Antecipação na tomada de decisão com múltiplos critérios sob incerteza

Orientador: Fernando José Von ZubenTese (doutorado) - Universidade Estadual de Campinas, Faculdade de Engenharia Elétrica e de ComputaçãoResumo: A presença de incerteza em resultados futuros pode levar a indecisões em processos de escolha, especialmente ao elicitar as importâncias relativas de múltiplos critérios de decisão e de desempenhos de curto vs. longo prazo. Algumas decisões, no entanto, devem ser tomadas sob informação incompleta, o que pode resultar em ações precipitadas com consequências imprevisíveis. Quando uma solução deve ser selecionada sob vários pontos de vista conflitantes para operar em ambientes ruidosos e variantes no tempo, implementar alternativas provisórias flexíveis pode ser fundamental para contornar a falta de informação completa, mantendo opções futuras em aberto. A engenharia antecipatória pode então ser considerada como a estratégia de conceber soluções flexíveis as quais permitem aos tomadores de decisão responder de forma robusta a cenários imprevisíveis. Essa estratégia pode, assim, mitigar os riscos de, sem intenção, se comprometer fortemente a alternativas incertas, ao mesmo tempo em que aumenta a adaptabilidade às mudanças futuras. Nesta tese, os papéis da antecipação e da flexibilidade na automação de processos de tomada de decisão sequencial com múltiplos critérios sob incerteza é investigado. O dilema de atribuir importâncias relativas aos critérios de decisão e a recompensas imediatas sob informação incompleta é então tratado pela antecipação autônoma de decisões flexíveis capazes de preservar ao máximo a diversidade de escolhas futuras. Uma metodologia de aprendizagem antecipatória on-line é então proposta para melhorar a variedade e qualidade dos conjuntos futuros de soluções de trade-off. Esse objetivo é alcançado por meio da previsão de conjuntos de máximo hipervolume esperado, para a qual as capacidades de antecipação de metaheurísticas multi-objetivo são incrementadas com rastreamento bayesiano em ambos os espaços de busca e dos objetivos. A metodologia foi aplicada para a obtenção de decisões de investimento, as quais levaram a melhoras significativas do hipervolume futuro de conjuntos de carteiras financeiras de trade-off avaliadas com dados de ações fora da amostra de treino, quando comparada a uma estratégia míope. Além disso, a tomada de decisões flexíveis para o rebalanceamento de carteiras foi confirmada como uma estratégia significativamente melhor do que a de escolher aleatoriamente uma decisão de investimento a partir da fronteira estocástica eficiente evoluída, em todos os mercados artificiais e reais testados. Finalmente, os resultados sugerem que a antecipação de opções flexíveis levou a composições de carteiras que se mostraram significativamente correlacionadas com as melhorias observadas no hipervolume futuro esperado, avaliado com dados fora das amostras de treinoAbstract: The presence of uncertainty in future outcomes can lead to indecision in choice processes, especially when eliciting the relative importances of multiple decision criteria and of long-term vs. near-term performance. Some decisions, however, must be taken under incomplete information, what may result in precipitated actions with unforeseen consequences. When a solution must be selected under multiple conflicting views for operating in time-varying and noisy environments, implementing flexible provisional alternatives can be critical to circumvent the lack of complete information by keeping future options open. Anticipatory engineering can be then regarded as the strategy of designing flexible solutions that enable decision makers to respond robustly to unpredictable scenarios. This strategy can thus mitigate the risks of strong unintended commitments to uncertain alternatives, while increasing adaptability to future changes. In this thesis, the roles of anticipation and of flexibility on automating sequential multiple criteria decision-making processes under uncertainty are investigated. The dilemma of assigning relative importances to decision criteria and to immediate rewards under incomplete information is then handled by autonomously anticipating flexible decisions predicted to maximally preserve diversity of future choices. An online anticipatory learning methodology is then proposed for improving the range and quality of future trade-off solution sets. This goal is achieved by predicting maximal expected hypervolume sets, for which the anticipation capabilities of multi-objective metaheuristics are augmented with Bayesian tracking in both the objective and search spaces. The methodology has been applied for obtaining investment decisions that are shown to significantly improve the future hypervolume of trade-off financial portfolios for out-of-sample stock data, when compared to a myopic strategy. Moreover, implementing flexible portfolio rebalancing decisions was confirmed as a significantly better strategy than to randomly choosing an investment decision from the evolved stochastic efficient frontier in all tested artificial and real-world markets. Finally, the results suggest that anticipating flexible choices has lead to portfolio compositions that are significantly correlated with the observed improvements in out-of-sample future expected hypervolumeDoutoradoEngenharia de ComputaçãoDoutor em Engenharia Elétric

