Search results for: assumption problem
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7443

Search results for: assumption problem

7443 Free Will and Compatibilism in Decision Theory: A Solution to Newcomb’s Paradox

Authors: Sally Heyeon Hwang

Abstract:

Within decision theory, there are normative principles that dictate how one should act in addition to empirical theories of actual behavior. As a normative guide to one’s actual behavior, evidential or causal decision-theoretic equations allow one to identify outcomes with maximal utility values. The choice that each person makes, however, will, of course, differ according to varying assignments of weight and probability values. Regarding these different choices, it remains a subject of considerable philosophical controversy whether individual subjects have the capacity to exercise free will with respect to the assignment of probabilities, or whether instead the assignment is in some way constrained. A version of this question is given a precise form in Richard Jeffrey’s assumption that free will is necessary for Newcomb’s paradox to count as a decision problem. This paper will argue, against Jeffrey, that decision theory does not require the assumption of libertarian freedom. One of the hallmarks of decision-making is its application across a wide variety of contexts; the implications of a background assumption of free will is similarly varied. One constant across the contexts of decision is that there are always at least two levels of choice for a given agent, depending on the degree of prior constraint. Within the context of Newcomb’s problem, when the predictor is attempting to guess the choice the agent will make, he or she is analyzing the determined aspects of the agent such as past characteristics, experiences, and knowledge. On the other hand, as David Lewis’ backtracking argument concerning the relationship between past and present events brings to light, there are similarly varied ways in which the past can actually be dependent on the present. One implication of this argument is that even in deterministic settings, an agent can have more free will than it may seem. This paper will thus argue against the view that a stable background assumption of free will or determinism in decision theory is necessary, arguing instead for a compatibilist decision theory yielding a novel treatment of Newcomb’s problem.

Keywords: decision theory, compatibilism, free will, Newcomb’s problem

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7442 Finite Element Approximation of the Heat Equation under Axisymmetry Assumption

Authors: Raphael Zanella

Abstract:

This works deals with the finite element approximation of axisymmetric problems. The weak formulation of the heat equation under the axisymmetry assumption is established for continuous finite elements. The weak formulation is implemented in a C++ solver with implicit march-in-time. The code is verified by space and time convergence tests using a manufactured solution. The solving of an example problem with an axisymmetric formulation is compared to that with a full-3D formulation. Both formulations lead to the same result, but the code based on the axisymmetric formulation is much faster due to the lower number of degrees of freedom. This confirms the correctness of our approach and the interest in using an axisymmetric formulation when it is possible.

Keywords: axisymmetric problem, continuous finite elements, heat equation, weak formulation

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7441 On the Bootstrap P-Value Method in Identifying out of Control Signals in Multivariate Control Chart

Authors: O. Ikpotokin

Abstract:

In any production process, every product is aimed to attain a certain standard, but the presence of assignable cause of variability affects our process, thereby leading to low quality of product. The ability to identify and remove this type of variability reduces its overall effect, thereby improving the quality of the product. In case of a univariate control chart signal, it is easy to detect the problem and give a solution since it is related to a single quality characteristic. However, the problems involved in the use of multivariate control chart are the violation of multivariate normal assumption and the difficulty in identifying the quality characteristic(s) that resulted in the out of control signals. The purpose of this paper is to examine the use of non-parametric control chart (the bootstrap approach) for obtaining control limit to overcome the problem of multivariate distributional assumption and the p-value method for detecting out of control signals. Results from a performance study show that the proposed bootstrap method enables the setting of control limit that can enhance the detection of out of control signals when compared, while the p-value method also enhanced in identifying out of control variables.

Keywords: bootstrap control limit, p-value method, out-of-control signals, p-value, quality characteristics

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7440 A Pretest for Choosing between Stratified Logrank or Wilcoxon in the Two-Sample Problem with Covariate

Authors: Jhoanne Marsh C. Gatpatan, Joshua D. Naranjo

Abstract:

Logrank test and generalized Wilcoxon procedure are the two commonly used tests for comparing survival curves. Between the two, the logrank test is the appropriate test used when the proportional hazards (PH) assumption holds. Alternatively, the Wilcoxon method is used when the PH assumption fails. This is equally true when the data is stratified according to values of a covariate, with the stratified logrank as the first choice and stratified Wilcoxon as the alternative option when diagnostics show that the PH assumption is violated. Moreover, the choice between logrank and Wilcoxon tests also depends on whether survival curves tend to differ early or late in time. In this article, the relative performance of the stratified logrank against the stratified Wilcoxon over a range of treatment effect patterns is investigated. A method for using a Q–statistic to detect whether differences tend to occur early or late across strata are then proposed. Using Q as a pretest, the user will be able to choose the more powerful test under various patterns of deviations from the null hypothesis. Simulations show that the pretest is able to detect the more efficient procedure over varying patterns of treatment effect.

