Search results for: parameter uncertainty

Authors: Baya Takhedmit, Karim Abbas, Sofiane Ouazine

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The vacations queues are often employed to model many real situations such as computer systems, communication networks, manufacturing and production systems, transportation systems and so forth. These queueing models are solved at fixed parameters values. However, the parameter values themselves are determined from a finite number of observations and hence have uncertainty associated with them (epistemic uncertainty). In this paper, we consider the M/G/1/N queue with server vacation and exhaustive discipline where we assume that the vacation parameter values have uncertainty. We use the Taylor series expansions approach to estimate the expectation and variance of model output, due to epistemic uncertainties in the model input parameters.

Keywords: epistemic uncertainty, M/G/1/N queue with vacations, non-parametric sensitivity analysis, Taylor series expansion

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Authors: Afia Naheed, Manmohan Singh, David Lucy

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This work is based on a mathematical as well as statistical study of an SEIJTR deterministic model for the interpretation of transmission of severe acute respiratory syndrome (SARS). Based on the SARS epidemic in 2003, the parameters are estimated using Runge-Kutta (Dormand-Prince pairs) and least squares methods. Possible graphical and numerical techniques are used to validate the estimates. Then effect of the model parameters on the dynamics of the disease is examined using sensitivity and uncertainty analysis. Sensitivity and uncertainty analytical techniques are used in order to analyze the affect of the uncertainty in the obtained parameter estimates and to determine which parameters have the largest impact on controlling the disease dynamics.

Keywords: infectious disease, severe acute respiratory syndrome (SARS), parameter estimation, sensitivity analysis, uncertainty analysis, Runge-Kutta methods, Levenberg-Marquardt method

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Authors: Riku Hayashida, Tomoaki Hashimoto

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This paper provides a robust stabilization method for rotational motion of underwater robots against parameter uncertainties. Underwater robots are expected to be used for various work assignments. The large variety of applications of underwater robots motivates researchers to develop control systems and technologies for underwater robots. Several control methods have been proposed so far for the stabilization of nominal system model of underwater robots with no parameter uncertainty. Parameter uncertainties are considered to be obstacles in implementation of the such nominal control methods for underwater robots. The objective of this study is to establish a robust stabilization method for rotational motion of underwater robots against parameter uncertainties. The effectiveness of the proposed method is verified by numerical simulations.

Keywords: robust control, stabilization method, underwater robot, parameter uncertainty

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Authors: M. Gulam Kibria, Shourav Ahmed, Kais Zaman

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In system analysis, the information on the uncertain input variables cause uncertainty in the system responses. Different probabilistic approaches for uncertainty representation and propagation in such cases exist in the literature. Different uncertainty representation approaches result in different outputs. Some of the approaches might result in a better estimation of system response than the other approaches. The NASA Langley Multidisciplinary Uncertainty Quantification Challenge (MUQC) has posed challenges about uncertainty quantification. Subproblem A, the uncertainty characterization subproblem, of the challenge posed is addressed in this study. In this subproblem, the challenge is to gather knowledge about unknown model inputs which have inherent aleatory and epistemic uncertainties in them with responses (output) of the given computational model. We use two different methodologies to approach the problem. In the first methodology we use sampling-based uncertainty propagation with first order error analysis. In the other approach we place emphasis on the use of Percentile-Based Optimization (PBO). The NASA Langley MUQC’s subproblem A is developed in such a way that both aleatory and epistemic uncertainties need to be managed. The challenge problem classifies each uncertain parameter as belonging to one the following three types: (i) An aleatory uncertainty modeled as a random variable. It has a fixed functional form and known coefficients. This uncertainty cannot be reduced. (ii) An epistemic uncertainty modeled as a fixed but poorly known physical quantity that lies within a given interval. This uncertainty is reducible. (iii) A parameter might be aleatory but sufficient data might not be available to adequately model it as a single random variable. For example, the parameters of a normal variable, e.g., the mean and standard deviation, might not be precisely known but could be assumed to lie within some intervals. It results in a distributional p-box having the physical parameter with an aleatory uncertainty, but the parameters prescribing its mathematical model are subjected to epistemic uncertainties. Each of the parameters of the random variable is an unknown element of a known interval. This uncertainty is reducible. From the study, it is observed that due to practical limitations or computational expense, the sampling is not exhaustive in sampling-based methodology. That is why the sampling-based methodology has high probability of underestimating the output bounds. Therefore, an optimization-based strategy to convert uncertainty described by interval data into a probabilistic framework is necessary. This is achieved in this study by using PBO.

