Search results for: Uncertainty Quantification
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 476

Search results for: Uncertainty Quantification

446 A Novel Approach to Handle Uncertainty in Health System Variables for Hospital Admissions

Authors: Manisha Rathi, Thierry Chaussalet

Abstract:

Hospital staff and managers are under pressure and concerned for effective use and management of scarce resources. The hospital admissions require many decisions that have complex and uncertain consequences for hospital resource utilization and patient flow. It is challenging to predict risk of admissions and length of stay of a patient due to their vague nature. There is no method to capture the vague definition of admission of a patient. Also, current methods and tools used to predict patients at risk of admission fail to deal with uncertainty in unplanned admission, LOS, patients- characteristics. The main objective of this paper is to deal with uncertainty in health system variables, and handles uncertain relationship among variables. An introduction of machine learning techniques along with statistical methods like Regression methods can be a proposed solution approach to handle uncertainty in health system variables. A model that adapts fuzzy methods to handle uncertain data and uncertain relationships can be an efficient solution to capture the vague definition of admission of a patient.

Keywords: Admission, Fuzzy, Regression, Uncertainty

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445 Distinguishing Innocent Murmurs from Murmurs caused by Aortic Stenosis by Recurrence Quantification Analysis

Authors: Christer Ahlstrom, Katja Höglund, Peter Hult, Jens Häggström, Clarence Kvart, Per Ask

Abstract:

It is sometimes difficult to differentiate between innocent murmurs and pathological murmurs during auscultation. In these difficult cases, an intelligent stethoscope with decision support abilities would be of great value. In this study, using a dog model, phonocardiographic recordings were obtained from 27 boxer dogs with various degrees of aortic stenosis (AS) severity. As a reference for severity assessment, continuous wave Doppler was used. The data were analyzed with recurrence quantification analysis (RQA) with the aim to find features able to distinguish innocent murmurs from murmurs caused by AS. Four out of eight investigated RQA features showed significant differences between innocent murmurs and pathological murmurs. Using a plain linear discriminant analysis classifier, the best pair of features (recurrence rate and entropy) resulted in a sensitivity of 90% and a specificity of 88%. In conclusion, RQA provide valid features which can be used for differentiation between innocent murmurs and murmurs caused by AS.

Keywords: Bioacoustics, murmur, phonocardiographic signal, recurrence quantification analysis.

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444 Pruning Method of Belief Decision Trees

Authors: Salsabil Trabelsi, Zied Elouedi, Khaled Mellouli

Abstract:

The belief decision tree (BDT) approach is a decision tree in an uncertain environment where the uncertainty is represented through the Transferable Belief Model (TBM), one interpretation of the belief function theory. The uncertainty can appear either in the actual class of training objects or attribute values of objects to classify. In this paper, we develop a post-pruning method of belief decision trees in order to reduce size and improve classification accuracy on unseen cases. The pruning of decision tree has a considerable intention in the areas of machine learning.

Keywords: machine learning, uncertainty, belief function theory, belief decision tree, pruning.

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443 Uncertainty Propagation and Sensitivity Analysis During Calibration of an Integrated Land Use and Transport Model

Authors: Parikshit Dutta, Mathieu Saujot, Elise Arnaud, Benoit Lefevre, Emmanuel Prados

Abstract:

In this work, propagation of uncertainty during calibration process of TRANUS, an integrated land use and transport model (ILUTM), has been investigated. It has also been examined, through a sensitivity analysis, which input parameters affect the variation of the outputs the most. Moreover, a probabilistic verification methodology of calibration process, which equates the observed and calculated production, has been proposed. The model chosen as an application is the model of the city of Grenoble, France. For sensitivity analysis and uncertainty propagation, Monte Carlo method was employed, and a statistical hypothesis test was used for verification. The parameters of the induced demand function in TRANUS, were assumed as uncertain in the present case. It was found that, if during calibration, TRANUS converges, then with a high probability the calibration process is verified. Moreover, a weak correlation was found between the inputs and the outputs of the calibration process. The total effect of the inputs on outputs was investigated, and the output variation was found to be dictated by only a few input parameters.

