Statistics and Probability Commons^™

A New Approach To Automatic Target Recognition Using Wavelet Transforms, Anitha Panapakkam, S. N. Balakrishnan, Daniel St. Clair

Computer Science Technical Reports

Automatic Target Recognition (ATR) systems have significant impact in defense applications. There is a continuing need to develop new and robust techniques to handle the increasingly complex ATR problem. The objectives of this thesis are two-fold. First a new technique to be used for ATR is developed and secondly an integrated ATR system to investigate and combine all subsystems is developed. In this thesis, we have developed a new technique for the feature extraction stage of ATR problem using wavelet transforms. Wavelet transforms have been one of the widely investigated areas of research in the past few years. The promising …

Proactive Monitoring Of Performance In Stochastic Communication Networks, John C. C. Van Hove

Theses and Dissertations

This research proposes several models for placing bounds on the expected values of some dynamic performance measures for computer communication networks with failing components. These models provide an understanding of expected network performance that is useful in the process of proactive performance monitoring and also in defining level of service agreements with network users. There were three objectives for this research. The first objective was to extend some existing models of steady-state stochastic network performance to a dynamic network flow representation in order to capture the dynamic nature of proactive monitoring. The second objective was to convert the extended absolute …

Impact Of Field-Dependent Electronic Trapping Across Coulomb Repulsive Potentials On Low Frequency Charge Oscillations, R. P. Joshi, K. H. Schoenbach, P. K. Raha

Bioelectrics Publications

We have performed Monte Carlo simulations to obtain the field dependence of electronic trapping across repulsive potentials in GaAs. Such repulsive centers are associated with deep level impurities having multiply charged states. Our results reveal a field‐dependent maxima in the electronic capture coefficient, and the overall shape is seen to depend on the background electron density due to the effects of screening. Based on the Monte Carlo calculations, we have examined the stability of compensated semiconductors containing such repulsive centers. Our analysis indicates a potential for low frequency charge oscillations which is in keeping with available experimental data.

A Parametric Regression Of The Cost Of Base Realignment Action (Cobra) Model, Douglas D. Hardman, Michael S. Nelson

Theses and Dissertations

This study develops a parametric model that is capable of generating accurate estimates of the costs to close Air Force installations. The new model is based upon, but much simpler to use than, the Cost of Base Realignment Action (COBRA) model. COBRA is an economic cost analysis model that requires a minimum of 250 inputs and as many as 700 inputs. The new parametric model requires just 10 input variables and was developed using least squares multiple regression. Comparison of the new parametric model to COBRA indicates that it captures 91 percent of the variance in cost estimates generated by …

Identification Of Significant Outliers In Time Series Data, Keri L. Robinson

Theses and Dissertations

This thesis examines the feasibility of using least median of squares (LMS) procedure applied to a reweighted least squares (RLS) autoregression model to identify significant outliers in time series data. The time series were analyzed for data points that were outliers. In order to perform detailed analysis on an outlier. the analyst must be able to determine that an outlier data point is significantly different from normally distributed data. This thesis examines a new method for identifying these outliers. Data from the field were characterized and fit with time series models using an autoregressive reweighted least squares routine (ARRLS) derived …

A Modified Anderson Darling Goodness-Of-Fit Test For The Gamma Distribution With Unknown Scale And Location Parameters, Tamer Ozmen

Theses and Dissertations

A new modified Anderson-Darling goodness-of-fit test is introduced for the three-parameter Gamma distribution when the location parameter is found by minimum distance estimation and scale parameter by maximum likelihood estimation. Monte Carlo simulation studies were performed to calculate the critical values for A-D test when A-D statistic is minimized. These critical values are then used for testing whether a set of observations follows a Gamma distribution when the scale and location parameters axe unspecified and are estimated from the sample. Functional relationship between the critical values of A-D is also examined for each shape parameter by the variables, sample size …

A New Goodness-Of-Fit Test For The Weibull Distribution Based On Spacings, Mark C. Coppa

Theses and Dissertations

The critical values for a new goodness-of-fit test based on spacings are generated for the Weibull distribution when the shape parameter is known. The critical values are used for testing whether a set of observations follow a Weibull distribution when the scale and location parameters are unknown. A Monte Carlo simulation with 10,000 iterations is used to generate the critical values for sample sizes 5(5)35 at shape parameters k equal to 0.5(0.5)1.5 and for sample sizes 5(5)20 at shape parameters k = 2.0(1.0)4.0. A Monte Carlo power study of the Z* test statistic using 5000 iterations is accomplished using nine …

Modified Anderson-Darling And Cramer-Von Mises Goodness-Of-Fit Tests For The Normal Distribution, David A. Gwinn Sr.