Keywords: aleatory uncertainty, epistemic uncertainty, first order error analysis, uncertainty quantification, percentile-based optimization

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Authors: Mueller Jann, Hoffmann Christian Hugo

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Conventional quantitative risk management in banking is a risk factor of its own, because it rests on assumptions such as independence and availability of data which do not hold when rare events of extreme consequences are involved. There is a growing recognition of the need for alternative risk measures that do not make these assumptions. We propose a novel method for modeling the risk associated with investment products, in particular derivatives, by using a formal language for specifying financial contracts. Expressions in this language are interpreted in the category of values annotated with (a formal representation of) uncertainty. The choice of uncertainty formalism thus becomes a parameter of the model, so it can be adapted to the particular application and it is not constrained to classical probabilities. We demonstrate our approach using a simple logic-based uncertainty model and a case study in which we assess the risk of counter party default in a portfolio of collateralized loans.

Keywords: risk model, uncertainty monad, derivatives, contract algebra

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Authors: Muhammad A. Alsubaie, Mubarak K. H. Alhajri, Tarek S. Altowaim

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A repetitive controller designed to accommodate periodic disturbances via state feedback is discussed. Periodic disturbances can be represented by a time delay model in a positive feedback loop acting on system output. A direct use of the small gain theorem solves the periodic disturbances problem via 1) isolating the delay model, 2) finding the overall system representation around the delay model and 3) designing a feedback controller that assures overall system stability and tracking error convergence. This paper addresses uncertainty conditions for the repetitive controller designed in state feedback in either past error feedforward or current error feedback using singular values. The uncertainty investigation is based on the overall system found and the stability condition associated with it; depending on the scheme used, to set an upper/lower limit weighting parameter. This creates a region that should not be exceeded in selecting the weighting parameter which in turns assures performance improvement against system uncertainty. Repetitive control problem can be described in lifted form. This allows the usage of singular values principle in setting the range for the weighting parameter selection. The Simulation results obtained show a tracking error convergence against dynamic system perturbation if the weighting parameter chosen is within the range obtained. Simulation results also show the advantage of weighting parameter usage compared to the case where it is omitted.

Keywords: model mismatch, repetitive control, singular values, state feedback

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Authors: Susmita Ghosh, Bhaskar Bhowmick

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Market is an important factor for start-ups to look into during decision-making in product development and related areas. Emerging country markets are more uncertain in terms of information availability and institutional supports. The literature review of market uncertainty reveals the need for identifying factors representing the market uncertainty. This paper identifies factors for market uncertainty using Exploratory Factor Analysis (EFA) and confirms the number of factor retention using an alternative factor retention criterion, ‘Parallel Analysis’. 500 entrepreneurs, engaged in start-ups from all over India participated in the study. This paper concludes with the factor structure of ‘market uncertainty’ having dimensions of uncertainty in industry orientation, uncertainty in customer orientation and uncertainty in marketing orientation.

Keywords: uncertainty, market, orientation, competitor, demand

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Authors: Dalvinder Kaur Mangal

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For the past decade, noise corrupted output measurements have been a fundamental research problem to be investigated. On the other hand, the estimation of the parameters for linear dynamic systems when also the input is affected by noise is recognized as more difficult problem which only recently has received increasing attention. Representations where errors or measurement noises/disturbances are present on both the inputs and outputs are usually called errors-in-variables (EIV) models. These disturbances may also have additive effects which are also considered in this paper. Parameter estimation of false EIV problem using equation error, output error and iterative prefiltering identification schemes with and without additive uncertainty, when only the output observation is corrupted by noise has been dealt in this paper. The comparative study of these three schemes has also been carried out.