Keywords: Uncertainty propagation, sensitivity analysis, calibration under uncertainty, hypothesis testing, integrated land use and transport models, TRANUS, Grenoble.

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442 Application of Intuitionistic Fuzzy Cross Entropy Measure in Decision Making for Medical Diagnosis

Authors: Shikha Maheshwari, Amit Srivastava

Abstract:

In medical investigations, uncertainty is a major challenging problem in making decision for doctors/experts to identify the diseases with a common set of symptoms and also has been extensively increasing in medical diagnosis problems. The theory of cross entropy for intuitionistic fuzzy sets (IFS) is an effective approach in coping uncertainty in decision making for medical diagnosis problem. The main focus of this paper is to propose a new intuitionistic fuzzy cross entropy measure (IFCEM), which aid in reducing the uncertainty and doctors/experts will take their decision easily in context of patient’s disease. It is shown that the proposed measure has some elegant properties, which demonstrates its potency. Further, it is also exemplified in detail the efficiency and utility of the proposed measure by using a real life case study of diagnosis the disease in medical science.

Keywords: Intuitionistic fuzzy cross entropy (IFCEM), intuitionistic fuzzy set (IFS), medical diagnosis, uncertainty.

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441 Wind Power Forecast Error Simulation Model

Authors: Josip Vasilj, Petar Sarajcev, Damir Jakus

Abstract:

One of the major difficulties introduced with wind power penetration is the inherent uncertainty in production originating from uncertain wind conditions. This uncertainty impacts many different aspects of power system operation, especially the balancing power requirements. For this reason, in power system development planing, it is necessary to evaluate the potential uncertainty in future wind power generation. For this purpose, simulation models are required, reproducing the performance of wind power forecasts. This paper presents a wind power forecast error simulation models which are based on the stochastic process simulation. Proposed models capture the most important statistical parameters recognized in wind power forecast error time series. Furthermore, two distinct models are presented based on data availability. First model uses wind speed measurements on potential or existing wind power plant locations, while the seconds model uses statistical distribution of wind speeds.

Keywords: Wind power, Uncertainty, Stochastic process, Monte Carlo simulation.

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440 Robust Stability in Multivariable Neural Network Control using Harmonic Analysis

Authors: J. Fernandez de Canete, S. Gonzalez-Perez, P. del Saz-Orozco, I. Garcia-Moral

Abstract:

Robust stability and performance are the two most basic features of feedback control systems. The harmonic balance analysis technique enables to analyze the stability of limit cycles arising from a neural network control based system operating over nonlinear plants. In this work a robust stability analysis based on the harmonic balance is presented and applied to a neural based control of a non-linear binary distillation column with unstructured uncertainty. We develop ways to describe uncertainty in the form of neglected nonlinear dynamics and high harmonics for the plant and controller respectively. Finally, conclusions about the performance of the neural control system are discussed using the Nyquist stability margin together with the structured singular values of the uncertainty as a robustness measure.

Keywords: Robust stability, neural network control, unstructured uncertainty, singular values, distillation column.

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439 A Neutral Set Approach for Applying TOPSIS in Maintenance Strategy Selection

Authors: C. Ardil

Abstract:

This paper introduces the concept of neutral sets (NSs) and explores various operations on NSs, along with their associated properties. The foundation of the Neutral Set framework lies in ontological neutrality and the principles of logic, including the Law of Non-Contradiction. By encompassing components for possibility, indeterminacy, and necessity, the NS framework provides a flexible representation of truth, uncertainty, and necessity, accommodating diverse ontological perspectives without presupposing specific existential commitments. The inclusion of Possibility acknowledges the spectrum of potential states or propositions, promoting neutrality by accommodating various viewpoints. Indeterminacy reflects the inherent uncertainty in understanding reality, refraining from making definitive ontological commitments in uncertain situations. Necessity captures propositions that must hold true under all circumstances, aligning with the principle of logical consistency and implicitly supporting the Law of Non-Contradiction. Subsequently, a neutral set-TOPSIS approach is applied in the maintenance strategy selection problem, demonstrating the practical applicability of the NS framework. The paper further explores uncertainty relations and presents the fundamental preliminaries of NS theory, emphasizing its role in fostering ontological neutrality and logical coherence in reasoning.

