussi.vaurio@fortum.com; Jaenkaelae, Kalle E. [Fortum Nuclear Services, P.O. Box 10, 00048 Fortum (Finland)

2006-02-01

An updated parametric robust empirical Bayes (PREB) estimation methodology is presented as an alternative to several two-stage Bayesian methods used to assimilate failure data from multiple units or plants. PREB is based on prior-moment matching and avoids multi-dimensional numerical integrations. The PREB method is presented for failure-truncated and time-truncated data. Erlangian and Poisson likelihoods with gamma prior are used for failure rate estimation, and Binomial data with beta prior are used for failure probability per demand estimation. Combined models and assessment uncertainties are accounted for. One objective is to compare several methods with numerical examples and show that PREB works as well if not better than the alternative more complex methods, especially in demanding problems of small samples, identical data and zero failures. False claims and misconceptions are straightened out, and practical applications in risk studies are presented.

Estimating Bird / Aircraft Collision Probabilities and Risk Utilizing Spatial Poisson Processes

Science.gov (United States)

2012-06-10

ESTIMATING BIRD/AIRCRAFT COLLISION PROBABILITIES AND RISK UTILIZING SPATIAL POISSON PROCESSES GRADUATE...AND RISK UTILIZING SPATIAL POISSON PROCESSES GRADUATE RESEARCH PAPER Presented to the Faculty Department of Operational Sciences...COLLISION PROBABILITIES AND RISK UTILIZING SPATIAL POISSON PROCESSES Brady J. Vaira, BS, MS Major, USAF Approved

On the prior probabilities for two-stage Bayesian estimates

International Nuclear Information System (INIS)

Kohut, P.

1992-01-01

The method of Bayesian inference is reexamined for its applicability and for the required underlying assumptions in obtaining and using prior probability estimates. Two different approaches are suggested to determine the first-stage priors in the two-stage Bayesian analysis which avoid certain assumptions required for other techniques. In the first scheme, the prior is obtained through a true frequency based distribution generated at selected intervals utilizing actual sampling of the failure rate distributions. The population variability distribution is generated as the weighed average of the frequency distributions. The second method is based on a non-parametric Bayesian approach using the Maximum Entropy Principle. Specific features such as integral properties or selected parameters of prior distributions may be obtained with minimal assumptions. It is indicated how various quantiles may also be generated with a least square technique

Estimating Model Probabilities using Thermodynamic Markov Chain Monte Carlo Methods

Science.gov (United States)

Ye, M.; Liu, P.; Beerli, P.; Lu, D.; Hill, M. C.

2014-12-01

Markov chain Monte Carlo (MCMC) methods are widely used to evaluate model probability for quantifying model uncertainty. In a general procedure, MCMC simulations are first conducted for each individual model, and MCMC parameter samples are then used to approximate marginal likelihood of the model by calculating the geometric mean of the joint likelihood of the model and its parameters. It has been found the method of evaluating geometric mean suffers from the numerical problem of low convergence rate. A simple test case shows that even millions of MCMC samples are insufficient to yield accurate estimation of the marginal likelihood. To resolve this problem, a thermodynamic method is used to have multiple MCMC runs with different values of a heating coefficient between zero and one. When the heating coefficient is zero, the MCMC run is equivalent to a random walk MC in the prior parameter space; when the heating coefficient is one, the MCMC run is the conventional one. For a simple case with analytical form of the marginal likelihood, the thermodynamic method yields more accurate estimate than the method of using geometric mean. This is also demonstrated for a case of groundwater modeling with consideration of four alternative models postulated based on different conceptualization of a confining layer. This groundwater example shows that model probabilities estimated using the thermodynamic method are more reasonable than those obtained using the geometric method. The thermodynamic method is general, and can be used for a wide range of environmental problem for model uncertainty quantification.

An Improved Weise’s Rule for Efficient Estimation of Stand Quadratic Mean Diameter

Directory of Open Access Journals (Sweden)

Róbert Sedmák

2015-07-01

Full Text Available The main objective of this study was to explore the accuracy of Weise’s rule of thumb applied to an estimation of the quadratic mean diameter of a forest stand. Virtual stands of European beech (Fagus sylvatica L. across a range of structure types were stochastically generated and random sampling was simulated. We compared the bias and accuracy of stand quadratic mean diameter estimates, employing different ranks of measured stems from a set of the 10 trees nearest to the sampling point. We proposed several modifications of the original Weise’s rule based on the measurement and averaging of two different ranks centered to a target rank. In accordance with the original formulation of the empirical rule, we recommend the application of the measurement of the 6th stem in rank corresponding to the 55% sample percentile of diameter distribution, irrespective of mean diameter size and degree of diameter dispersion. The study also revealed that the application of appropriate two-measurement modifications of Weise’s method, the 4th and 8th ranks or 3rd and 9th ranks averaged to the 6th central rank, should be preferred over the classic one-measurement estimation. The modified versions are characterised by an improved accuracy (about 25% without statistically significant bias and measurement costs comparable to the classic Weise method.

The Probability of Default Under IFRS 9: Multi-period Estimation and Macroeconomic Forecast

Directory of Open Access Journals (Sweden)

Tomáš Vaněk

2017-01-01

Full Text Available In this paper we propose a straightforward, flexible and intuitive computational framework for the multi-period probability of default estimation incorporating macroeconomic forecasts. The concept is based on Markov models, the estimated economic adjustment coefficient and the official economic forecasts of the Czech National Bank. The economic forecasts are taken into account in a separate step to better distinguish between idiosyncratic and systemic risk. This approach is also attractive from the interpretational point of view. The proposed framework can be used especially when calculating lifetime expected credit losses under IFRS 9.

EOQ estimation for imperfect quality items using association rule mining with clustering

Directory of Open Access Journals (Sweden)

Mandeep Mittal

2015-09-01

Full Text Available Timely identification of newly emerging trends is needed in business process. Data mining techniques like clustering, association rule mining, classification, etc. are very important for business support and decision making. This paper presents a method for redesigning the ordering policy by including cross-selling effect. Initially, association rules are mined on the transactional database and EOQ is estimated with revenue earned. Then, transactions are clustered to obtain homogeneous clusters and association rules are mined in each cluster to estimate EOQ with revenue earned for each cluster. Further, this paper compares ordering policy for imperfect quality items which is developed by applying rules derived from apriori algorithm viz. a without clustering the transactions, and b after clustering the transactions. A numerical example is illustrated to validate the results.

Rule-based model of vein graft remodeling.

Directory of Open Access Journals (Sweden)

Minki Hwang

Full Text Available When vein segments are implanted into the arterial system for use in arterial bypass grafting, adaptation to the higher pressure and flow of the arterial system is accomplished thorough wall thickening and expansion. These early remodeling events have been found to be closely coupled to the local hemodynamic forces, such as shear stress and wall tension, and are believed to be the foundation for later vein graft failure. To further our mechanistic understanding of the cellular and extracellular interactions that lead to global changes in tissue architecture, a rule-based modeling method is developed through the application of basic rules of behaviors for these molecular and cellular activities. In the current method, smooth muscle cell (SMC, extracellular matrix (ECM, and monocytes are selected as the three components that occupy the elements of a grid system that comprise the developing vein graft intima. The probabilities of the cellular behaviors are developed based on data extracted from in vivo experiments. At each time step, the various probabilities are computed and applied to the SMC and ECM elements to determine their next physical state and behavior. One- and two-dimensional models are developed to test and validate the computational approach. The importance of monocyte infiltration, and the associated effect in augmenting extracellular matrix deposition, was evaluated and found to be an important component in model development. Final model validation is performed using an independent set of experiments, where model predictions of intimal growth are evaluated against experimental data obtained from the complex geometry and shear stress patterns offered by a mid-graft focal stenosis, where simulation results show good agreements with the experimental data.

Human error probability estimation using licensee event reports

International Nuclear Information System (INIS)

Voska, K.J.; O'Brien, J.N.

1984-07-01

Objective of this report is to present a method for using field data from nuclear power plants to estimate human error probabilities (HEPs). These HEPs are then used in probabilistic risk activities. This method of estimating HEPs is one of four being pursued in NRC-sponsored research. The other three are structured expert judgment, analysis of training simulator data, and performance modeling. The type of field data analyzed in this report is from Licensee Event reports (LERs) which are analyzed using a method specifically developed for that purpose. However, any type of field data or human errors could be analyzed using this method with minor adjustments. This report assesses the practicality, acceptability, and usefulness of estimating HEPs from LERs and comprehensively presents the method for use

Introduction to probability with R

CERN Document Server

Baclawski, Kenneth

2008-01-01

FOREWORD PREFACE Sets, Events, and Probability The Algebra of Sets The Bernoulli Sample Space The Algebra of Multisets The Concept of Probability Properties of Probability Measures Independent Events The Bernoulli Process The R Language Finite Processes The Basic Models Counting Rules Computing Factorials The Second Rule of Counting Computing Probabilities Discrete Random Variables The Bernoulli Process: Tossing a Coin The Bernoulli Process: Random Walk Independence and Joint Distributions Expectations The Inclusion-Exclusion Principle General Random Variable

Naive Probability: Model-based Estimates of Unique Events

Science.gov (United States)

2014-05-04

of inference. Argument and Computation, 1–17, iFirst. Khemlani, S., & Johnson-Laird, P.N. (2012b). Theories of the syllogism: A meta -analysis...is the probability that… 1 space tourism will achieve widespread popularity in the next 50 years? advances in material science will lead to the... governments dedicate more resources to contacting extra-terrestrials? 8 the United States adopts an open border policy of universal acceptance? English is

PDE-Foam - a probability-density estimation method using self-adapting phase-space binning

CERN Document Server

Dannheim, Dominik; Voigt, Alexander; Grahn, Karl-Johan; Speckmayer, Peter

2009-01-01

Probability-Density Estimation (PDE) is a multivariate discrimination technique based on sampling signal and background densities defined by event samples from data or Monte-Carlo (MC) simulations in a multi-dimensional phase space. To efficiently use large event samples to estimate the probability density, a binary search tree (range searching) is used in the PDE-RS implementation. It is a generalisation of standard likelihood methods and a powerful classification tool for problems with highly non-linearly correlated observables. In this paper, we present an innovative improvement of the PDE method that uses a self-adapting binning method to divide the multi-dimensional phase space in a finite number of hyper-rectangles (cells). The binning algorithm adjusts the size and position of a predefined number of cells inside the multidimensional phase space, minimizing the variance of the signal and background densities inside the cells. The binned density information is stored in binary trees, allowing for a very ...

Actions and Beliefs : Estimating Distribution-Based Preferences Using a Large Scale Experiment with Probability Questions on Expectations

NARCIS (Netherlands)

Bellemare, C.; Kroger, S.; van Soest, A.H.O.

2005-01-01

We combine the choice data of proposers and responders in the ultimatum game, their expectations elicited in the form of subjective probability questions, and the choice data of proposers ("dictator") in a dictator game to estimate a structural model of decision making under uncertainty.We use a

Knowledge rule base for the beam optics program TRACE 3-D

International Nuclear Information System (INIS)

Gillespie, G.H.; Van Staagen, P.K.; Hill, B.W.

1993-01-01

An expert system type of knowledge rule base has been developed for the input parameters used by the particle beam transport program TRACE 3-D. The goal has been to provide the program's user with adequate on-screen information to allow him to initially set up a problem with minimal open-quotes off-lineclose quotes calculations. The focus of this work has been in developing rules for the parameters which define the beam line transport elements. Ten global parameters, the particle mass and charge, beam energy, etc., are used to provide open-quotes expertclose quotes estimates of lower and upper limits for each of the transport element parameters. For example, the limits for the field strength of the quadrupole element are based on a water-cooled, iron-core electromagnet with dimensions derived from practical engineering constraints, and the upper limit for the effective length is scaled with the particle momenta so that initially parallel trajectories do not cross the axis inside the magnet. Limits for the quadrupole doublet and triplet parameters incorporate these rules and additional rules based on stable FODO lattices and bidirectional focusing requirements. The structure of the rule base is outlined and examples for the quadrupole singlet, doublet and triplet are described. The rule base has been implemented within the Shell for Particle Accelerator Related Codes (SPARC) graphical user interface (GUI)

METAPHOR: Probability density estimation for machine learning based photometric redshifts

Science.gov (United States)

Amaro, V.; Cavuoti, S.; Brescia, M.; Vellucci, C.; Tortora, C.; Longo, G.

2017-06-01

We present METAPHOR (Machine-learning Estimation Tool for Accurate PHOtometric Redshifts), a method able to provide a reliable PDF for photometric galaxy redshifts estimated through empirical techniques. METAPHOR is a modular workflow, mainly based on the MLPQNA neural network as internal engine to derive photometric galaxy redshifts, but giving the possibility to easily replace MLPQNA with any other method to predict photo-z's and their PDF. We present here the results about a validation test of the workflow on the galaxies from SDSS-DR9, showing also the universality of the method by replacing MLPQNA with KNN and Random Forest models. The validation test include also a comparison with the PDF's derived from a traditional SED template fitting method (Le Phare).

Estimated Interest Rate Rules: Do they Determine Determinacy Properties?

DEFF Research Database (Denmark)

Jensen, Henrik

2011-01-01

I demonstrate that econometric estimations of nominal interest rate rules may tell little, if anything, about an economy's determinacy properties. In particular, correct inference about the interest-rate response to inflation provides no information about determinacy. Instead, it could reveal...

Rule-based detection of intrathoracic airway trees

International Nuclear Information System (INIS)

Sonka, M.; Park, W.; Hoffman, E.A.

1996-01-01

New sensitive and reliable methods for assessing alterations in regional lung structure and function are critically important for the investigation and treatment of pulmonary diseases. Accurate identification of the airway tree will provide an assessment of airway structure and will provide a means by which multiple volumetric images of the lung at the same lung volume over time can be used to assess regional parenchymal changes. The authors describe a novel rule-based method for the segmentation of airway trees from three-dimensional (3-D) sets of computed tomography (CT) images, and its validation. The presented method takes advantage of a priori anatomical knowledge about pulmonary airway and vascular trees and their interrelationships. The method is based on a combination of 3-D seeded region growing that is used to identify large airways, rule-based two-dimensional (2-D) segmentation of individual CT slices to identify probable locations of smaller diameter airways, and merging of airway regions across the 3-D set of slices resulting in a tree-like airway structure. The method was validated in 40 3-mm-thick CT sections from five data sets of canine lungs scanned via electron beam CT in vivo with lung volume held at a constant pressure. The method's performance was compared with that of the conventional 3-D region growing method. The method substantially outperformed an existing conventional approach to airway tree detection

Estimation of failure probabilities of linear dynamic systems by ...

Indian Academy of Sciences (India)

An iterative method for estimating the failure probability for certain time-variant reliability problems has been developed. In the paper, the focus is on the displacement response of a linear oscillator driven by white noise. Failure is then assumed to occur when the displacement response exceeds a critical threshold.

Call Arrival Rate Prediction and Blocking Probability Estimation for Infrastructure based Mobile Cognitive Radio Personal Area Network

Directory of Open Access Journals (Sweden)

Neeta Nathani

2017-08-01

Full Text Available The Cognitive Radio usage has been estimated as non-emergency service with low volume traffic. Present work proposes an infrastructure based Cognitive Radio network and probability of success of CR traffic in licensed band. The Cognitive Radio nodes will form cluster. The cluster nodes will communicate on Industrial, Scientific and Medical band using IPv6 over Low-Power Wireless Personal Area Network based protocol from sensor to Gateway Cluster Head. For Cognitive Radio-Media Access Control protocol for Gateway to Cognitive Radio-Base Station communication, it will use vacant channels of licensed band. Standalone secondary users of Cognitive Radio Network shall be considered as a Gateway with one user. The Gateway will handle multi-channel multi radio for communication with Base Station. Cognitive Radio Network operators shall define various traffic data accumulation counters at Base Station for storing signal strength, Carrier-to-Interference and Noise Ratio, etc. parameters and record channel occupied/vacant status. The researches has been done so far using hour as interval is too long for parameters like holding time expressed in minutes and hence channel vacant/occupied status time is only probabilistically calculated. In the present work, an infrastructure based architecture has been proposed which polls channel status each minute in contrary to hourly polling of data. The Gateways of the Cognitive Radio Network shall monitor status of each Primary User periodically inside its working range and shall inform to Cognitive Radio- Base Station for preparation of minutewise database. For simulation, the occupancy data for all primary user channels were pulled in one minute interval from a live mobile network. Hourly traffic data and minutewise holding times has been analyzed to optimize the parameters of Seasonal Auto Regressive Integrated Moving Average prediction model. The blocking probability of an incoming Cognitive Radio call has been

A Fast Elitism Gaussian Estimation of Distribution Algorithm and Application for PID Optimization

Directory of Open Access Journals (Sweden)

Qingyang Xu

2014-01-01

Full Text Available Estimation of distribution algorithm (EDA is an intelligent optimization algorithm based on the probability statistics theory. A fast elitism Gaussian estimation of distribution algorithm (FEGEDA is proposed in this paper. The Gaussian probability model is used to model the solution distribution. The parameters of Gaussian come from the statistical information of the best individuals by fast learning rule. A fast learning rule is used to enhance the efficiency of the algorithm, and an elitism strategy is used to maintain the convergent performance. The performances of the algorithm are examined based upon several benchmarks. In the simulations, a one-dimensional benchmark is used to visualize the optimization process and probability model learning process during the evolution, and several two-dimensional and higher dimensional benchmarks are used to testify the performance of FEGEDA. The experimental results indicate the capability of FEGEDA, especially in the higher dimensional problems, and the FEGEDA exhibits a better performance than some other algorithms and EDAs. Finally, FEGEDA is used in PID controller optimization of PMSM and compared with the classical-PID and GA.

A fast elitism Gaussian estimation of distribution algorithm and application for PID optimization.

Science.gov (United States)

Xu, Qingyang; Zhang, Chengjin; Zhang, Li

2014-01-01

Estimation of distribution algorithm (EDA) is an intelligent optimization algorithm based on the probability statistics theory. A fast elitism Gaussian estimation of distribution algorithm (FEGEDA) is proposed in this paper. The Gaussian probability model is used to model the solution distribution. The parameters of Gaussian come from the statistical information of the best individuals by fast learning rule. A fast learning rule is used to enhance the efficiency of the algorithm, and an elitism strategy is used to maintain the convergent performance. The performances of the algorithm are examined based upon several benchmarks. In the simulations, a one-dimensional benchmark is used to visualize the optimization process and probability model learning process during the evolution, and several two-dimensional and higher dimensional benchmarks are used to testify the performance of FEGEDA. The experimental results indicate the capability of FEGEDA, especially in the higher dimensional problems, and the FEGEDA exhibits a better performance than some other algorithms and EDAs. Finally, FEGEDA is used in PID controller optimization of PMSM and compared with the classical-PID and GA.

A novel multi-model probability battery state of charge estimation approach for electric vehicles using H-infinity algorithm

International Nuclear Information System (INIS)

Lin, Cheng; Mu, Hao; Xiong, Rui; Shen, Weixiang

2016-01-01

Highlights: • A novel multi-model probability battery SOC fusion estimation approach was proposed. • The linear matrix inequality-based H∞ technique is employed to estimate the SOC. • The Bayes theorem has been employed to realize the optimal weight for the fusion. • The robustness of the proposed approach is verified by different batteries. • The results show that the proposed method can promote global estimation accuracy. - Abstract: Due to the strong nonlinearity and complex time-variant property of batteries, the existing state of charge (SOC) estimation approaches based on a single equivalent circuit model (ECM) cannot provide the accurate SOC for the entire discharging period. This paper aims to present a novel SOC estimation approach based on a multiple ECMs fusion method for improving the practical application performance. In the proposed approach, three battery ECMs, namely the Thevenin model, the double polarization model and the 3rd order RC model, are selected to describe the dynamic voltage of lithium-ion batteries and the genetic algorithm is then used to determine the model parameters. The linear matrix inequality-based H-infinity technique is employed to estimate the SOC from the three models and the Bayes theorem-based probability method is employed to determine the optimal weights for synthesizing the SOCs estimated from the three models. Two types of lithium-ion batteries are used to verify the feasibility and robustness of the proposed approach. The results indicate that the proposed approach can improve the accuracy and reliability of the SOC estimation against uncertain battery materials and inaccurate initial states.

Estimating enthalpy of vaporization from vapor pressure using Trouton's rule.

Science.gov (United States)

MacLeod, Matthew; Scheringer, Martin; Hungerbühler, Konrad

2007-04-15

The enthalpy of vaporization of liquids and subcooled liquids at 298 K (delta H(VAP)) is an important parameter in environmental fate assessments that consider spatial and temporal variability in environmental conditions. It has been shown that delta H(VAP)P for non-hydrogen-bonding substances can be estimated from vapor pressure at 298 K (P(L)) using an empirically derived linear relationship. Here, we demonstrate that the relationship between delta H(VAP)and PL is consistent with Trouton's rule and the ClausiusClapeyron equation under the assumption that delta H(VAP) is linearly dependent on temperature between 298 K and the boiling point temperature. Our interpretation based on Trouton's rule substantiates the empirical relationship between delta H(VAP) degree and P(L) degrees for non-hydrogen-bonding chemicals with subcooled liquid vapor pressures ranging over 15 orders of magnitude. We apply the relationship between delta H(VAP) degrees and P(L) degrees to evaluate data reported in literature reviews for several important classes of semivolatile environmental contaminants, including polycyclic aromatic hydrocarbons, chlorobenzenes, polychlorinated biphenyls and polychlorinated dibenzo-dioxins and -furans and illustrate the temperature dependence of results from a multimedia model presented as a partitioning map. The uncertainty associated with estimating delta H(VAP)degrees from P(L) degrees using this relationship is acceptable for most environmental fate modeling of non-hydrogen-bonding semivolatile organic chemicals.

Analysis and minimization of overtraining effect in rule-based classifiers for computer-aided diagnosis

International Nuclear Information System (INIS)

Li Qiang; Doi Kunio

2006-01-01

Computer-aided diagnostic (CAD) schemes have been developed to assist radiologists detect various lesions in medical images. In CAD schemes, classifiers play a key role in achieving a high lesion detection rate and a low false-positive rate. Although many popular classifiers such as linear discriminant analysis and artificial neural networks have been employed in CAD schemes for reduction of false positives, a rule-based classifier has probably been the simplest and most frequently used one since the early days of development of various CAD schemes. However, with existing rule-based classifiers, there are major disadvantages that significantly reduce their practicality and credibility. The disadvantages include manual design, poor reproducibility, poor evaluation methods such as resubstitution, and a large overtraining effect. An automated rule-based classifier with a minimized overtraining effect can overcome or significantly reduce the extent of the above-mentioned disadvantages. In this study, we developed an 'optimal' method for the selection of cutoff thresholds and a fully automated rule-based classifier. Experimental results performed with Monte Carlo simulation and a real lung nodule CT data set demonstrated that the automated threshold selection method can completely eliminate overtraining effect in the procedure of cutoff threshold selection, and thus can minimize overall overtraining effect in the constructed rule-based classifier. We believe that this threshold selection method is very useful in the construction of automated rule-based classifiers with minimized overtraining effect

Methodological approaches based on business rules

Directory of Open Access Journals (Sweden)

Anca Ioana ANDREESCU

2008-01-01

Full Text Available Business rules and business processes are essential artifacts in defining the requirements of a software system. Business processes capture business behavior, while rules connect processes and thus control processes and business behavior. Traditionally, rules are scattered inside application code. This approach makes it very difficult to change rules and shorten the life cycle of the software system. Because rules change more quickly than the application itself, it is desirable to externalize the rules and move them outside the application. This paper analyzes and evaluates three well-known business rules approaches. It also outlines some critical factors that have to be taken into account in the decision to introduce business rules facilities in a software system. Based on the concept of explicit manipulation of business rules in a software system, the need for a general approach based on business rules is discussed.

Classifiers based on optimal decision rules

KAUST Repository

Amin, Talha

2013-11-25

Based on dynamic programming approach we design algorithms for sequential optimization of exact and approximate decision rules relative to the length and coverage [3, 4]. In this paper, we use optimal rules to construct classifiers, and study two questions: (i) which rules are better from the point of view of classification-exact or approximate; and (ii) which order of optimization gives better results of classifier work: length, length+coverage, coverage, or coverage+length. Experimental results show that, on average, classifiers based on exact rules are better than classifiers based on approximate rules, and sequential optimization (length+coverage or coverage+length) is better than the ordinary optimization (length or coverage).

Classifiers based on optimal decision rules

KAUST Repository

Amin, Talha M.; Chikalov, Igor; Moshkov, Mikhail; Zielosko, Beata

2013-01-01

Based on dynamic programming approach we design algorithms for sequential optimization of exact and approximate decision rules relative to the length and coverage [3, 4]. In this paper, we use optimal rules to construct classifiers, and study two questions: (i) which rules are better from the point of view of classification-exact or approximate; and (ii) which order of optimization gives better results of classifier work: length, length+coverage, coverage, or coverage+length. Experimental results show that, on average, classifiers based on exact rules are better than classifiers based on approximate rules, and sequential optimization (length+coverage or coverage+length) is better than the ordinary optimization (length or coverage).

EARLY HISTORY OF GEOMETRIC PROBABILITY AND STEREOLOGY

Directory of Open Access Journals (Sweden)

Magdalena Hykšová

2012-03-01

Full Text Available The paper provides an account of the history of geometric probability and stereology from the time of Newton to the early 20th century. It depicts the development of two parallel ways: on one hand, the theory of geometric probability was formed with minor attention paid to other applications than those concerning spatial chance games. On the other hand, practical rules of the estimation of area or volume fraction and other characteristics, easily deducible from geometric probability theory, were proposed without the knowledge of this branch. A special attention is paid to the paper of J.-É. Barbier published in 1860, which contained the fundamental stereological formulas, but remained almost unnoticed both by mathematicians and practicians.

Application of a rule-based model to estimate mercury exchange for three background biomes in the continental United States

Science.gov (United States)

Hartman, J.S.; Weisberg, P.J.; Pillai, R.; Ericksen, J.A.; Kuiken, T.; Lindberg, S.E.; Zhang, H.; Rytuba, J.J.; Gustin, M.S.

2009-01-01

Ecosystems that have low mercury (Hg) concentrations (i.e., not enriched or impactedbygeologic or anthropogenic processes) cover most of the terrestrial surface area of the earth yet their role as a net source or sink for atmospheric Hg is uncertain. Here we use empirical data to develop a rule-based model implemented within a geographic information system framework to estimate the spatial and temporal patterns of Hg flux for semiarid deserts, grasslands, and deciduous forests representing 45% of the continental United States. This exercise provides an indication of whether these ecosystems are a net source or sink for atmospheric Hg as well as a basis for recommendation of data to collect in future field sampling campaigns. Results indicated that soil alone was a small net source of atmospheric Hg and that emitted Hg could be accounted for based on Hg input by wet deposition. When foliar assimilation and wet deposition are added to the area estimate of soil Hg flux these biomes are a sink for atmospheric Hg. ?? 2009 American Chemical Society.

Estimation and prediction of maximum daily rainfall at Sagar Island using best fit probability models

Science.gov (United States)

Mandal, S.; Choudhury, B. U.

2015-07-01

Sagar Island, setting on the continental shelf of Bay of Bengal, is one of the most vulnerable deltas to the occurrence of extreme rainfall-driven climatic hazards. Information on probability of occurrence of maximum daily rainfall will be useful in devising risk management for sustaining rainfed agrarian economy vis-a-vis food and livelihood security. Using six probability distribution models and long-term (1982-2010) daily rainfall data, we studied the probability of occurrence of annual, seasonal and monthly maximum daily rainfall (MDR) in the island. To select the best fit distribution models for annual, seasonal and monthly time series based on maximum rank with minimum value of test statistics, three statistical goodness of fit tests, viz. Kolmogorove-Smirnov test (K-S), Anderson Darling test ( A 2 ) and Chi-Square test ( X 2) were employed. The fourth probability distribution was identified from the highest overall score obtained from the three goodness of fit tests. Results revealed that normal probability distribution was best fitted for annual, post-monsoon and summer seasons MDR, while Lognormal, Weibull and Pearson 5 were best fitted for pre-monsoon, monsoon and winter seasons, respectively. The estimated annual MDR were 50, 69, 86, 106 and 114 mm for return periods of 2, 5, 10, 20 and 25 years, respectively. The probability of getting an annual MDR of >50, >100, >150, >200 and >250 mm were estimated as 99, 85, 40, 12 and 03 % level of exceedance, respectively. The monsoon, summer and winter seasons exhibited comparatively higher probabilities (78 to 85 %) for MDR of >100 mm and moderate probabilities (37 to 46 %) for >150 mm. For different recurrence intervals, the percent probability of MDR varied widely across intra- and inter-annual periods. In the island, rainfall anomaly can pose a climatic threat to the sustainability of agricultural production and thus needs adequate adaptation and mitigation measures.

Probable Inference and Quantum Mechanics

International Nuclear Information System (INIS)

Grandy, W. T. Jr.

2009-01-01

In its current very successful interpretation the quantum theory is fundamentally statistical in nature. Although commonly viewed as a probability amplitude whose (complex) square is a probability, the wavefunction or state vector continues to defy consensus as to its exact meaning, primarily because it is not a physical observable. Rather than approach this problem directly, it is suggested that it is first necessary to clarify the precise role of probability theory in quantum mechanics, either as applied to, or as an intrinsic part of the quantum theory. When all is said and done the unsurprising conclusion is that quantum mechanics does not constitute a logic and probability unto itself, but adheres to the long-established rules of classical probability theory while providing a means within itself for calculating the relevant probabilities. In addition, the wavefunction is seen to be a description of the quantum state assigned by an observer based on definite information, such that the same state must be assigned by any other observer based on the same information, in much the same way that probabilities are assigned.

Estimation of the probability of success in petroleum exploration

Science.gov (United States)

Davis, J.C.

1977-01-01

A probabilistic model for oil exploration can be developed by assessing the conditional relationship between perceived geologic variables and the subsequent discovery of petroleum. Such a model includes two probabilistic components, the first reflecting the association between a geologic condition (structural closure, for example) and the occurrence of oil, and the second reflecting the uncertainty associated with the estimation of geologic variables in areas of limited control. Estimates of the conditional relationship between geologic variables and subsequent production can be found by analyzing the exploration history of a "training area" judged to be geologically similar to the exploration area. The geologic variables are assessed over the training area using an historical subset of the available data, whose density corresponds to the present control density in the exploration area. The success or failure of wells drilled in the training area subsequent to the time corresponding to the historical subset provides empirical estimates of the probability of success conditional upon geology. Uncertainty in perception of geological conditions may be estimated from the distribution of errors made in geologic assessment using the historical subset of control wells. These errors may be expressed as a linear function of distance from available control. Alternatively, the uncertainty may be found by calculating the semivariogram of the geologic variables used in the analysis: the two procedures will yield approximately equivalent results. The empirical probability functions may then be transferred to the exploration area and used to estimate the likelihood of success of specific exploration plays. These estimates will reflect both the conditional relationship between the geological variables used to guide exploration and the uncertainty resulting from lack of control. The technique is illustrated with case histories from the mid-Continent area of the U.S.A. ?? 1977 Plenum

Quantum probability ranking principle for ligand-based virtual screening

Science.gov (United States)

Al-Dabbagh, Mohammed Mumtaz; Salim, Naomie; Himmat, Mubarak; Ahmed, Ali; Saeed, Faisal

2017-04-01

Chemical libraries contain thousands of compounds that need screening, which increases the need for computational methods that can rank or prioritize compounds. The tools of virtual screening are widely exploited to enhance the cost effectiveness of lead drug discovery programs by ranking chemical compounds databases in decreasing probability of biological activity based upon probability ranking principle (PRP). In this paper, we developed a novel ranking approach for molecular compounds inspired by quantum mechanics, called quantum probability ranking principle (QPRP). The QPRP ranking criteria would make an attempt to draw an analogy between the physical experiment and molecular structure ranking process for 2D fingerprints in ligand based virtual screening (LBVS). The development of QPRP criteria in LBVS has employed the concepts of quantum at three different levels, firstly at representation level, this model makes an effort to develop a new framework of molecular representation by connecting the molecular compounds with mathematical quantum space. Secondly, estimate the similarity between chemical libraries and references based on quantum-based similarity searching method. Finally, rank the molecules using QPRP approach. Simulated virtual screening experiments with MDL drug data report (MDDR) data sets showed that QPRP outperformed the classical ranking principle (PRP) for molecular chemical compounds.

Quantum probability ranking principle for ligand-based virtual screening.

Science.gov (United States)

Al-Dabbagh, Mohammed Mumtaz; Salim, Naomie; Himmat, Mubarak; Ahmed, Ali; Saeed, Faisal

2017-04-01

Chemical libraries contain thousands of compounds that need screening, which increases the need for computational methods that can rank or prioritize compounds. The tools of virtual screening are widely exploited to enhance the cost effectiveness of lead drug discovery programs by ranking chemical compounds databases in decreasing probability of biological activity based upon probability ranking principle (PRP). In this paper, we developed a novel ranking approach for molecular compounds inspired by quantum mechanics, called quantum probability ranking principle (QPRP). The QPRP ranking criteria would make an attempt to draw an analogy between the physical experiment and molecular structure ranking process for 2D fingerprints in ligand based virtual screening (LBVS). The development of QPRP criteria in LBVS has employed the concepts of quantum at three different levels, firstly at representation level, this model makes an effort to develop a new framework of molecular representation by connecting the molecular compounds with mathematical quantum space. Secondly, estimate the similarity between chemical libraries and references based on quantum-based similarity searching method. Finally, rank the molecules using QPRP approach. Simulated virtual screening experiments with MDL drug data report (MDDR) data sets showed that QPRP outperformed the classical ranking principle (PRP) for molecular chemical compounds.

Estimated probability of the number of buildings damaged by the ...

African Journals Online (AJOL)

The analysis shows that the probability estimator of the building damage ... and homeowners) should reserve the cost of repair at least worth the risk of loss, to face ... Keywords: Citarum River; logistic regression; genetic algorithm; losses risk; ...

An optimized Line Sampling method for the estimation of the failure probability of nuclear passive systems

International Nuclear Information System (INIS)

Zio, E.; Pedroni, N.