Keywords: errors-in-variable (EIV), false EIV, equation error, output error, iterative prefiltering, Gaussian noise

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Authors: A. Mohammadi, M. Moghimi, S. Mohammadi

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Engineers need computational methods which could provide solutions less sensitive to the environmental effects, so the techniques should be used which take the uncertainty to account to control and minimize the risk associated with design and operation. In order to consider uncertainty in engineering problem, the optimization problem should be solved for a suitable range of the each uncertain input variable instead of just one estimated point. Using deterministic optimization problem, a large computational burden is required to consider every possible and probable combination of uncertain input variables. Several methods have been reported in the literature to deal with problems under uncertainty. In this paper, different methods presented and analyzed.

Keywords: uncertainty, Monte Carlo simulated, stochastic programming, scenario method

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Authors: Mohammad Younus Bhat

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The quaternion offset linear canonical transform (QOLCT), which isa time-shifted and frequency-modulated version of the quaternion linear canonical transform (QLCT), provides a more general framework of most existing signal processing tools. For the generalized QOLCT, the classical Heisenberg’s and Lieb’s uncertainty principles have been studied recently. In this paper, we first define the short-time quaternion offset linear canonical transform (ST-QOLCT) and drive its relationship with the quaternion Fourier transform (QFT). The crux of the paper lies in the generalization of several well-known uncertainty principles for the ST-QOLCT, including Donoho-Stark’s uncertainty principle, Hardy’s uncertainty principle, Beurling’s uncertainty principle, and the logarithmic uncertainty principle.

Keywords: Quaternion Fourier transform, Quaternion offset linear canonical transform, short-time quaternion offset linear canonical transform, uncertainty principle

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Authors: Watcharin Sangma, Onsiri Chanmuang, Pitsanu Tongkhow

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A forecasting model for steel demand uncertainty in Thailand is proposed. It consists of trend, autocorrelation, and outliers in a hierarchical Bayesian frame work. The proposed model uses a cumulative Weibull distribution function, latent first-order autocorrelation, and binary selection, to account for trend, time-varying autocorrelation, and outliers, respectively. The Gibbs sampling Markov Chain Monte Carlo (MCMC) is used for parameter estimation. The proposed model is applied to steel demand index data in Thailand. The root mean square error (RMSE), mean absolute percentage error (MAPE), and mean absolute error (MAE) criteria are used for model comparison. The study reveals that the proposed model is more appropriate than the exponential smoothing method.

Keywords: forecasting model, steel demand uncertainty, hierarchical Bayesian framework, exponential smoothing method

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Authors: Tugrul Torun, Ihsan A. Yuksel, Si̇nem On Aktan, Taha K. Vezi̇roglu

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In the quality control processes in some industries, the usage of CMM has increased in recent years. Consequently, the CMMs play important roles in the acceptance or rejection of manufactured parts. For parts, it’s important to be able to make decisions by performing fast measurements. According to related technical drawing and its tolerances, measurement uncertainty should also be considered during assessment. Since uncertainty calculation is difficult and time-consuming, most companies ignore the uncertainty value in their routine inspection method. Although studies on measurement uncertainty have been carried out on CMM’s in recent years, there is still no applicable method for analyzing task-specific measurement uncertainty. There are some standard series for calculating measurement uncertainty (ISO-15530); it is not possible to use it in industrial measurement because it is not a practical method for standard measurement routine. In this study, the inter-laboratory comparison test has been carried out in the ROKETSAN A.Ş. with all dimensional inspection units. The reference part that we used is traceable to the national metrology institute TUBİTAK UME. Each unit has measured reference parts according to related technical drawings, and the task-specific measuring uncertainty has been calculated with related parameters. According to measurement results and uncertainty values, the En values have been calculated.