Theses and Dissertations

New techniques for calculating goodness-of-fit statistics for normal distributions with parameters estimated from the sample are investigated. Samples are generated for a Normal(0,1) distribution. Critical values are calculated for five modifications to the Anderson-Darling statistic and five modifications to the Cramer-Von Mises statistic. An extensive power study is done to test the power of the new statistics versus the power of the unmodified statistics. Powers of six of the new statistics show minimal to no improvement, two of the new statistics show a marked decrease in power, and two of the new statistics show an overall increase in power over …

A Modified Chi-Squared Goodness-Of-Fit Test For The Three-Parameter Gamma Distribution With Unknown Parameters, Thomas J. Sterle

Theses and Dissertations

A modified chi-squared goodness-of-fit test was created for the gamma distribution in the case where all three parameters must be estimated from the sample. Critical values are generated using a Monte Carlo simulation procedure with 5000 repetitions each. Random samples of 8 different sizes were drawn from gamma distributions with shape parameters 1, 1.5, 2., and 2.5. The shape, scale, and location parameters were then estimated from each sample, using an iterative technique combining the maximum likelihood and minimum distance methods, enabling, computation of the chi-squared statistics and critical values. The same process is used to generate random samples, parameter …

A Comparison Of Variable Selection Criteria For Multiple Linear Regression: A Second Simulation Study, David P. Woollard

Theses and Dissertations

This thesis implements a variable selection method proposed by Alan J. Miller, and makes an extension of Ross J. Hansen's 1988 thesis research by comparing the methods he examined: Minimum MSE, Minimum Sp, and Minimum Cp with Miller's method. Response Surface methodology is employed with two performance measures: the percentage of correct variables in a model and the Theoretical Mean Squared Error of Prediction (TMSEP). Each technique is applied on generated data with known multicollinearities, variances, random predictors, and sample sizes. Both performance measures are computed for models selected under each technique. A full factorial design using each performance measure …

Studies Of Electron-Beam Penetration And Free-Carrier Generation In Diamond Films, R. P. Joshi, K. H. Schoenbach, C. Molina, W. W. Hofer

Bioelectrics Publications

Experimental observations of the energy‐dependent electron‐beam penetration in type II‐A natural diamond are reported. The experimental data are compared with results obtained from numerical Monte Carlo simulations, and the results are in very good agreement. The results also reveal that a threshold energy of about 125 keV is necessary for complete penetration for a 35 μm sample. It is found that over the 30–180 keV range, the energy dependence of the penetration depth and total path length exhibits a power‐law relation. Monte Carlo simulations have also been performed to investigate the excess carrier‐generation profiles within diamond for a set of …

The Use Of A Factory Simulation To Evaluate A Flexible Control Structure For Integrated Manufacturing, Ling Ling Pan

Engineering Management & Systems Engineering Theses & Dissertations

Once a control structure for an integrated manufacturing system is decided upon, manufacturing activities are limited by that structure. A flexible control structure is presented as an approach for accommodating a variety of manufacturing activities, without being limited to a single control structure. A flexible control structure is one that allows multiple types of control structure in the manufacturing process. For example, both hierarchical and non-hierarchical structures may be used in a flexible structure. The properties of a flexible control structure are discussed from the point of view of graph theory.

Control structures for automated manufacturing are difficult to evaluate …

Multidimensional Approach To Implementation Of Continuous Process Improvement Utilizing Small Run Analysis In A Shipyard Environment, Paul Ray Hollandsworth

Engineering Management & Systems Engineering Theses & Dissertations

Nationally, both public and private shipyards are experiencing a high rework rate (over 40%) in the fabrication of plug connectors used for electronic systems onboard Navy vessels. The shipyard's survival depends on acquiring the elements necessary to maintain a major industry in a position of continuous improvement that produces a better product than their competitors, at less cost, in a safe manner, and on schedule.

This research addresses the complex problem of how to introduce quality control methodologies within a job shop environment that assists in identifying variables that influence the rework rate of plug fabrication process over a four …

Reliability Trend Analyses With Statistical Confidence Limits Using The Luke Reliability Trend Chart, Stephen R. Luke

Engineering Management & Systems Engineering Theses & Dissertations

In electronic systems, it is interesting to understand exactly how the reliability is changing with time. Dynamic performance changes when a system passes from infant mortality stage into useful life phase and when the system passes from useful life phase into wearout phase. Dynamic performance also changes when the system is redesigned or when the system is acted on by a number of other outside forces such as a change in maintenance policy, escalation of alignment problems, or a change in training program. It is important to know when a system is changing dynamically in order to assess design, policy …

