ARTICLE | doi:10.20944/preprints201709.0021.v1
Subject: Physical Sciences, Atomic & Molecular Physics Keywords: Markov chain Monte Carlo; stochastic dynamics integrators; decorrelation time; integrated autocorrelation time
Online: 7 September 2017 (03:43:35 CEST)
Markov chain Monte Carlo sampling propagators, including numerical integrators for stochastic dynamics, are central to the calculation of thermodynamic quantities and determination of structure for molecular systems. Efficiency is paramount, and to a great extent, this is determined by the integrated autocorrelation time (IAcT). This quantity varies depending on the observable that is being estimated. It is suggested that it is the maximum of the IAcT over all observables that is the relevant metric. Reviewed here is a method for estimating this quantity. For reversible propagators (which are those that satisfy detailed balance), the maximum IAcT is determined by the spectral gap in the forward transfer operator, but for irreversible propagators, the maximum IAcT can be far less than or greater than what might be inferred from the spectral gap. This is consistent with recent theoretical results (not to mention past practical experience) suggesting that irreversible propagators generally perform better if not much better than reversible ones. Typical irreversible propagators involve a parameter controlling the mix of ballistic and diffusive movement. To gain insight into the effect of the damping parameter for Langevin dynamics, its optimal value is obtained here for a multidimensional quadratic potential energy function.
ARTICLE | doi:10.20944/preprints201805.0091.v1
Subject: Engineering, Industrial & Manufacturing Engineering Keywords: battery; commercialization; markov chain; new technology; techno-economic
Online: 4 May 2018 (10:16:46 CEST)
LiFePO4 (LFP) or Lithium-ion battery with its advantages compared to common current motorcycle battery is an appropriate alternative in substituting wet and dry cell battery. Huge amount of demand of motorcycle along with the battery in Indonesia also make it an interesting product for business. In order to assess the commercial potential for such a new technology, market share needs to be estimated as well as the techno-economic feasibility. Hence, market share prediction using the residents of Surakarta Region and techno-economic analysis using NPV, IRR and PBP indicators have been conducted in this study. Calculation using markov chain method shows that LFP battery tends to dominate the market after certain period. Techno-economic analysis also figures out that the commercialization is feasible in three conditions - first mover, even with market leader and equilibrium point. Therefore, there is a great commercial potential for LFP battery especially in Indonesia.
Subject: Keywords: water resource management; water consumption prediction; Markov chain; autoregressive moving average model; error correction
Online: 10 January 2020 (07:09:20 CET)
Water resource is considered as a significant factor in development of regional environment and society. Water consumption prediction can provide important decision basis for the regional water supply scheduling optimisations. According to the periodicity and randomness nature of the daily water consumption data, a Markov modified autoregressive moving average (ARIMA) model is proposed in this study. The proposed model, combined with the Markov chain, can correct the prediction error, reduce the continuous superposition of prediction error, and improve the prediction accuracy of future daily water consumption data. The daily water consumption data of different monitoring points are used to verify the effectiveness of the model, and the future water consumption is predicted, in the study area. The results show that the proposed algorithm can effectively reduce the prediction error compared to the ARIMA.
ARTICLE | doi:10.20944/preprints201811.0594.v1
Subject: Mathematics & Computer Science, Computational Mathematics Keywords: Hidden Markov Models; Mathematical Linguistics; Voynich Manuscript
Online: 26 November 2018 (14:02:40 CET)
Hidden markov models are a very useful tool in the modelling of time series and any sequence of data. In particular, they have been successfully applied to the field of mathematical linguistics. In this paper, we apply a hidden markov model to analyze the underlying structure of an ancient and complex manuscript, known as Voynich's manuscript, that remains still undeciphered. By assuming a certain number of internal states representations for the symbols of the manuscript we train the network by means of the $\alpha$ and $\beta$-pass algorithms to optimize the model. By this procedure, we are able to obtain the so-called transition and observation matrices in order to compare with known languages concerning the frequency of consonant and vowel sounds. From this analysis, we conclude that transitions occur between the two states with similar frequencies to other languages. Moreover, the identification of the vowel and consonant sounds matches some previous tentative bottom-up approaches to decode the manuscript.
ARTICLE | doi:10.20944/preprints201802.0009.v1
Subject: Keywords: Cache Coding, Source Coding, Absorbing Markov Chain
Online: 1 February 2018 (16:45:19 CET)
Network coding approaches typically consider an unrestricted recoding of coded packets in the relay nodes for increased performance. However, this can expose the system to pollution attacks that cannot be detected during transmission, until the receivers attempt to recover the data. To prevent these attacks while allowing for the benefits of coding in mesh networks, the Cache Coding was proposed. This protocol only allows recoding at the relays when the relay has received enough packets to decode an entire generation of packets. At that point, the relay node recodes and signs the recoded packets with its own private key allowing for the system to detect and minimize the effect of pollution attacks and make relays accountable for changes on the data. This paper analyzes the delay performance of Cache Coding to understand the security-performance trade-off of this scheme. We introduce an analytical model for the case of two relays in an erasure channel relying on an Absorbing Markov Chain and a approximate model to estimate the performance in terms of the number of transmissions before successfully decoding at the receiver. We confirm our analysis using simulation results. We show that Cache Coding can overcome security issues of unrestricted recoding with only a moderate decrease in system performance.
ARTICLE | doi:10.20944/preprints202208.0119.v1
Subject: Earth Sciences, Environmental Sciences Keywords: LULC; prediction; artificial neural network; Urmia; CA-Markov
Online: 5 August 2022 (09:32:32 CEST)
A correctly obtained Land-use/land-cover (LULC) prediction map is essential to under-standing and assessing future patterns. In the study, the LULC map of Urmia/Iran in 2030 was produced using two different prediction methods CA-Markov and Artificial Neural Network (ANN). In general, the study followed a methodology consisting of three steps. In the first steps, Landsat satellite images acquired in 2000, 2010 and 2020 were classified with maximum likelihood algorithm and LULC maps were prepared for each year. In the second stage, to investigate the LULC prediction methods' validation (CA-Markov and ANN) the LULC prediction map of 2020 was produced using the LULC map of 2000 and 2010; In this step, the predicted LULC map of 2020 and the actual LULC map of 2020 were evaluated by correctness, completeness and quality indexes. Finally, The LULC map for 2030 was prepared using all two algorithms and the change map was extracted. The results show that the area of soil and vegetation decreased, and built-up regions increased during the research period. The methods validation results show that the two algorithms are much closer to each other. Nevertheless, in general, ANN has the highest completeness (96.21%) and quality (93.8%) and CA-Markov the most correctness (96.47). This study shows that the CA-Markov algorithm is most successful in predicting the future that had larger areas and a higher percentage in the region (urban and vegetation cover) and the ANN algorithm in predicting phenomena that had smaller levels with fewer percentages (soil and rock).
