Search results for: Markov Chain Monte Carlo method

Authors: Arshia Khan, Hans-Dietrich Haasis

Abstract:

Different tools of the supply chain should be managed very efficiently in mass customization. In the automobile industry, there are different strategies to manage these tools. We need to investigate which strategies among the different ones are successful and which are not. There is lack in literature regarding such analysis. Keeping this in view, the purpose of this paper is to construct a framework and model which can help to analyze the supply chain of mass customized automobiles quantitatively for future studies. Furthermore, we will also consider that which type of data can be used for the suggested model and where it can be taken from. Such framework can help to bring insight for future analysis.

Keywords: Mass customization, supply chain, inventory, distribution, automobile industry.

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Authors: Kejun Zhuang, Zhaohui Wen

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The main purpose of this paper is to investigate a discrete time three–species food chain system with ratio dependence. By employing coincidence degree theory and analysis techniques, sufficient conditions for existence of periodic solutions are established.

Keywords: Food chain, ratio–dependent, coincidence degree, periodic solutions.

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Authors: R. Kara, M. Can

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In this paper we study a food chain model with three trophic levels and Michaelis-Menten type ratio-dependent functional response. Distinctive feature of this model is the sensitive dependence of the dynamical behavior on the initial populations and parameters of the real world. The stability of the equilibrium points are also investigated.

Keywords: Food chain, Ratio dependent models, Three level models.

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Authors: Akram Khaleghei Ghosheh Balagh, Viliam Makis

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In this paper, we investigate the residual life prediction problem for a partially observable system subject to two failure modes, namely a catastrophic failure and a failure due to the system degradation. The system is subject to condition monitoring and the degradation process is described by a hidden Markov model with unknown parameters. The parameter estimation procedure based on an EM algorithm is developed and the formulas for the conditional reliability function and the mean residual life are derived, illustrated by a numerical example.

Keywords: Partially observable system, hidden Markov model, competing risks, residual life prediction.

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Authors: Mira Trebar

Abstract:

Logistics processes of perishable food in the supply chain include the distribution activities and the real time temperature monitoring to fulfil the cold chain requirements. The paper presents the use of RFID (Radio Frequency Identification) technology as an identification tool of receiving and shipping activities in the cold store. At the same time, the use of RFID data loggers with temperature sensors is presented to observe and store the temperatures for the purpose of analyzing the processes and having the history data available for traceability purposes and efficient recall management.

Keywords: Logistics, warehouse, RFID device, cold chain.

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Authors: Nasser Erfani Majd, Mojtaba Lotfizad

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In this paper, an ultra low power and low jitter 12bit CMOS digitally controlled oscillator (DCO) design is presented. Based on a ring oscillator implemented with low power Schmitt trigger based inverters. Simulation of the proposed DCO using 32nm CMOS Predictive Transistor Model (PTM) achieves controllable frequency range of 550MHz~830MHz with a wide linearity and high resolution. Monte Carlo simulation demonstrates that the time-period jitter due to random power supply fluctuation is under 31ps and the power consumption is 0.5677mW at 750MHz with 1.2V power supply and 0.53-ps resolution. The proposed DCO has a good robustness to voltage and temperature variations and better linearity comparing to the conventional design.

Keywords: digitally controlled oscillator (DCO), low power, jitter; good linearity, robust

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Authors: Chia-Hui Huang, Han-Ying Kao

Abstract:

In production planning (PP) periods with excess capacity and growing demand, the manufacturers have two options to use the excess capacity. First, it could do more changeovers and thus reduce lot sizes, inventories, and inventory costs. Second, it could produce in excess of demand in the period and build additional inventory that can be used to satisfy future demand increments, thus delaying the purchase of the next machine that is required to meet the growth in demand. In this study we propose an enhanced supply chain planning model with flexible planning capability. In addition, a 3D supply chain planning system is illustrated.

Keywords: Supply chain, capacity expansion, inventory management, planning system.