Keywords: coordinate measurement, CMM, comparison, uncertainty

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Authors: Queen Suraajini Rajendran, Sai Hung Cheung

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Statistical down scaling models are required to connect the global climate model outputs and the local weather variables for climate change impact prediction. For reliable climate change impact studies, the uncertainty associated with the model including natural variability, uncertainty in the climate model(s), down scaling model, model inadequacy and in the predicted results should be quantified appropriately. In this work, a new approach is developed by the authors for statistical classification, statistical down scaling and uncertainty assessment and is applied to Singapore rainfall. It is a robust Bayesian uncertainty analysis methodology and tools based on coupling dependent modeling error with classification and statistical down scaling models in a way that the dependency among modeling errors will impact the results of both classification and statistical down scaling model calibration and uncertainty analysis for future prediction. Singapore data are considered here and the uncertainty and prediction results are obtained. From the results obtained, directions of research for improvement are briefly presented.

Keywords: statistical downscaling, global climate model, climate change, uncertainty

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Authors: Saowaluck Ukrisdawithid

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The thermal conductivity of thermal insulation materials are measured by Heat Flow Meter (HFM) apparatus. The components of uncertainty are complex and difficult on routine measurement by modelling approach. In this study, uncertainty of thermal conductivity measurement was estimated by single laboratory validation approach. The within-laboratory reproducibility was 1.1%. The standard uncertainty of method and laboratory bias by using SRM1453 expanded polystyrene board was dominant at 1.4%. However, it was assessed that there was no significant bias. For sample measurement, the sources of uncertainty were repeatability, density of sample and thermal conductivity resolution of HFM. From this approach to sample measurements, the combined uncertainty was calculated. In summary, the thermal conductivity of sample, polystyrene foam, was reported as 0.03367 W/m·K ± 3.5% (k = 2) at mean temperature 23.5 °C. The single laboratory validation approach is simple key of routine testing laboratory for estimation uncertainty of thermal conductivity measurement by using HFM, according to ISO/IEC 17025-2017 requirements. These are meaningful for laboratory competent improvement, quality control on products, and conformity assessment.

Keywords: single laboratory validation approach, within-laboratory reproducibility, method and laboratory bias, certified reference material

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Authors: André Jesus, Yanjie Zhu, Irwanda Laory

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Structural health monitoring is one of the most promising technologies concerning aversion of structural risk and economic savings. Analysts often have to deal with a considerable variety of uncertainties that arise during a monitoring process. Namely the widespread application of numerical models (model-based) is accompanied by a widespread concern about quantifying the uncertainties prevailing in their use. Some of these uncertainties are related with the deterministic nature of the model (code uncertainty) others with the variability of its inputs (parameter uncertainty) and the discrepancy between a model/experiment (systematic uncertainty). The actual process always exhibits a random behaviour (observation error) even when conditions are set identically (residual variation). Bayesian inference assumes that parameters of a model are random variables with an associated PDF, which can be inferred from experimental data. However in many Bayesian methods the determination of systematic uncertainty can be problematic. In this work systematic uncertainty is associated with a discrepancy function. The numerical model and discrepancy function are approximated by Gaussian processes (surrogate model). Finally, to avoid the computational burden of a fully Bayesian approach the parameters that characterise the Gaussian processes were estimated in a four stage process (modular Bayesian approach). The proposed methodology has been successfully applied on fields such as geoscience, biomedics, particle physics but never on the SHM context. This approach considerably reduces the computational burden; although the extent of the considered uncertainties is lower (second order effects are neglected). To successfully identify the considered uncertainties this formulation was extended to consider multiple responses. The efficiency of the algorithm has been tested on a small scale aluminium bridge structure, subjected to a thermal expansion due to infrared heaters. Comparison of its performance with responses measured at different points of the structure and associated degrees of identifiability is also carried out. A numerical FEM model of the structure was developed and the stiffness from its supports is considered as a parameter to calibrate. Results show that the modular Bayesian approach performed best when responses of the same type had the lowest spatial correlation. Based on previous literature, using different types of responses (strain, acceleration, and displacement) should also improve the identifiability problem. Uncertainties due to parametric variability, observation error, residual variability, code variability and systematic uncertainty were all recovered. For this example the algorithm performance was stable and considerably quicker than Bayesian methods that account for the full extent of uncertainties. Future research with real-life examples is required to fully access the advantages and limitations of the proposed methodology.