2010-01-01

determination of the LS 'important direction' and (iii) proposing a new technique for identifying the LS 'important direction', based on the genetic algorithm (GA) minimization of the variance of the LS failure probability estimator. In addition, this work addresses the second issue by assessing the performance of the LS method in estimating small failure probabilities with a reduced (e.g., lower than one hundred) number of samples. The issues are investigated within two case studies: the first one deals with the estimation of the failure probability of a nonlinear structural system subject to creep and fatigue damages; the second one regards a passive decay heat removal system in a gas-cooled fast reactor (GFR) of literature.

Estimating migratory connectivity of birds when re-encounter probabilities are heterogeneous

Science.gov (United States)

Cohen, Emily B.; Hostelter, Jeffrey A.; Royle, J. Andrew; Marra, Peter P.

2014-01-01

Understanding the biology and conducting effective conservation of migratory species requires an understanding of migratory connectivity – the geographic linkages of populations between stages of the annual cycle. Unfortunately, for most species, we are lacking such information. The North American Bird Banding Laboratory (BBL) houses an extensive database of marking, recaptures and recoveries, and such data could provide migratory connectivity information for many species. To date, however, few species have been analyzed for migratory connectivity largely because heterogeneous re-encounter probabilities make interpretation problematic. We accounted for regional variation in re-encounter probabilities by borrowing information across species and by using effort covariates on recapture and recovery probabilities in a multistate capture–recapture and recovery model. The effort covariates were derived from recaptures and recoveries of species within the same regions. We estimated the migratory connectivity for three tern species breeding in North America and over-wintering in the tropics, common (Sterna hirundo), roseate (Sterna dougallii), and Caspian terns (Hydroprogne caspia). For western breeding terns, model-derived estimates of migratory connectivity differed considerably from those derived directly from the proportions of re-encounters. Conversely, for eastern breeding terns, estimates were merely refined by the inclusion of re-encounter probabilities. In general, eastern breeding terns were strongly connected to eastern South America, and western breeding terns were strongly linked to the more western parts of the nonbreeding range under both models. Through simulation, we found this approach is likely useful for many species in the BBL database, although precision improved with higher re-encounter probabilities and stronger migratory connectivity. We describe an approach to deal with the inherent biases in BBL banding and re-encounter data to demonstrate

A rule-based software test data generator

Science.gov (United States)

Deason, William H.; Brown, David B.; Chang, Kai-Hsiung; Cross, James H., II

1991-01-01

Rule-based software test data generation is proposed as an alternative to either path/predicate analysis or random data generation. A prototype rule-based test data generator for Ada programs is constructed and compared to a random test data generator. Four Ada procedures are used in the comparison. Approximately 2000 rule-based test cases and 100,000 randomly generated test cases are automatically generated and executed. The success of the two methods is compared using standard coverage metrics. Simple statistical tests showing that even the primitive rule-based test data generation prototype is significantly better than random data generation are performed. This result demonstrates that rule-based test data generation is feasible and shows great promise in assisting test engineers, especially when the rule base is developed further.

COMPARATIVE ANALYSIS OF ESTIMATION METHODS OF PHARMACY ORGANIZATION BANKRUPTCY PROBABILITY

Directory of Open Access Journals (Sweden)

V. L. Adzhienko

2014-01-01

Full Text Available A purpose of this study was to determine the probability of bankruptcy by various methods in order to predict the financial crisis of pharmacy organization. Estimating the probability of pharmacy organization bankruptcy was conducted using W. Beaver’s method adopted in the Russian Federation, with integrated assessment of financial stability use on the basis of scoring analysis. The results obtained by different methods are comparable and show that the risk of bankruptcy of the pharmacy organization is small.

Using Rule-Based Computer Programming to Unify Communication Rules Research.

Science.gov (United States)

Sanford, David L.; Roach, J. W.

This paper proposes the use of a rule-based computer programming language as a standard for the expression of rules, arguing that the adoption of a standard would enable researchers to communicate about rules in a consistent and significant way. Focusing on the formal equivalence of artificial intelligence (AI) programming to different types of…

Moral empiricism and the bias for act-based rules.

Science.gov (United States)

Ayars, Alisabeth; Nichols, Shaun

2017-10-01

Previous studies on rule learning show a bias in favor of act-based rules, which prohibit intentionally producing an outcome but not merely allowing the outcome. Nichols, Kumar, Lopez, Ayars, and Chan (2016) found that exposure to a single sample violation in which an agent intentionally causes the outcome was sufficient for participants to infer that the rule was act-based. One explanation is that people have an innate bias to think rules are act-based. We suggest an alternative empiricist account: since most rules that people learn are act-based, people form an overhypothesis (Goodman, 1955) that rules are typically act-based. We report three studies that indicate that people can use information about violations to form overhypotheses about rules. In study 1, participants learned either three "consequence-based" rules that prohibited allowing an outcome or three "act-based" rules that prohibiting producing the outcome; in a subsequent learning task, we found that participants who had learned three consequence-based rules were more likely to think that the new rule prohibited allowing an outcome. In study 2, we presented participants with either 1 consequence-based rule or 3 consequence-based rules, and we found that those exposed to 3 such rules were more likely to think that a new rule was also consequence based. Thus, in both studies, it seems that learning 3 consequence-based rules generates an overhypothesis to expect new rules to be consequence-based. In a final study, we used a more subtle manipulation. We exposed participants to examples act-based or accident-based (strict liability) laws and then had them learn a novel rule. We found that participants who were exposed to the accident-based laws were more likely to think a new rule was accident-based. The fact that participants' bias for act-based rules can be shaped by evidence from other rules supports the idea that the bias for act-based rules might be acquired as an overhypothesis from the

Precise Propagation of Upper and Lower Probability Bounds in System P

OpenAIRE

Gilio, Angelo

2000-01-01

In this paper we consider the inference rules of System P in the framework of coherent imprecise probabilistic assessments. Exploiting our algorithms, we propagate the lower and upper probability bounds associated with the conditional assertions of a given knowledge base, automatically obtaining the precise probability bounds for the derived conclusions of the inference rules. This allows a more flexible and realistic use of System P in default reasoning and provides an exact illustration of ...

A C++ Class for Rule-Base Objects

Directory of Open Access Journals (Sweden)

William J. Grenney

1992-01-01

Full Text Available A C++ class, called Tripod, was created as a tool to assist with the development of rule-base decision support systems. The Tripod class contains data structures for the rule-base and member functions for operating on the data. The rule-base is defined by three ASCII files. These files are translated by a preprocessor into a single file that is located when a rule-base object is instantiated. The Tripod class was tested as part of a proto-type decision support system (DSS for winter highway maintenance in the Intermountain West. The DSS is composed of two principal modules: the main program, called the wrapper, and a Tripod rule-base object. The wrapper is a procedural module that interfaces with remote sensors and an external meterological database. The rule-base contains the logic for advising an inexperienced user and for assisting with the decision making process.

Evaluation of test-strategies for estimating probability of low prevalence of paratuberculosis in Danish dairy herds

DEFF Research Database (Denmark)

Sergeant, E.S.G.; Nielsen, Søren S.; Toft, Nils

2008-01-01

of this study was to develop a method to estimate the probability of low within-herd prevalence of paratuberculosis for Danish dairy herds. A stochastic simulation model was developed using the R(R) programming environment. Features of this model included: use of age-specific estimates of test......-sensitivity and specificity; use of a distribution of observed values (rather than a fixed, low value) for design prevalence; and estimates of the probability of low prevalence (Pr-Low) based on a specific number of test-positive animals, rather than for a result less than or equal to a specified cut-point number of reactors....... Using this model, five herd-testing strategies were evaluated: (1) milk-ELISA on all lactating cows; (2) milk-ELISA on lactating cows 4 years old; (4) faecal culture on all lactating cows; and (5) milk-ELISA plus faecal culture in series on all lactating cows. The five testing strategies were evaluated...

Collective Odor Source Estimation and Search in Time-Variant Airflow Environments Using Mobile Robots

Science.gov (United States)

Meng, Qing-Hao; Yang, Wei-Xing; Wang, Yang; Zeng, Ming

2011-01-01

This paper addresses the collective odor source localization (OSL) problem in a time-varying airflow environment using mobile robots. A novel OSL methodology which combines odor-source probability estimation and multiple robots’ search is proposed. The estimation phase consists of two steps: firstly, the separate probability-distribution map of odor source is estimated via Bayesian rules and fuzzy inference based on a single robot’s detection events; secondly, the separate maps estimated by different robots at different times are fused into a combined map by way of distance based superposition. The multi-robot search behaviors are coordinated via a particle swarm optimization algorithm, where the estimated odor-source probability distribution is used to express the fitness functions. In the process of OSL, the estimation phase provides the prior knowledge for the searching while the searching verifies the estimation results, and both phases are implemented iteratively. The results of simulations for large-scale advection–diffusion plume environments and experiments using real robots in an indoor airflow environment validate the feasibility and robustness of the proposed OSL method. PMID:22346650

Site Specific Probable Maximum Precipitation Estimates and Professional Judgement

Science.gov (United States)

Hayes, B. D.; Kao, S. C.; Kanney, J. F.; Quinlan, K. R.; DeNeale, S. T.

2015-12-01

State and federal regulatory authorities currently rely upon the US National Weather Service Hydrometeorological Reports (HMRs) to determine probable maximum precipitation (PMP) estimates (i.e., rainfall depths and durations) for estimating flooding hazards for relatively broad regions in the US. PMP estimates for the contributing watersheds upstream of vulnerable facilities are used to estimate riverine flooding hazards while site-specific estimates for small water sheds are appropriate for individual facilities such as nuclear power plants. The HMRs are often criticized due to their limitations on basin size, questionable applicability in regions affected by orographic effects, their lack of consist methods, and generally by their age. HMR-51 for generalized PMP estimates for the United States east of the 105th meridian, was published in 1978 and is sometimes perceived as overly conservative. The US Nuclear Regulatory Commission (NRC), is currently reviewing several flood hazard evaluation reports that rely on site specific PMP estimates that have been commercially developed. As such, NRC has recently investigated key areas of expert judgement via a generic audit and one in-depth site specific review as they relate to identifying and quantifying actual and potential storm moisture sources, determining storm transposition limits, and adjusting available moisture during storm transposition. Though much of the approach reviewed was considered a logical extension of HMRs, two key points of expert judgement stood out for further in-depth review. The first relates primarily to small storms and the use of a heuristic for storm representative dew point adjustment developed for the Electric Power Research Institute by North American Weather Consultants in 1993 in order to harmonize historic storms for which only 12 hour dew point data was available with more recent storms in a single database. The second issue relates to the use of climatological averages for spatially

A Constructivist Approach to Rule Bases

NARCIS (Netherlands)

Sileno, G.; Boer, A.; van Engers, T.; Loiseau, S.; Filipe, J.; Duval, B.; van den Herik, J.

2015-01-01

The paper presents a set of algorithms for the conversion of rule bases between priority-based and constraint-based representations. Inspired by research in precedential reasoning in law, such algorithms can be used for the analysis of a rule base, and for the study of the impact of the introduction

Uncertainty plus prior equals rational bias: an intuitive Bayesian probability weighting function.

Science.gov (United States)

Fennell, John; Baddeley, Roland

2012-10-01

Empirical research has shown that when making choices based on probabilistic options, people behave as if they overestimate small probabilities, underestimate large probabilities, and treat positive and negative outcomes differently. These distortions have been modeled using a nonlinear probability weighting function, which is found in several nonexpected utility theories, including rank-dependent models and prospect theory; here, we propose a Bayesian approach to the probability weighting function and, with it, a psychological rationale. In the real world, uncertainty is ubiquitous and, accordingly, the optimal strategy is to combine probability statements with prior information using Bayes' rule. First, we show that any reasonable prior on probabilities leads to 2 of the observed effects; overweighting of low probabilities and underweighting of high probabilities. We then investigate 2 plausible kinds of priors: informative priors based on previous experience and uninformative priors of ignorance. Individually, these priors potentially lead to large problems of bias and inefficiency, respectively; however, when combined using Bayesian model comparison methods, both forms of prior can be applied adaptively, gaining the efficiency of empirical priors and the robustness of ignorance priors. We illustrate this for the simple case of generic good and bad options, using Internet blogs to estimate the relevant priors of inference. Given this combined ignorant/informative prior, the Bayesian probability weighting function is not only robust and efficient but also matches all of the major characteristics of the distortions found in empirical research. PsycINFO Database Record (c) 2012 APA, all rights reserved.

Integrated Case Based and Rule Based Reasoning for Decision Support

OpenAIRE

Eshete, Azeb Bekele

2009-01-01

This project is a continuation of my specialization project which was focused on studying theoretical concepts related to case based reasoning method, rule based reasoning method and integration of them. The integration of rule-based and case-based reasoning methods has shown a substantial improvement with regards to performance over the individual methods. Verdande Technology As wants to try integrating the rule based reasoning method with an existing case based system. This project focu...

Triangulation based inclusion probabilities: a design-unbiased sampling approach

OpenAIRE

Fehrmann, Lutz; Gregoire, Timothy; Kleinn, Christoph

2011-01-01

A probabilistic sampling approach for design-unbiased estimation of area-related quantitative characteristics of spatially dispersed population units is proposed. The developed field protocol includes a fixed number of 3 units per sampling location and is based on partial triangulations over their natural neighbors to derive the individual inclusion probabilities. The performance of the proposed design is tested in comparison to fixed area sample plots in a simulation with two forest stands. ...

The effect of coupling hydrologic and hydrodynamic models on probable maximum flood estimation

Science.gov (United States)

Felder, Guido; Zischg, Andreas; Weingartner, Rolf

2017-07-01

Deterministic rainfall-runoff modelling usually assumes stationary hydrological system, as model parameters are calibrated with and therefore dependant on observed data. However, runoff processes are probably not stationary in the case of a probable maximum flood (PMF) where discharge greatly exceeds observed flood peaks. Developing hydrodynamic models and using them to build coupled hydrologic-hydrodynamic models can potentially improve the plausibility of PMF estimations. This study aims to assess the potential benefits and constraints of coupled modelling compared to standard deterministic hydrologic modelling when it comes to PMF estimation. The two modelling approaches are applied using a set of 100 spatio-temporal probable maximum precipitation (PMP) distribution scenarios. The resulting hydrographs, the resulting peak discharges as well as the reliability and the plausibility of the estimates are evaluated. The discussion of the results shows that coupling hydrologic and hydrodynamic models substantially improves the physical plausibility of PMF modelling, although both modelling approaches lead to PMF estimations for the catchment outlet that fall within a similar range. Using a coupled model is particularly suggested in cases where considerable flood-prone areas are situated within a catchment.

A Balanced Approach to Adaptive Probability Density Estimation

Directory of Open Access Journals (Sweden)

Julio A. Kovacs

2017-04-01

Full Text Available Our development of a Fast (Mutual Information Matching (FIM of molecular dynamics time series data led us to the general problem of how to accurately estimate the probability density function of a random variable, especially in cases of very uneven samples. Here, we propose a novel Balanced Adaptive Density Estimation (BADE method that effectively optimizes the amount of smoothing at each point. To do this, BADE relies on an efficient nearest-neighbor search which results in good scaling for large data sizes. Our tests on simulated data show that BADE exhibits equal or better accuracy than existing methods, and visual tests on univariate and bivariate experimental data show that the results are also aesthetically pleasing. This is due in part to the use of a visual criterion for setting the smoothing level of the density estimate. Our results suggest that BADE offers an attractive new take on the fundamental density estimation problem in statistics. We have applied it on molecular dynamics simulations of membrane pore formation. We also expect BADE to be generally useful for low-dimensional applications in other statistical application domains such as bioinformatics, signal processing and econometrics.

Structural health monitoring and probability of detection estimation

Science.gov (United States)

Forsyth, David S.

2016-02-01

Structural health monitoring (SHM) methods are often based on nondestructive testing (NDT) sensors and are often proposed as replacements for NDT to lower cost and/or improve reliability. In order to take advantage of SHM for life cycle management, it is necessary to determine the Probability of Detection (POD) of the SHM system just as for traditional NDT to ensure that the required level of safety is maintained. Many different possibilities exist for SHM systems, but one of the attractive features of SHM versus NDT is the ability to take measurements very simply after the SHM system is installed. Using a simple statistical model of POD, some authors have proposed that very high rates of SHM system data sampling can result in high effective POD even in situations where an individual test has low POD. In this paper, we discuss the theoretical basis for determining the effect of repeated inspections, and examine data from SHM experiments against this framework to show how the effective POD from multiple tests can be estimated.

Classification of Knee Joint Vibration Signals Using Bivariate Feature Distribution Estimation and Maximal Posterior Probability Decision Criterion

Directory of Open Access Journals (Sweden)

Fang Zheng

2013-04-01

Full Text Available Analysis of knee joint vibration or vibroarthrographic (VAG signals using signal processing and machine learning algorithms possesses high potential for the noninvasive detection of articular cartilage degeneration, which may reduce unnecessary exploratory surgery. Feature representation of knee joint VAG signals helps characterize the pathological condition of degenerative articular cartilages in the knee. This paper used the kernel-based probability density estimation method to model the distributions of the VAG signals recorded from healthy subjects and patients with knee joint disorders. The estimated densities of the VAG signals showed explicit distributions of the normal and abnormal signal groups, along with the corresponding contours in the bivariate feature space. The signal classifications were performed by using the Fisher’s linear discriminant analysis, support vector machine with polynomial kernels, and the maximal posterior probability decision criterion. The maximal posterior probability decision criterion was able to provide the total classification accuracy of 86.67% and the area (Az of 0.9096 under the receiver operating characteristics curve, which were superior to the results obtained by either the Fisher’s linear discriminant analysis (accuracy: 81.33%, Az: 0.8564 or the support vector machine with polynomial kernels (accuracy: 81.33%, Az: 0.8533. Such results demonstrated the merits of the bivariate feature distribution estimation and the superiority of the maximal posterior probability decision criterion for analysis of knee joint VAG signals.

Estimating probable flaw distributions in PWR steam generator tubes

International Nuclear Information System (INIS)

Gorman, J.A.; Turner, A.P.L.

1997-01-01

This paper describes methods for estimating the number and size distributions of flaws of various types in PWR steam generator tubes. These estimates are needed when calculating the probable primary to secondary leakage through steam generator tubes under postulated accidents such as severe core accidents and steam line breaks. The paper describes methods for two types of predictions: (1) the numbers of tubes with detectable flaws of various types as a function of time, and (2) the distributions in size of these flaws. Results are provided for hypothetical severely affected, moderately affected and lightly affected units. Discussion is provided regarding uncertainties and assumptions in the data and analyses

Introduction to probability

CERN Document Server

Freund, John E

1993-01-01

Thorough, lucid coverage of permutations and factorials, probabilities and odds, frequency interpretation, mathematical expectation, decision making, postulates of probability, rule of elimination, binomial distribution, geometric distribution, standard deviation, law of large numbers, and much more. Exercises with some solutions. Summary. Bibliography. Includes 42 black-and-white illustrations. 1973 edition.

How accurate are interpretations of curriculum-based measurement progress monitoring data? Visual analysis versus decision rules.

Science.gov (United States)

Van Norman, Ethan R; Christ, Theodore J

2016-10-01

Curriculum based measurement of oral reading (CBM-R) is used to monitor the effects of academic interventions for individual students. Decisions to continue, modify, or terminate these interventions are made by interpreting time series CBM-R data. Such interpretation is founded upon visual analysis or the application of decision rules. The purpose of this study was to compare the accuracy of visual analysis and decision rules. Visual analysts interpreted 108 CBM-R progress monitoring graphs one of three ways: (a) without graphic aids, (b) with a goal line, or (c) with a goal line and a trend line. Graphs differed along three dimensions, including trend magnitude, variability of observations, and duration of data collection. Automated trend line and data point decision rules were also applied to each graph. Inferential analyses permitted the estimation of the probability of a correct decision (i.e., the student is improving - continue the intervention, or the student is not improving - discontinue the intervention) for each evaluation method as a function of trend magnitude, variability of observations, and duration of data collection. All evaluation methods performed better when students made adequate progress. Visual analysis and decision rules performed similarly when observations were less variable. Results suggest that educators should collect data for more than six weeks, take steps to control measurement error, and visually analyze graphs when data are variable. Implications for practice and research are discussed. Copyright © 2016 Society for the Study of School Psychology. Published by Elsevier Ltd. All rights reserved.

Estimation of Extreme Response and Failure Probability of Wind Turbines under Normal Operation using Probability Density Evolution Method

DEFF Research Database (Denmark)

Sichani, Mahdi Teimouri; Nielsen, Søren R.K.; Liu, W. F.

2013-01-01

Estimation of extreme response and failure probability of structures subjected to ultimate design loads is essential for structural design of wind turbines according to the new standard IEC61400-1. This task is focused on in the present paper in virtue of probability density evolution method (PDEM......), which underlies the schemes of random vibration analysis and structural reliability assessment. The short-term rare failure probability of 5-mega-watt wind turbines, for illustrative purposes, in case of given mean wind speeds and turbulence levels is investigated through the scheme of extreme value...... distribution instead of any other approximate schemes of fitted distribution currently used in statistical extrapolation techniques. Besides, the comparative studies against the classical fitted distributions and the standard Monte Carlo techniques are carried out. Numerical results indicate that PDEM exhibits...

On the quantification and efficient propagation of imprecise probabilities resulting from small datasets

Science.gov (United States)

Zhang, Jiaxin; Shields, Michael D.

2018-01-01

This paper addresses the problem of uncertainty quantification and propagation when data for characterizing probability distributions are scarce. We propose a methodology wherein the full uncertainty associated with probability model form and parameter estimation are retained and efficiently propagated. This is achieved by applying the information-theoretic multimodel inference method to identify plausible candidate probability densities and associated probabilities that each method is the best model in the Kullback-Leibler sense. The joint parameter densities for each plausible model are then estimated using Bayes' rule. We then propagate this full set of probability models by estimating an optimal importance sampling density that is representative of all plausible models, propagating this density, and reweighting the samples according to each of the candidate probability models. This is in contrast with conventional methods that try to identify a single probability model that encapsulates the full uncertainty caused by lack of data and consequently underestimate uncertainty. The result is a complete probabilistic description of both aleatory and epistemic uncertainty achieved with several orders of magnitude reduction in computational cost. It is shown how the model can be updated to adaptively accommodate added data and added candidate probability models. The method is applied for uncertainty analysis of plate buckling strength where it is demonstrated how dataset size affects the confidence (or lack thereof) we can place in statistical estimates of response when data are lacking.

Verification of “Channel-Probability Model” of Grain Yield Estimation

Directory of Open Access Journals (Sweden)

ZHENG Hong-yan

2016-07-01

Full Text Available The "channel-probability model" of grain yield estimation was verified and discussed systematically by using the grain production data from 1949 to 2014 in 16 typical counties, and 6 typical districts, and 31 provinces of China. The results showed as follows:(1Due to the geographical spatial scale was large enough, different climate zones and different meteorological conditions could compensated, and grain yield estimation error was small in the scale of nation. Therefore, it was not necessary to modify the grain yield estimation error by mirco-trend and the climate year types in the scale of nation. However, the grain yield estimation in the scale of province was located at the same of a climate zone,the scale was small, so the impact of the meteorological conditions on grain yield was less complementary than the scale of nation. While the spatial scale of districts and counties was smaller, accordingly the compensation of the impact of the meteorological conditions on grain yield was least. Therefore, it was necessary to use mrico-trend amendment and the climate year types amendment to modify the grain yield estimation in districts and counties.(2Mirco-trend modification had two formulas, generally, when the error of grain yield estimation was less than 10%, it could be modified by Y×(1-K; while the error of grain yield estimation was more than 10%, it could be modified by Y/(1+K.(3Generally, the grain estimation had 5 grades, and some had 7 grades because of large error fluctuation. The parameters modified of super-high yield year and super-low yield year must be depended on the real-time crop growth and the meteorological condition. (4By plenty of demonstration analysis, it was proved that the theory and method of "channel-probability model" was scientific and practical. In order to improve the accuracy of grain yield estimation, the parameters could be modified with micro-trend amendment and the climate year types amendment. If the

A classification scheme of erroneous behaviors for human error probability estimations based on simulator data

International Nuclear Information System (INIS)

Kim, Yochan; Park, Jinkyun; Jung, Wondea

2017-01-01

Because it has been indicated that empirical data supporting the estimates used in human reliability analysis (HRA) is insufficient, several databases have been constructed recently. To generate quantitative estimates from human reliability data, it is important to appropriately sort the erroneous behaviors found in the reliability data. Therefore, this paper proposes a scheme to classify the erroneous behaviors identified by the HuREX (Human Reliability data Extraction) framework through a review of the relevant literature. A case study of the human error probability (HEP) calculations is conducted to verify that the proposed scheme can be successfully implemented for the categorization of the erroneous behaviors and to assess whether the scheme is useful for the HEP quantification purposes. Although continuously accumulating and analyzing simulator data is desirable to secure more reliable HEPs, the resulting HEPs were insightful in several important ways with regard to human reliability in off-normal conditions. From the findings of the literature review and the case study, the potential and limitations of the proposed method are discussed. - Highlights: • A taxonomy of erroneous behaviors is proposed to estimate HEPs from a database. • The cognitive models, procedures, HRA methods, and HRA databases were reviewed. • HEPs for several types of erroneous behaviors are calculated as a case study.

Linear solvation energy relationships: "rule of thumb" for estimation of variable values

Science.gov (United States)

Hickey, James P.; Passino-Reader, Dora R.

1991-01-01

For the linear solvation energy relationship (LSER), values are listed for each of the variables (Vi/100, π*, &betam, αm) for fundamental organic structures and functional groups. We give the guidelines to estimate LSER variable values quickly for a vast array of possible organic compounds such as those found in the environment. The difficulty in generating these variables has greatly discouraged the application of this quantitative structure-activity relationship (QSAR) method. This paper present the first compilation of molecular functional group values together with a utilitarian set of the LSER variable estimation rules. The availability of these variable values and rules should facilitate widespread application of LSER for hazard evaluation of environmental contaminants.

Allelic drop-out probabilities estimated by logistic regression--Further considerations and practical implementation

DEFF Research Database (Denmark)

Tvedebrink, Torben; Eriksen, Poul Svante; Asplund, Maria

2012-01-01

We discuss the model for estimating drop-out probabilities presented by Tvedebrink et al. [7] and the concerns, that have been raised. The criticism of the model has demonstrated that the model is not perfect. However, the model is very useful for advanced forensic genetic work, where allelic drop-out...... is occurring. With this discussion, we hope to improve the drop-out model, so that it can be used for practical forensic genetics and stimulate further discussions. We discuss how to estimate drop-out probabilities when using a varying number of PCR cycles and other experimental conditions....

Modelling the probability of building fires

Directory of Open Access Journals (Sweden)

Vojtěch Barták

2014-12-01

Full Text Available Systematic spatial risk analysis plays a crucial role in preventing emergencies.In the Czech Republic, risk mapping is currently based on the risk accumulationprinciple, area vulnerability, and preparedness levels of Integrated Rescue Systemcomponents. Expert estimates are used to determine risk levels for individualhazard types, while statistical modelling based on data from actual incidents andtheir possible causes is not used. Our model study, conducted in cooperation withthe Fire Rescue Service of the Czech Republic as a model within the Liberec andHradec Králové regions, presents an analytical procedure leading to the creation ofbuilding fire probability maps based on recent incidents in the studied areas andon building parameters. In order to estimate the probability of building fires, aprediction model based on logistic regression was used. Probability of fire calculatedby means of model parameters and attributes of specific buildings can subsequentlybe visualized in probability maps.

Robust estimation of the expected survival probabilities from high-dimensional Cox models with biomarker-by-treatment interactions in randomized clinical trials

Directory of Open Access Journals (Sweden)

Nils Ternès

2017-05-01

Full Text Available Abstract Background Thanks to the advances in genomics and targeted treatments, more and more prediction models based on biomarkers are being developed to predict potential benefit from treatments in a randomized clinical trial. Despite the methodological framework for the development and validation of prediction models in a high-dimensional setting is getting more and more established, no clear guidance exists yet on how to estimate expected survival probabilities in a penalized model with biomarker-by-treatment interactions. Methods Based on a parsimonious biomarker selection in a penalized high-dimensional Cox model (lasso or adaptive lasso, we propose a unified framework to: estimate internally the predictive accuracy metrics of the developed model (using double cross-validation; estimate the individual survival probabilities at a given timepoint; construct confidence intervals thereof (analytical or bootstrap; and visualize them graphically (pointwise or smoothed with spline. We compared these strategies through a simulation study covering scenarios with or without biomarker effects. We applied the strategies to a large randomized phase III clinical trial that evaluated the effect of adding trastuzumab to chemotherapy in 1574 early breast cancer patients, for which the expression of 462 genes was measured. Results In our simulations, penalized regression models using the adaptive lasso estimated the survival probability of new patients with low bias and standard error; bootstrapped confidence intervals had empirical coverage probability close to the nominal level across very different scenarios. The double cross-validation performed on the training data set closely mimicked the predictive accuracy of the selected models in external validation data. We also propose a useful visual representation of the expected survival probabilities using splines. In the breast cancer trial, the adaptive lasso penalty selected a prediction model with 4

Estimating Probable Maximum Precipitation by Considering Combined Effect of Typhoon and Southwesterly Air Flow

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Cheng-Chin Liu

2016-01-01

Full Text Available Typhoon Morakot hit southern Taiwan in 2009, bringing 48-hr of heavy rainfall [close to the Probable Maximum Precipitation (PMP] to the Tsengwen Reservoir catchment. This extreme rainfall event resulted from the combined (co-movement effect of two climate systems (i.e., typhoon and southwesterly air flow. Based on the traditional PMP estimation method (i.e., the storm transposition method, STM, two PMP estimation approaches, i.e., Amplification Index (AI and Independent System (IS approaches, which consider the combined effect are proposed in this work. The AI approach assumes that the southwesterly air flow precipitation in a typhoon event could reach its maximum value. The IS approach assumes that the typhoon and southwesterly air flow are independent weather systems. Based on these assumptions, calculation procedures for the two approaches were constructed for a case study on the Tsengwen Reservoir catchment. The results show that the PMP estimates for 6- to 60-hr durations using the two approaches are approximately 30% larger than the PMP estimates using the traditional STM without considering the combined effect. This work is a pioneer PMP estimation method that considers the combined effect of a typhoon and southwesterly air flow. Further studies on this issue are essential and encouraged.

Input-profile-based software failure probability quantification for safety signal generation systems

International Nuclear Information System (INIS)

Kang, Hyun Gook; Lim, Ho Gon; Lee, Ho Jung; Kim, Man Cheol; Jang, Seung Cheol

2009-01-01

The approaches for software failure probability estimation are mainly based on the results of testing. Test cases represent the inputs, which are encountered in an actual use. The test inputs for the safety-critical application such as a reactor protection system (RPS) of a nuclear power plant are the inputs which cause the activation of protective action such as a reactor trip. A digital system treats inputs from instrumentation sensors as discrete digital values by using an analog-to-digital converter. Input profile must be determined in consideration of these characteristics for effective software failure probability quantification. Another important characteristic of software testing is that we do not have to repeat the test for the same input value since the software response is deterministic for each specific digital input. With these considerations, we propose an effective software testing method for quantifying the failure probability. As an example application, the input profile of the digital RPS is developed based on the typical plant data. The proposed method in this study is expected to provide a simple but realistic mean to quantify the software failure probability based on input profile and system dynamics.

Measuring survival time: a probability-based approach useful in healthcare decision-making.

Science.gov (United States)

2011-01-01

In some clinical situations, the choice between treatment options takes into account their impact on patient survival time. Due to practical constraints (such as loss to follow-up), survival time is usually estimated using a probability calculation based on data obtained in clinical studies or trials. The two techniques most commonly used to estimate survival times are the Kaplan-Meier method and the actuarial method. Despite their limitations, they provide useful information when choosing between treatment options.

[Biometric bases: basic concepts of probability calculation].

Science.gov (United States)

Dinya, E

1998-04-26

The author gives or outline of the basic concepts of probability theory. The bases of the event algebra, definition of the probability, the classical probability model and the random variable are presented.

Normal probability plots with confidence.

Science.gov (United States)

Chantarangsi, Wanpen; Liu, Wei; Bretz, Frank; Kiatsupaibul, Seksan; Hayter, Anthony J; Wan, Fang

2015-01-01

Normal probability plots are widely used as a statistical tool for assessing whether an observed simple random sample is drawn from a normally distributed population. The users, however, have to judge subjectively, if no objective rule is provided, whether the plotted points fall close to a straight line. In this paper, we focus on how a normal probability plot can be augmented by intervals for all the points so that, if the population distribution is normal, then all the points should fall into the corresponding intervals simultaneously with probability 1-α. These simultaneous 1-α probability intervals provide therefore an objective mean to judge whether the plotted points fall close to the straight line: the plotted points fall close to the straight line if and only if all the points fall into the corresponding intervals. The powers of several normal probability plot based (graphical) tests and the most popular nongraphical Anderson-Darling and Shapiro-Wilk tests are compared by simulation. Based on this comparison, recommendations are given in Section 3 on which graphical tests should be used in what circumstances. An example is provided to illustrate the methods. © 2014 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Mediators of the Availability Heuristic in Probability Estimates of Future Events.

Science.gov (United States)

Levi, Ariel S.; Pryor, John B.

Individuals often estimate the probability of future events by the ease with which they can recall or cognitively construct relevant instances. Previous research has not precisely identified the cognitive processes mediating this "availability heuristic." Two potential mediators (imagery of the event, perceived reasons or causes for the…

Estimating the exceedance probability of rain rate by logistic regression

Science.gov (United States)

Chiu, Long S.; Kedem, Benjamin

1990-01-01

Recent studies have shown that the fraction of an area with rain intensity above a fixed threshold is highly correlated with the area-averaged rain rate. To estimate the fractional rainy area, a logistic regression model, which estimates the conditional probability that rain rate over an area exceeds a fixed threshold given the values of related covariates, is developed. The problem of dependency in the data in the estimation procedure is bypassed by the method of partial likelihood. Analyses of simulated scanning multichannel microwave radiometer and observed electrically scanning microwave radiometer data during the Global Atlantic Tropical Experiment period show that the use of logistic regression in pixel classification is superior to multiple regression in predicting whether rain rate at each pixel exceeds a given threshold, even in the presence of noisy data. The potential of the logistic regression technique in satellite rain rate estimation is discussed.