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Authors: H. Izakian, S. A. Monadjemi, B. Tork Ladani, K. Zamanifar

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Nowadays, OCR systems have got several applications and are increasingly employed in daily life. Much research has been done regarding the identification of Latin, Japanese, and Chinese characters. However, very little investigation has been performed regarding Farsi/Arabic characters recognition. Probably the reason is difficulty and complexity of those characters identification compared to the others and limitation of IT activities in Farsi and Arabic speaking countries. In this paper, a technique has been employed to identify isolated Farsi/Arabic characters. A chain code based algorithm along with other significant peculiarities such as number and location of dots and auxiliary parts, and the number of holes existing in the isolated character has been used in this study to identify Farsi/Arabic characters. Experimental results show the relatively high accuracy of the method developed when it is tested on several standard Farsi fonts.

Keywords: Farsi characters, OCR, feature extraction, chain code.

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Authors: Irwin Ma, Tony Wong, Thiagas Sankar

Abstract:

By systematically applying different engineering methods, difficult financial problems become approachable. Using a combination of theory and techniques such as wavelet transform, time series data mining, Markov chain based discrete stochastic optimization, and evolutionary algorithms, this work formulated a strategy to characterize and forecast non-linear time series. It attempted to extract typical features from the volatility data sets of S&P100 and S&P500 indices that include abrupt drops, jumps and other non-linearity. As a result, accuracy of forecasting has reached an average of over 75% surpassing any other publicly available results on the forecast of any financial index.

Keywords: Discrete stochastic optimization, genetic algorithms, genetic programming, volatility forecast

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Authors: Seyedehfatemeh Golrizgashti, Seyedali Dalil

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The goal of this paper is proposing a supply chain value dashboard in home appliance manufacturing firms to create more value for all stakeholders via balanced scorecard approach. Balanced scorecard is an effective approach that managers have used to evaluate supply chain performance in many fields but there is a lack of enough attention to all supply chain stakeholders, improving value creation and, defining correlation between value indicators and performance measuring quantitatively. In this research the key stakeholders in home appliance supply chain, value indicators with respect to create more value for stakeholders and the most important metrics to evaluate supply chain value performance based on balanced scorecard approach have been selected via literature review. The most important indicators based on expert’s judgment acquired by in survey focused on creating more value for. Structural equation modelling has been used to disclose relations between value indicators and balanced scorecard metrics. The important result of this research is identifying effective value dashboard to create more value for all stakeholders in supply chain via balanced scorecard approach and based on an empirical study covering ten home appliance manufacturing firms in Iran. Home appliance manufacturing firms can increase their stakeholder's satisfaction by using this value dashboard.

Keywords: Supply chain management, balanced scorecard, value, Structural modeling, Stakeholders.

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Authors: Ioannis Andrianakis, Vasileios Gkatas, Nikos Eleftheriadis, Alexios Ellinidis, Ermioni Avramidou

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The paper discusses the main aspects involved in the development of a supply chain management system using the developed PredictionSCMS software as a basis for the discussion. The discussion is focused on three topics: the first is demand forecasting, where we present the predictive algorithms implemented and discuss related concepts such as the calculation of the safety stock, the effect of out-of-stock days etc. The second topic concerns the design of a supply chain, where the core parameters involved in the process are given, together with a methodology of incorporating these parameters in a meaningful order creation strategy. Finally, the paper discusses some critical events that can happen during the operation of a supply chain management system and how the developed software notifies the end user about their occurrence.

Keywords: Demand forecasting, machine learning, risk management, supply chain design.

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Authors: M. R. Ghasemi, R. Ghiasi, H. Varaee

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Surrogate model has received increasing attention for use in detecting damage of structures based on vibration modal parameters. However, uncertainties existing in the measured vibration data may lead to false or unreliable output result from such model. In this study, an efficient approach based on Monte Carlo simulation is proposed to take into account the effect of uncertainties in developing a surrogate model. The probability of damage existence (PDE) is calculated based on the probability density function of the existence of undamaged and damaged states. The kriging technique allows one to genuinely quantify the surrogate error, therefore it is chosen as metamodeling technique. Enhanced version of ideal gas molecular movement (EIGMM) algorithm is used as main algorithm for model updating. The developed approach is applied to detect simulated damage in numerical models of 72-bar space truss and 120-bar dome truss. The simulation results show the proposed method can perform well in probability-based damage detection of structures with less computational effort compared to direct finite element model.

