In today's industrial landscape, the pursuit of operational excellence has driven organizations to seek innovative approaches to ensure the uninterrupted functionality of machinery and equipment. Predictive maintenance (PM) provides a pivotal strategy to achieve this goal by detecting faults earlier and predicting maintenance before the system enters a critical state. This thesis proposed a fault detection and diagnosis (FDD) method for predictive maintenance using particle filter resampling and a particle tracking technique. To develop this FDD method, particle filter and hidden Markov model efficiency in the forecasting system state variables are studied on a hydraulic wind power transfer system with different noise levels and system faults. Furthermore, a particle tracker is developed to analyze the particle filter's resampling process and study the particle selection process. After that, the proposed FDD method was developed and validated through three simulation tests employing system degradation models. Furthermore, the system's remaining useful life (RUL) is estimated for those simulation tests.

[pt] O objetivo deste estudo é desenvolver uma política de investimentoque minimize a contribuição total necessária para atingir um objetivofinanceiro a longo prazo. Para atingir este objetivo, desenvolvemos umproblema de otimização multi-estágios que integra um modelo de Markovoculto para captar a dinâmica estocástica dos retornos dos ativos. Aocontrário dos modelos convencionais de otimização de carteiras, que sebaseiam em pressupostos irrealistas, a nossa abordagem baseia-se no quadrode investimentos orientado a objetivos, que proporciona uma solução maisprática e eficaz. Além disso, ao utilizar o modelo de Markov oculto no nossoprocesso de otimização, obtemos uma estimativa mais precisa da dinâmicados retornos dos ativos, o que se traduz numa melhor tomada de decisõesde investimento. Ao utilizar o nosso modelo, a contribuição necessária paraatingir um objetivo financeiro desejado é minimizada através de uma políticade investimento que tem em conta o estado atual da riqueza e as condiçõeseconomicas prevalecentes. / [en] The aim of this study is to develop an investment policy that minimizes the total contribution required to achieve a long-term financial objective. To achieve this goal, we developed a multi-stage optimization problem that integrates a Hidden Markov Model to capture the stochastic dynamics of asset returns. Unlike conventional portfolio optimization models which are based on unrealistic assumptions, our approach is based on the goal oriented investment framework which provides a more practical and effective solution. In addition, by using the Hidden Markov Model in our optimization process, we obtain a more accurate estimate of the dynamics of asset returns, which translates into better investment decision-making. By using our model, the contribution required to achieve a desired financial goal is minimized through an investment policy that considers current levels of wealth and prevailing economic conditions.

Mobile phone tracking is the ascertaining of the position or location of a mobile phone when moving from one place to another place. Location Based Services Solutions include Mobile positioning system that can be used for a wide array of consumer-demand services like search, mapping, navigation, road transport traffic management and emergency-call positioning. The Mobile Positioning System (MPS) supports complementary positioning methods for 2G, 3G and 4G/LTE (Long Term Evolution) networks. Mobile phone is popularly known as an UE (User Equipment) in LTE. A prototype method of live trajectory estimation for massive UE in LTE network has been proposed in this thesis work. RSRP (Reference Signal Received Power) values and TA(Timing Advance) values are part of LTE events for UE. These specific LTE events can be streamed to a system from eNodeB of LTE in real time by activating measurements on UEs in the network. AoA (Angle of Arrival) and TA values are used to estimate the UE position. AoA calculation is performed using RSRP values. The calculated UE positions are filtered using Particle Filter(PF) to estimate trajectory. To obtain live trajectory estimation for massive UEs, the LTE event streamer is modelled to produce several task units with events data for massive UEs. The task level modelled data structures are scheduled across Arm Cortex A15 based MPcore, with multiple threads. Finally, with massive UE live trajectory estimation, IMSI (International mobile subscriber identity) is used to maintain hidden markov requirements of particle filter functionality while maintaining load balance for 4 Arm A15 cores. This is proved by serial and parallel performance engineering. Future work is proposed for Decentralized task level scheduling with hash function for IMSI with extension of cores and Concentric circles method for AoA accuracy. / Mobiltelefoners positionering är välfungerande för positionslokalisering av mobiltelefoner när de rör sig från en plats till en annan. Lokaliseringstjänsterna inkluderar mobil positionering system som kan användas till en mängd olika kundbehovs tjänster som sökning av position, position i kartor, navigering, vägtransporters trafik managering och nödsituationssamtal med positionering. Mobil positions system (MPS) stödjer komplementär positions metoder för 2G, 3G och 4G/LTE (Long Term Evolution) nätverk. Mobiltelefoner är populärt känd som UE (User Equipment) inom LTE. En prototypmetod med verkliga rörelsers estimering för massiv UE i LTE nätverk har blivit föreslagen för detta examens arbete. RSRP (Reference Signal Received Power) värden och TA (Timing Advance) värden är del av LTE händelser för UE. Dessa specifika LTE event kan strömmas till ett system från eNodeB del av LTE, i realtid genom aktivering av mätningar på UEar i nätverk. AoA (Angel of Arrival) och TA värden är använt för att beräkna UEs position. AoA beräkningar är genomförda genom användandet av RSRP värden. Den kalkylerade UE positionen är filtrerad genom användande av Particle Filter (PF) för att estimera rörelsen. För att identifiera verkliga rörelser, beräkningar för massiva UEs, LTE event streamer är modulerad att producera flera uppgifts enheter med event data från massiva UEar. De tasks modulerade data strukturerna är planerade över Arm Cortex A15 baserade MPcore, med multipla trådar. Slutligen, med massiva UE verkliga rörelser, beräkningar med IMSI(International mobile subscriber identity) är använt av den Hidden Markov kraven i Particle Filter’s funktionalitet medans kravet att underhålla last balansen för 4 Arm A15 kärnor. Detta är utfört genom seriell och parallell prestanda teknik. Framtida arbeten för decentraliserade task nivå skedulering med hash funktion för IMSI med utökning av kärnor och Concentric circles metod för AoA noggrannhet.