Keywords: covariates, pretest, proportional hazards, stratified logrank, stratified Wilcoxon

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7439 Non-Stationary Stochastic Optimization of an Oscillating Water Column

Authors: María L. Jalón, Feargal Brennan

Abstract:

A non-stationary stochastic optimization methodology is applied to an OWC (oscillating water column) to find the design that maximizes the wave energy extraction. Different temporal cycles are considered to represent the long-term variability of the wave climate at the site in the optimization problem. The results of the non-stationary stochastic optimization problem are compared against those obtained by a stationary stochastic optimization problem. The comparative analysis reveals that the proposed non-stationary optimization provides designs with a better fit to reality. However, the stationarity assumption can be adequate when looking at averaged system response.

Keywords: non-stationary stochastic optimization, oscillating water, temporal variability, wave energy

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7438 Brinkman Flow Past an Impervious Spheroid under Stokesian Assumption

Authors: D. Satish Kumar, T. K. V. Iyengar

Abstract:

In this paper, we study the Brinkman flow, under Stokesian assumption, past an impervious prolate spheroid and obtain the expressions for the velocity and pressure fields in terms of Legendre functions, Associated Legendre functions, prolate radial and angular spheroidal wave functions. We further obtain an expression for the drag experienced by the spheroid and numerically study its variation with respect to the flow parameters and display the results through graphs.

Keywords: prolate spheoid, porous medium, stokesian assumption, brinkman model, velocity, pressure, drag

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7437 Training Undergraduate Engineering Students in Robotics and Automation through Model-Based Design Training: A Case Study at Assumption University of Thailand

Authors: Sajed A. Habib

Abstract:

Problem-based learning (PBL) is a student-centered pedagogy that originated in the medical field and has also been used extensively in other knowledge disciplines with recognized advantages and limitations. PBL has been used in various undergraduate engineering programs with mixed outcomes. The current fourth industrial revolution (digital era or Industry 4.0) has made it essential for many science and engineering students to receive effective training in advanced courses such as industrial automation and robotics. This paper presents a case study at Assumption University of Thailand, where a PBL-like approach was used to teach some aspects of automation and robotics to selected groups of undergraduate engineering students. These students were given some basic level training in automation prior to participating in a subsequent training session in order to solve technical problems with increased complexity. The participating students’ evaluation of the training sessions in terms of learning effectiveness, skills enhancement, and incremental knowledge following the problem-solving session was captured through a follow-up survey consisting of 14 questions and a 5-point scoring system. From the most recent training event, an overall 70% of the respondents indicated that their skill levels were enhanced to a much greater level than they had had before the training, whereas 60.4% of the respondents from the same event indicated that their incremental knowledge following the session was much greater than what they had prior to the training. The instructor-facilitator involved in the training events suggested that this method of learning was more suitable for senior/advanced level students than those at the freshmen level as certain skills to effectively participate in such problem-solving sessions are acquired over a period of time, and not instantly.

Keywords: automation, industry 4.0, model-based design training, problem-based learning

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7436 Differentiation of the Functional in an Optimization Problem for Coefficients of Elliptic Equations with Unbounded Nonlinearity

Authors: Aigul Manapova

Abstract:

We consider an optimal control problem in the higher coefficient of nonlinear equations with a divergent elliptic operator and unbounded nonlinearity, and the Dirichlet boundary condition. The conditions imposed on the coefficients of the state equation are assumed to hold only in a small neighborhood of the exact solution to the original problem. This assumption suggests that the state equation involves nonlinearities of unlimited growth and considerably expands the class of admissible functions as solutions of the state equation. We obtain formulas for the first partial derivatives of the objective functional with respect to the control functions. To calculate the gradients the numerical solutions of the state and adjoint problems are used. We also prove that the gradient of the cost function is Lipchitz continuous.