ARTICLE | doi:10.20944/preprints202104.0712.v1
Subject: Mathematics & Computer Science, Algebra & Number Theory Keywords: Pricing, loss networks, Markov decision processes, blocking probability.
Online: 27 April 2021 (12:32:37 CEST)
Congestion pricing has received lots of attention in the scientific discussion. Congestion pricing means that the operator increases prices at the time of congestion and the traffic demand is expected to decrease. In a certain sense, shadow prices are an optimal way of congestion pricing: users are charged shadow prices, i.e., the expectations of future losses because of blocked connections. The shadow prices can be calculated exactly from Howard’s equation, but this method is difficult. The paper presents simple approximations to the solution of Howard’s equation and a way to derive more exact approximations. If users do not react by lowering their demand, they will receive higher bills to pay. Many users do not react to increased prices but would want to know how the congestion pricing mechanism affects the bills. The distribution of the price of a connection follows from knowing the shadow prices and the probability of a congestion state. There is another interesting distribution. The network produces profit to the operator, or equivalently, blocked connections produce a cost to the operator. The average cost rate can be calculated from Howard’s equation, but the costs have some distribution. The distribution gives the risk that the actual costs exceed the average costs, and the operator should include this risk to the prices. The main result of this paper shows how to calculate the distribution of the costs in the future for congestion pricing by shadow prices and for congestion pricing with a more simple pricing scheme that produces the same average costs.
ARTICLE | doi:10.20944/preprints202010.0522.v1
Subject: Mathematics & Computer Science, Algebra & Number Theory Keywords: malaria model; transition matrix; Markov chain; malaria statistics
Online: 26 October 2020 (12:22:20 CET)
The purpose of this study is to estimate the mean transitioning probabilities from a Healthy state to malaria positive uncomplicated state or to malaria positive severe state. It also classifies the various transitioning probabilities of moving through the various states based on some baseline characteristics. Malaria test results for 2019 over a 12-month period were collected from the University of Ghana school clinic. An H-U model for the study was developed and the transition rates from the cross-sectional data are indicated. With two states Healthy (H) and Uncomplicated (U) forming a state space, there were four possible transitions. The results show that the probability of transitioning from a Healthy state to a malaria positive state is 0.03% while the probability that an individual will remain at Healthy state (H) after the test is 99.73%. It was found that if an individual is already positive and has taken medication the probability that its second test came out negative is 6.45% while the chances that it will remain positive but uncomplicated is 93.55%. The study also showed that in the long run, about 95.98% of persons who visited the student clinic with malaria symptoms recorded negative tests for malaria parasite while about 4% recorded positive for malaria. In terms of disaggregation by gender, it was realized that the number of reported negative test results were higher for females (97.08%) than for males (96.13%). However, the infection rate is higher for males (3.87%) than females (2.92%). It is recommended that in as much as the University of Ghana has two health centers (a clinic and hospital), there should be a centralized system to track students’ health so research done would not be biased.
Subject: Mathematics & Computer Science, General & Theoretical Computer Science Keywords: runtime verification; probabilistic monitor; markov chain; ω-automata
Online: 10 April 2019 (06:30:12 CEST)
Runtime verification (RV) is a lightweight approach to detecting temporal errors of system at runtime. It confines the verification on observed trajectory which avoids state explosion problem.To predict the future violation, some work proposed the predictive RV which uses the information from models or static analysis. But for software whose models and codes cannot be obtained, or systems running under uncertain environment, these predictive methods cannot take effect. Meanwhile, RV in general takes multi-valued logic as the specification languages, for example the " true, false and inconclusive" in three-valued semantics. They cannot give accurate quantitative description of correctness when "inconclusive" is encountered. We in this paper present a RV method which learns probabilistic model of system and environment from history traces and then generates probabilistic runtime monitor to quantitatively predict the satisfaction of temporal property at each runtime state. In this approach, Hidden Markov Model (HMM) is firstly learned and then transformed to Discrete Time Markov Chain (DTMC). To construct incremental monitor, the monitored LTL property is translated into Deterministic Rabin Automaton (DRA). The final probabilistic monitor is obtained by generating the product of DTMC and DRA, and computing the probabilities for each state. With such method, one can give early warning once the probability of correctness is lower than pre-defined threshold, and have the chance to do adjustment in advance. The method has been implemented and experimented on real UAS (Unmanned Aerial Vehicle) simulation platform.
COMMENT | doi:10.20944/preprints201608.0166.v1
Subject: Social Sciences, Geography Keywords: Regional inequality; Multilevel regression; Markov chain; Guizhou Province
Online: 17 August 2016 (12:58:58 CEST)
This study analyses regional development in one of the poorest provinces in China, Guizhou Province, between 2000 and 2012 using a multiscale and multi-mechanism framework. In general, regional inequality has been declining since 2000. In addition, economic development in Guizhou Province presented spatial agglomeration and club convergence, which shows how the development pattern of one core area, two-wing areas and a contiguous area at the edge of the province have been developed between 2006 and 2012. Multilevel regression analysis revealed that industrialization and investment level were the primary driving forces of regional economic disparity in Guizhou Province. The influences of marketization and decentralization on regional economic disparity were relatively weak. Investment level reinforced regional economic disparity and the development of core-periphery structure in the province. However, investment level actually weakened the regional economic disparity in Guizhou Province when the variable of time was considered. In addition, both the topography and urban–rural differentiation were the two main reasons for forming a core-periphery structure in Guizhou Province.
ARTICLE | doi:10.20944/preprints202107.0622.v1
Subject: Keywords: Monte Carlo Tree Search, Software Design, Markov Decision Process
Online: 28 July 2021 (10:29:08 CEST)
Flexible implementations of Monte Carlo Tree Search (MCTS), combined with domain specific knowledge and hybridization with other search algorithms, can be a very powerful for the solution of problems in complex planning. We introduce mctreesearch4j, a standard MCTS implementation written as a standard JVM library following key design principles of object oriented programming. We define key class abstractions allowing the MCTS library to flexibly adapt to any well defined Markov Decision Process or turn-based adversarial game. Furthermore, our library is designed to be modular and extensible, utilizing class inheritance and generic typing to standardize custom algorithm definitions. We demon- strate that the design of the MCTS implementation provides ease of adaptation for unique heuristics and customization across varying Markov Decision Process (MDP) domains. In addition, the implementation is reasonably performant and accurate for standard MDP’s. In addition, via the implementation of mctreesearch4j, the nuances of different types of MCTS algorithms are discussed.