Performance Analysis Of Data-Driven Algorithms In Detecting Intrusions On Smart Grid

The traditional power grid is no longer a practical solution for power delivery due to several shortcomings, including chronic blackouts, energy storage issues, high cost of assets, and high carbon emissions. Therefore, there is a serious need for better, cheaper, and cleaner power grid technology that addresses the limitations of traditional power grids. A smart grid is a holistic solution to these issues that consists of a variety of operations and energy measures. This technology can deliver energy to end-users through a two-way flow of communication. It is expected to generate reliable, efficient, and clean power by integrating multiple technologies. It promises reliability, improved functionality, and economical means of power transmission and distribution. This technology also decreases greenhouse emissions by transferring clean, affordable, and efficient energy to users. Smart grid provides several benefits, such as increasing grid resilience, self-healing, and improving system performance. Despite these benefits, this network has been the target of a number of cyber-attacks that violate the availability, integrity, confidentiality, and accountability of the network. For instance, in 2021, a cyber-attack targeted a U.S. power system that shut down the power grid, leaving approximately 100,000 people without power. Another threat on U.S. Smart Grids happened in March 2018 which targeted multiple nuclear power plants and water equipment. These instances represent the obvious reasons why a high level of security approaches is needed in Smart Grids to detect and mitigate sophisticated cyber-attacks. For this purpose, the US National Electric Sector Cybersecurity Organization and the Department of Energy have joined their efforts with other federal agencies, including the Cybersecurity for Energy Delivery Systems and the Federal Energy Regulatory Commission, to investigate the security risks of smart grid networks. Their investigation shows that smart grid requires reliable solutions to defend and prevent cyber-attacks and vulnerability issues. This investigation also shows that with the emerging technologies, including 5G and 6G, smart grid may become more vulnerable to multistage cyber-attacks. A number of studies have been done to identify, detect, and investigate the vulnerabilities of smart grid networks. However, the existing techniques have fundamental limitations, such as low detection rates, high rates of false positives, high rates of misdetection, data poisoning, data quality and processing, lack of scalability, and issues regarding handling huge volumes of data. Therefore, these techniques cannot ensure safe, efficient, and dependable communication for smart grid networks. Therefore, the goal of this dissertation is to investigate the efficiency of machine learning in detecting cyber-attacks on smart grids. The proposed methods are based on supervised, unsupervised machine and deep learning, reinforcement learning, and online learning models. These models have to be trained, tested, and validated, using a reliable dataset. In this dissertation, CICDDoS 2019 was used to train, test, and validate the efficiency of the proposed models. The results show that, for supervised machine learning models, the ensemble models outperform other traditional models. Among the deep learning models, densely neural network family provides satisfactory results for detecting and classifying intrusions on smart grid. Among unsupervised models, variational auto-encoder, provides the highest performance compared to the other unsupervised models. In reinforcement learning, the proposed Capsule Q-learning provides higher detection and lower misdetection rates, compared to the other model in literature. In online learning, the Online Sequential Euclidean Distance Routing Capsule Network model provides significantly better results in detecting intrusion attacks on smart grid, compared to the other deep online models

A STUDY ON GENERAL ASSEMBLY LINE BALANCING MODELING METHODS AND TECHNIQUES

The borders of the assembly line balancing problem, as classically drawn, are as clear as any other operations research topic in production planning, with well-defined sets of assumptions, parameters, and objective functions. In application, however, these borders are frequently transgressed. Many of these deviations are internal to the assembly line balancing problem itself, arising from any of a wide array of physical or technological features in modern assembly lines. Other issues are founded in the tight coupling of assembly line balancing with external production planning and management problems, as assembly lines are at the intersection of multiple related problems in job sequencing, part flow logistics, worker safety, and quality. The field of General Assembly Line Balancing is devoted to studying the class of adapted and extended solution techniques necessary in order to model these applied line balancing problems. In this dissertation a complex line balancing problem is presented based on the real production environment of our industrial partner, featuring several extensions for task-to-task relationships, station characteristics limiting assignment, and parallel worker zoning interactions. A constructive heuristic is developed along with two improvement heuristics, as well as an integer programming model for the same problem. An experiment is conducted testing each of these new solution methods upon a battery of testbed problems, measuring solution quality, runtime, and achievement of feasibility. Additionally, a new method for measuring a secondary horizontal line balancing objective is established, based on the options-mix paradigm rather than the customary model-mix paradigm

