Search results for: stochastic uncertainty analysis

Authors: A. A. Khan, M. Naeem, S. Bashir, S. I. Shah

Abstract:

In this paper we propose a Particle Swarm heuristic optimized Multi-Antenna (MA) system. Efficient MA systems detection is performed using a robust stochastic evolutionary computation algorithm based on movement and intelligence of swarms. This iterative particle swarm optimized (PSO) detector significantly reduces the computational complexity of conventional Maximum Likelihood (ML) detection technique. The simulation results achieved with this proposed MA-PSO detection algorithm show near optimal performance when compared with ML-MA receiver. The performance of proposed detector is convincingly better for higher order modulation schemes and large number of antennas where conventional ML detector becomes non-practical.

Keywords: Multi Antenna (MA), Multi-input Multi-output(MIMO), Particle Swarm Optimization (PSO), ML detection.

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Authors: Ruiheng Li, Amir Parsa Anvar, Amir M. Anvar, Tien-Fu Lu

Abstract:

High redundancy and strong uncertainty are two main characteristics for underwater robotic manipulators with unlimited workspace and mobility, but they also make the motion planning and control difficult and complex. In order to setup the groundwork for the research on control schemes, the mathematical representation is built by using the Denavit-Hartenberg (D-H) method [9]&[12]; in addition to the geometry of the manipulator which was studied for establishing the direct and inverse kinematics. Then, the dynamic model is developed and used by employing the Lagrange theorem. Furthermore, derivation and computer simulation is accomplished using the MATLAB environment. The result obtained is compared with mechanical system dynamics analysis software, ADAMS. In addition, the creation of intelligent artificial skin using Interlink Force Sensing ResistorTM technology is presented as groundwork for future work

Keywords: Manipulator System, Robot, AUV, Denavit- Hartenberg method Lagrange theorem, MALTAB, ADAMS, Direct and Inverse Kinematics, Dynamics, PD Control-law, Interlink Force Sensing ResistorTM, intelligent artificial skin system.

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Authors: A. Abbasi Moshaii, M. Soltan Rezaee, M. Mohammadi Moghaddam

Abstract:

Control of some mechanisms is hard because of their complex dynamic equations. If part of the complexity is resulting from uncertainties, an efficient way for solving that is robust control. By this way, the control procedure could be simple and fast and finally, a simple controller can be designed. One kind of these mechanisms is 3-RRR which is a parallel mechanism and has three revolute joints. This paper aims to robust control a 3-RRR planner mechanism and it presents that this could be used for other mechanisms. So, a significant problem in mechanisms control could be solved. The relevant diagrams are drawn and they show the correctness of control process.

Keywords: 3-RRR, dynamic equations, mechanisms control, structural uncertainty.

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Authors: M. Mokhtar, A. Shuib, D. Mohamad

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Portfolio optimization problem has received a lot of attention from both researchers and practitioners over the last six decades. This paper provides an overview of the current state of research in portfolio optimization with the support of mathematical programming techniques. On top of that, this paper also surveys the solution algorithms for solving portfolio optimization models classifying them according to their nature in heuristic and exact methods. To serve these purposes, 40 related articles appearing in the international journal from 2003 to 2013 have been gathered and analyzed. Based on the literature review, it has been observed that stochastic programming and goal programming constitute the highest number of mathematical programming techniques employed to tackle the portfolio optimization problem. It is hoped that the paper can meet the needs of researchers and practitioners for easy references of portfolio optimization.

Keywords: Portfolio optimization, Mathematical programming, Multi-objective programming, Solution approaches.

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Authors: Hossein Gitinavard, Mohammad Hossein Fazel Zarandi

Abstract:

In the last decades, concerns about the environmental issues lead to professional and academic efforts on green supplier selection problems. In this sake, one of the main issues in evaluating the green supplier selection problems, which could increase the uncertainty, is the preferences of the experts' judgments about the candidate green suppliers. Therefore, preparing an expert system to evaluate the problem based on the historical data and the experts' knowledge can be sensible. This study provides an expert evaluation system to assess the candidate green suppliers under selected criteria in a multi-period approach. In addition, a ranking approach under interval-valued hesitant fuzzy set (IVHFS) environment is proposed to select the most appropriate green supplier in planning horizon. In the proposed ranking approach, the IVHFS and the last aggregation approach are considered to margin the errors and to prevent data loss, respectively. Hence, a comparative analysis is provided based on an illustrative example to show the feasibility of the proposed approach.

