ISIPTA'07: Proceedings of the Fifth International Symposium on Imprecise Probability: Theories and Applications

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Stochastic Processes with Applications

Stochastic processes have wide relevance in mathematics both for theoretical aspects and for their numerous real-world applications in various domains. They represent a very active research field which is attracting the growing interest of scientists from a range of disciplines.This Special Issue aims to present a collection of current contributions concerning various topics related to stochastic processes and their applications. In particular, the focus here is on applications of stochastic processes as models of dynamic phenomena in research areas certain to be of interest, such as economics, statistical physics, queuing theory, biology, theoretical neurobiology, and reliability theory. Various contributions dealing with theoretical issues on stochastic processes are also included

Efficient resilience analysis and decision-making for complex engineering systems

Modern societies around the world are increasingly dependent on the smooth functionality of progressively more complex systems, such as infrastructure systems, digital systems like the internet, and sophisticated machinery. They form the cornerstones of our technologically advanced world and their efficiency is directly related to our well-being and the progress of society. However, these important systems are constantly exposed to a wide range of threats of natural, technological, and anthropogenic origin. The emergence of global crises such as the COVID-19 pandemic and the ongoing threat of climate change have starkly illustrated the vulnerability of these widely ramified and interdependent systems, as well as the impossibility of predicting threats entirely. The pandemic, with its widespread and unexpected impacts, demonstrated how an external shock can bring even the most advanced systems to a standstill, while the ongoing climate change continues to produce unprecedented risks to system stability and performance. These global crises underscore the need for systems that can not only withstand disruptions, but also, recover from them efficiently and rapidly. The concept of resilience and related developments encompass these requirements: analyzing, balancing, and optimizing the reliability, robustness, redundancy, adaptability, and recoverability of systems -- from both technical and economic perspectives. This cumulative dissertation, therefore, focuses on developing comprehensive and efficient tools for resilience-based analysis and decision-making of complex engineering systems. The newly developed resilience decision-making procedure is at the core of these developments. It is based on an adapted systemic risk measure, a time-dependent probabilistic resilience metric, as well as a grid search algorithm, and represents a significant innovation as it enables decision-makers to identify an optimal balance between different types of resilience-enhancing measures, taking into account monetary aspects. Increasingly, system components have significant inherent complexity, requiring them to be modeled as systems themselves. Thus, this leads to systems-of-systems with a high degree of complexity. To address this challenge, a novel methodology is derived by extending the previously introduced resilience framework to multidimensional use cases and synergistically merging it with an established concept from reliability theory, the survival signature. The new approach combines the advantages of both original components: a direct comparison of different resilience-enhancing measures from a multidimensional search space leading to an optimal trade-off in terms of system resilience, and a significant reduction in computational effort due to the separation property of the survival signature. It enables that once a subsystem structure has been computed -- a typically computational expensive process -- any characterization of the probabilistic failure behavior of components can be validated without having to recompute the structure. In reality, measurements, expert knowledge, and other sources of information are loaded with multiple uncertainties. For this purpose, an efficient method based on the combination of survival signature, fuzzy probability theory, and non-intrusive stochastic simulation (NISS) is proposed. This results in an efficient approach to quantify the reliability of complex systems, taking into account the entire uncertainty spectrum. The new approach, which synergizes the advantageous properties of its original components, achieves a significant decrease in computational effort due to the separation property of the survival signature. In addition, it attains a dramatic reduction in sample size due to the adapted NISS method: only a single stochastic simulation is required to account for uncertainties. The novel methodology not only represents an innovation in the field of reliability analysis, but can also be integrated into the resilience framework. For a resilience analysis of existing systems, the consideration of continuous component functionality is essential. This is addressed in a further novel development. By introducing the continuous survival function and the concept of the Diagonal Approximated Signature as a corresponding surrogate model, the existing resilience framework can be usefully extended without compromising its fundamental advantages. In the context of the regeneration of complex capital goods, a comprehensive analytical framework is presented to demonstrate the transferability and applicability of all developed methods to complex systems of any type. The framework integrates the previously developed resilience, reliability, and uncertainty analysis methods. It provides decision-makers with the basis for identifying resilient regeneration paths in two ways: first, in terms of regeneration paths with inherent resilience, and second, regeneration paths that lead to maximum system resilience, taking into account technical and monetary factors affecting the complex capital good under analysis. In summary, this dissertation offers innovative contributions to efficient resilience analysis and decision-making for complex engineering systems. It presents universally applicable methods and frameworks that are flexible enough to consider system types and performance measures