The motile behaviour of bacteria underlies many important aspects of their actions, including pathogenicity, foraging efficiency, and ability to form biofilms. In this thesis, we apply mathematical modelling and analysis to various aspects of the planktonic motility of flagellated bacteria, guided by experimental observations. We use data obtained by tracking free-swimming Rhodobacter sphaeroides under a microscope, taking advantage of the availability of a large dataset acquired using a recently developed, high-throughput protocol. A novel analysis method using a hidden Markov model for the identification of reorientation phases in the tracks is described. This is assessed and compared with an established method using a computational simulation study, which shows that the new method has a reduced error rate and less systematic bias. We proceed to apply the novel analysis method to experimental tracks, demonstrating that we are able to successfully identify reorientations and record the angle changes of each reorientation phase. The analysis pipeline developed here is an important proof of concept, demonstrating a rapid and cost-effective protocol for the investigation of myriad aspects of the motility of microorganisms. In addition, we use mathematical modelling and computational simulations to investigate the effect that the microscope sampling rate has on the observed tracking data. This is an important, but often overlooked aspect of experimental design, which affects the observed data in a complex manner. Finally, we examine the role of rotational diffusion in bacterial motility, testing various models against the analysed data. This provides strong evidence that R. sphaeroides undergoes some form of active reorientation, in contrast to the mainstream belief that the process is passive.

The pervasive availability of streaming data from various sources is driving todays’ enterprises to acquire low-latency big data streaming applications (BDSAs) for extracting useful information. In parallel, recent advances in technology have made it easier to collect, process and store these data streams in the cloud. For most enterprises, gaining insights from big data is immensely important for maintaining competitive advantage. However, majority of enterprises have difficulty managing the multitude of BDSAs and the complex issues cloud technologies present, giving rise to the incorporation of cloud service brokers (CSBs). Generally, the main objective of the CSB is to maintain the heterogeneous quality of service (QoS) of BDSAs while minimizing costs. To achieve this goal, the cloud, although with many desirable features, exhibits major challenges — resource prediction and resource allocation — for CSBs. First, most stream processing systems allocate a fixed amount of resources at runtime, which can lead to under- or over-provisioning as BDSA demands vary over time. Thus, obtaining optimal trade-off between QoS violation and cost requires accurate demand prediction methodology to prevent waste, degradation or shutdown of processing. Second, coordinating resource allocation and pricing decisions for self-interested BDSAs to achieve fairness and efficiency can be complex. This complexity is exacerbated with the recent introduction of containers. This dissertation addresses the cloud resource elasticity management issues for CSBs as follows: First, we provide two contributions to the resource prediction challenge; we propose a novel layered multi-dimensional hidden Markov model (LMD-HMM) framework for managing time-bounded BDSAs and a layered multi-dimensional hidden semi-Markov model (LMD-HSMM) to address unbounded BDSAs. Second, we present a container resource allocation mechanism (CRAM) for optimal workload distribution to meet the real-time demands of competing containerized BDSAs. We formulate the problem as an n-player non-cooperative game among a set of heterogeneous containerized BDSAs. Finally, we incorporate a dynamic incentive-compatible pricing scheme that coordinates the decisions of self-interested BDSAs to maximize the CSB’s surplus. Experimental results demonstrate the effectiveness of our approaches.