Empirical investigation on using wind speed volatility to estimate the operation probability and power output of wind turbines

International Nuclear Information System (INIS)

Liu, Heping; Shi, Jing; Qu, Xiuli

2013-01-01

Highlights: ► Ten-minute wind speed and power generation data of an offshore wind turbine are used. ► An ARMA–GARCH-M model is built to simultaneously forecast wind speed mean and volatility. ► The operation probability and expected power output of the wind turbine are predicted. ► The integrated approach produces more accurate wind power forecasting than other conventional methods. - Abstract: In this paper, we introduce a quantitative methodology that performs the interval estimation of wind speed, calculates the operation probability of wind turbine, and forecasts the wind power output. The technological advantage of this methodology stems from the empowered capability of mean and volatility forecasting of wind speed. Based on the real wind speed and corresponding wind power output data from an offshore wind turbine, this methodology is applied to build an ARMA–GARCH-M model for wind speed forecasting, and then to compute the operation probability and the expected power output of the wind turbine. The results show that the developed methodology is effective, the obtained interval estimation of wind speed is reliable, and the forecasted operation probability and expected wind power output of the wind turbine are accurate

Performance Analysis of Secrecy Outage Probability for AF-Based Partial Relay Selection with Outdated Channel Estimates

Directory of Open Access Journals (Sweden)

Kyu-Sung Hwang

2017-01-01

Full Text Available We study the secrecy outage probability of the amplify-and-forward (AF relaying protocol, which consists of one source, one destination, multiple relays, and multiple eavesdroppers. In this system, the aim is to transmit the confidential messages from a source to a destination via the selected relay in presence of eavesdroppers. Moreover, partial relay selection scheme is utilized for relay selection based on outdated channel state information where only neighboring channel information (source-relays is available and passive eavesdroppers are considered where a transmitter does not have any knowledge of eavesdroppers’ channels. Specifically, we offer the exact secrecy outage probability of the proposed system in a one-integral form as well as providing the asymptotic secrecy outage probability in a closed-form. Numerical examples are given to verify our provided analytical results for different system conditions.

Re‐estimated effects of deep episodic slip on the occurrence and probability of great earthquakes in Cascadia

Science.gov (United States)

Beeler, Nicholas M.; Roeloffs, Evelyn A.; McCausland, Wendy

2013-01-01

Mazzotti and Adams (2004) estimated that rapid deep slip during typically two week long episodes beneath northern Washington and southern British Columbia increases the probability of a great Cascadia earthquake by 30–100 times relative to the probability during the ∼58 weeks between slip events. Because the corresponding absolute probability remains very low at ∼0.03% per week, their conclusion is that though it is more likely that a great earthquake will occur during a rapid slip event than during other times, a great earthquake is unlikely to occur during any particular rapid slip event. This previous estimate used a failure model in which great earthquakes initiate instantaneously at a stress threshold. We refine the estimate, assuming a delayed failure model that is based on laboratory‐observed earthquake initiation. Laboratory tests show that failure of intact rock in shear and the onset of rapid slip on pre‐existing faults do not occur at a threshold stress. Instead, slip onset is gradual and shows a damped response to stress and loading rate changes. The characteristic time of failure depends on loading rate and effective normal stress. Using this model, the probability enhancement during the period of rapid slip in Cascadia is negligible (stresses of 10 MPa or more and only increases by 1.5 times for an effective normal stress of 1 MPa. We present arguments that the hypocentral effective normal stress exceeds 1 MPa. In addition, the probability enhancement due to rapid slip extends into the interevent period. With this delayed failure model for effective normal stresses greater than or equal to 50 kPa, it is more likely that a great earthquake will occur between the periods of rapid deep slip than during them. Our conclusion is that great earthquake occurrence is not significantly enhanced by episodic deep slip events.

Real-time data for estimating a forward-looking interest rate rule of the ECB

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Tilman Bletzinger

2017-12-01

Full Text Available The purpose of the data presented in this article is to use it in ex post estimations of interest rate decisions by the European Central Bank (ECB, as it is done by Bletzinger and Wieland (2017 [1]. The data is of quarterly frequency from 1999 Q1 until 2013 Q2 and consists of the ECB's policy rate, inflation rate, real output growth and potential output growth in the euro area. To account for forward-looking decision making in the interest rate rule, the data consists of expectations about future inflation and output dynamics. While potential output is constructed based on data from the European Commission's annual macro-economic database, inflation and real output growth are taken from two different sources both provided by the ECB: the Survey of Professional Forecasters and projections made by ECB staff. Careful attention was given to the publication date of the collected data to ensure a real-time dataset only consisting of information which was available to the decision makers at the time of the decision. Keywords: Interest rate rule estimation, Real-time data, Forward-looking data

The estimation of probable maximum precipitation: the case of Catalonia.

Science.gov (United States)

Casas, M Carmen; Rodríguez, Raül; Nieto, Raquel; Redaño, Angel

2008-12-01

A brief overview of the different techniques used to estimate the probable maximum precipitation (PMP) is presented. As a particular case, the 1-day PMP over Catalonia has been calculated and mapped with a high spatial resolution. For this purpose, the annual maximum daily rainfall series from 145 pluviometric stations of the Instituto Nacional de Meteorología (Spanish Weather Service) in Catalonia have been analyzed. In order to obtain values of PMP, an enveloping frequency factor curve based on the actual rainfall data of stations in the region has been developed. This enveloping curve has been used to estimate 1-day PMP values of all the 145 stations. Applying the Cressman method, the spatial analysis of these values has been achieved. Monthly precipitation climatological data, obtained from the application of Geographic Information Systems techniques, have been used as the initial field for the analysis. The 1-day PMP at 1 km(2) spatial resolution over Catalonia has been objectively determined, varying from 200 to 550 mm. Structures with wavelength longer than approximately 35 km can be identified and, despite their general concordance, the obtained 1-day PMP spatial distribution shows remarkable differences compared to the annual mean precipitation arrangement over Catalonia.

Grid occupancy estimation for environment perception based on belief functions and PCR6

Science.gov (United States)

Moras, Julien; Dezert, Jean; Pannetier, Benjamin

2015-05-01

In this contribution, we propose to improve the grid map occupancy estimation method developed so far based on belief function modeling and the classical Dempster's rule of combination. Grid map offers a useful representation of the perceived world for mobile robotics navigation. It will play a major role for the security (obstacle avoidance) of next generations of terrestrial vehicles, as well as for future autonomous navigation systems. In a grid map, the occupancy of each cell representing a small piece of the surrounding area of the robot must be estimated at first from sensors measurements (typically LIDAR, or camera), and then it must also be classified into different classes in order to get a complete and precise perception of the dynamic environment where the robot moves. So far, the estimation and the grid map updating have been done using fusion techniques based on the probabilistic framework, or on the classical belief function framework thanks to an inverse model of the sensors. Mainly because the latter offers an interesting management of uncertainties when the quality of available information is low, and when the sources of information appear as conflicting. To improve the performances of the grid map estimation, we propose in this paper to replace Dempster's rule of combination by the PCR6 rule (Proportional Conflict Redistribution rule #6) proposed in DSmT (Dezert-Smarandache) Theory. As an illustrating scenario, we consider a platform moving in dynamic area and we compare our new realistic simulation results (based on a LIDAR sensor) with those obtained by the probabilistic and the classical belief-based approaches.

How much monetary policy rules do we need to estimate DSGE model for Russia?

OpenAIRE

Shulgin, Andrei

2014-01-01

This paper presents a three-sector DSGE model for a small open economy under the intermediate exchange rate regime. The central bank balance sheet equations are added to allow introducing two different monetary policy rules in the model. The principal question is how many independent monetary policy rules we need to describe Russian monetary policy in 2001–2012. To get an answer we perform Bayesian estimation of the DSGE model for four different combinations of monetary policy rules. The main...

Estimation of the common cause failure probabilities on the component group with mixed testing scheme

International Nuclear Information System (INIS)

Hwang, Meejeong; Kang, Dae Il

2011-01-01

Highlights: ► This paper presents a method to estimate the common cause failure probabilities on the common cause component group with mixed testing schemes. ► The CCF probabilities are dependent on the testing schemes such as staggered testing or non-staggered testing. ► There are many CCCGs with specific mixed testing schemes in real plant operation. ► Therefore, a general formula which is applicable to both alternate periodic testing scheme and train level mixed testing scheme was derived. - Abstract: This paper presents a method to estimate the common cause failure (CCF) probabilities on the common cause component group (CCCG) with mixed testing schemes such as the train level mixed testing scheme or the alternate periodic testing scheme. In the train level mixed testing scheme, the components are tested in a non-staggered way within the same train, but the components are tested in a staggered way between the trains. The alternate periodic testing scheme indicates that all components in the same CCCG are tested in a non-staggered way during the planned maintenance period, but they are tested in a staggered way during normal plant operation. Since the CCF probabilities are dependent on the testing schemes such as staggered testing or non-staggered testing, CCF estimators have two kinds of formulas in accordance with the testing schemes. Thus, there are general formulas to estimate the CCF probability on the staggered testing scheme and non-staggered testing scheme. However, in real plant operation, there are many CCCGs with specific mixed testing schemes. Recently, Barros () and Kang () proposed a CCF factor estimation method to reflect the alternate periodic testing scheme and the train level mixed testing scheme. In this paper, a general formula which is applicable to both the alternate periodic testing scheme and the train level mixed testing scheme was derived.

Estimation of Tree Cover in an Agricultural Parkland of Senegal Using Rule-Based Regression Tree Modeling

Directory of Open Access Journals (Sweden)

Stefanie M. Herrmann

2013-10-01

Full Text Available Field trees are an integral part of the farmed parkland landscape in West Africa and provide multiple benefits to the local environment and livelihoods. While field trees have received increasing interest in the context of strengthening resilience to climate variability and change, the actual extent of farmed parkland and spatial patterns of tree cover are largely unknown. We used the rule-based predictive modeling tool Cubist® to estimate field tree cover in the west-central agricultural region of Senegal. A collection of rules and associated multiple linear regression models was constructed from (1 a reference dataset of percent tree cover derived from very high spatial resolution data (2 m Orbview as the dependent variable, and (2 ten years of 10-day 250 m Moderate Resolution Imaging Spectrometer (MODIS Normalized Difference Vegetation Index (NDVI composites and derived phenological metrics as independent variables. Correlation coefficients between modeled and reference percent tree cover of 0.88 and 0.77 were achieved for training and validation data respectively, with absolute mean errors of 1.07 and 1.03 percent tree cover. The resulting map shows a west-east gradient from high tree cover in the peri-urban areas of horticulture and arboriculture to low tree cover in the more sparsely populated eastern part of the study area. A comparison of current (2000s tree cover along this gradient with historic cover as seen on Corona images reveals dynamics of change but also areas of remarkable stability of field tree cover since 1968. The proposed modeling approach can help to identify locations of high and low tree cover in dryland environments and guide ground studies and management interventions aimed at promoting the integration of field trees in agricultural systems.

An integrated approach to estimate storage reliability with initial failures based on E-Bayesian estimates

International Nuclear Information System (INIS)

Zhang, Yongjin; Zhao, Ming; Zhang, Shitao; Wang, Jiamei; Zhang, Yanjun

2017-01-01

Storage reliability that measures the ability of products in a dormant state to keep their required functions is studied in this paper. For certain types of products, Storage reliability may not always be 100% at the beginning of storage, unlike the operational reliability, which exist possible initial failures that are normally neglected in the models of storage reliability. In this paper, a new integrated technique, the non-parametric measure based on the E-Bayesian estimates of current failure probabilities is combined with the parametric measure based on the exponential reliability function, is proposed to estimate and predict the storage reliability of products with possible initial failures, where the non-parametric method is used to estimate the number of failed products and the reliability at each testing time, and the parameter method is used to estimate the initial reliability and the failure rate of storage product. The proposed method has taken into consideration that, the reliability test data of storage products containing the unexamined before and during the storage process, is available for providing more accurate estimates of both the initial failure probability and the storage failure probability. When storage reliability prediction that is the main concern in this field should be made, the non-parametric estimates of failure numbers can be used into the parametric models for the failure process in storage. In the case of exponential models, the assessment and prediction method for storage reliability is presented in this paper. Finally, a numerical example is given to illustrate the method. Furthermore, a detailed comparison between the proposed and traditional method, for examining the rationality of assessment and prediction on the storage reliability, is investigated. The results should be useful for planning a storage environment, decision-making concerning the maximum length of storage, and identifying the production quality. - Highlights: �

Horizontal and Vertical Rule Bases Method in Fuzzy Controllers

OpenAIRE

Aminifar, Sadegh; bin Marzuki, Arjuna

2013-01-01

Concept of horizontal and vertical rule bases is introduced. Using this method enables the designers to look for main behaviors of system and describes them with greater approximations. The rules which describe the system in first stage are called horizontal rule base. In the second stage, the designer modulates the obtained surface by describing needed changes on first surface for handling real behaviors of system. The rules used in the second stage are called vertical rule base. Horizontal...

Rule based systems for big data a machine learning approach

CERN Document Server

Liu, Han; Cocea, Mihaela

2016-01-01

The ideas introduced in this book explore the relationships among rule based systems, machine learning and big data. Rule based systems are seen as a special type of expert systems, which can be built by using expert knowledge or learning from real data. The book focuses on the development and evaluation of rule based systems in terms of accuracy, efficiency and interpretability. In particular, a unified framework for building rule based systems, which consists of the operations of rule generation, rule simplification and rule representation, is presented. Each of these operations is detailed using specific methods or techniques. In addition, this book also presents some ensemble learning frameworks for building ensemble rule based systems.

Geospatial tools effectively estimate nonexceedance probabilities of daily streamflow at ungauged and intermittently gauged locations in Ohio

Directory of Open Access Journals (Sweden)

William H. Farmer

2017-10-01

New hydrological insights for the region: Several methods for estimating nonexceedance probabilities of daily mean streamflows are explored, including single-index methodologies (nearest-neighboring index and geospatial tools (kriging and topological kriging. These methods were evaluated by conducting leave-one-out cross-validations based on analyses of nearly 7 years of daily streamflow data from 79 unregulated streamgages in Ohio and neighboring states. The pooled, ordinary kriging model, with a median Nash–Sutcliffe performance of 0.87, was superior to the single-site index methods, though there was some bias in the tails of the probability distribution. Incorporating network structure through topological kriging did not improve performance. The pooled, ordinary kriging model was applied to 118 locations without systematic streamgaging across Ohio where instantaneous streamflow measurements had been made concurrent with water-quality sampling on at least 3 separate days. Spearman rank correlations between estimated nonexceedance probabilities and measured streamflows were high, with a median value of 0.76. In consideration of application, the degree of regulation in a set of sample sites helped to specify the streamgages required to implement kriging approaches successfully.

Steam generator tubes rupture probability estimation - study of the axially cracked tube case

International Nuclear Information System (INIS)

Mavko, B.; Cizelj, L.; Roussel, G.

1992-01-01

The objective of the present study is to estimate the probability of a steam generator tube rupture due to the unstable propagation of axial through-wall cracks during a hypothetical accident. For this purpose the probabilistic fracture mechanics model was developed taking into account statistical distributions of influencing parameters. A numerical example considering a typical steam generator seriously affected by axial stress corrosion cracking in the roll transition area, is presented; it indicates the change of rupture probability with different assumptions focusing mostly on tubesheet reinforcing factor, crack propagation rate and crack detection probability. 8 refs., 4 figs., 4 tabs

Maximum Entropy Estimation of Transition Probabilities of Reversible Markov Chains

Directory of Open Access Journals (Sweden)

Erik Van der Straeten

2009-11-01

Full Text Available In this paper, we develop a general theory for the estimation of the transition probabilities of reversible Markov chains using the maximum entropy principle. A broad range of physical models can be studied within this approach. We use one-dimensional classical spin systems to illustrate the theoretical ideas. The examples studied in this paper are: the Ising model, the Potts model and the Blume-Emery-Griffiths model.

Level set segmentation of medical images based on local region statistics and maximum a posteriori probability.

Science.gov (United States)

Cui, Wenchao; Wang, Yi; Lei, Tao; Fan, Yangyu; Feng, Yan

2013-01-01

This paper presents a variational level set method for simultaneous segmentation and bias field estimation of medical images with intensity inhomogeneity. In our model, the statistics of image intensities belonging to each different tissue in local regions are characterized by Gaussian distributions with different means and variances. According to maximum a posteriori probability (MAP) and Bayes' rule, we first derive a local objective function for image intensities in a neighborhood around each pixel. Then this local objective function is integrated with respect to the neighborhood center over the entire image domain to give a global criterion. In level set framework, this global criterion defines an energy in terms of the level set functions that represent a partition of the image domain and a bias field that accounts for the intensity inhomogeneity of the image. Therefore, image segmentation and bias field estimation are simultaneously achieved via a level set evolution process. Experimental results for synthetic and real images show desirable performances of our method.

Estimating success probability of a rugby goal kick and developing a ...

African Journals Online (AJOL)

The objective of this study was firstly to derive a formula to estimate the success probability of a particular rugby goal kick and, secondly to derive a goal kicker rating measure that could be used to rank rugby union goal kickers. Various factors that could influence the success of a particular goal kick were considered.

Development of a methodology for probable maximum precipitation estimation over the American River watershed using the WRF model

Science.gov (United States)

Tan, Elcin

A new physically-based methodology for probable maximum precipitation (PMP) estimation is developed over the American River Watershed (ARW) using the Weather Research and Forecast (WRF-ARW) model. A persistent moisture flux convergence pattern, called Pineapple Express, is analyzed for 42 historical extreme precipitation events, and it is found that Pineapple Express causes extreme precipitation over the basin of interest. An average correlation between moisture flux convergence and maximum precipitation is estimated as 0.71 for 42 events. The performance of the WRF model is verified for precipitation by means of calibration and independent validation of the model. The calibration procedure is performed only for the first ranked flood event 1997 case, whereas the WRF model is validated for 42 historical cases. Three nested model domains are set up with horizontal resolutions of 27 km, 9 km, and 3 km over the basin of interest. As a result of Chi-square goodness-of-fit tests, the hypothesis that "the WRF model can be used in the determination of PMP over the ARW for both areal average and point estimates" is accepted at the 5% level of significance. The sensitivities of model physics options on precipitation are determined using 28 microphysics, atmospheric boundary layer, and cumulus parameterization schemes combinations. It is concluded that the best triplet option is Thompson microphysics, Grell 3D ensemble cumulus, and YSU boundary layer (TGY), based on 42 historical cases, and this TGY triplet is used for all analyses of this research. Four techniques are proposed to evaluate physically possible maximum precipitation using the WRF: 1. Perturbations of atmospheric conditions; 2. Shift in atmospheric conditions; 3. Replacement of atmospheric conditions among historical events; and 4. Thermodynamically possible worst-case scenario creation. Moreover, climate change effect on precipitation is discussed by emphasizing temperature increase in order to determine the

Variation in the standard deviation of the lure rating distribution: Implications for estimates of recollection probability.

Science.gov (United States)

Dopkins, Stephen; Varner, Kaitlin; Hoyer, Darin

2017-10-01

In word recognition semantic priming of test words increased the false-alarm rate and the mean of confidence ratings to lures. Such priming also increased the standard deviation of confidence ratings to lures and the slope of the z-ROC function, suggesting that the priming increased the standard deviation of the lure evidence distribution. The Unequal Variance Signal Detection (UVSD) model interpreted the priming as increasing the standard deviation of the lure evidence distribution. Without additional parameters the Dual Process Signal Detection (DPSD) model could only accommodate the results by fitting the data for related and unrelated primes separately, interpreting the priming, implausibly, as decreasing the probability of target recollection (DPSD). With an additional parameter, for the probability of false (lure) recollection the model could fit the data for related and unrelated primes together, interpreting the priming as increasing the probability of false recollection. These results suggest that DPSD estimates of target recollection probability will decrease with increases in the lure confidence/evidence standard deviation unless a parameter is included for false recollection. Unfortunately the size of a given lure confidence/evidence standard deviation relative to other possible lure confidence/evidence standard deviations is often unspecified by context. Hence the model often has no way of estimating false recollection probability and thereby correcting its estimates of target recollection probability.

Reliability assessment and probability based design of reinforced concrete containments and shear walls

International Nuclear Information System (INIS)

Hwang, H.; Reich, M.; Ellingwood, B.; Shinozuka, M.

1986-03-01

This report summarizes work completed under the program entitled, ''Probability-Based Load Combinations for Design of Category I Structures.'' Under this program, the probabilistic models for various static and dynamic loads were formulated. The randomness and uncertainties in material strengths and structural resistance were established. Several limit states of concrete containments and shear walls were identified and analytically formulated. Furthermore, the reliability analysis methods for estimating limit state probabilities were established. These reliability analysis methods can be used to evaluate the safety levels of nuclear structures under various combinations of static and dynamic loads. They can also be used to generate analytically the fragility data for PRA studies. In addition to the development of reliability analysis methods, probability-based design criteria for concrete containments and shear wall structures have also been developed. The proposed design criteria are in the load and resistance factor design (LRFD) format. The load and resistance factors are determined for several limit states and target limit state probabilities. Thus, the proposed design criteria are risk-consistent and have a well-established rationale. 73 refs., 18 figs., 16 tabs

[Survival analysis with competing risks: estimating failure probability].

Science.gov (United States)

Llorca, Javier; Delgado-Rodríguez, Miguel

2004-01-01

To show the impact of competing risks of death on survival analysis. We provide an example of survival time without chronic rejection after heart transplantation, where death before rejection acts as a competing risk. Using a computer simulation, we compare the Kaplan-Meier estimator and the multiple decrement model. The Kaplan-Meier method overestimated the probability of rejection. Next, we illustrate the use of the multiple decrement model to analyze secondary end points (in our example: death after rejection). Finally, we discuss Kaplan-Meier assumptions and why they fail in the presence of competing risks. Survival analysis should be adjusted for competing risks of death to avoid overestimation of the risk of rejection produced with the Kaplan-Meier method.

Estimation of the nuclear fuel assembly eigenfrequencies in the probability sense

Directory of Open Access Journals (Sweden)

Zeman V.

2014-12-01

Full Text Available The paper deals with upper and lower limits estimation of the nuclear fuel assembly eigenfrequencies, whose design and operation parameters are random variables. Each parameter is defined by its mean value and standard deviation or by a range of values. The gradient and three sigma criterion approach is applied to the calculation of the upper and lower limits of fuel assembly eigenfrequencies in the probability sense. Presented analytical approach used for the calculation of eigenfrequencies sensitivity is based on the modal synthesis method and the fuel assembly decomposition into six identical revolved fuel rod segments, centre tube and load-bearing skeleton linked by spacer grids. The method is applied for the Russian TVSA-T fuel assembly in the WWER1000/320 type reactor core in the Czech nuclear power plant Temelín.

An updated nuclear criticality slide rule

International Nuclear Information System (INIS)

Hopper, C.M.; Broadhead, B.L.

1998-04-01

This Volume 2 contains the functional version of the updated nuclear criticality slide rule (more accurately, sliding graphs) that is referenced in An Updated Nuclear Criticality Slide Rule: Technical Basis, NUREG/CR-6504, Vol. 1 (ORNL/TM-13322/V1). This functional slide rule provides a readily usable open-quotes in-handclose quotes method for estimating pertinent nuclear criticality accident information from sliding graphs, thereby permitting (1) the rapid estimation of pertinent criticality accident information without laborious or sophisticated calculations in a nuclear criticality emergency situation, (2) the appraisal of potential fission yields and external personnel radiation exposures for facility safety analyses, and (3) a technical basis for emergency preparedness and training programs at nonreactor nuclear facilities. The slide rule permits the estimation of neutron and gamma dose rates and integrated doses based upon estimated fission yields, distance from the fission source, and time-after criticality accidents for five different critical systems. Another sliding graph permits the estimation of critical solution fission yields based upon fissile material concentration, critical vessel geometry, and solution addition rate. Another graph provides neutron and gamma dose-reduction factors for water, steel, and concrete. Graphs from historic documents are provided as references for estimating critical parameters of various fissile material systems. Conversion factors for various English and metric units are provided for quick reference

Probability-Based Recognition Framework for Underwater Landmarks Using Sonar Images †.

Science.gov (United States)

Lee, Yeongjun; Choi, Jinwoo; Ko, Nak Yong; Choi, Hyun-Taek

2017-08-24

This paper proposes a probability-based framework for recognizing underwater landmarks using sonar images. Current recognition methods use a single image, which does not provide reliable results because of weaknesses of the sonar image such as unstable acoustic source, many speckle noises, low resolution images, single channel image, and so on. However, using consecutive sonar images, if the status-i.e., the existence and identity (or name)-of an object is continuously evaluated by a stochastic method, the result of the recognition method is available for calculating the uncertainty, and it is more suitable for various applications. Our proposed framework consists of three steps: (1) candidate selection, (2) continuity evaluation, and (3) Bayesian feature estimation. Two probability methods-particle filtering and Bayesian feature estimation-are used to repeatedly estimate the continuity and feature of objects in consecutive images. Thus, the status of the object is repeatedly predicted and updated by a stochastic method. Furthermore, we develop an artificial landmark to increase detectability by an imaging sonar, which we apply to the characteristics of acoustic waves, such as instability and reflection depending on the roughness of the reflector surface. The proposed method is verified by conducting basin experiments, and the results are presented.

Weibull Parameters Estimation Based on Physics of Failure Model

DEFF Research Database (Denmark)

Kostandyan, Erik; Sørensen, John Dalsgaard

2012-01-01

Reliability estimation procedures are discussed for the example of fatigue development in solder joints using a physics of failure model. The accumulated damage is estimated based on a physics of failure model, the Rainflow counting algorithm and the Miner’s rule. A threshold model is used...... for degradation modeling and failure criteria determination. The time dependent accumulated damage is assumed linearly proportional to the time dependent degradation level. It is observed that the deterministic accumulated damage at the level of unity closely estimates the characteristic fatigue life of Weibull...

An expert system design to diagnose cancer by using a new method reduced rule base.

Science.gov (United States)

Başçiftçi, Fatih; Avuçlu, Emre

2018-04-01

A Medical Expert System (MES) was developed which uses Reduced Rule Base to diagnose cancer risk according to the symptoms in an individual. A total of 13 symptoms were used. With the new MES, the reduced rules are controlled instead of all possibilities (2 13 = 8192 different possibilities occur). By controlling reduced rules, results are found more quickly. The method of two-level simplification of Boolean functions was used to obtain Reduced Rule Base. Thanks to the developed application with the number of dynamic inputs and outputs on different platforms, anyone can easily test their own cancer easily. More accurate results were obtained considering all the possibilities related to cancer. Thirteen different risk factors were determined to determine the type of cancer. The truth table produced in our study has 13 inputs and 4 outputs. The Boolean Function Minimization method is used to obtain less situations by simplifying logical functions. Diagnosis of cancer quickly thanks to control of the simplified 4 output functions. Diagnosis made with the 4 output values obtained using Reduced Rule Base was found to be quicker than diagnosis made by screening all 2 13 = 8192 possibilities. With the improved MES, more probabilities were added to the process and more accurate diagnostic results were obtained. As a result of the simplification process in breast and renal cancer diagnosis 100% diagnosis speed gain, in cervical cancer and lung cancer diagnosis rate gain of 99% was obtained. With Boolean function minimization, less number of rules is evaluated instead of evaluating a large number of rules. Reducing the number of rules allows the designed system to work more efficiently and to save time, and facilitates to transfer the rules to the designed Expert systems. Interfaces were developed in different software platforms to enable users to test the accuracy of the application. Any one is able to diagnose the cancer itself using determinative risk factors. Thereby

Comparisons of estimates of annual exceedance-probability discharges for small drainage basins in Iowa, based on data through water year 2013 : [summary].

Science.gov (United States)

2015-01-01

Traditionally, the Iowa DOT has used the Iowa Runoff Chart and single-variable regional regression equations (RREs) from a USGS report : (published in 1987) as the primary methods to estimate annual exceedance-probability discharge : (AEPD) for small...

Analysis of QCD sum rule based on the maximum entropy method

International Nuclear Information System (INIS)

Gubler, Philipp

2012-01-01

QCD sum rule was developed about thirty years ago and has been used up to the present to calculate various physical quantities like hadrons. It has been, however, needed to assume 'pole + continuum' for the spectral function in the conventional analyses. Application of this method therefore came across with difficulties when the above assumption is not satisfied. In order to avoid this difficulty, analysis to make use of the maximum entropy method (MEM) has been developed by the present author. It is reported here how far this new method can be successfully applied. In the first section, the general feature of the QCD sum rule is introduced. In section 2, it is discussed why the analysis by the QCD sum rule based on the MEM is so effective. In section 3, the MEM analysis process is described, and in the subsection 3.1 likelihood function and prior probability are considered then in subsection 3.2 numerical analyses are picked up. In section 4, some cases of applications are described starting with ρ mesons, then charmoniums in the finite temperature and finally recent developments. Some figures of the spectral functions are shown. In section 5, summing up of the present analysis method and future view are given. (S. Funahashi)

A non-stationary cost-benefit based bivariate extreme flood estimation approach

Science.gov (United States)

Qi, Wei; Liu, Junguo

2018-02-01

Cost-benefit analysis and flood frequency analysis have been integrated into a comprehensive framework to estimate cost effective design values. However, previous cost-benefit based extreme flood estimation is based on stationary assumptions and analyze dependent flood variables separately. A Non-Stationary Cost-Benefit based bivariate design flood estimation (NSCOBE) approach is developed in this study to investigate influence of non-stationarities in both the dependence of flood variables and the marginal distributions on extreme flood estimation. The dependence is modeled utilizing copula functions. Previous design flood selection criteria are not suitable for NSCOBE since they ignore time changing dependence of flood variables. Therefore, a risk calculation approach is proposed based on non-stationarities in both marginal probability distributions and copula functions. A case study with 54-year observed data is utilized to illustrate the application of NSCOBE. Results show NSCOBE can effectively integrate non-stationarities in both copula functions and marginal distributions into cost-benefit based design flood estimation. It is also found that there is a trade-off between maximum probability of exceedance calculated from copula functions and marginal distributions. This study for the first time provides a new approach towards a better understanding of influence of non-stationarities in both copula functions and marginal distributions on extreme flood estimation, and could be beneficial to cost-benefit based non-stationary bivariate design flood estimation across the world.

Structural Reliability Using Probability Density Estimation Methods Within NESSUS

Science.gov (United States)

Chamis, Chrisos C. (Technical Monitor); Godines, Cody Ric

2003-01-01

A reliability analysis studies a mathematical model of a physical system taking into account uncertainties of design variables and common results are estimations of a response density, which also implies estimations of its parameters. Some common density parameters include the mean value, the standard deviation, and specific percentile(s) of the response, which are measures of central tendency, variation, and probability regions, respectively. Reliability analyses are important since the results can lead to different designs by calculating the probability of observing safe responses in each of the proposed designs. All of this is done at the expense of added computational time as compared to a single deterministic analysis which will result in one value of the response out of many that make up the density of the response. Sampling methods, such as monte carlo (MC) and latin hypercube sampling (LHS), can be used to perform reliability analyses and can compute nonlinear response density parameters even if the response is dependent on many random variables. Hence, both methods are very robust; however, they are computationally expensive to use in the estimation of the response density parameters. Both methods are 2 of 13 stochastic methods that are contained within the Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) program. NESSUS is a probabilistic finite element analysis (FEA) program that was developed through funding from NASA Glenn Research Center (GRC). It has the additional capability of being linked to other analysis programs; therefore, probabilistic fluid dynamics, fracture mechanics, and heat transfer are only a few of what is possible with this software. The LHS method is the newest addition to the stochastic methods within NESSUS. Part of this work was to enhance NESSUS with the LHS method. The new LHS module is complete, has been successfully integrated with NESSUS, and been used to study four different test cases that have been

A least squares approach to estimating the probability distribution of unobserved data in multiphoton microscopy

Science.gov (United States)

Salama, Paul

2008-02-01

Multi-photon microscopy has provided biologists with unprecedented opportunities for high resolution imaging deep into tissues. Unfortunately deep tissue multi-photon microscopy images are in general noisy since they are acquired at low photon counts. To aid in the analysis and segmentation of such images it is sometimes necessary to initially enhance the acquired images. One way to enhance an image is to find the maximum a posteriori (MAP) estimate of each pixel comprising an image, which is achieved by finding a constrained least squares estimate of the unknown distribution. In arriving at the distribution it is assumed that the noise is Poisson distributed, the true but unknown pixel values assume a probability mass function over a finite set of non-negative values, and since the observed data also assumes finite values because of low photon counts, the sum of the probabilities of the observed pixel values (obtained from the histogram of the acquired pixel values) is less than one. Experimental results demonstrate that it is possible to closely estimate the unknown probability mass function with these assumptions.

Estimation of submarine mass failure probability from a sequence of deposits with age dates

Science.gov (United States)

Geist, Eric L.; Chaytor, Jason D.; Parsons, Thomas E.; ten Brink, Uri S.

2013-01-01

The empirical probability of submarine mass failure is quantified from a sequence of dated mass-transport deposits. Several different techniques are described to estimate the parameters for a suite of candidate probability models. The techniques, previously developed for analyzing paleoseismic data, include maximum likelihood and Type II (Bayesian) maximum likelihood methods derived from renewal process theory and Monte Carlo methods. The estimated mean return time from these methods, unlike estimates from a simple arithmetic mean of the center age dates and standard likelihood methods, includes the effects of age-dating uncertainty and of open time intervals before the first and after the last event. The likelihood techniques are evaluated using Akaike’s Information Criterion (AIC) and Akaike’s Bayesian Information Criterion (ABIC) to select the optimal model. The techniques are applied to mass transport deposits recorded in two Integrated Ocean Drilling Program (IODP) drill sites located in the Ursa Basin, northern Gulf of Mexico. Dates of the deposits were constrained by regional bio- and magnetostratigraphy from a previous study. Results of the analysis indicate that submarine mass failures in this location occur primarily according to a Poisson process in which failures are independent and return times follow an exponential distribution. However, some of the model results suggest that submarine mass failures may occur quasiperiodically at one of the sites (U1324). The suite of techniques described in this study provides quantitative probability estimates of submarine mass failure occurrence, for any number of deposits and age uncertainty distributions.

Nonparametric estimation of transition probabilities in the non-Markov illness-death model: A comparative study.

