Search results for: uncertainty quantification.

Authors: Abdolsalam Ghaderi

Abstract:

In this paper, the single-depot capacitated location-routing problem under uncertainty is presented. The problem aims to find the optimal location of a single depot and the routing of vehicles to serve the customers when the parameters may change under different circumstances. This problem has many applications, especially in the area of supply chain management and distribution systems. To get closer to real-world situations, travel time of vehicles, the fixed cost of vehicles usage and customers’ demand are considered as a source of uncertainty. A combined approach including robust optimization and stochastic programming was presented to deal with the uncertainty in the problem at hand. For this purpose, a mixed integer programming model is developed and a heuristic algorithm based on Variable Neighborhood Search(VNS) is presented to solve the model. Finally, the computational results are presented and future research directions are discussed.

Keywords: Location-routing problem, robust optimization, Stochastic Programming, variable neighborhood search.

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Authors: C. Ardil

Abstract:

Aircraft have different capabilities and specifications according to the required strategic goals and objectives in operations. With various types on the market with different aircraft characteristics, it becomes difficult to select a suitable aircraft for certain operations and requirements. The entropy weighting method (EWM) is a useful, highly consistent, and reliable method for obtaining the weights of the criteria and is worth integrating with the decision uncertainty distance (DUD) method, which is more applicable and requires less computation than other methods. An illustrative example is presented to demonstrate the validity and usability of the proposed methodology. Comparing the ranking results matches the distance-based approach, which is the technique for order preference by similarity to ideal solution (TOPSIS) method, which shows the robustness of the entropy DUD hybrid method. Validity analysis shows that the proposed hybrid multiple criteria decision-making analysis (MCDMA) methodology is quantitatively stable and reliable.

Keywords: aircraft selection, decision uncertainty distance (DUD), multiple criteria decision making analysis, MCDMA, TOPSIS

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Authors: Nedjima Mouhoubi, Souad Sassi Boudemagh

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In this paper, we will try to demonstrate the importance of the project approach in the urban to deal with uncertainty, the importance of the involvement of all stakeholders in the urban project process and that the absence of an actor can lead to project failure but also the importance of the urban project management. These points are handled through the following questions: Does the urban adhere to the theory of complexity? Does the project approach bring hope and solution to make urban planning "sustainable"? How converging visions of actors for the same project? Is the management of urban project the solution to support the urban project approach?

Keywords: Strategic planning, project, urban project stakeholders, management.

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Authors: Matjaž Divjak, Simon Zelič, Aleš Holobar

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We present a dedicated video-based monitoring system for quantification of patient’s attention to visual feedback during robot assisted gait rehabilitation. Two different approaches for eye gaze and head pose tracking are tested and compared. Several metrics for assessment of patient’s attention are also presented. Experimental results with healthy volunteers demonstrate that unobtrusive video-based gaze tracking during the robot-assisted gait rehabilitation is possible and is sufficiently robust for quantification of patient’s attention and assessment of compliance with the rehabilitation therapy.

Keywords: Video-based attention monitoring, gaze estimation, stroke rehabilitation, user compliance.

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Authors: H. Ashrafi, S. Ebrahimi, H. Kamalzadeh

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With the development of business competition, it is important for healthcare providers to improve their service qualities. In order to improve service quality of a clinic, four important dimensions are defined: tangibles, responsiveness, empathy, and reliability. Moreover, there are several service stages in hospitals such as financial screening and examination. One of the most challenging limitations for improving service quality is budget which impressively affects the service quality. In this paper, we present an approach to address budget uncertainty and provide guidelines for service resource allocation. In this paper, a service quality improvement approach is proposed which can be adopted to multistage service processes to improve service quality, while controlling the costs. A multi-objective function based on the importance of each area and dimension is defined to link operational variables to service quality dimensions. The results demonstrate that our approach is not ultra-conservative and it shows the actual condition very well. Moreover, it is shown that different strategies can affect the number of employees in different stages.

Keywords: Service quality assessment, healthcare resource allocation, robust optimization, budget uncertainty.

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Authors: Sukrit Shankar, Chetana Shanta Patsa, Jaydev Sharma

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Fractional Fourier Transform is a generalization of the classical Fourier Transform which is often symbolized as the rotation in time- frequency plane. Similar to the product of time and frequency span which provides the Uncertainty Principle for the classical Fourier domain, there has not been till date an Uncertainty Principle for the Fractional Fourier domain for a generalized class of finite energy signals. Though the lower bound for the product of time and Fractional Fourier span is derived for the real signals, a tighter lower bound for a general class of signals is of practical importance, especially for the analysis of signals containing chirps. We hence formulate a mathematical derivation that gives the lower bound of time and Fractional Fourier span product. The relation proves to be utmost importance in taking the Fractional Fourier Transform with adaptive time and Fractional span resolutions for a varied class of complex signals.

