A Unified Framework of Proactive Self-Learning Dynamic Pricing for High-Occupancy/Toll Lanes

Size: px
Start display at page:

Download "A Unified Framework of Proactive Self-Learning Dynamic Pricing for High-Occupancy/Toll Lanes"

Transcription

1 A Unfed Frmewor of Prove Self-Lernng Dynm Prng for Hgh-Oupny/oll Lnes Yngyn Lou Ph.D. Cndde Grdue eserh Asssn Deprmen of Cvl nd Cosl Engneerng Unversy of Flord Gnesvlle, FL Eml: Submed for Suden Pper Compeon nd Inernonl Symposum on Freewy nd ollwy Operons June -4, 009 Honolulu, Hw Aprl 009 Word Couns: Absr e: 3 Mnusrp e: 3970 Number of bles nd Fgures: words ol: 4970

2 Absr hs pper presens unfed frmewor o deermne dynm prng sreges for hgh-oupny/oll HO lnes. he frmewor onsss of wo rl seps, sysem nferene nd oll opmzon. he frs sep s o mne rff d rel me o lern moorss wllngness o py, esme rff se nd pred shor-erm rff demnd. he ned nowledge s hen used n he seond sep o eplly opmze oll res for he ne rollng horzon o mmze he freewy hroughpu whle ensurng free-flow rvel speed on HO lne. he pper dsusses how o merlze eh sep of he frmewor nd vlde n smulon epermen bsed on mul-lne hybrd ell rnsmsson model. I s demonsred h he frmewor s effen, effeve nd fleble, nd hs he poenl o be redly mplemened n pre.

3 . Inroduon he lerure on he use of prng s n effen wy o redue ongeson n be red b o he semnl wor by Pgou 90 nd Kngh 94 see reen revew by Lndsey 006. Congeson prng my e vrous forms suh s he re prng sheme n Sngpore nd ordon prng n London nd Soholm. A more prevlen form of ongeson prng n he U.S. s hgh-oupny/oll HO lnes. HO lnes refer o hgh-oupny vehle HOV fles h llow lower-oupny vehles LOV o py oll o gn ess. Sne he frs HO lne ws mplemened n 995 on Se oue 9 n Ornge Couny, Clforn, he onep hs been beomng populr mong governors nd rnsporon offls, n se legslures nd he med Ors, 006. Among oher fors, he resons of he populry nd wde epne of HO lnes re low ulzon of some HOV lnes nd he ddonl opon provded o LOV users. Operng poles of HO lnes re ofen o provde superor free-flow rff serve on he oll lnes whle mmzng he hroughpu of he freewy,.e., he ombned hroughpu of boh generl-purpose GP nd oll lnes Federl Hghwy Admnsron, 003. Beween hese wo objeves, he former usully hs hgher prory, beuse he HOV lnes re desgned frs nd foremos o provde less ongesed ondons for rpoolers nd rns users Munnh, 006. o heve hese objeves effenly, olls my be djused rel me, s ofen s every few mnues, n response o hnges n rff ondons. Currenly, here re hree uhores prng her oll lnes dynmlly, Clforn Deprmen of rnsporon DO on I-5, Mnneso DO on I-394, nd Flord DO on I-95 HO lnes. Dynm prng sreges doped n pre re mosly smple nd heurs. For emple, he oll res on I-394 re djused v loo-up ble, reed bsed on s rff ssgnmen nd ssumpons regrdng rvel demnd nd vlue of rvel me Hlvorson e l., 006. Alhough hese heurs dynm prng shemes ofen ouperforms fed olls Supern e l., 003, nd Mnneso DO, 006, here re mny opporunes o furher mprove hem. On he oher hnd, he reserh lerure does no offer prl nd sensble pproh 3

4 eher. Prevous sudes see, e.g., Arno e l., 998; Chu, 995; Lu nd MDonld, 999; Yng nd Hung, 997 nd Kuwhr, 00 hve emned me-vryng olls for bolenes. However, mos, f no ll, of hese sudes onsder hypohel nd delzed suons n whh nlyl soluons n be derved. eenly, Yn nd Lou 009 nd Lou e l. 007 delver proof of onep of reve self-lernng dynm prng pproh h, n sequenl fshon, lerns moorss wllngness o py WP nd eplly opmzes he oll re for he ne rollng horzon. hs pper furher dvnes he self-lernng pproh nd develops unfed frmewor of dynm prng sreges for HO lnes. he enhned frmewor ddresses severl ddonl rl ssues, nludng negred rff se esmon nd WP lernng, nd prove robus oll opmzon n oupled wh demnd predon. he overll frmewor s fleble for ddng new omponens nd s redly mplemenble n pre. I hs he poenl o me HO more rve o boh rnsporon uhores nd rvelers. For he remnder, Seon desrbes he proposed frmewor of prove self-lernng dynm prng pproh. Seon 3 presens resuls from smulon sudes o verfy nd vlde he frmewor. Fnlly Seon 4 onludes he pper nd dsusses fuure reserh dreons.. Frmewor of Prove Self-Lernng Prng Sreges for HO Lnes he proposed frmewor onsss of wo rl seps: sysem nferene nd oll opmzon. From mnng rel-me rff d suh s speed, flow or oupny olleed regulr nervls from loop deeors ofen lmed loons, he frs sep lerns rvelers WP n order o pred moorss reon o olls, omposes full pure of urren rff ondon for he enre freewy, nd foress shor-erm rff demnd. he ned nowledge wll hen be used n he seond sep o mmze he hroughpu re for he enre freewy whle mnnng superor serve on he oll lnes. Gven h fuure demnd s lely unern, sohs progrmmng pproh 4

5 s doped o deermne robus olls whose performne s no very sensve o dfferen relzons of unern rff demnd. Fgure sehes he frmewor for prove self-lernng dynm prng. Sysem Inferene oll opmzon oll re rff se esme WP lernng Demnd lernng rff mesuremens sensor loons HOV HO GP GP oll g reder Mnmum sensors requred rff sensors Downsrem Bolene Fgure : Sysem seh of he self-lernng dynm prng pproh. Sysem Inferene he frs sep of he frmewor, sysem nferene, s o nlyze rff d o esme he freewy sysem se nd lern hrerss of rvel demnd nd supply. he sep nludes hree omponens, WP lernng, rff se esmon nd demnd fores... Clbron of Wllngness o Py Undersndng moorss WP s rl for oll deermnon. Whle sed-preferene surveys ofen overesme moorss WP, he d olleed durng he ollng operon refle ul lne hoe behvors when rvelers re fng he olls beng hrged. Suh reveled-preferene nformon n be used o esme more urely moorss WP. Assumng moorss deson on wheher o py o gn ess o he 5

6 6 HO lnes follows log model, he relonshp beween he pprohng flow res nd he flows on HO nd GP lnes n be sed s follows: γ β α α μ μ ep where μ nd μ represen he pprohng flow res on HOV nd GP lnes durng me nervl respevely; nd re he flow res fer he lne hoe, nd nd re he verge rvel mes on HO nd GP lnes me nervl. In Equon, here re hree prmeers o be esmed: α, α nd γ, where α nd α nde respevely he mrgnl effe of rvel me nd oll on moorss uly, nd γ enpsules oher fors ffeng moorss WP. Noe h α α represens moorss rde-off beween me svngs nd olls,.e., he vlue of rvel me. Oher vrbles n Equon n eher be obned drely from loop deeors or esmed usng rff flow models, nd he oll re β s se by he operor. I should be poned ou h here we use volume spls μ μ o pprome he probbles of lne hoes. In rel-me operon, reursve les-squres ehnque or dsree Klmn flerng KF Klmn, 960 n be used o esme he onsn prmeers, α, α nd γ. o do so, Equon n be reformuled s follows: γ β α α μ μ ln Applyng KF o esme he prmeers, we hve: [ ] ˆ ˆ ˆ ln ˆ ˆ ˆ ˆ ˆ ˆ P G I P P P G G WP WP WP WP WP WP WP β σ β β β γ α α β μ μ γ α α γ α α 3

7 where he vrbles wh ^ re esmes. σ WP s he vrne of he lef-hnd sde of Equon ompued from he nown vrne of rndom deeor mesuremen error he vlue ould vry wh dfferen ypes of sensors, P WP s he epeed ovrne mr of he esmon errors nd G WP s he Klmn gn. Wh n nlzon of α 0, α 0, γ 0 nd P 0, Equon 3 n upde esmes of α, α nd γ rel me wh newly-obned nformon. As me evolves, he mp of he nlzon wll be dmnshng, nd ure esmes ofα, α nd γ re epeed... rff Se Esmon rff se esmon s o delver omplee mge of freewy rff ondons bsed on vlble rff d lmed loons. I s he bss for fly performne monorng nd provdng nl ondons for he oll opmzon n our frmewor. D obned from he deeors serves s dre mesures wh rndom mesuremen errors, whle he preded ses from rff flow models re vewed s n ndre mesure whh mgh no be very ure eher. he bs de s o reover he full mge by esblshng se h blnes boh he dre nd ndre mesuremens. Vrous flerng ehnques n be ppled bsed on he dfferen rff flow models doped e.g., Wng nd Ppgeorgou 005; Anonou e l., 007; Mhylov e l o more relslly pure rff dynms long he ollng fly, we dop he mul-lne hybrd ell rnsmsson model CM proposed by Lvl nd Dgnzo 006 n hs pper. he mul-lne hybrd CM s ble o pure boh he mndory nd he dsreonry lne-hngng behvors, nd o re lne hngng vehles s movng bolenes. he model llows us o eplly onsder he mps of he lne-hngng behvors on he rff ondons of he freewy. However, he model s non-lner non-dfferenble rnsformon from one rff se o noher, prulrly wh he lne-hoe probbly nvolved. We hus pply unsened Klmn Fler UKF Juler e l., 995 o pred he new se wh unsened smplng. 7