Keywords: cost functional, differentiability, divergent elliptic operator, optimal control, unbounded nonlinearity

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7435 Large Time Asymptotic Behavior to Solutions of a Forced Burgers Equation

Authors: Satyanarayana Engu, Ahmed Mohd, V. Murugan

Abstract:

We study the large time asymptotics of solutions to the Cauchy problem for a forced Burgers equation (FBE) with the initial data, which is continuous and summable on R. For which, we first derive explicit solutions of FBE assuming a different class of initial data in terms of Hermite polynomials. Later, by violating this assumption we prove the existence of a solution to the considered Cauchy problem. Finally, we give an asymptotic approximate solution and establish that the error will be of order O(t^(-1/2)) with respect to L^p -norm, where 1≤p≤∞, for large time.

Keywords: Burgers equation, Cole-Hopf transformation, Hermite polynomials, large time asymptotics

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7434 Linear Complementary Based Approach for Unilateral Frictional Contact between Wheel and Beam

Authors: Muskaan Sethi, Arnab Banerjee, Bappaditya Manna

Abstract:

The present paper aims to investigate a suitable contact between a wheel rolling over a flexible beam. A Linear Complementary (LCP) based approach has been adopted to simulate the contact dynamics for a rigid wheel traversing over a flexible Euler Bernoulli simply supported beam. The adopted methodology is suitable to incorporate the effect of frictional force acting at the wheel-beam interface. Moreover, the possibility of the generation of a gap between the two bodies has also been considered. The present method is based on a unilateral contact assumption which assumes that no penetration would occur when the two bodies come in contact. This assumption helps to predict the contact between wheels and beams in a more practical sense. The proposed methodology is validated with the previously published results and is found to be in good agreement. Further, this method is applied to simulate the contact between wheels and beams for various railway configurations. Moreover, different parametric studies are conducted to study the contact dynamics between the wheel and beam more thoroughly.

Keywords: contact dynamics, linear complementary problem, railway dynamics, unilateral contact

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7433 A Theory of Vertical Partnerships Model as Responsive Failure in Alternative Arrangement for Infrastructural Development in the Third World Countries: A Comparative Public Administration Analysis

Authors: Cyril Ekuaze

Abstract:

This paper was instigated by a set of assumption drawn at the introduction to a research work on alternative institutional arrangements for sustaining rural infrastructure in developing countries. Of one of such assumption is the one held that, a problem facing developing countries is the sustaining of infrastructural investment long enough to allow the facility to at least repay the cost of the development as been due to insufficient maintenance. On the contrary, this work argues that, most international partnerships relation with developing nations in developing infrastructures is “vertical modeling” with the hierarchical authority and command flow from top to bottom. The work argued that where international donor partners/agencies set out infrastructural development agenda in the developing nations without cognizance of design suitability and capacity for maintenance by the recipient nations; and where public administrative capacity building in the field of science, technology and engineering requisite for design, development and sustenance of infrastructure in the recipient countries are negated, prospective output becomes problematic.

Keywords: vertical partnerships, responsive failure, infrastructural development, developing countries

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7432 Finding Data Envelopment Analysis Target Using the Multiple Objective Linear Programming Structure in Full Fuzzy Case

Authors: Raziyeh Shamsi

Abstract:

In this paper, we present a multiple objective linear programming (MOLP) problem in full fuzzy case and find Data Envelopment Analysis(DEA) targets. In the presented model, we are seeking the least inputs and the most outputs in the production possibility set (PPS) with the variable return to scale (VRS) assumption, so that the efficiency projection is obtained for all decision making units (DMUs). Then, we provide an algorithm for finding DEA targets interactively in the full fuzzy case, which solves the full fuzzy problem without defuzzification. Owing to the use of interactive methods, the targets obtained by our algorithm are more applicable, more realistic, and they are according to the wish of the decision maker. Finally, an application of the algorithm in 21 educational institutions is provided.