Keywords: Green supplier selection, expert system, ranking approach, interval-valued hesitant fuzzy setting.

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Authors: Martha Liliana Reina Usuga, Wilson Adarme Jaimes, Oscar Eduardo Suarez

Abstract:

Coordinated supply chain represents major challenges for the different actors involved in it, because each agent responds to individual interests. The paper presents a framework with the reviewed literature regarding the system's decision structure and nature of demand. Later, it characterizes an agri food supply chain in the Central Region of Colombia, it responds to a decentralized distribution system and a stochastic demand. Finally, the paper recommends coordinating the chain based on shared information, and mechanisms for each agent, as VMI (vendor-managed inventory) strategy for farmer-buyer relationship, information system for farmers and contracts for transportation service providers.

Keywords: Agri-food supply chain, Coordination mechanisms, Decentralized distribution system, Supply chain coordination.

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Authors: Xiu Liu, Shouming Zhong, Xiuyong Ding

Abstract:

This paper focuses on the quadratic stabilization problem for a class of uncertain impulsive switched systems. The uncertainty is assumed to be norm-bounded and enters both the state and the input matrices. Based on the Lyapunov methods, some results on robust stabilization and quadratic stabilization for the impulsive switched system are obtained. A stabilizing state feedback control law realizing the robust stabilization of the closed-loop system is constructed.

Keywords: Impulsive systems, switched systems, quadratic stabilization, robust stabilization.

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Authors: M. A. Tayfun

Abstract:

Occurrences of spurious crests on the troughs of large, relatively steep second-order Stokes waves are anomalous and not an inherent characteristic of real waves. Here, the effects of such occurrences on the statistics described by the standard second-order stochastic model are examined theoretically and by way of simulations. Theoretical results and simulations indicate that when spurious occurrences are sufficiently large, the standard model leads to physically unrealistic surface features and inaccuracies in the statistics of various surface features, in particular, the troughs and thus zero-crossing heights of large waves. Whereas inaccuracies can be fairly noticeable for long-crested waves in both deep and shallower depths, they tend to become relatively insignificant in directional waves.

Keywords: Large waves, non-linear effects, simulation, spectra, spurious crests, Stokes waves, wave breaking, wave statistics.

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Authors: F. Felipe

Abstract:

Air Defense Systems contain high-value assets that are expected to fulfill their mission for several years - in many cases, even decades - while operating in a fast-changing, technology-driven environment. Thus, it is paramount that decision-makers can assess how effective an Air Defense System is in the face of new developing threats, as well as to identify the bottlenecks that could jeopardize the security of the airspace of a country. Given the broad extent of activities and the great variety of assets necessary to achieve the strategic objectives, a systems approach was taken in order to delineate the core requirements and the physical architecture of an Air Defense System. Then, value-focused thinking helped in the definition of the measures of effectiveness. Furthermore, analytical methods were applied to create a formal structure that preliminarily assesses such measures. To validate the proposed methodology, a powerful simulation was also used to determine the measures of effectiveness, now in more complex environments that incorporate both uncertainty and multiple interactions of the entities. The results regarding the validity of this methodology suggest that the approach can support decisions aimed at enhancing the capabilities of Air Defense Systems. In conclusion, this paper sheds some light on how consolidated approaches of Systems Engineering and Operations Research can be used as valid techniques for solving problems regarding a complex and yet vital matter.

Keywords: Air defense, effectiveness, system, simulation, decision-support.

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Authors: Oshmita Dey, Debjani Chakraborty

Abstract:

In this paper, a single period inventory model with resalable returns has been analyzed in an imprecise and uncertain mixed environment. Demand has been introduced as a fuzzy random variable. In this model, a single order is placed before the start of the selling season. The customer, for a full refund, may return purchased products within a certain time interval. Returned products are resalable, provided they arrive back before the end of the selling season and are found to be undamaged. Products remaining at the end of the season are salvaged. All demands not met directly are lost. The probabilities that a sold product is returned and that a returned product is resalable, both imprecise in a real situation, have been assumed to be fuzzy in nature.