ARTICLE | doi:10.20944/preprints202103.0299.v1
Subject: Mathematics & Computer Science, Algebra & Number Theory Keywords: Markov Modulated Poisson Process; Multifractals; Self-similarity; Traffic modeling
Online: 11 March 2021 (08:38:36 CET)
This paper presents a simple and fast technique of multifractal traffic modeling. It proposes a method of fitting model to a given traffic trace. A comparison of simulation results obtained for an exemplary trace, multifractal model and Markov Modulated Poisson Process models has been performed.
ARTICLE | doi:10.20944/preprints202011.0341.v1
Subject: Social Sciences, Accounting Keywords: Dementia; Olanzapine; Risperidone; BPSD; Markov model; Sensitivity analyses; Thailand
Online: 12 November 2020 (10:28:50 CET)
Aim: This research is aimed at examining the cost-effectiveness of olanzapine versus risperidone in dementia patients with behavioural and psychological symptoms in Thailand. Methods: An existing Markov model based on a critical review through the comprehensive literature search and a justification for the most appropriate model for a Thai setting was adapted to simulate the disease progression of patients with dementia with behavioural disturbances until their need for full-time care (FTC). The time to the FTC state was estimated by a predictive equation developed by Rive et al. (2010). The model was conducted to assess the expected costs and outcomes associated with olanzapine compared with risperidone for Thai patients with BPSD aged 60 years and above. This model performed over a five-year time horizon with a one-month cycle length based on a societal perspective. The incremental cost-effectiveness ratio was used as the estimated outcome. Sensitivity analyses were also conducted to demonstrate the robustness of the results. Results: Over 5 years, olanzapine was found to be a cost-effective therapeutic option for the treatment of behaviourally disturbed patients with dementia compared with risperidone, in Thailand from a societal perspective (ICER < THB 160,000). The model underwent extensive sensitivity analyses, which also confirmed that olanzapine was the dominant strategy following the base-case findings. Conclusions: By comparison with risperidone, the model suggests that olanzapine can be regarded as a cost-effective therapeutic strategy for the management of patients with behavioural and psychological symptoms in Thailand.
ARTICLE | doi:10.20944/preprints202102.0055.v1
Subject: Social Sciences, Accounting Keywords: BRICS; Markov Switching; Tail dependence; Vine Copula; Conditional Value-at-Risk
Online: 1 February 2021 (15:37:49 CET)
This paper investigates the dynamic tail dependence risk between BRICS economies and world energy market in the context of the COVID-19 financial crisis of 2020, to determine optimal investment decisions based on risk metrics. For this purpose, the study employs a combination of novel statistical techniques ranging from Markov Switching, GARCH and Vine copula. Using a dataset consisting of daily stock and world crude oil prices; we find high probability of transition between lower and higher volatility regimes. Furthermore, our results based on the C-Vine copula confirm the existence of two types of tail dependence: - symmetric tail dependence between South Africa and China; South Africa and Russia; and lower tail dependence between South Africa and India; South Africa and Brazil; South Africa and Oil. For the purpose of diversification in these markets, we formulate an asset allocation problem using C-vine copula-based returns and optimize it using Particle Swarm algorithm with a rebalancing strategy. The results show an inverse relationship between the risk contribution and asset allocation of South Africa and oil market supporting the existence of lower tail dependence between them. This suggests that when South African stocks are in distress, investors tend to shift their holdings in oil market. Similar results are found between China and oil. In the upper tail, South African asset allocation is found to have an inverse relationship with that of Brazil, Russia and India suggesting that these three markets might be good investment destinations when things are not good in South Africa and vice-versa.
ARTICLE | doi:10.20944/preprints201909.0002.v1
Subject: Engineering, Electrical & Electronic Engineering Keywords: berry harvesting stages; Markov chains; Viterbi algorithm; monitoring; fruit damage indicator
Online: 1 September 2019 (08:11:54 CEST)
This article proposes a monitoring system that allows to track transitions between different stages in the berry harvesting process (berry picking, waiting for transport, transport, and arrival to the packing) solely using information from temperature and vibration sensors located in the basket. The monitoring system assumes a characterization of the process based on Hidden Markov Models and uses the Viterbi algorithm to perform inference and estimate the most likely state trajectory. The obtained state trajectory estimate is then used to compute a potential damage indicator in real-time. The proposed methodology does not require information about the weight of the basket to identify each of the different stages, which makes it effective and more efficient than other alternatives available in the industry.
ARTICLE | doi:10.20944/preprints201701.0079.v1
Subject: Engineering, Electrical & Electronic Engineering Keywords: accessibility; offshore; operation and maintenance; weather condition; Markov chain; data visualization
Online: 17 January 2017 (11:17:32 CET)
For offshore wind power generation, accessibility is one of the main factors that has great impact on operation and maintenance due to constraints on weather conditions for marine transportation. This paper presents a framework to explore the accessibility of an offshore site. At first, several maintenance types are defined and taken into account. Next, a data visualization procedure is introduced to provide an insight into the distribution of access periods over time. Then, a rigorous mathematical method based on finite state Markov chain is proposed to assess the accessibility of an offshore site from the maintenance perspective. A five-year weather data of a marine site is used to demonstrate the applicability and the outcomes of the proposed method. The main findings show that the proposed framework is effective in investigating the accessibility for different time scales and is able to catch the patterns of the distribution of the access periods. Moreover, based on the developed Markov chain, the average waiting time for a certain access period can be estimated. With more information on the maintenance of an offshore wind farm, the expected production loss due to time delay can be calculated.