Keywords: DEA, MOLP, full fuzzy, target

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7431 Problem Gambling in the Conceptualization of Health Professionals: A Qualitative Analysis of the Discourses Produced by Psychologists, Psychiatrists and General Practitioners

Authors: T. Marinaci, C. Venuleo

Abstract:

Different conceptualizations of disease affect patient care. This study aims to address this gap. It explores how health professionals conceptualize gambling problem, addiction and the goals of recovery process. In-depth, semi-structured, open-ended interviews were conducted with Italian psychologists, psychiatrists, general practitioners, and support staff (N= 114), working within health centres for the treatment of addiction (public health services or therapeutic communities) or medical offices. A Lexical Correspondence Analysis (LCA) was applied to the verbatim transcripts. LCA allowed to identify two main factorial dimensions, which organize similarity and dissimilarity in the discourses of the interviewed. The first dimension labelled 'Models of relationship with the problem', concerns two different models of relationship with the health problem: one related to the request for help and the process of taking charge and the other related to the identification of the psychopathology underlying the disorder. The second dimension, labelled 'Organisers of the intervention' reflects the dialectic between two ways to address the problem. On the one hand, they are the gambling dynamics and its immediate life-consequences to organize the intervention (whatever the request of the user is); on the other hand, they are the procedures and the tools which characterize the health service to organize the way the professionals deal with the user’ s problem (whatever it is and despite the specify of the user’s request). The results highlight how, despite the differences, the respondents share a central assumption: understanding gambling problem implies the reference to the gambler’s identity, more than, for instance, to the relational, social, cultural or political context where the gambler lives. A passive stance is attributed to the user, who does not play any role in the definition of the goal of the intervention. The results will be discussed to highlight the relationship between professional models and users’ ways to understand and deal with the problems related to gambling.

Keywords: cultural models, health professionals, intervention models, problem gambling

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7430 Convectory Policing-Reconciling Historic and Contemporary Models of Police Service Delivery

Authors: Mark Jackson

Abstract:

Description: This paper is based on an theoretical analysis of the efficacy of the dominant model of policing in western jurisdictions. Those results are then compared with a similar analysis of a traditional reactive model. It is found that neither model provides for optimal delivery of services. Instead optimal service can be achieved by a synchronous hybrid model, termed the Convectory Policing approach. Methodology and Findings: For over three decades problem oriented policing (PO) has been the dominant model for western police agencies. Initially based on the work of Goldstein during the 1970s the problem oriented framework has spawned endless variants and approaches, most of which embrace a problem solving rather than a reactive approach to policing. This has included the Area Policing Concept (APC) applied in many smaller jurisdictions in the USA, the Scaled Response Policing Model (SRPM) currently under trial in Western Australia and the Proactive Pre-Response Approach (PPRA) which has also seen some success. All of these, in some way or another, are largely based on a model that eschews a traditional reactive model of policing. Convectory Policing (CP) is an alternative model which challenges the underpinning assumptions which have seen proliferation of the PO approach in the last three decades and commences by questioning the economics on which PO is based. It is argued that in essence, the PO relies on an unstated, and often unrecognised assumption that resources will be available to meet demand for policing services, while at the same time maintaining the capacity to deploy staff to develop solutions to the problems which were ultimately manifested in those same calls for service. The CP model relies on the observations from a numerous western jurisdictions to challenge the validity of that underpinning assumption, particularly in fiscally tight environment. In deploying staff to pursue and develop solutions to underpinning problems, there is clearly an opportunity cost. Those same staff cannot be allocated to alternative duties while engaged in a problem solution role. At the same time, resources in use responding to calls for service are unavailable, while committed to that role, to pursue solutions to the problems giving rise to those same calls for service. The two approaches, reactive and PO are therefore dichotomous. One cannot be optimised while the other is being pursued. Convectory Policing is a pragmatic response to the schism between the competing traditional and contemporary models. If it is not possible to serve either model with any real rigour, it becomes necessary to taper an approach to deliver specific outcomes against which success or otherwise might be measured. CP proposes that a structured roster-driven approach to calls for service, combined with the application of what is termed a resource-effect response capacity has the potential to resolve the inherent conflict between traditional and models of policing and the expectations of the community in terms of community policing based problem solving models.

