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probability
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Deep Probabilistic Models for Continual Learning
, M.Sc. Thesis Sharif University of Technology ; Soleymani Baghshah, Mahdieh (Supervisor)
Abstract
Recent advances in deep neural networks have shown significant potential; however, they still face challenges when it comes to non-stationary environments. Continual learning is related to deep neural networks with limited capacity that should perform well on a sequence of tasks. On the other hand, studies have shown that neural networks are sensitive to covariate shifts. But in many cases, the distribution of data varies with time. Domain Adaptation tries to improve the performance of a model on an unlabeled target domain by using the knowledge of other related labeled data coming from a different distribution. Many studies on domain adaptation have optimistic assumptions that are not...
Performance and Analytical Discussion on OFDMA-Based Cognitive Radio Networks with Relaying Capabilities
, M.Sc. Thesis Sharif University of Technology ; Nasiri Kenar, Masoumeh (Supervisor)
Abstract
In this thesis, a novel OFDMA-based cognitive cooperative relaying scheme is proposed in which cognitive users not only try not to interfere with primary users but also assist them by relaying their information. Both primary users (PU) and cognitive users (CR) communicate to a common base station (BS). Bit error probability (BEP) of primary users and outage probability of primary users are investigated to evaluate performance of the primary users. In all parts of this thesis, we assume that data of users is not jointly encoded across subcarriers. So, the outage probability and BEP are investigated for each subcarrier independently. In the last part of the thesis, it is assumed that data is...
Probabilistic Framework for Seismic Risk Analysis of Industrial Plants of the Oil Infrastructure
, M.Sc. Thesis Sharif University of Technology ; Mahsouli, Mojtaba (Supervisor)
Abstract
This research proposes a probabilistic framework for seismic risk analysis of industrial plants of oil infrastructure using reliability methods. The proposed approach integrates multiple probabilistic models and system reliability to quantify the seismic risk of the process plants. A chain of probabilistic seismic hazard and risk models is utilized for the risk analysis. The Monte Carlo sampling method is used to propagate the significant uncertainty in the hazard event, damage to components and its consequences, and the potential losses incurred by process plant. In each sample of the analysis, hazard models simulate the occurrence, magnitude, and rupture area and location of earthquake...
Evaluation of Failure-Aware Resource Provisioning in Cloud
, M.Sc. Thesis Sharif University of Technology ; Movaghar Rahimabadi, Ali (Supervisor)
Abstract
Cloud Computing can be defined as a distributed set of virtual resources in order to be configured dynamically as an integrated system. One of the significant aspects of such systems is the method of task assignment which can affect the performance and efficiency of the whole system. The vast area of the size and complexity of the requests combined with the variable nature of the requested tasks, essence the use of the new smart strategies for the activity assignment. The main challenge of addressing non-functional requirements of the customers is in fact the software and/or hardware failures. The proposed failure-aware resource provisioning methods take into account failure probability...
Intraday Stock Price and Insider Trading Pattern on the Tehran Stock Exchange
, M.Sc. Thesis Sharif University of Technology ; Barakchian, Mehdi (Supervisor) ; Ebrahim Nejad, Ali (Co-Supervisor)
Abstract
We study intraday patterns of trading volume, size, return, and volatility using the Tehran Stock Exchange high frequency data from 2008 to 2015. Intraday test results indicate that trade size and volume follow a J-shape behavior, whereas return and return volatility exhibit an L-shape pattern. To examine the behavior of informed traders as predicted by Barclay and Warner’s (1993), we examine midsize volume and find that it has a higher price impact compared to other trade sizes, which is consistent with the predictions of Barclay and Warner’s (1993) stealth-trading hypothesis. However, our findings do not support the intraday stealth trading pattern, as insiders prefer to trade in low and...
Peak to Average Power Ratio Reduction in OFDM Systems
, M.Sc. Thesis Sharif University of Technology ; Marvasti, Farrokh (Supervisor)
Abstract
High peak to average power ratio (PAPR) is one major drawback of OFDM system which highly affects the performance if untreated. Several methods have been proposed to overcome this problem. In all these methods reduction in PAPR is gained through a tradeoff with another system figure such as mean transmit power, bandwidth or BER. In this thesis we investigate high PAPR problem in OFDM, and we will introduce some methods proposed to alleviate it. These methods are divided into two classes; methods in the first class are based on finding a peak cancelling signal and methods in second class rely on solving a discrete optimization problem. We give a general formulaion for the methods in second...