Keywords: Fuzzy random variable, Modified graded meanintegration, Internet mail order, Inventory.

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Authors: A. Golshani, M. Gharizade Varnusefaderani, S. Majidian

Abstract:

Underground structures are of those structures that have uncertainty in design procedures. That is due to the complexity of soil condition around. Under passing tunnels are also such affected structures. Despite geotechnical site investigations, lots of uncertainties exist in soil properties due to unknown events. As results, it possibly causes conflicting settlements in numerical analysis with recorded values in the project. This paper aims to report a case study on a specific under passing tunnel constructed by New Austrian Tunnelling Method in Iran. The intended tunnel has an overburden of about 11.3m, the height of 12.2m and, the width of 14.4m with 2.5 traffic lane. The numerical modeling was developed by a 2D finite element program (PLAXIS Version 8). Comparing displacement histories at the ground surface during the entire installation of initial lining, the estimated surface settlement was about four times the field recorded one, which indicates that some local unknown events affect that value. Also, the displacement ratios were in a big difference between the numerical and field data. Consequently, running several numerical back analyses using laboratory and field tests data, the geotechnical parameters were accurately revised to match with the obtained monitoring data. Finally, it was found that usually the values of soil parameters are conservatively low-estimated up to 40 percent by typical engineering judgment. Additionally, it could be attributed to inappropriate constitutive models applied for the specific soil condition.

Keywords: NATM, surface displacement history, soil tests, monitoring data, numerical back-analysis, geotechnical parameters.

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Authors: Hadi Sadoghi Yazdi, Tahereh Royani, Mehri Sadoghi Yazdi, Sohrab Effati

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In this paper, a new version of support vector regression (SVR) is presented namely Fuzzy Cost SVR (FCSVR). Individual property of the FCSVR is operation over fuzzy data whereas fuzzy cost (fuzzy margin and fuzzy penalty) are maximized. This idea admits to have uncertainty in the penalty and margin terms jointly. Robustness against noise is shown in the experimental results as a property of the proposed method and superiority relative conventional SVR.

Keywords: Support vector regression, Fuzzy input, Fuzzy cost.

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Authors: Oulad Naoui Noureddine, Cherif ELAmine, Djehiche Abdelkader

Abstract:

Water resources management includes several disciplines; the modeling of rainfall-runoff relationship is the most important discipline to prevent natural risks. There are several models to study rainfall-runoff relationship in watersheds. However, the majority of these models are not applicable in all basins of the world.  In this study, a new stochastic method called The Only Corresponding Competitor method (OCC) was used for the hydrological modeling of M’ZAB   Watershed (South East of Algeria) to adapt a few empirical models for any hydrological regime.  The results obtained allow to authorize a certain number of visions, in which it would be interesting to experiment with hydrological models that improve collectively or separately the data of a catchment by the OCC method.

Keywords: Empirical model, modeling, OCC, rainfall-runoff relationship.

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Authors: Khaled M. EL-Naggar

Abstract:

This paper presents a new method for estimating the mean curve of impulse voltage waveforms that are recorded during impulse tests. In practice, these waveforms are distorted by noise, oscillations and overshoot. The problem is formulated as an estimation problem. Estimation of the current signal parameters is achieved using a fast and accurate technique. The method is based on discrete dynamic filtering algorithm (DDF). The main advantage of the proposed technique is its ability in producing the estimates in a very short time and at a very high degree of accuracy. The algorithm uses sets of digital samples of the recorded impulse waveform. The proposed technique has been tested using simulated data of practical waveforms. Effects of number of samples and data window size are studied. Results are reported and discussed.

Keywords: Digital Filtering, Estimation, Impulse wave, Stochastic filtering.

