Loading...
Search for: stochastic-models
0.008 seconds
Total 177 records

    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)
    Abstract
    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... 

    Energy Management Optimization in Samart Home

    , M.Sc. Thesis Sharif University of Technology Shaefi, Mojtaba (Author) ; Fotuhi Firouzabad, Mahmud (Supervisor) ; Rajabi Qahnuyeh, Abbas (Co-Advisor)
    Abstract
    Smart consumers have a major role in the development of the smart grid. On the other hand, increasing need for more flexibility in DGs highlights the consumer’s role. This is possible with the development of smart appliance and appropriate communications infrastructure to active consumers. Today, with the development of smart grids, it is possible to control different parts of home energy systems and manage energy consumption. In this project a comprehensive model has been developed to optimize energy consumption in smart home. In the next phase of the thesis, due to the random nature of solar energy and electric vehicles, stochastic model of smart home energy system is discussed. At this... 

    Information and Influence Diffusion in Social Network

    , Ph.D. Dissertation Sharif University of Technology Sepehr, Arman (Author) ; Beigy, Hamid (Supervisor)
    Abstract
    People use social networks to share millions of stories every day, but these stories rarely become viral. Can we estimate the probability that a story becomes a u/rof cascade? If so, can we find a set of users that are more likely to trigger viral cascades? There are many factors influenced the message virality. In this thesis, we investigate the effect of graph structure, diffusion pattern as well as the message text on virality measure. Finally, the authors solve both source localization and inferring COVID-19 network via propsed methods.First, the authors investigate probability estimation and maximization of cascade virality. In this section, we develop an efficient viral cascade... 

    Modeling and Solution Algorithm for Multi-Path Railroad Blocking Problem under Demand and Travel Time Uncertainty

    , Ph.D. Dissertation Sharif University of Technology Mohammad Hassani, Reza (Author) ; Shafahi, Yousef (Supervisor)
    Abstract
    The railroad blocking problem emerges as an important issue at the tactical level of planning in freight rail transportation. This problem consists of determining the paths of each shipment which minimize the total cost subject to the key constraints such as limitation on travel time, limitation on number of dispatched trains, and limitation on the number of cars classified at each station. The multi-path railroad blocking model is developed and then a new heuristic algorithm based on the Lagrangian relaxation technique to solve the realistic rail network is introduced.To consider the uncertainty which is inherent in the demand and travel time (as a supply indicator of rail system), a... 

    Short-Term Traffic Volume Estimation Based on Macroscopic Flow Characteristics

    , M.Sc. Thesis Sharif University of Technology Tajalli, Mehrdad (Author) ; Poorzahedy, Hossein (Supervisor)
    Abstract
    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... 

    Accident Prediction Model Based on Macroscopic Traffic Characteristics

    , M.Sc. Thesis Sharif University of Technology Mohamadian Amiri, Amir (Author) ; Nassiri, Habibollah (Supervisor)
    Abstract
    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... 

    Study of Statistical Behavior of Chaotic Maps and Design of Stochastic Models for Reconstruction and Prediction of Behavioral Patterns of Chaotic Systems

    , M.Sc. Thesis Sharif University of Technology Jokar, Meysam (Author) ; Salarieh, Hassan (Supervisor) ; Alasty, Aria (Supervisor)
    Abstract
    Chaotic time series analysis, study of statistical behavior of chaotic maps and eventually an attempt to reconstruction and prediction of dynamical and statistical properties of output data of chaotic systems using stochastic models such as Markov models and autoregressive-moving average models are the main purposes of the present research. Examples of chaotic time series abound in the output of economics, engineering systems, the natural sciences (especially geophysics and meteorology) and social sciences. An intrinsic feature of an output time series of a dynamic system is that, adjacent observations are dependent. Time series analysis is concerned with techniques for the analysis of this... 

    Stochastic Modeling of Online Advertising System

    , M.Sc. Thesis Sharif University of Technology Divsalar, Mohammad Reza (Author) ; Nobakhti, Amin (Supervisor) ; Babazadeh, Maryam (Supervisor)
    Abstract
    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... 