Science.gov (United States)

de Uña-Álvarez, Jacobo; Meira-Machado, Luís

2015-06-01

Multi-state models are often used for modeling complex event history data. In these models the estimation of the transition probabilities is of particular interest, since they allow for long-term predictions of the process. These quantities have been traditionally estimated by the Aalen-Johansen estimator, which is consistent if the process is Markov. Several non-Markov estimators have been proposed in the recent literature, and their superiority with respect to the Aalen-Johansen estimator has been proved in situations in which the Markov condition is strongly violated. However, the existing estimators have the drawback of requiring that the support of the censoring distribution contains the support of the lifetime distribution, which is not often the case. In this article, we propose two new methods for estimating the transition probabilities in the progressive illness-death model. Some asymptotic results are derived. The proposed estimators are consistent regardless the Markov condition and the referred assumption about the censoring support. We explore the finite sample behavior of the estimators through simulations. The main conclusion of this piece of research is that the proposed estimators are much more efficient than the existing non-Markov estimators in most cases. An application to a clinical trial on colon cancer is included. Extensions to progressive processes beyond the three-state illness-death model are discussed. © 2015, The International Biometric Society.

Compensating for geographic variation in detection probability with water depth improves abundance estimates of coastal marine megafauna.

Science.gov (United States)

Hagihara, Rie; Jones, Rhondda E; Sobtzick, Susan; Cleguer, Christophe; Garrigue, Claire; Marsh, Helene

2018-01-01

The probability of an aquatic animal being available for detection is typically probability of detection is important for obtaining robust estimates of the population abundance and determining its status and trends. The dugong (Dugong dugon) is a bottom-feeding marine mammal and a seagrass community specialist. We hypothesized that the probability of a dugong being available for detection is dependent on water depth and that dugongs spend more time underwater in deep-water seagrass habitats than in shallow-water seagrass habitats. We tested this hypothesis by quantifying the depth use of 28 wild dugongs fitted with GPS satellite transmitters and time-depth recorders (TDRs) at three sites with distinct seagrass depth distributions: 1) open waters supporting extensive seagrass meadows to 40 m deep (Torres Strait, 6 dugongs, 2015); 2) a protected bay (average water depth 6.8 m) with extensive shallow seagrass beds (Moreton Bay, 13 dugongs, 2011 and 2012); and 3) a mixture of lagoon, coral and seagrass habitats to 60 m deep (New Caledonia, 9 dugongs, 2013). The fitted instruments were used to measure the times the dugongs spent in the experimentally determined detection zones under various environmental conditions. The estimated probability of detection was applied to aerial survey data previously collected at each location. In general, dugongs were least available for detection in Torres Strait, and the population estimates increased 6-7 fold using depth-specific availability correction factors compared with earlier estimates that assumed homogeneous detection probability across water depth and location. Detection probabilities were higher in Moreton Bay and New Caledonia than Torres Strait because the water transparency in these two locations was much greater than in Torres Strait and the effect of correcting for depth-specific detection probability much less. The methodology has application to visual survey of coastal megafauna including surveys using Unmanned

Derivative-Based Trapezoid Rule for the Riemann-Stieltjes Integral

Directory of Open Access Journals (Sweden)

Weijing Zhao

2014-01-01

Full Text Available The derivative-based trapezoid rule for the Riemann-Stieltjes integral is presented which uses 2 derivative values at the endpoints. This kind of quadrature rule obtains an increase of two orders of precision over the trapezoid rule for the Riemann-Stieltjes integral and the error term is investigated. At last, the rationality of the generalization of derivative-based trapezoid rule for Riemann-Stieltjes integral is demonstrated.

Rule-based energy management strategies for hybrid vehicles

NARCIS (Netherlands)

Hofman, T.; Druten, van R.M.; Serrarens, A.F.A.; Steinbuch, M.

2007-01-01

Int. J. of Electric and Hybrid Vehicles (IJEHV), The highest control layer of a (hybrid) vehicular drive train is termed the Energy Management Strategy (EMS). In this paper an overview of different control methods is given and a new rule-based EMS is introduced based on the combination of Rule-Based

Solving probability reasoning based on DNA strand displacement and probability modules.

Science.gov (United States)

Zhang, Qiang; Wang, Xiaobiao; Wang, Xiaojun; Zhou, Changjun

2017-12-01

In computation biology, DNA strand displacement technology is used to simulate the computation process and has shown strong computing ability. Most researchers use it to solve logic problems, but it is only rarely used in probabilistic reasoning. To process probabilistic reasoning, a conditional probability derivation model and total probability model based on DNA strand displacement were established in this paper. The models were assessed through the game "read your mind." It has been shown to enable the application of probabilistic reasoning in genetic diagnosis. Copyright © 2017 Elsevier Ltd. All rights reserved.

Estimating the probability that the sample mean is within a desired fraction of the standard deviation of the true mean.

Science.gov (United States)

Schillaci, Michael A; Schillaci, Mario E

2009-02-01

The use of small sample sizes in human and primate evolutionary research is commonplace. Estimating how well small samples represent the underlying population, however, is not commonplace. Because the accuracy of determinations of taxonomy, phylogeny, and evolutionary process are dependant upon how well the study sample represents the population of interest, characterizing the uncertainty, or potential error, associated with analyses of small sample sizes is essential. We present a method for estimating the probability that the sample mean is within a desired fraction of the standard deviation of the true mean using small (nresearchers to determine post hoc the probability that their sample is a meaningful approximation of the population parameter. We tested the method using a large craniometric data set commonly used by researchers in the field. Given our results, we suggest that sample estimates of the population mean can be reasonable and meaningful even when based on small, and perhaps even very small, sample sizes.

Research on Fault Diagnosis Method Based on Rule Base Neural Network

Directory of Open Access Journals (Sweden)

Zheng Ni

2017-01-01

Full Text Available The relationship between fault phenomenon and fault cause is always nonlinear, which influences the accuracy of fault location. And neural network is effective in dealing with nonlinear problem. In order to improve the efficiency of uncertain fault diagnosis based on neural network, a neural network fault diagnosis method based on rule base is put forward. At first, the structure of BP neural network is built and the learning rule is given. Then, the rule base is built by fuzzy theory. An improved fuzzy neural construction model is designed, in which the calculated methods of node function and membership function are also given. Simulation results confirm the effectiveness of this method.

Non-parametric adaptive importance sampling for the probability estimation of a launcher impact position

International Nuclear Information System (INIS)

Morio, Jerome

2011-01-01

Importance sampling (IS) is a useful simulation technique to estimate critical probability with a better accuracy than Monte Carlo methods. It consists in generating random weighted samples from an auxiliary distribution rather than the distribution of interest. The crucial part of this algorithm is the choice of an efficient auxiliary PDF that has to be able to simulate more rare random events. The optimisation of this auxiliary distribution is often in practice very difficult. In this article, we propose to approach the IS optimal auxiliary density with non-parametric adaptive importance sampling (NAIS). We apply this technique for the probability estimation of spatial launcher impact position since it has currently become a more and more important issue in the field of aeronautics.

Horizontal and Vertical Rule Bases Method in Fuzzy Controllers

Directory of Open Access Journals (Sweden)

Sadegh Aminifar

2013-01-01

Full Text Available Concept of horizontal and vertical rule bases is introduced. Using this method enables the designers to look for main behaviors of system and describes them with greater approximations. The rules which describe the system in first stage are called horizontal rule base. In the second stage, the designer modulates the obtained surface by describing needed changes on first surface for handling real behaviors of system. The rules used in the second stage are called vertical rule base. Horizontal and vertical rule bases method has a great roll in easing of extracting the optimum control surface by using too lesser rules than traditional fuzzy systems. This research involves with control of a system with high nonlinearity and in difficulty to model it with classical methods. As a case study for testing proposed method in real condition, the designed controller is applied to steaming room with uncertain data and variable parameters. A comparison between PID and traditional fuzzy counterpart and our proposed system shows that our proposed system outperforms PID and traditional fuzzy systems in point of view of number of valve switching and better surface following. The evaluations have done both with model simulation and DSP implementation.

Effects of sampling conditions on DNA-based estimates of American black bear abundance

Science.gov (United States)

Laufenberg, Jared S.; Van Manen, Frank T.; Clark, Joseph D.

2013-01-01

DNA-based capture-mark-recapture techniques are commonly used to estimate American black bear (Ursus americanus) population abundance (N). Although the technique is well established, many questions remain regarding study design. In particular, relationships among N, capture probability of heterogeneity mixtures A and B (pA and pB, respectively, or p, collectively), the proportion of each mixture (π), number of capture occasions (k), and probability of obtaining reliable estimates of N are not fully understood. We investigated these relationships using 1) an empirical dataset of DNA samples for which true N was unknown and 2) simulated datasets with known properties that represented a broader array of sampling conditions. For the empirical data analysis, we used the full closed population with heterogeneity data type in Program MARK to estimate N for a black bear population in Great Smoky Mountains National Park, Tennessee. We systematically reduced the number of those samples used in the analysis to evaluate the effect that changes in capture probabilities may have on parameter estimates. Model-averaged N for females and males were 161 (95% CI = 114–272) and 100 (95% CI = 74–167), respectively (pooled N = 261, 95% CI = 192–419), and the average weekly p was 0.09 for females and 0.12 for males. When we reduced the number of samples of the empirical data, support for heterogeneity models decreased. For the simulation analysis, we generated capture data with individual heterogeneity covering a range of sampling conditions commonly encountered in DNA-based capture-mark-recapture studies and examined the relationships between those conditions and accuracy (i.e., probability of obtaining an estimated N that is within 20% of true N), coverage (i.e., probability that 95% confidence interval includes true N), and precision (i.e., probability of obtaining a coefficient of variation ≤20%) of estimates using logistic regression. The capture probability

An XML-Based Manipulation and Query Language for Rule-Based Information

Science.gov (United States)

Mansour, Essam; Höpfner, Hagen

Rules are utilized to assist in the monitoring process that is required in activities, such as disease management and customer relationship management. These rules are specified according to the application best practices. Most of research efforts emphasize on the specification and execution of these rules. Few research efforts focus on managing these rules as one object that has a management life-cycle. This paper presents our manipulation and query language that is developed to facilitate the maintenance of this object during its life-cycle and to query the information contained in this object. This language is based on an XML-based model. Furthermore, we evaluate the model and language using a prototype system applied to a clinical case study.

Estimating the Probability of a Rare Event Over a Finite Time Horizon

NARCIS (Netherlands)

de Boer, Pieter-Tjerk; L'Ecuyer, Pierre; Rubino, Gerardo; Tuffin, Bruno

2007-01-01

We study an approximation for the zero-variance change of measure to estimate the probability of a rare event in a continuous-time Markov chain. The rare event occurs when the chain reaches a given set of states before some fixed time limit. The jump rates of the chain are expressed as functions of

Fuzzy rule-based model for hydropower reservoirs operation

Energy Technology Data Exchange (ETDEWEB)

Moeini, R.; Afshar, A.; Afshar, M.H. [School of Civil Engineering, Iran University of Science and Technology, Tehran (Iran, Islamic Republic of)

2011-02-15

Real-time hydropower reservoir operation is a continuous decision-making process of determining the water level of a reservoir or the volume of water released from it. The hydropower operation is usually based on operating policies and rules defined and decided upon in strategic planning. This paper presents a fuzzy rule-based model for the operation of hydropower reservoirs. The proposed fuzzy rule-based model presents a set of suitable operating rules for release from the reservoir based on ideal or target storage levels. The model operates on an 'if-then' principle, in which the 'if' is a vector of fuzzy premises and the 'then' is a vector of fuzzy consequences. In this paper, reservoir storage, inflow, and period are used as premises and the release as the consequence. The steps involved in the development of the model include, construction of membership functions for the inflow, storage and the release, formulation of fuzzy rules, implication, aggregation and defuzzification. The required knowledge bases for the formulation of the fuzzy rules is obtained form a stochastic dynamic programming (SDP) model with a steady state policy. The proposed model is applied to the hydropower operation of ''Dez'' reservoir in Iran and the results are presented and compared with those of the SDP model. The results indicate the ability of the method to solve hydropower reservoir operation problems. (author)

Qubit-qutrit separability-probability ratios

International Nuclear Information System (INIS)

Slater, Paul B.

2005-01-01

Paralleling our recent computationally intensive (quasi-Monte Carlo) work for the case N=4 (e-print quant-ph/0308037), we undertake the task for N=6 of computing to high numerical accuracy, the formulas of Sommers and Zyczkowski (e-print quant-ph/0304041) for the (N 2 -1)-dimensional volume and (N 2 -2)-dimensional hyperarea of the (separable and nonseparable) NxN density matrices, based on the Bures (minimal monotone) metric--and also their analogous formulas (e-print quant-ph/0302197) for the (nonmonotone) flat Hilbert-Schmidt metric. With the same seven 10 9 well-distributed ('low-discrepancy') sample points, we estimate the unknown volumes and hyperareas based on five additional (monotone) metrics of interest, including the Kubo-Mori and Wigner-Yanase. Further, we estimate all of these seven volume and seven hyperarea (unknown) quantities when restricted to the separable density matrices. The ratios of separable volumes (hyperareas) to separable plus nonseparable volumes (hyperareas) yield estimates of the separability probabilities of generically rank-6 (rank-5) density matrices. The (rank-6) separability probabilities obtained based on the 35-dimensional volumes appear to be--independently of the metric (each of the seven inducing Haar measure) employed--twice as large as those (rank-5 ones) based on the 34-dimensional hyperareas. (An additional estimate--33.9982--of the ratio of the rank-6 Hilbert-Schmidt separability probability to the rank-4 one is quite clearly close to integral too.) The doubling relationship also appears to hold for the N=4 case for the Hilbert-Schmidt metric, but not the others. We fit simple exact formulas to our estimates of the Hilbert-Schmidt separable volumes and hyperareas in both the N=4 and N=6 cases

A brief introduction to probability.

Science.gov (United States)

Di Paola, Gioacchino; Bertani, Alessandro; De Monte, Lavinia; Tuzzolino, Fabio

2018-02-01

The theory of probability has been debated for centuries: back in 1600, French mathematics used the rules of probability to place and win bets. Subsequently, the knowledge of probability has significantly evolved and is now an essential tool for statistics. In this paper, the basic theoretical principles of probability will be reviewed, with the aim of facilitating the comprehension of statistical inference. After a brief general introduction on probability, we will review the concept of the "probability distribution" that is a function providing the probabilities of occurrence of different possible outcomes of a categorical or continuous variable. Specific attention will be focused on normal distribution that is the most relevant distribution applied to statistical analysis.

Landslide Probability Assessment by the Derived Distributions Technique

Science.gov (United States)

Muñoz, E.; Ochoa, A.; Martínez, H.

2012-12-01

Landslides are potentially disastrous events that bring along human and economic losses; especially in cities where an accelerated and unorganized growth leads to settlements on steep and potentially unstable areas. Among the main causes of landslides are geological, geomorphological, geotechnical, climatological, hydrological conditions and anthropic intervention. This paper studies landslides detonated by rain, commonly known as "soil-slip", which characterize by having a superficial failure surface (Typically between 1 and 1.5 m deep) parallel to the slope face and being triggered by intense and/or sustained periods of rain. This type of landslides is caused by changes on the pore pressure produced by a decrease in the suction when a humid front enters, as a consequence of the infiltration initiated by rain and ruled by the hydraulic characteristics of the soil. Failure occurs when this front reaches a critical depth and the shear strength of the soil in not enough to guarantee the stability of the mass. Critical rainfall thresholds in combination with a slope stability model are widely used for assessing landslide probability. In this paper we present a model for the estimation of the occurrence of landslides based on the derived distributions technique. Since the works of Eagleson in the 1970s the derived distributions technique has been widely used in hydrology to estimate the probability of occurrence of extreme flows. The model estimates the probability density function (pdf) of the Factor of Safety (FOS) from the statistical behavior of the rainfall process and some slope parameters. The stochastic character of the rainfall is transformed by means of a deterministic failure model into FOS pdf. Exceedance probability and return period estimation is then straightforward. The rainfall process is modeled as a Rectangular Pulses Poisson Process (RPPP) with independent exponential pdf for mean intensity and duration of the storms. The Philip infiltration model

Dynamic probability control limits for risk-adjusted CUSUM charts based on multiresponses.

Science.gov (United States)

Zhang, Xiang; Loda, Justin B; Woodall, William H

2017-07-20

For a patient who has survived a surgery, there could be several levels of recovery. Thus, it is reasonable to consider more than two outcomes when monitoring surgical outcome quality. The risk-adjusted cumulative sum (CUSUM) chart based on multiresponses has been developed for monitoring a surgical process with three or more outcomes. However, there is a significant effect of varying risk distributions on the in-control performance of the chart when constant control limits are applied. To overcome this disadvantage, we apply the dynamic probability control limits to the risk-adjusted CUSUM charts for multiresponses. The simulation results demonstrate that the in-control performance of the charts with dynamic probability control limits can be controlled for different patient populations because these limits are determined for each specific sequence of patients. Thus, the use of dynamic probability control limits for risk-adjusted CUSUM charts based on multiresponses allows each chart to be designed for the corresponding patient sequence of a surgeon or a hospital and therefore does not require estimating or monitoring the patients' risk distribution. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

Eliciting Subjective Probabilities with Binary Lotteries

DEFF Research Database (Denmark)

Harrison, Glenn W.; Martínez-Correa, Jimmy; Swarthout, J. Todd

objective probabilities. Drawing a sample from the same subject population, we find evidence that the binary lottery procedure induces linear utility in a subjective probability elicitation task using the Quadratic Scoring Rule. We also show that the binary lottery procedure can induce direct revelation...

Analysis of Rules for Islamic Inheritance Law in Indonesia Using Hybrid Rule Based Learning

Science.gov (United States)

Khosyi'ah, S.; Irfan, M.; Maylawati, D. S.; Mukhlas, O. S.

2018-01-01

Along with the development of human civilization in Indonesia, the changes and reform of Islamic inheritance law so as to conform to the conditions and culture cannot be denied. The distribution of inheritance in Indonesia can be done automatically by storing the rule of Islamic inheritance law in the expert system. In this study, we analyze the knowledge of experts in Islamic inheritance in Indonesia and represent it in the form of rules using rule-based Forward Chaining (FC) and Davis-Putman-Logemann-Loveland (DPLL) algorithms. By hybridizing FC and DPLL algorithms, the rules of Islamic inheritance law in Indonesia are clearly defined and measured. The rules were conceptually validated by some experts in Islamic laws and informatics. The results revealed that generally all rules were ready for use in an expert system.

An intelligent system based on fuzzy probabilities for medical diagnosis – a study in aphasia diagnosis

Directory of Open Access Journals (Sweden)

Majid Moshtagh Khorasani

2009-04-01

Full Text Available

• BACKGROUND: Aphasia diagnosis is particularly challenging due to the linguistic uncertainty and vagueness, inconsistencies in the definition of aphasic syndromes, large number of measurements with  mprecision, natural diversity and subjectivity in test objects as well as in opinions of experts who diagnose the disease.
• METHODS: Fuzzy probability is proposed here as the basic framework for handling the uncertainties in medical diagnosis and particularly aphasia diagnosis. To efficiently construct this fuzzy probabilistic mapping, statistical analysis is performed that constructs input membership functions as well as determines an effective set of input features.
• RESULTS: Considering the high sensitivity of performance measures to different distribution of testing/training sets, a statistical t-test of significance is applied to compare fuzzy approach results with NN  esults as well as author’s earlier work using fuzzy logic. The proposed fuzzy probability estimator approach clearly provides better diagnosis for both classes of data sets. Specifically, for the first and second type of fuzzy probability classifiers, i.e. spontaneous speech and comprehensive model, P-values are 2.24E-08 and 0.0059, espectively, strongly rejecting the null hypothesis.
• CONCLUSIONS: The technique is applied and compared on both comprehensive and spontaneous speech test data for diagnosis of four Aphasia types: Anomic, Broca, Global and Wernicke. Statistical analysis confirms that the proposed approach can significantly improve accuracy using fewer Aphasia features.
• KEYWORDS: Aphasia, fuzzy probability, fuzzy logic, medical diagnosis, fuzzy rules.

Annotated corpus and the empirical evaluation of probability estimates of grammatical forms

Directory of Open Access Journals (Sweden)

Ševa Nada

2003-01-01

Full Text Available The aim of the present study is to demonstrate the usage of an annotated corpus in the field of experimental psycholinguistics. Specifically, we demonstrate how the manually annotated Corpus of Serbian Language (Kostić, Đ. 2001 can be used for probability estimates of grammatical forms, which allow the control of independent variables in psycholinguistic experiments. We address the issue of processing Serbian inflected forms within two subparadigms of feminine nouns. In regression analysis, almost all processing variability of inflected forms has been accounted for by the amount of information (i.e. bits carried by the presented forms. In spite of the fact that probability distributions of inflected forms for the two paradigms differ, it was shown that the best prediction of processing variability is obtained by the probabilities derived from the predominant subparadigm which encompasses about 80% of feminine nouns. The relevance of annotated corpora in experimental psycholinguistics is discussed more in detail .

Particle-filtering-based estimation of maximum available power state in Lithium-Ion batteries

International Nuclear Information System (INIS)

Burgos-Mellado, Claudio; Orchard, Marcos E.; Kazerani, Mehrdad; Cárdenas, Roberto; Sáez, Doris

2016-01-01

Highlights: • Approach to estimate the state of maximum power available in Lithium-Ion battery. • Optimisation problem is formulated on the basis of a non-linear dynamic model. • Solutions of the optimisation problem are functions of state of charge estimates. • State of charge estimates computed using particle filter algorithms. - Abstract: Battery Energy Storage Systems (BESS) are important for applications related to both microgrids and electric vehicles. If BESS are used as the main energy source, then it is required to include adequate procedures for the estimation of critical variables such as the State of Charge (SoC) and the State of Health (SoH) in the design of Battery Management Systems (BMS). Furthermore, in applications where batteries are exposed to high charge and discharge rates it is also desirable to estimate the State of Maximum Power Available (SoMPA). In this regard, this paper presents a novel approach to the estimation of SoMPA in Lithium-Ion batteries. This method formulates an optimisation problem for the battery power based on a non-linear dynamic model, where the resulting solutions are functions of the SoC. In the battery model, the polarisation resistance is modelled using fuzzy rules that are function of both SoC and the discharge (charge) current. Particle filtering algorithms are used as an online estimation technique, mainly because these algorithms allow approximating the probability density functions of the SoC and SoMPA even in the case of non-Gaussian sources of uncertainty. The proposed method for SoMPA estimation is validated using the experimental data obtained from an experimental setup designed for charging and discharging the Lithium-Ion batteries.

Multi-objective mixture-based iterated density estimation evolutionary algorithms

NARCIS (Netherlands)

Thierens, D.; Bosman, P.A.N.

2001-01-01

We propose an algorithm for multi-objective optimization using a mixture-based iterated density estimation evolutionary algorithm (MIDEA). The MIDEA algorithm is a prob- abilistic model building evolutionary algo- rithm that constructs at each generation a mixture of factorized probability

Analysis, Simulation, and Verification of Knowledge-Based, Rule-Based, and Expert Systems

Science.gov (United States)

Hinchey, Mike; Rash, James; Erickson, John; Gracanin, Denis; Rouff, Chris

2010-01-01

Mathematically sound techniques are used to view a knowledge-based system (KBS) as a set of processes executing in parallel and being enabled in response to specific rules being fired. The set of processes can be manipulated, examined, analyzed, and used in a simulation. The tool that embodies this technology may warn developers of errors in their rules, but may also highlight rules (or sets of rules) in the system that are underspecified (or overspecified) and need to be corrected for the KBS to operate as intended. The rules embodied in a KBS specify the allowed situations, events, and/or results of the system they describe. In that sense, they provide a very abstract specification of a system. The system is implemented through the combination of the system specification together with an appropriate inference engine, independent of the algorithm used in that inference engine. Viewing the rule base as a major component of the specification, and choosing an appropriate specification notation to represent it, reveals how additional power can be derived from an approach to the knowledge-base system that involves analysis, simulation, and verification. This innovative approach requires no special knowledge of the rules, and allows a general approach where standardized analysis, verification, simulation, and model checking techniques can be applied to the KBS.

A model-based approach to estimating forest area

Science.gov (United States)

Ronald E. McRoberts

2006-01-01

A logistic regression model based on forest inventory plot data and transformations of Landsat Thematic Mapper satellite imagery was used to predict the probability of forest for 15 study areas in Indiana, USA, and 15 in Minnesota, USA. Within each study area, model-based estimates of forest area were obtained for circular areas with radii of 5 km, 10 km, and 15 km and...

Estimation of Extreme Responses and Failure Probability of Wind Turbines under Normal Operation by Controlled Monte Carlo Simulation

DEFF Research Database (Denmark)

Sichani, Mahdi Teimouri

of the evolution of the PDF of a stochastic process; hence an alternative to the FPK. The considerable advantage of the introduced method over FPK is that its solution does not require high computational cost which extends its range of applicability to high order structural dynamic problems. The problem...... an alternative approach for estimation of the first excursion probability of any system is based on calculating the evolution of the Probability Density Function (PDF) of the process and integrating it on the specified domain. Clearly this provides the most accurate results among the three classes of the methods....... The solution of the Fokker-Planck-Kolmogorov (FPK) equation for systems governed by a stochastic differential equation driven by Gaussian white noise will give the sought time variation of the probability density function. However the analytical solution of the FPK is available for only a few dynamic systems...

Implementasi Rule Based Expert Systems untuk Realtime Monitoring Penyelesaian Perkara Pidana Menggunakan Teknologi Radio Frequency Identification

Directory of Open Access Journals (Sweden)

Mar Fuah

2017-05-01

Full Text Available One of the problems in the criminal case completions is that the difficulty of making decision to estimate when the settlement of the case file will be fulfilled. It is caused by the number of case files handled and detention time changing. Therefore, the fast and accurate information is needed. The research aims to develop a monitoring system tracking and tracking of scheduling rules using Rule Based Expert Systems method with 17 rules, and supported by Radio Frequency Identification technology (RFID in the form of computer applications. Based on the output of the system, an analysis is performed in the criminal case settlement process with a set of IF-THEN rules. The RFID reader read the data of case files through radio wave signals emitted by the antenna toward active-Tag attached in the criminal case file. The system is designed to monitor the tracking and tracing of RFID-based scheduling rules in realtime way that was built in the form of computer application in accordance with the system design. This study results in no failure in reading active tags by the RFID reader to detect criminal case files that had been examined. There were many case files handled in three different location, they were the constabulary, prosecutor, and judges of district court and RFID was able to identify them simultaneously. So, RFID supports the implementation of Rule Based Expert Systems very much for realtime monitoring in criminal case accomplishment.

Assigning probability distributions to input parameters of performance assessment models

Energy Technology Data Exchange (ETDEWEB)

Mishra, Srikanta [INTERA Inc., Austin, TX (United States)

2002-02-01

This study presents an overview of various approaches for assigning probability distributions to input parameters and/or future states of performance assessment models. Specifically,three broad approaches are discussed for developing input distributions: (a) fitting continuous distributions to data, (b) subjective assessment of probabilities, and (c) Bayesian updating of prior knowledge based on new information. The report begins with a summary of the nature of data and distributions, followed by a discussion of several common theoretical parametric models for characterizing distributions. Next, various techniques are presented for fitting continuous distributions to data. These include probability plotting, method of moments, maximum likelihood estimation and nonlinear least squares analysis. The techniques are demonstrated using data from a recent performance assessment study for the Yucca Mountain project. Goodness of fit techniques are also discussed, followed by an overview of how distribution fitting is accomplished in commercial software packages. The issue of subjective assessment of probabilities is dealt with in terms of the maximum entropy distribution selection approach, as well as some common rules for codifying informal expert judgment. Formal expert elicitation protocols are discussed next, and are based primarily on the guidance provided by the US NRC. The Bayesian framework for updating prior distributions (beliefs) when new information becomes available is discussed. A simple numerical approach is presented for facilitating practical applications of the Bayes theorem. Finally, a systematic framework for assigning distributions is presented: (a) for the situation where enough data are available to define an empirical CDF or fit a parametric model to the data, and (b) to deal with the situation where only a limited amount of information is available.

Assigning probability distributions to input parameters of performance assessment models

International Nuclear Information System (INIS)

Mishra, Srikanta

2002-02-01

This study presents an overview of various approaches for assigning probability distributions to input parameters and/or future states of performance assessment models. Specifically,three broad approaches are discussed for developing input distributions: (a) fitting continuous distributions to data, (b) subjective assessment of probabilities, and (c) Bayesian updating of prior knowledge based on new information. The report begins with a summary of the nature of data and distributions, followed by a discussion of several common theoretical parametric models for characterizing distributions. Next, various techniques are presented for fitting continuous distributions to data. These include probability plotting, method of moments, maximum likelihood estimation and nonlinear least squares analysis. The techniques are demonstrated using data from a recent performance assessment study for the Yucca Mountain project. Goodness of fit techniques are also discussed, followed by an overview of how distribution fitting is accomplished in commercial software packages. The issue of subjective assessment of probabilities is dealt with in terms of the maximum entropy distribution selection approach, as well as some common rules for codifying informal expert judgment. Formal expert elicitation protocols are discussed next, and are based primarily on the guidance provided by the US NRC. The Bayesian framework for updating prior distributions (beliefs) when new information becomes available is discussed. A simple numerical approach is presented for facilitating practical applications of the Bayes theorem. Finally, a systematic framework for assigning distributions is presented: (a) for the situation where enough data are available to define an empirical CDF or fit a parametric model to the data, and (b) to deal with the situation where only a limited amount of information is available

Development and Validation of a Calculator for Estimating the Probability of Urinary Tract Infection in Young Febrile Children.

Science.gov (United States)

Shaikh, Nader; Hoberman, Alejandro; Hum, Stephanie W; Alberty, Anastasia; Muniz, Gysella; Kurs-Lasky, Marcia; Landsittel, Douglas; Shope, Timothy

2018-06-01

Accurately estimating the probability of urinary tract infection (UTI) in febrile preverbal children is necessary to appropriately target testing and treatment. To develop and test a calculator (UTICalc) that can first estimate the probability of UTI based on clinical variables and then update that probability based on laboratory results. Review of electronic medical records of febrile children aged 2 to 23 months who were brought to the emergency department of Children's Hospital of Pittsburgh, Pittsburgh, Pennsylvania. An independent training database comprising 1686 patients brought to the emergency department between January 1, 2007, and April 30, 2013, and a validation database of 384 patients were created. Five multivariable logistic regression models for predicting risk of UTI were trained and tested. The clinical model included only clinical variables; the remaining models incorporated laboratory results. Data analysis was performed between June 18, 2013, and January 12, 2018. Documented temperature of 38°C or higher in children aged 2 months to less than 2 years. With the use of culture-confirmed UTI as the main outcome, cutoffs for high and low UTI risk were identified for each model. The resultant models were incorporated into a calculation tool, UTICalc, which was used to evaluate medical records. A total of 2070 children were included in the study. The training database comprised 1686 children, of whom 1216 (72.1%) were female and 1167 (69.2%) white. The validation database comprised 384 children, of whom 291 (75.8%) were female and 200 (52.1%) white. Compared with the American Academy of Pediatrics algorithm, the clinical model in UTICalc reduced testing by 8.1% (95% CI, 4.2%-12.0%) and decreased the number of UTIs that were missed from 3 cases to none. Compared with empirically treating all children with a leukocyte esterase test result of 1+ or higher, the dipstick model in UTICalc would have reduced the number of treatment delays by 10.6% (95% CI

Estimation of the four-wave mixing noise probability-density function by the multicanonical Monte Carlo method.

Science.gov (United States)

Neokosmidis, Ioannis; Kamalakis, Thomas; Chipouras, Aristides; Sphicopoulos, Thomas

2005-01-01

The performance of high-powered wavelength-division multiplexed (WDM) optical networks can be severely degraded by four-wave-mixing- (FWM-) induced distortion. The multicanonical Monte Carlo method (MCMC) is used to calculate the probability-density function (PDF) of the decision variable of a receiver, limited by FWM noise. Compared with the conventional Monte Carlo method previously used to estimate this PDF, the MCMC method is much faster and can accurately estimate smaller error probabilities. The method takes into account the correlation between the components of the FWM noise, unlike the Gaussian model, which is shown not to provide accurate results.

Fixation probability on clique-based graphs

Science.gov (United States)

Choi, Jeong-Ok; Yu, Unjong

2018-02-01

The fixation probability of a mutant in the evolutionary dynamics of Moran process is calculated by the Monte-Carlo method on a few families of clique-based graphs. It is shown that the complete suppression of fixation can be realized with the generalized clique-wheel graph in the limit of small wheel-clique ratio and infinite size. The family of clique-star is an amplifier, and clique-arms graph changes from amplifier to suppressor as the fitness of the mutant increases. We demonstrate that the overall structure of a graph can be more important to determine the fixation probability than the degree or the heat heterogeneity. The dependence of the fixation probability on the position of the first mutant is discussed.

Evaluating detection and estimation capabilities of magnetometer-based vehicle sensors

Science.gov (United States)

Slater, David M.; Jacyna, Garry M.

2013-05-01

In an effort to secure the northern and southern United States borders, MITRE has been tasked with developing Modeling and Simulation (M&S) tools that accurately capture the mapping between algorithm-level Measures of Performance (MOP) and system-level Measures of Effectiveness (MOE) for current/future surveillance systems deployed by the the Customs and Border Protection Office of Technology Innovations and Acquisitions (OTIA). This analysis is part of a larger M&S undertaking. The focus is on two MOPs for magnetometer-based Unattended Ground Sensors (UGS). UGS are placed near roads to detect passing vehicles and estimate properties of the vehicle's trajectory such as bearing and speed. The first MOP considered is the probability of detection. We derive probabilities of detection for a network of sensors over an arbitrary number of observation periods and explore how the probability of detection changes when multiple sensors are employed. The performance of UGS is also evaluated based on the level of variance in the estimation of trajectory parameters. We derive the Cramer-Rao bounds for the variances of the estimated parameters in two cases: when no a priori information is known and when the parameters are assumed to be Gaussian with known variances. Sample results show that UGS perform significantly better in the latter case.

Connecting clinical and actuarial prediction with rule-based methods.