Object Tracking Through Adaptive Correlation, Dennis A. Montera

Theses and Dissertations

This paper discusses the use of a correlation based system to track, an object through a series of images based on templates derived from previous image frames. The ability to track is extended to sequences which include multiple objects of interest within the field of view. This is accomplishes by comparing the height and shape of the template autocorrelation to the peaks in the correlation of the template with the next scene. The result is to identify the region in the next scene which best matches the designated target. In addition to correlation plane postprocessing, an adaptive window is used …

A Computer Simulation Of The Rotary Vacuum Filter Brown Stock Washing System Using Distribution Sampling, Edison G. Yiu

Masters Theses

A probabilistic model was utilized to simulate the brown stock washing system's error due to process variability and measurement noise. Mass balances of the washing system were performed using distribution sampling. This model relies on a nonlinear relationship between displacement and dilution, which permitted the generation of displacement ratio based upon wash liquor ratio. Experimental trials were performed on a pilotscale rotary vacuum single-stage washer. Nonlinear first-order relationship appears to characterize a pilotscale washer adequately. Differences were observed between the means and standard deviations of the measured results compared to the simulation output. Future work is needed to identify the …

An Integrated Simulation Model Development Environment For Slam Ii Using Object-Oriented Paradigm, Rizvan Erol

Masters Theses

An integrated simulation model development environment was implemented to assist the modeler by automating certain activities of simulation modeling. The system included interactive model definition, experimental design, automatic simulation program generation in SLAM II. Object-oriented paradigm at software development stage was extensively used to conceptualize the structure, and rules of the SLAM II language in order to generate efficient, and modular program code. The present system targeted modeling of various probabilistic inventory control system problems. The remarkable advantages of the system were rapid model development time, and achieving reliable program code without requiring any knowledge in SLAM II. Object-oriented programming …

Radar Cross Section Models For Limited Aspect Angle Windows, Mark C. Robinson

Theses and Dissertations

This thesis presents a method for building Radar Cross Section (RCS) models of aircraft based on static data taken from limited aspect angle windows. These models statistically characterize static RCS. This is done to show that a limited number of samples can be used to effectively characterize static aircraft RCS. The optimum models are determined by performing both a Kolmogorov and a Chi-Square goodness-of-fit test comparing the static RCS data with a variety of probability density functions (pdf) that are known to be effective at approximating the static RCS of aircraft. The optimum parameter estimator is also determined by the …

The Management Of Replicated Data, Hsueh-Chi Shih, C. Y. Ho, S. Alptekin

Computer Science Technical Reports

Data replication, which has the benefits of improving system availability and read performance, proved to be indispensable to many database applications. In a replicated database, the one-copy serializability of transaction executions can be ensured by employing a replica control mechanism on top of the traditional concurrency control mechanism. This work contains two replica control algorithms and a read-only transaction processing algorithm. Both replica control algorithms handle multiple site, communication and partitioning failures. The replica control algorithms achieve read operation efficiency by always translating a logical read operation into one local physical read operation and by taking advantage of the locality …

The Development Of A Performance Measurement Concept For The Royal Australian Air Force, David R. Mcdonald

Theses and Dissertations

he Royal Australian Air Force (RAAF) needed to develop performance measurements (PMs) to support its Program Management and Budgeting (PMB) System. This research assessed the use of the concepts of the Theory of Constraints (TOC) to develop those PMs. The literature indicated that: traditional accounting PMs were not always suitable in an environment of continuous improvement; Activity Based Costing did not provide the required measures; and non-financial PMs were supplanting the older measures. Further, governments faced unique problems in developing PMs, particularly in defining the outcomes to be measured. Using the Critical Theory and Action Research methodologies, and a case …

A Sensitivity Analysis Of Circular Error Probable Approximation Techniques, Peter Puhek

Theses and Dissertations

Several algebraic CEP estimates models were examined in this study. Each assumes that the crossrange and downrange miss distances of the sample data follow a bivariate normal distribution. The analysis determined the sensitivities of these models to changes in the parameters of sample size, bias, correlation, and ellipticity. The accuracy of each model is expressed in terms of relative error, and the parameter regions in which a certain method dominated as the most accurate were noted. In general, it was found that bias was the most significant parameter in determining the best CEP method. A simple method, based on the …

Transformation Of Combat Data In Support Of Battle Trace, Hyoung-Kyu Choi

Theses and Dissertations

The purpose of this study was to find an appropriate way of characterizing battle data as a function of time. This study was initially designed to remove the numerical instability problem cited in Barr's battle trace methodology as suggested by TRAC-MTRY. The research focused on the instability problem and identifying/recommending a technique that improved the efficiency of computation, and enhanced an analyst's ability to meaningfully interpret the battle trace. Two Lanchester's Square Law based methodologies are introduced and analyzed. The results of this analysis indicate that the battle trace of a constant value generated by Lanchester's Square Law integration seemed …