Keywords: Enhanced ideal gas molecular movement, Kriging, probability-based damage detection, probability of damage existence, surrogate modeling, uncertainty quantification.

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Authors: Shan Gao

Abstract:

This paper treats a discrete-time finite buffer batch arrival queue with a single working vacation and partial batch rejection in which the inter-arrival and service times are, respectively, arbitrary and geometrically distributed. The queue is analyzed by using the supplementary variable and the imbedded Markov-chain techniques. We obtain steady-state system length distributions at prearrival, arbitrary and outside observer-s observation epochs. We also present probability generation function (p.g.f.) of actual waiting-time distribution in the system and some performance measures.

Keywords: Discrete-time, finite buffer, single working vacation, batch arrival, partial rejection.

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Authors: Nazli Akhlaghinia, Ali Rajabzadeh Ghatari

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In today's world, with increasing environmental awareness, firms are facing severe pressure from various stakeholders, including the government and customers, to reduce their harmful effects on the environment. Over the past few decades, the increasing effects of global warming, climate change, waste, and air pollution have increased the global attention of experts to the issue of the green supply chain and led them to the optimal solution for greenery. Green supply chain management (GSCM) plays an important role in motivating the sustainability of the organization. With increasing environmental concerns, the main objective of the research is to use system thinking methodology and Vensim software for designing a dynamic system model for green supply chain and observing behaviors. Using this methodology, we look for the effects of a green supply chain structure on the behavioral dynamics of output variables. We try to simulate the complexity of GSCM in a period of 30 months and observe the complexity of behaviors of variables including sustainability, providing green products, and reducing energy consumption, and consequently reducing sample pollution.

Keywords: Supply chain management, green supply chain management, system dynamics, energy consumption.

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Authors: H. Shamoradifar, B. Teimuri, P. Parvaresh, S. Mohammadi

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One of the main characteristics of Heavy Water Moderated Reactors is their high production of plutonium. This article demonstrates the possibility of reduction of plutonium and other actinides in Heavy Water Research Reactor. Among the many ways for reducing plutonium production in a heavy water reactor, in this research, changing the fuel from natural Uranium fuel to Thorium-Uranium mixed fuel was focused. The main fissile nucleus in Thorium-Uranium fuels is U-233 which would be produced after neutron absorption by Th-232, so the Thorium-Uranium fuels have some known advantages compared to the Uranium fuels. Due to this fact, four Thorium-Uranium fuels with different compositions ratios were chosen in our simulations; a) 10% UO₂-90% THO₂ (enriched= 20%); b) 15% UO₂-85% THO₂ (enriched= 10%); c) 30% UO₂-70% THO₂ (enriched= 5%); d) 35% UO₂-65% THO₂ (enriched= 3.7%). The natural Uranium Oxide (UO₂) is considered as the reference fuel, in other words all of the calculated data are compared with the related data from Uranium fuel. Neutronic parameters were calculated and used as the comparison parameters. All calculations were performed by Monte Carol (MCNPX2.6) steady state reaction rate calculation linked to a deterministic depletion calculation (CINDER90). The obtained computational data showed that Thorium-Uranium fuels with four different fissile compositions ratios can satisfy the safety and operating requirements for Heavy Water Research Reactor. Furthermore, Thorium-Uranium fuels have a very good proliferation resistance and consume less fissile material than uranium fuels at the same reactor operation time. Using mixed Thorium-Uranium fuels reduced the long-lived α emitter, high radiotoxic wastes and the radio toxicity level of spent fuel.

Keywords: Burn-up, heavy water reactor, minor actinides, Monte Carlo, proliferation resistance.

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Authors: Dongdong Zhang, Deran Zhang

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In this paper, a Markovian risk model with two-type claims is considered. In such a risk model, the occurrences of the two type claims are described by two point processes {Ni(t), t ¸ 0}, i = 1, 2, where {Ni(t), t ¸ 0} is the number of jumps during the interval (0, t] for the Markov jump process {Xi(t), t ¸ 0} . The ruin probability ª(u) of a company facing such a risk model is mainly discussed. An integral equation satisfied by the ruin probability ª(u) is obtained and the bounds for the convergence rate of the ruin probability ª(u) are given by using key-renewal theorem.