Keywords: Uncertainty sets, neutral sets, maintenance strategy selection multiple criteria decision-making analysis, MCDM, uncertainty decision analysis, distance function, multiple attribute, decision making, selection method, uncertainty, TOPSIS

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438 Solving the Flexible Job Shop Scheduling Problem with Uniform Processing Time Uncertainty

Authors: Nasr Al-Hinai, Tarek Y. ElMekkawy

Abstract:

The performance of schedules released to a shop floor may greatly be affected by unexpected disruptions. Thus, this paper considers the flexible job shop scheduling problem when processing times of some operations are represented by a uniform distribution with given lower and upper bounds. The objective is to find a predictive schedule that can deal with this uncertainty. The paper compares two genetic approaches to obtain predictive schedule. To determine the performance of the predictive schedules obtained by both approaches, an experimental study is conducted on a number of benchmark problems.

Keywords: Genetic algorithm, met-heuristic, robust scheduling, uncertainty of processing times

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437 Theoretical Appraisal of Satisfactory Decisions: Uncertainty, Evolutionary Ideas and Beliefs, and Satisfactory Time Use

Authors: Okay Gunes

Abstract:

Unsatisfactory experiences due to an information shortage regarding the future pay-offs of actual choices, yield satisficing decision-making. This research will examine, for the first time in the literature, the motivation behind suboptimal decisions due to uncertainty by subjecting Adam Smith’s and Jeremy Bentham’s assumptions about the nature of the actions that lead to satisficing behavior, in order to clarify the theoretical background of a “consumption-based satisfactory time” concept. The contribution of this paper with respect to the existing literature is threefold: firstly, it is showed in this paper that Adam Smith’s uncertainty is related to the problem of the constancy of ideas and not related directly to beliefs. Secondly, possessions, as in Jeremy Bentham’s oeuvre, are assumed to be just as pleasing, as protecting and improving the actual or expected quality of life, so long as they reduce any displeasure due to the undesired outcomes of uncertainty. Finally, each consumption decision incurs its own satisfactory time period, owed to not feeling hungry, being healthy, not having transportation…etc. This reveals that the level of satisfaction is indeed a behavioral phenomenon where its value would depend on the simultaneous satisfaction derived from all activities.

Keywords: Decision-making, idea and belief, satisficing, uncertainty.

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436 Managing Uncertainty in Unmanned Aircraft System Safety Performance Requirements Compliance Process

Authors: Achim Washington, Reece Clothier, Jose Silva

Abstract:

System Safety Regulations (SSR) are a central component to the airworthiness certification of Unmanned Aircraft Systems (UAS). There is significant debate on the setting of appropriate SSR for UAS. Putting this debate aside, the challenge lies in how to apply the system safety process to UAS, which lacks the data and operational heritage of conventionally piloted aircraft. The limited knowledge and lack of operational data result in uncertainty in the system safety assessment of UAS. This uncertainty can lead to incorrect compliance findings and the potential certification and operation of UAS that do not meet minimum safety performance requirements. The existing system safety assessment and compliance processes, as used for conventional piloted aviation, do not adequately account for the uncertainty, limiting the suitability of its application to UAS. This paper discusses the challenges of undertaking system safety assessments for UAS and presents current and envisaged research towards addressing these challenges. It aims to highlight the main advantages associated with adopting a risk based framework to the System Safety Performance Requirement (SSPR) compliance process that is capable of taking the uncertainty associated with each of the outputs of the system safety assessment process into consideration. Based on this study, it is made clear that developing a framework tailored to UAS, would allow for a more rational, transparent and systematic approach to decision making. This would reduce the need for conservative assumptions and take the risk posed by each UAS into consideration while determining its state of compliance to the SSR.