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Authors: Khaled M. EL-Naggar

Abstract:

This paper presents a fast and efficient on-line technique for estimating impedance of unbalanced loads in power systems. The proposed technique is an application of a discrete timedynamic filter based on stochastic estimation theory which is suitable for estimating parameters in noisy environment. The algorithm uses sets of digital samples of the distorted voltage and current waveforms of the non-linear load to estimate the harmonic contents of these two signal. The non-linear load impedance is then calculated from these contents. The method is tested using practical data. Results are reported and compared with those obtained using the conventional least error squares technique. In addition to the very accurate results obtained, the method can detect and reject bad measurements. This can be considered as a very important advantage over the conventional static estimation methods such as the least error square method.

Keywords: Estimation, identification, Harmonics, Dynamic Filter.

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Authors: Amer S. Al-Yahmadi, T.C. Hsia

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This paper seeks to develop simple yet practical and efficient control scheme that enables cooperating arms to handle a flexible beam. Specifically the problem studied herein is that of two arms rigidly grasping a flexible beam and such capable of generating forces/moments in such away as to move a flexible beam along a predefined trajectory. The paper develops a sliding mode control law that provides robustness against model imperfection and uncertainty. It also provides an implicit stability proof. Simulation results for two three joint arms moving a flexible beam, are presented to validate the theoretical results.

Keywords: Sliding mode control, cooperative manipulators.

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Authors: Ahmad Thanyan Al-Sultan

Abstract:

The check-in area of airport terminal is one of the busiest sections at airports at certain periods. The passengers are subjected to queues and delays during the check-in process. These delays and queues are due to constraints in the capacity of service facilities. In this project, the airport terminal is decomposed into several check-in areas. The airport check-in scheduling problem requires both a deterministic (integer programming) and stochastic (simulation) approach. Integer programming formulations are provided to minimize the total number of counters in each check-in area under the realistic constraint that counters for one and the same flight should be adjacent and the desired number of counters remaining in each area should be fixed during check-in operations. By using simulation, the airport system can be modeled to study the effects of various parameters such as number of passengers on a flight and check-in counter opening and closing time.

Keywords: Airport terminal, Integer programming, Scheduling, Simulation.

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Authors: Ioan Popa, Cristiana Tudor, Radu Lupu

Abstract:

The interdependences among stock market indices were studied for a long while by academics in the entire world. The current financial crisis opened the door to a wide range of opinions concerning the understanding and measurement of the connections considered to provide the controversial phenomenon of market integration. Using data on the log-returns of 17 stock market indices that include most of the CEE markets, from 2005 until 2009, our paper studies the problem of these dependences using a new methodological tool that takes into account both the volatility clustering effect and the stochastic properties of these linkages through a Dynamic Conditional System of Simultaneous Equations. We find that the crisis is well captured by our model as it provides evidence for the high volatility – high dependence effect.

Keywords: Stock market interdependences, Dynamic System ofSimultaneous Equations, financial crisis

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Authors: Wahyudin P. Syam, Ibrahim M. Al-Harkan

Abstract:

This study compares three meta heuristics to minimize makespan (Cmax) for Hybrid Flow Shop (HFS) Scheduling Problem with Parallel Machines. This problem is known to be NP-Hard. This study proposes three algorithms among improvement heuristic searches which are: Genetic Algorithm (GA), Simulated Annealing (SA), and Tabu Search (TS). SA and TS are known as deterministic improvement heuristic search. GA is known as stochastic improvement heuristic search. A comprehensive comparison from these three improvement heuristic searches is presented. The results for the experiments conducted show that TS is effective and efficient to solve HFS scheduling problems.

Keywords: Flow shop, genetic algorithm, simulated annealing, tabu search.

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Authors: H. Zabiri, N. Mazuki

Abstract:

Several valve stiction models have been proposed in the literature to help understand and study the behavior of sticky valves. In this paper, an alternative black-box modeling approach based on Neural Network (NN) is presented. It is shown that with proper network type and optimum model structures, the performance of the developed NN stiction model is comparable to other established method. The resulting NN model is also tested for its robustness against the uncertainty in the stiction parameter values. Predictive mode operation also shows excellent performance of the proposed model for multi-steps ahead prediction.

Keywords: Control valve stiction, neural network, modeling.