ARTICLE | doi:10.20944/preprints201809.0227.v1
Subject: Engineering, Electrical & Electronic Engineering Keywords: location-aware; cooperative anti-jamming; Markov decision process; Markove game; reinforcement learning
Online: 13 September 2018 (03:26:04 CEST)
This paper investigates the cooperative anti-jamming distributed channel selection problem in UAV communication networks. Considering the existence of malicious jamming and co-channel interference, a location-aware cooperative anti-jamming scheme is designed for the purpose of maximizing the users' utilities. Users in the UAV group cooperate with each other via location information sharing. When the received interference energy is lower than mutual interference threshold, users conduct channel selection strategies independently. Otherwise, users take joint actions with a cooperative anti-jamming pattern under the impact of mutual interference. Aimed at the independent anti-jamming channel selection problem under no mutual interference, a Markov Decision Process framework is introduced, whereas for the cooperative anti-jamming channel selection case under the influence of co-channel mutual interference, a Markov game framework is employed. Furthermore, motivated by reinforcement learning with a ``Cooperation-Decision-Feedback-Adjustment" idea, we design a location-aware cooperative anti-jamming distributed channel selection algorithm (LCADCSA) to obtain the optimal anti-jamming channel strategies for the users with a distributed way. In addition, the channel switching cost and cooperation cost, which have great impact on the users' utilities, are introduced. Finally, simulation results show that the proposed algorithm converges to a stable solution with which the UAV group can avoid the malicious jamming as well as co-channel interference effectively.
ARTICLE | doi:10.20944/preprints202207.0377.v1
Subject: Engineering, Control & Systems Engineering Keywords: object detection; contour; polygonal approximation; piecewise split-merge algorithm; Coupled Hidden Markov Model
Online: 26 July 2022 (02:27:17 CEST)
Since the conventional split-merge algorithm is sensitive to the object scale variance and splitting starting point, a piecewise split-merge polygon approximation method is proposed to extract the object contour features. Specifically, the contour corner is used as the starting point for the contour piecewise approximation to reduce the sensitivity of the contour segment on the starting point; then, the split-merge algorithm is used to implement the polygon approximation for each contour segments. Both the distance ratio and the arc length ratio instead of the distance error are used as the iterative stop condition to improve the robustness to the object scale variance. Both the angle and length as two features describe the shape of the contour polygon, and affect each other along the contour order relationship. Since they have a strong coupling relationship. To improve the description correction of the contour, these two features are combined to construct a Coupled Hidden Markov Model to detect the object by calculating the probability of the contour feature. The proposed algorithm is validated on ETHZ Shape Classes and INRIA Horses standard datasets. Compared with other contour-based object detection algorithms, the proposed algorithm reduces the complexity of contour description, improves the robustness of contour features to scale variance, and has a higher object detection rate.
ARTICLE | doi:10.20944/preprints202111.0514.v1
Subject: Engineering, Electrical & Electronic Engineering Keywords: millimeter bands; fifth Generation; Handover; Deep Reinforcement Learning; and Jump Markov Linear System
Online: 29 November 2021 (07:50:19 CET)
The fifth Generation (5G) mobile networks use millimeter Waves (mmWaves) to offer giga bit data rates. However, unlike microwaves, mmWave links are prone to user and topographic dynamics. They easily get blocked and end up forming irregular cell patterns for 5G. This in turn cause too early, too late, or wrong handoffs (HOs). To mitigate HO challenges, sustain connectivity and avert unnecessary HO, we propose a HO scheme based on Jump Markov Linear System (JMLS) and Deep Reinforcement Learning (DRL). JMLS is widely known to account for abrupt changes in system dynamics. DRL likewise emerges as an artificial intelligence technique for learning highly dimensional and time-varying behaviors. We combine the two techniques to account for time-varying, abrupt, and irregular changes in mmWave link behaviour by predicting likely deterioration patterns of target links. The prediction is optimized by meta training techniques that also reduces training sample size. Thus, the JMLS-DRL platform formulates intelligent and versatile HO policies for 5G. Results show our proposed prediction scheme about target link behavior post HO to be highly reliable. The scheme also averts unnecessary HOs thus ably supports longer dew time.
ARTICLE | doi:10.20944/preprints202110.0261.v1
Subject: Earth Sciences, Geophysics Keywords: Seismic interferometry; Transdimensional tomography; Surface wave dispersion; probabilistic inversion; Markov chain Monte Carlo
Online: 19 October 2021 (08:23:56 CEST)
Seismic travel time tomography using surface waves is an effective tool for three-dimensional crustal imaging. Historically, these surface waves are the result of active seismic sources or earthquakes. More recently, however, also surface waves retrieved through the application of seismic interferometry are exploited. Conventionally, two-step inversion algorithms are employed to solve the tomographic inverse problem. That is, a first inversion results in frequency-dependent, two-dimensional maps of phase velocity, which then serve as input for a series of independent, one-dimensional frequency-to-depth inversions. As such, a two-dimensional grid of localized depth-dependent velocity profiles are obtained. Stitching these separate profiles together subsequently yields a three-dimensional velocity model. Relatively recently, a one-step three-dimensional non-linear tomographic algorithm has been proposed. The algorithm is rooted in a Bayesian framework using Markov chains with reversible jumps, and is referred to as transdimensional tomography. Specifically, the three-dimensional velocity field is parameterized by means of a polyhedral Voronoi tessellation. In this study, we investigate the potential of this algorithm for the purpose of recovering the three-dimensional surface-wave-velocity structure from ambient noise recorded on and around the Reykjanes Peninsula, southwest Iceland. To that end, we design a number of synthetic tests that take into account the station configuration of the Reykjanes seismic network. We find that the algorithm is able to recover the 3D velocity structure at various scales in areas where station density is high. In addition, we find that the standard deviation on the recovered velocities is low in those regions. At the same time, the velocity structure is less well recovered in parts of the peninsula sampled by fewer stations. This implies that the algorithm successfully adapts model resolution to the density of rays. Also, it adapts model resolution to the amount of noise on the travel times. Because the algorithm is computationally demanding, we modify the algorithm such that computational costs are reduced while sufficiently preserving non-linearity. We conclude that the algorithm can now be applied adequately to travel times extracted from (time-averaged) station-station cross correlations by the Reykjanes seismic network.
ARTICLE | doi:10.20944/preprints202106.0478.v1
Subject: Mathematics & Computer Science, Algebra & Number Theory Keywords: Limit order book; Liquidity fluctuations; Markov chains; Limit theorems; Large Deviations; Flash crash
Online: 18 June 2021 (12:35:04 CEST)
We propose a class of stochastic models for a dynamics of limit order book with different type of liquidities. Within this class of models we study the one where a spread decreases uniformly, belonging to the class of processes known as a population processes with uniform catastrophes. The law of large numbers (LLN), central limit theorem (CLT) and large deviations (LD) are proved for our model with uniform catastrophes. Our results allow us to satisfactorily explain the volatility and local trends in the prices, relevant empirical characteristics that are observed in this type of markets. Furthermore, it shows us how these local trends and volatility are determined by the typical values of the bid-ask spread. In addition, we use our model to show how large deviations occur in the spread and prices, such as those observed in flash crashes.