Science.gov (United States)

Fokkema, Marjolein; Smits, Niels; Kelderman, Henk; Penninx, Brenda W J H

2015-06-01

Meta-analyses comparing the accuracy of clinical versus actuarial prediction have shown actuarial methods to outperform clinical methods, on average. However, actuarial methods are still not widely used in clinical practice, and there has been a call for the development of actuarial prediction methods for clinical practice. We argue that rule-based methods may be more useful than the linear main effect models usually employed in prediction studies, from a data and decision analytic as well as a practical perspective. In addition, decision rules derived with rule-based methods can be represented as fast and frugal trees, which, unlike main effects models, can be used in a sequential fashion, reducing the number of cues that have to be evaluated before making a prediction. We illustrate the usability of rule-based methods by applying RuleFit, an algorithm for deriving decision rules for classification and regression problems, to a dataset on prediction of the course of depressive and anxiety disorders from Penninx et al. (2011). The RuleFit algorithm provided a model consisting of 2 simple decision rules, requiring evaluation of only 2 to 4 cues. Predictive accuracy of the 2-rule model was very similar to that of a logistic regression model incorporating 20 predictor variables, originally applied to the dataset. In addition, the 2-rule model required, on average, evaluation of only 3 cues. Therefore, the RuleFit algorithm appears to be a promising method for creating decision tools that are less time consuming and easier to apply in psychological practice, and with accuracy comparable to traditional actuarial methods. (c) 2015 APA, all rights reserved).

Robust linear discriminant analysis with distance based estimators

Science.gov (United States)

Lim, Yai-Fung; Yahaya, Sharipah Soaad Syed; Ali, Hazlina

2017-11-01

Linear discriminant analysis (LDA) is one of the supervised classification techniques concerning relationship between a categorical variable and a set of continuous variables. The main objective of LDA is to create a function to distinguish between populations and allocating future observations to previously defined populations. Under the assumptions of normality and homoscedasticity, the LDA yields optimal linear discriminant rule (LDR) between two or more groups. However, the optimality of LDA highly relies on the sample mean and pooled sample covariance matrix which are known to be sensitive to outliers. To alleviate these conflicts, a new robust LDA using distance based estimators known as minimum variance vector (MVV) has been proposed in this study. The MVV estimators were used to substitute the classical sample mean and classical sample covariance to form a robust linear discriminant rule (RLDR). Simulation and real data study were conducted to examine on the performance of the proposed RLDR measured in terms of misclassification error rates. The computational result showed that the proposed RLDR is better than the classical LDR and was comparable with the existing robust LDR.

ERROR BOUNDS FOR SURFACE AREA ESTIMATORS BASED ON CROFTON’S FORMULA

Directory of Open Access Journals (Sweden)

Markus Kiderlen

2011-05-01

Full Text Available According to Crofton's formula, the surface area S(A of a sufficiently regular compact set A in Rd is proportional to the mean of all total projections pA (u on a linear hyperplane with normal u, uniformly averaged over all unit vectors u. In applications, pA (u is only measured in k directions and the mean is approximated by a finite weighted sum bS(A of the total projections in these directions. The choice of the weights depends on the selected quadrature rule. We define an associated zonotope Z (depending only on the projection directions and the quadrature rule, and show that the relative error bS (A/S (A is bounded from below by the inradius of Z and from above by the circumradius of Z. Applying a strengthened isoperimetric inequality due to Bonnesen, we show that the rectangular quadrature rule does not give the best possible error bounds for d =2. In addition, we derive asymptotic behavior of the error (with increasing k in the planar case. The paper concludes with applications to surface area estimation in design-based digital stereology where we show that the weights due to Bonnesen's inequality are better than the usual weights based on the rectangular rule and almost optimal in the sense that the relative error of the surface area estimator is very close to the minimal error.

Comparison of some classification algorithms based on deterministic and nondeterministic decision rules

KAUST Repository

Delimata, Paweł

2010-01-01

We discuss two, in a sense extreme, kinds of nondeterministic rules in decision tables. The first kind of rules, called as inhibitory rules, are blocking only one decision value (i.e., they have all but one decisions from all possible decisions on their right hand sides). Contrary to this, any rule of the second kind, called as a bounded nondeterministic rule, can have on the right hand side only a few decisions. We show that both kinds of rules can be used for improving the quality of classification. In the paper, two lazy classification algorithms of polynomial time complexity are considered. These algorithms are based on deterministic and inhibitory decision rules, but the direct generation of rules is not required. Instead of this, for any new object the considered algorithms extract from a given decision table efficiently some information about the set of rules. Next, this information is used by a decision-making procedure. The reported results of experiments show that the algorithms based on inhibitory decision rules are often better than those based on deterministic decision rules. We also present an application of bounded nondeterministic rules in construction of rule based classifiers. We include the results of experiments showing that by combining rule based classifiers based on minimal decision rules with bounded nondeterministic rules having confidence close to 1 and sufficiently large support, it is possible to improve the classification quality. © 2010 Springer-Verlag.

Introduction to probability theory with contemporary applications

CERN Document Server

Helms, Lester L

2010-01-01

This introduction to probability theory transforms a highly abstract subject into a series of coherent concepts. Its extensive discussions and clear examples, written in plain language, expose students to the rules and methods of probability. Suitable for an introductory probability course, this volume requires abstract and conceptual thinking skills and a background in calculus.Topics include classical probability, set theory, axioms, probability functions, random and independent random variables, expected values, and covariance and correlations. Additional subjects include stochastic process

Rule Based Reasoning Untuk Monitoring Distribusi Bahan Bakar Minyak Secara Online dan Realtime menggunakan Radio Frequency Identification

Directory of Open Access Journals (Sweden)

Mokhamad Iklil Mustofa

2017-05-01

Full Text Available The scarcity of fuel oil in Indonesia often occurs due to delays in delivery caused by natural factors or transportation constraints. Theaim of this  research is to develop systems of fuel distribution monitoring online and realtime using rule base reasoning method and radio frequency identification technology. The rule-based reasoning method is used as a rule-based reasoning model used for monitoring distribution and determine rule-based safety stock. The monitoring system program is run with a web-based computer application. Radio frequency identification technology is used by utilizing radio waves as an media identification. This technology is used as a system of tracking and gathering information from objects automatically. The research data uses data of delayed distribution of fuel from fuel terminal to consumer. The monitoring technique uses the time of departure, the estimated time to arrive, the route / route passed by a fuel tanker attached to the radio frequency Identification tag. This monitoring system is carried out by the radio frequency identification reader connected online at any gas station or specified position that has been designed with study case in Semarang. The results of the research covering  the status of rule based reasoning that sends status, that is timely and appropriate paths, timely and truncated pathways, late and on track, late and cut off, and tank lost. The monitoring system is also used in determining the safety stock warehouse, with the safety stock value determined based on the condition of the stock warehouse rules.

Forecasting the Stock Market with Linguistic Rules Generated from the Minimize Entropy Principle and the Cumulative Probability Distribution Approaches

Directory of Open Access Journals (Sweden)

Chung-Ho Su

2010-12-01

Full Text Available To forecast a complex and non-linear system, such as a stock market, advanced artificial intelligence algorithms, like neural networks (NNs and genetic algorithms (GAs have been proposed as new approaches. However, for the average stock investor, two major disadvantages are argued against these advanced algorithms: (1 the rules generated by NNs and GAs are difficult to apply in investment decisions; and (2 the time complexity of the algorithms to produce forecasting outcomes is very high. Therefore, to provide understandable rules for investors and to reduce the time complexity of forecasting algorithms, this paper proposes a novel model for the forecasting process, which combines two granulating methods (the minimize entropy principle approach and the cumulative probability distribution approach and a rough set algorithm. The model verification demonstrates that the proposed model surpasses the three listed conventional fuzzy time-series models and a multiple regression model (MLR in forecast accuracy.

Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations at random points

KAUST Repository

Migliorati, Giovanni

2015-08-28

We study the accuracy of the discrete least-squares approximation on a finite dimensional space of a real-valued target function from noisy pointwise evaluations at independent random points distributed according to a given sampling probability measure. The convergence estimates are given in mean-square sense with respect to the sampling measure. The noise may be correlated with the location of the evaluation and may have nonzero mean (offset). We consider both cases of bounded or square-integrable noise / offset. We prove conditions between the number of sampling points and the dimension of the underlying approximation space that ensure a stable and accurate approximation. Particular focus is on deriving estimates in probability within a given confidence level. We analyze how the best approximation error and the noise terms affect the convergence rate and the overall confidence level achieved by the convergence estimate. The proofs of our convergence estimates in probability use arguments from the theory of large deviations to bound the noise term. Finally we address the particular case of multivariate polynomial approximation spaces with any density in the beta family, including uniform and Chebyshev.

Hamiltonian theories quantization based on a probability operator

International Nuclear Information System (INIS)

Entral'go, E.E.

1986-01-01

The quantization method with a linear reflection of classical coordinate-momentum-time functions Λ(q,p,t) at quantum operators in a space of quantum states ψ, is considered. The probability operator satisfies a system of equations representing the principles of dynamical and canonical correspondences between the classical and quantum theories. The quantization based on a probability operator leads to a quantum theory with a nonnegative joint coordinate-momentum distribution function for any state ψ. The main consequences of quantum mechanics with a probability operator are discussed in comparison with the generally accepted quantum and classical theories. It is shown that a probability operator leads to an appearance of some new notions called ''subquantum'' ones. Hence the quantum theory with a probability operator does not pretend to any complete description of physical reality in terms of classical variables and by this reason contains no problems like Einstein-Podolsky-Rosen paradox. The results of some concrete problems are given: a free particle, a harmonic oscillator, an electron in the Coulomb field. These results give hope on the possibility of an experimental verification of the quantization based on a probability operator

Psychological scaling of expert estimates of human error probabilities: application to nuclear power plant operation

International Nuclear Information System (INIS)

Comer, K.; Gaddy, C.D.; Seaver, D.A.; Stillwell, W.G.

1985-01-01

The US Nuclear Regulatory Commission and Sandia National Laboratories sponsored a project to evaluate psychological scaling techniques for use in generating estimates of human error probabilities. The project evaluated two techniques: direct numerical estimation and paired comparisons. Expert estimates were found to be consistent across and within judges. Convergent validity was good, in comparison to estimates in a handbook of human reliability. Predictive validity could not be established because of the lack of actual relative frequencies of error (which will be a difficulty inherent in validation of any procedure used to estimate HEPs). Application of expert estimates in probabilistic risk assessment and in human factors is discussed

Online Dispatching Rules For Vehicle-Based Internal Transport Systems

NARCIS (Netherlands)

T. Le-Anh (Tuan); M.B.M. de Koster (René)

2004-01-01

textabstractOn-line vehicles dispatching rules are widely used in many facilities such as warehouses to control vehicles' movements. Single-attribute dispatching rules, which dispatch vehicles based on only one parameter, are used commonly. However, multi-attribute dispatching rules prove to be

Failure Probability Estimation Using Asymptotic Sampling and Its Dependence upon the Selected Sampling Scheme

Directory of Open Access Journals (Sweden)

Martinásková Magdalena

2017-12-01

Full Text Available The article examines the use of Asymptotic Sampling (AS for the estimation of failure probability. The AS algorithm requires samples of multidimensional Gaussian random vectors, which may be obtained by many alternative means that influence the performance of the AS method. Several reliability problems (test functions have been selected in order to test AS with various sampling schemes: (i Monte Carlo designs; (ii LHS designs optimized using the Periodic Audze-Eglājs (PAE criterion; (iii designs prepared using Sobol’ sequences. All results are compared with the exact failure probability value.

Estimation of (n,f) Cross-Sections by Measuring Reaction Probability Ratios

Energy Technology Data Exchange (ETDEWEB)

Plettner, C; Ai, H; Beausang, C W; Bernstein, L A; Ahle, L; Amro, H; Babilon, M; Burke, J T; Caggiano, J A; Casten, R F; Church, J A; Cooper, J R; Crider, B; Gurdal, G; Heinz, A; McCutchan, E A; Moody, K; Punyon, J A; Qian, J; Ressler, J J; Schiller, A; Williams, E; Younes, W

2005-04-21

Neutron-induced reaction cross-sections on unstable nuclei are inherently difficult to measure due to target activity and the low intensity of neutron beams. In an alternative approach, named the 'surrogate' technique, one measures the decay probability of the same compound nucleus produced using a stable beam on a stable target to estimate the neutron-induced reaction cross-section. As an extension of the surrogate method, in this paper they introduce a new technique of measuring the fission probabilities of two different compound nuclei as a ratio, which has the advantage of removing most of the systematic uncertainties. This method was benchmarked in this report by measuring the probability of deuteron-induced fission events in coincidence with protons, and forming the ratio P({sup 236}U(d,pf))/P({sup 238}U(d,pf)), which serves as a surrogate for the known cross-section ratio of {sup 236}U(n,f)/{sup 238}U(n,f). IN addition, the P({sup 238}U(d,d{prime}f))/P({sup 236}U(d,d{prime}f)) ratio as a surrogate for the {sup 237}U(n,f)/{sup 235}U(n,f) cross-section ratio was measured for the first time in an unprecedented range of excitation energies.

Methods for estimating annual exceedance-probability streamflows for streams in Kansas based on data through water year 2015

Science.gov (United States)

Painter, Colin C.; Heimann, David C.; Lanning-Rush, Jennifer L.

2017-08-14

A study was done by the U.S. Geological Survey in cooperation with the Kansas Department of Transportation and the Federal Emergency Management Agency to develop regression models to estimate peak streamflows of annual exceedance probabilities of 50, 20, 10, 4, 2, 1, 0.5, and 0.2 percent at ungaged locations in Kansas. Peak streamflow frequency statistics from selected streamgages were related to contributing drainage area and average precipitation using generalized least-squares regression analysis. The peak streamflow statistics were derived from 151 streamgages with at least 25 years of streamflow data through 2015. The developed equations can be used to predict peak streamflow magnitude and frequency within two hydrologic regions that were defined based on the effects of irrigation. The equations developed in this report are applicable to streams in Kansas that are not substantially affected by regulation, surface-water diversions, or urbanization. The equations are intended for use for streams with contributing drainage areas ranging from 0.17 to 14,901 square miles in the nonirrigation effects region and, 1.02 to 3,555 square miles in the irrigation-affected region, corresponding to the range of drainage areas of the streamgages used in the development of the regional equations.

Safety rule evolution for future LMFBRs

International Nuclear Information System (INIS)

Justin, F.; Wiesner

1986-06-01

After safety rules for operating reactors and for built reactors in France and Germany, this report presents the main points of the safety rules for future reactors. It is generally agreed that future LMFBRs will have to show the same safety level as other commercial nuclear power plants. The demonstration is to be partly based on deterministic criteria, or ''safety rules'', and partly on risk considerations, for rare events. In that respect, a high effort on preventive measures, especially to reinforce the reliability of essential safety functions (shutdown, decay heat removal) could be sufficient, if all conditions are considered. So the containment of a hypothetical core disruptive accident is no longer required. Nevertheless, low probability events gave some feedback on the SPX.2 design

WellnessRules: A Web 3.0 Case Study in RuleML-Based Prolog-N3 Profile Interoperation

Science.gov (United States)

Boley, Harold; Osmun, Taylor Michael; Craig, Benjamin Larry

An interoperation study, WellnessRules, is described, where rules about wellness opportunities are created by participants in rule languages such as Prolog and N3, and translated within a wellness community using RuleML/XML. The wellness rules are centered around participants, as profiles, encoding knowledge about their activities conditional on the season, the time-of-day, the weather, etc. This distributed knowledge base extends FOAF profiles with a vocabulary and rules about wellness group networking. The communication between participants is organized through Rule Responder, permitting wellness-profile translation and distributed querying across engines. WellnessRules interoperates between rules and queries in the relational (Datalog) paradigm of the pure-Prolog subset of POSL and in the frame (F-logic) paradigm of N3. An evaluation of Rule Responder instantiated for WellnessRules revealed acceptable Web response times.

Personalization of Rule-based Web Services.

Science.gov (United States)

Choi, Okkyung; Han, Sang Yong

2008-04-04

Nowadays Web users have clearly expressed their wishes to receive personalized services directly. Personalization is the way to tailor services directly to the immediate requirements of the user. However, the current Web Services System does not provide any features supporting this such as consideration of personalization of services and intelligent matchmaking. In this research a flexible, personalized Rule-based Web Services System to address these problems and to enable efficient search, discovery and construction across general Web documents and Semantic Web documents in a Web Services System is proposed. This system utilizes matchmaking among service requesters', service providers' and users' preferences using a Rule-based Search Method, and subsequently ranks search results. A prototype of efficient Web Services search and construction for the suggested system is developed based on the current work.

Exposure estimates based on broadband elf magnetic field measurements versus the ICNIRP multiple frequency rule

International Nuclear Information System (INIS)

Paniagua, Jesus M.; Rufo, Montana; Jimenez, Antonio; Pachon, Fernando T.; Carrero, Julian

2015-01-01

The evaluation of exposure to extremely low-frequency (ELF) magnetic fields using broadband measurement techniques gives satisfactory results when the field has essentially a single frequency. Nevertheless, magnetic fields are in most cases distorted by harmonic components. This work analyses the harmonic components of the ELF magnetic field in an outdoor urban context and compares the evaluation of the exposure based on broadband measurements with that based on spectral analysis. The multiple frequency rule of the International Commission on Non-ionizing Radiation Protection (ICNIRP) regulatory guidelines was applied. With the 1998 ICNIRP guideline, harmonics dominated the exposure with a 55 % contribution. With the 2010 ICNIRP guideline, however, the primary frequency dominated the exposure with a 78 % contribution. Values of the exposure based on spectral analysis were significantly higher than those based on broadband measurements. Hence, it is clearly necessary to determine the harmonic components of the ELF magnetic field to assess exposure in urban contexts. (authors)

Probability based load factors for design of concrete containment structures

International Nuclear Information System (INIS)

Hwang, H.; Kagami, S.; Reich, M.; Ellingwood, B.; Shinozuka, M.

1985-01-01

This paper describes a procedure for developing probability-based load combinations for the design of concrete containments. The proposed criteria are in a load and resistance factor design (LRFD) format. The load factors and resistance factors are derived for use in limit states design and are based on a target limit state probability. In this paper, the load factors for accident pressure and safe shutdown earthquake are derived for three target limit state probabilities. Other load factors are recommended on the basis of prior experience with probability-based design criteria for ordinary building construction. 6 refs

Four hundred or more participants needed for stable contingency table estimates of clinical prediction rule performance

DEFF Research Database (Denmark)

Kent, Peter; Boyle, Eleanor; Keating, Jennifer L

2017-01-01

OBJECTIVE: To quantify variability in the results of statistical analyses based on contingency tables and discuss the implications for the choice of sample size for studies that derive clinical prediction rules. STUDY DESIGN AND SETTING: An analysis of three pre-existing sets of large cohort data......, odds ratios and risk/prevalence ratios, for each sample size was calculated. RESULTS: There were very wide, and statistically significant, differences in estimates derived from contingency tables from the same dataset when calculated in sample sizes below 400 people, and typically this variability...... stabilized in samples of 400 to 600 people. Although estimates of prevalence also varied significantly in samples below 600 people, that relationship only explains a small component of the variability in these statistical parameters. CONCLUSION: To reduce sample-specific variability, contingency tables...

Probabilistic confidence for decisions based on uncertain reliability estimates

Science.gov (United States)

Reid, Stuart G.

2013-05-01

Reliability assessments are commonly carried out to provide a rational basis for risk-informed decisions concerning the design or maintenance of engineering systems and structures. However, calculated reliabilities and associated probabilities of failure often have significant uncertainties associated with the possible estimation errors relative to the 'true' failure probabilities. For uncertain probabilities of failure, a measure of 'probabilistic confidence' has been proposed to reflect the concern that uncertainty about the true probability of failure could result in a system or structure that is unsafe and could subsequently fail. The paper describes how the concept of probabilistic confidence can be applied to evaluate and appropriately limit the probabilities of failure attributable to particular uncertainties such as design errors that may critically affect the dependability of risk-acceptance decisions. This approach is illustrated with regard to the dependability of structural design processes based on prototype testing with uncertainties attributable to sampling variability.

Beta-decay rate and beta-delayed neutron emission probability of improved gross theory

Science.gov (United States)

Koura, Hiroyuki

2014-09-01

A theoretical study has been carried out on beta-decay rate and beta-delayed neutron emission probability. The gross theory of the beta decay is based on an idea of the sum rule of the beta-decay strength function, and has succeeded in describing beta-decay half-lives of nuclei overall nuclear mass region. The gross theory includes not only the allowed transition as the Fermi and the Gamow-Teller, but also the first-forbidden transition. In this work, some improvements are introduced as the nuclear shell correction on nuclear level densities and the nuclear deformation for nuclear strength functions, those effects were not included in the original gross theory. The shell energy and the nuclear deformation for unmeasured nuclei are adopted from the KTUY nuclear mass formula, which is based on the spherical-basis method. Considering the properties of the integrated Fermi function, we can roughly categorized energy region of excited-state of a daughter nucleus into three regions: a highly-excited energy region, which fully affect a delayed neutron probability, a middle energy region, which is estimated to contribute the decay heat, and a region neighboring the ground-state, which determines the beta-decay rate. Some results will be given in the presentation. A theoretical study has been carried out on beta-decay rate and beta-delayed neutron emission probability. The gross theory of the beta decay is based on an idea of the sum rule of the beta-decay strength function, and has succeeded in describing beta-decay half-lives of nuclei overall nuclear mass region. The gross theory includes not only the allowed transition as the Fermi and the Gamow-Teller, but also the first-forbidden transition. In this work, some improvements are introduced as the nuclear shell correction on nuclear level densities and the nuclear deformation for nuclear strength functions, those effects were not included in the original gross theory. The shell energy and the nuclear deformation for

Constructing rule-based models using the belief functions framework

NARCIS (Netherlands)

Almeida, R.J.; Denoeux, T.; Kaymak, U.; Greco, S.; Bouchon-Meunier, B.; Coletti, G.; Fedrizzi, M.; Matarazzo, B.; Yager, R.R.

2012-01-01

Abstract. We study a new approach to regression analysis. We propose a new rule-based regression model using the theoretical framework of belief functions. For this purpose we use the recently proposed Evidential c-means (ECM) to derive rule-based models solely from data. ECM allocates, for each

A Fuzzy Rule-based Controller For Automotive Vehicle Guidance

OpenAIRE

Hessburg, Thomas; Tomizuka, Masayoshi

1991-01-01

A fuzzy rule-based controller is applied to lateral guidance of a vehicle for an automated highway system. The fuzzy rules, based on human drivers' experiences, are developed to track the center of a lane in the presence of external disturbances and over a range of vehicle operating conditions.

Life fraction rules

International Nuclear Information System (INIS)

Maile, K.

1989-01-01

Evaluations for lifetime estimation of high temperature loaded HTR-components under creep fatigue load had been performed. The evaluations were carried out on the basis of experimental data of strain controlled fatigue tests with respectively without hold times performed on material NiCr 22 Co 12 Mo (Inconel 617). Life prediction was made by means of the linear damage accumulation rule. Due to the high temperatures no realistic estimates of creep damage can be obtained with this rule. Therefore the rule was modified. The modifications consist in a different analysis of the relaxation curve including different calculation of the creep damage estimate resp. in an extended rule, taking into consideration the interaction between creep and fatigue. In order to reach a better result transparency and to reduce data set dependent result scattering a round robin with a given data set was carried out. The round robin yielded that for a given test temperature of T = 950deg C realistic estimate of damage can be obtained with each modification. Furthermore a reduction of resulting scatterbands in the interaction diagram can be observed, i.e. the practicability of the rule has been increased. (orig.)

Combination Rules for Morse-Based van der Waals Force Fields.

Science.gov (United States)

Yang, Li; Sun, Lei; Deng, Wei-Qiao

2018-02-15

In traditional force fields (FFs), van der Waals interactions have been usually described by the Lennard-Jones potentials. Conventional combination rules for the parameters of van der Waals (VDW) cross-termed interactions were developed for the Lennard-Jones based FFs. Here, we report that the Morse potentials were a better function to describe VDW interactions calculated by highly precise quantum mechanics methods. A new set of combination rules was developed for Morse-based FFs, in which VDW interactions were described by Morse potentials. The new set of combination rules has been verified by comparing the second virial coefficients of 11 noble gas mixtures. For all of the mixed binaries considered in this work, the combination rules work very well and are superior to all three other existing sets of combination rules reported in the literature. We further used the Morse-based FF by using the combination rules to simulate the adsorption isotherms of CH 4 at 298 K in four covalent-organic frameworks (COFs). The overall agreement is great, which supports the further applications of this new set of combination rules in more realistic simulation systems.

A human error probability estimate methodology based on fuzzy inference and expert judgment on nuclear plants

International Nuclear Information System (INIS)

Nascimento, C.S. do; Mesquita, R.N. de

2009-01-01

Recent studies point human error as an important factor for many industrial and nuclear accidents: Three Mile Island (1979), Bhopal (1984), Chernobyl and Challenger (1986) are classical examples. Human contribution to these accidents may be better understood and analyzed by using Human Reliability Analysis (HRA), which has being taken as an essential part on Probabilistic Safety Analysis (PSA) of nuclear plants. Both HRA and PSA depend on Human Error Probability (HEP) for a quantitative analysis. These probabilities are extremely affected by the Performance Shaping Factors (PSF), which has a direct effect on human behavior and thus shape HEP according with specific environment conditions and personal individual characteristics which are responsible for these actions. This PSF dependence raises a great problem on data availability as turn these scarcely existent database too much generic or too much specific. Besides this, most of nuclear plants do not keep historical records of human error occurrences. Therefore, in order to overcome this occasional data shortage, a methodology based on Fuzzy Inference and expert judgment was employed in this paper in order to determine human error occurrence probabilities and to evaluate PSF's on performed actions by operators in a nuclear power plant (IEA-R1 nuclear reactor). Obtained HEP values were compared with reference tabled data used on current literature in order to show method coherence and valid approach. This comparison leads to a conclusion that this work results are able to be employed both on HRA and PSA enabling efficient prospection of plant safety conditions, operational procedures and local working conditions potential improvements (author)

Concurrence of rule- and similarity-based mechanisms in artificial grammar learning.

Science.gov (United States)

Opitz, Bertram; Hofmann, Juliane

2015-03-01

A current theoretical debate regards whether rule-based or similarity-based learning prevails during artificial grammar learning (AGL). Although the majority of findings are consistent with a similarity-based account of AGL it has been argued that these results were obtained only after limited exposure to study exemplars, and performance on subsequent grammaticality judgment tests has often been barely above chance level. In three experiments the conditions were investigated under which rule- and similarity-based learning could be applied. Participants were exposed to exemplars of an artificial grammar under different (implicit and explicit) learning instructions. The analysis of receiver operating characteristics (ROC) during a final grammaticality judgment test revealed that explicit but not implicit learning led to rule knowledge. It also demonstrated that this knowledge base is built up gradually while similarity knowledge governed the initial state of learning. Together these results indicate that rule- and similarity-based mechanisms concur during AGL. Moreover, it could be speculated that two different rule processes might operate in parallel; bottom-up learning via gradual rule extraction and top-down learning via rule testing. Crucially, the latter is facilitated by performance feedback that encourages explicit hypothesis testing. Copyright © 2015 Elsevier Inc. All rights reserved.

Probability of Loss of Crew Achievability Studies for NASA's Exploration Systems Development

Science.gov (United States)

Boyer, Roger L.; Bigler, Mark; Rogers, James H.

2015-01-01

Over the last few years, NASA has been evaluating various vehicle designs for multiple proposed design reference missions (DRM) beyond low Earth orbit in support of its Exploration Systems Development (ESD) programs. This paper addresses several of the proposed missions and the analysis techniques used to assess the key risk metric, probability of loss of crew (LOC). Probability of LOC is a metric used to assess the safety risk as well as a design requirement. These risk assessments typically cover the concept phase of a DRM, i.e. when little more than a general idea of the mission is known and are used to help establish "best estimates" for proposed program and agency level risk requirements. These assessments or studies were categorized as LOC achievability studies to help inform NASA management as to what "ball park" estimates of probability of LOC could be achieved for each DRM and were eventually used to establish the corresponding LOC requirements. Given that details of the vehicles and mission are not well known at this time, the ground rules, assumptions, and consistency across the programs become the important basis of the assessments as well as for the decision makers to understand.

A New Self-Constrained Inversion Method of Potential Fields Based on Probability Tomography

Science.gov (United States)

Sun, S.; Chen, C.; WANG, H.; Wang, Q.

2014-12-01

The self-constrained inversion method of potential fields uses a priori information self-extracted from potential field data. Differing from external a priori information, the self-extracted information are generally parameters derived exclusively from the analysis of the gravity and magnetic data (Paoletti et al., 2013). Here we develop a new self-constrained inversion method based on probability tomography. Probability tomography doesn't need any priori information, as well as large inversion matrix operations. Moreover, its result can describe the sources, especially the distribution of which is complex and irregular, entirely and clearly. Therefore, we attempt to use the a priori information extracted from the probability tomography results to constrain the inversion for physical properties. The magnetic anomaly data was taken as an example in this work. The probability tomography result of magnetic total field anomaly(ΔΤ) shows a smoother distribution than the anomalous source and cannot display the source edges exactly. However, the gradients of ΔΤ are with higher resolution than ΔΤ in their own direction, and this characteristic is also presented in their probability tomography results. So we use some rules to combine the probability tomography results of ∂ΔΤ⁄∂x, ∂ΔΤ⁄∂y and ∂ΔΤ⁄∂z into a new result which is used for extracting a priori information, and then incorporate the information into the model objective function as spatial weighting functions to invert the final magnetic susceptibility. Some magnetic synthetic examples incorporated with and without a priori information extracted from the probability tomography results were made to do comparison, results of which show that the former are more concentrated and with higher resolution of the source body edges. This method is finally applied in an iron mine in China with field measured ΔΤ data and performs well. ReferencesPaoletti, V., Ialongo, S., Florio, G., Fedi, M

Fundamental questions of earthquake statistics, source behavior, and the estimation of earthquake probabilities from possible foreshocks

Science.gov (United States)

Michael, Andrew J.

2012-01-01

Estimates of the probability that an ML 4.8 earthquake, which occurred near the southern end of the San Andreas fault on 24 March 2009, would be followed by an M 7 mainshock over the following three days vary from 0.0009 using a Gutenberg–Richter model of aftershock statistics (Reasenberg and Jones, 1989) to 0.04 using a statistical model of foreshock behavior and long‐term estimates of large earthquake probabilities, including characteristic earthquakes (Agnew and Jones, 1991). I demonstrate that the disparity between the existing approaches depends on whether or not they conform to Gutenberg–Richter behavior. While Gutenberg–Richter behavior is well established over large regions, it could be violated on individual faults if they have characteristic earthquakes or over small areas if the spatial distribution of large‐event nucleations is disproportional to the rate of smaller events. I develop a new form of the aftershock model that includes characteristic behavior and combines the features of both models. This new model and the older foreshock model yield the same results when given the same inputs, but the new model has the advantage of producing probabilities for events of all magnitudes, rather than just for events larger than the initial one. Compared with the aftershock model, the new model has the advantage of taking into account long‐term earthquake probability models. Using consistent parameters, the probability of an M 7 mainshock on the southernmost San Andreas fault is 0.0001 for three days from long‐term models and the clustering probabilities following the ML 4.8 event are 0.00035 for a Gutenberg–Richter distribution and 0.013 for a characteristic‐earthquake magnitude–frequency distribution. Our decisions about the existence of characteristic earthquakes and how large earthquakes nucleate have a first‐order effect on the probabilities obtained from short‐term clustering models for these large events.

Estimating the Probabilities of Default for Callable Bonds: A Duffie-Singleton Approach

OpenAIRE

David Wang

2005-01-01

This paper presents a model for estimating the default risks implicit in the prices of callable corporate bonds. The model considers three essential ingredients in the pricing of callable corporate bonds: stochastic interest rate, default risk, and call provision. The stochastic interest rate is modeled as a square-root diffusion process. The default risk is modeled as a constant spread, with the magnitude of this spread impacting the probability of a Poisson process governing the arrival of ...

Organizational Knowledge Transfer Using Ontologies and a Rule-Based System

Science.gov (United States)

Okabe, Masao; Yoshioka, Akiko; Kobayashi, Keido; Yamaguchi, Takahira

In recent automated and integrated manufacturing, so-called intelligence skill is becoming more and more important and its efficient transfer to next-generation engineers is one of the urgent issues. In this paper, we propose a new approach without costly OJT (on-the-job training), that is, combinational usage of a domain ontology, a rule ontology and a rule-based system. Intelligence skill can be decomposed into pieces of simple engineering rules. A rule ontology consists of these engineering rules as primitives and the semantic relations among them. A domain ontology consists of technical terms in the engineering rules and the semantic relations among them. A rule ontology helps novices get the total picture of the intelligence skill and a domain ontology helps them understand the exact meanings of the engineering rules. A rule-based system helps domain experts externalize their tacit intelligence skill to ontologies and also helps novices internalize them. As a case study, we applied our proposal to some actual job at a remote control and maintenance office of hydroelectric power stations in Tokyo Electric Power Co., Inc. We also did an evaluation experiment for this case study and the result supports our proposal.

An investigation of care-based vs. rule-based morality in frontotemporal dementia, Alzheimer's disease, and healthy controls.

Science.gov (United States)

Carr, Andrew R; Paholpak, Pongsatorn; Daianu, Madelaine; Fong, Sylvia S; Mather, Michelle; Jimenez, Elvira E; Thompson, Paul; Mendez, Mario F

2015-11-01

Behavioral changes in dementia, especially behavioral variant frontotemporal dementia (bvFTD), may result in alterations in moral reasoning. Investigators have not clarified whether these alterations reflect differential impairment of care-based vs. rule-based moral behavior. This study investigated 18 bvFTD patients, 22 early onset Alzheimer's disease (eAD) patients, and 20 healthy age-matched controls on care-based and rule-based items from the Moral Behavioral Inventory and the Social Norms Questionnaire, neuropsychological measures, and magnetic resonance imaging (MRI) regions of interest. There were significant group differences with the bvFTD patients rating care-based morality transgressions less severely than the eAD group and rule-based moral behavioral transgressions more severely than controls. Across groups, higher care-based morality ratings correlated with phonemic fluency on neuropsychological tests, whereas higher rule-based morality ratings correlated with increased difficulty set-shifting and learning new rules to tasks. On neuroimaging, severe care-based reasoning correlated with cortical volume in right anterior temporal lobe, and rule-based reasoning correlated with decreased cortical volume in the right orbitofrontal cortex. Together, these findings suggest that frontotemporal disease decreases care-based morality and facilitates rule-based morality possibly from disturbed contextual abstraction and set-shifting. Future research can examine whether frontal lobe disorders and bvFTD result in a shift from empathic morality to the strong adherence to conventional rules. Published by Elsevier Ltd.