8 he se-spe model of hs flerng problem n be wren s: d f d vg z h d d f d vg e e e In he bove model, d s he veor of he denses long he freewy for boh HO nd GP lnes me pon, f represens he rnsformon from d o d, followng he mul-lne hybrd CM. Noe h he mesuremens from he rff deeors re usully ggreged,.e., drely mesured densy s n verge vlue ross ern me perod. We hen le d vg represens he verge denses for boh lnes beween wo d-pullng me pons nd, ompued from funon f bsed on he sme mul-lne hybrd CM. z s he veor of lmed dre mesuremens, nd h denoe he mr ndng loons of he deeors. e nd e re he orrespondng proess errors, nd e z s he mesuremen error. Whle e z n be sfely ssumed o be Gussn whe noses wh nown vrne mr σ z, furher nvesgon emprl sudy of he rff flow model s requred o me resonble ssumpons on e nd e. In he bove, he prmeers of he mul-lne hybrd CM, suh s he free flow speed, jm densy nd py, s well s he WP re no reed s unnown ses for beer effeny. Insed, he prmeers for he rff flow model n be lbred offlne, nd he WP n be esmed ndependenly wh he mnmum requremens of deeors see Fgure. he frs wo se equons n be ombned by ugmenng he se vrbles o ] z [ d, d vg, groupng wo CM rnsformons nd proess errors o f ] [ f, f nd e ] [ e, e, nd epndng h o H ordngly. A more onse form of he se-spe model beomes: f e z H ez Gven he esmes of he men nd he ovrne of se vrble me s ˆ nd P, he followng n pons wh he sme wegh n n be genered, where 8

9 n s he dmenson of he se vrble, nd he mr squre roo of n P : ˆ ˆ n P n P n P s he h row or olumn of,,..., n 4 Equon 4 s lled unsened smplng beuse hese pons hve he sme smple men nd ovrne s ˆ nd. Applyng UKF, he new esmes of he rff P ses re: ~ f,,...,n n ~ ~ men n ˆ ~ [ ~ men G z H men ] G Pz Pz n ~ ~ ~ ~ Pz men H H men n n P ~ ~ ~ ~ z H H men H H men n n ~ P ~ ~ ~ ~ men men σ n ~ P P G Pz G where σ s he ovrne mr of he proess error e. wo mos me-onsumng σ z 5 seps n model 5 re pplyng mul-lne CM o eh smple pon nd he mr nverson. Effeny of he former depends on he dmenson of he rff se vrble, nd he ler he number of deeors nslled...3 Demnd Lernng he hrd omponen of sysem nferene s o fores shor-erm rff demnd suh h oll deermnon n be more prove. he fores s nsrumened by Byesn lernng. I s ssumed h fuure rff rrvl follows Posson proess, wh unnown verge rrvl re, denoed s Λ. As me evolves, he deeed rrvl res re used o djus he esme of he verge rrvl re Λ, nd hus he dsrbuon of he rrvl 9

10 0 re. he operor n hen me use of he shor-erm demnd fores o deermne olls o beer heve he HO operng objeves. Ln 006 pples he bove Byesn lernng onep o dynmlly pre produ o mmze he epeed prof of frm. Bsed on he ssumpon, he number of vehles rrved durng me ] 0,, denoed s N, wll follow he Posson dsrbuon:!, n e n N P n Λ. Sne Λ s unnown, we my esme s pror dsrbuon from hsorl d s he followng gmm dsrbuon: e pdf Γ Λ where d e Γ 0 s he gmm funon, nd prmeers nd re seleed o f he hsorl smple men nd vrne of Λ : Λ Λ Vr E nd Λ Λ Vr E. o upde he pror dsrbuon of Λ durng operons, ssume h durng ] 0,, number of vehles hve been observed from loop deeors. By Byes heorem, poseror probbly densy funon of Λ s:!! 0 0 e d e e e e d N P pdf N P pdf pdf N Γ Γ Γ Λ Λ Λ Λ Λ, whh s noher gmm dsrbuon wh prmeers,. Wh he upded dsrbuon of Λ, he number of vehles h my rrve durng me nervl ], Δ n be esmed s below: n n n n d e n e n N N N P Δ Δ Δ Γ Γ Γ Δ Δ Δ!! 0

11 Noe h when s neger, he bove redues o negve bnoml dsrbuon: P N Δ N n N n n Δ Δ Δ n. oll Deermnon he frs sep n he frmewor, sysem nferene, hs reveled he urren sysem ondon nd preded fuure rff demnd. Wh hs nformon, he seond sep s o deermne oll res o mmze he ol hroughpu of he enre freewy whle ensurng he HO lne opere n free flow ondon. A rollng horzon sheme s used o opmze oll res. o beer represen he rff dynms, he mul-lne hybrd CM proposed by Lvl nd Dgnzo 006 s doped o ompue he objeve vlues... Deermns oll Opmzon Assume for now h rff rrvls re nown nd deermns for he ne rollng horzon M me nervls. Whn he horzon, oll res ould be fl or vry from one nervl o noher. Le q nd q represen he verge hroughpu of HO nd GP lnes he downsrem end of he freewy segmen respevely durng he rollng horzon, nd v he verge speed of HOV/HO lne. he onrol objeves n now be more speflly sed s mmzng he sum of he verge hroughpus he downsrem end whle empng o eep he verge speed of HOV/HO lne s free flow speed v f. hese mesuremens of performne n be ompued from he hybrd CM wh mndory lne-hngng demnd he HO enrne luled by Equon. Wh β beng he fl oll re or he oll veor, μ nd μ he sngleon nflow vlue or he veor of fuure nflows, ompung he objeve mesures s essenlly mppng ψ : q q, v ψ α, α, γ, β, μ, μ, problem n be wren s:. Consequenly, he oll opmzon m q q θ mn{ v v,0} β f s.. 0 β β 6 m

12 - Δβ β β Δ β 7 q q, v ψ α, α, γ, β, μ, μ, where θ s penly prmeer, β s he oll re of he prevous me nervl, Δ β nd β m re he mmum mrgn of oll vron for wo onseuve nervls due o sfey onsderon nd he bsolue mmum oll re spefed by he ollng uhory. he seond erm n he objeve funon s penly for speed reduon. If θ s seleed pproprely, hs erm should be equl o zero wh he opml soluon, ensurng h he verge speed of HO lne s free flow speed. Noe h he objeve funon s onnuous nd bounded bove, nd he fesbly se s omp, herefore opml soluon ess. A vrey of numerl lgorhms, suh s he golden-seon mehod, n be used o serh for lol opmum.... obus oll Opmzon wh Unern Demnd Gven he fuure rff demnd s lely unern, robus oll opmzon ddresses hs ssue by onsderng fuure nflow o be sohs nd sees for oll re h performs well under mos of he possble senros. Wh he fuure rrvl dsrbuon upded n rel me usng Byesn lernng dsussed n seon..3, he probbly densy funon of he rrvl dsrbuon n be ppromed by dsree se of possble senros, s,,,..., S, where eh senro spefes he rff rrvl res for eh nervl n he rollng horzon, denoed s μ s s nd μ, wh probbly of ourrene s p s. Sne mos deson mers re rs verse, senro-bsed sohs progrm s formuled o mnmze he epeed loss penly mnus hroughpu nurred by hgh-onsequene senros, whh s lled ondonl vlue--rs CV n fnnl engneerng ofellr nd Urysev, 000. he deson mers ude owrd rs n be onrolled by prmeer δ. More speflly, only senros wh loss greer hn he δ -perenle sy, 90%

13 vlue re onsdered, nd he epeed loss of hose senros s lled δ -CV. he senro-bsed sohs oll opmzon problem s wren s follows: S mn ξ β p s s m Ls ξ,0 δ, ξ,l s s s s s.. Ls q q θ m{ v f v,0} s s s s s q q, v ψ α, α, γ, β, μ, μ, Consrns 6 7 I n be proved h he opml vlue of he objeve funon s he mnmum δ -CV, nd he soluon ξ s he δ -perenle loss ofellr nd Urysev, 00. Noe h he bove sohs formulon s fleble nd n be eended o norpore oher soures of unerny. For emple, f moorss heerogeney n WP s onsdered, we my pprome he heerogeney by number of dsree senros. Afer negrng hem wh he senros of rff demnd, he bove sohs formulon wll be ble o onsder boh ypes of unerny. 3. Numerl Emple Gven es envronmen on rel fles s no redly vlble, we ondued smulon epermens o demonsre nd vlde he proposed frmewor. he developed smulon plform onsss of hree mjor modules: smulor, onroller nd monor. he smulor emps o reple he moorss lne-hoe behvors nd rff dynms. he onroller mplemens he proposed frmewor of sysem nferene nd oll opmzon. he monor serves s survellne sysem, olleng mesuremens of ul rff ondons eh nervl. In our smulon epermens, he monor lls he smulor wh ul prmeers o represen rel rff nd o produe perurbed rff mesures. Sne he onroller nd he smulor dop he sme behvor ssumpon,.e. he smulor represen he ul rff dynms urely, he performne of he proposed frmewor my be overesmed. In he followng, o fle he ey oneps of he proposed frmewor, we mplemened he sysem 3