ARTICLE | doi:10.20944/preprints201607.0056.v1
Subject: Earth Sciences, Environmental Sciences Keywords: Land use change; urban sprawl; Logistic regression; Markov chain; Cellular automata; Gilan Province
Online: 18 July 2016 (11:53:16 CEST)
Although, promotion of urbanization culture in recent decades has made inevitable development of cities in the world, however, the development can be guided in a direction that leave, to the extent possible, minimum socioeconomic and environmental impacts. For this, it is required to first forecast auto-spreading orientation of cities and suburbs in rural areas over time and then avoid shapeless growth of cities. This paper is an attempt to develop a dynamic hybrid model based on logistic regression (LR), Markov chain (MC), and cellular automata (CA) for prediction of future urban sprawl in fast-growing cities. The model was developed using 12 widely-used urban development criteria, whose significant coefficient was determined by logistic regression, and validated by relative operating characteristic (ROC) analysis. The validated model was run in Guilan, a tourist province in northern Iran with a very high rate of urban development. For this, changes in the area of urban land use were detected over the period of 1989 to 2013 and then, future sprawl of the province was forecasted by the years 2025 and 2037. The analysis results revealed that the area of urban land use was increased by more than 1.7 % from 36012.5 ha in 1989 to 59754.8 ha in 2013, and the area of Caspian Hyrcanian forestland was reduced by 31628 ha. The results also predicted an alarming increase in the rate of urban development in the province by the years 2025 and 2037, during which urban land use is predicted to develop 0.9 % and 1.38 %, respectively. The development pattern is expected to be uneven and scattered, without following any particular direction. The development will occur close to the existing or newly-formed urban basements as well as around major roads and commercial areas. This development, if not controlled, will lead to the loss of 13863 ha of Hyrcanian forests and if the trend continues, 21013 ha of Hyrcanian forests and 20208 ha of Barren/open lands are expected to be destroyed by the year 2037. In general, the proposed model is an efficient tool for the support of urban planning decisions and facilitates the process of sustainable development of cities by providing decision-makers with an overview on future development of cities where the growth rate is very fast.
ARTICLE | doi:10.20944/preprints202208.0254.v1
Subject: Engineering, Control & Systems Engineering Keywords: steam generator water level control system; dynamic reliability; Boolean Logic Driven Markov Process; unavailability
Online: 15 August 2022 (08:57:51 CEST)
Steam Generator Level Control System (SGLCS) is one of the key instrumentations and control subsystems to ensure the safe operation of nuclear power plants. It is highly recommended to perform reliability analysis for SGLCS for making better maintenance strategy. SGLCS is a digital control system with complex redundant configuration and failure\self-diagnosis\repair action, traditional fault tree is not applicable due to its static property, Markov model is not a good choice too because of heavy burden of creating state transition graph for even medium-size system. Boolean Logic Driven Markov Process (BDMP) can describe complex failure-repair state transition via ‘trigger link’ and three kinds of leaf nodes, as well as keep compact and easy-read struct like fault tree. So BDMP is adopted to analysis reliability of SGLCS. Graphical BDMP modeling environment KB3 and Monte Carlo simulator YAMS is used for BDMP modeling and quantitative analysis respectively, and unavailability of SGLCS is obtained. The contribution of three parts of SGLCS to the unavailability of the system is also evaluated, and it is found that the water supply flow control part contributes the most to the failure of SGLCS.
ARTICLE | doi:10.3390/sci2040080
Subject: Keywords: urban sprawl; GlobeLand30; LULC change; remote sensing; cellular automata; Markov chain; growth prediction; Lagos
Online: 22 October 2020 (00:00:00 CEST)
Urban growth in various cities across the world, especially in developing countries, leads to land use change. Thus, predicting future urban growth in the most rapidly growing region of Nigeria becomes a significant endeavor. This study analyzes land use and land cover (LULC) change and predicts the future urban growth of the Lagos metropolitan region, using Cellular Automata (CA) model. To achieve this, the GlobeLand30 datasets from years 2000 and 2010 were used to obtain LULC maps, which were utilized for modeling and prediction. Change analysis and prediction for LULC scenario for 2030 were performed using LCM and CA_Markov chain modeling. The results show a substantial growth of artificial surfaces, which will cause further reductions in cultivated land, grassland, shrubland, wetland, and waterbodies. There was no appreciable impact of change for bare land, as its initial extent of cover later disappeared completely. Additionally, artificial surfaces/urban growth in Lagos expanded to the neighboring towns and localities in Ogun State during the study period, and it is expected that such growth will be higher in 2030. Lastly, the study findings will be beneficial to urban planners and land use managers in making key decisions regarding urban growth and improved land use management in Nigeria.
ARTICLE | doi:10.20944/preprints201807.0208.v1
Subject: Medicine & Pharmacology, General Medical Research Keywords: Na/K – ATPase; Markov chain; master equation; Src; oxidant stress; reactive oxygen species; aging
Online: 12 July 2018 (05:26:21 CEST)
Although the signaling function of Na/K ATPase is been studied for decades, the chasm between the pumping function and the signaling function of Na/K – ATPase is still an open issue. This article explores the relationship between ion pumping and signaling with attention to the amplification of oxidants through this signaling function. Starting with some experimental observations published by our laboratories and others, we develop some predictions regarding cellular oxidant stress.
REVIEW | doi:10.20944/preprints201804.0072.v1
Subject: Engineering, Electrical & Electronic Engineering Keywords: ANN; biometric; crime-scene; fuzzy logic; gait; human footprint; Hidden Markov Model; PCA; Recognition
Online: 6 April 2018 (08:54:28 CEST)
Human footprint is having a unique set of ridges unmatched by any other human being, and therefore it can be used in different identity documents for example birth certificate, Indian biometric identification system AADHAR card, driving license, PAN card, and passport. There are many instances of the crime scene where an accused must walk around and left the footwear impressions as well as barefoot prints and therefore it is very crucial to recovering the footprints to identify the criminals. Footprint-based biometric is a considerably newer technique for personal identification. Fingerprints, retina, iris and face recognition are the methods most useful for attendance record of the person. This time world is facing the problem of global terrorism. It is challenging to identify the terrorist because they are living as regular as the citizens do. Their soft target includes the industries of special interests such as defense, silicon and nanotechnology chip manufacturing units, pharmacy sectors. They pretend themselves as religious persons, so temples and other holy places, even in markets is in their targets. These are the places where one can obtain their footprints easily. The gait itself is sufficient to predict the behaviour of the suspects. The present research is driven to identify the usefulness of footprint and gait as an alternative to personal identification.
