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The majority of aircraft structures are designed to be damage-tolerant such that safe operation can continue in the presence of minor damage. It is necessary to schedule inspections so that minor damage can be found and repaired. It is generally not possible to perform structural inspections prior to every flight. The scheduling is traditionally accomplished through a deterministic set of methods referred to as Damage Tolerance Analysis (DTA). DTA has proven to produce safe aircraft but does not provide estimates of the probability of failure of future flights or the probability of repair of future inspections. Without these estimates maintenance costs cannot be accurately predicted. Also, estimation of failure probabilities is now a regulatory requirement for some aircraft. The set of methods concerned with the probabilistic formulation of this problem are collectively referred to as Probabilistic Damage Tolerance Analysis (PDTA). The goal of PDTA is to control the failure probability while holding maintenance costs to a reasonable level. This work focuses specifically on PDTA for fatigue cracking of metallic aircraft structures. The growth of a crack (or cracks) must be modeled using all available data and engineering knowledge. The length of a crack can be assessed only indirectly through evidence such as non-destructive inspection results, failures or lack of failures, and the observed severity of usage of the structure. The current set of industry PDTA tools are lacking in several ways: they may in some cases yield poor estimates of failure probabilities, they cannot realistically represent the variety of possible failure and maintenance scenarios, and they do not allow for model updates which incorporate observed evidence. A PDTA modeling methodology must be flexible enough to estimate accurately the failure and repair probabilities under a variety of maintenance scenarios, and be capable of incorporating observed evidence as it becomes available. This dissertation describes and develops new PDTA methodologies that directly address the deficiencies of the currently used tools. The new methods are implemented as a free, publicly licensed and open source R software package that can be downloaded from the Comprehensive R Archive Network. The tools consist of two main components. First, an explicit (and expensive) Monte Carlo approach is presented which simulates the life of an aircraft structural component flight-by-flight. This straightforward MC routine can be used to provide defensible estimates of the failure probabilities for future flights and repair probabilities for future inspections under a variety of failure and maintenance scenarios. This routine is intended to provide baseline estimates against which to compare the results of other, more efficient approaches. Second, an original approach is described which models the fatigue process and future scheduled inspections as a hidden Markov model. This model is solved using a particle-based approximation and the sequential importance sampling algorithm, which provides an efficient solution to the PDTA problem. Sequential importance sampling is an extension of importance sampling to a Markov process, allowing for efficient Bayesian updating of model parameters. This model updating capability, the benefit of which is demonstrated, is lacking in other PDTA approaches. The results of this approach are shown to agree with the results of the explicit Monte Carlo routine for a number of PDTA problems. Extensions to the typical PDTA problem, which cannot be solved using currently available tools, are presented and solved in this work. These extensions include incorporating observed evidence (such as non-destructive inspection results), more realistic treatment of possible future repairs, and the modeling of failure involving more than one crack (the so-called continuing damage problem). The described hidden Markov model / sequential importance sampling approach to PDTA has the potential to improve aerospace structural safety and reduce maintenance costs by providing a more accurate assessment of the risk of failure and the likelihood of repairs throughout the life of an aircraft. / Statistics

No / We consider Markov reliability models whose finite state space is partitioned into the set of up states View the MathML source and the set of down states View the MathML source. Given a collection of k disjoint time intervals I¿=[t¿,t¿+x¿], ¿=1,¿,k, the joint interval reliability is defined as the probability of the system being in View the MathML source for all time instances in I1union or logical sumcdots, three dots, centeredunion or logical sumIk. A closed form expression is derived here for the joint interval reliability for this class of models. The result is applied to power transmission lines in a two-state fluctuating environment. We use the Linux versions of the free packages Maxima and Scilab in our implementation for symbolic and numerical work, respectively.