O desafio para a área de monitoramento de processos, em indústrias químicas, ainda é a etapa de detecção, com a necessidade de desenvolvimento de sistemas confiáveis. Pode-se resumir que um sistema é confiável, ao ser capaz de detectar as situações anormais, de modo precoce, e, ao mesmo tempo, de minimizar a geração de alarmes falsos. Ao se ter um sistema confiável, pode-se empregá-lo para auxiliar o operador, de fábricas, no processo de tomada de decisões. O objetivo deste estudo é apresentar uma metodologia, baseada na técnica, modelo oculto de Markov (HMM, acrônimo de ?Hidden Markov Model?), para se detectar situações anormais em caldeiras de recuperação química. As aplicações de maior sucesso de HMM são na área de reconhecimento de fala. Pode-se citar como aspectos positivos: o raciocínio probabilístico, a modelagem explícita, e a identificação a partir de dados históricos. Fez-se duas aplicações. O primeiro estudo de caso é no ?benchmark? de um sistema de evaporação múltiplo efeito de uma fábrica de produção de açúcar. Identificou-se um HMM, característico de operação normal, para se detectar cinco situações anormais no atuador responsável por regular o fluxo de xarope de açúcar para o primeiro evaporador. A detecção, para as três situações abruptas, é imediata, uma vez que o HMM foi capaz de detectar alterações, abruptas, no sinal da variável monitorada. Em relação às duas situações incipientes, foi possível detectá-las ainda em estágio inicial; ao ser o valor de f (vetor responsável por representar a intensidade de um evento anormal, com o tempo), no instante da detecção, próximo a zero, igual a 2,8% e 2,1%, respectivamente. O segundo estudo de caso é em uma caldeira de recuperação química, de uma fábrica de produção de celulose, no Brasil. O objetivo é monitorar o acúmulo de depósitos de cinzas sobre os equipamentos da sessão de transferência de calor convectivo, através de medições de perda de carga. Este é um dos principais desafios para se aumentar a eficiência operacional deste equipamento. Após a identificação de um HMM característico de perda de carga alta, pôde-se verificar a sua capacidade de informar o estado atual e, por consequência, a tendência do sistema, de modo similar à um preditor. Pôde-se demonstrar também a utilidade de se definir limites de controle, com o objetivo de se ter a informação sobre a distância entre o estado atual e os níveis de alarme de perda de carga. / The greatest challenge faced by the area of process monitoring in chemical industries still resides in the fault detection task, which aims at developing reliable systems. One may say that a system is reliable if it is able to perform early fault detection and, at the same time, to reduce the generation of false alarms. Once there is a reliable system available, it can be employed to help operators, in factories, in the decisionmaking process. The aim of this study is presenting a methodology, based on the Hidden Markov Model (HMM) technique, suggesting its use in the detection of abnormal situations in chemical recovery boilers. The most successful applications of HMM are in the area of speech recognition. Some of its advantages are: probabilistic reasoning, explicit modeling and the identification based on process history data. This study discusses two applications. The first one is on a benchmark of a multiple evaporation system in a sugar factory. A HMM representative of the normal operation was identified, in order to detect five abnormal situations at the actuator responsible for controlling the syrup flow to the first evaporator. The detection result for the three abrupt situations was immediate, since the HMM was capable of detecting the statistical changes on the signal of the monitored variable as soon as they occurred. Regarding to the two incipient situations, the detection was done at an early stage. For both events, the value of vector f (responsible for representing the strength of an abnormal event over time), at the time it occurred, was near zero, equal to 2.8 and 2.1%, respectively. The second case study deals with the application of HMM in a chemical recovery boiler, belonging to a cellulose mill, in Brazil. The aim is monitoring the accumulation of ash deposits over the equipments of the convective heat transfer section, through pressure drop measures. This is one of the main challenges to be overcome nowadays, bearing in mind the interest that exists in increasing the operational efficiency of this equipment. Initially, a HMM for high values of pressure drop was identified. With this model, it was possible to check its capacity to inform the current state, and consequently, the tendency of the system (similarly as a predictor). It was also possible to show the utility of defining control limits, in order to inform the operator the relative distance between the current state of the system and the alarm levels of pressure drop.

No description available.

