Search for: stochastic-models
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    Recurrent spatio-temporal modeling of check-ins in location-based social networks

    , Article PLOS ONE ; Volume 13, Issue 5 , 23 May , 2018 ; 19326203 (ISSN) Zarezade, A ; Jafarzadeh, S ; Rabiee, H. R ; Sharif University of Technology
    Public Library of Science  2018
    Social networks are getting closer to our real physical world. People share the exact location and time of their check-ins and are influenced by their friends. Modeling the spatio-temporal behavior of users in social networks is of great importance for predicting the future behavior of users, controlling the users’ movements, and finding the latent influence network. It is observed that users have periodic patterns in their movements. Also, they are influenced by the locations that their close friends recently visited. Leveraging these two observations, we propose a probabilistic model based on a doubly stochastic point process with a periodic-decaying kernel for the time of check-ins and a... 

    A Multi-Objective Robust Optimization Model for Logistics Planning in the Earthquake Response Phase [electronic resource]

    , Article Transportation Research Part E: Logistics and Transportation Review, Elsevier ; Volume 49, Issue 1, January 2013, , Pages 217–249 Najafi, M. (Mehdi) ; Eshghi, Kourosh ; Dullaert, Wout ; Sharif University of Technology
    Usually, resources are short in supply when earthquakes occur. In such emergency situations, disaster relief organizations must use these scarce resources efficiently to achieve the best possible emergency relief. This paper therefore proposes a multi-objective, multi-mode, multi-commodity, and multi-period stochastic model to manage the logistics of both commodities and injured people in the earthquake response. Also, a robust approach is developed and used to make sure that the distribution plan performs well under the various situations that can follow an earthquake. Afterwards, it proposes a solution methodology according to hierarchical objective functions and uses it to illustrate the... 

    The impact of dispersed PV generation on ramp rate requirements

    , Article 2012 11th International Conference on Environment and Electrical Engineering, EEEIC 2012 - Conference Proceedings, 18 May 2012 through 25 May 2012, Venice ; 2012 , Pages 977-982 ; 9781457718281 (ISBN) Arabali, A. S ; Dehghanian, P ; Moeini-Aghtaie, M ; Abbaspour, A ; Sharif University of Technology
    IEEE  2012
    PV generation variability and uncertainty significantly influence operation of the power systems with high penetration of PV sources. The potential impact of distributed PV generation on ramp rate requirements in the IEEE 24-bus system is evaluated in this paper. PV generation and load are, here, probabilistically modeled using actual data and curve fitting approach. Probabilistic unit commitment (UC) based on unit de-commitment method combined with two point estimate method (2-PEM) is used to determine the ramp rate required to compensate for the PV power fluctuations. The proposed method considers stochastic factors and their effects on the dispatch results. Two scenarios are studied to... 

    A hybrid stochastic model based bayesian approach for long term energy demand managements

    , Article Energy Strategy Reviews ; Volume 28 , 2020 Ahmadi, S ; Fakehi, A. H ; vakili, A ; Haddadi, M ; Iranmanesh, H ; Sharif University of Technology
    Elsevier Ltd  2020
    In this study, a hybrid stochastic model (BScA model) using Bayesian approach and scenario analysis to forecast long term energy demand is developed. The main objective of this study is to design and develop a model for energy analysis in demand side and describe the energy saving and GHG reduction potential on the other. For this, total energy demand is selected as the response variable and primary energy production, population, GDP and natural gas and gasoline prices are chosen as covariates. Also, Political drivers, economic drivers, social-environmental and technological drivers are the key driving forces for scenario development. After interview and ranking the drivers, we have built... 

    Modeling of HV Substation Automation Systems and Evaluating of Operation Failure

    , M.Sc. Thesis Sharif University of Technology Falahati, Bamdad (Author) ; Vakilian, Mehdi (Supervisor)
    In two past decades, a revolution has occurred by emerging of substation automation system in field of substation control and protection system. The traditional control system has changed to the modern automation systems which are based on computer networks. The development of this project become possible by having experience in and being familiar with automation systems, studying equipment specifications, tasks, and criteria and analyzing operation of various systems. The main target of this thesis is evaluating the automation system precisely and exhaustively and developing a model based on mathematical relations. This model is founded based on the application and analysis of the networks.... 