14 nferene omponens of WP lernng nd rff se esmon, nd he deermns prove verson of oll opmzon. Fgure Smulon Sengs 3. Smulon Sengs he smulon se s freewy segmen shown n Fgure. he se s mles long, wh brrer-sepred HO slp rmp, one of he hree ypl HO ess desgns FHWA, 003. Fgure b presens he deled ell-represenon sheme of he se n he mul-lne hybrd CM. I s ssumed h eh lne obeys he sme rngulr fundmenl dgrm. he relevn prmeers re repored n Fgure, nd he smll rngle s for he downsrem bolene. Addonlly, ll lne-hngng vehles re 4

15 ssumed o hve n eleron re of. f/s,.e., wll e vehle 7. seonds o elere from zero speed o free-flow speed. he rue vlues of α, α nd γ used n he smulor re 0.5, nd 0.. α α 0. 5 ndes vlue of rvel me of 5 dollrs per hour sne he rvel me dfferene s represened n he un of one ollng nervl mnues. he enre smulon duron s 0 mnues. he dsree smulon nervl n hybrd CM model s 0.6 seonds, nd ll lnes re proned no smll ells of 0.0 mle, ledng o veor wh ol number of 40 elemens n he rff se esmon. o be onssen wh he pre, he monor repors ggreged rff mesuremens every sngle mnue, nd he rff se esmon s ondued one new mesuremens re reeved. Moreover, he oll re vres every wo mnues, nd he rollng horzon for oll opmzon s 4 mnues me nervls. he weghng for θ n Equon 5 s se s one nd he oll opmzon problem s solved usng he golden-seon mehod. In he smulon, rndom rrvls re genered from vrul soure wh n verge re of 400 vph for he GP lne, 600 vph nd 00 vph durng he frs nd ls 0 mnues for he HOV lne. α 0, α 0, γ 0 nd P WP 0 re nlzed s,, 0 nd n deny mr respevely. Inl vlues of rff ondons re genered rndomly, nd P 0 s se o deny mr. 3. Numerl esuls In hs seon, we nvesge he ury of he wo sysem nferene omponens: WP lernng nd rff se esmon, nd he overll performne of he resulng oll res n erms of boh he freewy hroughpu nd he HOV/HO lne rff ondon. Fgure 3 shows h rvelers WP n be grdully lerned durng he ollng operon. he lbred vlues of prmeers α, α nd γ re ble o onverge from he nl vlues o he rue vlues whn 6 mnues. he lbron me for eh nervl s less hn seond. Sne he sze of he rff se veor s very lrge, we do no 5

16 presen he deled omprson beween he esmed nd he ul vlues drely. Insed, n seon 3.3, we wll ompre he onrol resuls o he bse se where ul rff ondon s nown presely α Clbred Vlue Aul Vlue me Inervl mn α me Inervl mn γ Clbred Vlue Aul Vlue 0 Clbred Vlue Aul Vlue me Inervl mn Fgure 3 Clbron of Wllngness o Py he resulng oll res nd he performnes of he freewy segmen re presened n Fgure 4. I s demonsred h he onroller s ble o djus he oll re n response o he esmed rff ondon n rel me. he prove oll opmzon ensures h he oll re hnges smoohly from nervl o nervl. Fgure 4 ompres he resulng verge speed nd hroughpus from wo ses where HO lne s opered respevely under opml oll re nd whou ny onrol. he ler se mens h LOV n use he HO lne whou pyng ny oll. I n be observed h he onroller s ble o mnn hgh nd sble hroughpu whle prevenng he HOV/HO lne from beng ongesed. he mnmum verge speed long he HOV/HO lne s 55.4 mph under opml oll res; whle n he no-onrol se, he verge speed n be s low s 34 mph. On he oher hnd, he verge hroughpu s 39 vph under opml oll res, 6

17 whh s 9% of he downsrem bolene py, nd only slghly lower hn he hroughpu of 3350 vph whou ny onrol. On he oher hnd, 50% of he py would be wsed f LOV s no llowed o ess he HO lne. One of he resons h he HO lne hroughpu does no reh he py of he downsrem bolene s h lne-hngng vehles s movng bolenes whle elerng o he speed prevlng on he HO lne. hose vehles ree gps n he flow n fron of hem h propge forwrd, hereby redung he hroughpu. In he smulon, ddonl loss of hroughpu s due o nl nure esmes of moorss WP. oll re $ Averge speed long HOV/HO mph me Inervl mn me Inervl mn Op. oll No onroll Free flow speed Freewy hroughpu vph me Inervl mn Op. oll No onroll Fgure 4 Opml oll re nd s performne 3.3. Comprson beween Dfferen rff Se Esmors In he bove numerl emple, he ompuon me of he oll res for eh me nervl s less hn 9 seonds. However, updng he esmes of rff ondons one every mnue es more hn 90 seonds due o he lrge number of unsened smples requred n he UKF mehod. In order o opere he onroller n rel me, orser dsrezon of he se or smplfon of rff se esmon s neessry. 7

18 In our epermen, we esed wo smplfed rff se esmon proedures: one s o genere less smple pons n UKF, nd he oher s lner nerpolon. Noe h n he former smplfed proedure, lhough he vrne of he smple pons fer rnsformon my no be preserved, he smple men remns unsened. he mps of dfferen rff se esmors on he onrol objeves re nvesged by omprng hem o he bse se where ul rff ondon s nown presely. We ondued mulple runs nd our ssl ess nde h dfferen versons of rff se esmon do no ffe he resulng verge speed of HO lne nd he freewy hroughpu sgnfnly. One plusble reson s h he smplfed rff se esmors re sll ble o pure he prevlng rff ondons long he freewy beuse he mullne hybrd CM s mnly frs-order rff flow model. On he oher hnd, he wo smplfed versons re fr less demndng n ompuon wh n verge of less hn 8 nd 0.00 seonds respevely. her ompuonl effeny s desrble rbue n rel-me operon. 4. Conlusons We hve developed unfed frmewor of prove self-lernng dynm prng for HO lnes. hs frmewor norpores wo mjor seps, sysem nferene nd oll opmzon, nd s ble o genere robus nd prove dynm prng sreges he sysem nferene pples vrey of ehnques suh s regulr KF, UKF nd Byesn lernng o mne rff d o gn beer undersndng of moorss WP, rff se nd shor-erm rff demnd. he ned nowledge onrbues n he seond sep n deermnng opml oll res h led o effen ulzon of freewy py nd superor rvel serves for HO lnes. wo oll opmzon formulons hve been proposed. Smulon epermens onfrm h he negred frmewor s fesble, effen nd effeve. he proposed frmewor n be eended n mulple wys o e no oun more onsderons. For emple, noher more dvned dsree hoe model, suh s med log model, n be norpored s n lernve o desrbe he rvelers 8

19 heerogeneous lne-hoe behvors. Our fuure reserh wll lso negre rmp meerng wh dynm prng, nd develop oordned prng sreges for freewys wh mulple HO segmens. We lso pln o enhne he pbly of COSIM n smulng HO lne operons nd hen ondu smulon epermens o evlue he proposed frmewor n mrosop smulon plform. eferene Anonou, C., Ben-Av, M., nd Kousopoulos, H. 007 Nonlner Klmn flerng lgorhms for on-lne lbron of dynm rff ssgnmen models. IEEE rnsons on Inellgen rnsporon Sysems, Vol. 8, No. 4, Arno,., de Plm, A., nd Lndsey, een developmens n he bolene model. od Prng, rff Congeson nd he Envronmen: Issues of Effeny nd Sol Fesbly Kenneh J. Buon nd Er. Verhoef, eds, Chu, X Endogenous rp shedulng: he Henderson pproh reformuled nd ompred wh he Vrey pproh. Journl of Urbn Eonoms, 37, Federl Hghwy Admnsron 003. A Gude for HO Lne Developmen. U.S. Deprmen of rnsporon. Hlvorson,., Nool, M. nd Bueye, K Hgh oupny oll lne nnovons: I-394 MnPASS. he 85 h Annul Meeng of he rnsporon eserh Bord, Compendum of Ppers CD-OM, 06-65, Jnury 9 3, 006. Juler, S., Uhlmnn, J. nd Durrn-Whye H. 995 A new pproh for flerng nonlner sysems. Proeedngs of he Amern Conrol Conferene, Sele, June 995, Klmn,. 960 A new pproh o lner flerng nd predon problems. rnson of he ASME Journl of Bs Engneerng, 8D, Kngh, F.H. 94. Some flles n he nerpreon of sol os. Qurerly Journl of Eonoms, 38, Kuwhr, M. 00. A heorel nlyss on dynm mrgnl os prng. Proeedngs of he Sh Conferene of Hong Kong Soey for rnsporon Sudes,