Keywords: Fractional Fourier Transform, uncertainty principle, Fractional Fourier Span, amplitude, phase.

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Authors: R.K.Tuli

Abstract:

In the present communication, we have studied different variations in the entropy measures in the different states of queueing processes. In case of steady state queuing process, it has been shown that as the arrival rate increases, the uncertainty increases whereas in the case of non-steady birth-death process, it is shown that the uncertainty varies differently. In this pattern, it first increases and attains its maximum value and then with the passage of time, it decreases and attains its minimum value.

Keywords: Entropy, Birth-death process, M/G/1 system, G/M/1system, Steady state, Non-steady state

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Authors: A. Sopharak, B. Uyyanonvara, S. Barman

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Microaneurysm is a key indicator of diabetic retinopathy that can potentially cause damage to retina. Early detection and automatic quantification are the keys to prevent further damage. In this paper, which focuses on automatic microaneurysm detection in images acquired through non-dilated pupils, we present a series of experiments on feature selection and automatic microaneurysm pixel classification. We found that the best feature set is a combination of 10 features: the pixel-s intensity of shade corrected image, the pixel hue, the standard deviation of shade corrected image, DoG4, the area of the candidate MA, the perimeter of the candidate MA, the eccentricity of the candidate MA, the circularity of the candidate MA, the mean intensity of the candidate MA on shade corrected image and the ratio of the major axis length and minor length of the candidate MA. The overall sensitivity, specificity, precision, and accuracy are 84.82%, 99.99%, 89.01%, and 99.99%, respectively.

Keywords: Diabetic retinopathy, microaneurysm, naive Bayes classifier

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Authors: Daniel Stamate

Abstract:

The paper presents an approach for handling uncertain information in deductive databases using multivalued logics. Uncertainty means that database facts may be assigned logical values other than the conventional ones - true and false. The logical values represent various degrees of truth, which may be combined and propagated by applying the database rules. A corresponding multivalued database semantics is defined. We show that it extends successful conventional semantics as the well-founded semantics, and has a polynomial time data complexity.

Keywords: Reasoning under uncertainty, multivalued logics, deductive databases, logic programs, multivalued semantics.

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Authors: Ali Ameur Haj Salah, Tarek Garna, Hassani Messaoud

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This paper attempts to define the validity domain of LSDP (Loop Shaping Design Procedure) controller system, by determining the suitable uncertainty region, so that linear system be stable. Indeed the LSDP controller cannot provide stability for any perturbed system. For this, we will use the gap metric tool that is introduced into the control literature for studying robustness properties of feedback systems with uncertainty. A 2nd order electric linear system example is given to define the validity domain of LSDP controller and effectiveness gap metric.

Keywords: LSDP, Gap metric, Robust Control.

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Authors: Nabilah Filzah Mohd Radzuan, Zalinda Othman, Azuraliza Abu Bakar, Abdul Razak Hamdan

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Uncertain data is believed to be an important issue in building up a prediction model. The main objective in the time series uncertainty analysis is to formulate uncertain data in order to gain knowledge and fit low dimensional model prior to a prediction task. This paper discusses the performance of a number of techniques in dealing with uncertain data specifically those which solve uncertain data condition by minimizing the loss of compression properties.

Keywords: Compression properties, uncertainty, uncertain time series, mining technique, weather prediction.

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Authors: E. A. Tkachenko, E. M. Rogova, V. V. Klimov

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One of the basic issues of development management is connected with performance measurement as a prerequisite for identifying the achievement of development objectives. The aim of our research is to develop an improved model of assessing a company’s development results. The model should take into account the cyclical nature of development and the high degree of uncertainty in dealing with numerous management tasks. Our hypotheses may be formulated as follows: Hypothesis 1. The cycle of a company’s development may be studied from the standpoint of a project cycle. To do that, methods and tools of project analysis are to be used. Hypothesis 2. The problem of the uncertainty when justifying managerial decisions within the framework of a company’s development cycle can be solved through the use of the mathematical apparatus of fuzzy logic. The reasoned justification of the validity of the hypotheses made is given in the suggested article. The fuzzy logic toolkit applies to the case of technology shift within an enterprise. It is proven that some restrictions in performance measurement that are incurred to conventional methods could be eliminated by implementation of the fuzzy logic apparatus in performance measurement models.