Keywords: Risk model, ruin probability, Markov jump process, integral equation.

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Authors: Alma Lucero Ortiz, Mario Gómez

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The purpose of this article is to conduct a theoretical and empirical study in order to analyze how the Supply Chain Management (SCM) and Supply Chain Responsiveness (SCR) affects the competitive advantage of the agrofood sector in 2017, in particular, the exporting companies of berries in Mexico. This work is presented in two parts, as a first part is developed a theoretical analysis of the main studies to measure the variables subject to the study. Subsequently an empirical study is carried out through field work and to process the data a logical econometric model is performed to be able to evaluate the effect of the SCM and SCR on the competitive advantage in the companies exporting berries. The results suggest that the SCM has a positive effect on the competitive advantage of the companies under study, so it is necessary to implement greater practices oriented towards a suitable SCM for the companies to achieve a competitive performance. In the case of SCR, it was found that this variable does not have effect on competitive advantage.

Keywords: Competitive advantage, econometric model, supply chain management, supply chain responsiveness, sustained competitive advantage.

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Authors: A. N. Nambiar

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Radio Frequency Identification (RFID) initially introduced during WW-II, has revolutionized the world with its numerous benefits and plethora of implementations in diverse areas ranging from manufacturing to agriculture to healthcare to hotel management. This work reviews the current research in this area with emphasis on applications for supply chain management and to develop a taxonomic framework to classify literature which will enable swift and easy content analysis and also help identify areas for future research.

Keywords: RFID, supply chain, applications, classification framework.

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Authors: M. Seguini, D. Nedjar

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An accuracy nonlinear analysis of a deep beam resting on elastic perfectly plastic soil is carried out in this study. In fact, a nonlinear finite element modeling for large deflection and moderate rotation of Euler-Bernoulli beam resting on linear and nonlinear random soil is investigated. The geometric nonlinear analysis of the beam is based on the theory of von Kàrmàn, where the Newton-Raphson incremental iteration method is implemented in a Matlab code to solve the nonlinear equation of the soil-beam interaction system. However, two analyses (deterministic and probabilistic) are proposed to verify the accuracy and the efficiency of the proposed model where the theory of the local average based on the Monte Carlo approach is used to analyze the effect of the spatial variability of the soil properties on the nonlinear beam response. The effect of six main parameters are investigated: the external load, the length of a beam, the coefficient of subgrade reaction of the soil, the Young’s modulus of the beam, the coefficient of variation and the correlation length of the soil’s coefficient of subgrade reaction. A comparison between the beam resting on linear and nonlinear soil models is presented for different beam’s length and external load. Numerical results have been obtained for the combination of the geometric nonlinearity of beam and material nonlinearity of random soil. This comparison highlighted the need of including the material nonlinearity and spatial variability of the soil in the geometric nonlinear analysis, when the beam undergoes large deflections.

Keywords: Finite element method, geometric nonlinearity, material nonlinearity, soil-structure interaction, spatial variability.

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Authors: G. Kumaravelan, R. Sivakumar

Abstract:

Modeling the behavior of the dialogue management in the design of a spoken dialogue system using statistical methodologies is currently a growing research area. This paper presents a work on developing an adaptive learning approach to optimize dialogue strategy. At the core of our system is a method formalizing dialogue management as a sequential decision making under uncertainty whose underlying probabilistic structure has a Markov Chain. Researchers have mostly focused on model-free algorithms for automating the design of dialogue management using machine learning techniques such as reinforcement learning. But in model-free algorithms there exist a dilemma in engaging the type of exploration versus exploitation. Hence we present a model-based online policy learning algorithm using interconnected learning automata for optimizing dialogue strategy. The proposed algorithm is capable of deriving an optimal policy that prescribes what action should be taken in various states of conversation so as to maximize the expected total reward to attain the goal and incorporates good exploration and exploitation in its updates to improve the naturalness of humancomputer interaction. We test the proposed approach using the most sophisticated evaluation framework PARADISE for accessing to the railway information system.