20 Lvl, J.A. nd Dgnzo, C.F Lne-hngng n rff srems. rnsporon eserh, Pr B, 40, Ln, K. 006 Dynm prng wh rel-me demnd lernng. Europen Journl of Operonl eserh, 74, Lndsey, Do eonomss reh onluson on rod prng? he nelleul hsory of n de. Eon Journl Wh, 3, Lu, L.N., nd MDonld, J.F Eonom effeny of seond-bes ongeson prng shemes n urbn hghwy sysems. rnsporon eserh, Pr B, 33, Lou, Y., Yn, Y. nd Lvl, J. 007 Opml dynm prng sreges for hghoupny/oll lnes. rnsporon eserh, Pr C under re-revew. Mhylov, L., Boel,. nd Hegy, A Freewy rff esmon whn prle flerng frmewor. Auom, 43, Mnneso Deprmen of rnsporon 006. I-394 MnPASS ehnl Evluon Fnl epor. hp:// Munnh, L.W Esng he ommue: Anlyss shows MnPASS sysem urbng ongeson on Inerse 394. Downown Journl/Sywy News, <hp:// July 4, 006 Ors, C. K Hghwy ollng hs rehed he ppng pon. Innovons Brefs, 7. Supern, J., Seffey, D. nd Kshde, C. 003 Dynm vlue prng s n nsrumen of beer ulzon of HO lnes: he Sn Dego I-5 se. rnsporon eserh eord, 839, Pgou, A.C. 90. Welh nd Welfre, Mmlln, London. ofellr,.. nd Urysev, S Opmzon of ondonl vlue--rs. Journl of s,, -4. ofellr,.. nd Urysev, S. 00. Condonl vlue--rs for generl loss dsrbuon. Journl of Bnng nd Fnne, 6,

21 Wng, Y. nd Ppgeorgou, M. 005 el-me freewy rff se esmon bsed on eended Klmn fler: generl pproh. rnsporon eserh, Pr B, 39, Yng, H., nd Hung, H.J Anlyss of he me-vryng prng of bolene wh els demnd usng opml onrol heory. rnsporon eserh, Pr B, 3, Yn, Y. nd Lou, Y Dynm ollng sreges for mnged lnes. ASCE Journl of rnsporon Engneerng, Vol. 35, No., 45-5.

Obtaining the Optimal Order Quantities Through Asymptotic Distributions of the Stockout Duration and Demand

Obtaining the Optimal Order Quantities Through Asymptotic Distributions of the Stockout Duration and Demand he Seond Inernonl Symposum on Sohs Models n Relbly Engneerng Lfe Sene nd Operons Mngemen Obnng he Opml Order unes hrough Asympo Dsrbuons of he Sokou Duron nd Demnd Ann V Kev Nonl Reserh omsk Se Unversy

More information

Direct Current Circuits

Direct Current Circuits Eler urren (hrges n Moon) Eler urren () The ne moun of hrge h psses hrough onduor per un me ny pon. urren s defned s: Dre urren rus = dq d Eler urren s mesured n oulom s per seond or mperes. ( = /s) n

More information

Stability Analysis for VAR systems. )', a VAR model of order p (VAR(p)) can be written as:

Stability Analysis for VAR systems. )', a VAR model of order p (VAR(p)) can be written as: Sbl Anlss for VAR ssems For se of n me seres vrbles (,,, n ', VAR model of order p (VAR(p n be wren s: ( A + A + + Ap p + u where he A s re (nxn oeffen mres nd u ( u, u,, un ' s n unobservble d zero men

More information

Pen Tip Position Estimation Using Least Square Sphere Fitting for Customized Attachments of Haptic Device

Pen Tip Position Estimation Using Least Square Sphere Fitting for Customized Attachments of Haptic Device for Cuomed Ahmen of Hp Deve Mno KOEDA nd Mhko KAO Deprmen of Compuer Sene Ful of Informon Sene nd Ar Ok Elero-Communon Unver Kok 30-70, Shjonwe, Ok, 575-0063, JAPA {koed, 0809@oeu.jp} Ar In h pper, mehod

More information

BLOWUPS IN GAUGE AND CONSTRAINT MODES. Bernd Reimann, AEI in collaboration with M. Alcubierre, ICN (Mexico)

BLOWUPS IN GAUGE AND CONSTRAINT MODES. Bernd Reimann, AEI in collaboration with M. Alcubierre, ICN (Mexico) BLOWUPS IN GAUGE AND CONSTRAINT MODES Bernd Remnn, AEI n ollboron M. Aluberre, ICN (Mexo) Jen, Jnury 30, 006 1 Tops Pologes ( soks nd bloups ) n sysems of PDEs Te soure rer for vodng bloups Evoluon Sysem:

More information

Generation of Crowned Parabolic Novikov gears

Generation of Crowned Parabolic Novikov gears Engneerng Leers, 5:, EL_5 4 Generon o Crowned Prol Novkov gers Somer M. Ny, Memer, IAENG, Mohmmd Q. Adullh, nd Mohmmed N.Mohmmed Asr - The Wldher-Novkov ger s one o he rulr r gers, whh hs he lrge on re

More information

Simplified Variance Estimation for Three-Stage Random Sampling

Simplified Variance Estimation for Three-Stage Random Sampling Deprmen of ppled Sscs Johnnes Kepler Unversy Lnz IFS Reserch Pper Seres 04-67 Smplfed rnce Esmon for Three-Sge Rndom Smplng ndres Quember Ocober 04 Smplfed rnce Esmon for Three-Sge Rndom Smplng ndres Quember

More information

Supporting information How to concatenate the local attractors of subnetworks in the HPFP

Supporting information How to concatenate the local attractors of subnetworks in the HPFP n Effcen lgorh for Idenfyng Prry Phenoype rcors of Lrge-Scle Boolen Newor Sng-Mo Choo nd Kwng-Hyun Cho Depren of Mhecs Unversy of Ulsn Ulsn 446 Republc of Kore Depren of Bo nd Brn Engneerng Kore dvnced

More information

Origin Destination Transportation Models: Methods

Origin Destination Transportation Models: Methods In Jr. of Mhemcl Scences & Applcons Vol. 2, No. 2, My 2012 Copyrgh Mnd Reder Publcons ISSN No: 2230-9888 www.journlshub.com Orgn Desnon rnsporon Models: Mehods Jyo Gup nd 1 N H. Shh Deprmen of Mhemcs,

More information

Pendulum Dynamics. = Ft tangential direction (2) radial direction (1)

Pendulum Dynamics. = Ft tangential direction (2) radial direction (1) Pendulum Dynams Consder a smple pendulum wh a massless arm of lengh L and a pon mass, m, a he end of he arm. Assumng ha he fron n he sysem s proporonal o he negave of he angenal veloy, Newon s seond law

More information

Computational results on new staff scheduling benchmark instances

Computational results on new staff scheduling benchmark instances TECHNICAL REPORT Compuaonal resuls on new saff shedulng enhmark nsanes Tm Curos Rong Qu ASAP Researh Group Shool of Compuer Sene Unersy of Nongham NG8 1BB Nongham UK Frs pulshed onlne: 19-Sep-2014 las

More information

The Characterization of Jones Polynomial. for Some Knots

The Characterization of Jones Polynomial. for Some Knots Inernon Mhemc Forum,, 8, no, 9 - The Chrceron of Jones Poynom for Some Knos Mur Cncn Yuuncu Y Ünversy, Fcuy of rs nd Scences Mhemcs Deprmen, 8, n, Turkey m_cencen@yhoocom İsm Yr Non Educon Mnsry, 8, n,

More information

Probabilistic Graphical Models

Probabilistic Graphical Models Shool o Comuer Sene Probbls Grhl Models Mmum lkelhood lernng o undreed GM Er Xng Leure 8 Februry 0 04 Redng: MJ Ch 9 nd Er Xng @ CMU 005-04 Undreed Grhl Models Why? Somemes n UNDIRECTED ssoon grh mkes

More information

TOPICAL PROBLEMS OF FLUID MECHANICS 141

TOPICAL PROBLEMS OF FLUID MECHANICS 141 TOPIL PROBLEMS OF FLUID MEHNIS 4 DOI: h://dx.do.org/.43/tpfm.6.9 BIPLNE ERODYNMIS REISITED E. Morsh ollege of Engneerng nd Desgn, Shur Insue of Tehnology, 37, Fuksku, Mnum-ku, Sm-sh, 337 857, Sm, Jn sr

More information

Advanced Electromechanical Systems (ELE 847)

Advanced Electromechanical Systems (ELE 847) (ELE 847) Dr. Smr ouro-rener Topc 1.4: DC moor speed conrol Torono, 2009 Moor Speed Conrol (open loop conrol) Consder he followng crcu dgrm n V n V bn T1 T 5 T3 V dc r L AA e r f L FF f o V f V cn T 4

More information

ECON 8105 FALL 2017 ANSWERS TO MIDTERM EXAMINATION

ECON 8105 FALL 2017 ANSWERS TO MIDTERM EXAMINATION MACROECONOMIC THEORY T. J. KEHOE ECON 85 FALL 7 ANSWERS TO MIDTERM EXAMINATION. (a) Wh an Arrow-Debreu markes sruure fuures markes for goods are open n perod. Consumers rade fuures onras among hemselves.