    Accident Prediction Model Based on Macroscopic Traffic Characteristics

    , M.Sc. Thesis Sharif University of Technology Mohamadian Amiri, Amir (Author) ; Nassiri, Habibollah (Supervisor)
    Lately, there has been a great attention to accident prediction methods in traffic management. The importance of predicting an accident is because of its enormous effect on reducing casualties, injuries, property damages and delays. The main objectivein this study was to identify the relationship between accidents frequency rates and geometric design variables, climatic parameters and traffic characteristics using probabilistic models. The other objective was to evaluate the crash severity and crash type. Therefore, the 1997 traffic accident statistics of city of Mashhad in Iran was used for the for the modeling of different highway classification. Probabilistic models are used for... 

    On the investment in a reliability improvement program for warranted second-hand items

    , Article IIE Transactions (Institute of Industrial Engineers) ; Volume 43, Issue 7 , Mar , 2011 , Pages 525-534 ; 0740817X (ISSN) Shafiee, M ; Chukova, S ; Yun, W. Y ; Niaki, S. T. A ; Sharif University of Technology
    A reliability improvement program (such as an upgrade action) can be seen as an investment by a dealer to restore a second-hand product to a better operational state. Due to the nature of the actions performed, the item's reliability at the end of this program is usually uncertain. This article develops a stochastic cost-benefit model for investment made in reliability improvement programs for second-hand items sold with failure-free warranty. Depending on the product's lifetime modeling approach, two modifications of the model are considered and are solved for the optimal improvement level. A real case application of the model is presented to validate the proposed approach  

    Short-Term Traffic Volume Estimation Based on Macroscopic Flow Characteristics

    , M.Sc. Thesis Sharif University of Technology Tajalli, Mehrdad (Author) ; Poorzahedy, Hossein (Supervisor)
    Traffic volume is the most important characteristic in most traffic studies, which is regularly measured by sampling methods for a given road. Traffic volume has determining effect in specifying network origin-destination demand, improvement of roads, traffic distributions over the network, improving road parameters, air pollution and in other aspects of flow in the network. There are many ways to measure traffic volume in different situations. However, most of them are expensive to implement and in cases which take a long time to do the survey, or the number of locations are excessive, the operation would not be cost-effective. In this research we investigate using macroscopic... 

    Economic Analysis of Energy Supply Security based on Energy Security Indices

    , Ph.D. Dissertation Sharif University of Technology Kanani Maman, Yaser (Author) ; Maleki, Abbas (Supervisor)
    As a problem, generally, energy security components do not interfere with the calculation of the optimal energy supply situation. In this paper, we are looking to find a solution to make a framework of the impact of energy security on energy supply in order to obtain comprehensive analysis of the economic optimal point. Method is based on the competition of energy costs to meet demand during the study period. Threats that have been addressed in the energy security are seen as risky and stochastic parameters in the model. The nature of these parameters is of uncertainty type, therefore, based on the probable scenarios of the stochastic model, the perspective of the energy supply system is... 

    Stochastic Modeling of Online Advertising System

    , M.Sc. Thesis Sharif University of Technology Divsalar, Mohammad Reza (Author) ; Nobakhti, Amin (Supervisor) ; Babazadeh, Maryam (Supervisor)
    Television, radio, newspaper, magazines, and billboards are among the major channels that traditionally place ads, however, the advancement of the Internet enables users to seek information online. In display and mobile advertising, the most significant technical development in recent years is the growth of Real-Time Bidding (RTB), which facilitates a real-time auction for a display opportunity. Real-time means the auction is per impression and the process usually occurs less than 300 milliseconds before the ad is placed. RTB has fundamentally changed the landscape of the digital media market by scaling the buying process across a large number of available inventories among publishers in an... 

