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INFORMS Nashville – 2016

326

3 - Classification Based Approach To Nanorod Segmentation In

Scanning Electron Micrographs

Mostafa Gilanifar, Florida State University, Tallahassee, FL,

United States,

mg14m@my.fsu.edu

, Abhishek Shrivastava

Estimation of nanorod morphology from scanning electron micrographs requires

extracting nanorods from the image. This foreground-background segmentation

of nanorods is challenging due to several reasons - low signal to noise ratio, high

degrees of nanorod overlap and shape similarity. In this talk, we present a

classification-based approach to the segmenation problem. We use a

decomposition-based approach to identify nanorod and background image

patterns, which can be discriminated accurately using a trained classifier. We

demonstrate the accuracy of the approach through several examples.

4 - An Order-invariant Cholesky-log-garch Model For Multivariate

Financial Time Series

Xinwei Deng, Associate professor, Virginia Tech, 211 Hutcheson

Hall, 250 Drillfield Drive, Blacksburg, VA, 24060, United States,

xdeng@vt.edu,

Xiaoning Kang, Kam-Wah Tsui, Mohsen

Pourahmadi

Accurate estimation of time-varying covariance matrices is of great importance in

the analysis of financial data. Most existing models are known to break down at

the estimation stage for dimensions larger than ten or so. In this work, we

propose a novel order-invariant Cholesky-log-GARCH model for estimating the

covariance matrix of multivariate time series based on a random sample from a

population of all possible permutations of the p variables. The ensuing

methodology not only provides accurate estimation, but also gives accurate

prediction at future time points. The merits of the proposed method are illustrated

through three real financial data sets in comparison with conventional methods.

TC68

Mockingbird 4- Omni

Reliability Evaluation and Optimization from

Complex Systems II

Sponsored: Quality, Statistics and Reliability

Sponsored Session

Chair: Eunshin Byon, University of Michigan, College Station, MI,

United States,

ebyon@umich.edu

Co-Chair: Qingyu Yang, Wayne State University, Detroit, MI, United

States,

qyang@wayne.edu

1 - Reliability Estimation Of Systems With Spherically

Distributed Units

Jingbo Guo, Rutgers, The State University of New Jersey,

guojingbochina@gmail.com

, Elsayed A. Elsayed

Spherically distributed systems are emerging in a diverse range of industries such

as aerospace, nuclear, military and oceanography. We refer this kind of units on a

spherical arrangement as k-n-i: G balanced systems. In such a system, n pairs of

units are distributed evenly on i vertical planes in a sphere. The system is

considered functioning when at least k out of n pairs of units operate properly

while satisfying the system’s balance requirement. In this presentation, we

introduce an efficient and general algorithm to estimate the reliability of such

systems for any range of k, n, i. We also present a numerical example to illustrate

the algorithm.

2 - Condition-based Selective Maintenance Optimization For A

Large-scale System

Young Myoung Ko, Pohang University of Science and Technology,

youngko@postech.ac.kr

, Eunshin Byon

We extend our previous study on condition-based maintenance optimization that

schedules maintenance activities in a large-scale system comprising identical

units. Our previous method was based on the assumption that each maintenance

activity renews all units, which made the analysis tractable by taking advantage of

the results from the renewal theory, but indeed restricts the applicability of the

method. In this talk, we present a new approach that relaxes the renewal

assumption and finds the optimal thresholds that trigger maintenance operations

to repair a subset of units (i.e., highly deteriorated or failed units) in a system.

3 - A Two-stage Structural Degradation Modeling In Sparse Datasets

Abdallah Chehade, University of Wisconsin - Madison,

chehade@wisc.edu

, Kaibo Liu

Degradation modeling has become essential to the field of condition monitoring

for better logistics and decision-making. Existing approaches assume there exists a

high-quality data-rich environment. However, in many scenarios, the provided

dataset is sparse with limited observations. For example, patients tend to skip

their semi-annual clinic visits and result in a highly sparse dataset. To fill the

literature gap, we propose a novel two-stage approach for structural degradation

modeling in sparse datasets. Both simulation and case studies that involve a

dataset (ADNI) for Alzheimer disease were used to numerically evaluate and

compare the performance of the proposed methodology.