The growth of multimedia content in recent years motivated the research on audio classification and content retrieval area. In this thesis, a general environmental audio classification and retrieval approach is proposed in which higher level semantic classes (outdoor, nature, meeting and violence) are obtained from lower level acoustic classes (emergency alarm, car horn, gun-shot, explosion, automobile, motorcycle, helicopter, wind, water, rain, applause, crowd and laughter). In order to classify an audio sample into acoustic classes, MPEG-7 audio features, Mel Frequency Cepstral Coefficients (MFCC) feature and Zero Crossing Rate (ZCR) feature are used with Hidden Markov Model (HMM) and Support Vector Machine (SVM) classifiers. Additionally, a new classification method is proposed using Genetic Algorithm (GA) for classification of semantic classes. Query by Example (QBE) and keyword-based query capabilities are implemented for content retrieval.

Many real-world systems experience deterioration with usage and age, which often leads to low product quality, high production cost, and low system availability. Most previous maintenance and reliability models in the literature do not incorporate condition monitoring information for decision making, which often results in poor failure prediction for partially observable deteriorating systems. For that reason, the development of fault prediction and control scheme using condition-based maintenance techniques has received considerable attention in recent years. This research presents a new framework for predicting failures of a partially observable deteriorating system using Bayesian control techniques. A time series model is fitted to a vector observation process representing partial information about the system state. Residuals are then calculated using the fitted model, which are indicative of system deterioration. The deterioration process is modeled as a 3-state continuous-time homogeneous Markov process. States 0 and 1 are not observable, representing healthy (good) and unhealthy (warning) system operational conditions, respectively. Only the failure state 2 is assumed to be observable. Preventive maintenance can be carried out at any sampling epoch, and corrective maintenance is carried out upon system failure. The form of the optimal control policy that maximizes the long-run expected average availability per unit time has been investigated. It has been proved that a control limit policy is optimal for decision making. The model parameters have been estimated using the Expectation Maximization (EM) algorithm. The optimal Bayesian fault prediction and control scheme, considering long-run average availability maximization along with a practical statistical constraint, has been proposed and compared with the age-based replacement policy. The optimal control limit and sampling interval are calculated in the semi-Markov decision process (SMDP) framework. Another Bayesian fault prediction and control scheme has been developed based on the average run length (ARL) criterion. Comparisons with traditional control charts are provided. Formulae for the mean residual life and the distribution function of system residual life have been derived in explicit forms as functions of a posterior probability statistic. The advantage of the Bayesian model over the well-known 2-parameter Weibull model in system residual life prediction is shown. The methodologies are illustrated using simulated data, real data obtained from the spectrometric analysis of oil samples collected from transmission units of heavy hauler trucks in the mining industry, and vibration data from a planetary gearbox machinery application.

Many real-world systems experience deterioration with usage and age, which often leads to low product quality, high production cost, and low system availability. Most previous maintenance and reliability models in the literature do not incorporate condition monitoring information for decision making, which often results in poor failure prediction for partially observable deteriorating systems. For that reason, the development of fault prediction and control scheme using condition-based maintenance techniques has received considerable attention in recent years. This research presents a new framework for predicting failures of a partially observable deteriorating system using Bayesian control techniques. A time series model is fitted to a vector observation process representing partial information about the system state. Residuals are then calculated using the fitted model, which are indicative of system deterioration. The deterioration process is modeled as a 3-state continuous-time homogeneous Markov process. States 0 and 1 are not observable, representing healthy (good) and unhealthy (warning) system operational conditions, respectively. Only the failure state 2 is assumed to be observable. Preventive maintenance can be carried out at any sampling epoch, and corrective maintenance is carried out upon system failure. The form of the optimal control policy that maximizes the long-run expected average availability per unit time has been investigated. It has been proved that a control limit policy is optimal for decision making. The model parameters have been estimated using the Expectation Maximization (EM) algorithm. The optimal Bayesian fault prediction and control scheme, considering long-run average availability maximization along with a practical statistical constraint, has been proposed and compared with the age-based replacement policy. The optimal control limit and sampling interval are calculated in the semi-Markov decision process (SMDP) framework. Another Bayesian fault prediction and control scheme has been developed based on the average run length (ARL) criterion. Comparisons with traditional control charts are provided. Formulae for the mean residual life and the distribution function of system residual life have been derived in explicit forms as functions of a posterior probability statistic. The advantage of the Bayesian model over the well-known 2-parameter Weibull model in system residual life prediction is shown. The methodologies are illustrated using simulated data, real data obtained from the spectrometric analysis of oil samples collected from transmission units of heavy hauler trucks in the mining industry, and vibration data from a planetary gearbox machinery application.