Keywords: Part 1309 regulations, unmanned aircraft systems, system safety, uncertainty.

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435 Multidimensional and Data Mining Analysis for Property Investment Risk Analysis

Authors: Nur Atiqah Rochin Demong, Jie Lu, Farookh Khadeer Hussain

Abstract:

Property investment in the real estate industry has a high risk due to the uncertainty factors that will affect the decisions made and high cost. Analytic hierarchy process has existed for some time in which referred to an expert-s opinion to measure the uncertainty of the risk factors for the risk analysis. Therefore, different level of experts- experiences will create different opinion and lead to the conflict among the experts in the field. The objective of this paper is to propose a new technique to measure the uncertainty of the risk factors based on multidimensional data model and data mining techniques as deterministic approach. The propose technique consist of a basic framework which includes four modules: user, technology, end-user access tools and applications. The property investment risk analysis defines as a micro level analysis as the features of the property will be considered in the analysis in this paper.

Keywords: Uncertainty factors, data mining, multidimensional data model, risk analysis.

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434 Probability-Based Damage Detection of Structures Using Model Updating with Enhanced Ideal Gas Molecular Movement Algorithm

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

Abstract:

Model updating method has received increasing attention in damage detection structures based on measured modal parameters. Therefore, a probability-based damage detection (PBDD) procedure based on a model updating procedure is presented in this paper, in which a one-stage model-based damage identification technique based on the dynamic features of a structure is investigated. The presented framework uses a finite element updating method with a Monte Carlo simulation that considers the uncertainty caused by measurement noise. Enhanced ideal gas molecular movement (EIGMM) is used as the main algorithm for model updating. Ideal gas molecular movement (IGMM) is a multiagent algorithm based on the ideal gas molecular movement. Ideal gas molecules disperse rapidly in different directions and cover all the space inside. This is embedded in the high speed of molecules, collisions between them and with the surrounding barriers. In IGMM algorithm to accomplish the optimal solutions, the initial population of gas molecules is randomly generated and the governing equations related to the velocity of gas molecules and collisions between those are utilized. In this paper, an enhanced version of IGMM, which removes unchanged variables after specified iterations, is developed. The proposed method is implemented on two numerical examples in the field of structural damage detection. The results show that the proposed method can perform well and competitive in PBDD of structures.

Keywords: Enhanced ideal gas molecular movement, ideal gas molecular movement, model updating method, probability-based damage detection, uncertainty quantification.

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433 Investigating the Effect of Uncertainty on a LP Model of a Petrochemical Complex: Stability Analysis Approach

Authors: Abdallah Al-Shammari

Abstract:

This study discusses the effect of uncertainty on production levels of a petrochemical complex. Uncertainly or variations in some model parameters, such as prices, supply and demand of materials, can affect the optimality or the efficiency of any chemical process. For any petrochemical complex with many plants, there are many sources of uncertainty and frequent variations which require more attention. Many optimization approaches are proposed in the literature to incorporate uncertainty within the model in order to obtain a robust solution. In this work, a stability analysis approach is applied to a deterministic LP model of a petrochemical complex consists of ten plants to investigate the effect of such variations on the obtained optimal production levels. The proposed approach can determinate the allowable variation ranges of some parameters, mainly objective or RHS coefficients, before the system lose its optimality. Parameters with relatively narrow range of variations, i.e. stability limits, are classified as sensitive parameters or constraints that need accurate estimate or intensive monitoring. These stability limits offer easy-to-use information to the decision maker and help in understanding the interaction between some model parameters and deciding when the system need to be re-optimize. The study shows that maximum production of ethylene and the prices of intermediate products are the most sensitive factors that affect the stability of the optimum solution

