Hongshuo Zhang¹, Bo Zhu^1,*, Kaimin Pang¹, Chunmei Chen¹, Yuwei Wan²

Intelligent Automation & Soft Computing, Vol.28, No.3, pp. 797-810, 2021, DOI:10.32604/iasc.2021.017232 - 20 April 2021

Abstract Using machine learning method to recognize abnormal patterns covers the shortage of traditional control charts for autocorrelation processes, which violate the applicable conditions of the control chart, i.e., the independent identically distributed (IID) assumption. In this study, we propose a recognition model based on support vector machine (SVM) for the AR (1) type of autocorrelation process. For achieving a higher recognition performance, the cuckoo search algorithm (CS) is used to optimize the two hyper-parameters of SVM, namely the penalty parameter c and the radial basis kernel parameter g. By using Monte Carlo simulation methods, the data… More >

Jin Zhao¹, Zubair Ahmad^2,*, Zahra Almaspoor², M. El-Morshedy^3,4, Ahmed Z. Afify⁵

CMC-Computers, Materials & Continua, Vol.67, No.1, pp. 965-977, 2021, DOI:10.32604/cmc.2021.014553 - 12 January 2021

Abstract The current epidemic outbreak COVID-19 first took place in the Wuhan city of China and then spread worldwide. This deadly disease affected millions of people and compelled the governments and other concerned institutions to take serious actions. Around 0.28 million people have died from the COVID-19 outbreak as of May 11, 2020, 05:41 GMT, and the number is still increasing exponentially. The results of any scientific investigation of this phenomenon are still to come. However, now it is urgently needed to evaluate and compare the disease dynamics to improve the quarantine activities and the level… More >

Quanjia Zuo¹, Fanyi Meng^1,*, Yang Bai²

Energy Engineering, Vol.118, No.2, pp. 303-322, 2021, DOI:10.32604/EE.2021.013239 - 23 December 2020

Abstract As one of the most important commodity futures, the price forecasting of natural gas futures is of great significance for hedging and risk aversion. This paper mainly focuses on natural gas futures pricing which considers seasonality fluctuations. In order to study this issue, we propose a modified approach called six-factor model, in which the influence of seasonal fluctuations are eliminated in every random factor. Using Monte Carlo method, we first assess and comparative analyze the fitting ability of three-factor model and six-factor model for the out of sample data. It is found that six-factor model More >

Xiukai Yuan^1,2,*, Jian Gu¹, Shaolong Liu¹

CMES-Computer Modeling in Engineering & Sciences, Vol.126, No.1, pp. 331-357, 2021, DOI:10.32604/cmes.2021.010482 - 22 December 2020

Abstract In structural reliability analysis, simulation methods are widely used. The statistical characteristics of failure probability estimate of these methods have been well investigated. In this study, the sensitivities of the failure probability estimate and its statistical characteristics with regard to sample, called ‘contribution indexes’, are proposed to measure the contribution of sample. The contribution indexes in four widely simulation methods, i.e., Monte Carlo simulation (MCS), importance sampling (IS), line sampling (LS) and subset simulation (SS) are derived and analyzed. The proposed contribution indexes of sample can provide valuable information understanding the methods deeply, and enlighten More >

Yen Liang Tung¹, Zubair Ahmad^2,*, G. G. Hamedani³

CMC-Computers, Materials & Continua, Vol.66, No.1, pp. 113-126, 2021, DOI:10.32604/cmc.2020.012780 - 30 October 2020

Abstract Proposing new statistical distributions which are more flexible than the existing distributions have become a recent trend in the practice of distribution theory. Actuaries often search for new and appropriate statistical models to address data related to financial and risk management problems. In the present study, an extension of the Lomax distribution is proposed via using the approach of the weighted T-X family of distributions. The mathematical properties along with the characterization of the new model via truncated moments are derived. The model parameters are estimated via a prominent approach called the maximum likelihood estimation… More >