    A stochastic aggregate production planning model in a green supply chain: Considering flexible lead times, nonlinear purchase and shortage cost functions

    , Article European Journal of Operational Research ; Volume 230, Issue 1 , 2013 , Pages 26-41 ; 03772217 (ISSN) Mirzapour Al-E-Hashem, S. M. J ; Baboli, A ; Sazvar, Z ; Sharif University of Technology
    In this paper we develop a stochastic programming approach to solve a multi-period multi-product multi-site aggregate production planning problem in a green supply chain for a medium-term planning horizon under the assumption of demand uncertainty. The proposed model has the following features: (i) the majority of supply chain cost parameters are considered; (ii) quantity discounts to encourage the producer to order more from the suppliers in one period, instead of splitting the order into periodical small quantities, are considered; (iii) the interrelationship between lead time and transportation cost is considered, as well as that between lead time and greenhouse gas emission level; (iv)... 

    Stochastic flow-shop scheduling with minimizing the expected number of tardy jobs

    , Article International Journal of Advanced Manufacturing Technology ; Volume 66, Issue 1-4 , April , 2013 , Pages 337-346 ; 02683768 (ISSN) Elyasi, A ; Salmasi, N ; Sharif University of Technology
    In this research, minimizing the expected number of tardy jobs in a dynamic m machine flow-shop scheduling problem, i.e.,FM|r j|E[∑Uj] is investigated. It is assumed that the jobs with deterministic processing times and stochastic due dates arrive randomly to the flow-shop cell. The due date of each job is assumed to be normally distributed with known mean and variance. A dynamic method is proposed for this problem by which the m machine stochastic flow-shop problem is decomposed into m stochastic single-machine sub-problems. Then, each sub-problem is solved as an independent stochastic single-machine scheduling problem by a mathematical programming model. Comparison of the proposed method... 

    Continuous transforming the BTW to the Manna model

    , Article Physica A: Statistical Mechanics and its Applications ; Volume 419 , 2015 , Pages 196-202 ; 03784371 (ISSN) Asasi, H ; Moghimi Araghi, S ; Najafi, M. N ; Sharif University of Technology
    In this paper we define some stochastic perturbations of the BTW model which make it into Manna model. These models have a continuous parameter p, where p = 0 and 1 correspond to the BTW and Manna models respectively. We have investigated the properties of the statistical observables of the waves of avalanches for various values of p. Our data supports the expectation of a crossover in such systems; at large scales Manna model is dominant. Therefore we find strong evidence in favor of the universality classes being distinct. Also it is observed that the BTW fixed point is unstable when Manna-type perturbation is added to the model  

    On the second moment of a stochastic radiation field

    , Article Annals of Nuclear Energy ; Volume 75 , 2015 , Pages 283-291 ; 03064549 (ISSN) Ayyoubzadeh, S. M ; Vosoughi, N ; Ayyoubzadeh, S. M ; Sharif University of Technology
    Elsevier Ltd  2015
    A space dependent model for the second moment of a stochastic field has been presented. The derivation procedure is simple and avoids non-physical assumptions for completeness. Moreover, a program has been developed which obtains the solutions to this equation in the three dimensional space. Two benchmarks, namely the fissile cube and the subcritical slab, show the accuracy of the results obtained using this method  

    Stochastic non-stationary model for ground motion simulation based on higher-order crossing of linear time variant systems

    , Article Journal of Earthquake Engineering ; Volume 21, Issue 1 , 2017 , Pages 123-150 ; 13632469 (ISSN) Waezi, Z ; Rofooei, F. R ; Sharif University of Technology
    This article introduces a new time-varying model to generate synthetic non-stationary acceleration records using the modified Kanaii-Tajimi model with time-variant parameters. The proposed method can capture two different dominant frequencies per time which makes it suitable for synthesizing the near-field no-pulse earthquake records. A number of closed-form relationships are developed to describe the frequency dependent time-domain level crossings of the simulated records under white noise excitation. The model parameters are optimized using the crossing and Arias intensity properties of the synthetic and target records. The efficiency of the proposed model is demonstrated using a data base... 