ARTICLE | doi:10.20944/preprints201711.0052.v1
Subject: Physical Sciences, Other Keywords: information entropy production; Discrete Markov Chains; spike train statistics; Gibbs measures; maximum entropy principle
Online: 8 November 2017 (04:25:12 CET)
Experimental recordings of the collective activity of interacting spiking neurons exhibit random behavior and memory effects, thus the stochastic process modeling the spiking activity is expected to show some degree of time irreversibility. We use the thermodynamic formalism to build a framework, in the context of spike train statistics, to quantify the degree of irreversibility of any parametric maximum entropy measure under arbitrary constraints, and provide an explicit formula for the information entropy production of the inferred Markov maximum entropy process. We provide examples to illustrate our results and discuss the importance of time irreversibility for modeling the spike train statistics.
ARTICLE | doi:10.20944/preprints201704.0106.v1
Subject: Engineering, Control & Systems Engineering Keywords: maneuvering target tracking; interacting multiple model; fifth-degree spherical simplex-radial rule; Markov process
Online: 18 April 2017 (03:35:28 CEST)
For improving the tracking accuracy and model switching speed of maneuvering target tracking in nonlinear systems, a new algorithm named interacting multiple model fifth-degree spherical simplex-radial cubature filter (IMM5thSSRCKF) is proposed in this paper. The new algorithm is a combination of the interacting multiple model (IMM) filter and fifth-degree spherical simplex-radial cubature filter (5thSSRCKF). The proposed algorithm makes use of Markov process to describe the switching probability among the models, and uses 5thSSRCKF to deal with the state estimation of each model. The 5thSSRCKF is an improved filter algorithm, which utilizes the fifth-degree spherical simplex-radial rule to improve the filtering accuracy. Finally, the tracking performance of the IMM5thSSRCKF is evaluated by simulation in a typical maneuvering target tracking scenario. Simulation results show that the proposed algorithm has better tracking performance and quicker model switching speed when disposing maneuver models compared with IMMUKF, IMMCKF and IMM5thCKF.
ARTICLE | doi:10.20944/preprints202105.0644.v1
Subject: Mathematics & Computer Science, Computational Mathematics Keywords: Markov chain; random variable transformation technique; asymptotic stable equilibria state; three age group SIIRD model
Online: 26 May 2021 (14:29:42 CEST)
We present a new analytical method to find the asymptotic stable equilibria states based on the Markov chain technique. We reveal this method on the SIR-type epidemiological model that we developed for viral diseases with long-term immunity memory pandemic. This is a large-scale model containing 15 nonlinear ODE equations, and classical methods have failed to analytically obtain its equilibria. The proposed method is used to conduct a comprehensive analysis by a stochastic representation of the dynamics of the model, followed by finding all asymptotic stable equilibrium states of the model for any values of parameters and initial conditions.
ARTICLE | doi:10.20944/preprints201801.0192.v1
Subject: Engineering, Energy & Fuel Technology Keywords: wind farm; energy storage system; economic value assessment; optimal sizing; dynamic programming; Markov decision process
Online: 22 January 2018 (04:33:23 CET)
This study identifies the optimal management policy of a given energy storage system (ESS) installed in a grid-connected wind farm for maximizing the monetary benefits and provides guidelines for defining the economic value of the ESS under the optimal management policy and selecting the optimal size of the ESS based on the economic value. Considering stochastic models for wind power and electricity price, we develop a finite-horizon periodic-review Markov decision process (MDP) model to seek the optimal management policy. We also use a simple optimization model to find the optimal storage capacity and charging/discharging capacity of the ESS. By applying our analytic approach to a real-world grid-connected wind farm located in South Korea, we verify the usefulness of this study. Our numerical study shows that the economic value of the ESS is highly dependent on the management policy, wind electricity variability, and the electricity price variability. Thus, the optimal size of ESS should be carefully determined based on the locational characteristics and management policy even with limited investments. Furthermore, this study provides a meaningful policy implication on how much a subsidy the government should provide for installing ESS in a wind farm.
ARTICLE | doi:10.20944/preprints201710.0142.v1
Subject: Mathematics & Computer Science, Probability And Statistics Keywords: competing risks; masked causes of failure; Markov Chain Monte Carlo; Bayesian analysis; partly interval censored
Online: 21 October 2017 (02:16:43 CEST)
Bayesian analysis for masked data under competing risk frameworks is studied for the purpose of assessing the impact of covariates on the hazard functions when the failure time is exactly observed for some subjects but only known to lie in an interval of time for the remaining subjects. Such data, known as partly interval-censored data, usually result from periodic inspection. Dirichlet and Gamma processes are assumed as priors for masking probabilities and baseline hazards. The Markov Chain Monte Carlo (MCMC) technique is employed for the implementation of the Bayesian approach. The effectiveness of the proposed model is tested through numerical studies, including simulated and real data sets.
BRIEF REPORT | doi:10.20944/preprints202110.0080.v2
Subject: Life Sciences, Genetics Keywords: SARS-CoV-2; MERS-CoV; arginine dimer; polybasic furin cleavage site; aginine codon; Markov model; bioinformatics
Online: 14 October 2021 (13:08:25 CEST)
The SARS-CoV-2 polybasic furin cleavage site is still a missing link. Remarkably, the two arginine residues of this protease recognition site are encoded by the CGG codon, which is rare in Betacoronavirus. However, the arginine pair is common at viral furin cleavage sites, but are not CGG-CGG encoded. The question is: Is this genetic footprint unique to the SARS-CoV-2? To address the issue, using Perl scripts, here I dissect in detail the NCBI Virus database in order to report the arginine dimers of the Betacoronavirus proteins. The main result reveals that a group of Middle East respiratory syndrome-related coronavirus (MERS-CoV) (isolates: camel/Nigeria/NVx/2016, host: Camelus dromedarius) also have the CGG-CGG arginine pair in the spike protein polybasic furin cleavage region. In addition, CGG-CGG encoded arginine pairs were found in the orf1ab polyprotein from HKU9 and HKU14 Betacoronavirus, as well as, in the nucleocapsid phosphoprotein from few SARS-CoV-2 isolates. To quantify the probability of finding the arginine CGG-CGG codon pair in Betacoronavirus, the likelihood ratio (LR) and a Markov model were defined. In conclusion, it is highly unlikely to find this genetic marker in betacoronaviruses wildlife, but they are there. Collectively, results shed light on recombination as origin of the virus CGG-CGG arginine pair in the S1/S2 cleavage site.
