174 resultados para State dependent rules
em Queensland University of Technology - ePrints Archive
Resumo:
This paper presents a maintenance optimisation method for a multi-state series-parallel system considering economic dependence and state-dependent inspection intervals. The objective function considered in the paper is the average revenue per unit time calculated based on the semi-regenerative theory and the universal generating function (UGF). A new algorithm using the stochastic ordering is also developed in this paper to reduce the search space of maintenance strategies and to enhance the efficiency of optimisation algorithms. A numerical simulation is presented in the study to evaluate the efficiency of the proposed maintenance strategy and optimisation algorithms. The simulation result reveals that maintenance strategies with opportunistic maintenance and state-dependent inspection intervals are more cost-effective when the influence of economic dependence and inspection cost is significant. The study further demonstrates that the optimisation algorithm proposed in this paper has higher computational efficiency than the commonly employed heuristic algorithms.
Resumo:
Due to the limitation of current condition monitoring technologies, the estimates of asset health states may contain some uncertainties. A maintenance strategy ignoring this uncertainty of asset health state can cause additional costs or downtime. The partially observable Markov decision process (POMDP) is a commonly used approach to derive optimal maintenance strategies when asset health inspections are imperfect. However, existing applications of the POMDP to maintenance decision-making largely adopt the discrete time and state assumptions. The discrete-time assumption requires the health state transitions and maintenance activities only happen at discrete epochs, which cannot model the failure time accurately and is not cost-effective. The discrete health state assumption, on the other hand, may not be elaborate enough to improve the effectiveness of maintenance. To address these limitations, this paper proposes a continuous state partially observable semi-Markov decision process (POSMDP). An algorithm that combines the Monte Carlo-based density projection method and the policy iteration is developed to solve the POSMDP. Different types of maintenance activities (i.e., inspections, replacement, and imperfect maintenance) are considered in this paper. The next maintenance action and the corresponding waiting durations are optimized jointly to minimize the long-run expected cost per unit time and availability. The result of simulation studies shows that the proposed maintenance optimization approach is more cost-effective than maintenance strategies derived by another two approximate methods, when regular inspection intervals are adopted. The simulation study also shows that the maintenance cost can be further reduced by developing maintenance strategies with state-dependent maintenance intervals using the POSMDP. In addition, during the simulation studies the proposed POSMDP shows the ability to adopt a cost-effective strategy structure when multiple types of maintenance activities are involved.
Resumo:
Durland and McCurdy [Durland, J.M., McCurdy, T.H., 1994. Duration-dependent transitions in a Markov model of US GNP growth. Journal of Business and Economic Statistics 12, 279–288] investigated the issue of duration dependence in US business cycle phases using a Markov regime-switching approach, introduced by Hamilton [Hamilton, J., 1989. A new approach to the analysis of time series and the business cycle. Econometrica 57, 357–384] and extended to the case of variable transition parameters by Filardo [Filardo, A.J., 1994. Business cycle phases and their transitional dynamics. Journal of Business and Economic Statistics 12, 299–308]. In Durland and McCurdy’s model duration alone was used as an explanatory variable of the transition probabilities. They found that recessions were duration dependent whilst expansions were not. In this paper, we explicitly incorporate the widely-accepted US business cycle phase change dates as determined by the NBER, and use a state-dependent multinomial Logit modelling framework. The model incorporates both duration and movements in two leading indexes – one designed to have a short lead (SLI) and the other designed to have a longer lead (LLI) – as potential explanatory variables. We find that doing so suggests that current duration is not only a significant determinant of transition out of recessions, but that there is some evidence that it is also weakly significant in the case of expansions. Furthermore, we find that SLI has more informational content for the termination of recessions whilst LLI does so for expansions.
Resumo:
The occurrence of extreme movements in the spot price of electricity represents a significant source of risk to retailers. A range of approaches have been considered with respect to modelling electricity prices; these models, however, have relied on time-series approaches, which typically use restrictive decay schemes placing greater weight on more recent observations. This study develops an alternative, semi-parametric method for forecasting, which uses state-dependent weights derived from a kernel function. The forecasts that are obtained using this method are accurate and therefore potentially useful to electricity retailers in terms of risk management.
