Profile control chart based on maximum entropy

Monitoring a process over time is so important in manufacturing processes to reduce the wastage of money and time. The purpose of this article is to monitor profile coefficients instead of a process mean. In this paper, two methods are proposed for monitoring the intercept and slope of the simple linear profile, simultaneously. The first one is linear regression, and another one is the maximum entropy principle. A simulation study is applied to compare the two methods in terms of the second type of error and average run length. Finally, two real examples are presented to demonstrate the ability of the proposed chart

Reliability-Based Optimum Inspection Planning for Components Subjected to Fatigue Induced Damage

The degradation of metallic systems under cyclic loading is prone to significant uncertainty. This uncertainty in turn affects the reliability in the prediction of residual lifetime and the subsequent decision regarding the optimum inspection and maintenance schedules. In particular, the experimental data on the evolution of fatigue-induced cracks shows significant scatter stemming from initial flaws, metallurgical heterogeneities, and randomness in material properties like yield stress and fracture toughness. The objective of this research is to improve the reliability-based optimal inspection planning of metallic systems subjected to fatigue, taking into account the associated uncertainty. To that end, this research aims to address the two main challenges faced in developing a credible reliability-based framework for lifecycle management of fatigue-critical components. The first challenge is to construct a stochastic model that can adequately capture the nonlinearity and uncertainty observed in the crack growth histories. The second one involves presenting a computationally efficient strategy for solving the stochastic optimization associated with optimum maintenance scheduling. In order to fulfill these objectives, a Polynomial Chaos (PC) representation is constructed of fatigue-induced crack growth process using a database from a constant amplitude loading experiment. The PC representation relies on expanding the crack growth stochastic process on a set of random basis functions whose coefficients are estimated from the experimental database. The probabilistic model obtained is then integrated into a reliability framework that minimizes the total expected life-cycle cost of the system subjected to constraints in terms of time to inspections, and the maximum probability of failure defined by the limit state function. Lastly, an efficient and accurate optimization strategy that uses surrogate models is suggested to solve the stochastic optimization problem. The sensitivity of the optimum solution to the level of risk is also examined. This research aims to provide a decision support tool for informed decision-making under uncertainty in the life-cycle planning of systems subjected to fatigue failure

Advances in Theoretical and Computational Energy Optimization Processes

The paradigm in the design of all human activity that requires energy for its development must change from the past. We must change the processes of product manufacturing and functional services. This is necessary in order to mitigate the ecological footprint of man on the Earth, which cannot be considered as a resource with infinite capacities. To do this, every single process must be analyzed and modified, with the aim of decarbonising each production sector. This collection of articles has been assembled to provide ideas and new broad-spectrum contributions for these purposes

Automatic differentiation algorithms in model analysis

Title: Automatic differentiation algorithms in model analysisAuthor: M.J. HuiskesDate: 19 March, 2002In this thesis automatic differentiation algorithms and derivative-based methods are combined to develop efficient tools for model analysis. Automatic differentiation algorithms comprise a class of algorithms aimed at the derivative computation of functions that are represented as computer code. Derivative-based methods that may be implemented using these algorithms are presented for sensitivity analysis and statistical inference, particularly in the context of nonlinear parameter estimation.Local methods of sensitivity analysis are discussed for both explicit and implicit relations between variables. Particular attention is paid to propagation of uncertainty, and to the subsequent uncertainty decomposition of output uncertainty in the various sources of input uncertainty.Statistical methods are presented for the computation of accurate inferential information for nonlinear parameter estimation problems by means of higher-order derivatives of the model functions. Methods are also discussed for the assessment of the appropriateness of model structure complexity in relation to quality of data.To realize and demonstrate the potential of routines for model analysis based on automatic differentiation a software library is developed: a C++ library for the analysis of nonlinear models that can be represented by differentiable functions in which the methods for parameter estimation, statistical inference, model selection and sensitivity analysis are implemented. Several experiments are performed to assess the performance of the library. The application of the derivative-based methods and the routines of the library is further demonstrated by means of a number of case studies in ecological assessment. In two studies, large parameter estimation procedures for fish stock assessment are analyzed: for the Pacific halibut and North Sea herring species. The derivative-based methods of sensitivity analysis are applied in a study on the contribution of Russian forests to the global carbon cycle