Keywords: policing, reactive, proactive, models, efficacy

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7429 Managing Incomplete PSA Observations in Prostate Cancer Data: Key Strategies and Best Practices for Handling Loss to Follow-Up and Missing Data

Authors: Madiha Liaqat, Rehan Ahmed Khan, Shahid Kamal

Abstract:

Multiple imputation with delta adjustment is a versatile and transparent technique for addressing univariate missing data in the presence of various missing mechanisms. This approach allows for the exploration of sensitivity to the missing-at-random (MAR) assumption. In this review, we outline the delta-adjustment procedure and illustrate its application for assessing the sensitivity to deviations from the MAR assumption. By examining diverse missingness scenarios and conducting sensitivity analyses, we gain valuable insights into the implications of missing data on our analyses, enhancing the reliability of our study's conclusions. In our study, we focused on assessing logPSA, a continuous biomarker in incomplete prostate cancer data, to examine the robustness of conclusions against plausible departures from the MAR assumption. We introduced several approaches for conducting sensitivity analyses, illustrating their application within the pattern mixture model (PMM) under the delta adjustment framework. This proposed approach effectively handles missing data, particularly loss to follow-up.

Keywords: loss to follow-up, incomplete response, multiple imputation, sensitivity analysis, prostate cancer

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7428 A Collaborative Problem Driven Approach to Design an HR Analytics Application

Authors: L. Atif, C. Rosenthal-Sabroux, M. Grundstein

Abstract:

The requirements engineering process is a crucial phase in the design of complex systems. The purpose of our research is to present a collaborative problem-driven requirements engineering approach that aims at improving the design of a Decision Support System as an Analytics application. This approach has been adopted to design a Human Resource management DSS. The Requirements Engineering process is presented as a series of guidelines for activities that must be implemented to assure that the final product satisfies end-users requirements and takes into account the limitations identified. For this, we know that a well-posed statement of the problem is “a problem whose crucial character arises from collectively produced estimation and a formulation found to be acceptable by all the parties”. Moreover, we know that DSSs were developed to help decision-makers solve their unstructured problems. So, we thus base our research off of the assumption that developing DSS, particularly for helping poorly structured or unstructured decisions, cannot be done without considering end-user decision problems, how to represent them collectively, decisions content, their meaning, and the decision-making process; thus, arise the field issues in a multidisciplinary perspective. Our approach addresses a problem-driven and collaborative approach to designing DSS technologies: It will reflect common end-user problems in the upstream design phase and in the downstream phase these problems will determine the design choices and potential technical solution. We will thus rely on a categorization of HR’s problems for a development mirroring the Analytics solution. This brings out a new data-driven DSS typology: Descriptive Analytics, Explicative or Diagnostic Analytics, Predictive Analytics, Prescriptive Analytics. In our research, identifying the problem takes place with design of the solution, so, we would have to resort a significant transformations of representations associated with the HR Analytics application to build an increasingly detailed representation of the goal to be achieved. Here, the collective cognition is reflected in the establishment of transfer functions of representations during the whole of the design process.

Keywords: DSS, collaborative design, problem-driven requirements, analytics application, HR decision making

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7427 Solving the Transportation Problem for Warehouses and Dealers in Bangalore City

Authors: S. Aditya, K. T. Nideesh, N. Guruprasad

Abstract:

Being a subclass of linear programing problem, the Transportation Problem is a classic Operations Research problem where the objective is to determine the schedule for transporting goods from source to destination in a way that minimizes the shipping cost while satisfying supply and demand constraints. In this paper, we are representing the transportation problem for various warehouses along with various dealers situated in Bangalore city to reduce the transportation cost incurred by them as of now. The problem is solved by obtaining the Initial Basic feasible Solution through various methods and further proceeding to obtain optimal cost.

Keywords: NW method, optimum utilization, transportation problem, Vogel’s approximation method

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7426 Unsupervised Learning of Spatiotemporally Coherent Metrics

Authors: Ross Goroshin, Joan Bruna, Jonathan Tompson, David Eigen, Yann LeCun

Abstract:

Current state-of-the-art classification and detection algorithms rely on supervised training. In this work we study unsupervised feature learning in the context of temporally coherent video data. We focus on feature learning from unlabeled video data, using the assumption that adjacent video frames contain semantically similar information. This assumption is exploited to train a convolutional pooling auto-encoder regularized by slowness and sparsity. We establish a connection between slow feature learning to metric learning and show that the trained encoder can be used to define a more temporally and semantically coherent metric.