    Denoising of genetic switches based on Parrondo's paradox

    , Article Physica A: Statistical Mechanics and its Applications ; Volume 493 , 2018 , Pages 410-420 ; 03784371 (ISSN) Fotoohinasab, A ; Fatemizadeh, E ; Pezeshk, H ; Sadeghi, M ; Sharif University of Technology
    Elsevier B.V  2018
    Random decision making in genetic switches can be modeled as tossing a biased coin. In other word, each genetic switch can be considered as a game in which the reactive elements compete with each other to increase their molecular concentrations. The existence of a very small number of reactive element molecules has caused the neglect of effects of noise to be inevitable. Noise can lead to undesirable cell fate in cellular differentiation processes. In this paper, we study the robustness to noise in genetic switches by considering another switch to have a new gene regulatory network (GRN) in which both switches have been affected by the same noise and for this purpose, we will use Parrondo's... 

    Developing a coordinated vendor-buyer model in two-stage supply chains with stochastic lead-times

    , Article Computers and Operations Research ; Volume 36, Issue 8 , 2009 , Pages 2484-2489 ; 03050548 (ISSN) Sheikh Sajadieh, M ; AkbariJokar, M. R ; Modarres, M ; Sharif University of Technology
    This paper develops an approach to determine the optimal production and shipment policy for an integrated vendor-buyer problem. The vendor manufactures the product in batches at a finite rate and ships the output to the buyer. All shipments to the buyer are equal-sized batches. Despite previous papers in the literature, we assume that the supply lead-time between vendor and buyer is stochastic and shortage is also allowed. The objective is to minimize the expected total cost of both buyer and vendor. We derive the expected annual integrated total cost function and propose an analytic solution procedure to determine the optimal policy. To illustrate the significance of cost-reduction of the... 

    Quartic balance theory: Global minimum with imbalanced triangles

    , Article Physical Review E ; Volume 102, Issue 1 , 2020 Kargaran, A ; Ebrahimi, M ; Riazi, M ; Hosseiny, A ; Jafari, G. R ; Sharif University of Technology
    American Physical Society  2020
    Balance theory proposed by Heider for the first time modeled triplet interaction in a signed network, stating that relationships between two people, friendship or enmity, is dependent on a third person. The Hamiltonian of this model has an implicit assumption that all triads are independent, meaning that the type of each triad, being balanced or imbalanced, determined apart from the state of other triads. This independence forces the network to have completely balanced final states. However, there exists evidence indicating that real networks are partially balanced, raising the question of what is the mechanism preventing the system to be perfectly balanced. Our suggestion is to consider a... 

    Developing a wide easy-to-generate class of bivariate copulas

    , Article Communications in Statistics - Theory and Methods ; Volume 37, Issue 12 , Volume 37, Issue 12 , 2008 , Pages 1919-1929 ; 03610926 (ISSN) Izady, N ; Mahlooji, H ; Sharif University of Technology
    Taylor and Francis Inc  2008
    As of late, copulas have drawn great attention in stochastic simulation, financial engineering, and risk management. Their power lies under their ability of modeling dependent random variables. Using a known theorem in probability which proves that the fractional part of the sum of a uniform and an arbitrary independent continuous random variable follows a uniform distribution, we construct a wide class of bivariate copulas in which bivariate random vector generation can be performed easily. Some important members of this new class and their properties together with two invariant correlation measures and some insights in their application are presented. © Taylor & Francis Group, LLC  

    Efficient evaluation of CSAN models by state space analysis methods

    , Article 2006 International Conference on Software Engineering Advances, ICSEA'06, Tahiti, 29 October 2006 through 3 November 2006 ; 2006 , Pages 57-62 ; 0769527035 (ISBN); 9780769527031 (ISBN) Abdollahi Azgomi, M ; Movaghar, A ; Sharif University of Technology
    IEEE Computer Society  2006
    We have recently introduced a high-level extension for stochastic activity networks (SANs) called coloured stochastic activity networks (CSANs). CSANs have several distinguishing properties, which make them quite appropriate for modeling and evaluation of software performance and dependability. CSANs have introduced a construct called coloured place for data manipulation. A coloured place holds a list of tokens of a userdefined token type. CSAN models can be evaluated by state space analysis techniques or discrete-event simulation. However, their state spaces will become very large, even for a small CSAN model. For efficient evaluation of these models by state space analysis methods, we will...