Keywords: Dialogue management, Learning automata, Reinforcement learning, Spoken dialogue system

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Authors: Pupong Pongcharoen, Aphirak Khadwilard, Anothai Klakankhai

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The importance of supply chain and logistics management has been widely recognised. Effective management of the supply chain can reduce costs and lead times and improve responsiveness to changing customer demands. This paper proposes a multi-matrix real-coded Generic Algorithm (MRGA) based optimisation tool that minimises total costs associated within supply chain logistics. According to finite capacity constraints of all parties within the chain, Genetic Algorithm (GA) often produces infeasible chromosomes during initialisation and evolution processes. In the proposed algorithm, chromosome initialisation procedure, crossover and mutation operations that always guarantee feasible solutions were embedded. The proposed algorithm was tested using three sizes of benchmarking dataset of logistic chain network, which are typical of those faced by most global manufacturing companies. A half fractional factorial design was carried out to investigate the influence of alternative crossover and mutation operators by varying GA parameters. The analysis of experimental results suggested that the quality of solutions obtained is sensitive to the ways in which the genetic parameters and operators are set.

Keywords: Genetic Algorithm, Logistics, Optimisation, Supply Chain.

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Authors: Flora Elvistia Firdaus

Abstract:

Polyurethane foams (PUF) has been prepared from vegetable; soybean based polyols. They were characterized into flexible and semi rigid polyurethane foam. This work is directed to production of flexible polyurethane foams by a process involving the reaction of mixture of 2,4- and 2,6-Toluene di Isocyanate isomers, with portion of to blends of soy polyols with petroleum polyol in the presence of other ingredients such as blowing agents, silicone surfactants and accelerating agents. Additon of chain extender improves the property then further decreases the properties on further addition of the same. The objective of this work was to study the effect of chain extender and role of phosphoric acid catalyst to the final properties and correlate the morphology image with mechanical properties of these foams.

Keywords: polyurethane, soy polyol, chain extender

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Authors: Mohammad Najafi Nobar, Bahareh Pourmehr, Mehdi Hajimirarab

Abstract:

One of the main processes of supply chain management is supplier selection process which its accurate implementation can dramatically increase company competitiveness. In presented article model developed based on the features of second tiers suppliers and four scenarios are predicted in order to help the decision maker (DM) in making up his/her mind. In addition two tiers of suppliers have been considered as a chain of suppliers. Then the proposed approach is solved by a method combined of concepts of fuzzy set theory (FST) and linear programming (LP) which has been nourished by real data extracted from an engineering design and supplying parts company. At the end results reveal the high importance of considering second tier suppliers features as criteria for selecting the best supplier.

Keywords: Supply Chain Management (SCM), SupplierSelection, Second Tier Supplier, Scenario Planning, Green Factor, Linear Programming, Fuzzy Set Theory

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Authors: Hassan Faraji Baghtash

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In this paper, a low voltage high performance current mirror is presented. Its most important specifications, which are improved in this work, are analyzed and formulated proving that it has such outstanding merits as: Very low input resistance of 26mΩ, very wide current dynamic range of 8 decades from 10pA to 1mA (160dB) together with an extremely low current copy error of less than 0.6ppm, and very low input and output voltages. Furthermore, the proposed current mirror bandwidth is 944MHz utilizing very low power consumption (267μW) and transistors count. HSPICE simulation results are performed using TSMC 0.18μm CMOS technology utilizing 1.8V single power supply, confirming the theoretically proved outstanding performance of the proposed current mirror. Monte Carlo simulation of its most important parameter is also examined showing its sufficiently resistance against technology process variations.

Keywords: Current mirror/source, high accuracy, low voltage, wide dynamic range.

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Authors: Siliang Wang, Minghui Wang

Abstract:

Many exist studies always use Markov decision processes (MDPs) in modeling optimal route choice in stochastic, time-varying networks. However, taking many variable traffic data and transforming them into optimal route decision is a computational challenge by employing MDPs in real transportation networks. In this paper we model finite horizon MDPs using directed hypergraphs. It is shown that the problem of route choice in stochastic, time-varying networks can be formulated as a minimum cost hyperpath problem, and it also can be solved in linear time. We finally demonstrate the significant computational advantages of the introduced methods.

Keywords: Markov decision processes (MDPs), stochastictime-varying networks, hypergraphs, route choice.