Bayesiaanse geïntegreerde bepaling van de effectieve ionaire lading via remstralings- en ladingsuitwisselingsspectroscopie in tokamakplasma's

Dit doctoraatswerk is gekaderd in de ontwikkeling van gecontroleerde thermonucleaire fusie als een schone, veilige en nagenoeg onuitputtelijke energiebron. Het is geconcentreerd op magnetische opsluiting in de tokamakconfiguratie. In een eerste, experimenteel gedeelte werd een nieuwe diagnostiek ontwikkeld voor remstralingsspectroscopie in het zichtbare aan de TEXTOR-tokamak (Institut fuer Plasmaphysik, Forschungszentrum Juelich, Duitsland). De diagnostiek voorziet 24 zichtlijnen gekoppeld aan een gekoelde CCD-camera, waardoor de voordelen van zowel een relatief hoge tijdsresolutie als ruimtelijke resolutie worden gecombineerd. Emissiviteitsprofielen van remstraling kunnen gereconstrueerd worden door een Abel-inversie. De betrouwbaarheid van de gereconstrueerde profielen werd vergroot door Tikhonov- en Maximum Entropie-regularisatie. Op die manier kunnen samen met profielen van de elektrondichtheid en de elektrontemperatuur, profielen voor de effectieve ionaire lading Zeff afgeleid worden. Een nieuwe methode voor de relatieve calibratie van het systeem werd bedacht en getest, gebaseerd op de consistentievereiste van profielen onder een verandering van zichtgeometrie. In een tweede deel van het doctoraatswerk werd Bayesiaanse waarschijnlijkheidsrekening gebruikt met het oog op de oplossing van het aloude probleem van de incompatibiliteit van Zeff-schattingen afgeleid uit remstralingsspectroscopie enerzijds en uit de gewogen sommatie van individuele onzuiverheidsconcentraties verkregen door ladingsuitwisselingsspectroscopie (CXS) anderzijds. Een probabilistisch model werd opgezet dat metingen van zowel remstralingsspectroscopie als CXS integreert. Inherente statistische en systematische onzekerheden in de metingen werden op een behoorlijke manier in rekening gebracht. Hierdoor werd het mogelijk een meest waarschijnlijke waarde voor Zeff op de magnetische as af te leiden, die consistent is met beide sets metingen en met kleinere foutenmarges dan voordien. Het uiteindelijke doel is de betrouwbaarheid en robuustheid van Zeff-profielen te verbeteren over de volledige plasmadoorsnede, terwijl consistentheid met alle beschikbare ruwe metingen behouden blijft. Een gelijkaardige Bayesiaanse analyse kan toegepast worden op vele (sets van) fusiediagnostieken en dit heeft een aanzienlijk potentieel om in het fusieonderzoek de algemene consistentie en nauwkeurigheid van data te verbeteren

Timely Classification of Encrypted or ProtocolObfuscated Internet Traffic Using Statistical Methods