Keywords: machine learning, pattern clustering, pooling, classification

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7425 Formation Control for Linear Multi-Robot System with Switched Directed Topology and Time-Varying Delays

Authors: Yaxiao Zhang, Yangzhou Chen

Abstract:

This study investigate the formation problem for high-order continuous-time multi-robot with bounded symmetric time-varying delay protocol under switched directed communication topology. By using a linear transformation, the formation problem is transformed to stability analysis of a switched delay system. Under the assumption that each communication topology has a directed spanning tree, sufficient conditions are presented in terms of linear matrix inequalities (LMIs) that the multi-robot system can achieve a desired formation by the trade-off among the pre-exist topologies with the help of the scheme of average dwell time. A numeral example is presented to illustrate the effectiveness of the obtained results.

Keywords: multi-robot systems, formation, switched directed topology, symmetric time-varying delay, average dwell time, linear matrix inequalities (lmis)

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7424 Using Convergent and Divergent Thinking in Creative Problem Solving in Mathematics

Authors: Keng Keh Lim, Zaleha Ismail, Yudariah Mohammad Yusof

Abstract:

This paper aims to find out how students using convergent and divergent thinking in creative problem solving to solve mathematical problems creatively. Eight engineering undergraduates in a local university took part in this study. They were divided into two groups. They solved the mathematical problems with the use of creative problem solving skills. Their solutions were collected and analyzed to reveal all the processes of problem solving, namely: problem definition, ideas generation, ideas evaluation, ideas judgment, and solution implementation. The result showed that the students were able to solve the mathematical problem with the use of creative problem solving skills.

Keywords: convergent thinking, divergent thinking, creative problem solving, creativity

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7423 Fuzzy Vehicle Routing Problem for Extreme Environment

Authors: G. Sirbiladze, B. Ghvaberidze, B. Matsaberidze

Abstract:

A fuzzy vehicle routing problem is considered in the possibilistic environment. A new criterion, maximization of expectation of reliability for movement on closed routes is constructed. The objective of the research is to implement a two-stage scheme for solution of this problem. Based on the algorithm of preferences on the first stage, the sample of so-called “promising” routes will be selected. On the second stage, for the selected promising routes new bi-criteria problem will be solved - minimization of total traveled distance and maximization of reliability of routes. The problem will be stated as a fuzzy-partitioning problem. Two possible solutions of this scheme are considered.

Keywords: vehicle routing problem, fuzzy partitioning problem, multiple-criteria optimization, possibility theory

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7422 Partial Knowledge Transfer Between the Source Problem and the Target Problem in Genetic Algorithms

Authors: Terence Soule, Tami Al Ghamdi

Abstract:

To study how the partial knowledge transfer may affect the Genetic Algorithm (GA) performance, we model the Transfer Learning (TL) process using GA as the model solver. The objective of the TL is to transfer the knowledge from one problem to another related problem. This process imitates how humans think in their daily life. In this paper, we proposed to study a case where the knowledge transferred from the S problem has less information than what the T problem needs. We sampled the transferred population using different strategies of TL. The results showed transfer part of the knowledge is helpful and speeds the GA process of finding a solution to the problem.

Keywords: transfer learning, partial transfer, evolutionary computation, genetic algorithm

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7421 Bee Colony Optimization Applied to the Bin Packing Problem

Authors: Kenza Aida Amara, Bachir Djebbar

Abstract:

We treat the two-dimensional bin packing problem which involves packing a given set of rectangles into a minimum number of larger identical rectangles called bins. This combinatorial problem is NP-hard. We propose a pretreatment for the oriented version of the problem that allows the valorization of the lost areas in the bins and the reduction of the size problem. A heuristic method based on the strategy first-fit adapted to this problem is presented. We present an approach of resolution by bee colony optimization. Computational results express a comparison of the number of bins used with and without pretreatment.

Keywords: bee colony optimization, bin packing, heuristic algorithm, pretreatment

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7420 A Method for Solving a Bi-Objective Transportation Problem under Fuzzy Environment

Authors: Sukhveer Singh, Sandeep Singh

Abstract:

A bi-objective fuzzy transportation problem with the objectives to minimize the total fuzzy cost and fuzzy time of transportation without according priorities to them is considered. To the best of our knowledge, there is no method in the literature to find efficient solutions of the bi-objective transportation problem under uncertainty. In this paper, a bi-objective transportation problem in an uncertain environment has been formulated. An algorithm has been proposed to find efficient solutions of the bi-objective transportation problem under uncertainty. The proposed algorithm avoids the degeneracy and gives the optimal solution faster than other existing algorithms for the given uncertain transportation problem.