More information

Lecture Notes 4: Consumption 1

Lecture Notes 4: Consumption 1 Leure Noes 4: Consumpon Zhwe Xu (xuzhwe@sju.edu.n) hs noe dsusses households onsumpon hoe. In he nex leure, we wll dsuss rm s nvesmen deson. I s safe o say ha any propagaon mehansm of maroeonom model s

More information

A Kalman filtering simulation

A Kalman filtering simulation A Klmn filering simulion The performnce of Klmn filering hs been esed on he bsis of wo differen dynmicl models, ssuming eiher moion wih consn elociy or wih consn ccelerion. The former is epeced o beer

More information

Electromagnetic waves in vacuum.

Electromagnetic waves in vacuum. leromagne waves n vauum. The dsovery of dsplaemen urrens enals a peular lass of soluons of Maxwell equaons: ravellng waves of eler and magne felds n vauum. In he absene of urrens and harges, he equaons

More information

COMPUTER SCIENCE 349A SAMPLE EXAM QUESTIONS WITH SOLUTIONS PARTS 1, 2

COMPUTER SCIENCE 349A SAMPLE EXAM QUESTIONS WITH SOLUTIONS PARTS 1, 2 COMPUTE SCIENCE 49A SAMPLE EXAM QUESTIONS WITH SOLUTIONS PATS, PAT.. a Dene he erm ll-ondoned problem. b Gve an eample o a polynomal ha has ll-ondoned zeros.. Consder evaluaon o anh, where e e anh. e e

More information

Chapter Simpson s 1/3 Rule of Integration. ( x)

Chapter Simpson s 1/3 Rule of Integration. ( x) Cper 7. Smpso s / Rule o Iegro Aer redg s per, you sould e le o. derve e ormul or Smpso s / rule o egro,. use Smpso s / rule o solve egrls,. develop e ormul or mulple-segme Smpso s / rule o egro,. use

More information

Privacy-Preserving Bayesian Network Parameter Learning

Privacy-Preserving Bayesian Network Parameter Learning 4h WSEAS In. Conf. on COMUTATIONAL INTELLIGENCE, MAN-MACHINE SYSTEMS nd CYBERNETICS Mm, Flord, USA, November 7-9, 005 pp46-5) rvcy-reservng Byesn Nework rmeer Lernng JIANJIE MA. SIVAUMAR School of EECS,

More information

Optimal control of multi-missile system based on analytical method

Optimal control of multi-missile system based on analytical method een Adnes on Elerosene nd Compuers Opml onrol o mul-mssle ssem bsed on nll mehod Xng Lu, Yongj Wng, Shu Dong, Le Lu Absr The mnmum-me snhronous onrol problem o mul-mssle ssem s onsdered n hs pper. B desgnng

More information

Decompression diagram sampler_src (source files and makefiles) bin (binary files) --- sh (sample shells) --- input (sample input files)

Decompression diagram sampler_src (source files and makefiles) bin (binary files) --- sh (sample shells) --- input (sample input files) . Iroduco Probblsc oe-moh forecs gudce s mde b 50 esemble members mproved b Model Oupu scs (MO). scl equo s mde b usg hdcs d d observo d. We selec some prmeers for modfg forecs o use mulple regresso formul.

More information

Unscented Transformation Unscented Kalman Filter

Unscented Transformation Unscented Kalman Filter Usceed rsformo Usceed Klm Fler Usceed rcle Fler Flerg roblem Geerl roblem Seme where s he se d s he observo Flerg s he problem of sequell esmg he ses (prmeers or hdde vrbles) of ssem s se of observos become

More information

SCI-PUBLICATIONS Author Manuscript

SCI-PUBLICATIONS Author Manuscript SCI-UBICAIOS Auhor Mnusrp Amern Journl of Appled Senes : 7-7 7 ISS 5-99 7 Sene ulons MAI Cnellon n DSCDMA usng ne Approh on WDS Y. Jrne R.Iqdour B. A Es sd nd. Deprmen of physs Cd Ayyd Unersy Fuly of Senes

More information

Lecture 4: Trunking Theory and Grade of Service (GOS)

Lecture 4: Trunking Theory and Grade of Service (GOS) Lecure 4: Trunkng Theory nd Grde of Servce GOS 4.. Mn Problems nd Defnons n Trunkng nd GOS Mn Problems n Subscrber Servce: lmed rdo specrum # of chnnels; mny users. Prncple of Servce: Defnon: Serve user

More information

e t dt e t dt = lim e t dt T (1 e T ) = 1

e t dt e t dt = lim e t dt T (1 e T ) = 1 Improper Inegrls There re wo ypes of improper inegrls - hose wih infinie limis of inegrion, nd hose wih inegrnds h pproch some poin wihin he limis of inegrion. Firs we will consider inegrls wih infinie

More information

THE EXISTENCE OF SOLUTIONS FOR A CLASS OF IMPULSIVE FRACTIONAL Q-DIFFERENCE EQUATIONS

THE EXISTENCE OF SOLUTIONS FOR A CLASS OF IMPULSIVE FRACTIONAL Q-DIFFERENCE EQUATIONS Europen Journl of Mhemcs nd Compuer Scence Vol 4 No, 7 SSN 59-995 THE EXSTENCE OF SOLUTONS FOR A CLASS OF MPULSVE FRACTONAL Q-DFFERENCE EQUATONS Shuyun Wn, Yu Tng, Q GE Deprmen of Mhemcs, Ynbn Unversy,

More information

In the complete model, these slopes are ANALYSIS OF VARIANCE FOR THE COMPLETE TWO-WAY MODEL. (! i+1 -! i ) + [(!") i+1,q - [(!

In the complete model, these slopes are ANALYSIS OF VARIANCE FOR THE COMPLETE TWO-WAY MODEL. (! i+1 -! i ) + [(!) i+1,q - [(! ANALYSIS OF VARIANCE FOR THE COMPLETE TWO-WAY MODEL The frs hng o es n wo-way ANOVA: Is here neracon? "No neracon" means: The man effecs model would f. Ths n urn means: In he neracon plo (wh A on he horzonal

More information

Problem Set 3 EC2450A. Fall ) Write the maximization problem of the individual under this tax system and derive the first-order conditions.

Problem Set 3 EC2450A. Fall ) Write the maximization problem of the individual under this tax system and derive the first-order conditions. Problem Se 3 EC450A Fall 06 Problem There are wo ypes of ndvduals, =, wh dfferen ables w. Le be ype s onsumpon, l be hs hours worked and nome y = w l. Uly s nreasng n onsumpon and dereasng n hours worked.

More information

Interval Estimation. Consider a random variable X with a mean of X. Let X be distributed as X X

Interval Estimation. Consider a random variable X with a mean of X. Let X be distributed as X X ECON 37: Ecoomercs Hypohess Tesg Iervl Esmo Wh we hve doe so fr s o udersd how we c ob esmors of ecoomcs reloshp we wsh o sudy. The queso s how comforble re we wh our esmors? We frs exme how o produce

More information

Jordan Journal of Physics

Jordan Journal of Physics Volume, Number, 00. pp. 47-54 RTICLE Jordn Journl of Physcs Frconl Cnoncl Qunzon of he Free Elecromgnec Lgrngn ensy E. K. Jrd, R. S. w b nd J. M. Khlfeh eprmen of Physcs, Unversy of Jordn, 94 mmn, Jordn.

More information

Contraction Mapping Principle Approach to Differential Equations

Contraction Mapping Principle Approach to Differential Equations epl Journl of Science echnology 0 (009) 49-53 Conrcion pping Principle pproch o Differenil Equions Bishnu P. Dhungn Deprmen of hemics, hendr Rn Cmpus ribhuvn Universiy, Khmu epl bsrc Using n eension of

More information

Orgnl on: Wng Mnxn u Ho Hung n hewynd D. G.. (05) omplne nlyss of -SR prllel mehnsm wh onsderon of grvy. Mehnsm Mhne heory 8. ermnen WR url: hp://wrp.wrwk..uk/7805 opyrgh reuse: he Wrwk Reserh rhve orl

More information

Chapter 2: Evaluative Feedback

Chapter 2: Evaluative Feedback Chper 2: Evluive Feedbck Evluing cions vs. insrucing by giving correc cions Pure evluive feedbck depends olly on he cion ken. Pure insrucive feedbck depends no ll on he cion ken. Supervised lerning is

More information

Optimal Replenishment Policy for Hi-tech Industry with Component Cost and Selling Price Reduction

Optimal Replenishment Policy for Hi-tech Industry with Component Cost and Selling Price Reduction Opmal Replenshmen Poly for H-eh Indusry wh Componen Cos and Sellng Pre Reduon P.C. Yang 1, H.M. Wee, J.Y. Shau, and Y.F. seng 1 1 Indusral Engneerng & Managemen Deparmen, S. John s Unversy, amsu, ape 5135

More information

Principle Component Analysis

Principle Component Analysis Prncple Component Anlyss Jng Go SUNY Bufflo Why Dmensonlty Reducton? We hve too mny dmensons o reson bout or obtn nsghts from o vsulze oo much nose n the dt Need to reduce them to smller set of fctors

More information

Trigonometry. Trigonometry. Solutions. Curriculum Ready ACMMG: 223, 224, 245.