Keywords: Linear programming, Petrochemicals, stability analysis, uncertainty

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432 Seismic Base Shear Force Depending on Building Fundamental Period and Site Conditions: Deterministic Formulation and Probabilistic Analysis

Authors: S. Dorbani, M. Badaoui, D. Benouar

Abstract:

The aim of this paper is to investigate the effect of the building fundamental period of reinforced concrete buildings of (6, 9, and 12-storey), with different floor plans: Symmetric, mono-symmetric, and unsymmetric. These structures are erected at different epicentral distances. Using the Boumerdes, Algeria (2003) earthquake data, we focused primarily on the establishment of the deterministic formulation linking the base shear force to two parameters: The first one is the fundamental period that represents the numerical fingerprint of the structure, and the second one is the epicentral distance used to represent the impact of the earthquake on this force. In a second step, with a view to highlight the effect of uncertainty in these parameters on the analyzed response, these parameters are modeled as random variables with a log-normal distribution. The variability of the coefficients of variation of the chosen uncertain parameters, on the statistics on the seismic base shear force, showed that the effect of uncertainty on fundamental period on this force statistics is low compared to the epicentral distance uncertainty influence.

Keywords: Base shear force, fundamental period, epicentral distance, uncertainty, lognormal variable, statistics.

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431 The Effect of Oil Price Uncertainty on Food Price in South Africa

Authors: Goodness C. Aye

Abstract:

This paper examines the effect of the volatility of oil prices on food price in South Africa using monthly data covering the period 2002:01 to 2014:09. Food price is measured by the South African consumer price index for food while oil price is proxied by the Brent crude oil. The study employs the GARCH-in-mean VAR model, which allows the investigation of the effect of a negative and positive shock in oil price volatility on food price. The model also allows the oil price uncertainty to be measured as the conditional standard deviation of a one-step-ahead forecast error of the change in oil price. The results show that oil price uncertainty has a positive and significant effect on food price in South Africa. The responses of food price to a positive and negative oil price shocks is asymmetric.

Keywords: Oil price volatility, Food price, Bivariate GARCH-in- mean VAR, Asymmetric.

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430 A Methodology for Creating a Conceptual Model Under Uncertainty

Authors: Bogdan Walek, Jiri Bartos, Cyril Klimes

Abstract:

This article deals with the conceptual modeling under uncertainty. First, the division of information systems with their definition will be described, focusing on those where the construction of a conceptual model is suitable for the design of future information system database. Furthermore, the disadvantages of the traditional approach in creating a conceptual model and database design will be analyzed. A comprehensive methodology for the creation of a conceptual model based on analysis of client requirements and the selection of a suitable domain model is proposed here. This article presents the expert system used for the construction of a conceptual model and is a suitable tool for database designers to create a conceptual model.

Keywords: Conceptual model, conceptual modeling, database, methodology, uncertainty, information system, entity, attribute, relationship, conceptual domain model, fuzzy.

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429 An Efficient Data Mining Approach on Compressed Transactions

Authors: Jia-Yu Dai, Don-Lin Yang, Jungpin Wu, Ming-Chuan Hung

Abstract:

In an era of knowledge explosion, the growth of data increases rapidly day by day. Since data storage is a limited resource, how to reduce the data space in the process becomes a challenge issue. Data compression provides a good solution which can lower the required space. Data mining has many useful applications in recent years because it can help users discover interesting knowledge in large databases. However, existing compression algorithms are not appropriate for data mining. In [1, 2], two different approaches were proposed to compress databases and then perform the data mining process. However, they all lack the ability to decompress the data to their original state and improve the data mining performance. In this research a new approach called Mining Merged Transactions with the Quantification Table (M2TQT) was proposed to solve these problems. M2TQT uses the relationship of transactions to merge related transactions and builds a quantification table to prune the candidate itemsets which are impossible to become frequent in order to improve the performance of mining association rules. The experiments show that M2TQT performs better than existing approaches.