of any kind. This is demonstrated in numerous case studies ranging from arbitrary flow networks, functional models of axial compressors to substructured infrastructure systems with several thousand individual components.Moderne Gesellschaften sind weltweit zunehmend von der reibungslosen Funktionalität immer komplexer werdender Systeme, wie beispielsweise Infrastruktursysteme, digitale Systeme wie das Internet oder hochentwickelten Maschinen, abhängig. Sie bilden die Eckpfeiler unserer technologisch fortgeschrittenen Welt, und ihre Effizienz steht in direktem Zusammenhang mit unserem Wohlbefinden sowie dem Fortschritt der Gesellschaft. Diese wichtigen Systeme sind jedoch einer ständigen und breiten Palette von Bedrohungen natürlichen, technischen und anthropogenen Ursprungs ausgesetzt. Das Auftreten globaler Krisen wie die COVID-19-Pandemie und die anhaltende Bedrohung durch den Klimawandel haben die Anfälligkeit der weit verzweigten und voneinander abhängigen Systeme sowie die Unmöglichkeit einer Gefahrenvorhersage in voller Gänze eindrücklich verdeutlicht. Die Pandemie mit ihren weitreichenden und unerwarteten Auswirkungen hat gezeigt, wie ein externer Schock selbst die fortschrittlichsten Systeme zum Stillstand bringen kann, während der anhaltende Klimawandel immer wieder beispiellose Risiken für die Systemstabilität und -leistung hervorbringt. Diese globalen Krisen unterstreichen den Bedarf an Systemen, die nicht nur Störungen standhalten, sondern sich auch schnell und effizient von ihnen erholen können. Das Konzept der Resilienz und die damit verbundenen Entwicklungen umfassen diese Anforderungen: Analyse, Abwägung und Optimierung der Zuverlässigkeit, Robustheit, Redundanz, Anpassungsfähigkeit und Wiederherstellbarkeit von Systemen -- sowohl aus technischer als auch aus wirtschaftlicher Sicht. In dieser kumulativen Dissertation steht daher die Entwicklung umfassender und effizienter Instrumente für die Resilienz-basierte Analyse und Entscheidungsfindung von komplexen Systemen im Mittelpunkt. Das neu entwickelte Resilienz-Entscheidungsfindungsverfahren steht im Kern dieser Entwicklungen. Es basiert auf einem adaptierten systemischen Risikomaß, einer zeitabhängigen, probabilistischen Resilienzmetrik sowie einem Gittersuchalgorithmus und stellt eine bedeutende Innovation dar, da es Entscheidungsträgern ermöglicht, ein optimales Gleichgewicht zwischen verschiedenen Arten von Resilienz-steigernden Maßnahmen unter Berücksichtigung monetärer Aspekte zu identifizieren. Zunehmend weisen Systemkomponenten eine erhebliche Eigenkomplexität auf, was dazu führt, dass sie selbst als Systeme modelliert werden müssen. Hieraus ergeben sich Systeme aus Systemen mit hoher Komplexität. Um diese Herausforderung zu adressieren, wird eine neue Methodik abgeleitet, indem das zuvor eingeführte Resilienzrahmenwerk auf multidimensionale Anwendungsfälle erweitert und synergetisch mit einem etablierten Konzept aus der Zuverlässigkeitstheorie, der Überlebenssignatur, zusammengeführt wird. Der neue Ansatz kombiniert die Vorteile beider ursprünglichen Komponenten: Einerseits ermöglicht er einen direkten Vergleich verschiedener Resilienz-steigernder Maßnahmen aus einem mehrdimensionalen Suchraum, der zu einem optimalen Kompromiss in Bezug auf die Systemresilienz führt. Andererseits ermöglicht er durch die Separationseigenschaft der Überlebenssignatur eine signifikante Reduktion des Rechenaufwands. Sobald eine Subsystemstruktur berechnet wurde -- ein typischerweise rechenintensiver Prozess -- kann jede Charakterisierung des probabilistischen Ausfallverhaltens von Komponenten validiert werden, ohne dass die Struktur erneut berechnet werden muss. In der Realität sind Messungen, Expertenwissen sowie weitere Informationsquellen mit vielfältigen Unsicherheiten belastet. Hierfür wird eine effiziente Methode vorgeschlagen, die auf der Kombination von Überlebenssignatur, unscharfer Wahrscheinlichkeitstheorie und nicht-intrusiver stochastischer Simulation (NISS) basiert. Dadurch entsteht ein effizienter Ansatz zur Quantifizierung der Zuverlässigkeit komplexer Systeme unter Berücksichtigung des gesamten Unsicherheitsspektrums. Der neue Ansatz, der die vorteilhaften Eigenschaften seiner ursprünglichen Komponenten synergetisch zusammenführt, erreicht eine bedeutende Verringerung des Rechenaufwands aufgrund der Separationseigenschaft der Überlebenssignatur. Er erzielt zudem eine drastische Reduzierung der Stichprobengröße aufgrund der adaptierten NISS-Methode: Es wird nur eine einzige stochastische Simulation benötigt, um Unsicherheiten zu berücksichtigen. Die neue Methodik stellt nicht nur eine Neuerung auf dem Gebiet der Zuverlässigkeitsanalyse dar, sondern kann auch in das Resilienzrahmenwerk integriert werden. Für eine Resilienzanalyse von real existierenden Systemen ist die Berücksichtigung kontinuierlicher Komponentenfunktionalität unerlässlich. Diese wird in einer weiteren Neuentwicklung adressiert. Durch die Einführung der kontinuierlichen Überlebensfunktion und dem Konzept der Diagonal Approximated Signature als entsprechendes Ersatzmodell kann das bestehende Resilienzrahmenwerk sinnvoll erweitert werden, ohne seine grundlegenden Vorteile zu beeinträchtigen. Im Kontext der Regeneration komplexer Investitionsgüter wird ein umfassendes Analyserahmenwerk vorgestellt, um die Übertragbarkeit und Anwendbarkeit aller entwickelten Methoden auf komplexe Systeme jeglicher Art zu demonstrieren. Das Rahmenwerk integriert die zuvor entwickelten Methoden der Resilienz-, Zuverlässigkeits- und Unsicherheitsanalyse. Es bietet Entscheidungsträgern die Basis für die Identifikation resilienter Regenerationspfade in zweierlei Hinsicht: Zum einen im Sinne von Regenerationspfaden mit inhärenter Resilienz und zum anderen Regenerationspfade, die zu einer maximalen Systemresilienz unter Berücksichtigung technischer und monetärer Einflussgrößen des zu analysierenden komplexen Investitionsgutes führen. Zusammenfassend bietet diese Dissertation innovative Beiträge zur effizienten Resilienzanalyse und Entscheidungsfindung für komplexe Ingenieursysteme. Sie präsentiert universell anwendbare Methoden und Rahmenwerke, die flexibel genug sind, um beliebige Systemtypen und Leistungsmaße zu berücksichtigen. Dies wird in zahlreichen Fallstudien von willkürlichen Flussnetzwerken, funktionalen Modellen von Axialkompressoren bis hin zu substrukturierten Infrastruktursystemen mit mehreren tausend Einzelkomponenten demonstriert

