Pub Date : 2020-05-27DOI: 10.19139/soic-2310-5070-786
Jitendra Kumar, V. Varun, Dhirendra Kumar, A. Chaturvedi
The objective of present study is to develop a time series model for handling the non-linear trend process using a spline function. Spline function is a piecewise polynomial segment concerning the time component. The main advantage of spline function is the approximation, non linear time trend, but linear time trend between the consecutive join points. A unit root hypothesis is projected to test the non stationarity due to presence of unit root in the proposed model. In the autoregressive model with linear trend, the time trend vanishes under the unit root case. However, when non-linear trend is present and approximated by the linear spline function, through the trend component is absent under the unit root case, but the intercept term makes a shift with r knots. For decision making under the Bayesian perspective, the posterior odds ratio is used for hypothesis testing problems. We have derived the posterior probability for the assumed hypotheses under appropriate prior information. A simulation study and an empirical application are presented to examine the performance of theoretical outcomes.
{"title":"Bayesian Unit Root Test for AR(1) Model with Trend Approximated","authors":"Jitendra Kumar, V. Varun, Dhirendra Kumar, A. Chaturvedi","doi":"10.19139/soic-2310-5070-786","DOIUrl":"https://doi.org/10.19139/soic-2310-5070-786","url":null,"abstract":"The objective of present study is to develop a time series model for handling the non-linear trend process using a spline function. Spline function is a piecewise polynomial segment concerning the time component. The main advantage of spline function is the approximation, non linear time trend, but linear time trend between the consecutive join points. A unit root hypothesis is projected to test the non stationarity due to presence of unit root in the proposed model. In the autoregressive model with linear trend, the time trend vanishes under the unit root case. However, when non-linear trend is present and approximated by the linear spline function, through the trend component is absent under the unit root case, but the intercept term makes a shift with r knots. For decision making under the Bayesian perspective, the posterior odds ratio is used for hypothesis testing problems. We have derived the posterior probability for the assumed hypotheses under appropriate prior information. A simulation study and an empirical application are presented to examine the performance of theoretical outcomes.","PeriodicalId":93376,"journal":{"name":"Statistics, optimization & information computing","volume":"8 1","pages":"425-461"},"PeriodicalIF":0.0,"publicationDate":"2020-05-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47718971","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-05-27DOI: 10.19139/soic-2310-5070-937
M’barek Iaousse, Amal Hmimou, Zouhair El Hadri, Yousfi El Kettani
Structural Equation Modeling (SEM) is a statistical technique that assesses a hypothesized causal model byshowing whether or not, it fits the available data. One of the major steps in SEM is the computation of the covariance matrix implied by the specified model. This matrix is crucial in estimating the parameters, testing the validity of the model and, make useful interpretations. In the present paper, two methods used for this purpose are presented: the J¨oreskog’s formula and the finite iterative method. These methods are characterized by the manner of the computation and based on some apriori assumptions. To make the computation more simplistic and the assumptions less restrictive, a new algorithm for the computation of the implied covariance matrix is introduced. It consists of a modification of the finite iterative method. An illustrative example of the proposed method is presented. Furthermore, theoretical and numerical comparisons between the exposed methods with the proposed algorithm are discussed and illustrated
{"title":"A Modified Algorithm for the Computation of the Covariance Matrix Implied by a Structural Recursive Model with Latent Variables Using the Finite Iterative Method","authors":"M’barek Iaousse, Amal Hmimou, Zouhair El Hadri, Yousfi El Kettani","doi":"10.19139/soic-2310-5070-937","DOIUrl":"https://doi.org/10.19139/soic-2310-5070-937","url":null,"abstract":"Structural Equation Modeling (SEM) is a statistical technique that assesses a hypothesized causal model byshowing whether or not, it fits the available data. One of the major steps in SEM is the computation of the covariance matrix implied by the specified model. This matrix is crucial in estimating the parameters, testing the validity of the model and, make useful interpretations. In the present paper, two methods used for this purpose are presented: the J¨oreskog’s formula and the finite iterative method. These methods are characterized by the manner of the computation and based on some apriori assumptions. To make the computation more simplistic and the assumptions less restrictive, a new algorithm for the computation of the implied covariance matrix is introduced. It consists of a modification of the finite iterative method. An illustrative example of the proposed method is presented. Furthermore, theoretical and numerical comparisons between the exposed methods with the proposed algorithm are discussed and illustrated","PeriodicalId":93376,"journal":{"name":"Statistics, optimization & information computing","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-05-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90678282","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-05-18DOI: 10.19139/soic-2310-5070-897
Alberto Oliveira da Silva, A. Freitas
The extraction of essential features of any real-valued time series is crucial for exploring, modeling and producing, for example, forecasts. Taking advantage of the representation of a time series data by its trajectory matrix of Hankel constructed using Singular Spectrum Analysis, as well as of its decomposition through Principal Component Analysis via Partial Least Squares, we implement a graphical display employing the biplot methodology. A diversity of types of biplots can be constructed depending on the two matrices considered in the factorization of the trajectory matrix. In this work, we discuss the called HJ-biplot which yields a simultaneous representation of both rows and columns of the matrix with maximum quality. Interpretation of this type of biplot on Hankel related trajectory matrices is discussed from a real-world data set.