Physical Layer Security in Wireless Communication Networks in Presence of Intelligent Reflecting Surfaces
, M.Sc. Thesis Sharif University of Technology ; Nasiri Kenari, Masoumeh (Supervisor) ; Mirmohseni, Mahtab (Co-Supervisor)
Abstract
The ever-increasing demand for wireless communication has raised the need for better utilization of bandwidth and energy. Intelligent Reflecting Surface (IRS) is an emerging technology that has been proposed for the sixth generation of wireless communication. In this thesis, we study the essential role these surfaces can play in improving the physical layer security.First, we consider a relatively realistic scenario for the location of the eavesdroppers. In this scenario, we will assume that the transmitters, users, and eavesdroppers all use a single antenna configuration, and the eavesdroppers are placed randomly across the studied region. Two notable parameters in physical layer security,...
Investigating the Appropriate Decline Curve Model for Heterogeneous Reservoirs
, M.Sc. Thesis Sharif University of Technology ; Masihi, Mohsen (Supervisor)
Abstract
In this research oil production decline curve of heterogonous reservoirs was investigated. Heterogeneity is modeled by percolation theory and using Petrel software and mass balance equations are solved by Eclipse simulation software. In primary production stage which oil flows up the reservoir spontaneously by reservoir high internal pressure, decline curve is exponential. Changes in the characteristic parameter of the exponential decline curve with occupation probability and permeable objects size were investigated.In secondary production stage, after reducing the natural production potential of the reservoir, water injection is used to increase and stabilize the pressure and increase the...
Information Superiority between Individual and Institutional Traders in Tehran Stock Exchange
, M.Sc. Thesis Sharif University of Technology ; Keshavarz Haddad, Gholamreza (Supervisor)
Abstract
Informational inequality between institutional and individual traders is one of the centric issues in financial markets. The preference of each of these groups to attain personal information may provide other traders important information. New traders could make a profit by addressing the preferable group and following its transactions. This study aims to determine the winner group at attaining more personal information, by breaking down the probability of informed trading (PIN), one of the most famous measures in informational risk to two main components: the probability of informed trading of individuals (DPIN) and the probability of informed trading of institutions (SPIN). Moreover, the...
Throughput Analysis in Multi Hop Cellular Networks
, M.Sc. Thesis Sharif University of Technology ; Ashtiani, Farid (Supervisor)
Abstract
OFDMA multi-hop cellular network (MCN) is the topic of a wide range of research today. In this thesis, we analyse this type of networks, regarding shadowing status, mobility patterns and different service requirements. In the multi-hop (MH) scenario, six fixed relays are set up in each cell, which split the cell into seven subcells. For mobility modeling, each subcell is split into several sub-regions. Mobile nodes are able to maintain at each sub-region with a random time distribution and migrate from it to one of its neighboring sub-regions. We also consider three types of services requiring specific number of subcarriers with specific BERs. The set of subcarriers is distributed among...
Analysis of fundamental Limits For Information Theoretic Secrecy in Large Wireless Networks
, M.Sc. Thesis Sharif University of Technology ; Aref, Mohammad Reza (Supervisor) ; Mirmohseni, Mahtab ($item.subfieldsMap.e)
Abstract
Against the computational security, which guarantees the confidentiality via computational complexity, information theoretic secrecy considers the full information secrecy. The full information secrecy is the case when the mutual information rate between received signal of eavesdropper and the confidential message converges to zero. In this thesis we consider the fundamental limits of transmission security. For this, we first consider basic models with one transmitter, one receiver and one eavesdropper and after investigating previous works, models and performance criteria, we state our owns models and criterion. Since the full knowledge of CSI is an optimistic assumption, we consider the...
Effect of Environmental Interactions on Evolutionary Dynamics in Graph Structures
, M.Sc. Thesis Sharif University of Technology ; Ejtehadi, Mohammad Reza (Supervisor) ; Kaveh, Kamran (Co-Supervisor)
Abstract
Environmental heterogeneity, or environmental interactions in evolutionary graphs can drastically change the population dynamics compared to the uniform environment. Such heterogeneity can be imposed in different ways. In this study we choose periodic pattern for the environmental heterogeneity with different values for amplitude and period. Imposing periodic heterogeneity on cyclic graphs, we studied the fixation probability and time. We use birth-death Moran model as the update rule. We observe that with such heterogeneity, an advantageous type in the uniform environment can turn into deleterious in the presence of heterogeneity. Also, the opposite way can happen. The results show that...
Probabilistic Framework for Evaluating Community Resilience
, M.Sc. Thesis Sharif University of Technology ; Mahsuli, Mojtaba (Supervisor)
Abstract
This study proposes a probabilistic framework to quantitatively evaluate the resilience of a community comprising a building stock, commercial facilities, and interdependent infrastructure systems. To this end, the proposed framework employs Monte Carlo sampling in which each sample comprises multiple stages. The sample starts with the occurrence of a hazard event. It then follows by evaluating the consequences incurred by the community in the face of the hazard event. It is concluded by simulating the operations aimed at complete recovery of the community comprising inspection, rescue and relief, restoration, and recovery. For this purpose, chains of interacting probabilistic models are...