    Stochastic Model for Optimal Participation of Wind Power Producers in Electricity Market Considering Risk Factors

    , M.Sc. Thesis Sharif University of Technology Shamsi Gushki, Amin (Author) ; Ehsan, Mehdi (Supervisor)
    Abstract
    This thesis presents a new method for scheduling wind generation companies to participate in day-ahead market. The assumed market structure of this thesis, considers day-ahead energy market and balancing market, simultaneously. The stochastic model of this, implements a robust function to face the uncertainties of these markets. The risk of participation in these market are controlled with Information Gap Decision Theory (IGDT). Finally the allowable percent of each uncertain parameters are introduced to met an specific level of profit for the company  

    Modeling of HV Substation Automation Systems and Evaluating of Operation Failure

    , M.Sc. Thesis Sharif University of Technology Falahati, Bamdad (Author) ; Vakilian, Mehdi (Supervisor)
    Abstract
    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.... 

    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
    Abstract
    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... 

    Reliability-constrained unit commitment using stochastic mixed-integer programming

    , Article 2010 IEEE 11th International Conference on Probabilistic Methods Applied to Power Systems, PMAPS 2010 ; 2010 , p. 200-205 ; ISBN: 9781420000000 Parvania, M ; Fotuhi-Firuzabad, M ; Aminifar, F ; Abiri-Jahromi, A ; Sharif University of Technology
    Abstract
    This paper proposes a stochastic mixed-integer programming (SMIP) model for the reliability-constrained unit commitment (RCUC) problem. The major objective of the paper is to examine both features of accuracy and efficiency of the proposed SMIP model of RCUC. The spinning reserve of generating units is considered as the only available reserve provision resource; however, the proposed formulation can be readily extended to comprise the other kind of reserve facilities. Expected load not served (ELNS) and loss of load probability (LOLP) are accommodated as the reliability constraints. Binding either or both reliability indices ensures the security of operation incorporating the stochastic... 

    Stochastic robust hybrid observer with applications to automotive slip angle estimation

    , Article ASME International Mechanical Engineering Congress and Exposition, Proceedings (IMECE) ; Vol. 4B, issue , 2014 ; ISBN: 9780791846483 Merat, K ; Razavi, H ; Salarieh, H ; Alasty, A ; Meghdari, A ; Sharif University of Technology
    Abstract
    In this article, the state estimation for Automotive Slip Angle considering the measurement noise in sensor is addressed. Realtime measurement of the slip angle is applicable to many active vehicle safety applications, such as rollover prevention and yaw stability control. As the sensors that measure slip angle directly are expensive, the method to extract slip angle from other available sensors in vehicle is considered. First from the simplified nonlinear dynamic system of vehicle, a Piecewise Affine (PWA) model with calculated uncertainties is obtained. The uncertainties are the result of nonlinear system deviation from PWA model. Then using the PWA model, a Stochastic Robust Hybrid... 

    Permeability reduction of membranes during particulate suspension flow; analytical micro model of size exclusion mechanism

    , Article Journal of Membrane Science ; Vol. 435, issue , May , 2013 , p. 155-164 ; ISSN: 3767388 Bashtani, F ; Ayatollahi, S ; Habibi, A ; Masihi, M ; Sharif University of Technology
    Abstract
    Particle capture at porous media in cross-flow microfiltration is studied to investigate permeability reduction as a function of membrane pore size and particle size distribution. A new model in pore scale and its pertinent mathematical expressions, which consider pore and particle size distribution, are provided. Permeability reduction of the membrane because of size exclusion during particulate suspension flow was predicted using the developed model. It is assumed that the size exclusion is the dominant mechanism of particle retention causes pore blocking and permeability reduction in the porous media.The exact analytical solution of the stochastic model for size exclusion is used to... 