Keywords: bayesian, calibration, numerical model, system identification, systematic uncertainty, Gaussian process

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Authors: Elena M. Capitanul, Carlos A. Nunes Cosenza, Walid El Moudani, Felix Mora Camino

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The construction of a new airport or the extension of an existing one requires massive investments and many times public private partnerships were considered in order to make feasible such projects. One characteristic of these projects is uncertainty with respect to financial and environmental impacts on the medium to long term. Another one is the multistage nature of these types of projects. While many airport development projects have been a success, some others have turned into a nightmare for their promoters. This communication puts forward a new approach for airport investment risk assessment. The approach takes explicitly into account the degree of uncertainty in activity levels prediction and proposes milestones for the different stages of the project for minimizing risk. Uncertainty is represented through fuzzy dual theory and risk management is performed using dynamic programming. An illustration of the proposed approach is provided.

Keywords: airports, fuzzy logic, risk, uncertainty

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Authors: H. D. Arora, Anjali Dhiman

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Uncertainty is found everywhere and its understanding is central to decision making. Uncertainty emerges as one has less information than the total information required describing a system and its environment. Uncertainty and information are so closely associated that the information provided by an experiment for example, is equal to the amount of uncertainty removed. It may be pertinent to point out that uncertainty manifests itself in several forms and various kinds of uncertainties may arise from random fluctuations, incomplete information, imprecise perception, vagueness etc. For instance, one encounters uncertainty due to vagueness in communication through natural language. Uncertainty in this sense is represented by fuzziness resulting from imprecision of meaning of a concept expressed by linguistic terms. Fuzzy set concept provides an appropriate mathematical framework for dealing with the vagueness. Both information theory, proposed by Shannon (1948) and fuzzy set theory given by Zadeh (1965) plays an important role in human intelligence and various practical problems such as image segmentation, medical diagnosis etc. Numerous approaches and theories dealing with inaccuracy and uncertainty have been proposed by different researcher. In the present communication, we generalize fuzzy entropy proposed by De Luca and Termini (1972) corresponding to Shannon entropy(1948). Further, some of the basic properties of the proposed measure were examined. We also applied the proposed measure to the real life decision making problem.

Keywords: entropy, fuzzy sets, fuzzy entropy, generalized fuzzy entropy, decision making

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Authors: Ashish James, Anusha James

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The impressive predictive performance of deep learning techniques on a wide range of tasks has led to its widespread use. Estimating the confidence of these predictions is paramount for improving the safety and reliability of such systems. However, the uncertainty estimates provided by neural networks (NNs) tend to be overconfident and unreasonable. Ensemble of NNs typically produce good predictions but uncertainty estimates tend to be inconsistent. Inspired by these, this paper presents a framework that can quantitatively estimate the uncertainties by leveraging the advances in transfer learning through slight modification to the existing training pipelines. This promising algorithm is developed with an intention of deployment in real world problems which already boast a good predictive performance by reusing those pretrained models. The idea is to capture the behavior of the trained NNs for the base task by augmenting it with the uncertainty estimates from a supplementary network. A series of experiments with known and unknown distributions show that the proposed approach produces well calibrated uncertainty estimates with high quality predictions.