Keywords: Association rule, data mining, merged transaction, quantification table.

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428 Linear Programming Application in Unit Commitment of Wind Farms with Considering Uncertainties

Authors: M. Esmaeeli Shahrakht, A. Kazemi

Abstract:

Due to uncertainty of wind velocity, wind power generators don’t have deterministic output power. Utilizing wind power generation and thermal power plants together create new concerns for operation engineers of power systems. In this paper, a model is presented to implement the uncertainty of load and generated wind power which can be utilized in power system operation planning. Stochastic behavior of parameters is simulated by generating scenarios that can be solved by deterministic method. A mixed-integer linear programming method is used for solving deterministic generation scheduling problem. The proposed approach is applied to a 12-unit test system including 10 thermal units and 2 wind farms. The results show affectivity of piecewise linear model in unit commitment problems. Also using linear programming causes a considerable reduction in calculation times and guarantees convergence to the global optimum. Neglecting the uncertainty of wind velocity causes higher cost assessment of generation scheduling.

Keywords: Load uncertainty, linear programming, scenario generation, unit commitment, wind farm.

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427 Representing Uncertainty in Computer-Generated Forces

Authors: Ruibiao J. Guo, Brad Cain, Pierre Meunier

Abstract:

The Integrated Performance Modelling Environment (IPME) is a powerful simulation engine for task simulation and performance analysis. However, it has no high level cognition such as memory and reasoning for complex simulation. This article introduces a knowledge representation and reasoning scheme that can accommodate uncertainty in simulations of military personnel with IPME. This approach demonstrates how advanced reasoning models that support similarity-based associative process, rule-based abstract process, multiple reasoning methods and real-time interaction can be integrated with conventional task network modelling to provide greater functionality and flexibility when modelling operator performance.

Keywords: Computer-Generated Forces, Human Behaviour Representation, IPME, Modelling and Simulation, Uncertainty Reasoning

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426 Discovery of Fuzzy Censored Production Rules from Large Set of Discovered Fuzzy if then Rules

Authors: Tamanna Siddiqui, M. Afshar Alam

Abstract:

Censored Production Rule is an extension of standard production rule, which is concerned with problems of reasoning with incomplete information, subject to resource constraints and problem of reasoning efficiently with exceptions. A CPR has a form: IF A (Condition) THEN B (Action) UNLESS C (Censor), Where C is the exception condition. Fuzzy CPR are obtained by augmenting ordinary fuzzy production rule “If X is A then Y is B with an exception condition and are written in the form “If X is A then Y is B Unless Z is C. Such rules are employed in situation in which the fuzzy conditional statement “If X is A then Y is B" holds frequently and the exception condition “Z is C" holds rarely. Thus “If X is A then Y is B" part of the fuzzy CPR express important information while the unless part acts only as a switch that changes the polarity of “Y is B" to “Y is not B" when the assertion “Z is C" holds. The proposed approach is an attempt to discover fuzzy censored production rules from set of discovered fuzzy if then rules in the form: A(X) ÔçÆ B(Y) || C(Z).

Keywords: Uncertainty Quantification, Fuzzy if then rules, Fuzzy Censored Production Rules, Learning algorithm.

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425 Second Order Statistics of Dynamic Response of Structures Using Gamma Distributed Damping Parameters

Authors: B. Chemali, B. Tiliouine

Abstract:

This article presents the main results of a numerical investigation on the uncertainty of dynamic response of structures with statistically correlated random damping Gamma distributed. A computational method based on a Linear Statistical Model (LSM) is implemented to predict second order statistics for the response of a typical industrial building structure. The significance of random damping with correlated parameters and its implications on the sensitivity of structural peak response in the neighborhood of a resonant frequency are discussed in light of considerable ranges of damping uncertainties and correlation coefficients. The results are compared to those generated using Monte Carlo simulation techniques. The numerical results obtained show the importance of damping uncertainty and statistical correlation of damping coefficients when obtaining accurate probabilistic estimates of dynamic response of structures. Furthermore, the effectiveness of the LSM model to efficiently predict uncertainty propagation for structural dynamic problems with correlated damping parameters is demonstrated.