Subject: Mathematics & Computer Science, Algebra & Number Theory Keywords: evolutionary stable strategies (ESS); Markov decision evolutionary games (MDEG); Hawk-Dove game; evolutionary dynamics; evolutionary game theory
Online: 24 June 2021 (08:38:13 CEST)
An evolutionary game is introduced which considers game-theoretic strategies in the context of non-linear population matrix models. This game considers the states and actions of the organisms of the evolving population, and a notion of dynamic equilibrium between strategies is described. The game’s formalism is expounded and a proof about equilibrium is given; specifically that any stable equilibrium can be described by proportions of pure strategies; particularly when population matrices are not defective.
ARTICLE | doi:10.20944/preprints202104.0470.v1
Subject: Mathematics & Computer Science, Information Technology & Data Management Keywords: wireless body area networks; controlled sensing; energy efficiency; partially observable Markov decision processes (POMDPs); remote health monitoring
Online: 19 April 2021 (12:08:56 CEST)
Abstract: Wireless body area networks (WBANs) have strong potential in the field of health monitoring. However, the energy consumption required for accurate monitoring limits the time between battery charges of the wearable sensors, which is a key performance factor (and can be critical in the case of implantable devices). In this paper, we study the inherent trade-off between the power consumption of the sensors and the probability of misclassifying a patient’s health state. We formulate this trade-off as a dynamic problem, in which at each step we can choose to activate a subset of sensors that provide noisy measurements of the patient’s health state. We assume that the (unknown) health state follows a Markov chain, so our problem is formulated as a partially observable Markov decision problem (POMDP). We show that all the past measurements can be summarized as a belief state on the true health state of the patient, which allows tackling the POMDP problem as an MDP on the belief state. We then empirically study the performance of a greedy one-step look-ahead policy compared to the optimal policy obtained by solving the dynamic program. For that purpose, we use an open-source Continuous Glucose Monitoring (CGM) data set of 232 patients over six months and extract the transition matrix and sensor accuracies from the data. We find that the greedy policy saves ~50% of the energy costs while reducing the misclassification costs by less than 2% compared to the most accurate policy possible that always activates all sensors. Our sensitivity analysis reveals that the greedy policy remains nearly optimal across different cost parameters and a varying number of sensors. The results also have practical importance, because while the optimal policy is too complicated, a greedy one-step look-ahead policy can be easily implemented in WBAN systems.
ARTICLE | doi:10.20944/preprints201807.0215.v1
Subject: Engineering, Electrical & Electronic Engineering Keywords: multivariate gaussian mixture model (MVGMM); multivariate linear regression; expectation-maximization imputation; WiFi localization; hidden markov model (HMM)
Online: 12 July 2018 (08:24:06 CEST)
The extensive deployment of wireless infrastructure provides a low-cost way to track mobile users in indoor environment. This paper demonstrates a prototype model of an accurate and reliable room location awareness system in a real public environment, where three typical problems arise. First, a massive number of access points (APs) can be sensed leading to a high-dimensional classification problem. Second, heterogeneous devices record different received signal strength (RSS) levels due to the variations in chip-set and antenna attenuation. Third, APs are not necessarily visible in every scanning cycle leading to missing data. This paper presents a probabilistic Wi-Fi fingerprinting method in a hidden Markov model (HMM) framework for mobile user tracking. Considering the spatial correlation of the signal strengths from multiple APs, a Multivariate Gaussian Mixture Model (MVGMM) is fitted to model the probability distribution of RSS measurements in each cell. Furthermore, the unseen property of invisible AP has been investigated in this research, and demonstrated the efficiency of differentiation between cells. The proposed system is able to achieve comparable localization performance. The filed test results present a reliable 97% localization room level accuracy of multiple mobile users in a real university campus WiFi network without any prior knowledge of the environment.
ARTICLE | doi:10.20944/preprints201705.0014.v2
Subject: Engineering, Industrial & Manufacturing Engineering Keywords: onboard cloud detecion; region of interest compression; themodynamic phase; spectral angle map; markov random field; dynamic stochastic resonance
Online: 16 November 2017 (04:29:19 CET)
It is strongly desirable to accurately detect the clouds in hyperspectral images onboard before compression. However, conventional onboard cloud detection methods are not appropriate to all situation such as shadowed cloud or darken snow covered surfaces which are not identified properly in the NDSI test. In this paper, we propose a new spectral–spatial classification strategy to enhance the orbiting cloud screen performances obtained on hyperspectral images by integrating threshold exponential spectral angle map (TESAM), adaptive Markov random field (aMRF) and dynamic stochastic resonance (DSR). TESAM is performed to classify the cloud pixels coarsely based on spectral information. Then aMRF is performed to do optimal process by using spatial information, which improved the classification performance significantly. Some misclassification points still exist after aMRF processing because of the noisy data in the onboard environment. DSR is used to eliminate misclassification points in binary labeling image after aMRF. Taking level 0.5 data from hyperion as dataset, the average overall accuracy of the proposed algorithm is 96.28% after test. The method can provide cloud mask for the on-going EO-1 images and related satellites with the same spectral settings without manual intervention. The experiment indicate that the proposed method reveals better performance than the classical onboard cloud detection or current state-of-the-art hyperspectral classification methods.
ARTICLE | doi:10.20944/preprints202111.0092.v1
Subject: Mathematics & Computer Science, Computational Mathematics Keywords: Inverse problems; Regularization; Bayesian inference; Machine Learning; Artificial Intelligence; Gauss-Markov-Potts; Variational Bayesian Approach (VBA); Physics Informed ML
Online: 3 November 2021 (20:18:51 CET)
Classical methods for inverse problems are mainly based on regularization theory. In particular those which are based on optimization of a criterion with two parts: a data-model matching and a regularization term. Different choices for these two terms and great number of optimization algorithms have been proposed. When these two terms are distance or divergence measures, they can have a Bayesian Maximum A Posteriori (MAP) interpretation where these two terms correspond, respectively, to the likelihood and prior probability models.