Confidence Interval Estimation For Output Of Discrete-Event Simulations Using The Kalman Filter, Randall B. Howard

Theses and Dissertations

Discrete-event simulation is computer modeling of stochastic, dynamic systems. The Kalman filter is a Bayesian stochastic estimation algorithm. Because of the correlated nature of simulation output, it is difficult to apply the methods of classical statistics directly when constructing confidence intervals of discrete-event simulation parameters. Through the determination of a dynamics equation and application of the Kalman filter to simulation output data, three new confidence interval construction techniques have been developed. One technique obtains an estimate of the mean value and its associated variance from an estimated Kalman filter. The second technique utilizes Multiple Model Adaptive Estimation (MMAE) techniques to …

Multilayer Perceptrons For Classification, Lisa M. Belue

Theses and Dissertations

Techniques for training, testing, and validating multilayer perceptrons are thoroughly examined. Results obtained using perceptrons are compared and contrasted with two multivariate discriminant analysis techniques- logistic regression and k neighbor. Methods for determining significant input features are investigated and a procedure for examining the confidence to place in the significance of these features is developed. Procedures to evaluate the applicability of high-order feature inputs are examined. These methods and procedures are applied to two very different applications. The first application concerns the prediction of Air Force pilot retention/separation rates for input to force projection models. The second application concerns the …

Reply To Valverde, Paul B. Thompson

RISK: Health, Safety & Environment (1990-2002)

Professor Thompson responds to Valverde's argument, in the last issue, that his approach to Risk puts too much emphasis on the distinction between Risk subjectivism and Risk objectivism. In doing so, he asserts, inter alia, that anchoring Risk judgments in a probabilistic framework does not go far enough in rejecting reigning Risk-analysis notions of "real Risk."

The Cognitive Status Of Risk: A Response To Thompson, L. James Valverde

RISK: Health, Safety & Environment (1990-2002)

Discussing the role that probability theory should play in Risk analysis and management, Dr. Valverde argues that Thompson's approach puts too much emphasis on the distinction between Risk subjectivism and Risk objectivism in addressing the question, "When are Risks real?"

Shadow Casting Phenomena At Newgrange, Frank Prendergast

Articles

A digital model of the Newgrange passage tomb and surrounding ring of monoliths known as the Great Circle is used to investigate sunrise shadow casting phenomena at the monument. Diurnal variation in shadow directions and lengths are analysed for their potential use in the Bronze Age to indicate the passage of seasonal time. Computer-aided simulations are developed from a photogrammetric survey to accurately show how three of the largest monoliths, located closest to the tomb entrance and archaeologically coded GC1, GC-1 and GC-2, cast their shadows onto the vertical face of the entrance kerbstone, coded K1. The phenomena occur at …

Implementation Of The Modified Monte Carlo Technique Using Importance Sampling On The Block Oriented System Simulator, John B. Bennett

Theses and Dissertations

The purpose of this thesis was to implement the Modified Monte Carlo technique using Importance Sampling on the Block Oriented System Simulator (BOSS). Computer simulation techniques of communications systems were reviewed. Next, conventional Monte Carlo techniques and Modified Monte Carlo techniques using Importance Sampling were reviewed. Models of Binary Phase Shift Keying (BPSK) systems using both Monte Carlo techniques were implemented and simulated. Reasons for the model using Importance Sampling not working correctly are postulated. The Monte Carlo technique is a method of ensuring the an inherently infinite procedure, such as determining system bit error rate (BER), can be determined …

Risk Objectivism And Risk Subjectivism: When Are Risks Real, Paul B. Thompson

RISK: Health, Safety & Environment (1990-2002)

Typically, those who discuss Risk management envision a two-step process wherein, first, Risk is more or less objectively appraised and, second, the acceptability of those Risks is subjectively evaluated. This paper questions the philosophical foundations of that approach.

A Model Of Dc Glow Discharges With Abnormal Cathode Fall, Karl H. Schoenbach, Hao Chen, G. Schaefer

Bioelectrics Publications

A model for an abnormal glow discharge, including a self‐consistent analysis of the cathode fall, was developed. It combines microscopic particle simulation by means of Monte Carlo methods with a fluid model of the gas discharge. The model allows calculations of the steady‐state electrical field distribution, the charged‐particle densities, and the current densities along the axis of the discharge. The model was used to simulate a glow discharge in 80% He and 20% SF₆ at a pressure of 8 Torr with a current density of 1 A/cm². The computed discharge voltage agrees well with measured values. The …