Keywords: Correlated random damping, linear statistical model, Monte Carlo simulation, uncertainty of dynamic response.

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424 The Pitch Diameter of Pipe Taper Thread Measurement and Uncertainty Using Three-Wire Probe

Authors: J. Kloypayan, W. Pimpakan

Abstract:

The pipe taper thread measurement and uncertainty  normally used the four-wire probe according to the JIS B 0262.  Besides, according to the EA-10/10 standard, the pipe thread could be  measured using the three-wire probe. This research proposed to use  the three-wire probe measuring the pitch diameter of the pipe taper  thread. The measuring accessory component was designed and made,  then, assembled to one side of the ULM 828 CiM machine.  Therefore, this machine could be used to measure and calibrate both  the pipe thread and the pipe taper thread. The equations and the  expanded uncertainty for pitch diameter measurement were  formulated. After the experiment, the results showed that the pipe  taper thread had the pitch diameter equal to 19.165mm and the  expanded uncertainty equal to 1.88µm. Then, the experiment results  were compared to the results from the National Institute of Metrology  Thailand. The equivalence ratio from the comparison showed that  both results were related. Thus, the proposed method of using the  three-wire probe measured the pitch diameter of the pipe taper thread  was acceptable.

Keywords: Pipe taper thread, Three-wire probe, Measure and Calibration, The Universal length measuring machine.

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423 Role of Investment in the Course of Economic Growth in Pakistan

Authors: Maqbool Hussain Sial, Maaida Hussain Hashmi, Sofia Anwar

Abstract:

The present research was focused to investigate the role of investment in the course of economic growth with reference to Pakistan. The study analyzed the role of the public and private investment and impact of the political and macroeconomic uncertainty on economic growth of Pakistan by using the vector autoregressive approach (VAR). In long-run both public and private investment showed a positive impact on economic growth but the growth was largely driven by private investment as compared to public investment. Government consumption expenditure, economic uncertainty and political instability hampered the economic growth of Pakistan. In short-run the private investment positively influences the growth but there was negative and insignificant effect of the public investment and government consumption expenditure on the growth. There was a positive relationship found between economic uncertainty (proxy for inflation) and GDP in short run.

Keywords: Investment, Government Consumption, Growth, Co-integration, Pakistan.

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422 Trial Development the Evaluation Method of Quantification the Feeling of Preventing Visibility by Front A Pillar

Authors: T. Arakawa, H. Sato

Abstract:

There are many drivers who feel right A pillar of Japanese right-hand-drive car preventing visibility on turning right or left at intersection. On the other hand, there is a report that almost pedestrian accident is caused by the delay of finding pedestrian by drivers and this is found by drivers’ eye movement. Thus, we developed the evaluation method of quantification using drivers’ eye movement data by least squares estimation and we applied this method to commercial vehicle and evaluation the visibility. It is suggested that visibility of vehicle can be quantified and estimated by linear model obtained from experimental eye fixation data and information of vehicle dimensions.

Keywords: Eye fixation, modeling, obstacle feeling, right A pillar.

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421 Forecasting Models for Steel Demand Uncertainty Using Bayesian Methods

Authors: Watcharin Sangma, Onsiri Chanmuang, Pitsanu Tongkhow

Abstract:

 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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420 Method for Determining the Probing Points for Efficient Measurement of Freeform Surface

Authors: Yi Xu, Zexiang Li

Abstract:

In inspection and workpiece localization, sampling point data is an important issue. Since the devices for sampling only sample discrete points, not the completely surface, sampling size and location of the points will be taken into consideration. In this paper a method is presented for determining the sampled points size and location for achieving efficient sampling. Firstly, uncertainty analysis of the localization parameters is investigated. A localization uncertainty model is developed to predict the uncertainty of the localization process. Using this model the minimum size of the sampled points is predicted. Secondly, based on the algebra theory an eigenvalue-optimal optimization is proposed. Then a freeform surface is used in the simulation. The proposed optimization is implemented. The simulation result shows its effectivity.