ARTICLE | doi:10.20944/preprints202203.0389.v1
Subject: Engineering, Electrical & Electronic Engineering Keywords: Micro-grids; Droop Controls; Tap Changers; Islanded Mode; AC OPF; Lagrangian Relaxation; Renewable Generation; Markov Process; Mixed-Integer Nonlinear Programming
Online: 30 March 2022 (10:20:43 CEST)
Micro-grids’ operations offer local reliability; in the event of faults or low voltage/frequency events on the utility side, micro-grids can disconnect from the main grid and operate autonomously while providing the continued supply of power to local customers. With the ever-increasing penetration of renewable generation, however, the operations of micro-grids become increasingly complicated because of the associated fluctuations of voltages. As a result, transformer taps are adjusted frequently, thereby leading to the fast degradation of expensive tap-changer transformers. In the islanding mode, the difficulties also come from the drop of voltage and frequency upon disconnecting from the main grid. To appropriately model the above, the nonlinear AC power flow constraints are necessary. Computationally, the discrete nature of tap-changer operations and the stochasticity caused by renewables add two layers of difficulty on top of a complicated AC-OPF problem. To resolve the above computational difficulties, the main principles of the recently-developed "l1-proximal" Surrogate Lagrangian Relaxation are extended. Testing results based on 9-bus system demonstrate the efficiency of the method to obtain the exact feasible solutions for micro-grid operations thereby avoiding approximations inherent to existing methods, while demonstrating that through the optimization, 1. the number of tap changes is drastically reduced, and 2. the method is capable of handling networks with meshed topologies.
REVIEW | doi:10.20944/preprints202201.0407.v1
Subject: Mathematics & Computer Science, Probability And Statistics Keywords: Bayesian nonlinear hierarchical model; Bayesian nonlinear mixed effects models; Inter-individual variation; Intra-individual variation; Markov chain Monte Carlo technique
Online: 27 January 2022 (04:55:25 CET)
Bayesian nonlinear mixed effects models for data in the form of continuous, repeated measurements from a population, also known as Bayesian hierarchical nonlinear models, are a popular platform for analysis when interest focuses on individual specific characteristics and relevant uncertainty quantification. Due to the limitation of computational power, this framework was relatively dormant until the late 1980s, but in recent years, the statistical research community saw vigorous development of new methodological and computational techniques for these models, the emergence of software, and wide application of the models in numerous industrial and academic fields. This article presents an overview of the formulation, interpretation, and implementation of Bayesian nonlinear mixed effects models and surveys recent advances and applications.
ARTICLE | doi:10.20944/preprints202107.0301.v1
Subject: Engineering, Automotive Engineering Keywords: Deficit volume; drought intensity; drought magnitude; extreme number theorem; Markov chain; moving average smoothing; standardized hydrological index; sequent peak algorithm; reservoir volume.
Online: 13 July 2021 (11:25:59 CEST)
The traditional sequent peak algorithm (SPA) was used to assess the reservoir volume (VR) for comparison with deficit volume, DT, (subscript T representing the return period) obtained from the drought magnitude (DM) based method with draft level set at the mean annual flow on 15 rivers across Canada. At an annual scale, the SPA based estimates were found to be larger with an average of nearly 70% compared to DM based estimates. To ramp up DM based estimates to be in parity with SPA based values, the analysis was carried out through the counting and the analytical procedures involving only the annual SHI (standardized hydrological index, i.e. standardized values of annual flows) sequences. It was found that MA2 or MA3 (moving average of 2 or 3 consecutive values) of SHI sequences were required to match the counted values of DT to VR. Further, the inclusion of mean, as well as the variance of the drought intensity in the analytical procedure, with aforesaid smoothing led DT comparable to VR. The distinctive point in the DM based method is that no assumption is necessary such as the reservoir being full at the beginning of the analysis - as is the case with SPA.
ARTICLE | doi:10.20944/preprints202112.0189.v1
Subject: Engineering, Marine Engineering Keywords: Arctic conditions; Ice-Induced Vibrations; Offshore Wind Turbine Support Structures; Stress-Time Sequence; Damage Model; Rainflow counting; Markov chain method; Omission Level; Low-Temperature Fatigue
Online: 10 December 2021 (14:16:30 CET)
Fixed offshore wind turbines continue to be developed for high latitude areas where not only wind and wave loads need to be considered, but also moving sea ice. Current rules and regulations for the design of fixed offshore structures in ice-covered waters do not adequately consider effects of ice loading and its stochastic nature on fatigue life of the structure. Ice crushing on such structures results in ice-induced vibrations, which can be represented by loading the structure using a variable-amplitude loading (VAL) sequence. Typical offshore load spectra are developed for wave and wind loading. Thus, a combined VAL spectrum is developed for wind, wave, and ice action. To this goal, numerical models are used to simulate the dynamic ice-, wind-, and wave-structure interaction. The stress time-history at an exemplarily selected critical point in an offshore wind energy monopile support structure is extracted from the model and translated into a VAL sequence, which can then be used as a loading sequence for the fatigue assessment or fatigue testing of welded joints of offshore wind turbine support structures. This study presents the approach to determine combined load spectra and standardized time series for wind, wave, and ice action.
ARTICLE | doi:10.20944/preprints202007.0560.v1
Subject: Keywords: Urbanization growth prediction; Sustainable development, Land Change Modeler; IDRISI Selva; Land use land cover; Coastal cities; Lagos; Markov Chain; Multi-Layer Perceptron; Sustainability; Agenda 2063
Online: 23 July 2020 (12:32:04 CEST)
The most extensive urban growths in the next 30 years are expected to occur in developing countries. Lagos, Nigeria - Africa’s second most populous megacity- is a prime example. To achieve more sustainable and resilient cities, there is a need for modeling the urban growth patterns of major cities and analyzing their implications. In this study, the urban growth of Lagos state was modeled using the Multi-Layer Perceptron (MLP) neural network for the transition modeling and the Markov Chain analysis for the change prediction, achieving a model accuracy of 81.8%. An innovative visual validation of the model results using the ArcGIS was combined with kappa correlation statistics. The results show that by 2031, built-up areas will be the most spatially extensive LULC class in the study area with percentage coverage of 34.1% as opposed to 9% in 1986. The coverage of bare areas is also expected to increase by 53% between 2016 and 2031. Conversely, 24.9% and 68.3% loss of forestlands and wetlands respectively, are expected between 2016 and 2031. In view of the 11th goal of SDGs which focuses on achieving sustainable cities and communities, the objectives of African Union’s Agenda 2063, and based on the urban growth trends observed, the study recommends a prioritization of vertical expansion as opposed to the current horizontal urban growth trends in the study area.