An Embedded Rule-Based Diagnostic Expert System in Ada

Science.gov (United States)

Jones, Robert E.; Liberman, Eugene M.

1992-01-01

Ada is becoming an increasingly popular programming language for large Government-funded software projects. Ada with it portability, transportability, and maintainability lends itself well to today's complex programming environment. In addition, expert systems have also assumed a growing role in providing human-like reasoning capability expertise for computer systems. The integration is discussed of expert system technology with Ada programming language, especially a rule-based expert system using an ART-Ada (Automated Reasoning Tool for Ada) system shell. NASA Lewis was chosen as a beta test site for ART-Ada. The test was conducted by implementing the existing Autonomous Power EXpert System (APEX), a Lisp-based power expert system, in ART-Ada. Three components, the rule-based expert systems, a graphics user interface, and communications software make up SMART-Ada (Systems fault Management with ART-Ada). The rules were written in the ART-Ada development environment and converted to Ada source code. The graphics interface was developed with the Transportable Application Environment (TAE) Plus, which generates Ada source code to control graphics images. SMART-Ada communicates with a remote host to obtain either simulated or real data. The Ada source code generated with ART-Ada, TAE Plus, and communications code was incorporated into an Ada expert system that reads the data from a power distribution test bed, applies the rule to determine a fault, if one exists, and graphically displays it on the screen. The main objective, to conduct a beta test on the ART-Ada rule-based expert system shell, was achieved. The system is operational. New Ada tools will assist in future successful projects. ART-Ada is one such tool and is a viable alternative to the straight Ada code when an application requires a rule-based or knowledge-based approach.

Exploiting the Modified Colombo-Nyquist Rule for Co-estimating Sub-monthly Gravity Field Solutions from a GRACE-like Mission

Science.gov (United States)

Devaraju, B.; Weigelt, M.; Mueller, J.

2017-12-01

In order to suppress the impact of aliasing errors on the standard monthly GRACE gravity-field solutions, co-estimating sub-monthly (daily/two-day) low-degree solutions has been suggested as a solution. The maximum degree of the low-degree solutions is chosen via the Colombo-Nyquist rule of thumb. However, it is now established that the sampling of satellites puts a restriction on the maximum estimable order and not the degree - modified Colombo-Nyquist rule. Therefore, in this contribution, we co-estimate low-order sub-monthly solutions, and compare and contrast them with the low-degree sub-monthly solutions. We also investigate their efficacies in dealing with aliasing errors.

Estimating the small-x exponent of the structure function g1NS from the Bjorken sum rule

International Nuclear Information System (INIS)

Knauf, Anke; Meyer-Hermann, Michael; Soff, Gerhard

2002-01-01

We present a new estimate of the exponent governing the small-x behavior of the nonsinglet structure function g 1 p-n derived under the assumption that the Bjorken sum rule is valid. We use the world wide average of α s and the NNNLO QCD corrections to the Bjorken sum rule. The structure function g 1 NS is found to be clearly divergent for small x

Designing Fuzzy Rule Based Expert System for Cyber Security

OpenAIRE

Goztepe, Kerim

2016-01-01

The state of cyber security has begun to attract more attention and interest outside the community of computer security experts. Cyber security is not a single problem, but rather a group of highly different problems involving different sets of threats. Fuzzy Rule based system for cyber security is a system consists of a rule depository and a mechanism for accessing and running the rules. The depository is usually constructed with a collection of related rule sets. The aim of this study is to...

A simple signaling rule for variable life-adjusted display derived from an equivalent risk-adjusted CUSUM chart.

Science.gov (United States)

Wittenberg, Philipp; Gan, Fah Fatt; Knoth, Sven

2018-04-17

The variable life-adjusted display (VLAD) is the first risk-adjusted graphical procedure proposed in the literature for monitoring the performance of a surgeon. It displays the cumulative sum of expected minus observed deaths. It has since become highly popular because the statistic plotted is easy to understand. But it is also easy to misinterpret a surgeon's performance by utilizing the VLAD, potentially leading to grave consequences. The problem of misinterpretation is essentially caused by the variance of the VLAD's statistic that increases with sample size. In order for the VLAD to be truly useful, a simple signaling rule is desperately needed. Various forms of signaling rules have been developed, but they are usually quite complicated. Without signaling rules, making inferences using the VLAD alone is difficult if not misleading. In this paper, we establish an equivalence between a VLAD with V-mask and a risk-adjusted cumulative sum (RA-CUSUM) chart based on the difference between the estimated probability of death and surgical outcome. Average run length analysis based on simulation shows that this particular RA-CUSUM chart has similar performance as compared to the established RA-CUSUM chart based on the log-likelihood ratio statistic obtained by testing the odds ratio of death. We provide a simple design procedure for determining the V-mask parameters based on a resampling approach. Resampling from a real data set ensures that these parameters can be estimated appropriately. Finally, we illustrate the monitoring of a real surgeon's performance using VLAD with V-mask. Copyright © 2018 John Wiley & Sons, Ltd.

Regularized Regression and Density Estimation based on Optimal Transport

KAUST Repository

Burger, M.

2012-03-11

The aim of this paper is to investigate a novel nonparametric approach for estimating and smoothing density functions as well as probability densities from discrete samples based on a variational regularization method with the Wasserstein metric as a data fidelity. The approach allows a unified treatment of discrete and continuous probability measures and is hence attractive for various tasks. In particular, the variational model for special regularization functionals yields a natural method for estimating densities and for preserving edges in the case of total variation regularization. In order to compute solutions of the variational problems, a regularized optimal transport problem needs to be solved, for which we discuss several formulations and provide a detailed analysis. Moreover, we compute special self-similar solutions for standard regularization functionals and we discuss several computational approaches and results. © 2012 The Author(s).

Knowledge base rule partitioning design for CLIPS

Science.gov (United States)

Mainardi, Joseph D.; Szatkowski, G. P.

1990-01-01

This describes a knowledge base (KB) partitioning approach to solve the problem of real-time performance using the CLIPS AI shell when containing large numbers of rules and facts. This work is funded under the joint USAF/NASA Advanced Launch System (ALS) Program as applied research in expert systems to perform vehicle checkout for real-time controller and diagnostic monitoring tasks. The Expert System advanced development project (ADP-2302) main objective is to provide robust systems responding to new data frames of 0.1 to 1.0 second intervals. The intelligent system control must be performed within the specified real-time window, in order to meet the demands of the given application. Partitioning the KB reduces the complexity of the inferencing Rete net at any given time. This reduced complexity improves performance but without undo impacts during load and unload cycles. The second objective is to produce highly reliable intelligent systems. This requires simple and automated approaches to the KB verification & validation task. Partitioning the KB reduces rule interaction complexity overall. Reduced interaction simplifies the V&V testing necessary by focusing attention only on individual areas of interest. Many systems require a robustness that involves a large number of rules, most of which are mutually exclusive under different phases or conditions. The ideal solution is to control the knowledge base by loading rules that directly apply for that condition, while stripping out all rules and facts that are not used during that cycle. The practical approach is to cluster rules and facts into associated 'blocks'. A simple approach has been designed to control the addition and deletion of 'blocks' of rules and facts, while allowing real-time operations to run freely. Timing tests for real-time performance for specific machines under R/T operating systems have not been completed but are planned as part of the analysis process to validate the design.

A fast algorithm for estimating transmission probabilities in QTL detection designs with dense maps

Directory of Open Access Journals (Sweden)

Gilbert Hélène

2009-11-01

Full Text Available Abstract Background In the case of an autosomal locus, four transmission events from the parents to progeny are possible, specified by the grand parental origin of the alleles inherited by this individual. Computing the probabilities of these transmission events is essential to perform QTL detection methods. Results A fast algorithm for the estimation of these probabilities conditional to parental phases has been developed. It is adapted to classical QTL detection designs applied to outbred populations, in particular to designs composed of half and/or full sib families. It assumes the absence of interference. Conclusion The theory is fully developed and an example is given.

Robust Covariance Estimators Based on Information Divergences and Riemannian Manifold

Directory of Open Access Journals (Sweden)

Xiaoqiang Hua

2018-03-01

Full Text Available This paper proposes a class of covariance estimators based on information divergences in heterogeneous environments. In particular, the problem of covariance estimation is reformulated on the Riemannian manifold of Hermitian positive-definite (HPD matrices. The means associated with information divergences are derived and used as the estimators. Without resorting to the complete knowledge of the probability distribution of the sample data, the geometry of the Riemannian manifold of HPD matrices is considered in mean estimators. Moreover, the robustness of mean estimators is analyzed using the influence function. Simulation results indicate the robustness and superiority of an adaptive normalized matched filter with our proposed estimators compared with the existing alternatives.

The perception of probability.

Science.gov (United States)

Gallistel, C R; Krishan, Monika; Liu, Ye; Miller, Reilly; Latham, Peter E

2014-01-01

We present a computational model to explain the results from experiments in which subjects estimate the hidden probability parameter of a stepwise nonstationary Bernoulli process outcome by outcome. The model captures the following results qualitatively and quantitatively, with only 2 free parameters: (a) Subjects do not update their estimate after each outcome; they step from one estimate to another at irregular intervals. (b) The joint distribution of step widths and heights cannot be explained on the assumption that a threshold amount of change must be exceeded in order for them to indicate a change in their perception. (c) The mapping of observed probability to the median perceived probability is the identity function over the full range of probabilities. (d) Precision (how close estimates are to the best possible estimate) is good and constant over the full range. (e) Subjects quickly detect substantial changes in the hidden probability parameter. (f) The perceived probability sometimes changes dramatically from one observation to the next. (g) Subjects sometimes have second thoughts about a previous change perception, after observing further outcomes. (h) The frequency with which they perceive changes moves in the direction of the true frequency over sessions. (Explaining this finding requires 2 additional parametric assumptions.) The model treats the perception of the current probability as a by-product of the construction of a compact encoding of the experienced sequence in terms of its change points. It illustrates the why and the how of intermittent Bayesian belief updating and retrospective revision in simple perception. It suggests a reinterpretation of findings in the recent literature on the neurobiology of decision making. (PsycINFO Database Record (c) 2014 APA, all rights reserved).

Prognosis of patients with nonspecific neck pain: development and external validation of a prediction rule for persistence of complaints

NARCIS (Netherlands)

Schellingerhout, J.M.; Heijmans, M.W.; Verhagen, A.P.; Lewis, M.; de Vet, H.C.W.; Koes, B.W.

2010-01-01

Study Design.: Reanalysis of data from 3 randomized controlled trials. Objective.: Development and validation of a prediction rule that estimates the probability of complaints persisting for at least 6 months in patients presenting with nonspecific neck pain in primary care. Sumary of Background

Estimating the population size and colony boundary of subterranean termites by using the density functions of directionally averaged capture probability.

Science.gov (United States)

Su, Nan-Yao; Lee, Sang-Hee

2008-04-01

Marked termites were released in a linear-connected foraging arena, and the spatial heterogeneity of their capture probabilities was averaged for both directions at distance r from release point to obtain a symmetrical distribution, from which the density function of directionally averaged capture probability P(x) was derived. We hypothesized that as marked termites move into the population and given sufficient time, the directionally averaged capture probability may reach an equilibrium P(e) over the distance r and thus satisfy the equal mixing assumption of the mark-recapture protocol. The equilibrium capture probability P(e) was used to estimate the population size N. The hypothesis was tested in a 50-m extended foraging arena to simulate the distance factor of field colonies of subterranean termites. Over the 42-d test period, the density functions of directionally averaged capture probability P(x) exhibited four phases: exponential decline phase, linear decline phase, equilibrium phase, and postequilibrium phase. The equilibrium capture probability P(e), derived as the intercept of the linear regression during the equilibrium phase, correctly projected N estimates that were not significantly different from the known number of workers in the arena. Because the area beneath the probability density function is a constant (50% in this study), preequilibrium regression parameters and P(e) were used to estimate the population boundary distance 1, which is the distance between the release point and the boundary beyond which the population is absent.

A Generic Simulation Approach for the Fast and Accurate Estimation of the Outage Probability of Single Hop and Multihop FSO Links Subject to Generalized Pointing Errors

KAUST Repository

Ben Issaid, Chaouki; Park, Kihong; Alouini, Mohamed-Slim

2017-01-01

When assessing the performance of the free space optical (FSO) communication systems, the outage probability encountered is generally very small, and thereby the use of nave Monte Carlo simulations becomes prohibitively expensive. To estimate these rare event probabilities, we propose in this work an importance sampling approach which is based on the exponential twisting technique to offer fast and accurate results. In fact, we consider a variety of turbulence regimes, and we investigate the outage probability of FSO communication systems, under a generalized pointing error model based on the Beckmann distribution, for both single and multihop scenarios. Selected numerical simulations are presented to show the accuracy and the efficiency of our approach compared to naive Monte Carlo.

A Generic Simulation Approach for the Fast and Accurate Estimation of the Outage Probability of Single Hop and Multihop FSO Links Subject to Generalized Pointing Errors

KAUST Repository

Ben Issaid, Chaouki

2017-07-28

When assessing the performance of the free space optical (FSO) communication systems, the outage probability encountered is generally very small, and thereby the use of nave Monte Carlo simulations becomes prohibitively expensive. To estimate these rare event probabilities, we propose in this work an importance sampling approach which is based on the exponential twisting technique to offer fast and accurate results. In fact, we consider a variety of turbulence regimes, and we investigate the outage probability of FSO communication systems, under a generalized pointing error model based on the Beckmann distribution, for both single and multihop scenarios. Selected numerical simulations are presented to show the accuracy and the efficiency of our approach compared to naive Monte Carlo.

Estimation of flashover voltage probability of overhead line insulators under industrial pollution, based on maximum likelihood method

International Nuclear Information System (INIS)

Arab, M.N.; Ayaz, M.

2004-01-01

The performance of transmission line insulator is greatly affected by dust, fumes from industrial areas and saline deposit near the coast. Such pollutants in the presence of moisture form a coating on the surface of the insulator, which in turn allows the passage of leakage current. This leakage builds up to a point where flashover develops. The flashover is often followed by permanent failure of insulation resulting in prolong outages. With the increase in system voltage owing to the greater demand of electrical energy over the past few decades, the importance of flashover due to pollution has received special attention. The objective of the present work was to study the performance of overhead line insulators in the presence of contaminants such as induced salts. A detailed review of the literature and the mechanisms of insulator flashover due to the pollution are presented. Experimental investigations on the behavior of overhead line insulators under industrial salt contamination are carried out. A special fog chamber was designed in which the contamination testing of insulators was carried out. Flashover behavior under various degrees of contamination of insulators with the most common industrial fume components such as Nitrate and Sulphate compounds was studied. Substituting the normal distribution parameter in the probability distribution function based on maximum likelihood develops a statistical method. The method gives a high accuracy in the estimation of the 50% flashover voltage, which is then used to evaluate the critical flashover index at various contamination levels. The critical flashover index is a valuable parameter in insulation design for numerous applications. (author)

Estimating landholders' probability of participating in a stewardship program, and the implications for spatial conservation priorities.

Directory of Open Access Journals (Sweden)

Vanessa M Adams

Full Text Available The need to integrate social and economic factors into conservation planning has become a focus of academic discussions and has important practical implications for the implementation of conservation areas, both private and public. We conducted a survey in the Daly Catchment, Northern Territory, to inform the design and implementation of a stewardship payment program. We used a choice model to estimate the likely level of participation in two legal arrangements--conservation covenants and management agreements--based on payment level and proportion of properties required to be managed. We then spatially predicted landholders' probability of participating at the resolution of individual properties and incorporated these predictions into conservation planning software to examine the potential for the stewardship program to meet conservation objectives. We found that the properties that were least costly, per unit area, to manage were also the least likely to participate. This highlights a tension between planning for a cost-effective program and planning for a program that targets properties with the highest probability of participation.

Survival probabilities of loggerhead sea turtles (Caretta caretta estimated from capture-mark-recapture data in the Mediterranean Sea

Directory of Open Access Journals (Sweden)

Paolo Casale

2007-06-01

Full Text Available Survival probabilities of loggerhead sea turtles (Caretta caretta are estimated for the first time in the Mediterranean by analysing 3254 tagging and 134 re-encounter data from this region. Most of these turtles were juveniles found at sea. Re-encounters were live resightings and dead recoveries and data were analysed with Barker’s model, a modified version of the Cormack-Jolly-Seber model which can combine recapture, live resighting and dead recovery data. An annual survival probability of 0.73 (CI 95% = 0.67-0.78; n=3254 was obtained, and should be considered as a conservative estimate due to an unknown, though not negligible, tag loss rate. This study makes a preliminary estimate of the survival probabilities of in-water developmental stages for the Mediterranean population of endangered loggerhead sea turtles and provides the first insights into the magnitude of the suspected human-induced mortality in the region. The model used here for the first time on sea turtles could be used to obtain survival estimates from other data sets with few or no true recaptures but with other types of re-encounter data, which are a common output of tagging programmes involving these wide-ranging animals.

Knotting probability of self-avoiding polygons under a topological constraint

Science.gov (United States)

Uehara, Erica; Deguchi, Tetsuo

2017-09-01

We define the knotting probability of a knot K by the probability for a random polygon or self-avoiding polygon (SAP) of N segments having the knot type K. We show fundamental and generic properties of the knotting probability particularly its dependence on the excluded volume. We investigate them for the SAP consisting of hard cylindrical segments of unit length and radius rex. For various prime and composite knots, we numerically show that a compact formula describes the knotting probabilities for the cylindrical SAP as a function of segment number N and radius rex. It connects the small-N to the large-N behavior and even to lattice knots in the case of large values of radius. As the excluded volume increases, the maximum of the knotting probability decreases for prime knots except for the trefoil knot. If it is large, the trefoil knot and its descendants are dominant among the nontrivial knots in the SAP. From the factorization property of the knotting probability, we derive a sum rule among the estimates of a fitting parameter for all prime knots, which suggests the local knot picture and the dominance of the trefoil knot in the case of large excluded volumes. Here we remark that the cylindrical SAP gives a model of circular DNA which is negatively charged and semiflexible, where radius rex corresponds to the screening length.

Knotting probability of self-avoiding polygons under a topological constraint.

Science.gov (United States)

Uehara, Erica; Deguchi, Tetsuo

2017-09-07

We define the knotting probability of a knot K by the probability for a random polygon or self-avoiding polygon (SAP) of N segments having the knot type K. We show fundamental and generic properties of the knotting probability particularly its dependence on the excluded volume. We investigate them for the SAP consisting of hard cylindrical segments of unit length and radius r ex . For various prime and composite knots, we numerically show that a compact formula describes the knotting probabilities for the cylindrical SAP as a function of segment number N and radius r ex . It connects the small-N to the large-N behavior and even to lattice knots in the case of large values of radius. As the excluded volume increases, the maximum of the knotting probability decreases for prime knots except for the trefoil knot. If it is large, the trefoil knot and its descendants are dominant among the nontrivial knots in the SAP. From the factorization property of the knotting probability, we derive a sum rule among the estimates of a fitting parameter for all prime knots, which suggests the local knot picture and the dominance of the trefoil knot in the case of large excluded volumes. Here we remark that the cylindrical SAP gives a model of circular DNA which is negatively charged and semiflexible, where radius r ex corresponds to the screening length.

Correction of Misclassifications Using a Proximity-Based Estimation Method

Directory of Open Access Journals (Sweden)

Shmulevich Ilya

2004-01-01

Full Text Available An estimation method for correcting misclassifications in signal and image processing is presented. The method is based on the use of context-based (temporal or spatial information in a sliding-window fashion. The classes can be purely nominal, that is, an ordering of the classes is not required. The method employs nonlinear operations based on class proximities defined by a proximity matrix. Two case studies are presented. In the first, the proposed method is applied to one-dimensional signals for processing data that are obtained by a musical key-finding algorithm. In the second, the estimation method is applied to two-dimensional signals for correction of misclassifications in images. In the first case study, the proximity matrix employed by the estimation method follows directly from music perception studies, whereas in the second case study, the optimal proximity matrix is obtained with genetic algorithms as the learning rule in a training-based optimization framework. Simulation results are presented in both case studies and the degree of improvement in classification accuracy that is obtained by the proposed method is assessed statistically using Kappa analysis.

Holick's rule and vitamin D from sunlight.

Science.gov (United States)

Dowdy, John C; Sayre, Robert M; Holick, Michael F

2010-07-01

Holick's rule says that sun exposure 1/4 of a minimal erythemal dose (MED) over 1/4 of a body is equivalent to 1000 International Units (IU) oral vitamin D3. Webb and Engelsen recently commented that the ultraviolet (UV) spectrum used to establish Holick's rule is unknown. They consequently used a spring midday Boston solar spectrum to estimate ample sunlight exposures for previtamin D3 (preD3) at various locations. Literature review found the source upon which this rule is based was a fluorescent sunlamp (FS lamp). The FS spectrum is known and its relative weighting against the action spectra for erythema and the preD3 is significantly different from the solar spectrum used to derive the standard vitamin D effective dose (SDD). The preD3 effectiveness of the solar spectrum per unit erythemal hazard is greater than the FS lamp by a factor of 1.32. Consequently, UV exposure estimates based on Boston reference sunlight, instead of the UV lamp employed in the originating experiments, over estimate UV exposure equivalent to approximately 1000 IU orally by approximately 1/3. This redefinition of SDD impacts risk/benefit assessments of optimal/feasible sun exposure for vitamin D maintenance and the application of Holick's rule to rational public health messages. Copyright (c) 2010 Elsevier Ltd. All rights reserved.

Procedures for using expert judgment to estimate human-error probabilities in nuclear power plant operations

International Nuclear Information System (INIS)

Seaver, D.A.; Stillwell, W.G.

1983-03-01

This report describes and evaluates several procedures for using expert judgment to estimate human-error probabilities (HEPs) in nuclear power plant operations. These HEPs are currently needed for several purposes, particularly for probabilistic risk assessments. Data do not exist for estimating these HEPs, so expert judgment can provide these estimates in a timely manner. Five judgmental procedures are described here: paired comparisons, ranking and rating, direct numerical estimation, indirect numerical estimation and multiattribute utility measurement. These procedures are evaluated in terms of several criteria: quality of judgments, difficulty of data collection, empirical support, acceptability, theoretical justification, and data processing. Situational constraints such as the number of experts available, the number of HEPs to be estimated, the time available, the location of the experts, and the resources available are discussed in regard to their implications for selecting a procedure for use

A probability model for the failure of pressure containing parts

International Nuclear Information System (INIS)

Thomas, H.M.

1978-01-01

The model provides a method of estimating the order of magnitude of the leakage failure probability of pressure containing parts. It is a fatigue based model which makes use of the statistics available for both specimens and vessels. Some novel concepts are introduced but essentially the model simply quantifies the obvious i.e. that failure probability increases with increases in stress levels, number of cycles, volume of material and volume of weld metal. A further model based on fracture mechanics estimates the catastrophic fraction of leakage failures. (author)

COLLABORATIVE NETWORK SECURITY MANAGEMENT SYSTEM BASED ON ASSOCIATION MINING RULE

Directory of Open Access Journals (Sweden)

Nisha Mariam Varughese

2014-07-01

Full Text Available Security is one of the major challenges in open network. There are so many types of attacks which follow fixed patterns or frequently change their patterns. It is difficult to find the malicious attack which does not have any fixed patterns. The Distributed Denial of Service (DDoS attacks like Botnets are used to slow down the system performance. To address such problems Collaborative Network Security Management System (CNSMS is proposed along with the association mining rule. CNSMS system is consists of collaborative Unified Threat Management (UTM, cloud based security centre and traffic prober. The traffic prober captures the internet traffic and given to the collaborative UTM. Traffic is analysed by the Collaborative UTM, to determine whether it contains any malicious attack or not. If any security event occurs, it will reports to the cloud based security centre. The security centre generates security rules based on association mining rule and distributes to the network. The cloud based security centre is used to store the huge amount of tragic, their logs and the security rule generated. The feedback is evaluated and the invalid rules are eliminated to improve the system efficiency.

Rule-Based Storytelling Text-to-Speech (TTS Synthesis

Directory of Open Access Journals (Sweden)

Ramli Izzad

2016-01-01

Full Text Available In recent years, various real life applications such as talking books, gadgets and humanoid robots have drawn the attention to pursue research in the area of expressive speech synthesis. Speech synthesis is widely used in various applications. However, there is a growing need for an expressive speech synthesis especially for communication and robotic. In this paper, global and local rule are developed to convert neutral to storytelling style speech for the Malay language. In order to generate rules, modification of prosodic parameters such as pitch, intensity, duration, tempo and pauses are considered. Modification of prosodic parameters is examined by performing prosodic analysis on a story collected from an experienced female and male storyteller. The global and local rule is applied in sentence level and synthesized using HNM. Subjective tests are conducted to evaluate the synthesized storytelling speech quality of both rules based on naturalness, intelligibility, and similarity to the original storytelling speech. The results showed that global rule give a better result than local rule

Incremental Learning of Context Free Grammars by Parsing-Based Rule Generation and Rule Set Search

Science.gov (United States)

Nakamura, Katsuhiko; Hoshina, Akemi

This paper discusses recent improvements and extensions in Synapse system for inductive inference of context free grammars (CFGs) from sample strings. Synapse uses incremental learning, rule generation based on bottom-up parsing, and the search for rule sets. The form of production rules in the previous system is extended from Revised Chomsky Normal Form A→βγ to Extended Chomsky Normal Form, which also includes A→B, where each of β and γ is either a terminal or nonterminal symbol. From the result of bottom-up parsing, a rule generation mechanism synthesizes minimum production rules required for parsing positive samples. Instead of inductive CYK algorithm in the previous version of Synapse, the improved version uses a novel rule generation method, called ``bridging,'' which bridges the lacked part of the derivation tree for the positive string. The improved version also employs a novel search strategy, called serial search in addition to minimum rule set search. The synthesis of grammars by the serial search is faster than the minimum set search in most cases. On the other hand, the size of the generated CFGs is generally larger than that by the minimum set search, and the system can find no appropriate grammar for some CFL by the serial search. The paper shows experimental results of incremental learning of several fundamental CFGs and compares the methods of rule generation and search strategies.

Finite element model updating of concrete structures based on imprecise probability

Science.gov (United States)

Biswal, S.; Ramaswamy, A.

2017-09-01

Imprecise probability based methods are developed in this study for the parameter estimation, in finite element model updating for concrete structures, when the measurements are imprecisely defined. Bayesian analysis using Metropolis Hastings algorithm for parameter estimation is generalized to incorporate the imprecision present in the prior distribution, in the likelihood function, and in the measured responses. Three different cases are considered (i) imprecision is present in the prior distribution and in the measurements only, (ii) imprecision is present in the parameters of the finite element model and in the measurement only, and (iii) imprecision is present in the prior distribution, in the parameters of the finite element model, and in the measurements. Procedures are also developed for integrating the imprecision in the parameters of the finite element model, in the finite element software Abaqus. The proposed methods are then verified against reinforced concrete beams and prestressed concrete beams tested in our laboratory as part of this study.

Estimating occurrence and detection probabilities for stream-breeding salamanders in the Gulf Coastal Plain

Science.gov (United States)

Lamb, Jennifer Y.; Waddle, J. Hardin; Qualls, Carl P.

2017-01-01

Large gaps exist in our knowledge of the ecology of stream-breeding plethodontid salamanders in the Gulf Coastal Plain. Data describing where these salamanders are likely to occur along environmental gradients, as well as their likelihood of detection, are important for the prevention and management of amphibian declines. We used presence/absence data from leaf litter bag surveys and a hierarchical Bayesian multispecies single-season occupancy model to estimate the occurrence of five species of plethodontids across reaches in headwater streams in the Gulf Coastal Plain. Average detection probabilities were high (range = 0.432–0.942) and unaffected by sampling covariates specific to the use of litter bags (i.e., bag submergence, sampling season, in-stream cover). Estimates of occurrence probabilities differed substantially between species (range = 0.092–0.703) and were influenced by the size of the upstream drainage area and by the maximum proportion of the reach that dried. The effects of these two factors were not equivalent across species. Our results demonstrate that hierarchical multispecies models successfully estimate occurrence parameters for both rare and common stream-breeding plethodontids. The resulting models clarify how species are distributed within stream networks, and they provide baseline values that will be useful in evaluating the conservation statuses of plethodontid species within lotic systems in the Gulf Coastal Plain.

Guidelines for visualizing and annotating rule-based models†

Science.gov (United States)

Chylek, Lily A.; Hu, Bin; Blinov, Michael L.; Emonet, Thierry; Faeder, James R.; Goldstein, Byron; Gutenkunst, Ryan N.; Haugh, Jason M.; Lipniacki, Tomasz; Posner, Richard G.; Yang, Jin; Hlavacek, William S.

2011-01-01

Rule-based modeling provides a means to represent cell signaling systems in a way that captures site-specific details of molecular interactions. For rule-based models to be more widely understood and (re)used, conventions for model visualization and annotation are needed. We have developed the concepts of an extended contact map and a model guide for illustrating and annotating rule-based models. An extended contact map represents the scope of a model by providing an illustration of each molecule, molecular component, direct physical interaction, post-translational modification, and enzyme-substrate relationship considered in a model. A map can also illustrate allosteric effects, structural relationships among molecular components, and compartmental locations of molecules. A model guide associates elements of a contact map with annotation and elements of an underlying model, which may be fully or partially specified. A guide can also serve to document the biological knowledge upon which a model is based. We provide examples of a map and guide for a published rule-based model that characterizes early events in IgE receptor (FcεRI) signaling. We also provide examples of how to visualize a variety of processes that are common in cell signaling systems but not considered in the example model, such as ubiquitination. An extended contact map and an associated guide can document knowledge of a cell signaling system in a form that is visual as well as executable. As a tool for model annotation, a map and guide can communicate the content of a model clearly and with precision, even for large models. PMID:21647530

Guidelines for visualizing and annotating rule-based models.

Science.gov (United States)

Chylek, Lily A; Hu, Bin; Blinov, Michael L; Emonet, Thierry; Faeder, James R; Goldstein, Byron; Gutenkunst, Ryan N; Haugh, Jason M; Lipniacki, Tomasz; Posner, Richard G; Yang, Jin; Hlavacek, William S

2011-10-01

Rule-based modeling provides a means to represent cell signaling systems in a way that captures site-specific details of molecular interactions. For rule-based models to be more widely understood and (re)used, conventions for model visualization and annotation are needed. We have developed the concepts of an extended contact map and a model guide for illustrating and annotating rule-based models. An extended contact map represents the scope of a model by providing an illustration of each molecule, molecular component, direct physical interaction, post-translational modification, and enzyme-substrate relationship considered in a model. A map can also illustrate allosteric effects, structural relationships among molecular components, and compartmental locations of molecules. A model guide associates elements of a contact map with annotation and elements of an underlying model, which may be fully or partially specified. A guide can also serve to document the biological knowledge upon which a model is based. We provide examples of a map and guide for a published rule-based model that characterizes early events in IgE receptor (FcεRI) signaling. We also provide examples of how to visualize a variety of processes that are common in cell signaling systems but not considered in the example model, such as ubiquitination. An extended contact map and an associated guide can document knowledge of a cell signaling system in a form that is visual as well as executable. As a tool for model annotation, a map and guide can communicate the content of a model clearly and with precision, even for large models.

An Investigation of Care-Based vs. Rule-Based Morality in Frontotemporal Dementia, Alzheimer’s Disease, and Healthy Controls

Science.gov (United States)

Carr, Andrew R.; Paholpak, Pongsatorn; Daianu, Madelaine; Fong, Sylvia S.; Mather, Michelle; Jimenez, Elvira E.; Thompson, Paul; Mendez, Mario F.

2015-01-01

Behavioral changes in dementia, especially behavioral variant frontotemporal dementia (bvFTD), may result in alterations in moral reasoning. Investigators have not clarified whether these alterations reflect differential impairment of care-based vs. rule-based moral behavior. This study investigated 18 bvFTD patients, 22 early onset Alzheimer’s disease (eAD) patients, and 20 healthy age-matched controls on care-based and rule-based items from the Moral Behavioral Inventory and the Social Norms Questionnaire, neuropsychological measures, and magnetic resonance imaging (MRI) regions of interest. There were significant group differences with the bvFTD patients rating care-based morality transgressions less severely than the eAD group and rule-based moral behavioral transgressions more severely than controls. Across groups, higher care-based morality ratings correlated with phonemic fluency on neuropsychological tests, whereas higher rule-based morality ratings correlated with increased difficulty set-shifting and learning new rules to tasks. On neuroimaging, severe care-based reasoning correlated with cortical volume in right anterior temporal lobe, and rule-based reasoning correlated with decreased cortical volume in the right orbitofrontal cortex. Together, these findings suggest that frontotemporal disease decreases care-based morality and facilitates rule-based morality possibly from disturbed contextual abstraction and set-shifting. Future research can examine whether frontal lobe disorders and bvFTD result in a shift from empathic morality to the strong adherence to conventional rules. PMID:26432341

Application of the Unbounded Probability Distribution of the Johnson System for Floods Estimation

Directory of Open Access Journals (Sweden)

Campos-Aranda Daniel Francisco

2015-09-01

Full Text Available Floods designs constitute a key to estimate the sizing of new water works and to review the hydrological security of existing ones. The most reliable method for estimating their magnitudes associated with certain return periods is to fit a probabilistic model to available records of maximum annual flows. Since such model is at first unknown, several models need to be tested in order to select the most appropriate one according to an arbitrary statistical index, commonly the standard error of fit. Several probability distributions have shown versatility and consistency of results when processing floods records and therefore, its application has been established as a norm or precept. The Johnson System has three families of distributions, one of which is the Log–Normal model with three parameters of fit, which is also the border between the bounded distributions and those with no upper limit. These families of distributions have four adjustment parameters and converge to the standard normal distribution, so that their predictions are obtained with such a model. Having contrasted the three probability distributions established by precept in 31 historical records of hydrological events, the Johnson system is applied to such data. The results of the unbounded distribution of the Johnson system (SJU are compared to the optimal results from the three distributions. It was found that the predictions of the SJU distribution are similar to those obtained with the other models in the low return periods ( 1000 years. Because of its theoretical support, the SJU model is recommended in flood estimation.