Keywords: Fuzzy logic, fuzzy sets, performance measurement, project analysis.

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Authors: Hamed Afrasiab, Saeed Khodaygan

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Prediction of machining process capability in the design stage plays a key role to reach the precision design and manufacturing of mechanical products. Inaccuracies in machining process lead to errors in position and orientation of machined features on the part, and strongly affect the process capability in the final quality of the product. In this paper, an efficient systematic approach is given to investigate the machining errors to predict the manufacturing errors of the parts and capability prediction of corresponding machining processes. A mathematical formulation of fixture locators modeling is presented to establish the relationship between the part errors and the related sources. Based on this method, the final machining errors of the part can be accurately estimated by relating them to the combined dimensional and geometric tolerances of the workpiece – fixture system. This method is developed for uncertainty analysis based on the Worst Case and statistical approaches. The application of the presented method is illustrated through presenting an example and the computational results are compared with the Monte Carlo simulation results.

Keywords: Process capability, machining error, dimensional and geometrical tolerances, uncertainty analysis.

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Authors: Sarra Ben Hariz, Zied Elouedi, Khaled Mellouli

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The belief K-modes method (BKM) approach is a new clustering technique handling uncertainty in the attribute values of objects in both the cluster construction task and the classification one. Like the standard version of this method, the BKM results depend on the chosen initial modes. So, one selection method of initial modes is developed, in this paper, aiming at improving the performances of the BKM approach. Experiments with several sets of real data show that by considered the developed selection initial modes method, the clustering algorithm produces more accurate results.

Keywords: Clustering, Uncertainty, Belief function theory, Belief K-modes Method, Initial modes selection.

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Authors: Madhukar Nagare, Pankaj Dutta

Abstract:

Inventory decisional environment of short life-cycle products is full of uncertainties arising from randomness and fuzziness of input parameters like customer demand requiring modeling under hybrid uncertainty. Prior inventory models incorporating fuzzy demand have unfortunately ignored stochastic variation of demand. This paper determines an unambiguous optimal order quantity from a set of n fuzzy observations in a newsvendor inventory setting in presence of fuzzy random variable demand capturing both fuzzy perception and randomness of customer demand. The stress of this paper is in providing solution procedure that attains optimality in two steps with demand information availability in linguistic phrases leading to fuzziness along with stochastic variation. The first step of solution procedure identifies and prefers one best fuzzy opinion out of all expert opinions and the second step determines optimal order quantity from the selected event that maximizes profit. The model and solution procedure is illustrated with a numerical example.

Keywords: Fuzzy expected value, Fuzzy random demand, Hybrid uncertainty, Optimal order quantity, Single-period inventory

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Authors: Deon de Jager, Yahya Zweiri, Dimitrios Makris

Abstract:

The three most important components in the cognitive architecture for cognitive robotics is memory representation, memory recall, and action-selection performed by the executive. In this paper, action selection, performed by the executive, is defined as a memory quantification and optimization process. The methodology describes the real-time construction of episodic memory through semantic memory optimization. The optimization is performed by set-based particle swarm optimization, using an adaptive entropy memory quantification approach for fitness evaluation. The performance of the approach is experimentally evaluated by simulation, where a UAV is tasked with the collection and delivery of a medical package. The experiments show that the UAV dynamically uses the episodic memory to autonomously control its velocity, while successfully completing its mission.

Keywords: Cognitive robotics, semantic memory, episodic memory, maximum entropy principle, particle swarm optimization.

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Authors: Helene Le Cadre

Abstract:

Three service providers in competition, try to optimize their quality of service / content level and their service access price. But, they have to deal with uncertainty on the consumers- preferences. To reduce their uncertainty, they have the opportunity to buy information and to build alliances. We determine the Shapley value which is a fair way to allocate the grand coalition-s revenue between the service providers. Then, we identify the values of β (consumers- sensitivity coefficient to the quality of service / contents) for which allocating the grand coalition-s revenue using the Shapley value guarantees the system stability. For other values of β, we prove that it is possible for the regulator to impose a per-period interest rate maximizing the market coverage under equal allocation rules.

Keywords: Alliance, Shapley value, Stability, Repeated game, Interest rate.