Keywords: uncertainty estimation, neural networks, transfer learning, regression

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Authors: L. Q. Yuan, J. Yang, A. Siddiqui

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A new regression uncertainty analysis methodology was applied to determine the uncertainties of the critical heat flux (CHF) power correlation for an advanced 43-element bundle design, which was developed by Canadian Nuclear Laboratories (CNL) to achieve improved economics, resource utilization and energy sustainability. The new methodology is considered more appropriate than the traditional methodology in the assessment of the experimental uncertainty associated with regressions. The methodology was first assessed using both the Monte Carlo Method (MCM) and the Taylor Series Method (TSM) for a simple linear regression model, and then extended successfully to a non-linear CHF power regression model (CHF power as a function of inlet temperature, outlet pressure and mass flow rate). The regression uncertainty assessed by MCM agrees well with that by TSM. An equation to evaluate the CHF power regression uncertainty was developed and expressed as a function of independent variables that determine the CHF power.

Keywords: CHF experiment, CHF correlation, regression uncertainty, Monte Carlo Method, Taylor Series Method

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Authors: Chen Bo, Wen Zengping

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Based on the results of previous studies, we focus on the research of real ground motion selection and scaling method for structural performance-based seismic evaluation using nonlinear dynamic analysis. The input of earthquake ground motion should be determined appropriately to make them compatible with the site-specific hazard level considered. Thus, an optimized selection and scaling method are established including the use of not only Monte Carlo simulation method to create the stochastic simulation spectrum considering the multivariate lognormal distribution of target spectrum, but also a spectral shape parameter. Its applications in structural fragility analysis are demonstrated through case studies. Compared to the previous scheme with no consideration of the uncertainty of target spectrum, the method shown here can make sure that the selected records are in good agreement with the median value, standard deviation and spectral correction of the target spectrum, and greatly reveal the uncertainty feature of site-specific hazard level. Meanwhile, it can help improve computational efficiency and matching accuracy. Given the important infection of target spectrum’s uncertainty on structural seismic fragility analysis, this work can provide the reasonable and reliable basis for structural seismic evaluation under scenario earthquake environment.

Keywords: ground motion selection, scaling method, seismic fragility analysis, spectral shape

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Authors: Yoonsuh Jung

Abstract:

As DNA microarray data contain relatively small sample size compared to the number of genes, high dimensional models are often employed. In high dimensional models, the selection of tuning parameter (or, penalty parameter) is often one of the crucial parts of the modeling. Cross-validation is one of the most common methods for the tuning parameter selection, which selects a parameter value with the smallest cross-validated score. However, selecting a single value as an "optimal" value for the parameter can be very unstable due to the sampling variation since the sample sizes of microarray data are often small. Our approach is to choose multiple candidates of tuning parameter first, then average the candidates with different weights depending on their performance. The additional step of estimating the weights and averaging the candidates rarely increase the computational cost, while it can considerably improve the traditional cross-validation. We show that the selected value from the suggested methods often lead to stable parameter selection as well as improved detection of significant genetic variables compared to the tradition cross-validation via real data and simulated data sets.

Keywords: cross validation, parameter averaging, parameter selection, regularization parameter search

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Authors: Zhen Wu, David Lupien St-Pierre, Georges Abdul-Nour

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In decision making under strict uncertainty, decision makers have to choose a decision without any information about the states of nature. The classic criteria of Laplace, Wald, Savage, Hurwicz and Starr are introduced and compared in a case study of sewer network planning. Furthermore, results from different criteria are discussed and analyzed. Moreover, this paper discusses the idea that decision making under strict uncertainty (DMUSU) can be viewed as a two-player game and thus be solved by a solution concept in game theory: Nash equilibrium.