Internet traffic classification aims to identify the type of application or protocol that generated a particular packet or stream of packets on the network. Through traffic classification, Internet Service Providers (ISPs), governments, and network administrators can access basic functions and several solutions, including network management, advanced network monitoring, network auditing, and anomaly detection. Traffic classification is essential as it ensures the Quality of Service (QoS) of the network, as well as allowing efficient resource planning. With the increase of encrypted or obfuscated protocol traffic on the Internet and multilayer data encapsulation, some classical classification methods have lost interest from the scientific community. The limitations of traditional classification methods based on port numbers and payload inspection to classify encrypted or obfuscated Internet traffic have led to significant research efforts focused on Machine Learning (ML) based classification approaches using statistical features from the transport layer. In an attempt to increase classification performance, Machine Learning strategies have gained interest from the scientific community and have shown promise in the future of traffic classification, specially to recognize encrypted traffic. However, ML approach also has its own limitations, as some of these methods have a high computational resource consumption, which limits their application when classifying large traffic or realtime flows. Limitations of ML application have led to the investigation of alternative approaches, including featurebased procedures and statistical methods. In this sense, statistical analysis methods, such as distances and divergences, have been used to classify traffic in large flows and in realtime. The main objective of statistical distance is to differentiate flows and find a pattern in traffic characteristics through statistical properties, which enable classification. Divergences are functional expressions often related to information theory, which measure the degree of discrepancy between any two distributions. This thesis focuses on proposing a new methodological approach to classify encrypted or obfuscated Internet traffic based on statistical methods that enable the evaluation of network traffic classification performance, including the use of computational resources in terms of CPU and memory. A set of traffic classifiers based on KullbackLeibler and JensenShannon divergences, and Euclidean, Hellinger, Bhattacharyya, and Wootters distances were proposed. The following are the four main contributions to the advancement of scientific knowledge reported in this thesis. First, an extensive literature review on the classification of encrypted and obfuscated Internet traffic was conducted. The results suggest that portbased and payloadbased methods are becoming obsolete due to the increasing use of traffic encryption and multilayer data encapsulation. MLbased methods are also becoming limited due to their computational complexity. As an alternative, Support Vector Machine (SVM), which is also an ML method, and the KolmogorovSmirnov and Chisquared tests can be used as reference for statistical classification. In parallel, the possibility of using statistical methods for Internet traffic classification has emerged in the literature, with the potential of good results in classification without the need of large computational resources. The potential statistical methods are Euclidean Distance, Hellinger Distance, Bhattacharyya Distance, Wootters Distance, as well as KullbackLeibler (KL) and JensenShannon divergences. Second, we present a proposal and implementation of a classifier based on SVM for P2P multimedia traffic, comparing the results with KolmogorovSmirnov (KS) and Chisquare tests. The results suggest that SVM classification with Linear kernel leads to a better classification performance than KS and Chisquare tests, depending on the value assigned to the Self C parameter. The SVM method with Linear kernel and suitable values for the Self C parameter may be a good choice to identify encrypted P2P multimedia traffic on the Internet. Third, we present a proposal and implementation of two classifiers based on KL Divergence and Euclidean Distance, which are compared to SVM with Linear kernel, configured with the standard Self C parameter, showing a reduced ability to classify flows based solely on packet sizes compared to KL and Euclidean Distance methods. KL and Euclidean methods were able to classify all tested applications, particularly streaming and P2P, where for almost all cases they efficiently identified them with high accuracy, with reduced consumption of computational resources. Based on the obtained results, it can be concluded that KL and Euclidean Distance methods are an alternative to SVM, as these statistical