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Authors: Faraj Farhat El Dabee, Rajab Abdullah Hokoma

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Supply Chain Management (SCM) is the integration between manufacturer, transporter and customer in order to form one seamless chain that allows smooth flow of raw materials, information and products throughout the entire network that help in minimizing all related efforts and costs. The main objective of this paper is to develop a model that can accept a specified number of spare-parts within the supply chain, simulating its inventory operations throughout all stages in order to minimize the inventory holding costs, base-stock, safety-stock, and to find the optimum quantity of inventory levels, thereby suggesting a way forward to adapt some factors of Just-In-Time to minimizing the inventory costs throughout the entire supply chain. The model has been developed using Micro- Soft Excel & Visual Basic in order to study inventory allocations in any network of the supply chain. The application and reproducibility of this model were tested by comparing the actual system that was implemented in the case study with the results of the developed model. The findings showed that the total inventory costs of the developed model are about 50% less than the actual costs of the inventory items within the case study.

Keywords: Holding Costs, Inventory, JIT, Modeling, SCM

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Authors: S. Hariharan, P. Muthuchidambaranathan

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In this paper, we consider a multi user multiple input multiple output (MU-MIMO) based cooperative reporting system for cognitive radio network. In the reporting network, the secondary users forward the primary user data to the common fusion center (FC). The FC is equipped with linear equalizers and an energy detector to make the decision about the spectrum. The primary user data are considered to be a digital video broadcasting - terrestrial (DVB-T) signal. The sensing channel and the reporting channel are assumed to be an additive white Gaussian noise and an independent identically distributed Raleigh fading respectively. We analyzed the detection probability of MU-MIMO system with linear equalizers and arrived at the closed form expression for average detection probability. Also the system performance is investigated under various MIMO scenarios through Monte Carlo simulations.

Keywords: Cooperative MU-MIMO, DVB-T, Linear Equalizers.

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Authors: Sheng-Shu Cheng, Fong-Jung Yu

Abstract:

C-control chart assumes that process nonconformities follow a Poisson distribution. In actuality, however, this Poisson distribution does not always occur. A process control for semiconductor based on a Poisson distribution always underestimates the true average amount of nonconformities and the process variance. Quality is described more accurately if a compound Poisson process is used for process control at this time. A cumulative sum (CUSUM) control chart is much better than a C control chart when a small shift will be detected. This study calculates one-sided CUSUM ARLs using a Markov chain approach to construct a CUSUM control chart with an underlying Poisson-Gamma compound distribution for the failure mechanism. Moreover, an actual data set from a wafer plant is used to demonstrate the operation of the proposed model. The results show that a CUSUM control chart realizes significantly better performance than EWMA.

Keywords: Nonconformities, Compound Poisson distribution, CUSUM control chart.

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Authors: James K. Ho

Abstract:

We present a prototype interactive (hyper) map of strategic, tactical, and logistic options for Supply Chain Management. The map comprises an anthology of options, broadly classified within the strategic spectrum of efficiency versus responsiveness, and according to logistic and cross-functional drivers. They are exemplified by cases in diverse industries. We seek to get all these information and ideas organized to help supply chain managers identify effective choices for specific business environments. The key and innovative linkage we introduce is the configuration of competitive forces. Instead of going through seemingly endless and isolated cases and wondering how one can borrow from them, we aim to provide a guide by force comparisons. The premise is that best practices in a different industry facing similar forces may be a most productive resource in supply chain design and planning. A prototype template is demonstrated.

Keywords: Competitive forces, strategic innovation, supplychain management.

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Authors: N. Sefiani, L. Chraibi, K. Reklaoui, Y. Sefiani

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Currently, business environment is characterized by pressure caused by stiff competition, constant changes (e.g., product/ technological innovations, decreasing product lifecycles, and product proliferation), and a high level of market uncertainty band unpredictability. The agility of the Supply Chain Management (SCM) is clearly identified as a key factor for success and a strategic essential lever. This paper explores the impact of deploying competence management and Supply Chain Operations Reference (SCOR) model on firm performance. Our approach is based on a systemic view by considering the SCOR reference model as the heart of competence management system.

Keywords: Competence, competence management, performance, SCOR model and agility.

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