A Primer to Bayesian Methods in Cryptanalysis
, M.Sc. Thesis Sharif University of Technology ; Daneshgar, Amir (Supervisor)
Abstract
In this thesis, based on the model introduced in [Murphy et. al., Likelihood Estimation for Block Cipher Keys, 1995], we discuss the possibility of unifying the cryptanalysis methods. First, the model for cryptanalysis is discussed and explained by modelling several known statistical attack. In the end, using this model, we propose attacks more general than linear and differential methods
Probabilistic Analysis of Soil-Structure Interaction Effects on Seismic Performance of Structures
, M.Sc. Thesis Sharif University of Technology ; Ghannad, Mohammad Ali (Supervisor) ; Mahsouli, Mojtaba (Supervisor)
Abstract
This thesis studies the effect of soil-structure interaction on the seismic performance of structures with due account of uncertainties. The motivation for this study stems from the significant uncertainty in the earthquake ground motion and in the properties of the soil and the nonlinear behavior of the structure. The soil-structure system is modeled by the sub-structure method. The uncertainty in the properties of the system is described by random variables that are input to this model. Monte Carlo sampling is employed to compute the probability distribution of responses that describe the seismic performance of the structure, such as the ductility demand. In each sample, a randomly...
Evaluation and Analysis of Traffic Headway Characteristics on Rural Freeways
, M.Sc. Thesis Sharif University of Technology ; Nassiri, Habibollah (Supervisor)
Abstract
Vehicle headway distribution plays an important role in various traffic engineering aspects such as capacity and level of service analysis and simulation issues. Although many headway models have been developed over the past decades, few have investigated the effects of vehicle’s type and its position in the traffic lanes on headway distributions. In this research, time headway data were collected at three different freeways using video camera. The collected data were analyzed and modeled for four different categories (i.e., car-car, car-truck, truck-car, and truck-truck) and under two traffic conditions of platooning and non-platoonig. Four types of probability distribution functions of...
Performance Evaluation of Machine Learning and Statistical Approaches for Wildfire Modeling and Prediction
, M.Sc. Thesis Sharif University of Technology ; Moghim, Sanaz (Supervisor)
Abstract
Wildfires are complex phenomena with many indeterminate and highly unpredictable driving factors that have remained unresolved. During the last decade, machine learning methods have successfully excelled in wildfire prediction as an alternative to traditional field research methods by elucidating the relationship between historical wildfire events and various important variables. The main purpose of this research is to evaluate the random forest machine learning approach and the logistic regression statistical approach to prepare a wildfire susceptibility map using data related to historical wildfires and effective variables in the Okanogan region in Washington province of the United States...
Cooperative Communications Based on Jointly Network Coding and Rateless Coding Approach and Their Analysis
, M.Sc. Thesis Sharif University of Technology ; Nasiri Kenari, Masoumeh (Supervisor)
Abstract
In recent years, coded cooperation has been considered as one of the best methods to cope with fading and at the same time to achieve channel coding gain. On the other hand, the idea of network coding has been introduced for increasing the efficiency of cooperative networks. In addition, it has been shown that only by jointly designing of network coding and channel coding, the capacity will be achievable. Also, to adjust the rate to the channel capacity without requiring the channel state information at the transmitter, Rateless coding has been proposed. In this thesis above techniques are combined to gain their advantages and to improve system performance. To this end, first we consider a...
Estimating Probability Distribution of Remaining Useful Life of Rolling Element Bearing, Using Data-driven Methods
, M.Sc. Thesis Sharif University of Technology ; Behzad, Mehdi (Supervisor)
Abstract
Predicting the probability distribution of asset remaining useful life is an essential procedure in the intelligent maintenance. It also plays an important role in improving system reliability and optimizing further decisions. The main concern of this project is to estimate the probability distribution of rolling element bearing remaining useful life. For this purpose, the bearing degradation process is modeled through the statistical models, considering the major variabilities in the degradation process. The models parameters are updated, once a new measurement of the equipment is available. Then, the constructed model is utilized in order to predict the probabitity distribution of...
Separation of Hydrogen Molecule from Methane Molecule by Intense Femtosecond Laser Pulses
, M.Sc. Thesis Sharif University of Technology ; Sadighi Bonabi, Rasoul (Supervisor)
Abstract
Conversion of Methane molecule to valuable heavier hydrocarbon and hydrogen by using of short pulse lasers is investigated. The dynamical information of molecule such as orientation, dipole moment variations with binding length, and potential energy levels are initially produced by using Gaussian software. Based on this information the Schrödinger wave equation for this polyatomic molecule is numerically solved. Then by selecting the various laser parameters and installing of them in the Hamiltonian of the mentioned system, the dependence of hydrogen transition and separation probability on these parameters are investigated. In this work by radiating of the laser beam along the C2 symmetry...