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Authors: A. M. Hassanain, Nader M. A. Mohamed, M. Naguib Aly, Alya A. Badawi, M. A. Gaheen

Abstract:

The thermal, epithermal and fast fluxes were calculated for three irradiation channels at Egypt Second Research Reactor (ETRR-2) using CITVAP code. The validity of the calculations was verified by experimental measurements. There are some deviations between measurements and calculations. This is due to approximations in the calculation models used, homogenization of regions, condensation of energy groups and uncertainty in nuclear data used. Neutron flux data for the three irradiation channels are now available. This would enable predicting the irradiation conditions needed for future radioisotope production.

Keywords: ETRR-2, Neutron flux, Radioisotope production, CITVAP

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Authors: Alluri Swaroopa, Lakkakula Venkata Narasimha Prasad

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Alone with fast urbanization in world, traffic control became a big issue in urban construction. Having an efficient and reliable traffic control system is crucial to macro-traffic control. Traffic signal is used to manage conflicting requirement by allocating different sets of mutually compatible traffic movement during distinct time interval. Many approaches have been made proposed to solve this discrete stochastic problem. Recognizing the need to minimize right-of-way impacts while efficiently handling the anticipated high traffic volumes, the proposed alternative system gives effective design. This model allows for increased traffic capacity and reduces delays by eliminating a step in maneuvering through the freeway interchange. The concept proposed in this paper involves construction of bridges and ramps at intersection of four roads to control the vehicular congestion and to prevent traffic breakdown.

Keywords: Bridges, junctions, ramps, urban traffic control.

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Authors: Mostafa A. Elshahed, Magdy M. Elmarsfawy, Hussain M. Zain Eldain

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In this paper, a Dynamic Economic Dispatch (DED) model is developed for the system consisting of both thermal generators and wind turbines. The inclusion of a significant amount of wind energy into power systems has resulted in additional constraints on DED to accommodate the intermittent nature of the output. The probability of stochastic wind power based on the Weibull probability density function is included in the model as a constraint; A Here-and-Now Approach. The Environmental Protection Agency-s hourly emission target, which gives the maximum emission during the day, is used as a constraint to reduce the atmospheric pollution. A 69-bus test system with non-smooth cost function is used to illustrate the effectiveness of the proposed model compared with static economic dispatch model with including the wind power.

Keywords: Dynamic Economic Dispatch, StochasticOptimization, Weibull Distribution, Wind Power

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Authors: Asif Mansoor, Nasiruddin Khan, Noreen Jamil

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In this communication a quantitative modeling approach is applied to construct model for the exchange of gases from open sewer channel to the atmosphere. The data for the exchange of gases of the open sewer channel for the year January 1979 to December 2006 is utilized for the construction of the model. The study reveals that stream flow of the open sewer channel exchanges the toxic gases continuously with time varying scale. We find that the quantitative modeling approach is more parsimonious model for these exchanges. The usual diagnostic tests are applied for the model adequacy. This model is beneficial for planner and managerial bodies for the improvement of implemented policies to overcome future environmental problems.

Keywords: Open sewer channel, Industrial waste, Municipalwaste, Gases exchange, Atmosphere, Stochastic models, Diagnosticschecks.

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Authors: Debabrata Das, Pankaj Dutta

Abstract:

Along with forward supply chain organization needs to consider the impact of reverse logistics due to its economic advantage, social awareness and strict legislations. In this paper, we develop a system dynamics framework for a closed-loop supply chain with fuzzy demand and fuzzy collection rate by incorporating product exchange policy in forward channel and various recovery options in reverse channel. The uncertainty issues associated with acquisition and collection of used product have been quantified using possibility measures. In the simulation study, we analyze order variation at both retailer and distributor level and compare bullwhip effects of different logistics participants over time between the traditional forward supply chain and the closed-loop supply chain. Our results suggest that the integration of reverse logistics can reduce order variation and bullwhip effect of a closed-loop system. Finally, sensitivity analysis is performed to examine the impact of various parameters on recovery process and bullwhip effect.

Keywords: Bullwhip Effect, Fuzzy Possibility Measures, Reverse Supply Chain, System Dynamics.