Belief representation for counts in Bayesian inference and experimental design

Bayesian inference for such things as collections of related binomial or Poisson distributions typically involves rather indirect prior specifications and intensive numerical methods (usually Markov chain Monte Carlo) for posterior evaluations. As well as requiring some rather unnatural prior judgements this creates practical difficulties in problems such as experimental design. This thesis investigates some possible alternative approaches to this problem with the aims of making prior specification more feasible and making the calculations necessary for updating beliefs or for designing experiments less demanding, while maintaining coherence. Both fully Bayesian and Bayes linear approaches are considered initially. The most promising utilises Bayes linear kinematics in which simple conjugate specifications for individual counts are linked through a Bayes linear belief structure. Intensive numerical methods are not required. The use of transformations of the binomial and Poisson parameters is proposed. The approach is illustrated in two examples from reliability analysis, one involving Poisson counts of failures, the other involving binomial counts in an analysis of failure times. A survival example based on a piecewise constant hazards model is also investigated. Applying this approach to the design of experiments greatly reduces the computational burden when compared to standard fully Bayesian approaches and the problem can be solved without the need for intensive numerical methods. The method is illustrated using two examples, one based on usability testing and the other on bioassay.EThOS - Electronic Theses Online ServiceEngineering and Physical Sciences Research CouncilGBUnited Kingdo