4 - Title: Resistance Level Determination At The Reliability-based

System Design

Qiyun Pan, University of Michigan,

qiyun@umich.edu,

Eunshin Byon

In order to provide a guideline for choosing appropriate design parameters to

meet a required level of system reliability, resistance level determination becomes

crucial in many applications. At the design stage, resistance level can be estimated

using stochastic simulations, and the resistance level estimation can be formulated

as a statistical quantile estimation problem. We present a new adaptive

importance sampling algorithm to improve the estimation accuracy, given a

computational budget.

TC69

Old Hickory- Omni

Airports, Runways, and Descents

Sponsored: Aviation Applications

Sponsored Session

Chair: Emad Alharbi, NJIT, 8 Gordon Cir, Parsippany, NJ, 07054,

United States,

eaa3@njit.edu

1 - An Airport Scheduling Mechanism Based On Efficiency, Equity

And On-time Performance Objectives

Alexandre Jacquillat, Assistant Professor of Operations Research,

Carnegie Mellon University, 5000 Forbes Ave, Pittsburgh, PA,

15213, United States,

ajacquil@andrew.cmu.edu

, Vikrant Vaze

Airport congestion can be mitigated through scheduling interventions that control

imbalances between peak-hour demand and capacity. We design and optimize a

non-monetary scheduling mechanism that starts with scheduling inputs from the

airlines and airport capacity estimates, and that reschedules flights based on

efficiency, inter-airline equity and on-time performance objectives. Theoretical

and computational results suggest that large equity gains can be achieved at no,

or small, losses in efficiency, and that accounting for airline preferences can

enhance the mechanism outcomes.

2 - Integration Of Airport Runway And Taxi Planning

Giuseppe Sirigu, ETS Ingeniería Aeronáutica y del Espacio, Dep

Matemática Aplicada Ingenieria Aeroespaci, Plaza Cardenal

Cisneros 3, Madrid, 28040, Spain,

angel.marin@upm.es,

John-Paul Clarke, Angel Marin

We develop and compare network flow-based and Monte Carlo sampling-based

deterministic algorithms for the joint optimization of runway and taxiway

operations considering required separation minima and environmental concerns.

The objective is to minimize the movement time and/or taxi delay considering the

desired takeoff time windows and earliest pushback times. The algorithms are

compared using numerical simulations that replicate real-word airport operations.

3 - Departure Queue Management - A Data Driven Analysis

Marc Rose, Senior Operations Research Analyst, MCR Federal,

LLC, 600 Maryland Ave, 306E, Washington, DC, 20024,

United States,

mrose@mcri.com

At the FAA the Terminal Flight Data Manager (TFDM) is composed of many

capabilities. A major component is the Departure Queue Manager (DQM) which

is designed to shift aircraft taxi-out delay away from the runway queue to either

the gate (preferred) or a designated waiting area, thus saving fuel. In this paper I

discuss the databases and calculations applied to estimate the amount of time that

can be shifted from the queue. This will include some discussion of the

programming and constraints required to capture some of the uncertainties in the

concept

4 - Continuous Descent Arrival Adoption During High Traffic Periods:

A Data-driven And Predictive Modeling Approach

Emad Alharbi, PhD Candidate, New Jersey Institute of Technology,

Newark, NJ, 07102, United States,

eaa3@njit.edu,

Layek Abdel-Malek

This study investigates Continuous Descent Arrival (CDA) adoption during high

traffic levels periods. We utilize data-driven system approach and predictive

analytics to build an online CDA predictive model for an enhanced Air Traffic

Management (ATM) procedures as well as an efficient CDA adoption. A

Hierarchical Clustering Analysis (HCA) is performed to aggregate data from offline

flight tracking logs and Meteorological Aviation Reports (METARs) at selected

U.S. airports. The analysis facilitates the visualization of descent profiles and

assists in developing a predictive model for CDA instances using Decision Trees

with AdaBoost and Support Vector Machines (SVM).

TC68