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Authors: Xinde Li, Xinhan Huang, Min Wang

Abstract:

In this paper, a new method of information fusion – DSmT (Dezert and Smarandache Theory) is introduced to apply to managing and dealing with the uncertain information from robot map building. Here we build grid map form sonar sensors and laser range finder (LRF). The uncertainty mainly comes from sonar sensors and LRF. Aiming to the uncertainty in static environment, we propose Classic DSm (DSmC) model for sonar sensors and laser range finder, and construct the general basic belief assignment function (gbbaf) respectively. Generally speaking, the evidence sources are unreliable in physical system, so we must consider the discounting theory before we apply DSmT. At last, Pioneer II mobile robot serves as a simulation experimental platform. We build 3D grid map of belief layout, then mainly compare the effect of building map using DSmT and DST. Through this simulation experiment, it proves that DSmT is very successful and valid, especially in dealing with highly conflicting information. In short, this study not only finds a new method for building map under static environment, but also supplies with a theory foundation for us to further apply Hybrid DSmT (DSmH) to dynamic unknown environment and multi-robots- building map together.

Keywords: Map building, DSmT, DST, uncertainty, information fusion.

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Authors: V. Vidučić, T. Brešan Ančić, M. Tomelić Ćurlin

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Prior to quantifying the variables of the information model for using school terminology in Croatia's region of Dalmatia from 1884 to 2014, the most relevant model variables had to be determined: historical circumstances, standard of living, education system, linguistic situation, and media. The research findings show that there was no significant transfer of the 1884 school terms into 1949 usage; likewise, the 1949 school terms were not widely used in 2014. On the other hand, the research revealed that the meaning of school terms changed over the decades. The quantification of the variables will serve as the groundwork for creating an information model for using school terminology in Dalmatia from 1884 to 2014 and for defining direct growth rates in further research.

Keywords: Education system, historical circumstances, linguistic situation, media, school terminology, standard of living.

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Authors: Marco Raciti Castelli, Stefano De Betta, Ernesto Benini

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This paper presents a mean for reducing the torque variation during the revolution of a vertical-axis wind turbine (VAWT) by increasing the blade number. For this purpose, twodimensional CDF analysis have been performed on a straight-bladed Darreius-type rotor. After describing the computational model, a complete campaign of simulations based on full RANS unsteady calculations is proposed for a three, four and five-bladed rotor architecture characterized by a NACA 0025 airfoil. For each proposed rotor configuration, flow field characteristics are investigated at several values of tip speed ratio, allowing a quantification of the influence of blade number on flow geometric features and dynamic quantities, such as rotor torque and power. Finally, torque and power curves are compared for the analyzed architectures, achieving a quantification of the effect of blade number on overall rotor performance.

Keywords: CFD, VAWT, NACA 0021, blade number

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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: V. Viduĉić, J. Žanić Mikuliĉić, M. Raĉić, K. Sladojević

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The research presented in this paper has been focused on analysing the impact of traffic on the sustainable development of tourism in Croatia's Dubrovacko-Neretvanska County by the year 2020, based on the figures and trends reported in 2014 and using the relevant variables that characterise the synergy of traffic and tourism in, speaking from the geographic viewpoint, the most problematic county in the Republic of Croatia. The basic hypothesis has been confirmed through scientifically obtained research results, through the quantification of the model's variables and the direct growth rates of the designed model. On the basis of scientific insights into the sustainable development of traffic and tourism in Dubrovacko- Neretvanska County, it is possible to propose a new information model for traffic at the service of the sustainable development of tourism in the County for the period 2014-2020.

Keywords: Environment protection, hotel industry, private sector, quantification.

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Authors: S. Jalilzadeh, A. Kimiyaghalam, A. Ashouri

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This paper presents a mathematical model and a methodology to analyze the losses in transmission expansion planning (TEP) under uncertainty in demand. The methodology is based on discrete particle swarm optimization (DPSO). DPSO is a useful and powerful stochastic evolutionary algorithm to solve the large-scale, discrete and nonlinear optimization problems like TEP. The effectiveness of the proposed idea is tested on an actual transmission network of the Azerbaijan regional electric company, Iran. The simulation results show that considering the losses even for transmission expansion planning of a network with low load growth is caused that operational costs decreases considerably and the network satisfies the requirement of delivering electric power more reliable to load centers.

Keywords: DPSO, TEP, Uncertainty

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Authors: Okay Gunes

Abstract:

In this article, a new method is proposed for the measuring of well-being inequality through a model composed of superimposing satisfaction waves. The displacement of households’ satisfactory state (i.e. satisfaction) is defined in a satisfaction string. The duration of the satisfactory state for a given period is measured in order to determine the relationship between utility and total satisfactory time, itself dependent on the density and tension of each satisfaction string. Thus, individual cardinal total satisfaction values are computed by way of a one-dimensional form for scalar sinusoidal (harmonic) moving wave function, using satisfaction waves with varying amplitudes and frequencies which allow us to measure wellbeing inequality. One advantage to using satisfaction waves is the ability to show that individual utility and consumption amounts would probably not commute; hence, it is impossible to measure or to know simultaneously the values of these observables from the dataset. Thus, we crystallize the problem by using a Heisenberg-type uncertainty resolution for self-adjoint economic operators. We propose to eliminate any estimation bias by correlating the standard deviations of selected economic operators; this is achieved by replacing the aforementioned observed uncertainties with households’ perceived uncertainties (i.e. corrected standard deviations) obtained through the logarithmic psychophysical law proposed by Weber and Fechner.