Keywords: eigenvalue-optimal optimization, freeform surface inspection, sampling size and location, sampled points.

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419 Dynamic Slope Scaling Procedure for Stochastic Integer Programming Problem

Authors: Takayuki Shiina

Abstract:

Mathematical programming has been applied to various problems. For many actual problems, the assumption that the parameters involved are deterministic known data is often unjustified. In such cases, these data contain uncertainty and are thus represented as random variables, since they represent information about the future. Decision-making under uncertainty involves potential risk. Stochastic programming is a commonly used method for optimization under uncertainty. A stochastic programming problem with recourse is referred to as a two-stage stochastic problem. In this study, we consider a stochastic programming problem with simple integer recourse in which the value of the recourse variable is restricted to a multiple of a nonnegative integer. The algorithm of a dynamic slope scaling procedure for solving this problem is developed by using a property of the expected recourse function. Numerical experiments demonstrate that the proposed algorithm is quite efficient. The stochastic programming model defined in this paper is quite useful for a variety of design and operational problems.

Keywords: stochastic programming problem with recourse, simple integer recourse, dynamic slope scaling procedure

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418 Formulating the Stochastic Finite Elements for Free Vibration Analysis of Plates with Variable Elastic Modulus

Authors: Mojtaba Aghamiri Esfahani, Mohammad Karkon, Seyed Majid Hosseini Nezhad, Reza Hosseini-Ara

Abstract:

In this study, the effect of uncertainty in elastic modulus of a plate on free vibration response is investigated. For this purpose, the elastic modulus of the plate is modeled as stochastic variable with normal distribution. Moreover, the distance autocorrelation function is used for stochastic field. Then, by applying the finite element method and Monte Carlo simulation, stochastic finite element relations are extracted. Finally, with a numerical test, the effect of uncertainty in the elastic modulus on free vibration response of a plate is studied. The results show that the effect of uncertainty in elastic modulus of the plate cannot play an important role on the free vibration response.

Keywords: Stochastic finite elements, plate bending, free vibration, Monte Carlo, Neumann expansion method.

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417 A Two-Stage Expert System for Diagnosis of Leukemia Based on Type-2 Fuzzy Logic

Authors: Ali Akbar Sadat Asl

Abstract:

Diagnosis and deciding about diseases in medical fields is facing innate uncertainty which can affect the whole process of treatment. This decision is made based on expert knowledge and the way in which an expert interprets the patient's condition, and the interpretation of the various experts from the patient's condition may be different. Fuzzy logic can provide mathematical modeling for many concepts, variables, and systems that are unclear and ambiguous and also it can provide a framework for reasoning, inference, control, and decision making in conditions of uncertainty. In systems with high uncertainty and high complexity, fuzzy logic is a suitable method for modeling. In this paper, we use type-2 fuzzy logic for uncertainty modeling that is in diagnosis of leukemia. The proposed system uses an indirect-direct approach and consists of two stages: In the first stage, the inference of blood test state is determined. In this step, we use an indirect approach where the rules are extracted automatically by implementing a clustering approach. In the second stage, signs of leukemia, duration of disease until its progress and the output of the first stage are combined and the final diagnosis of the system is obtained. In this stage, the system uses a direct approach and final diagnosis is determined by the expert. The obtained results show that the type-2 fuzzy expert system can diagnose leukemia with the average accuracy about 97%.

Keywords: Expert system, leukemia, medical diagnosis, type-2 fuzzy logic.

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