approaches can operate in realtime and do not require retraining every time a new type of traffic emerges. Fourth, we present a proposal and implementation of a set of classifiers for encrypted Internet traffic, based on JensenShannon Divergence and Hellinger, Bhattacharyya, and Wootters Distances, with their respective results compared to those obtained with methods based on Euclidean Distance, KL, KS, and ChiSquare. Additionally, we present a comparative qualitative analysis of the tested methods based on Kappa values and Receiver Operating Characteristic (ROC) curves. The results suggest average accuracy values above 90% for all statistical methods, classified as ”almost perfect reliability” in terms of Kappa values, with the exception of KS. This result indicates that these methods are viable options to classify encrypted Internet traffic, especially Hellinger Distance, which showed the best Kappa values compared to other classifiers. We conclude that the considered statistical methods can be accurate and costeffective in terms of computational resource consumption to classify network traffic. Our approach was based on the classification of Internet network traffic, focusing on statistical distances and divergences. We have shown that it is possible to classify and obtain good results with statistical methods, balancing classification performance and the use of computational resources in terms of CPU and memory. The validation of the proposal supports the argument of this thesis, which proposes the implementation of statistical methods as a viable alternative to Internet traffic classification compared to methods based on port numbers, payload inspection, and ML.A classificação de tráfego Internet visa identificar o tipo de aplicação ou protocolo que gerou um determinado pacote ou fluxo de pacotes na rede. Através da classificação de tráfego, Fornecedores de Serviços de Internet (ISP), governos e administradores de rede podem ter acesso às funções básicas e várias soluções, incluindo gestão da rede, monitoramento avançado de rede, auditoria de rede e deteção de anomalias. Classificar o tráfego é essencial, pois assegura a Qualidade de Serviço (QoS) da rede, além de permitir planear com eficiência o uso de recursos. Com o aumento de tráfego cifrado ou protocolo ofuscado na Internet e do encapsulamento de dados multicamadas, alguns métodos clássicos da classificação perderam interesse de investigação da comunidade científica. As limitações dos métodos tradicionais da classificação com base no número da porta e na inspeção de carga útil payload para classificar o tráfego de Internet cifrado ou ofuscado levaram a esforços significativos de investigação com foco em abordagens da classificação baseadas em técnicas de Aprendizagem Automática (ML) usando recursos estatísticos da camada de transporte. Na tentativa de aumentar o desempenho da classificação, as estratégias de Aprendizagem Automática ganharam o interesse da comunidade científica e se mostraram promissoras no futuro da classificação de tráfego, principalmente no reconhecimento de tráfego cifrado. No entanto, a abordagem em ML também têm as suas próprias limitações, pois alguns desses métodos possuem um elevado consumo de recursos computacionais, o que limita a sua aplicação para classificação de grandes fluxos de tráfego ou em tempo real. As limitações no âmbito da aplicação de ML levaram à investigação de abordagens alternativas, incluindo procedimentos baseados em características e métodos estatísticos. Neste sentido, os métodos de análise estatística, tais como distâncias e divergências, têm sido utilizados para classificar tráfego em grandes fluxos e em tempo real. A distância estatística possui como objetivo principal diferenciar os fluxos e permite encontrar um padrão nas características de tráfego através de propriedades estatísticas, que possibilitam a classificação. As divergências são expressões funcionais frequentemente relacionadas com a teoria da informação, que mede o grau de discrepância entre duas distribuições quaisquer. Esta tese focase na proposta de uma nova abordagem metodológica para classificação de tráfego cifrado ou ofuscado da Internet com base em métodos estatísticos que possibilite avaliar o desempenho da classificação de tráfego de rede, incluindo a utilização de recursos computacionais, em termos de CPU e memória. Foi proposto um conjunto de classificadores de tráfego baseados nas Divergências de KullbackLeibler e JensenShannon e Distâncias Euclidiana, Hellinger, Bhattacharyya e Wootters. A seguir resumemse os tese. Primeiro, realizámos uma ampla revisão de literatura sobre classificação de tráfego cifrado e ofuscado de Internet. Os resultados sugerem que os métodos baseados em porta e baseados em carga útil estão se tornando obsoletos em função do crescimento da utilização de cifragem de tráfego e encapsulamento de dados