{"title":"Time Series Components Separation Based on Singular Spectral Analysis Visualization: an HJ-biplot Method Application","authors":"Alberto Oliveira da Silva, A. Freitas","doi":"10.19139/soic-2310-5070-897","DOIUrl":"https://doi.org/10.19139/soic-2310-5070-897","url":null,"abstract":"The extraction of essential features of any real-valued time series is crucial for exploring, modeling and producing, for example, forecasts. Taking advantage of the representation of a time series data by its trajectory matrix of Hankel constructed using Singular Spectrum Analysis, as well as of its decomposition through Principal Component Analysis via Partial Least Squares, we implement a graphical display employing the biplot methodology. A diversity of types of biplots can be constructed depending on the two matrices considered in the factorization of the trajectory matrix. In this work, we discuss the called HJ-biplot which yields a simultaneous representation of both rows and columns of the matrix with maximum quality. Interpretation of this type of biplot on Hankel related trajectory matrices is discussed from a real-world data set.","PeriodicalId":93376,"journal":{"name":"Statistics, optimization & information computing","volume":"8 1","pages":"346-358"},"PeriodicalIF":0.0,"publicationDate":"2020-05-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44201323","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-05-18DOI: 10.19139/soic-2310-5070-865
Melani Barrios, G. Reyero
In this paper we present advances in fractional variational problems with a Lagrangian depending on Caputo fractional and classical derivatives. New formulations of the fractional Euler-Lagrange equation are shown for the basic and isoperimetric problems, one in an integral form, and the other that depends only on the Caputo derivatives. The advantage is that Caputo derivatives are more appropriate for modeling problems than the Riemann-Liouville derivatives and makes the calculations easier to solve because, in some cases, its behavior is similar to the behavior of classical derivatives. Finally, a new exact solution for a particular variational problem is obtained.
{"title":"An Euler-Lagrange Equation only Depending on Derivatives of Caputo for Fractional Variational Problems with Classical Derivatives","authors":"Melani Barrios, G. Reyero","doi":"10.19139/soic-2310-5070-865","DOIUrl":"https://doi.org/10.19139/soic-2310-5070-865","url":null,"abstract":"In this paper we present advances in fractional variational problems with a Lagrangian depending on Caputo fractional and classical derivatives. New formulations of the fractional Euler-Lagrange equation are shown for the basic and isoperimetric problems, one in an integral form, and the other that depends only on the Caputo derivatives. The advantage is that Caputo derivatives are more appropriate for modeling problems than the Riemann-Liouville derivatives and makes the calculations easier to solve because, in some cases, its behavior is similar to the behavior of classical derivatives. Finally, a new exact solution for a particular variational problem is obtained.","PeriodicalId":93376,"journal":{"name":"Statistics, optimization & information computing","volume":"8 1","pages":"590-601"},"PeriodicalIF":0.0,"publicationDate":"2020-05-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42407158","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-05-18DOI: 10.19139/soic-2310-5070-686
B. Oduro, O. Apenteng, H. Nkansah
Black pod disease is caused by fungi of the species Phytophthora palmivora or Phytophthora megakarya. The disease causes darkening of affected areas of cocoa trees and/or fruits and leads to significant reduction in crop yields and decreases lifespan of the plant. This study presents a simple S_1S_2IT-type model with variable population size to assess the impact of fungicide treatment on the dynamics of the black pod disease. We do both theoretical studies and numerical simulations of the model. In particular, we analyze the existence of equilibrium points and their stability, simulate the model using data on reported black pod cases from Ghana. In addition, we perform sensitivity analysis of the basic reproduction number with respect to the model parameters. The results show that the top three parameters that govern the dynamics of the black pod disease are the treatment rate, transmission rate, and planting rate of new trees