Baoyin Sun^{1, 2}, Yantai Zhang³, Caigui Huang^{4, *}

CMES-Computer Modeling in Engineering & Sciences, Vol.125, No.2, pp. 755-776, 2020, DOI:10.32604/cmes.2020.09632 - 12 October 2020

Abstract Steel frames equipped with buckling restrained braces (BRBs) have been increasingly applied in earthquake-prone areas given their excellent capacity for resisting lateral forces. Therefore, special attention has been paid to the seismic risk assessment (SRA) of such structures, e.g., seismic fragility analysis. Conventional approaches, e.g., nonlinear finite element simulation (NFES), are computationally inefficient for SRA analysis particularly for large-scale steel BRB frame structures. In this study, a machine learning (ML)- based seismic fragility analysis framework is established to effectively assess the risk to structures under seismic loading conditions. An optimal artificial neural network model can More >

Fan Yang^1,2,3,*, Jianwei Ren^1,2

CMES-Computer Modeling in Engineering & Sciences, Vol.125, No.2, pp. 801-814, 2020, DOI:10.32604/cmes.2020.08889 - 12 October 2020

Abstract Based on the rapid simulation of Markov Chain on samples in failure region, a novel method of reliability analysis combining Monte Carlo Markov Chain (MCMC) with random forest algorithm was proposed. Firstly, a series of samples distributing around limit state function are generated by MCMC. Then, the samples were taken as training data to establish the random forest model. Afterwards, Monte Carlo simulation was used to evaluate the failure probability. Finally, examples demonstrate the proposed method possesses higher computational efficiency and accuracy. More >

Hui Sheng Lim^1,*, Christopher K. H. Chin¹, Shuhong Chai¹, Neil Bose^1,2

CMES-Computer Modeling in Engineering & Sciences, Vol.125, No.1, pp. 33-50, 2020, DOI:10.32604/cmes.2020.011648 - 18 September 2020

Abstract This paper presents an online AUV (autonomous underwater vehicle) path planner that employs path replanning approach and the SDEQPSO (selective differential evolution-hybridized quantum-behaved particle swarm optimization) algorithm to optimize an AUV mission conducted in an unknown, dynamic and cluttered ocean environment. The proposed path replanner considered the effect of ocean currents in path optimization to generate a Pareto-optimal path that guides the AUV to its target within minimum time. The optimization was based on the onboard sensor data measured from the environment, which consists of a priori unknown dynamic obstacles and spatiotemporal currents. Different sensor… More >

G. N. Baltas^{1, *}, F. A. Prieto¹, M. Frantzi², C. R. Garcia-Alonso¹, P. Rodriguez^{1, 3}

CMC-Computers, Materials & Continua, Vol.64, No.3, pp. 1343-1357, 2020, DOI:10.32604/cmc.2020.011243 - 30 June 2020

Abstract During the late months of last year, a novel coronavirus was detected in Hubei, China. The virus, since then, has spread all across the globe forcing Word Health Organization (WHO) to declare COVID-19 outbreak a pandemic. In Spain, the virus started infecting the country slowly until rapid growth of infected people occurred in Madrid, Barcelona and other major cities. The government in an attempt to stop the rapssid spread of the virus and ensure that health system will not reach its capacity, implement strict measures by putting the entire country in quarantine. The duration of… More >

Wencai Sun^{1, ∗}, Zichun Yang¹

CMES-Computer Modeling in Engineering & Sciences, Vol.123, No.1, pp. 309-332, 2020, DOI:10.32604/cmes.2020.08386 - 01 April 2020

Abstract It is very difficult to know the exact boundaries of the variable domain for problems with small sample size, and the traditional convex set model is no longer applicable. In view of this, a novel reliability model was proposed on the basis of the fuzzy convex set (FCS) model. This new reliability model can account for different relations between the structural failure region and variable domain. Key computational algorithms were studied in detail. First, the optimization strategy for robust reliability is improved. Second, Monte Carlo algorithms (i.e., uniform sampling method) for hyper-ellipsoidal convex sets were More >