Yes / Cyber security has become a matter of a global interest, and several attacks target industrial companies and governmental organizations. The advanced persistent threats (APTs) have emerged as a new and complex version of multi-stage attacks (MSAs), targeting selected companies and organizations. Current APT detection systems focus on raising the detection alerts rather than predicting APTs. Forecasting the APT stages not only reveals the APT life cycle in its early stages but also helps to understand the attacker's strategies and aims. This paper proposes a novel intrusion detection system for APT detection and prediction. This system undergoes two main phases; the first one achieves the attack scenario reconstruction. This phase has a correlation framework to link the elementary alerts that belong to the same APT campaign. The correlation is based on matching the attributes of the elementary alerts that are generated over a configurable time window. The second phase of the proposed system is the attack decoding. This phase utilizes the hidden Markov model (HMM) to determine the most likely sequence of APT stages for a given sequence of correlated alerts. Moreover, a prediction algorithm is developed to predict the next step of the APT campaign after computing the probability of each APT stage to be the next step of the attacker. The proposed approach estimates the sequence of APT stages with a prediction accuracy of at least 91.80%. In addition, it predicts the next step of the APT campaign with an accuracy of 66.50%, 92.70%, and 100% based on two, three, and four correlated alerts, respectively. / The Gulf Science, Innovation and Knowledge Economy Programme of the U.K. Government under UK-Gulf Institutional Link Grant IL 279339985 and in part by the Engineering and Physical Sciences Research Council (EPSRC), U.K., under Grant EP/R006385/1.

Many common statistical techniques for modeling multidimensional dynamic data sets can be seen as variants of one (or multiple) underlying linear/nonlinear model(s). These statistical techniques fall into two broad categories of supervised and unsupervised learning. The emphasis of this dissertation is on unsupervised learning under multiple generative models. For linear models, this has been achieved by collective observations and derivations made by previous authors during the last few decades. Factor analysis, polynomial chaos expansion, principal component analysis, gaussian mixture clustering, vector quantization, and Kalman filter models can all be unified as some variations of unsupervised learning under a single basic linear generative model. Hidden Markov modeling (HMM), however, is categorized as an unsupervised learning under multiple linear/nonlinear generative models. This dissertation is primarily focused on hidden Markov models (HMMs). On the first half of this dissertation we study enhancements on the theory of hidden Markov modeling. These include three branches: 1) a robust as well as a closed-form parameter estimation solution to the expectation maximization (EM) process of HMMs for the case of elliptically symmetrical densities; 2) a two-step HMM, with a combined state sequence via an extended Viterbi algorithm for smoother state estimation; and 3) a duration-dependent HMM, for estimating the expected residency frequency on each state. Then, the second half of the dissertation studies three novel applications of these methods: 1) the applications of Markov switching models on the Bifurcation Theory in nonlinear dynamics; 2) a Game Theory application of HMM, based on fundamental theory of card counting and an example on the game of Baccarat; and 3) Trust modeling and the estimation of trustworthiness metrics in cyber security systems via Markov switching models. As a result of the duration dependent HMM, we achieved a better estimation for the expected duration of stay on each regime. Then by robust and closed form solution to the EM algorithm we achieved robustness against outliers in the training data set as well as higher computational efficiency in the maximization step of the EM algorithm. By means of the two-step HMM we achieved smoother probability estimation with higher likelihood than the standard HMM. / Ph. D.

This thesis analyzes the use of hidden Markov models (HMM) in wireless communication systems. HMMs are a probabilistic method which is useful for discrete channel modeling. The simulations done in the thesis verified a previously formulated methodology. Power delay profiles (PDP) of twelve wireless receivers were used for the experiment. To reduce the computational burden, binary HMMs were used. The PDP measurements were sampled to identify static receivers and grid-based analysis. This work is significant as it has been performed in a new environment. Stochastic game theory is analyzed to gain insight into the decision-making process of HMMs. Study of game theory is significant because it analyzes rational decisions in detail by attaching risk and reward to every possibility. Network security situation awareness has emerged as a novel application of HMMs in wireless networking. The dually stochastic nature of HMMs is applied in this process for behavioral analysis of network intrusion. The similarity of HMMs to artificial neural networks makes it useful for such applications. This application was performed using simulations similar to the original works. / Master of Science