Keywords: decision criteria, decision making, sewer network planning, decision making, strict uncertainty

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Authors: Yong-Heng Shi, Peng Hao, Bai-Chen Xie

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Solar prosumers are playing increasingly prominent roles in the power system. However, its uncertainty affects the outcomes and functions of the power market, especially in the asymmetric information environment. Therefore, an important issue is how to take effective measures to reduce the impact of uncertainty on market equilibrium. We propose a two-level stochastic differential game model to explore the Cournot decision problem of prosumers. In particular, we study the impact of punishment and cooperation mechanisms on the efficiency of the Cournot game in which prosumers face uncertainty. The results show that under the penalty mechanism of fixed and variable rates, producers and consumers tend to take conservative actions to hedge risks, and the variable rates mechanism is more reasonable. Compared with non-cooperative situations, prosumers can improve the efficiency of the game through cooperation, which we attribute to the superposition of market power and uncertainty reduction. In addition, the market environment of asymmetric information intensifies the role of uncertainty. It reduces social welfare but increases the income of prosumers. For regulators, promoting alliances is an effective measure to realize the integration, optimization, and stable grid connection of producers and consumers.

Keywords: Cournot games, power market, uncertainty, prosumer cooperation

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Authors: Vedat Senol, Gursoy Turan, Anders Helmersson, Vortechz Andersson

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In developing a mathematical model of a real structure, the simulation results of the model may not match the real structural response. This is a general problem that arises during dynamic motion of the structure, which may be modeled by means of parameter variations in the stiffness, damping, and mass matrices. These changes in parameters need to be estimated, and the mathematical model is updated to obtain higher control performances and robustness. In this study, a linear fractional transformation (LFT) is utilized for uncertainty modeling. Further, a general approach to the design of an H∞ control of a magneto-rheological damper (MRD) for vibration reduction in a building with mass, damping, and stiffness uncertainties is presented.

Keywords: uncertainty modeling, structural control, MR Damper, H∞, robust control

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Authors: Ankur Sachan

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The ability to make quick yet intelligent and value-added decisions to develop new fields has always been of great significance. In situations where the capital expenses and subsurface risk are high, carefully analyzing the inherent uncertainties in the reservoir and how they impact the predicted hydrocarbon accumulation and production becomes a daunting task. The problem is compounded in offshore environments, especially in the presence of heavy oils and disconnected sands where the margin for error is small. Uncertainty refers to the degree to which the data set may be in error or stray from the predicted values. To understand and quantify the uncertainties in reservoir model is important when estimating the reserves. Uncertainty parameters can be geophysical, geological, petrophysical etc. Identification of these parameters is necessary to carry out the uncertainty analysis. With so many uncertainties working at different scales, it becomes essential to have a consistent and efficient way of incorporating them into our analysis. Ranking the uncertainties based on their impact on reserves helps to prioritize/ guide future data gathering and uncertainty reduction efforts. Assigning probabilistic ranges to key uncertainties also enables the computation of probabilistic reserves. With this in mind, this paper, with the help the uncertainty and optimization process in petrel RE shows how the most influential uncertainties can be determined efficiently and how much impact so they have on the reservoir model thus helping in determining a cost effective and accurate model of the reservoir.

Keywords: uncertainty, reservoir model, parameters, optimization analysis

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Authors: Arianne Van Der Wal, Femke Van Horen, Amir Grinstein

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Consumers in today’s world are confronted with the alarming consequences of unsustainable behavior such as pollution and resource degradation. In addition, they are facing an increase in uncertainty due to, for instance, economic instability and terror attacks. Although these two problems are central to consumers’ lives, occur on a global scale, and have significant impact on the world’s political, economic, environmental, and social landscapes, they have not been systematically studied in tandem before. Contributing to research on persuasion and pro-social behavior, this paper shows in five studies (three experimental studies and one field study) that the two problems are intertwined. We demonstrate that uncertainty leads to lower sustainable behavior in comparison to certainty (Studies 1 and 2) and that this is due to consumers displaying higher levels of temporal discounting (i.e., adopting a more immediate orientation; Study 2). Finally, providing valuable implications for policy makers and responsible marketers, we show that emphasizing the immediate benefits of sustainable behavior during uncertainty buffers the negative effect (Studies 3 and 4).