Design Transformations for Rule-based Procedural Modeling

KAUST Repository

Lienhard, Stefan; Lau, Cheryl; Mü ller, Pascal; Wonka, Peter; Pauly, Mark

2017-01-01

We introduce design transformations for rule-based procedural models, e.g., for buildings and plants. Given two or more procedural designs, each specified by a grammar, a design transformation combines elements of the existing designs to generate new designs. We introduce two technical components to enable design transformations. First, we extend the concept of discrete rule switching to rule merging, leading to a very large shape space for combining procedural models. Second, we propose an algorithm to jointly derive two or more grammars, called grammar co-derivation. We demonstrate two applications of our work: we show that our framework leads to a larger variety of models than previous work, and we show fine-grained transformation sequences between two procedural models.

Design Transformations for Rule-based Procedural Modeling

KAUST Repository

Lienhard, Stefan

2017-05-24

We introduce design transformations for rule-based procedural models, e.g., for buildings and plants. Given two or more procedural designs, each specified by a grammar, a design transformation combines elements of the existing designs to generate new designs. We introduce two technical components to enable design transformations. First, we extend the concept of discrete rule switching to rule merging, leading to a very large shape space for combining procedural models. Second, we propose an algorithm to jointly derive two or more grammars, called grammar co-derivation. We demonstrate two applications of our work: we show that our framework leads to a larger variety of models than previous work, and we show fine-grained transformation sequences between two procedural models.

Probability intervals for the top event unavailability of fault trees

International Nuclear Information System (INIS)

Lee, Y.T.; Apostolakis, G.E.

1976-06-01

The evaluation of probabilities of rare events is of major importance in the quantitative assessment of the risk from large technological systems. In particular, for nuclear power plants the complexity of the systems, their high reliability and the lack of significant statistical records have led to the extensive use of logic diagrams in the estimation of low probabilities. The estimation of probability intervals for the probability of existence of the top event of a fault tree is examined. Given the uncertainties of the primary input data, a method is described for the evaluation of the first four moments of the top event occurrence probability. These moments are then used to estimate confidence bounds by several approaches which are based on standard inequalities (e.g., Tchebycheff, Cantelli, etc.) or on empirical distributions (the Johnson family). Several examples indicate that the Johnson family of distributions yields results which are in good agreement with those produced by Monte Carlo simulation

Rule based deterioration identification and management system

International Nuclear Information System (INIS)

Kataoka, S.; Pavinich, W.; Lapides, M.

1993-01-01

Under the sponsorship of IHI and EPRI, a rule-based screening system has been developed that can be used by utility engineers to determine which deterioration mechanisms are acting on specific LWR components, and to evaluate the efficacy of an age-related deterioration management program. The screening system was developed using the rule-based shell, NEXPERT, which provides traceability to the data sources used in the logic development. The system addresses all the deterioration mechanisms of specific metals encountered in either BWRs or PWRs. Deterioration mechanisms are listed with reasons why they may occur during the design life of LWRs, considering the plant environment, manufacturing process, service history, material chemical composition, etc. of components in a specific location of a LWR. To eliminate the evaluation of inactive deterioration quickly, a tier structure is applied to the rules. The reasons why deterioration will occur are extracted automatically by backward chaining. To reduce the amount of user input, plant environmental data are stored in files as default environmental data. (author)

Estimation of the shape parameter of a generalized Pareto distribution based on a transformation to Pareto distributed variables

OpenAIRE

van Zyl, J. Martin

2012-01-01

Random variables of the generalized Pareto distribution, can be transformed to that of the Pareto distribution. Explicit expressions exist for the maximum likelihood estimators of the parameters of the Pareto distribution. The performance of the estimation of the shape parameter of generalized Pareto distributed using transformed observations, based on the probability weighted method is tested. It was found to improve the performance of the probability weighted estimator and performs good wit...

Efficiency in Rule- vs. Plan-Based Movements Is Modulated by Action-Mode.

Science.gov (United States)

Scheib, Jean P P; Stoll, Sarah; Thürmer, J Lukas; Randerath, Jennifer

2018-01-01

The rule/plan motor cognition (RPMC) paradigm elicits visually indistinguishable motor outputs, resulting from either plan- or rule-based action-selection, using a combination of essentially interchangeable stimuli. Previous implementations of the RPMC paradigm have used pantomimed movements to compare plan- vs. rule-based action-selection. In the present work we attempt to determine the generalizability of previous RPMC findings to real object interaction by use of a grasp-to-rotate task. In the plan task, participants had to use prospective planning to achieve a comfortable post-handle rotation hand posture. The rule task used implementation intentions (if-then rules) leading to the same comfortable end-state. In Experiment A, we compare RPMC performance of 16 healthy participants in pantomime and real object conditions of the experiment, within-subjects. Higher processing efficiency of rule- vs. plan-based action-selection was supported by diffusion model analysis. Results show a significant response-time increase in the pantomime condition compared to the real object condition and a greater response-time advantage of rule-based vs. plan-based actions in the pantomime compared to the real object condition. In Experiment B, 24 healthy participants performed the real object RPMC task in a task switching vs. a blocked condition. Results indicate that plan-based action-selection leads to longer response-times and less efficient information processing than rule-based action-selection in line with previous RPMC findings derived from the pantomime action-mode. Particularly in the task switching mode, responses were faster in the rule compared to the plan task suggesting a modulating influence of cognitive load. Overall, results suggest an advantage of rule-based action-selection over plan-based action-selection; whereby differential mechanisms appear to be involved depending on the action-mode. We propose that cognitive load is a factor that modulates the advantageous

Reliability analysis based on a novel density estimation method for structures with correlations

Directory of Open Access Journals (Sweden)

Baoyu LI

2017-06-01

Full Text Available Estimating the Probability Density Function (PDF of the performance function is a direct way for structural reliability analysis, and the failure probability can be easily obtained by integration in the failure domain. However, efficiently estimating the PDF is still an urgent problem to be solved. The existing fractional moment based maximum entropy has provided a very advanced method for the PDF estimation, whereas the main shortcoming is that it limits the application of the reliability analysis method only to structures with independent inputs. While in fact, structures with correlated inputs always exist in engineering, thus this paper improves the maximum entropy method, and applies the Unscented Transformation (UT technique to compute the fractional moments of the performance function for structures with correlations, which is a very efficient moment estimation method for models with any inputs. The proposed method can precisely estimate the probability distributions of performance functions for structures with correlations. Besides, the number of function evaluations of the proposed method in reliability analysis, which is determined by UT, is really small. Several examples are employed to illustrate the accuracy and advantages of the proposed method.

Decision making with consonant belief functions: Discrepancy resulting with the probability transformation method used

Directory of Open Access Journals (Sweden)

Cinicioglu Esma Nur

2014-01-01

Full Text Available Dempster−Shafer belief function theory can address a wider class of uncertainty than the standard probability theory does, and this fact appeals the researchers in operations research society for potential application areas. However, the lack of a decision theory of belief functions gives rise to the need to use the probability transformation methods for decision making. For representation of statistical evidence, the class of consonant belief functions is used which is not closed under Dempster’s rule of combination but is closed under Walley’s rule of combination. In this research, it is shown that the outcomes obtained using both Dempster’s and Walley’s rules do result in different probability distributions when pignistic transformation is used. However, when plausibility transformation is used, they do result in the same probability distribution. This result shows that the choice of the combination rule and probability transformation method may have a significant effect on decision making since it may change the choice of the decision alternative selected. This result is illustrated via an example of missile type identification.

Dependency models and probability of joint events

International Nuclear Information System (INIS)

Oerjasaeter, O.

1982-08-01

Probabilistic dependencies between components/systems are discussed with reference to a broad classification of potential failure mechanisms. Further, a generalized time-dependency model, based on conditional probabilities for estimation of the probability of joint events and event sequences is described. The applicability of this model is clarified/demonstrated by various examples. It is concluded that the described model of dependency is a useful tool for solving a variety of practical problems concerning the probability of joint events and event sequences where common cause and time-dependent failure mechanisms are involved. (Auth.)

Advanced RESTART method for the estimation of the probability of failure of highly reliable hybrid dynamic systems

International Nuclear Information System (INIS)

Turati, Pietro; Pedroni, Nicola; Zio, Enrico

2016-01-01

The efficient estimation of system reliability characteristics is of paramount importance for many engineering applications. Real world system reliability modeling calls for the capability of treating systems that are: i) dynamic, ii) complex, iii) hybrid and iv) highly reliable. Advanced Monte Carlo (MC) methods offer a way to solve these types of problems, which are feasible according to the potentially high computational costs. In this paper, the REpetitive Simulation Trials After Reaching Thresholds (RESTART) method is employed, extending it to hybrid systems for the first time (to the authors’ knowledge). The estimation accuracy and precision of RESTART highly depend on the choice of the Importance Function (IF) indicating how close the system is to failure: in this respect, proper IFs are here originally proposed to improve the performance of RESTART for the analysis of hybrid systems. The resulting overall simulation approach is applied to estimate the probability of failure of the control system of a liquid hold-up tank and of a pump-valve subsystem subject to degradation induced by fatigue. The results are compared to those obtained by standard MC simulation and by RESTART with classical IFs available in the literature. The comparison shows the improvement in the performance obtained by our approach. - Highlights: • We consider the issue of estimating small failure probabilities in dynamic systems. • We employ the RESTART method to estimate the failure probabilities. • New Importance Functions (IFs) are introduced to increase the method performance. • We adopt two dynamic, hybrid, highly reliable systems as case studies. • A comparison with literature IFs proves the effectiveness of the new IFs.

Comparison of regional index flood estimation procedures based on the extreme value type I distribution

DEFF Research Database (Denmark)

Kjeldsen, Thomas Rodding; Rosbjerg, Dan

2002-01-01

the prediction uncertainty and that the presence of intersite correlation tends to increase the uncertainty. A simulation study revealed that in regional index-flood estimation the method of probability weighted moments is preferable to method of moment estimation with regard to bias and RMSE.......A comparison of different methods for estimating T-year events is presented, all based on the Extreme Value Type I distribution. Series of annual maximum flood from ten gauging stations at the New Zealand South island have been used. Different methods of predicting the 100-year event...... and the connected uncertainty have been applied: At-site estimation and regional index-flood estimation with and without accounting for intersite correlation using either the method of moments or the method of probability weighted moments for parameter estimation. Furthermore, estimation at ungauged sites were...

Quantum transition probabilities during a perturbing pulse: Differences between the nonadiabatic results and Fermi's golden rule forms

Science.gov (United States)

Mandal, Anirban; Hunt, Katharine L. C.

2018-05-01

For a perturbed quantum system initially in the ground state, the coefficient ck(t) of excited state k in the time-dependent wave function separates into adiabatic and nonadiabatic terms. The adiabatic term ak(t) accounts for the adjustment of the original ground state to form the new ground state of the instantaneous Hamiltonian H(t), by incorporating excited states of the unperturbed Hamiltonian H0 without transitions; ak(t) follows the adiabatic theorem of Born and Fock. The nonadiabatic term bk(t) describes excitation into another quantum state k; bk(t) is obtained as an integral containing the time derivative of the perturbation. The true transition probability is given by |bk(t)|2, as first stated by Landau and Lifshitz. In this work, we contrast |bk(t)|2 and |ck(t)|2. The latter is the norm-square of the entire excited-state coefficient which is used for the transition probability within Fermi's golden rule. Calculations are performed for a perturbing pulse consisting of a cosine or sine wave in a Gaussian envelope. When the transition frequency ωk0 is on resonance with the frequency ω of the cosine wave, |bk(t)|2 and |ck(t)|2 rise almost monotonically to the same final value; the two are intertwined, but they are out of phase with each other. Off resonance (when ωk0 ≠ ω), |bk(t)|2 and |ck(t)|2 differ significantly during the pulse. They oscillate out of phase and reach different maxima but then fall off to equal final values after the pulse has ended, when ak(t) ≡ 0. If ωk0 ω. While the transition probability is rising, the midpoints between successive maxima and minima fit Gaussian functions of the form a exp[-b(t - d)2]. To our knowledge, this is the first analysis of nonadiabatic transition probabilities during a perturbing pulse.

Advantages and limitations of anticipating laboratory test results from regression- and tree-based rules derived from electronic health-record data.

Directory of Open Access Journals (Sweden)

Fahim Mohammad

Full Text Available Laboratory testing is the single highest-volume medical activity, making it useful to ask how well one can anticipate whether a given test result will be high, low, or within the reference interval ("normal". We analyzed 10 years of electronic health records--a total of 69.4 million blood tests--to see how well standard rule-mining techniques can anticipate test results based on patient age and gender, recent diagnoses, and recent laboratory test results. We evaluated rules according to their positive and negative predictive value (PPV and NPV and area under the receiver-operator characteristic curve (ROC AUCs. Using a stringent cutoff of PPV and/or NPV≥0.95, standard techniques yield few rules for sendout tests but several for in-house tests, mostly for repeat laboratory tests that are part of the complete blood count and basic metabolic panel. Most rules were clinically and pathophysiologically plausible, and several seemed clinically useful for informing pre-test probability of a given result. But overall, rules were unlikely to be able to function as a general substitute for actually ordering a test. Improving laboratory utilization will likely require different input data and/or alternative methods.

Advantages and limitations of anticipating laboratory test results from regression- and tree-based rules derived from electronic health-record data.

Science.gov (United States)

Mohammad, Fahim; Theisen-Toupal, Jesse C; Arnaout, Ramy

2014-01-01

Laboratory testing is the single highest-volume medical activity, making it useful to ask how well one can anticipate whether a given test result will be high, low, or within the reference interval ("normal"). We analyzed 10 years of electronic health records--a total of 69.4 million blood tests--to see how well standard rule-mining techniques can anticipate test results based on patient age and gender, recent diagnoses, and recent laboratory test results. We evaluated rules according to their positive and negative predictive value (PPV and NPV) and area under the receiver-operator characteristic curve (ROC AUCs). Using a stringent cutoff of PPV and/or NPV≥0.95, standard techniques yield few rules for sendout tests but several for in-house tests, mostly for repeat laboratory tests that are part of the complete blood count and basic metabolic panel. Most rules were clinically and pathophysiologically plausible, and several seemed clinically useful for informing pre-test probability of a given result. But overall, rules were unlikely to be able to function as a general substitute for actually ordering a test. Improving laboratory utilization will likely require different input data and/or alternative methods.

On the method of logarithmic cumulants for parametric probability density function estimation.

Science.gov (United States)

Krylov, Vladimir A; Moser, Gabriele; Serpico, Sebastiano B; Zerubia, Josiane

2013-10-01

Parameter estimation of probability density functions is one of the major steps in the area of statistical image and signal processing. In this paper we explore several properties and limitations of the recently proposed method of logarithmic cumulants (MoLC) parameter estimation approach which is an alternative to the classical maximum likelihood (ML) and method of moments (MoM) approaches. We derive the general sufficient condition for a strong consistency of the MoLC estimates which represents an important asymptotic property of any statistical estimator. This result enables the demonstration of the strong consistency of MoLC estimates for a selection of widely used distribution families originating from (but not restricted to) synthetic aperture radar image processing. We then derive the analytical conditions of applicability of MoLC to samples for the distribution families in our selection. Finally, we conduct various synthetic and real data experiments to assess the comparative properties, applicability and small sample performance of MoLC notably for the generalized gamma and K families of distributions. Supervised image classification experiments are considered for medical ultrasound and remote-sensing SAR imagery. The obtained results suggest that MoLC is a feasible and computationally fast yet not universally applicable alternative to MoM. MoLC becomes especially useful when the direct ML approach turns out to be unfeasible.

Multiple data sources improve DNA-based mark-recapture population estimates of grizzly bears.

Science.gov (United States)

Boulanger, John; Kendall, Katherine C; Stetz, Jeffrey B; Roon, David A; Waits, Lisette P; Paetkau, David

2008-04-01

A fundamental challenge to estimating population size with mark-recapture methods is heterogeneous capture probabilities and subsequent bias of population estimates. Confronting this problem usually requires substantial sampling effort that can be difficult to achieve for some species, such as carnivores. We developed a methodology that uses two data sources to deal with heterogeneity and applied this to DNA mark-recapture data from grizzly bears (Ursus arctos). We improved population estimates by incorporating additional DNA "captures" of grizzly bears obtained by collecting hair from unbaited bear rub trees concurrently with baited, grid-based, hair snag sampling. We consider a Lincoln-Petersen estimator with hair snag captures as the initial session and rub tree captures as the recapture session and develop an estimator in program MARK that treats hair snag and rub tree samples as successive sessions. Using empirical data from a large-scale project in the greater Glacier National Park, Montana, USA, area and simulation modeling we evaluate these methods and compare the results to hair-snag-only estimates. Empirical results indicate that, compared with hair-snag-only data, the joint hair-snag-rub-tree methods produce similar but more precise estimates if capture and recapture rates are reasonably high for both methods. Simulation results suggest that estimators are potentially affected by correlation of capture probabilities between sample types in the presence of heterogeneity. Overall, closed population Huggins-Pledger estimators showed the highest precision and were most robust to sparse data, heterogeneity, and capture probability correlation among sampling types. Results also indicate that these estimators can be used when a segment of the population has zero capture probability for one of the methods. We propose that this general methodology may be useful for other species in which mark-recapture data are available from multiple sources.

Urban seismic risk assessment: statistical repair cost data and probable structural losses based on damage scenario—correlation analysis

Science.gov (United States)

Eleftheriadou, Anastasia K.; Baltzopoulou, Aikaterini D.; Karabinis, Athanasios I.

2016-06-01

The current seismic risk assessment is based on two discrete approaches, actual and probable, validating afterwards the produced results. In the first part of this research, the seismic risk is evaluated from the available data regarding the mean statistical repair/strengthening or replacement cost for the total number of damaged structures (180,427 buildings) after the 7/9/1999 Parnitha (Athens) earthquake. The actual evaluated seismic risk is afterwards compared to the estimated probable structural losses, which is presented in the second part of the paper, based on a damage scenario in the referring earthquake. The applied damage scenario is based on recently developed damage probability matrices (DPMs) from Athens (Greece) damage database. The seismic risk estimation refers to 750,085 buildings situated in the extended urban region of Athens. The building exposure is categorized in five typical structural types and represents 18.80 % of the entire building stock in Greece. The last information is provided by the National Statistics Service of Greece (NSSG) according to the 2000-2001 census. The seismic input is characterized by the ratio, a g/ a o, where a g is the regional peak ground acceleration (PGA) which is evaluated from the earlier estimated research macroseismic intensities, and a o is the PGA according to the hazard map of the 2003 Greek Seismic Code. Finally, the collected investigated financial data derived from different National Services responsible for the post-earthquake crisis management concerning the repair/strengthening or replacement costs or other categories of costs for the rehabilitation of earthquake victims (construction and function of settlements for earthquake homeless, rent supports, demolitions, shorings) are used to determine the final total seismic risk factor.

Diversity of Rule-based Approaches: Classic Systems and Recent Applications

Directory of Open Access Journals (Sweden)

Grzegorz J. Nalepa

2016-11-01

Full Text Available Rules are a common symbolic model of knowledge. Rule-based systems share roots in cognitive science and artificial intelligence. In the former, they are mostly used in cognitive architectures; in the latter, they are developed in several domains including knowledge engineering and machine learning. This paper aims to give an overview of these issues with the focus on the current research perspective of artificial intelligence. Moreover, in this setting we discuss our results in the design of rule-based systems and their applications in context-aware and business intelligence systems.

A rule-based automatic sleep staging method.

Science.gov (United States)

Liang, Sheng-Fu; Kuo, Chin-En; Hu, Yu-Han; Cheng, Yu-Shian

2012-03-30

In this paper, a rule-based automatic sleep staging method was proposed. Twelve features including temporal and spectrum analyses of the EEG, EOG, and EMG signals were utilized. Normalization was applied to each feature to eliminating individual differences. A hierarchical decision tree with fourteen rules was constructed for sleep stage classification. Finally, a smoothing process considering the temporal contextual information was applied for the continuity. The overall agreement and kappa coefficient of the proposed method applied to the all night polysomnography (PSG) of seventeen healthy subjects compared with the manual scorings by R&K rules can reach 86.68% and 0.79, respectively. This method can integrate with portable PSG system for sleep evaluation at-home in the near future. Copyright © 2012 Elsevier B.V. All rights reserved.

Joint Probability-Based Neuronal Spike Train Classification

Directory of Open Access Journals (Sweden)

Yan Chen

2009-01-01

Full Text Available Neuronal spike trains are used by the nervous system to encode and transmit information. Euclidean distance-based methods (EDBMs have been applied to quantify the similarity between temporally-discretized spike trains and model responses. In this study, using the same discretization procedure, we developed and applied a joint probability-based method (JPBM to classify individual spike trains of slowly adapting pulmonary stretch receptors (SARs. The activity of individual SARs was recorded in anaesthetized, paralysed adult male rabbits, which were artificially-ventilated at constant rate and one of three different volumes. Two-thirds of the responses to the 600 stimuli presented at each volume were used to construct three response models (one for each stimulus volume consisting of a series of time bins, each with spike probabilities. The remaining one-third of the responses where used as test responses to be classified into one of the three model responses. This was done by computing the joint probability of observing the same series of events (spikes or no spikes, dictated by the test response in a given model and determining which probability of the three was highest. The JPBM generally produced better classification accuracy than the EDBM, and both performed well above chance. Both methods were similarly affected by variations in discretization parameters, response epoch duration, and two different response alignment strategies. Increasing bin widths increased classification accuracy, which also improved with increased observation time, but primarily during periods of increasing lung inflation. Thus, the JPBM is a simple and effective method performing spike train classification.

Component fragility data base for reliability and probability studies

International Nuclear Information System (INIS)

Bandyopadhyay, K.; Hofmayer, C.; Kassier, M.; Pepper, S.

1989-01-01

Safety-related equipment in a nuclear plant plays a vital role in its proper operation and control, and failure of such equipment due to an earthquake may pose a risk to the safe operation of the plant. Therefore, in order to assess the overall reliability of a plant, the reliability of performance of the equipment should be studied first. The success of a reliability or a probability study depends to a great extent on the data base. To meet this demand, Brookhaven National Laboratory (BNL) has formed a test data base relating the seismic capacity of equipment specimens to the earthquake levels. Subsequently, the test data have been analyzed for use in reliability and probability studies. This paper describes the data base and discusses the analysis methods. The final results that can be directly used in plant reliability and probability studies are also presented in this paper

A General Attribute and Rule Based Role-Based Access Control Model

Institute of Scientific and Technical Information of China (English)

无

2007-01-01

Growing numbers of users and many access control policies which involve many different resource attributes in service-oriented environments bring various problems in protecting resource. This paper analyzes the relationships of resource attributes to user attributes in all policies, and propose a general attribute and rule based role-based access control(GAR-RBAC) model to meet the security needs. The model can dynamically assign users to roles via rules to meet the need of growing numbers of users. These rules use different attribute expression and permission as a part of authorization constraints, and are defined by analyzing relations of resource attributes to user attributes in many access policies that are defined by the enterprise. The model is a general access control model, and can support many access control policies, and also can be used to wider application for service. The paper also describes how to use the GAR-RBAC model in Web service environments.

Assessing the Adequacy of Probability Distributions for Estimating the Extreme Events of Air Temperature in Dabaa Region

International Nuclear Information System (INIS)

El-Shanshoury, Gh.I.

2015-01-01

Assessing the adequacy of probability distributions for estimating the extreme events of air temperature in Dabaa region is one of the pre-requisite s for any design purpose at Dabaa site which can be achieved by probability approach. In the present study, three extreme value distributions are considered and compared to estimate the extreme events of monthly and annual maximum and minimum temperature. These distributions include the Gumbel/Frechet distributions for estimating the extreme maximum values and Gumbel /Weibull distributions for estimating the extreme minimum values. Lieblein technique and Method of Moments are applied for estimating the distribution para meters. Subsequently, the required design values with a given return period of exceedance are obtained. Goodness-of-Fit tests involving Kolmogorov-Smirnov and Anderson-Darling are used for checking the adequacy of fitting the method/distribution for the estimation of maximum/minimum temperature. Mean Absolute Relative Deviation, Root Mean Square Error and Relative Mean Square Deviation are calculated, as the performance indicators, to judge which distribution and method of parameters estimation are the most appropriate one to estimate the extreme temperatures. The present study indicated that the Weibull distribution combined with Method of Moment estimators gives the highest fit, most reliable, accurate predictions for estimating the extreme monthly and annual minimum temperature. The Gumbel distribution combined with Method of Moment estimators showed the highest fit, accurate predictions for the estimation of the extreme monthly and annual maximum temperature except for July, August, October and November. The study shows that the combination of Frechet distribution with Method of Moment is the most accurate for estimating the extreme maximum temperature in July, August and November months while t he Gumbel distribution and Lieblein technique is the best for October

Event-based state estimation a stochastic perspective

CERN Document Server

Shi, Dawei; Chen, Tongwen

2016-01-01

This book explores event-based estimation problems. It shows how several stochastic approaches are developed to maintain estimation performance when sensors perform their updates at slower rates only when needed. The self-contained presentation makes this book suitable for readers with no more than a basic knowledge of probability analysis, matrix algebra and linear systems. The introduction and literature review provide information, while the main content deals with estimation problems from four distinct angles in a stochastic setting, using numerous illustrative examples and comparisons. The text elucidates both theoretical developments and their applications, and is rounded out by a review of open problems. This book is a valuable resource for researchers and students who wish to expand their knowledge and work in the area of event-triggered systems. At the same time, engineers and practitioners in industrial process control will benefit from the event-triggering technique that reduces communication costs ...

A Belief Rule-Based Expert System to Diagnose Influenza

DEFF Research Database (Denmark)

Hossain, Mohammad Shahadat; Khalid, Md. Saifuddin; Akter, Shamima

2014-01-01

, development and application of an expert system to diagnose influenza under uncertainty. The recently developed generic belief rule-based inference methodology by using the evidential reasoning (RIMER) approach is employed to develop this expert system, termed as Belief Rule Based Expert System (BRBES......). The RIMER approach can handle different types of uncertainties, both in knowledge representation, and in inference procedures. The knowledge-base of this system was constructed by using records of the real patient data along with in consultation with the Influenza specialists of Bangladesh. Practical case...

Normal mammogram detection based on local probability difference transforms and support vector machines

International Nuclear Information System (INIS)

Chiracharit, W.; Kumhom, P.; Chamnongthai, K.; Sun, Y.; Delp, E.J.; Babbs, C.F

2007-01-01

Automatic detection of normal mammograms, as a ''first look'' for breast cancer, is a new approach to computer-aided diagnosis. This approach may be limited, however, by two main causes. The first problem is the presence of poorly separable ''crossed-distributions'' in which the correct classification depends upon the value of each feature. The second problem is overlap of the feature distributions that are extracted from digitized mammograms of normal and abnormal patients. Here we introduce a new Support Vector Machine (SVM) based method utilizing with the proposed uncrossing mapping and Local Probability Difference (LPD). Crossed-distribution feature pairs are identified and mapped into a new features that can be separated by a zero-hyperplane of the new axis. The probability density functions of the features of normal and abnormal mammograms are then sampled and the local probability difference functions are estimated to enhance the features. From 1,000 ground-truth-known mammograms, 250 normal and 250 abnormal cases, including spiculated lesions, circumscribed masses or microcalcifications, are used for training a support vector machine. The classification results tested with another 250 normal and 250 abnormal sets show improved testing performances with 90% sensitivity and 89% specificity. (author)

Wald Sequential Probability Ratio Test for Analysis of Orbital Conjunction Data

Science.gov (United States)

Carpenter, J. Russell; Markley, F. Landis; Gold, Dara

2013-01-01

We propose a Wald Sequential Probability Ratio Test for analysis of commonly available predictions associated with spacecraft conjunctions. Such predictions generally consist of a relative state and relative state error covariance at the time of closest approach, under the assumption that prediction errors are Gaussian. We show that under these circumstances, the likelihood ratio of the Wald test reduces to an especially simple form, involving the current best estimate of collision probability, and a similar estimate of collision probability that is based on prior assumptions about the likelihood of collision.

Improving information extraction using a probability-based approach

DEFF Research Database (Denmark)

Kim, S.; Ahmed, Saeema; Wallace, K.

2007-01-01

Information plays a crucial role during the entire life-cycle of a product. It has been shown that engineers frequently consult colleagues to obtain the information they require to solve problems. However, the industrial world is now more transient and key personnel move to other companies...... or retire. It is becoming essential to retrieve vital information from archived product documents, if it is available. There is, therefore, great interest in ways of extracting relevant and sharable information from documents. A keyword-based search is commonly used, but studies have shown...... the recall, while maintaining the high precision, a learning approach that makes identification decisions based on a probability model, rather than simply looking up the presence of the pre-defined variations, looks promising. This paper presents the results of developing such a probability-based entity...

Strategy-Driven Exploration for Rule-Based Models of Biochemical Systems with Porgy

OpenAIRE

Andrei , Oana; Fernández , Maribel; Kirchner , Hélène; Pinaud , Bruno

2016-01-01

This paper presents Porgy – an interactive visual environment for rule-based modelling of biochemical systems. We model molecules and molecule interactions as port graphs and port graph rewrite rules, respectively. We use rewriting strategies to control which rules to apply, and where and when to apply them. Our main contributions to rule-based modelling of biochemical systems lie in the strategy language and the associated visual and interactive features offered by Porgy. These features faci...

Estimating the Probability of Negative Events

Science.gov (United States)

Harris, Adam J. L.; Corner, Adam; Hahn, Ulrike

2009-01-01

How well we are attuned to the statistics of our environment is a fundamental question in understanding human behaviour. It seems particularly important to be able to provide accurate assessments of the probability with which negative events occur so as to guide rational choice of preventative actions. One question that arises here is whether or…

Encounter Probability of Individual Wave Height

DEFF Research Database (Denmark)

Liu, Z.; Burcharth, H. F.

1998-01-01

wave height corresponding to a certain exceedence probability within a structure lifetime (encounter probability), based on the statistical analysis of long-term extreme significant wave height. Then the design individual wave height is calculated as the expected maximum individual wave height...... associated with the design significant wave height, with the assumption that the individual wave heights follow the Rayleigh distribution. However, the exceedence probability of such a design individual wave height within the structure lifetime is unknown. The paper presents a method for the determination...... of the design individual wave height corresponding to an exceedence probability within the structure lifetime, given the long-term extreme significant wave height. The method can also be applied for estimation of the number of relatively large waves for fatigue analysis of constructions....

Estimated probability of postwildfire debris flows in the 2012 Whitewater-Baldy Fire burn area, southwestern New Mexico

Science.gov (United States)

Tillery, Anne C.; Matherne, Anne Marie; Verdin, Kristine L.

2012-01-01

In May and June 2012, the Whitewater-Baldy Fire burned approximately 1,200 square kilometers (300,000 acres) of the Gila National Forest, in southwestern New Mexico. The burned landscape is now at risk of damage from postwildfire erosion, such as that caused by debris flows and flash floods. This report presents a preliminary hazard assessment of the debris-flow potential from 128 basins burned by the Whitewater-Baldy Fire. A pair of empirical hazard-assessment models developed by using data from recently burned basins throughout the intermountain Western United States was used to estimate the probability of debris-flow occurrence and volume of debris flows along the burned area drainage network and for selected drainage basins within the burned area. The models incorporate measures of areal burned extent and severity, topography, soils, and storm rainfall intensity to estimate the probability and volume of debris flows following the fire. In response to the 2-year-recurrence, 30-minute-duration rainfall, modeling indicated that four basins have high probabilities of debris-flow occurrence (greater than or equal to 80 percent). For the 10-year-recurrence, 30-minute-duration rainfall, an additional 14 basins are included, and for the 25-year-recurrence, 30-minute-duration rainfall, an additional eight basins, 20 percent of the total, have high probabilities of debris-flow occurrence. In addition, probability analysis along the stream segments can identify specific reaches of greatest concern for debris flows within a basin. Basins with a high probability of debris-flow occurrence were concentrated in the west and central parts of the burned area, including tributaries to Whitewater Creek, Mineral Creek, and Willow Creek. Estimated debris-flow volumes ranged from about 3,000-4,000 cubic meters (m3) to greater than 500,000 m3 for all design storms modeled. Drainage basins with estimated volumes greater than 500,000 m3 included tributaries to Whitewater Creek, Willow

Idioms-based Business Rule Extraction

NARCIS (Netherlands)

R Smit (Rob)

2011-01-01

htmlabstractThis thesis studies the extraction of embedded business rules, using the idioms of the used framework to identify them. Embedded business rules exist as source code in the software system and knowledge about them may get lost. Extraction of those business rules could make them accessible

The issue of personal safety on dolomite: A probability-based evaluation with respect to transient passage in a city centre

OpenAIRE

Kirsten, H A D; Heath, G J; Venter, I S; Oosthuizen, A C

2014-01-01

ABSTRACT For the past fifty years empirical knowledge guided the development of rules regarding population density on dolomite land. The insatiable demand for land, the improvement in transportation infrastructure and the associated need for improving the functionality of towns require that these rules on the risk of personal injury and damage to assets are revisited from a more scientific perspective. Probability theory provides a basis for decision-making in this regard. SANS 1936:2012 defi...

Probability estimation of potential harm to human health and life caused by a hypothetical nuclear accident at the nuclear power plant

International Nuclear Information System (INIS)

Soloviov, Vladyslav; Pysmenniy, Yevgen

2015-01-01

This paper describes some general methodological aspects of the assessment of the damage to human life and health caused by a hypothetical nuclear accident at the nuclear power plant (NPP). Probability estimation of death (due to cancer and non-cancer effects of radiation injury), disability and incapacity of individuals were made by taking into account the regulations of Ukraine. According to the assessment, the probability of death due to cancer and non-cancer effects of radiation damage to individuals who received radiation dose of 1 Sv is equal to 0.09. Probability of disability of 1, 2 or 3 group regardless of the radiation dose is 0.009, 0.0054, 0.027, respectively. Probability of temporary disability of the individual who received dose equal to 33 mSv (the level of potential exposure in a hypothetical nuclear accident at the NPP) is equal 0.16. This probability estimation of potential harm to human health and life caused by a hypothetical nuclear accident can be used for NPP in different countries using requirements of regulations in these countries. And also to estimate the amount of insurance payments due to the nuclear damage in the event of a nuclear accident at the NPP or other nuclear industry enterprise. (author)

Protein single-model quality assessment by feature-based probability density functions.