Classification of human movement is a large field of interest to Human-Machine Interface researchers. The reason for this lies in the large emphasis humans place on gestures while communicating with each other and while interacting with machines. Such gestures can be digitized in a number of ways, including both passive methods, such as cameras, and active methods, such as wearable sensors. While passive methods might be the ideal, they are not always feasible, especially when dealing in unstructured environments. Instead, wearable sensors have gained interest as a method of gesture classification, especially in the upper limbs. Lower arm movements are made up of a combination of multiple electrical signals known as Motor Unit Action Potentials (MUAPs). These signals can be recorded from surface electrodes placed on the surface of the skin, and used for prosthetic control, sign language recognition, human machine interface, and a myriad of other applications. In order to move a step closer to these goal applications, this thesis compares three different machine learning tools, which include Hidden Markov Models (HMMs), Support Vector Machines (SVMs), and Dynamic Time Warping (DTW), to recognize a number of different gestures classes. It further contrasts the applicability of these tools to noisy data in the form of the Ninapro dataset, a benchmarking tool put forth by a conglomerate of universities. Using this dataset as a basis, this work paves a path for the analysis required to optimize each of the three classifiers. Ultimately, care is taken to compare the three classifiers for their utility against noisy data, and a comparison is made against classification results put forth by other researchers in the field. The outcome of this work is 90+ % recognition of individual gestures from the Ninapro dataset whilst using two of the three distinct classifiers. Comparison against previous works by other researchers shows these results to outperform all other thus far. Through further work with these tools, an end user might control a robotic or prosthetic arm, or translate sign language, or perhaps simply interact with a computer. / Master of Science

The open source structure of Android applications introduces security vulnerabilities that can be readily exploited by third-party applications. We address certain vulnerabilities at both installation and runtime using machine learning. Effective classification techniques with neural networks can be used to verify the application categories on installation. We devise a novel application category verification methodology that involves machine learning the application permissions and estimating the likelihoods of different categories. To detect malicious patterns in runtime, we present a Hidden Markov Model (HMM) method to analyze the activity usage by tracking Intent log information. After applying our technique to nearly 1,700 popular third-party Android applications and malware, we report that a major portion of the category declarations were judged correctly. This demonstrates the effectiveness of neural network decision engines in validating Android application categories. The approach, using HMM to analyze the Intent log for the detection of malicious runtime behavior, is new. The test results show promise with a limited input dataset (69.7% accuracy). To improve the performance, further work will be carried out to: increase the dataset size by adding game applications, to optimize Baum-Welch algorithm parameters, and to balance the size of the Intent sequence. To better emulate the participant's usage, some popular applications can be selected in advance, and the remainder can be randomly chosen. / Master of Science

A speaker independent continuous speech phoneme recognition and segmentation system is presented. We discuss the training and recognition phases of the phoneme recognition system as well as a detailed description of the integrated elements. The Hidden Markov Model (HMM) based phoneme models are trained using the Baum-Welch re-estimation procedure. Recognition and segmentation of the phonemes in the continuous speech is performed by a Segmental Viterbi Search on a Segmental Ergodic HMM for the phoneme states. We describe in detail the three phases of the phoneme joint recognition and segmentation system. First, the extraction of the Mel-Frequency Cepstral Coefficients (MFCC) and the corresponding Delta and Delta Log Power coefficients is described. Second, we describe the operation of the Baum-Welch re-estimation procedure for the training of the phoneme HMM models, including the K-Means and the Expectation-Maximization (EM) clustering algorithms used for the initialization of the Baum-Welch algorithm. Additionally, we describe the structural framework of - and the recognition procedure for - the ergodic Segmental HMM for the phoneme segmentation and recognition. We include test and simulation results for each of the individual systems integrated into the phoneme recognition system and finally for the phoneme recognition/segmentation system as a whole. / Master of Science

Harsh winter climate causes various problems for both the public andprivate sector in Sweden, especially in the northern part and the railway industryis no exception. This master thesis project covers an investigation of the eects ofthe winter climate and a phenomena called atmospheric icing on the performance ofthe train in a region called the Botnia-Atlantica region. The investigation was donewith data over a short period January-February 2017 with simulated weather datafrom the Weather research and forecast model that was compared with the periodOctober - December 2016. The investigation only included high speed trains.The trains have been analysed based on two dierent performance measurements.The cumulative delay which is the increment in delay over a section and the currentdelay which is the current delay compared to the schedule. Cumulative delaysare investigated with survival analysis and the current delay is investigated with aMulti-state Markov model.The results show that the weather could have an eect on the trains performancewhere the survival analysis detected connection between the weather and cumulativedelays. The Markov model also showed a connection between the weather anddelayed trains including that the presence of atmospheric icing had a negative eecton remaining in a state of non-delay.