26 research outputs found
Some Concepts and Theorems of Uncertain Random Process
As a mixture of randomness and uncertainty, uncertain random variable is a measurable function from a probability space to a collection of uncertain variables. This paper will propose an uncertain random process as a generalization of both stochastic process and uncertain process. Special types of uncertain random process such as independent and stationary increment uncertain random process and uncertain random renewal process will also be discussed
Operational Decision Making under Uncertainty: Inferential, Sequential, and Adversarial Approaches
Modern security threats are characterized by a stochastic, dynamic, partially observable, and ambiguous operational environment. This dissertation addresses such complex security threats using operations research techniques for decision making under uncertainty in operations planning, analysis, and assessment. First, this research develops a new method for robust queue inference with partially observable, stochastic arrival and departure times, motivated by cybersecurity and terrorism applications. In the dynamic setting, this work develops a new variant of Markov decision processes and an algorithm for robust information collection in dynamic, partially observable and ambiguous environments, with an application to a cybersecurity detection problem. In the adversarial setting, this work presents a new application of counterfactual regret minimization and robust optimization to a multi-domain cyber and air defense problem in a partially observable environment
Analytical Properties of Credibilistic Expectation Functions
The expectation function of fuzzy variable is an important and widely used criterion in fuzzy optimization, and sound properties on the expectation function may help in model analysis and solution algorithm design for the fuzzy optimization problems. The present paper deals with some analytical properties of credibilistic expectation functions of fuzzy variables that lie in three aspects. First, some continuity theorems on the continuity and semicontinuity conditions are proved for the expectation functions. Second, a differentiation formula of the expectation function is derived which tells that, under certain conditions, the derivative of the fuzzy expectation function with respect to the parameter equals the expectation of the derivative of the fuzzy function with respect to the parameter. Finally, a law of large numbers for fuzzy variable sequences is obtained leveraging on the Chebyshev Inequality of fuzzy variables. Some examples are provided to verify the results obtained
Regression analysis of caterpillar 793D haul truck engine failure data and through-life diagnostic information using the proportional hazards model
Thesis (MScEng)--Stellenbosch University, 2012.ENGLISH ABSTRACT: Physical Asset Management (PAM) is becoming a greater concern for companies
in industry today. The widely accepted British Standards Institutes’ specification
for optimized management of physical assets and infrastructure is PAS55.
According to PAS55, PAM is the “systematic and co-ordinated activities and practices
through which an organization optimally manages its physical assets, and
their associated performance, risks and expenditures over their life cycle for the
purpose of achieving its organizational strategic plan”.
One key performance area of PAM is Asset Care Plans (ACP). These plans
are maintenance strategies which improve or ensure acceptable asset reliability
and performance during its useful life. Maintenance strategies such as Condition
Based Maintenance (CBM) acts upon Condition Monitoring (CM) data, disregarding
the previous failure histories of an asset. Other maintenance strategies,
such as Usage Based Maintenance (UBM), is based on previous failure histories,
and does not consider CM data.
Regression models make use of both CM data and previous failure histories
to develop a model which represents the underlying failure behaviour of the asset
under study. These models can be of high value in ACP development due to the
fact that Residual Useful Life (RUL) can be estimated and/or the long term life cycle cost can be optimized.
The objective of this thesis was to model historical failure data and CM data
well enough so that RUL or optimized preventive maintenance instant estimations
can be made. These estimates were used in decision models to develop maintenance
schedules, i.e. ACPs.
Several regression models were evaluated to determine the most suitable model
to achieve the objectives of this thesis. The model found to be most suitable for
this research project was the Proportional Hazards Model (PHM). A comprehensive
investigation on the PHM was undertaken focussing on the mathematics and
the practical implementation thereof.
Data obtained from the South African mining industry was modelled with the
Weibull PHM. It was found that the developed model produced estimates which
were accurate representations of reality. These findings provide an exciting basis
for the development of futureWeibull PHMs that could result in huge maintenance
cost savings and reduced failure occurrences.AFRIKAANSE OPSOMMING: Fisiese Bate Bestuur (FBB) is besig om ’n groter bekommernis vir maatskappye
in die bedryf te word. Die Britse Standaarde Instituut se spesifikasie vir optimale
bestuur van fisiese bates en infrastruktuur is PAS55. Volgens PAS55 is FBB die
“sistematiese en gekoördineerde aktiwiteite en praktyke wat deur ’n organisasie
optimaal sy fisiese bates, hul verwante prestasie, risiko’s en uitgawes vir die doel
van die bereiking van sy organisatoriese strategiese plan beheer oor hul volle lewensiklus
te bestuur”.
Een Sleutel Fokus Area (SFA) van FBB is Bate Versorgings Plan (BVP) ontwikkeling.
Hierdie is onderhouds strategieë wat bate betroubaarheid verbeter of
verseker tydens die volle bruikbare lewe van die bate. Een onderhoud strategie
is Toestands Gebasseeerde Onderhoud (TGO) wat besluite baseer op Toestand
Monitering (TM) informasie maar neem nie die vorige falingsgeskiedenis van die
bate in ag nie. Ander onderhoud strategieë soos Gebruik Gebasseerde Onderhoud
(GGO) is gebaseer op historiese falingsdata maar neem nie TM inligting in ag nie.
Regressiemodelle neem beide TM data en historiese falings geskiedenis data in
ag ten einde die onderliggende falings gedrag van die gegewe bate te verteenwoordig. Hierdie modelle kan baie nuttig wees vir BVP ontwikkeling te danke aan die
feit dat Bruikbare Oorblywende Lewe (BOL) geskat kan word en/of die langtermyn
lewenssilus koste geoptimeer kan word.
Die doelwit van hierdie tesis was om historiese falingsdata en TT data goed
genoeg te modelleer sodat BOL of optimale langtermyn lewensiklus kostes bepaal
kan word om opgeneem te word in BVP ontwikkeling. Hierdie bepalings word dan
gebruik in besluitnemings modelle wat gebruik kan word om onderhoud skedules
op te stel, d.w.s. om ’n BVP te ontwikkel.
Verskeie regressiemodelle was geëvalueer om die regte model te vind waarmee
die doel van hierdie tesis te bereik kan word. Die mees geskikte model vir die navorsingsprojek
was die Proporsionele Gevaarkoers Model (PGM). ’n Omvattende
ondersoek oor die PGM is onderneem wat fokus op die wiskunde en die praktiese
implementering daarvan.
Data is van die Suid-Afrikaanse mynbedryf verkry en is gemodelleer met behulp
van die Weibull PGM. Dit was bevind dat die ontwikkelde model resultate
geproduseer het wat ’n akkurate verteenwoordinging van realiteit is. Hierdie bevindinge
bied ’n opwindende basis vir die ontwikkeling van toekomstige Weibull
Proporsionele Gevaarkoers Modelle wat kan lei tot groot onderhoudskoste besparings
en minder onverwagte falings