Empirical Analysis of Natural Gas Markets

Recent developments in the natural gas industry warrant new analysis of related issues. Environmental, social, and governance (ESG) investments have accelerated the shift away from coal as the dominant source of electricity. Its low environmental impact, reduced volume, and broad availability make liquefied natural gas (LNG) a popular alternative, during this time of transition between traditional fuels and newer options. In the United States, the shale gas revolution has made natural gas a game changer. In this book, we focus on empirical analyses of the natural gas market and its growing relevance worldwide

Improving Defect Prediction Models by Combining Classifiers Predicting Different Defects

Background: The software industry spends a lot of money on finding and fixing defects. It utilises software defect prediction models to identify code that is likely to be defective. Prediction models have, however, reached a performance bottleneck. Any improvements to prediction models would likely yield less defects-reducing costs for companies. Aim: In this dissertation I demonstrate that different families of classifiers find distinct subsets of defects. I show how this finding can be utilised to design ensemble models which outperform other state-of-the-art software defect prediction models. Method: This dissertation is supported by published work. In the first paper I explore the quality of data which is a prerequisite for building reliable software defect prediction models. The second and third papers explore the ability of different software defect prediction models to find distinct subsets of defects. The fourth paper explores how software defect prediction models can be improved by combining a collection of classifiers that predict different defective components into ensembles. An additional, non-published work, presents a visual technique for the analysis of predictions made by individual classifiers and discusses some possible constraints for classifiers used in software defect prediction. Result: Software defect prediction models created by classifiers of different families predict distinct subsets of defects. Ensembles composed of classifiers belonging to different families outperform other ensemble and standalone models. Only a few highly diverse and accurate base models are needed to compose an effective ensemble. This ensemble can consistently predict a greater number of defects compared to the increase in incorrect predictions. Conclusion: Ensembles should not use the majority-voting techniques to combine decisions of classifiers in software defect prediction as this will miss correct predictions of classifiers which uniquely identify defects. Some classifiers could be less successful for software defect prediction due to complex decision boundaries of defect data. Stacking based ensembles can outperform other ensemble and stand-alone techniques. I propose new possible avenues of research that could further improve the modelling of ensembles in software defect prediction. Data quality should be explicitly considered prior to experiments for researchers to establish reliable results

A suite of swarm dynamic multi-objective algorithms for rebalancing extremely imbalanced datasets

© 2017 Imbalanced datasets can be found in a number of fields; they are commonly regarded as big data because of their sheer volume and high attribute dimensions. As the name suggests, imbalanced big datasets come with an extremely imbalanced ratio between the amount of major class and minority class samples. Traditional methods: have been attempted but still cannot fully, effectively, and reliably solve the imbalanced class classification problem, especially when the distribution of the classes is exceedingly imbalanced. In this paper, we propose a collection of algorithms to solve the problem of imbalanced datasets in binary data classification. Most traditional methods: rebalance the imbalanced dataset merely by matching the data quantities of the two classes. Our proposed algorithms, which take the form of a suite of variants, focus on guaranteeing the credibility of the classification model and reaching the greatest possible accuracy by dynamically rebalancing the training dataset with multi-objective swarm intelligence optimisation. The new algorithms are extended from those we proposed earlier, which had a single objective – first find a set of solutions that satisfy the Kappa criterion, then search for the solution in the set that offers the highest accuracy. Two main modifications are made in the new algorithms. Multi-objective optimisation is aimed at finding a solution that satisfies several criteria at the same time, such as accuracy and identifying a list of credibility indicators. The other enhancement is the incremental operation of the multi-objective optimisation. Incremental optimisation is imperative for processing data feeds that may arrive in a streaming manner. Instead of waiting for the full data archive to be available before optimisation, incremental optimisation rebalances the data feed segment by segment on the fly. The experimental results from the suite of proposed algorithms show that they can effectively attain better and more stable performances from the classification model and are accompanied by much greater credibility than the other five traditional methods when imbalanced datasets are used as training datasets for inducing a classifier