Development of a Proximal Soil Sensing System for the Continuous Management of Acid Soil

The notion that agriculturally productive land may be treated as a relatively homogeneous resource at thewithin-field scale is not sound. This assumption and the subsequent uniform application of planting material,chemicals and/or tillage effort may result in zones within a field being under- or over-treated. Arising fromthese are problems associated with the inefficient use of input resources, economically significant yield losses,excessive energy costs, gaseous or percolatory release of chemicals into the environment, unacceptable long-term retention of chemicals and a less-than-optimal growing environment. The environmental impact of cropproduction systems is substantial. In this millennium, three important issues for scientists and agrariancommunities to address are the need to efficiently manage agricultural land for sustainable production, the maintenance of soil and water resources and the environmental quality of agricultural land.Precision agriculture (PA) aims to identify soil and crop attribute variability, and manage it in an accurate and timely manner for near-optimal crop production. Unlike conventional agricultural management where an averaged whole-field analytical result is employed for decision-making, management in PA is based on site-specific soil and crop information. That is, resource application and agronomic practices are matched with variation in soil attributes and crop requirements across a field or management unit. Conceptually PA makes economic and environmental sense, optimising gross margins and minimising the environmental impact of crop production systems. Although the economic justification for PA can be readily calculated, concepts such as environmental containment and the safety of agrochemicals in soil are more difficult to estimate. However,it may be argued that if PA lessens the overall agrochemical load in agricultural and non-agricultural environments, then its value as a management system for agriculture increases substantially.Management using PA requires detailed information of the spatial and temporal variation in crop yield components, weeds, soil-borne pests and attributes of physical, chemical and biological soil fertility. However,detailed descriptions of fine scale variation in soil properties have always been difficult and costly to perform.Sensing and scanning technologies need to be developed to more efficiently and economically obtain accurate information on the extent and variability of soil attributes that affect crop growth and yield. The primary aim of this work is to conduct research towards the development of an 'on-the-go' proximal soil pH and lime requirement sensing system for real-time continuous management of acid soil. It is divided into four sections.Section one consists of two chapters; the first describes global and historical events that converged into the development of precision agriculture, while chapter two provides reviews of statistical and geostatistical techniques that are used for the quantification of soil spatial variability and of topics that are integral to the concept of precision agriculture. The review then focuses on technologies that are used for the complete enumeration of soil, namely remote and proximal sensing.Section two comprises three chapters that deal with sampling and mapping methods. Chapter three provides a general description of the environment in the experimental field. It provides descriptions of the field site,topography, soil condition at the time of sampling, and the spatial variability of surface soil chemical properties. It also described the methods of sampling and laboratory analyses. Chapter four discusses some of the implications of soil sampling on analytical results and presents a review that quantifies the accuracy,precision and cost of current laboratory techniques. The chapter also presents analytical results that show theloss of information in kriged maps of lime requirement resulting from decreases in sample size. The messageof chapter four is that the evolution of precision agriculture calls for the development of 'on-the-go' proximal soil sensing systems to characterise soil spatial variability rapidly, economically, accurately and in a timely manner. Chapter five suggests that for sparsely sampled data the choice of spatial modelling and mapping techniques is important for reliable results and accurate representations of field soil variability. It assesses a number of geostatistical methodologies that may be used to model and map non-stationary soil data, in this instance soil pH and organic carbon. Intrinsic random functions of order k produced the most accurate and parsimonious predictions of all of the methods tested.Section three consists of two chapters whose theme pertains to sustainable and efficient management of acid agricultural soil. Chapter six discusses soil acidity, its causes, consequences and current management practices.It also reports the global extent of soil acidity and that which occurs in Australia. The chapter closes by proposing a real-time continuous management system for the management of acid soil. Chapter seven reports results from experiments conducted towards the development of an 'on-the-go' proximal soil pH and lime requirement sensing system that may be used for the real-time continuous management of acid soil. Assessment of four potentiometric sensors showed that the pH Ion Sensitive Field Effect Transistor (ISFET)was most suitable for inclusion in the proposed sensing system. It is accurate and precise, drift and hysteresis are low, and most importantly it's response time is small. A design for the analytical system was presented based on flow injection analysis (FIA) and sequential injection analysis (SIA) concepts. Two different modes of operation were described. Kinetic experiments were conducted to characterise soil:0.01M CaCl2 pH(pHCaCl2) and soil:lime requirement buffer (pH buffer) reactions. Modelling of the pH buffer reactions described their sequential, biphasic nature. A statistical methodology was devised to predict pH buffer measurements using only initial reaction measurements at 0.5s, 1s, 2s and 3s measurements. The accuracy of the technique was 0.1pH buffer units and the bias was low. Finally, the chapter describes a framework for the development of a prototype soil pH and lime requirement sensing system and the creative design of the system.The final section relates to the management of acid soil by liming. Chapter eight describes the development of empirical deterministic models for rapid predictions of lime requirement. The response surface models are based on soil:lime incubations, pH buffer measurements and the selection of target pH values. These models are more accurate and more practical than more conventional techniques, and may be more suitably incorporated into the spatial decision-support system of the proposed real-time continuous system for the management of acid soil. Chapter nine presents a glasshouse liming experiment that was used to authenticate the lime requirement model derived in the previous chapter. It also presents soil property interactions and soil-plant relationships in acid and ameliorated soil, to compare the effects of no lime applications, single-rate and variable-rate liming. Chapter X presents a methodology for modelling crop yields in the presence of uncertainty. The local uncertainty about soil properties and the uncertainty about model parameters were accounted for by using indicator kriging and Latin Hypercube Sampling for the propagation of uncertainties through two regression functions; a yield response function and one that equates resultant pH after the application of lime. Under the assumptions and constraints of the analysis, single-rate liming was found to be the best management option