Science.gov (United States)

Cao, Renzhi; Cheng, Jianlin

2016-04-04

Protein quality assessment (QA) has played an important role in protein structure prediction. We developed a novel single-model quality assessment method-Qprob. Qprob calculates the absolute error for each protein feature value against the true quality scores (i.e. GDT-TS scores) of protein structural models, and uses them to estimate its probability density distribution for quality assessment. Qprob has been blindly tested on the 11th Critical Assessment of Techniques for Protein Structure Prediction (CASP11) as MULTICOM-NOVEL server. The official CASP result shows that Qprob ranks as one of the top single-model QA methods. In addition, Qprob makes contributions to our protein tertiary structure predictor MULTICOM, which is officially ranked 3rd out of 143 predictors. The good performance shows that Qprob is good at assessing the quality of models of hard targets. These results demonstrate that this new probability density distribution based method is effective for protein single-model quality assessment and is useful for protein structure prediction. The webserver of Qprob is available at: http://calla.rnet.missouri.edu/qprob/. The software is now freely available in the web server of Qprob.

Changing from a Rules-based to a Principles-based Accounting Logic: A Review

Directory of Open Access Journals (Sweden)

Marta Silva Guerreiro

2014-06-01

Full Text Available We explore influences on unlisted companies when Portugal moved from a code law, rules-based accounting system, to a principles-based accounting system of adapted International Financial Reporting Standards (IFRS. Institutionalisation of the new principles-based system was generally facilitated by a socio-economic and political context that increasingly supported IFRS logic. This helped central actors gain political opportunity, mobilise important allies, and accommodate major protagonists. The preparedness of unlisted companies to adopt the new IFRS-based accounting system voluntarily was explained by their desire to maintain social legitimacy. However, it was affected negatively by the embeddedness of rule-based practices in the ‘old’ prevailing institutional logic.

Traffic simulation based ship collision probability modeling

Energy Technology Data Exchange (ETDEWEB)

Goerlandt, Floris, E-mail: floris.goerlandt@tkk.f [Aalto University, School of Science and Technology, Department of Applied Mechanics, Marine Technology, P.O. Box 15300, FI-00076 AALTO, Espoo (Finland); Kujala, Pentti [Aalto University, School of Science and Technology, Department of Applied Mechanics, Marine Technology, P.O. Box 15300, FI-00076 AALTO, Espoo (Finland)

2011-01-15

Maritime traffic poses various risks in terms of human, environmental and economic loss. In a risk analysis of ship collisions, it is important to get a reasonable estimate for the probability of such accidents and the consequences they lead to. In this paper, a method is proposed to assess the probability of vessels colliding with each other. The method is capable of determining the expected number of accidents, the locations where and the time when they are most likely to occur, while providing input for models concerned with the expected consequences. At the basis of the collision detection algorithm lays an extensive time domain micro-simulation of vessel traffic in the given area. The Monte Carlo simulation technique is applied to obtain a meaningful prediction of the relevant factors of the collision events. Data obtained through the Automatic Identification System is analyzed in detail to obtain realistic input data for the traffic simulation: traffic routes, the number of vessels on each route, the ship departure times, main dimensions and sailing speed. The results obtained by the proposed method for the studied case of the Gulf of Finland are presented, showing reasonable agreement with registered accident and near-miss data.

Influence of the level of fit of a density probability function to wind-speed data on the WECS mean power output estimation

International Nuclear Information System (INIS)

Carta, Jose A.; Ramirez, Penelope; Velazquez, Sergio

2008-01-01

Static methods which are based on statistical techniques to estimate the mean power output of a WECS (wind energy conversion system) have been widely employed in the scientific literature related to wind energy. In the static method which we use in this paper, for a given wind regime probability distribution function and a known WECS power curve, the mean power output of a WECS is obtained by resolving the integral, usually using numerical evaluation techniques, of the product of these two functions. In this paper an analysis is made of the influence of the level of fit between an empirical probability density function of a sample of wind speeds and the probability density function of the adjusted theoretical model on the relative error ε made in the estimation of the mean annual power output of a WECS. The mean power output calculated through the use of a quasi-dynamic or chronological method, that is to say using time-series of wind speed data and the power versus wind speed characteristic of the wind turbine, serves as the reference. The suitability of the distributions is judged from the adjusted R 2 statistic (R a 2 ). Hourly mean wind speeds recorded at 16 weather stations located in the Canarian Archipelago, an extensive catalogue of wind-speed probability models and two wind turbines of 330 and 800 kW rated power are used in this paper. Among the general conclusions obtained, the following can be pointed out: (a) that the R a 2 statistic might be useful as an initial gross indicator of the relative error made in the mean annual power output estimation of a WECS when a probabilistic method is employed; (b) the relative errors tend to decrease, in accordance with a trend line defined by a second-order polynomial, as R a 2 increases

The intensity detection of single-photon detectors based on photon counting probability density statistics

International Nuclear Information System (INIS)

Zhang Zijing; Song Jie; Zhao Yuan; Wu Long

2017-01-01

Single-photon detectors possess the ultra-high sensitivity, but they cannot directly respond to signal intensity. Conventional methods adopt sampling gates with fixed width and count the triggered number of sampling gates, which is capable of obtaining photon counting probability to estimate the echo signal intensity. In this paper, we not only count the number of triggered sampling gates, but also record the triggered time position of photon counting pulses. The photon counting probability density distribution is obtained through the statistics of a series of the triggered time positions. Then Minimum Variance Unbiased Estimation (MVUE) method is used to estimate the echo signal intensity. Compared with conventional methods, this method can improve the estimation accuracy of echo signal intensity due to the acquisition of more detected information. Finally, a proof-of-principle laboratory system is established. The estimation accuracy of echo signal intensity is discussed and a high accuracy intensity image is acquired under low-light level environments. (paper)

Opinion evolution based on cellular automata rules in small world networks

Science.gov (United States)

Shi, Xiao-Ming; Shi, Lun; Zhang, Jie-Fang

2010-03-01

In this paper, we apply cellular automata rules, which can be given by a truth table, to human memory. We design each memory as a tracking survey mode that keeps the most recent three opinions. Each cellular automata rule, as a personal mechanism, gives the final ruling in one time period based on the data stored in one's memory. The key focus of the paper is to research the evolution of people's attitudes to the same question. Based on a great deal of empirical observations from computer simulations, all the rules can be classified into 20 groups. We highlight the fact that the phenomenon shown by some rules belonging to the same group will be altered within several steps by other rules in different groups. It is truly amazing that, compared with the last hundreds of presidential voting in America, the eras of important events in America's history coincide with the simulation results obtained by our model.

Hierarchical graphs for rule-based modeling of biochemical systems

Directory of Open Access Journals (Sweden)

Hu Bin

2011-02-01

Full Text Available Abstract Background In rule-based modeling, graphs are used to represent molecules: a colored vertex represents a component of a molecule, a vertex attribute represents the internal state of a component, and an edge represents a bond between components. Components of a molecule share the same color. Furthermore, graph-rewriting rules are used to represent molecular interactions. A rule that specifies addition (removal of an edge represents a class of association (dissociation reactions, and a rule that specifies a change of a vertex attribute represents a class of reactions that affect the internal state of a molecular component. A set of rules comprises an executable model that can be used to determine, through various means, the system-level dynamics of molecular interactions in a biochemical system. Results For purposes of model annotation, we propose the use of hierarchical graphs to represent structural relationships among components and subcomponents of molecules. We illustrate how hierarchical graphs can be used to naturally document the structural organization of the functional components and subcomponents of two proteins: the protein tyrosine kinase Lck and the T cell receptor (TCR complex. We also show that computational methods developed for regular graphs can be applied to hierarchical graphs. In particular, we describe a generalization of Nauty, a graph isomorphism and canonical labeling algorithm. The generalized version of the Nauty procedure, which we call HNauty, can be used to assign canonical labels to hierarchical graphs or more generally to graphs with multiple edge types. The difference between the Nauty and HNauty procedures is minor, but for completeness, we provide an explanation of the entire HNauty algorithm. Conclusions Hierarchical graphs provide more intuitive formal representations of proteins and other structured molecules with multiple functional components than do the regular graphs of current languages for

A Rule Based Approach to ISS Interior Volume Control and Layout

Science.gov (United States)

Peacock, Brian; Maida, Jim; Fitts, David; Dory, Jonathan

2001-01-01

Traditional human factors design involves the development of human factors requirements based on a desire to accommodate a certain percentage of the intended user population. As the product is developed human factors evaluation involves comparison between the resulting design and the specifications. Sometimes performance metrics are involved that allow leniency in the design requirements given that the human performance result is satisfactory. Clearly such approaches may work but they give rise to uncertainty and negotiation. An alternative approach is to adopt human factors design rules that articulate a range of each design continuum over which there are varying outcome expectations and interactions with other variables, including time. These rules are based on a consensus of human factors specialists, designers, managers and customers. The International Space Station faces exactly this challenge in interior volume control, which is based on anthropometric, performance and subjective preference criteria. This paper describes the traditional approach and then proposes a rule-based alternative. The proposed rules involve spatial, temporal and importance dimensions. If successful this rule-based concept could be applied to many traditional human factors design variables and could lead to a more effective and efficient contribution of human factors input to the design process.

Improving Ranking Using Quantum Probability

OpenAIRE

Melucci, Massimo

2011-01-01

The paper shows that ranking information units by quantum probability differs from ranking them by classical probability provided the same data used for parameter estimation. As probability of detection (also known as recall or power) and probability of false alarm (also known as fallout or size) measure the quality of ranking, we point out and show that ranking by quantum probability yields higher probability of detection than ranking by classical probability provided a given probability of ...

Bayesian Probability Theory

Science.gov (United States)

von der Linden, Wolfgang; Dose, Volker; von Toussaint, Udo

2014-06-01

Preface; Part I. Introduction: 1. The meaning of probability; 2. Basic definitions; 3. Bayesian inference; 4. Combinatrics; 5. Random walks; 6. Limit theorems; 7. Continuous distributions; 8. The central limit theorem; 9. Poisson processes and waiting times; Part II. Assigning Probabilities: 10. Transformation invariance; 11. Maximum entropy; 12. Qualified maximum entropy; 13. Global smoothness; Part III. Parameter Estimation: 14. Bayesian parameter estimation; 15. Frequentist parameter estimation; 16. The Cramer-Rao inequality; Part IV. Testing Hypotheses: 17. The Bayesian way; 18. The frequentist way; 19. Sampling distributions; 20. Bayesian vs frequentist hypothesis tests; Part V. Real World Applications: 21. Regression; 22. Inconsistent data; 23. Unrecognized signal contributions; 24. Change point problems; 25. Function estimation; 26. Integral equations; 27. Model selection; 28. Bayesian experimental design; Part VI. Probabilistic Numerical Techniques: 29. Numerical integration; 30. Monte Carlo methods; 31. Nested sampling; Appendixes; References; Index.

Evolving rule-based systems in two medical domains using genetic programming.

Science.gov (United States)

Tsakonas, Athanasios; Dounias, Georgios; Jantzen, Jan; Axer, Hubertus; Bjerregaard, Beth; von Keyserlingk, Diedrich Graf

2004-11-01

To demonstrate and compare the application of different genetic programming (GP) based intelligent methodologies for the construction of rule-based systems in two medical domains: the diagnosis of aphasia's subtypes and the classification of pap-smear examinations. Past data representing (a) successful diagnosis of aphasia's subtypes from collaborating medical experts through a free interview per patient, and (b) correctly classified smears (images of cells) by cyto-technologists, previously stained using the Papanicolaou method. Initially a hybrid approach is proposed, which combines standard genetic programming and heuristic hierarchical crisp rule-base construction. Then, genetic programming for the production of crisp rule based systems is attempted. Finally, another hybrid intelligent model is composed by a grammar driven genetic programming system for the generation of fuzzy rule-based systems. Results denote the effectiveness of the proposed systems, while they are also compared for their efficiency, accuracy and comprehensibility, to those of an inductive machine learning approach as well as to those of a standard genetic programming symbolic expression approach. The proposed GP-based intelligent methodologies are able to produce accurate and comprehensible results for medical experts performing competitive to other intelligent approaches. The aim of the authors was the production of accurate but also sensible decision rules that could potentially help medical doctors to extract conclusions, even at the expense of a higher classification score achievement.

Ruin Probabilities and Aggregrate Claims Distributions for Shot Noise Cox Processes

DEFF Research Database (Denmark)

Albrecher, H.; Asmussen, Søren

claim size is investigated under these assumptions. For both light-tailed and heavy-tailed claim size distributions, asymptotic estimates for infinite-time and finite-time ruin probabilities are derived. Moreover, we discuss an extension of the model to an adaptive premium rule that is dynamically......We consider a risk process Rt where the claim arrival process is a superposition of a homogeneous Poisson process and a Cox process with a Poisson shot noise intensity process, capturing the effect of sudden increases of the claim intensity due to external events. The distribution of the aggregate...... adjusted according to past claims experience....

Epistemic-based investigation of the probability of hazard scenarios using Bayesian network for the lifting operation of floating objects

Science.gov (United States)

Toroody, Ahmad Bahoo; Abaiee, Mohammad Mahdi; Gholamnia, Reza; Ketabdari, Mohammad Javad

2016-09-01

Owing to the increase in unprecedented accidents with new root causes in almost all operational areas, the importance of risk management has dramatically risen. Risk assessment, one of the most significant aspects of risk management, has a substantial impact on the system-safety level of organizations, industries, and operations. If the causes of all kinds of failure and the interactions between them are considered, effective risk assessment can be highly accurate. A combination of traditional risk assessment approaches and modern scientific probability methods can help in realizing better quantitative risk assessment methods. Most researchers face the problem of minimal field data with respect to the probability and frequency of each failure. Because of this limitation in the availability of epistemic knowledge, it is important to conduct epistemic estimations by applying the Bayesian theory for identifying plausible outcomes. In this paper, we propose an algorithm and demonstrate its application in a case study for a light-weight lifting operation in the Persian Gulf of Iran. First, we identify potential accident scenarios and present them in an event tree format. Next, excluding human error, we use the event tree to roughly estimate the prior probability of other hazard-promoting factors using a minimal amount of field data. We then use the Success Likelihood Index Method (SLIM) to calculate the probability of human error. On the basis of the proposed event tree, we use the Bayesian network of the provided scenarios to compensate for the lack of data. Finally, we determine the resulting probability of each event based on its evidence in the epistemic estimation format by building on two Bayesian network types: the probability of hazard promotion factors and the Bayesian theory. The study results indicate that despite the lack of available information on the operation of floating objects, a satisfactory result can be achieved using epistemic data.

Towards valid 'serious non-fatal injury' indicators for international comparisons based on probability of admission estimates

DEFF Research Database (Denmark)

Cryer, Colin; Miller, Ted R; Lyons, Ronan A

2017-01-01

in regions of Canada, Denmark, Greece, Spain and the USA. International Classification of Diseases (ICD)-9 or ICD-10 4-digit/character injury diagnosis-specific ED attendance and inpatient admission counts were provided, based on a common protocol. Diagnosis-specific and region-specific PrAs with 95% CIs...... diagnoses with high estimated PrAs. These diagnoses can be used as the basis for more valid international comparisons of life-threatening injury, based on hospital discharge data, for countries with well-developed healthcare and data collection systems....

Explanation of the Hund's rule for atomic spectra

International Nuclear Information System (INIS)

Muftakhova, F.I.; Zilberman, L.A.

1982-01-01

An original formula for electrostatic interaction in many-electron atoms, based on a new mathematical method, related by recoupling a matrix of n vector coupling momenta and its permutation properties, is given in general form. Hund's rule for atomic spectra-like maximum probability of couple momentum of l 2 configuration in the LS term of lsup(n) configuration is explained. Also, non-competence of exchange interaction notion for d and f atoms is based on mentioned formula. (Auth.)

Population-based absolute risk estimation with survey data

Science.gov (United States)

Kovalchik, Stephanie A.; Pfeiffer, Ruth M.

2013-01-01

Absolute risk is the probability that a cause-specific event occurs in a given time interval in the presence of competing events. We present methods to estimate population-based absolute risk from a complex survey cohort that can accommodate multiple exposure-specific competing risks. The hazard function for each event type consists of an individualized relative risk multiplied by a baseline hazard function, which is modeled nonparametrically or parametrically with a piecewise exponential model. An influence method is used to derive a Taylor-linearized variance estimate for the absolute risk estimates. We introduce novel measures of the cause-specific influences that can guide modeling choices for the competing event components of the model. To illustrate our methodology, we build and validate cause-specific absolute risk models for cardiovascular and cancer deaths using data from the National Health and Nutrition Examination Survey. Our applications demonstrate the usefulness of survey-based risk prediction models for predicting health outcomes and quantifying the potential impact of disease prevention programs at the population level. PMID:23686614

Improving Intrusion Detection System Based on Snort Rules for Network Probe Attacks Detection with Association Rules Technique of Data Mining

Directory of Open Access Journals (Sweden)

Nattawat Khamphakdee

2015-07-01

Full Text Available The intrusion detection system (IDS is an important network security tool for securing computer and network systems. It is able to detect and monitor network traffic data. Snort IDS is an open-source network security tool. It can search and match rules with network traffic data in order to detect attacks, and generate an alert. However, the Snort IDS  can detect only known attacks. Therefore, we have proposed a procedure for improving Snort IDS rules, based on the association rules data mining technique for detection of network probe attacks.  We employed the MIT-DARPA 1999 data set for the experimental evaluation. Since behavior pattern traffic data are both normal and abnormal, the abnormal behavior data is detected by way of the Snort IDS. The experimental results showed that the proposed Snort IDS rules, based on data mining detection of network probe attacks, proved more efficient than the original Snort IDS rules, as well as icmp.rules and icmp-info.rules of Snort IDS.  The suitable parameters for the proposed Snort IDS rules are defined as follows: Min_sup set to 10%, and Min_conf set to 100%, and through the application of eight variable attributes. As more suitable parameters are applied, higher accuracy is achieved.

Improved method for estimating particle scattering probabilities to finite detectors for Monte Carlo simulation

International Nuclear Information System (INIS)

Mickael, M.; Gardner, R.P.; Verghese, K.

1988-01-01

An improved method for calculating the total probability of particle scattering within the solid angle subtended by finite detectors is developed, presented, and tested. The limiting polar and azimuthal angles subtended by the detector are measured from the direction that most simplifies their calculation rather than from the incident particle direction. A transformation of the particle scattering probability distribution function (pdf) is made to match the transformation of the direction from which the limiting angles are measured. The particle scattering probability to the detector is estimated by evaluating the integral of the transformed pdf over the range of the limiting angles measured from the preferred direction. A general formula for transforming the particle scattering pdf is derived from basic principles and applied to four important scattering pdf's; namely, isotropic scattering in the Lab system, isotropic neutron scattering in the center-of-mass system, thermal neutron scattering by the free gas model, and gamma-ray Klein-Nishina scattering. Some approximations have been made to these pdf's to enable analytical evaluations of the final integrals. These approximations are shown to be valid over a wide range of energies and for most elements. The particle scattering probability to spherical, planar circular, and right circular cylindrical detectors has been calculated using the new and previously reported direct approach. Results indicate that the new approach is valid and is computationally faster by orders of magnitude

Methodological approaches based on business rules

OpenAIRE

Anca Ioana ANDREESCU; Adina UTA

2008-01-01

Business rules and business processes are essential artifacts in defining the requirements of a software system. Business processes capture business behavior, while rules connect processes and thus control processes and business behavior. Traditionally, rules are scattered inside application code. This approach makes it very difficult to change rules and shorten the life cycle of the software system. Because rules change more quickly than the application itself, it is desirable to externalize...

Performance based regulation - The maintenance rule

Energy Technology Data Exchange (ETDEWEB)

Correia, Richard P. [NRR/DOTS/TQMP, U.S. Nuclear Regulatory Commission, Office of Nuclear Reactor Regulation, M/S OWFN 10A19, Washington, D.C. 20555 (United States)

1997-07-01

The U.S. Nuclear Regulatory Commission has begun a transition from 'process-oriented' to 'results-oriented' regulations. The maintenance rule is a results-oriented rule that mandates consideration of risk and plant performance. The Maintenance Rule allows licensees to devise the most effective and efficient means of achieving the results described in the rule including the use of Probabilistic Risk (or Safety) Assessments. The NRC staff conducted a series of site visits to evaluate implementation of the Rule. Conclusions from the site visits indicated that the results-oriented Maintenance Rule can be successfully implemented and enforced. (author)

Performance based regulation - The maintenance rule

International Nuclear Information System (INIS)

Correia, Richard P.

1997-01-01

The U.S. Nuclear Regulatory Commission has begun a transition from 'process-oriented' to 'results-oriented' regulations. The maintenance rule is a results-oriented rule that mandates consideration of risk and plant performance. The Maintenance Rule allows licensees to devise the most effective and efficient means of achieving the results described in the rule including the use of Probabilistic Risk (or Safety) Assessments. The NRC staff conducted a series of site visits to evaluate implementation of the Rule. Conclusions from the site visits indicated that the results-oriented Maintenance Rule can be successfully implemented and enforced. (author)

Factors influencing reporting and harvest probabilities in North American geese

Science.gov (United States)

Zimmerman, G.S.; Moser, T.J.; Kendall, W.L.; Doherty, P.F.; White, Gary C.; Caswell, D.F.

2009-01-01

We assessed variation in reporting probabilities of standard bands among species, populations, harvest locations, and size classes of North American geese to enable estimation of unbiased harvest probabilities. We included reward (US10,20,30,50, or100) and control (0) banded geese from 16 recognized goose populations of 4 species: Canada (Branta canadensis), cackling (B. hutchinsii), Ross's (Chen rossii), and snow geese (C. caerulescens). We incorporated spatially explicit direct recoveries and live recaptures into a multinomial model to estimate reporting, harvest, and band-retention probabilities. We compared various models for estimating harvest probabilities at country (United States vs. Canada), flyway (5 administrative regions), and harvest area (i.e., flyways divided into northern and southern sections) scales. Mean reporting probability of standard bands was 0.73 (95 CI 0.690.77). Point estimates of reporting probabilities for goose populations or spatial units varied from 0.52 to 0.93, but confidence intervals for individual estimates overlapped and model selection indicated that models with species, population, or spatial effects were less parsimonious than those without these effects. Our estimates were similar to recently reported estimates for mallards (Anas platyrhynchos). We provide current harvest probability estimates for these populations using our direct measures of reporting probability, improving the accuracy of previous estimates obtained from recovery probabilities alone. Goose managers and researchers throughout North America can use our reporting probabilities to correct recovery probabilities estimated from standard banding operations for deriving spatially explicit harvest probabilities.

Sampling, Probability Models and Statistical Reasoning -RE ...

Indian Academy of Sciences (India)

random sampling allows data to be modelled with the help of probability ... g based on different trials to get an estimate of the experimental error. ... research interests lie in the .... if e is indeed the true value of the proportion of defectives in the.

Methods for estimating annual exceedance-probability discharges and largest recorded floods for unregulated streams in rural Missouri.

Science.gov (United States)

2014-01-01

Regression analysis techniques were used to develop a : set of equations for rural ungaged stream sites for estimating : discharges with 50-, 20-, 10-, 4-, 2-, 1-, 0.5-, and 0.2-percent : annual exceedance probabilities, which are equivalent to : ann...

Modeling reliability measurement of interface on information system: Towards the forensic of rules

Science.gov (United States)

Nasution, M. K. M.; Sitompul, Darwin; Harahap, Marwan

2018-02-01

Today almost all machines depend on the software. As a software and hardware system depends also on the rules that are the procedures for its use. If the procedure or program can be reliably characterized by involving the concept of graph, logic, and probability, then regulatory strength can also be measured accordingly. Therefore, this paper initiates an enumeration model to measure the reliability of interfaces based on the case of information systems supported by the rules of use by the relevant agencies. An enumeration model is obtained based on software reliability calculation.

Hybrid fuzzy charged system search algorithm based state estimation in distribution networks

Directory of Open Access Journals (Sweden)

Sachidananda Prasad

2017-06-01

Full Text Available This paper proposes a new hybrid charged system search (CSS algorithm based state estimation in radial distribution networks in fuzzy framework. The objective of the optimization problem is to minimize the weighted square of the difference between the measured and the estimated quantity. The proposed method of state estimation considers bus voltage magnitude and phase angle as state variable along with some equality and inequality constraints for state estimation in distribution networks. A rule based fuzzy inference system has been designed to control the parameters of the CSS algorithm to achieve better balance between the exploration and exploitation capability of the algorithm. The efficiency of the proposed fuzzy adaptive charged system search (FACSS algorithm has been tested on standard IEEE 33-bus system and Indian 85-bus practical radial distribution system. The obtained results have been compared with the conventional CSS algorithm, weighted least square (WLS algorithm and particle swarm optimization (PSO for feasibility of the algorithm.

Guideline for Bayesian Net based Software Fault Estimation Method for Reactor Protection System

International Nuclear Information System (INIS)

Eom, Heung Seop; Park, Gee Yong; Jang, Seung Cheol

2011-01-01

The purpose of this paper is to provide a preliminary guideline for the estimation of software faults in a safety-critical software, for example, reactor protection system's software. As the fault estimation method is based on Bayesian Net which intensively uses subjective probability and informal data, it is necessary to define formal procedure of the method to minimize the variability of the results. The guideline describes assumptions, limitations and uncertainties, and the product of the fault estimation method. The procedure for conducting a software fault-estimation method is then outlined, highlighting the major tasks involved. The contents of the guideline are based on our own experience and a review of research guidelines developed for a PSA

A self-learning rule base for command following in dynamical systems

Science.gov (United States)

Tsai, Wei K.; Lee, Hon-Mun; Parlos, Alexander

1992-01-01

In this paper, a self-learning Rule Base for command following in dynamical systems is presented. The learning is accomplished though reinforcement learning using an associative memory called SAM. The main advantage of SAM is that it is a function approximator with explicit storage of training samples. A learning algorithm patterned after the dynamic programming is proposed. Two artificially created, unstable dynamical systems are used for testing, and the Rule Base was used to generate a feedback control to improve the command following ability of the otherwise uncontrolled systems. The numerical results are very encouraging. The controlled systems exhibit a more stable behavior and a better capability to follow reference commands. The rules resulting from the reinforcement learning are explicitly stored and they can be modified or augmented by human experts. Due to overlapping storage scheme of SAM, the stored rules are similar to fuzzy rules.

Projection-based circular constrained state estimation and fusion over long-haul links

Energy Technology Data Exchange (ETDEWEB)

Liu, Qiang [ORNL; Rao, Nageswara S. [ORNL

2017-07-01

In this paper, we consider a scenario where sensors are deployed over a large geographical area for tracking a target with circular nonlinear constraints on its motion dynamics. The sensor state estimates are sent over long-haul networks to a remote fusion center for fusion. We are interested in different ways to incorporate the constraints into the estimation and fusion process in the presence of communication loss. In particular, we consider closed-form projection-based solutions, including rules for fusing the estimates and for incorporating the constraints, which jointly can guarantee timely fusion often required in realtime systems. We test the performance of these methods in the long-haul tracking environment using a simple example.

Estimating the probability of allelic drop-out of STR alleles in forensic genetics

DEFF Research Database (Denmark)

Tvedebrink, Torben; Eriksen, Poul Svante; Mogensen, Helle Smidt

2009-01-01

In crime cases with available DNA evidence, the amount of DNA is often sparse due to the setting of the crime. In such cases, allelic drop-out of one or more true alleles in STR typing is possible. We present a statistical model for estimating the per locus and overall probability of allelic drop......-out using the results of all STR loci in the case sample as reference. The methodology of logistic regression is appropriate for this analysis, and we demonstrate how to incorporate this in a forensic genetic framework....

Fuzzy Sets-based Control Rules for Terminating Algorithms

Directory of Open Access Journals (Sweden)

Jose L. VERDEGAY

2002-01-01

Full Text Available In this paper some problems arising in the interface between two different areas, Decision Support Systems and Fuzzy Sets and Systems, are considered. The Model-Base Management System of a Decision Support System which involves some fuzziness is considered, and in that context the questions on the management of the fuzziness in some optimisation models, and then of using fuzzy rules for terminating conventional algorithms are presented, discussed and analyzed. Finally, for the concrete case of the Travelling Salesman Problem, and as an illustration of determination, management and using the fuzzy rules, a new algorithm easy to implement in the Model-Base Management System of any oriented Decision Support System is shown.

Finite-size scaling of survival probability in branching processes

OpenAIRE

Garcia-Millan, Rosalba; Font-Clos, Francesc; Corral, Alvaro

2014-01-01

Branching processes pervade many models in statistical physics. We investigate the survival probability of a Galton-Watson branching process after a finite number of generations. We reveal the finite-size scaling law of the survival probability for a given branching process ruled by a probability distribution of the number of offspring per element whose standard deviation is finite, obtaining the exact scaling function as well as the critical exponents. Our findings prove the universal behavi...

Assessing the Probability that a Finding Is Genuine for Large-Scale Genetic Association Studies.

Science.gov (United States)

Kuo, Chia-Ling; Vsevolozhskaya, Olga A; Zaykin, Dmitri V

2015-01-01

Genetic association studies routinely involve massive numbers of statistical tests accompanied by P-values. Whole genome sequencing technologies increased the potential number of tested variants to tens of millions. The more tests are performed, the smaller P-value is required to be deemed significant. However, a small P-value is not equivalent to small chances of a spurious finding and significance thresholds may fail to serve as efficient filters against false results. While the Bayesian approach can provide a direct assessment of the probability that a finding is spurious, its adoption in association studies has been slow, due in part to the ubiquity of P-values and the automated way they are, as a rule, produced by software packages. Attempts to design simple ways to convert an association P-value into the probability that a finding is spurious have been met with difficulties. The False Positive Report Probability (FPRP) method has gained increasing popularity. However, FPRP is not designed to estimate the probability for a particular finding, because it is defined for an entire region of hypothetical findings with P-values at least as small as the one observed for that finding. Here we propose a method that lets researchers extract probability that a finding is spurious directly from a P-value. Considering the counterpart of that probability, we term this method POFIG: the Probability that a Finding is Genuine. Our approach shares FPRP's simplicity, but gives a valid probability that a finding is spurious given a P-value. In addition to straightforward interpretation, POFIG has desirable statistical properties. The POFIG average across a set of tentative associations provides an estimated proportion of false discoveries in that set. POFIGs are easily combined across studies and are immune to multiple testing and selection bias. We illustrate an application of POFIG method via analysis of GWAS associations with Crohn's disease.

Strategies for adding adaptive learning mechanisms to rule-based diagnostic expert systems

Science.gov (United States)

Stclair, D. C.; Sabharwal, C. L.; Bond, W. E.; Hacke, Keith

1988-01-01

Rule-based diagnostic expert systems can be used to perform many of the diagnostic chores necessary in today's complex space systems. These expert systems typically take a set of symptoms as input and produce diagnostic advice as output. The primary objective of such expert systems is to provide accurate and comprehensive advice which can be used to help return the space system in question to nominal operation. The development and maintenance of diagnostic expert systems is time and labor intensive since the services of both knowledge engineer(s) and domain expert(s) are required. The use of adaptive learning mechanisms to increment evaluate and refine rules promises to reduce both time and labor costs associated with such systems. This paper describes the basic adaptive learning mechanisms of strengthening, weakening, generalization, discrimination, and discovery. Next basic strategies are discussed for adding these learning mechanisms to rule-based diagnostic expert systems. These strategies support the incremental evaluation and refinement of rules in the knowledge base by comparing the set of advice given by the expert system (A) with the correct diagnosis (C). Techniques are described for selecting those rules in the in the knowledge base which should participate in adaptive learning. The strategies presented may be used with a wide variety of learning algorithms. Further, these strategies are applicable to a large number of rule-based diagnostic expert systems. They may be used to provide either immediate or deferred updating of the knowledge base.

Estimating the Probability of Electrical Short Circuits from Tin Whiskers. Part 2

Science.gov (United States)

Courey, Karim J.; Asfour, Shihab S.; Onar, Arzu; Bayliss, Jon A.; Ludwig, Larry L.; Wright, Maria C.

2010-01-01

To comply with lead-free legislation, many manufacturers have converted from tin-lead to pure tin finishes of electronic components. However, pure tin finishes have a greater propensity to grow tin whiskers than tin-lead finishes. Since tin whiskers present an electrical short circuit hazard in electronic components, simulations have been developed to quantify the risk of said short circuits occurring. Existing risk simulations make the assumption that when a free tin whisker has bridged two adjacent exposed electrical conductors, the result is an electrical short circuit. This conservative assumption is made because shorting is a random event that had an unknown probability associated with it. Note however that due to contact resistance electrical shorts may not occur at lower voltage levels. In our first article we developed an empirical probability model for tin whisker shorting. In this paper, we develop a more comprehensive empirical model using a refined experiment with a larger sample size, in which we studied the effect of varying voltage on the breakdown of the contact resistance which leads to a short circuit. From the resulting data we estimated the probability distribution of an electrical short, as a function of voltage. In addition, the unexpected polycrystalline structure seen in the focused ion beam (FIB) cross section in the first experiment was confirmed in this experiment using transmission electron microscopy (TEM). The FIB was also used to cross section two card guides to facilitate the measurement of the grain size of each card guide's tin plating to determine its finish .

Image-based change estimation (ICE): monitoring land use, land cover and agent of change information for all lands

Science.gov (United States)

Kevin Megown; Andy Lister; Paul Patterson; Tracey Frescino; Dennis Jacobs; Jeremy Webb; Nicholas Daniels; Mark Finco

2015-01-01

The Image-based Change Estimation (ICE) protocols have been designed to respond to several Agency and Department information requirements. These include provisions set forth by the 2014 Farm Bill, the Forest Service Action Plan and Strategic Plan, the 2012 Planning Rule, and the 2015 Planning Directives. ICE outputs support the information needs by providing estimates...

First-passage Probability Estimation of an Earthquake Response of Seismically Isolated Containment Buildings