Trigonometry. Trigonometry. Solutions. Curriculum Ready ACMMG: 223, 224, 245. Trgonometry Trgonometry Solutons Currulum Redy CMMG:, 4, 4 www.mthlets.om Trgonometry Solutons Bss Pge questons. Identfy f the followng trngles re rght ngled or not. Trngles,, d, e re rght ngled ndted

More information

AN INTRODUCTORY GUIDELINE FOR THE USE OF BAYESIAN STATISTICAL METHODS IN THE ANALYSIS OF ROAD TRAFFIC ACCIDENT DATA

AN INTRODUCTORY GUIDELINE FOR THE USE OF BAYESIAN STATISTICAL METHODS IN THE ANALYSIS OF ROAD TRAFFIC ACCIDENT DATA AN INTRODUCTORY GUIDELINE FOR THE USE OF BAYESIAN STATISTICAL METHODS IN THE ANALYSIS OF ROAD TRAFFIC ACCIDENT DATA CJ Molle Pr Eng Chef Engneer : Trffc Engneerng Deprmen of Economc Affrs, Agrculure nd

More information

Three Dimensional Coordinate Geometry

Three Dimensional Coordinate Geometry HKCWCC dvned evel Pure Mhs. / -D Co-Geomer Three Dimensionl Coordine Geomer. Coordine of Poin in Spe Z XOX, YOY nd ZOZ re he oordine-es. P,, is poin on he oordine plne nd is lled ordered riple. P,, X Y

More information

Background and Motivation: Importance of Pressure Measurements

Background and Motivation: Importance of Pressure Measurements Imornce of Pressre Mesremens: Pressre s rmry concern for mny engneerng lcons e.g. lf nd form drg. Cvon : Pressre s of fndmenl mornce n ndersndng nd modelng cvon. Trblence: Velocy-Pressre-Grden ensor whch

More information

FINANCIAL ECONOMETRICS

FINANCIAL ECONOMETRICS FINANCIAL ECONOMETRICS SPRING 07 WEEK IV NONLINEAR MODELS Prof. Dr. Burç ÜLENGİN Nonlner NONLINEARITY EXISTS IN FINANCIAL TIME SERIES ESPECIALLY IN VOLATILITY AND HIGH FREQUENCY DATA LINEAR MODEL IS DEFINED

More information

Solution in semi infinite diffusion couples (error function analysis)

Solution in semi infinite diffusion couples (error function analysis) Soluon n sem nfne dffuson couples (error funcon analyss) Le us consder now he sem nfne dffuson couple of wo blocks wh concenraon of and I means ha, n a A- bnary sysem, s bondng beween wo blocks made of

More information

Dynamic Team Decision Theory. EECS 558 Project Shrutivandana Sharma and David Shuman December 10, 2005

Dynamic Team Decision Theory. EECS 558 Project Shrutivandana Sharma and David Shuman December 10, 2005 Dynamc Team Decson Theory EECS 558 Proec Shruvandana Sharma and Davd Shuman December 0, 005 Oulne Inroducon o Team Decson Theory Decomposon of he Dynamc Team Decson Problem Equvalence of Sac and Dynamc

More information

CHAPTER 10: LINEAR DISCRIMINATION

CHAPTER 10: LINEAR DISCRIMINATION CHAPER : LINEAR DISCRIMINAION Dscrmnan-based Classfcaon 3 In classfcaon h K classes (C,C,, C k ) We defned dscrmnan funcon g j (), j=,,,k hen gven an es eample, e chose (predced) s class label as C f g

More information

Superstructure-based Optimization for Design of Optimal PSA Cycles for CO 2 Capture

Superstructure-based Optimization for Design of Optimal PSA Cycles for CO 2 Capture Supersruure-asedOpmaonforDesgnof OpmalPSACylesforCO 2 Capure R. S. Kamah I. E. Grossmann L.. Begler Deparmen of Chemal Engneerng Carnege Mellon Unversy Psurgh PA 523 Marh 2 PSA n Nex Generaon Power Plans

More information

Optimal Dynamic Pricing Strategies for High Occupancy/Toll (HOT) Lanes

Optimal Dynamic Pricing Strategies for High Occupancy/Toll (HOT) Lanes Opimal Dynami Priing Sraegies for High Oupany/oll HO Lanes Yingyan Lou, Yafeng Yin and Jorge A. Laval Deparmen of Civil and Coasal Engineering, Universiy of Florida Shool of Civil and Environmenal Engineering,

More information

Applied Statistics Qualifier Examination

Applied Statistics Qualifier Examination Appled Sttstcs Qulfer Exmnton Qul_june_8 Fll 8 Instructons: () The exmnton contns 4 Questons. You re to nswer 3 out of 4 of them. () You my use ny books nd clss notes tht you mght fnd helpful n solvng

More information

)-interval valued fuzzy ideals in BF-algebras. Some properties of (, ) -interval valued fuzzy ideals in BF-algebra, where

)-interval valued fuzzy ideals in BF-algebras. Some properties of (, ) -interval valued fuzzy ideals in BF-algebra, where Inernaonal Journal of Engneerng Advaned Researh Tehnology (IJEART) ISSN: 454-990, Volume-, Issue-4, Oober 05 Some properes of (, )-nerval valued fuzzy deals n BF-algebras M. Idrees, A. Rehman, M. Zulfqar,

More information

HEAT CONDUCTION PROBLEM IN A TWO-LAYERED HOLLOW CYLINDER BY USING THE GREEN S FUNCTION METHOD

HEAT CONDUCTION PROBLEM IN A TWO-LAYERED HOLLOW CYLINDER BY USING THE GREEN S FUNCTION METHOD Journal of Appled Mahemacs and Compuaonal Mechancs 3, (), 45-5 HEAT CONDUCTION PROBLEM IN A TWO-LAYERED HOLLOW CYLINDER BY USING THE GREEN S FUNCTION METHOD Sansław Kukla, Urszula Sedlecka Insue of Mahemacs,

More information

To Possibilities of Solution of Differential Equation of Logistic Function

To Possibilities of Solution of Differential Equation of Logistic Function Arnold Dávd, Frnše Peller, Rená Vooroosová To Possbles of Soluon of Dfferenl Equon of Logsc Funcon Arcle Info: Receved 6 My Acceped June UDC 7 Recommended con: Dávd, A., Peller, F., Vooroosová, R. ().

More information

Estimation of Markov Regime-Switching Regression Models with Endogenous Switching

Estimation of Markov Regime-Switching Regression Models with Endogenous Switching Esmon of Mrkov Regme-whng Regresson Models wh Endogenous whng Chng-Jn Km * Kore Unvers nd Unvers of Wshngon Jerem Pger Unvers of Oregon Rhrd r Unvers of Wshngon Frs Drf: Mrh 003 Ths Drf: eember 007 Absr

More information

A NEW INTERPRETATION OF INTERVAL-VALUED FUZZY INTERIOR IDEALS OF ORDERED SEMIGROUPS

A NEW INTERPRETATION OF INTERVAL-VALUED FUZZY INTERIOR IDEALS OF ORDERED SEMIGROUPS ScInLhore),7),9-37,4 ISSN 3-536; CODEN: SINTE 8 9 A NEW INTERPRETATION O INTERVAL-VALUED UZZY INTERIOR IDEALS O ORDERED SEMIGROUPS Hdy Ullh Khn, b, Nor Hnz Srmn, Asghr Khn c nd z Muhmmd Khn d Deprmen of

More information

Fall 2010 Graduate Course on Dynamic Learning

Fall 2010 Graduate Course on Dynamic Learning Fall 200 Graduae Course on Dynamc Learnng Chaper 4: Parcle Flers Sepember 27, 200 Byoung-Tak Zhang School of Compuer Scence and Engneerng & Cognve Scence and Bran Scence Programs Seoul aonal Unversy hp://b.snu.ac.kr/~bzhang/

More information

EE 410/510: Electromechanical Systems Chapter 3

EE 410/510: Electromechanical Systems Chapter 3 EE 4/5: Eleomehnl Syem hpe 3 hpe 3. Inoon o Powe Eleon Moelng n Applon of Op. Amp. Powe Amplfe Powe onvee Powe Amp n Anlog onolle Swhng onvee Boo onvee onvee Flyb n Fow onvee eonn n Swhng onvee 5// All

More information

An Integrated Control Model for Managing Network Congestion

An Integrated Control Model for Managing Network Congestion 1 1 0 1 0 1 An Inegred Conrol Model or Mngng Nework Congeson Heng Hu* Deprmen o Cvl Engneerng Unversy o Mnneso 00 Pllsbury Drve S.E. Mnnepols MN Eml: huxxx@umn.edu (*Correspondng Auhor) Henry X. Lu Deprmen

More information

Sequential Unit Root Test

Sequential Unit Root Test Sequenal Un Roo es Naga, K, K Hom and Y Nshyama 3 Deparmen of Eonoms, Yokohama Naonal Unversy, Japan Deparmen of Engneerng, Kyoo Insue of ehnology, Japan 3 Insue of Eonom Researh, Kyoo Unversy, Japan Emal:

More information

f t f a f x dx By Lin McMullin f x dx= f b f a. 2

f t f a f x dx By Lin McMullin f x dx= f b f a. 2 Accumulion: Thoughs On () By Lin McMullin f f f d = + The gols of he AP* Clculus progrm include he semen, Sudens should undersnd he definie inegrl s he ne ccumulion of chnge. 1 The Topicl Ouline includes

More information

Output equals aggregate demand, an equilibrium condition Definition of aggregate demand Consumption function, c

Output equals aggregate demand, an equilibrium condition Definition of aggregate demand Consumption function, c Eonoms 435 enze D. Cnn Fall Soal Senes 748 Unversy of Wsonsn-adson Te IS-L odel Ts se of noes oulnes e IS-L model of naonal nome and neres rae deermnaon. Ts nvolves exendng e real sde of e eonomy (desred

More information

Abhilasha Classes Class- XII Date: SOLUTION (Chap - 9,10,12) MM 50 Mob no

Abhilasha Classes Class- XII Date: SOLUTION (Chap - 9,10,12) MM 50 Mob no hlsh Clsses Clss- XII Dte: 0- - SOLUTION Chp - 9,0, MM 50 Mo no-996 If nd re poston vets of nd B respetvel, fnd the poston vet of pont C n B produed suh tht C B vet r C B = where = hs length nd dreton

More information

Chapter Trapezoidal Rule of Integration

Chapter Trapezoidal Rule of Integration Cper 7 Trpezodl Rule o Iegro Aer redg s per, you sould e le o: derve e rpezodl rule o egro, use e rpezodl rule o egro o solve prolems, derve e mulple-segme rpezodl rule o egro, 4 use e mulple-segme rpezodl

More information

Modeling and Predicting Sequences: HMM and (may be) CRF. Amr Ahmed Feb 25

Modeling and Predicting Sequences: HMM and (may be) CRF. Amr Ahmed Feb 25 Modelg d redcg Sequeces: HMM d m be CRF Amr Ahmed 070 Feb 25 Bg cure redcg Sgle Lbel Ipu : A se of feures: - Bg of words docume - Oupu : Clss lbel - Topc of he docume - redcg Sequece of Lbels Noo Noe:

More information

Method of Characteristics for Pure Advection By Gilberto E. Urroz, September 2004

Method of Characteristics for Pure Advection By Gilberto E. Urroz, September 2004 Mehod of Charaerss for Pre Adveon By Glbero E Urroz Sepember 004 Noe: The followng noes are based on lass noes for he lass COMPUTATIONAL HYDAULICS as agh by Dr Forres Holly n he Sprng Semeser 985 a he

More information

[ ] 2. [ ]3 + (Δx i + Δx i 1 ) / 2. Δx i-1 Δx i Δx i+1. TPG4160 Reservoir Simulation 2018 Lecture note 3. page 1 of 5

[ ] 2. [ ]3 + (Δx i + Δx i 1 ) / 2. Δx i-1 Δx i Δx i+1. TPG4160 Reservoir Simulation 2018 Lecture note 3. page 1 of 5 TPG460 Reservor Smulaon 08 page of 5 DISCRETIZATIO OF THE FOW EQUATIOS As we already have seen, fne dfference appromaons of he paral dervaves appearng n he flow equaons may be obaned from Taylor seres

More information

Variants of Pegasos. December 11, 2009

Variants of Pegasos. December 11, 2009 Inroducon Varans of Pegasos SooWoong Ryu bshboy@sanford.edu December, 009 Youngsoo Cho yc344@sanford.edu Developng a new SVM algorhm s ongong research opc. Among many exng SVM algorhms, we wll focus on

More information

Department of Economics University of Toronto

Department of Economics University of Toronto Deparmen of Economcs Unversy of Torono ECO408F M.A. Economercs Lecure Noes on Heeroskedascy Heeroskedascy o Ths lecure nvolves lookng a modfcaons we need o make o deal wh he regresson model when some of

More information

September 20 Homework Solutions

September 20 Homework Solutions College of Engineering nd Compuer Science Mechnicl Engineering Deprmen Mechnicl Engineering A Seminr in Engineering Anlysis Fll 7 Number 66 Insrucor: Lrry Creo Sepember Homework Soluions Find he specrum

More information

Ordinary Differential Equations in Neuroscience with Matlab examples. Aim 1- Gain understanding of how to set up and solve ODE s

Ordinary Differential Equations in Neuroscience with Matlab examples. Aim 1- Gain understanding of how to set up and solve ODE s Ordnary Dfferenal Equaons n Neuroscence wh Malab eamples. Am - Gan undersandng of how o se up and solve ODE s Am Undersand how o se up an solve a smple eample of he Hebb rule n D Our goal a end of class

More information

THE PREDICTION OF COMPETITIVE ENVIRONMENT IN BUSINESS

THE PREDICTION OF COMPETITIVE ENVIRONMENT IN BUSINESS THE PREICTION OF COMPETITIVE ENVIRONMENT IN BUSINESS INTROUCTION The wo dmensonal paral dfferenal equaons of second order can be used for he smulaon of compeve envronmen n busness The arcle presens he

More information

Motion. Part 2: Constant Acceleration. Acceleration. October Lab Physics. Ms. Levine 1. Acceleration. Acceleration. Units for Acceleration.

Motion. Part 2: Constant Acceleration. Acceleration. October Lab Physics. Ms. Levine 1. Acceleration. Acceleration. Units for Acceleration. Moion Accelerion Pr : Consn Accelerion Accelerion Accelerion Accelerion is he re of chnge of velociy. = v - vo = Δv Δ ccelerion = = v - vo chnge of velociy elpsed ime Accelerion is vecor, lhough in one-dimensionl

More information

Calculating Exact Transitive Closure for a Normalized Affine Integer Tuple Relation

Calculating Exact Transitive Closure for a Normalized Affine Integer Tuple Relation Clulg E Trsve Closure for Normlzed Affe Ieger Tuple elo W Bele*, T Klme*, KTrfuov** *Fuly of Compuer See, Tehl Uversy of Szze, lme@wpspl, bele@wpspl ** INIA Sly d Prs-Sud Uversy, ordrfuov@rfr Absr: A pproh

More information

( ) () we define the interaction representation by the unitary transformation () = ()

( ) () we define the interaction representation by the unitary transformation () = () Hgher Order Perurbaon Theory Mchael Fowler 3/7/6 The neracon Represenaon Recall ha n he frs par of hs course sequence, we dscussed he chrödnger and Hesenberg represenaons of quanum mechancs here n he chrödnger

More information

II The Z Transform. Topics to be covered. 1. Introduction. 2. The Z transform. 3. Z transforms of elementary functions

II The Z Transform. Topics to be covered. 1. Introduction. 2. The Z transform. 3. Z transforms of elementary functions II The Z Trnsfor Tocs o e covered. Inroducon. The Z rnsfor 3. Z rnsfors of eleenry funcons 4. Proeres nd Theory of rnsfor 5. The nverse rnsfor 6. Z rnsfor for solvng dfference equons II. Inroducon The

More information

Lecture 2 M/G/1 queues. M/G/1-queue

Lecture 2 M/G/1 queues. M/G/1-queue Lecure M/G/ queues M/G/-queue Posson arrval process Arbrary servce me dsrbuon Sngle server To deermne he sae of he sysem a me, we mus now The number of cusomers n he sysems N() Tme ha he cusomer currenly

More information

Chapter Newton-Raphson Method of Solving a Nonlinear Equation

Chapter Newton-Raphson Method of Solving a Nonlinear Equation Chpter 0.04 Newton-Rphson Method o Solvng Nonlner Equton Ater redng ths chpter, you should be ble to:. derve the Newton-Rphson method ormul,. develop the lgorthm o the Newton-Rphson method,. use the Newton-Rphson

More information

Methods of Improving Constitutive Equations

Methods of Improving Constitutive Equations Mehods o mprovng Consuve Equaons Maxell Model e an mprove h ne me dervaves or ne sran measures. ³ ª º «e, d» ¼ e an also hange he bas equaon lnear modaons non-lnear modaons her Consuve Approahes Smple

More information

Numerical Simulations of Femtosecond Pulse. Propagation in Photonic Crystal Fibers. Comparative Study of the S-SSFM and RK4IP

Numerical Simulations of Femtosecond Pulse. Propagation in Photonic Crystal Fibers. Comparative Study of the S-SSFM and RK4IP Appled Mhemcl Scences Vol. 6 1 no. 117 5841 585 Numercl Smulons of Femosecond Pulse Propgon n Phoonc Crysl Fbers Comprve Sudy of he S-SSFM nd RK4IP Mourd Mhboub Scences Fculy Unversy of Tlemcen BP.119

More information

Hidden Markov Model. a ij. Observation : O1,O2,... States in time : q1, q2,... All states : s1, s2,..., sn

Hidden Markov Model. a ij. Observation : O1,O2,... States in time : q1, q2,... All states : s1, s2,..., sn Hdden Mrkov Model S S servon : 2... Ses n me : 2... All ses : s s2... s 2 3 2 3 2 Hdden Mrkov Model Con d Dscree Mrkov Model 2 z k s s s s s s Degree Mrkov Model Hdden Mrkov Model Con d : rnson roly from