Seventh International Workshop on Simulation, 21-25 May, 2013, Department of Statistical Sciences, Unit of Rimini, University of Bologna, Italy. Book of Abstracts

Seventh International Workshop on Simulation, 21-25 May, 2013, Department of Statistical Sciences, Unit of Rimini, University of Bologna, Italy. Book of Abstract

Seventh International Workshop on Simulation, 21-25 May, 2013, Department of Statistical Sciences, Unit of Rimini, University of Bologna, Italy. Book of Abstracts

Seventh International Workshop on Simulation, 21-25 May, 2013, Department of Statistical Sciences, Unit of Rimini, University of Bologna, Italy. Book of Abstract

The effect of overloading on reliability of wheel loader structural components

This research attempts to provide a fundamental understanding into the relationship between the productivity of material handling equipment, specifically wheel loaders, and their ability to operate reliably when subjected to high overload conditions. The overall aim is to determine the effect of overloading the bucket on wheel loader reliability. The specific objectives of the research are to: 1) evaluate the effect of overloading the bucket on wheel loader productivity; 2) examine the effect of overloading the bucket on hydraulic pressures in the hoist cylinders (used as a proxy for forces on a wheel loader); and 3) investigate the effect of overloading the bucket on the reliability of structural components of a wheel loader. To achieve these objectives, the research used data from on-board equipment monitors from the global fleet of ultra-class wheel loaders for a specific original equipment manufacturer to test the various research hypotheses. The data included production data, failure and repair data, and hydraulic cylinder pressures, which were used as a proxy for stresses on structural components. ANOVA and Pearson and Spearman correlations tests were performed on data samples to test the hypotheses. Duty-cycle relationships were established using linear life stress relationships ratios for the wheel loaders structural components. The research showed that, while higher bucket loads increase productivity, there is evidence that they slow down the loading cycle, may be detrimental to productivity. The hoist cylinder pressure increased with increasing payload weight. The reliability of the structural components was similar in both the standard and duty-cycle cases; although, the accuracy of the reliability models increased when the models accounted for duty-cycles --Abstract, page iii