Keywords: uncertain transportation problem, efficient solution, ranking function, fuzzy transportation problem

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7419 Using the Simple Fixed Rate Approach to Solve Economic Lot Scheduling Problem under the Basic Period Approach

Authors: Yu-Jen Chang, Yun Chen, Hei-Lam Wong

Abstract:

The Economic Lot Scheduling Problem (ELSP) is a valuable mathematical model that can support decision-makers to make scheduling decisions. The basic period approach is effective for solving the ELSP. The assumption for applying the basic period approach is that a product must use its maximum production rate to be produced. However, a product can lower its production rate to reduce the average total cost when a facility has extra idle time. The past researches discussed how a product adjusts its production rate under the common cycle approach. To the best of our knowledge, no studies have addressed how a product lowers its production rate under the basic period approach. This research is the first paper to discuss this topic. The research develops a simple fixed rate approach that adjusts the production rate of a product under the basic period approach to solve the ELSP. Our numerical example shows our approach can find a better solution than the traditional basic period approach. Our mathematical model that applies the fixed rate approach under the basic period approach can serve as a reference for other related researches.

Keywords: economic lot, basic period, genetic algorithm, fixed rate

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7418 Normalizing Logarithms of Realized Volatility in an ARFIMA Model

Authors: G. L. C. Yap

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Modelling realized volatility with high-frequency returns is popular as it is an unbiased and efficient estimator of return volatility. A computationally simple model is fitting the logarithms of the realized volatilities with a fractionally integrated long-memory Gaussian process. The Gaussianity assumption simplifies the parameter estimation using the Whittle approximation. Nonetheless, this assumption may not be met in the finite samples and there may be a need to normalize the financial series. Based on the empirical indices S&P500 and DAX, this paper examines the performance of the linear volatility model pre-treated with normalization compared to its existing counterpart. The empirical results show that by including normalization as a pre-treatment procedure, the forecast performance outperforms the existing model in terms of statistical and economic evaluations.

Keywords: Gaussian process, long-memory, normalization, value-at-risk, volatility, Whittle estimator

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7417 Optimal Data Selection in Non-Ergodic Systems: A Tradeoff between Estimator Convergence and Representativeness Errors

Authors: Jakob Krause

Abstract:

Past Financial Crisis has shown that contemporary risk management models provide an unjustified sense of security and fail miserably in situations in which they are needed the most. In this paper, we start from the assumption that risk is a notion that changes over time and therefore past data points only have limited explanatory power for the current situation. Our objective is to derive the optimal amount of representative information by optimizing between the two adverse forces of estimator convergence, incentivizing us to use as much data as possible, and the aforementioned non-representativeness doing the opposite. In this endeavor, the cornerstone assumption of having access to identically distributed random variables is weakened and substituted by the assumption that the law of the data generating process changes over time. Hence, in this paper, we give a quantitative theory on how to perform statistical analysis in non-ergodic systems. As an application, we discuss the impact of a paragraph in the last iteration of proposals by the Basel Committee on Banking Regulation. We start from the premise that the severity of assumptions should correspond to the robustness of the system they describe. Hence, in the formal description of physical systems, the level of assumptions can be much higher. It follows that every concept that is carried over from the natural sciences to economics must be checked for its plausibility in the new surroundings. Most of the probability theory has been developed for the analysis of physical systems and is based on the independent and identically distributed (i.i.d.) assumption. In Economics both parts of the i.i.d. assumption are inappropriate. However, only dependence has, so far, been weakened to a sufficient degree. In this paper, an appropriate class of non-stationary processes is used, and their law is tied to a formal object measuring representativeness. Subsequently, that data set is identified that on average minimizes the estimation error stemming from both, insufficient and non-representative, data. Applications are far reaching in a variety of fields. In the paper itself, we apply the results in order to analyze a paragraph in the Basel 3 framework on banking regulation with severe implications on financial stability. Beyond the realm of finance, other potential applications include the reproducibility crisis in the social sciences (but not in the natural sciences) and modeling limited understanding and learning behavior in economics.