multicamada. O tipo de métodos baseados em ML também está se tornando limitado em função da complexidade computacional. Como alternativa, podese utilizar a Máquina de Vetor de Suporte (SVM), que também é um método de ML, e os testes de KolmogorovSmirnov e Quiquadrado como referência de comparação da classificação estatística. Em paralelo, surgiu na literatura a possibilidade de utilização de métodos estatísticos para classificação de tráfego de Internet, com potencial de bons resultados na classificação sem aporte de grandes recursos computacionais. Os métodos estatísticos potenciais são as Distâncias Euclidiana, Hellinger, Bhattacharyya e Wootters, além das Divergências de Kullback–Leibler (KL) e JensenShannon. Segundo, apresentamos uma proposta e implementação de um classificador baseado na Máquina de Vetor de Suporte (SVM) para o tráfego multimédia P2P (PeertoPeer), comparando os resultados com os testes de KolmogorovSmirnov (KS) e Quiquadrado. Os resultados sugerem que a classificação da SVM com kernel Linear conduz a um melhor desempenho da classificação do que os testes KS e Quiquadrado, dependente do valor atribuído ao parâmetro Self C. O método SVM com kernel Linear e com valores adequados para o parâmetro Self C pode ser uma boa escolha para identificar o tráfego Par a Par (P2P) multimédia cifrado na Internet. Terceiro, apresentamos uma proposta e implementação de dois classificadores baseados na Divergência de KullbackLeibler (KL) e na Distância Euclidiana, sendo comparados com a SVM com kernel Linear, configurado para o parâmestro Self C padrão, apresenta reduzida capacidade de classificar fluxos com base apenas nos tamanhos dos pacotes em relação aos métodos KL e Distância Euclidiana. Os métodos KL e Euclidiano foram capazes de classificar todas as aplicações testadas, destacandose streaming e P2P, onde para quase todos os casos foi eficiente identificálas com alta precisão, com reduzido consumo de recursos computacionais.Com base nos resultados obtidos, podese concluir que os métodos KL e Distância Euclidiana são uma alternativa à SVM, porque essas abordagens estatísticas podem operar em tempo real e não precisam de retreinamento cada vez que surge um novo tipo de tráfego. Quarto, apresentamos uma proposta e implementação de um conjunto de classificadores para o tráfego de Internet cifrado, baseados na Divergência de JensenShannon e nas Distâncias de Hellinger, Bhattacharyya e Wootters, sendo os respetivos resultados comparados com os resultados obtidos com os métodos baseados na Distância Euclidiana, KL, KS e Quiquadrado. Além disso, apresentamos uma análise qualitativa comparativa dos métodos testados com base nos valores de Kappa e Curvas Característica de Operação do Receptor (ROC). Os resultados sugerem valores médios de precisão acima de 90% para todos os métodos estatísticos, classificados como “confiabilidade quase perfeita” em valores de Kappa, com exceçãode KS. Esse resultado indica que esses métodos são opções viáveis para a classificação de tráfego cifrado da Internet, em especial a Distância de Hellinger, que apresentou os melhores resultados do valor de Kappa em comparaçãocom os demais classificadores. Concluise que os métodos estatísticos considerados podem ser precisos e económicos em termos de consumo de recursos computacionais para classificar o tráfego da rede. A nossa abordagem baseouse na classificação de tráfego de rede Internet, focando em distâncias e divergências estatísticas. Nós mostramos que é possível classificar e obter bons resultados com métodos estatísticos, equilibrando desempenho de classificação e uso de recursos computacionais em termos de CPU e memória. A validação da proposta sustenta o argumento desta tese, que propõe a implementação de métodos estatísticos como alternativa viável à classificação de tráfego da Internet em relação aos métodos com base no número da porta, na inspeção de carga útil e de ML.Thesis prepared at Instituto de Telecomunicações Delegação da Covilhã and at the Department of Computer Science of the University of Beira Interior, and submitted to the University of Beira Interior for discussion in public session to obtain the Ph.D. Degree in Computer Science and Engineering. This work has been funded by Portuguese FCT/MCTES through national funds and, when applicable, cofunded by EU funds under the project UIDB/50008/2020, and by operation Centro010145FEDER000019 C4 Centro de Competências em Cloud Computing, cofunded by the European Regional Development Fund (ERDF/FEDER) through the Programa Operacional Regional do Centro (Centro 2020). This work has also been funded by CAPES (Brazilian Federal Agency for Support and Evaluation of Graduate Education) within the Ministry of Education of Brazil under a scholarship supported by the International Cooperation Program CAPES/COFECUB Project 9090134/ 2013 at the University of Beira Interior