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This paper deals with problem of the real-time freeway traffic density estimation/prediction for a jump Markov linear model based on Daganzo's cell transmission variant of the Lighthill-Whitham-Richards continuous macroscopic freeway model. To solve the problem we propose a particle-filtering-based estimation/prediction method. Its performance is illustrated on case studies involving a four-cell freeway...
A continuous-time utility portfolio selection model is proposed and analyzed for a market consisting of one bank account and stock. The market parameters, including the bank interest rate and the appreciation and volatility rates of the stock, depend on the market mode that switches among a finite number of states, the random regime switching is assumed to be independent of the underlying Brownian...
Based on the single column partial differential equation model for the industry chromatographic separation, the mathematical model of the Simulated Moving Bed chromatographic separation process is established from the flow and mass conservation relations of the SMB process. Method of line is used for the numeric model computations. Simulation results show that compared with the true moving bed model,...
This article proposed the affect of distribution network reconfiguration in the power grid, summaries a variety of methods to solve distribution network reconfiguration problem and analyzed features of these methods applied to distribution network reconfiguration. The solution worked out using the algorithm based on optimal flow pattern may not be optimal or near optimal. But the algorithm combined...
This paper presents a formal verification methodology of the Coloured Petri Net model of MVB-TCN device using symbolic model checking technique. The methodology proposed addresses the model checking of critical properties of MVB-TCN device including safety, liveness and fairness properties which are expressed in computation tree logics. As a confirmation of its validity, the methodology described...
Although Life Cycle Assessment (LCA) has become an important tool in the context of environmental and industrial analysis, its limitations keep it from achieving wider acceptance. One limitation is its inability to forecast. LCA can present environmental impacts of established processes but cannot do so for emerging processes or developing products. We propose two different techniques as an addition...
Grid computing shares geographically distributed computer resources, which are owned by different owners, over the Internet. Sharing the resources dynamically in this environment becomes challenging. Multi-agents could be used to meet this challenge due to their distributed nature and autonomous behavior. This paper investigates suitable economic models for grid computing and finds different economic...
Modeling for operation rules is essential function requirement in equipment simulation training system based on VR. Aiming at the modeling actuality of present equipment operation rules, which has no systematic, no generality and no formatting expression, layered modeling system framework based on federation is brought forward referencing to the "Federation and Member" concept of HLA. Open...
Soft computing (SC) emerged as an integrating framework for a number of techniques that could complement one another quite well (artificial neural networks, fuzzy systems, evolutionary algorithms, probabilistic reasoning). Since its inception, a distinctive goal has been to dig out the deep relationships among their components. This paper considers two wide families of SC models. On the one hand,...
Since voltage control may result in voltage frequent adjustments and voltage regulation unreasonable phenomenon, so, before AVC closed loop control running the strategy must be implemented strictly functional and performance testing and verification, to ensure zero risk after put into operation. This paper develops a comprehensive simulation environment and effective means of assessment is expected...
Over the course of this decade, uniprocessor chips have given way to multi-core chips which have become the primary building blocks of today's computer systems. The presence of multiple cores on a chip shifts the focus from computation to communication as a key bottleneck to achieving performance improvements. As industry moves towards many-core chips, networks-on-chip (NoCs) are emerging as the scalable...
Aiming at the power device open and close faults occurred in the inverter, GUI based simulation platform for inverter drive system under fault condition is studied primarily in this dissertation. Using the S-function block of the MATLAB, the S function of the motor is written. The SIMULINK blocks of the inverter under different power device faults condition are built by the basic blocks of MATLAB/SIMULINK...
I will discuss the interplay between ??traditional?? deterministic dynamics and stochastic effects in live cells. The main example the lac operon, a set of self-promoting genes, which, together with the enzymes they express, act as a hysteretic switch. Stochastic simulations of the same system predict spontaneous, random switching by individual cells. This behavior can be well described by a simple...
A new distribution network reconfiguration method employing plant growth simulation algorithm as optimal means has been presented. The algorithm handles the objective function and constraints separately, and adopts directional search mechanism. It can avoid falling into local optimal point, which may appear in precious bionics random algorithms due to uncertainness of some parameters and/or without...
Several analytical models of interconnection networks of multi-cluster systems under uniform traffic pattern have been proposed in the literature. However, there has been hardly any work reported yet that deals with other important non-uniform traffic patterns in parallel applications. In this paper we propose a new analytical model based on fat-tree interconnection networks in the presence of traffic...
Predicting exactly the performance for distributed simulation of multi-agent based systems has considerable significance. Some investigations were realized but they usually omitted issue of communication costs between computational nodes. In this paper, we address to the communication cost models and present a model for evaluating the performance of multi-agent based simulation on Ethernet switch...
Human activity analysis is an important problem in computer vision with applications in surveillance and summarization and indexing of consumer content. Complex human activities are characterized by non-linear dynamics that make learning, inference and recognition hard. In this paper, we consider the problem of modeling and recognizing complex activities which exhibit time-varying dynamics. To this...
This paper presents method for split-step backward Euler scheme in regime-switching models. We generalize the classical Black-Scholes model to encompass regime-switching properties. The Black-Scholes model is shown to generate significant pricing errors when a regime-switching process governs underlying asset returns. In addition, regime-switching option values are shown to generate implied volatility...
In this paper we suggest that a user will most often choose the solution that will fulfill her (information) needs with the least effort. We call this "lazy user behavior". We suggest that the principle components responsible for solution selection are the user need and the user state. User need is the user's detailed (information) need (urgency, type, depth, etc.) and user state is the...
Time-series segmentation in the fully unsupervised scenario in which the number of segment-types is a priori unknown is a fundamental problem in many applications. We propose a Bayesian approach to a segmentation model based on the switching linear Gaussian state-space model that enforces a sparse parametrization, such as to use only a small number of a priori available different dynamics to explain...
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