Keywords: banking regulation, non-ergodicity, risk management, semimartingale modeling

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7416 Cooperative Coevolution for Neuro-Evolution of Feed Forward Networks for Time Series Prediction Using Hidden Neuron Connections

Authors: Ravneil Nand

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Cooperative coevolution uses problem decomposition methods to solve a larger problem. The problem decomposition deals with breaking down the larger problem into a number of smaller sub-problems depending on their method. Different problem decomposition methods have their own strengths and limitations depending on the neural network used and application problem. In this paper we are introducing a new problem decomposition method known as Hidden-Neuron Level Decomposition (HNL). The HNL method is competing with established problem decomposition method in time series prediction. The results show that the proposed approach has improved the results in some benchmark data sets when compared to the standalone method and has competitive results when compared to methods from literature.

Keywords: cooperative coevaluation, feed forward network, problem decomposition, neuron, synapse

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7415 Learners’ Perceptions of Tertiary Level Teachers’ Code Switching: A Vietnamese Perspective

Authors: Hoa Pham

Abstract:

The literature on language teaching and second language acquisition has been largely driven by monolingual ideology with a common assumption that a second language (L2) is best taught and learned in the L2 only. The current study challenges this assumption by reporting learners' positive perceptions of tertiary level teachers' code switching practices in Vietnam. The findings of this study contribute to our understanding of code switching practices in language classrooms from a learners' perspective. Data were collected from student participants who were working towards a Bachelor degree in English within the English for Business Communication stream through the use of focus group interviews. The literature has documented that this method of interviewing has a number of distinct advantages over individual student interviews. For instance, group interactions generated by focus groups create a more natural environment than that of an individual interview because they include a range of communicative processes in which each individual may influence or be influenced by others - as they are in their real life. The process of interaction provides the opportunity to obtain the meanings and answers to a problem that are "socially constructed rather than individually created" leading to the capture of real-life data. The distinct feature of group interaction offered by this technique makes it a powerful means of obtaining deeper and richer data than those from individual interviews. The data generated through this study were analysed using a constant comparative approach. Overall, the students expressed positive views of this practice indicating that it is a useful teaching strategy. Teacher code switching was seen as a learning resource and a source supporting language output. This practice was perceived to promote student comprehension and to aid the learning of content and target language knowledge. This practice was also believed to scaffold the students' language production in different contexts. However, the students indicated their preference for teacher code switching to be constrained, as extensive use was believed to negatively impact on their L2 learning and trigger cognitive reliance on the L1 for L2 learning. The students also perceived that when the L1 was used to a great extent, their ability to develop as autonomous learners was negatively impacted. This study found that teacher code switching was supported in certain contexts by learners, thus suggesting that there is a need for the widespread assumption about the monolingual teaching approach to be re-considered.

Keywords: codeswitching, L1 use, L2 teaching, learners’ perception

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7414 Modeling Operating Theater Scheduling and Configuration: An Integrated Model in Health-Care Logistics

Authors: Sina Keyhanian, Abbas Ahmadi, Behrooz Karimi

Abstract:

We present a multi-objective binary programming model which considers surgical cases are scheduling among operating rooms and the configuration of surgical instruments in limited capacity hospital trays, simultaneously. Many mathematical models have been developed previously in the literature addressing different challenges in health-care logistics such as assigning operating rooms, leveling beds, etc. But what happens inside the operating rooms along with the inventory management of required instruments for various operations, and also their integration with surgical scheduling have been poorly discussed. Our model considers the minimization of movements between trays during a surgery which recalls the famous cell formation problem in group technology. This assumption can also provide a major potential contribution to robotic surgeries. The tray configuration problem which consumes surgical instruments requirement plan (SIRP) and sequence of surgical procedures based on required instruments (SIRO) is nested inside the bin packing problem. This modeling approach helps us understand that most of the same-output solutions will not be necessarily identical when it comes to the rearrangement of surgeries among rooms. A numerical example has been dealt with via a proposed nested simulated annealing (SA) optimization approach which provides insights about how various configurations inside a solution can alter the optimal condition.

Keywords: health-care logistics, hospital tray configuration, off-line bin packing, simulated annealing optimization, surgical case scheduling

Procedia PDF Downloads 237