    A new order splitting model with stochastic lead times for deterioration items

    , Article International Journal of Systems Science ; Vol. 45, Issue. 9 , 2014 , pp. 1936-1954 ; ISSN: 00207721 Sazvar, Z ; Jokar, M. R. A ; Baboli, A ; Sharif University of Technology
    Abstract
    In unreliable supply environments, the strategy of pooling lead time risks by splitting replenishment orders among multiple suppliers simultaneously is an attractive sourcing policy that has captured the attention of academic researchers and corporate managers alike. While various assumptions are considered in the models developed, researchers tend to overlook an important inventory category in order splitting models: deteriorating items. In this paper, we study an order splitting policy for a retailer that sells a deteriorating product. The inventory system is modelled as a continuous review system (s, Q) under stochastic lead time. Demand rate per unit time is assumed to be constant over... 

    Stochastic security constrained unit commitment incorporating demand side reserve

    , Article International Journal of Electrical Power and Energy Systems ; Volume 56 , March , 2014 , Pages 175-184 ; ISSN: 01420615 Sahebi, M. M. R ; Hosseini, S. H ; Sharif University of Technology
    Abstract
    Increasing the social welfare and achieving real competitive markets are the main purposes of consumers participation in electricity markets. Hence, Demand Response Programs (DRPs) have been designed to consider the consumers participation. One of these programs named Emergency Demand Response Program (EDRP) is based on consumers' responses to high electricity prices and to the incentives that are paid by Independent System Operators (ISOs) in the critical hours. In this paper, a model has been proposed for EDRP participation in the Stochastic Security Constrained Unit Commitment (SCUC) program. Both the spinning reserve and the demand side reserve, which is modeled as EDRP, are taken into... 

    Applying a realistic novel ventilation model based on spatial expansion of acini in a stochastic lung

    , Article Scientia Iranica ; Vol. 21, issue. 2 , 2014 , pp. 358-369 ; ISSN :10263098 Dastanpour, R ; Monjezi, M ; Saidi, M. S ; Pishevar, A ; Sharif University of Technology
    Abstract
    In this paper, particle deposition in the upper airways and five lobes of a human lung is simulated. The simulation is based on a stochastic lung model, derived from detailed morphometric measurements. Pathways are simulated using Monte Carlo methods consequently the whole structure changes both stochastically and statistically in each simulation. In this investigation the termination phenomena is a function of each daughter's diameter which best satisfies the lung's morphometry. Complementary to the previous available assumptions, i.e. flow divisions according to the ratio of daughter's cross sections or distal volumes, in this investigation flow rates are computed in an upward manner... 

    Intracellular viral infection kinetics using a stochastic approach

    , Article Progress in Reaction Kinetics and Mechanism ; Volume 38, Issue 4 , 2013 , Pages 359-376 ; 14686783 (ISSN) Taherkhani, F ; Taherkhani, F ; Rezania, H ; Akbarzadeh, H ; Sharif University of Technology
    2013
    Abstract
    Stochastic simulation is carried out to investigate intracellular viral reaction kinetics and the time evolution of the average particle number ( N̄) and coefficient variation (CV) for genome, template, and structural protein. The coefficient variation of these components is found to be ordered as: CV template > CV structural protein > CVgenome. The average particle number is also calculated via a deterministic approach. The magnitude value of the difference between the stochastic and deterministic approaches is found to be N̄ template ̃ N̄ structural protein > N̄ genome. The Poisson algorithm has been used to investigate the number of particles in the dynamics of intracellular viral... 

    Replenish-up-to multi-chance-constraint inventory control system under fuzzy random lost-sale and backordered quantities

    , Article Knowledge-Based Systems ; Volume 53 , 2013 , Pages 147-156 ; 09507051 (ISSN) Taleizadeh, A. A ; Niaki, S. T. A ; Meibodi, R. G ; Sharif University of Technology
    2013
    Abstract
    In this paper, a multiproduct multi-chance constraint stochastic inventory control problem is considered, in which the time-periods between two replenishments are assumed independent and identically distributed random variables. For the problem at hand, the decision variables are of integer-type, the service-level is a chance constraint for each product, and the space limitation is another constraint of the problem. Furthermore, shortages are allowed in the forms of fuzzy random quantities of lost sale that are backordered. The developed mathematical formulation of the problem is shown to be a fuzzy random integer-nonlinear programming model. The aim is to determine the maximum level of... 

    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
    2013
    Abstract
    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)...