Keywords: sustainable behavior, uncertainty, temporal discounting, framing

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Authors: Elias Udeaja, Elijah Udoh

Abstract:

Exploring an extended SVAR model (SVAR-X), we use the case of Nigeria to hypothesize for the role of uncertainty as the underlying source of asymmetries in the response of monetary policy to output and inflation. Deciphered the empirical finding is the potential of monetary policy exhibiting greater sensitive to shocks due to output growth than they do to shocks due to inflation in recession periods, while the reverse appears to be the case for a contractionary monetary policy. We also find the asymmetric preference in the response of monetary policy to changes in output and inflation as relatively more pronounced when we control for uncertainty as the underlying source of asymmetries.

Keywords: asymmetry response, developing economies, monetary policy shocks, uncertainty

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Authors: Balasundaram Prasaant, Ploix Stephane, Delinchant Benoit, Muresan Cristian

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Hardware in Loop (HIL) testing is done to test and validate a particular product especially in building technology. When it comes to building technology, it is more important to test the products for their efficiency. The test rig in the HIL simulator may contribute to some uncertainties on measured efficiency. The uncertainties include physical uncertainties and scenario-based uncertainties. In this paper, a simple uncertainty analysis framework for an HIL setup is shown considering only the physical uncertainties. The entire modeling of the HIL setup is done in Dymola. The uncertain sources are considered based on available knowledge of the components and also on expert knowledge. For the propagation of uncertainty, Monte Carlo Simulation is used since it is the most reliable and easy to use. In this article it is shown how an HIL setup can be modeled and how uncertainty propagation can be performed on it. Such an approach is not common in building energy analysis.

Keywords: energy in buildings, hardware in loop testing, modelica modelling, Monte Carlo simulation, uncertainty propagation

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Authors: Jihoon Lim, Patrick Kirchen, Ryozo Nagamune

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This paper proposes a linear parameter-varying (LPV) controller capable of reducing nitrogen oxide (NOx) emissions with low ammonia (NH3) slip downstream of selective catalytic reduction (SCR) systems. SCR systems are widely adopted in diesel engines due to high NOx conversion efficiency. However, the nonlinearity of the SCR system and sensor uncertainty result in a challenging control problem. In order to overcome the control challenges, an LPV controller is proposed based on gain-scheduling parameters, that is, exhaust gas temperature and exhaust gas flow rate. Based on experimentally obtained data under the non-road transient driving cycle (NRTC), the simulations firstly show that the proposed controller yields high NOx conversion efficiency with a desired low NH3 slip. The performance of the proposed LPV controller is then compared with other controllers, including a gain-scheduling PID controller and a sliding mode controller. Additionally, the robustness is also demonstrated using the uncertainties ranging from 10 to 30%. The results show that the proposed controller is robustly stable under uncertainties.

Keywords: diesel engine, gain-scheduling control, linear parameter-varying, selective catalytic reduction

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Authors: Cavidan Yakupoglu, Kurt Rohloff

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In this study, we aim to provide a novel parameter selection model for the BFVrns scheme, which is one of the prominent FHE schemes. Parameter selection in lattice-based FHE schemes is a practical challenges for experts or non-experts. Towards a solution to this problem, we introduce a hybrid principles-based approach that combines theoretical with experimental analyses. To begin, we use regression analysis to examine the parameters on the performance and security. The fact that the FHE parameters induce different behaviors on performance, security and Ciphertext Expansion Factor (CEF) that makes the process of parameter selection more challenging. To address this issue, We use a multi-objective optimization algorithm to select the optimum parameter set for performance, CEF and security at the same time. As a result of this optimization, we get an improved parameter set for better performance at a given security level by ensuring correctness and security against lattice attacks by providing at least 128-bit security. Our result enables average ~ 5x smaller CEF and mostly better performance in comparison to the parameter sets given in [1]. This approach can be considered a semiautomated parameter selection. These studies are conducted using the PALISADE homomorphic encryption library, which is a well-known HE library. The abstract goes here.

Keywords: lattice cryptography, fully homomorphic encryption, parameter selection, LWE, RLWE

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