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Authors: Dorota Kobus-Ostrowska

Abstract:

Work for everyone, especially for person with disability is a condition in independence; it secures basic needs and develops manual and intellectual capabilities. The work is a source of income, and it builds and strengthens of self-esteem and competence. The purpose of this article is to identify work as an important factor in everyone’s life, despite Polish disabled persons rarely having the chance to undertake a job. In order to achieve this purpose, two methods were used: comparative and qualitative. The theoretical part of this article is based on studies of a wide range of Polish and foreign literature devoted to the issue of the occupational development of people with disabilities. The article was also enriched with the institutional and legal analysis types of support for people with disabilities in Poland. Currently, a Polish person with disability who wants to enter or return to the labor market is under a special protection. Those entities employing workers with disabilities may obtain a subsidy for the salary of a person with disabilities. Unfortunately, people with disability in Poland rarely participate in the workforce. The factors that contribute to this include the difficulty in obtaining work, the uncertainty of keeping it, and the low salary offered. Despite that domestic and foreign literature highlight the important role of disabled people as a workforce, very few people with disability in Poland are economically active.

Keywords: Disabled person, work, employer, rehabilitation.

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Authors: B. Kettana

Abstract:

Nowadays, financial and economic crises are growing more and reach more countries and sectors. These events have, as a result, a considerable impact on the activities of the firms which think unstable and in danger. But besides this heavy uncertainty which weighs on the different firms, the family firm, object of our research, is not only confronted with these external difficulties but also with an internal challenge and of size: that of transmission. Indeed, the transmission of an organization from one generation to another can succeed as it can fail; leaving considerable damage. Our research registers as part of these problems since we tried to understand relation between the behavior of two main actors of the process of succession, predecessor and successor; and the success of transmission.

Keywords: Family business, transmission, success, predecessor, successor.

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Authors: Muhammad Marsudi, Dzuraidah Abdul Wahab, Che Hassan Che Haron

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Modeling of a manufacturing system enables one to identify the effects of key design parameters on the system performance and as a result to make correct decision. This paper proposes a manufacturing system modeling approach using a spreadsheet model based on queuing network theory, in which a static capacity planning model and stochastic queuing model are integrated. The model was used to improve the existing system utilization in relation to product design. The model incorporates few parameters such as utilization, cycle time, throughput, and batch size. The study also showed that the validity of developed model is good enough to apply and the maximum value of relative error is 10%, far below the limit value 32%. Therefore, the model developed in this study is a valuable alternative model in evaluating a manufacturing system

Keywords: Manufacturing system, product design, spreadsheet model, utilization.

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Authors: A. Ehsani, A. Karimizadeh, H. Fallahi, A. Jalali

Abstract:

In an electric power system, spinning reserve requirements can be determined by using deterministic and/or probabilistic measures. Although deterministic methods are usual in many systems, application of probabilistic methods becomes increasingly important in the new environment of the electric power utility industry. This is because of the increased uncertainty associated with competition. In this paper 1) a new probabilistic method is presented which considers the reliability of transmission system in a simplified manner and 2) deterministic and probabilistic methods are compared. The studied methods are applied to the Roy Billinton Test System (RBTS).

Keywords: Reliability, Spinning Reserve, Risk, Transmission, Unit Commitment.

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Authors: Iman Badr

Abstract:

The concept of flexible manufacturing is highly appealing in gaining a competitive edge in the market by quickly adapting to the changing customer needs. Scheduling jobs on flexible manufacturing systems (FMSs) is a challenging task of managing the available flexibility on the shop floor to react to the dynamics of the environment in real-time. In this paper, an agent-oriented scheduling framework that can be integrated with a real or a simulated FMS is proposed. This framework works in stochastic environments with a dynamic model of job arrival. It supports a hierarchical cooperative scheduling that builds on the available flexibility of the shop floor. Testing the framework on a model of a real FMS showed the capability of the proposed approach to overcome the drawbacks of the conventional approaches and maintain a near optimal solution despite the dynamics of the operational environment.

Keywords: Autonomous agents, Flexible manufacturing systems(FMS), Manufacturing scheduling, Real-time systems.

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