More information

1.B Appendix to Chapter 1

1.B Appendix to Chapter 1 Secon.B.B Append o Chper.B. The Ordnr Clcl Here re led ome mporn concep rom he ordnr clcl. The Dervve Conder ncon o one ndependen vrble. The dervve o dened b d d lm lm.b. where he ncremen n de o n ncremen

More information

ANSWERS TO EVEN NUMBERED EXERCISES IN CHAPTER 2

ANSWERS TO EVEN NUMBERED EXERCISES IN CHAPTER 2 ANSWERS TO EVEN NUMBERED EXERCISES IN CHAPTER Seion Eerise -: Coninuiy of he uiliy funion Le λ ( ) be he monooni uiliy funion defined in he proof of eisene of uiliy funion If his funion is oninuous y hen

More information

Concept of Activity. Concept of Activity. Thermodynamic Equilibrium Constants [ C] [ D] [ A] [ B]

Concept of Activity. Concept of Activity. Thermodynamic Equilibrium Constants [ C] [ D] [ A] [ B] Conept of Atvty Equlbrum onstnt s thermodynm property of n equlbrum system. For heml reton t equlbrum; Conept of Atvty Thermodynm Equlbrum Constnts A + bb = C + dd d [C] [D] [A] [B] b Conentrton equlbrum

More information

Electromagnetic Transient Simulation of Large Power Transformer Internal Fault

Electromagnetic Transient Simulation of Large Power Transformer Internal Fault Inernonl Conference on Advnces n Energy nd Envronmenl Scence (ICAEES 5) Elecromgnec Trnsen Smulon of rge Power Trnsformer Inernl Ful Jun u,, Shwu Xo,, Qngsen Sun,c, Huxng Wng,d nd e Yng,e School of Elecrcl

More information

Effectiveness and Efficiency Analysis of Parallel Flow and Counter Flow Heat Exchangers

Effectiveness and Efficiency Analysis of Parallel Flow and Counter Flow Heat Exchangers Interntonl Journl of Applton or Innovton n Engneerng & Mngement (IJAIEM) Web Ste: www.jem.org Eml: edtor@jem.org Effetveness nd Effeny Anlyss of Prllel Flow nd Counter Flow Het Exngers oopes wr 1, Dr.Govnd

More information

Optimization of Pollution Emission in Power Dispatch including Renewable Energy and Energy Storage

Optimization of Pollution Emission in Power Dispatch including Renewable Energy and Energy Storage eserch Journl of Appled cences, Engneerng nd Technology (3): 59-556, I: -767 Mxwell cenfc Orgnzon, ubmed: Aprl, Acceped: My, Publshed: ecember, Opmzon of Polluon Emsson n Power spch ncludng enewble Energy

More information

TELCOM 2130 Time Varying Queues. David Tipper Associate Professor Graduate Telecommunications and Networking Program University of Pittsburgh Slides 7

TELCOM 2130 Time Varying Queues. David Tipper Associate Professor Graduate Telecommunications and Networking Program University of Pittsburgh Slides 7 TELOM 3 Tme Vryng Queues Dvd Tpper Assote Professor Grdute Teleommuntons nd Networkng Progrm Unversty of Pttsburgh ldes 7 Tme Vryng Behvor Teletrff typlly hs lrge tme of dy vrtons Men number of lls per

More information

CH.3. COMPATIBILITY EQUATIONS. Continuum Mechanics Course (MMC) - ETSECCPB - UPC

CH.3. COMPATIBILITY EQUATIONS. Continuum Mechanics Course (MMC) - ETSECCPB - UPC CH.3. COMPATIBILITY EQUATIONS Connuum Mechancs Course (MMC) - ETSECCPB - UPC Overvew Compably Condons Compably Equaons of a Poenal Vecor Feld Compably Condons for Infnesmal Srans Inegraon of he Infnesmal

More information

EEM 486: Computer Architecture

EEM 486: Computer Architecture EEM 486: Compuer Archecure Lecure 4 ALU EEM 486 MIPS Arhmec Insrucons R-ype I-ype Insrucon Exmpe Menng Commen dd dd $,$2,$3 $ = $2 + $3 sub sub $,$2,$3 $ = $2 - $3 3 opernds; overfow deeced 3 opernds;

More information

Comb Filters. Comb Filters

Comb Filters. Comb Filters The smple flers dscussed so far are characered eher by a sngle passband and/or a sngle sopband There are applcaons where flers wh mulple passbands and sopbands are requred Thecomb fler s an example of

More information

A new model for limit order book dynamics

A new model for limit order book dynamics Anewmodelforlimiorderbookdynmics JeffreyR.Russell UniversiyofChicgo,GrdueSchoolofBusiness TejinKim UniversiyofChicgo,DeprmenofSisics Absrc:Thispperproposesnewmodelforlimiorderbookdynmics.Thelimiorderbookconsiss

More information

Regularization and Stabilization of the Rectangle Descriptor Decentralized Control Systems by Dynamic Compensator

Regularization and Stabilization of the Rectangle Descriptor Decentralized Control Systems by Dynamic Compensator www.sene.org/mas Modern Appled ene Vol. 5, o. 2; Aprl 2 Regularzaon and ablzaon of he Reangle Desrpor Deenralzed Conrol ysems by Dynam Compensaor Xume Tan Deparmen of Eleromehanal Engneerng, Heze Unversy

More information

NUMERICAL SOLUTION OF THIN FILM EQUATION IN A CLASS OF DISCONTINUOUS FUNCTIONS

NUMERICAL SOLUTION OF THIN FILM EQUATION IN A CLASS OF DISCONTINUOUS FUNCTIONS Eropen Scenfc Jornl Ags 5 /SPECAL/ eon SSN: 857 788 Prn e - SSN 857-74 NMERCAL SOLON OF HN FLM EQAON N A CLASS OF DSCONNOS FNCONS Bn Snsoysl Assoc Prof Mr Rslov Prof Beyen nversy Deprmen of Memcs n Compng

More information

4.8 Improper Integrals

4.8 Improper Integrals 4.8 Improper Inegrls Well you ve mde i hrough ll he inegrion echniques. Congrs! Unforunely for us, we sill need o cover one more inegrl. They re clled Improper Inegrls. A his poin, we ve only del wih inegrls

More information

Cubic Bezier Homotopy Function for Solving Exponential Equations

Cubic Bezier Homotopy Function for Solving Exponential Equations Penerb Journal of Advanced Research n Compung and Applcaons ISSN (onlne: 46-97 Vol. 4, No.. Pages -8, 6 omoopy Funcon for Solvng Eponenal Equaons S. S. Raml *,,. Mohamad Nor,a, N. S. Saharzan,b and M.

More information

Chapter Introduction. 2. Linear Combinations [4.1]

Chapter Introduction. 2. Linear Combinations [4.1] Chper 4 Inrouion Thi hper i ou generlizing he onep you lerne in hper o pe oher n hn R Mny opi in hi hper re heoreil n MATLAB will no e le o help you ou You will ee where MATLAB i ueful in hper 4 n how

More information

Graduate Macroeconomics 2 Problem set 5. - Solutions

Graduate Macroeconomics 2 Problem set 5. - Solutions Graduae Macroeconomcs 2 Problem se. - Soluons Queson 1 To answer hs queson we need he frms frs order condons and he equaon ha deermnes he number of frms n equlbrum. The frms frs order condons are: F K

More information

System Design and Lift Traffic Analysis

System Design and Lift Traffic Analysis Sysem Desgn nd Lf Trffc Anlyss IMechE CPD Cerfce Course 7 Dec, 06 Idel Knemcs () 3 Idel Knemcs () 4 Idel Knemcs (3) Tme for Jerk Acc Jerk v 5 Idel Knemcs (4) 6 7 Tme ken o comlee ourney of dsnce d wh o

More information

Chapter Newton-Raphson Method of Solving a Nonlinear Equation

Chapter Newton-Raphson Method of Solving a Nonlinear Equation Chpter.4 Newton-Rphson Method of Solvng Nonlner Equton After redng ths chpter, you should be ble to:. derve the Newton-Rphson method formul,. develop the lgorthm of the Newton-Rphson method,. use the Newton-Rphson

More information

GMM parameter estimation. Xiaoye Lu CMPS290c Final Project

GMM parameter estimation. Xiaoye Lu CMPS290c Final Project GMM paraeer esaon Xaoye Lu M290c Fnal rojec GMM nroducon Gaussan ure Model obnaon of several gaussan coponens Noaon: For each Gaussan dsrbuon:, s he ean and covarance ar. A GMM h ures(coponens): p ( 2π

More information

Pattern Bargaining as an Equilibrium Outcome. Anthony Creane * and Carl Davidson *,+

Pattern Bargaining as an Equilibrium Outcome. Anthony Creane * and Carl Davidson *,+ Pern Brgnng s n Equlrum Ouome Anhony Crene * nd Crl Dvdson *, * Deprmen of Eonoms, Mhgn Se Unversy GEP, Unversy of Nonghm Asr: Pern rgnng s negong sregy h s ofen employed y ndusry-de unons n olgopols ndusres

More information