{"title":"Assessing the effect of fungicide treatment on Cocoa black pod disease in Ghana: Insight from mathematical modeling","authors":"B. Oduro, O. Apenteng, H. Nkansah","doi":"10.19139/soic-2310-5070-686","DOIUrl":"https://doi.org/10.19139/soic-2310-5070-686","url":null,"abstract":"Black pod disease is caused by fungi of the species Phytophthora palmivora or Phytophthora megakarya. The disease causes darkening of affected areas of cocoa trees and/or fruits and leads to significant reduction in crop yields and decreases lifespan of the plant. This study presents a simple S_1S_2IT-type model with variable population size to assess the impact of fungicide treatment on the dynamics of the black pod disease. We do both theoretical studies and numerical simulations of the model. In particular, we analyze the existence of equilibrium points and their stability, simulate the model using data on reported black pod cases from Ghana. In addition, we perform sensitivity analysis of the basic reproduction number with respect to the model parameters. The results show that the top three parameters that govern the dynamics of the black pod disease are the treatment rate, transmission rate, and planting rate of new trees","PeriodicalId":93376,"journal":{"name":"Statistics, optimization & information computing","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-05-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67752556","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-05-18DOI: 10.19139/soic-2310-5070-908
Yaping Hu, Liying Liu, Yujie Wang
This paper presents a Wei-Yao-Liu conjugate gradient algorithm for nonsmooth convex optimization problem. The proposed algorithm makes use of approximate function and gradient values of the Moreau-Yosida regularization function instead of the corresponding exact values. Under suitable conditions, the global convergence property could be established for the proposed conjugate gradient method. Finally, some numerical results are reported to show the efficiency of our algorithm.
{"title":"Wei-Yao-Liu Conjugate Gradient Algorithm for Nonsmooth Convex Optimization Problems","authors":"Yaping Hu, Liying Liu, Yujie Wang","doi":"10.19139/soic-2310-5070-908","DOIUrl":"https://doi.org/10.19139/soic-2310-5070-908","url":null,"abstract":"This paper presents a Wei-Yao-Liu conjugate gradient algorithm for nonsmooth convex optimization problem. The proposed algorithm makes use of approximate function and gradient values of the Moreau-Yosida regularization function instead of the corresponding exact values. Under suitable conditions, the global convergence property could be established for the proposed conjugate gradient method. Finally, some numerical results are reported to show the efficiency of our algorithm.","PeriodicalId":93376,"journal":{"name":"Statistics, optimization & information computing","volume":"8 1","pages":"403-413"},"PeriodicalIF":0.0,"publicationDate":"2020-05-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43278253","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-02-27DOI: 10.19139/soic-2310-5070-884
M. Alansari, M. Akram, M. Dilshad
In this article, we introduce and study a generalized system of mixed variational-like inclusion problems involving αβ-symmetric η-monotone mappings. We use the resolvent operator technique to calculate the approximate common solution of the generalized system of variational-like inclusion problems involving αβ-symmetric η-monotone mappings and a fixed point problem for nonlinear Lipchitz mappings. We study strong convergence analysis of the sequences generated by proposed Mann type iterative algorithms. Moreover, we consider an altering points problem associated with a generalized system of variational-like inclusion problems. To calculate the approximate solution of our system, we proposed a parallel S-iterative algorithm and study the convergence analysis of the sequences generated by proposed parallel S-iterative algorithms by using the technique of altering points problem. The results presented in this paper may be viewed as generalizations and refinements of the results existing in the literature.