Keywords: Heisenberg Uncertainty Principle, superimposing satisfaction waves, Weber–Fechner law, well-being inequality.

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Authors: Sukhveer Singh, Sandeep Singh

Abstract:

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

Keywords: Transportation problem, efficient solution, ranking function, fuzzy transportation problem.

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Authors: I. Khutsishvili, G. Sirbiladze, B. Ghvaberidze

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This work proposes a fuzzy methodology to support the investment decisions. While choosing among competitive investment projects, the methodology makes ranking of projects using the new aggregation OWA operator – AsPOWA, presented in the environment of possibility uncertainty. For numerical evaluation of the weighting vector associated with the AsPOWA operator the mathematical programming problem is constructed. On the basis of the AsPOWA operator the projects’ group ranking maximum criteria is constructed. The methodology also allows making the most profitable investments into several of the project using the method developed by the authors for discrete possibilistic bicriteria problems. The article provides an example of the investment decision-making that explains the work of the proposed methodology.

Keywords: Expert evaluations, investment decision making, OWA operator, possibility uncertainty.

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Authors: Paramet Nualmuenwai, Chutima Prommak

Abstract:

This paper presents the IP traffic analysis. The traffic was collected from the network of Suranaree University of Technology using the software based on the Simple Network Management Protocol (SNMP). In particular, we analyze the distribution of the aggregated traffic during the hours of peak load and light load. The traffic profiles including the parameters described the traffic distributions were derived. From the statistical analysis applying three different methods, including the Kolmogorov Smirnov test, Anderson Darling test, and Chi-Squared test, we found that the IP traffic distribution is a non-normal distribution and the distributions during the peak load and the light load are different. The experimental study and analysis show high uncertainty of the IP traffic.

Keywords: IP traffic analysis, IP traffic distribution, Traffic uncertainty

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Authors: Farag Azzedin, Ahmad Ridha, Ali Rizvi

Abstract:

Trust management is one of the drawbacks in Peer-to-Peer (P2P) system. Lack of centralized control makes it difficult to control the behavior of the peers. Reputation system is one approach to provide trust assessment in P2P system. In this paper, we use fuzzy logic to model trust in a P2P environment. Our trust model combines first-hand (direct experience) and second-hand (reputation)information to allow peers to represent and reason with uncertainty regarding other peers' trustworthiness. Fuzzy logic can help in handling the imprecise nature and uncertainty of trust. Linguistic labels are used to enable peers assign a trust level intuitively. Our fuzzy trust model is flexible such that inference rules are used to weight first-hand and second-hand accordingly.

Keywords: P2P Systems; Trust, Reputation, Fuzzy Logic.

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Authors: Eva Kotlánová

Abstract:

After recession that began in 2007 in the United States and subsequently spilled over the Europe we could expect recovery of economic growth. According to the last estimation of economic progress of European countries, this recovery is not strong enough. Among others, it will depend on economic policy, where and in which way, the economic indicators will proceed. Economic theories postulate that the economic subjects prefer stably, continual economic policy without repeated and strong fluctuations. This policy is perceived as support of economic growth. Mostly in crises period, when the government must cope with consequences of recession, the economic policy becomes unpredictable for many subjects and economic policy uncertainty grows, which have negative influence on economic growth. The aim of this paper is to use panel regression to prove or disprove this hypothesis on the example of five largest European economies in the period 2008–2012.

Keywords: Economic Crises in Europe, Economic Policy, Uncertainty, Panel Analysis Regression.

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Authors: Rami A. Maher, Ibraheem K. Ibraheem

Abstract:

This work presents a comparison study between the state-space and polynomial methods for the design of the robust governor for load frequency control of steam turbine power systems. The robust governor is synthesized using the two approaches and the comparison is extended to include time and frequency domains performance, controller order, and uncertainty representation, weighting filters, optimality and sub-optimality. The obtained results are represented through tables and curves with reasons of similarities and dissimilarities.

Keywords: Robust control, load frequency control, steam turbine, H∞-norm, system uncertainty, load disturbance.

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