{"title":"Iterative Algorithms for a Generalized System of Mixed Variational-Like Inclusion Problems and Altering Points Problem","authors":"M. Alansari, M. Akram, M. Dilshad","doi":"10.19139/soic-2310-5070-884","DOIUrl":"https://doi.org/10.19139/soic-2310-5070-884","url":null,"abstract":"In this article, we introduce and study a generalized system of mixed variational-like inclusion problems involving αβ-symmetric η-monotone mappings. We use the resolvent operator technique to calculate the approximate common solution of the generalized system of variational-like inclusion problems involving αβ-symmetric η-monotone mappings and a fixed point problem for nonlinear Lipchitz mappings. We study strong convergence analysis of the sequences generated by proposed Mann type iterative algorithms. Moreover, we consider an altering points problem associated with a generalized system of variational-like inclusion problems. To calculate the approximate solution of our system, we proposed a parallel S-iterative algorithm and study the convergence analysis of the sequences generated by proposed parallel S-iterative algorithms by using the technique of altering points problem. The results presented in this paper may be viewed as generalizations and refinements of the results existing in the literature.","PeriodicalId":93376,"journal":{"name":"Statistics, optimization & information computing","volume":"8 1","pages":"549-564"},"PeriodicalIF":0.0,"publicationDate":"2020-02-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45251633","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-02-27DOI: 10.19139/soic-2310-5070-652
I. Khan
The dual generalized order statistics is a unified scheme which contains the well known decreasingly ordered random variables such as (reversed) order statistics, lower record values and lower Pfeifer record values. In this article, characterization results on Gompertz-Verhulst distribution through the conditional expectation of dual generalized order statistics based on non-adjacent dual generalized order statistics are given. These relations are deduced for moments of reversed order statistics, order statistics and lower record values. Further a characterization result through the truncated moment is also derived.
{"title":"Dual Generalized Order Statistics from Gompertz-Verhulst Distribution and Characterization","authors":"I. Khan","doi":"10.19139/soic-2310-5070-652","DOIUrl":"https://doi.org/10.19139/soic-2310-5070-652","url":null,"abstract":"The dual generalized order statistics is a unified scheme which contains the well known decreasingly ordered random variables such as (reversed) order statistics, lower record values and lower Pfeifer record values. In this article, characterization results on Gompertz-Verhulst distribution through the conditional expectation of dual generalized order statistics based on non-adjacent dual generalized order statistics are given. These relations are deduced for moments of reversed order statistics, order statistics and lower record values. Further a characterization result through the truncated moment is also derived.","PeriodicalId":93376,"journal":{"name":"Statistics, optimization & information computing","volume":"7 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-02-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81175825","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-02-26DOI: 10.19139/soic-2310-5070-506
Faisal G. Khamis, G. A. El-Refae
Many researchers have studied socioeconomic, health, and security variables in developed countries; however, very few studies used multivariate analysis in developing countries. The current study contributes to the scarce literature about the determinants of the variance in socioeconomic, health, and security factors. Questions raised were whether the independent variables (IVs) of governorate and year impact the socioeconomic, health, and security dependent variables (DVs) in Jordan? Whether the marginal mean of each DV in each governorate and each year is significant? Which governorates are similar in the difference between means of each DV? Whether these DVs vary? The main objectives were to determine the source of variances in DVs, collectively and separately, testing which governorates are similar and which diverge for each DV. The research design was a time-series and cross-sectional analysis. The main hypotheses are that IVs affect DVs collectively and separately. Multivariate and univariate analyses of variance were carried out to test these hypotheses. The population of 12 governorates in Jordan and the available data of 15 years (2000-2015) accrued from several Jordanian statistical yearbooks. We investigated the effect of two factors of governorate and year on the four DVs of divorce, mortality, unemployment, and crime. Also, descriptive statistics were calculated for each DV in each governorate and each year. However, we performed a visual and numerical inspection of how each DV changed over time in each governorate compared with DV change in other governorates. The rate of divorce, mortality, and crime, and the percentage of unemployment were used in the analyses. All DVs were transformed into a multivariate normal distribution. Based on the multivariate analysis of variance, we found a significant effect in IVs on DVs with p < 0.001. Based on the univariate analysis, we found a significant effect of IVs on each DV with p < 0.001. Except for the effect of the year factor on unemployment was not significant with p = 0.642. Besides, the grand and marginal means of each DV in each governorate and each year were significant based on a 95% confidence interval. Furthermore, most governorates are not similar in DVs with p < 0.001. We concluded that the two factors produce significant effects on DVs, collectively and separately. Based on these findings, the government can distribute its financial and physical resources to governorates more efficiently. By identifying the sources of variance that contribute to the variation in DVs, insights can help inform focused variation prevention efforts.
{"title":"Applying Multivariate and Univariate Analysis of Variance on Socioeconomic, Health, and Security Variables in Jordan","authors":"Faisal G. Khamis, G. A. El-Refae","doi":"10.19139/soic-2310-5070-506","DOIUrl":"https://doi.org/10.19139/soic-2310-5070-506","url":null,"abstract":"Many researchers have studied socioeconomic, health, and security variables in developed countries; however, very few studies used multivariate analysis in developing countries. The current study contributes to the scarce literature about the determinants of the variance in socioeconomic, health, and security factors. Questions raised were whether the independent variables (IVs) of governorate and year impact the socioeconomic, health, and security dependent variables (DVs) in Jordan? Whether the marginal mean of each DV in each governorate and each year is significant? Which governorates are similar in the difference between means of each DV? Whether these DVs vary? The main objectives were to determine the source of variances in DVs, collectively and separately, testing which governorates are similar and which diverge for each DV. The research design was a time-series and cross-sectional analysis. The main hypotheses are that IVs affect DVs collectively and separately. Multivariate and univariate analyses of variance were carried out to test these hypotheses. The population of 12 governorates in Jordan and the available data of 15 years (2000-2015) accrued from several Jordanian statistical yearbooks. We investigated the effect of two factors of governorate and year on the four DVs of divorce, mortality, unemployment, and crime. Also, descriptive statistics were calculated for each DV in each governorate and each year. However, we performed a visual and numerical inspection of how each DV changed over time in each governorate compared with DV change in other governorates. The rate of divorce, mortality, and crime, and the percentage of unemployment were used in the analyses. All DVs were transformed into a multivariate normal distribution. Based on the multivariate analysis of variance, we found a significant effect in IVs on DVs with p < 0.001. Based on the univariate analysis, we found a significant effect of IVs on each DV with p < 0.001. Except for the effect of the year factor on unemployment was not significant with p = 0.642. Besides, the grand and marginal means of each DV in each governorate and each year were significant based on a 95% confidence interval. Furthermore, most governorates are not similar in DVs with p < 0.001. We concluded that the two factors produce significant effects on DVs, collectively and separately. Based on these findings, the government can distribute its financial and physical resources to governorates more efficiently. By identifying the sources of variance that contribute to the variation in DVs, insights can help inform focused variation prevention efforts.","PeriodicalId":93376,"journal":{"name":"Statistics, optimization & information computing","volume":"8 1","pages":"386-402"},"PeriodicalIF":0.0,"publicationDate":"2020-02-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67752431","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-02-22DOI: 10.19139/soic-2310-5070-817
Min-Hyuk Kim, Suhwan Kim, Bongkyu Han
This article deals with a one-searcher multi-target search problem where targets with different detection priorities move in Markov processes in each discrete time interval over a given space search area, and the total number of search time intervals is fixed. A limited search resource is available in each search time interval and an exponential detection function is assumed. The searcher can obtain a target detection reward, if the target is detected, which represents the detection priority of target and does not increase with respect to time. The objective is to establish the optimal search plan that allocates the search resource effort over the search areas in each time interval in order to maximize the total detection reward. The analysis shows that the given problem can be decomposed into interval-wise individual search problems, each being treated as a single stationary target problem for each time interval. Thus, an iterative procedure is derived to solve a sequence of stationary target problems. The computational results show that the proposed algorithm guarantees optimality.
{"title":"Extended Search Planning for Multiple Moving Targets Incorporating Search Priorities","authors":"Min-Hyuk Kim, Suhwan Kim, Bongkyu Han","doi":"10.19139/soic-2310-5070-817","DOIUrl":"https://doi.org/10.19139/soic-2310-5070-817","url":null,"abstract":"This article deals with a one-searcher multi-target search problem where targets with different detection priorities move in Markov processes in each discrete time interval over a given space search area, and the total number of search time intervals is fixed. A limited search resource is available in each search time interval and an exponential detection function is assumed. The searcher can obtain a target detection reward, if the target is detected, which represents the detection priority of target and does not increase with respect to time. The objective is to establish the optimal search plan that allocates the search resource effort over the search areas in each time interval in order to maximize the total detection reward. The analysis shows that the given problem can be decomposed into interval-wise individual search problems, each being treated as a single stationary target problem for each time interval. Thus, an iterative procedure is derived to solve a sequence of stationary target problems. The computational results show that the proposed algorithm guarantees optimality.","PeriodicalId":93376,"journal":{"name":"Statistics, optimization & information computing","volume":"8 1","pages":"471-480"},"PeriodicalIF":0.0,"publicationDate":"2020-02-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43751505","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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