Resumo:
Strategic searching for invasive pests presents a formidable challenge for conservation managers. Limited funding can necessitate choosing between surveying many sites cursorily, or focussing intensively on fewer sites. While existing knowledge may help to target more likely sites, e.g. with species distribution models (maps), this knowledge is not flawless and improving it also requires management investment. 2.In a rare example of trading-off action against knowledge gain, we combine search coverage and accuracy, and its future improvement, within a single optimisation framework. More specifically we examine under which circumstances managers should adopt one of two search-and-control strategies (cursory or focussed), and when they should divert funding to improving knowledge, making better predictive maps that benefit future searches. 3.We use a family of Receiver Operating Characteristic curves to reflect the quality of maps that direct search efforts. We demonstrate our framework by linking these to a logistic model of invasive spread such as that for the red imported fire ant Solenopsis invicta in south-east Queensland, Australia. 4.Cursory widespread searching is only optimal if the pest is already widespread or knowledge is poor, otherwise focussed searching exploiting the map is preferable. For longer management timeframes, eradication is more likely if funds are initially devoted to improving knowledge, even if this results in a short-term explosion of the pest population. 5.Synthesis and applications. By combining trade-offs between knowledge acquisition and utilization, managers can better focus - and justify - their spending to achieve optimal results in invasive control efforts. This framework can improve the efficiency of any ecological management that relies on predicting occurrence. © 2010 The Authors. Journal of Applied Ecology © 2010 British Ecological Society.
Resumo:
Stability analyses have been widely used to better understand the mechanism of traffic jam formation. In this paper, we consider the impact of cooperative systems (a.k.a. connected vehicles) on traffic dynamics and, more precisely, on flow stability. Cooperative systems are emerging technologies enabling communication between vehicles and/or with the infrastructure. In a distributed communication framework, equipped vehicles are able to send and receive information to/from other equipped vehicles. Here, the effects of cooperative traffic are modeled through a general bilateral multianticipative car-following law that improves cooperative drivers' perception of their surrounding traffic conditions within a given communication range. Linear stability analyses are performed for a broad class of car-following models. They point out different stability conditions in both multianticipative and nonmultianticipative situations. To better understand what happens in unstable conditions, information on the shock wave structure is studied in the weakly nonlinear regime by the mean of the reductive perturbation method. The shock wave equation is obtained for generic car-following models by deriving the Korteweg de Vries equations. We then derive traffic-state-dependent conditions for the sign of the solitary wave (soliton) amplitude. This analytical result is verified through simulations. Simulation results confirm the validity of the speed estimate. The variation of the soliton amplitude as a function of the communication range is provided. The performed linear and weakly nonlinear analyses help justify the potential benefits of vehicle-integrated communication systems and provide new insights supporting the future implementation of cooperative systems.
Resumo:
We report a theoretical study of the multiple oxidation states (1+, 0, 1−, and 2−) of a meso,meso-linked diporphyrin, namely bis[10,15,20-triphenylporphyrinatozinc(II)-5-yl]butadiyne (4), using Time-Dependent Density Functional Theory (TDDFT). The origin of electronic transitions of singlet excited states is discussed in comparison to experimental spectra for the corresponding oxidation states of the close analogue bis{10,15,20-tris[3‘,5‘-di-tert-butylphenyl]porphyrinatozinc(II)-5-yl}butadiyne (3). The latter were measured in previous work under in situ spectroelectrochemical conditions. Excitation energies and orbital compositions of the excited states were obtained for these large delocalized aromatic radicals, which are unique examples of organic mixed-valence systems. The radical cations and anions of butadiyne-bridged diporphyrins such as 3 display characteristic electronic absorption bands in the near-IR region, which have been successfully predicted with use of these computational methods. The radicals are clearly of the “fully delocalized” or Class III type. The key spectral features of the neutral and dianionic states were also reproduced, although due to the large size of these molecules, quantitative agreement of energies with observations is not as good in the blue end of the visible region. The TDDFT calculations are largely in accord with a previous empirical model for the spectra, which was based simplistically on one-electron transitions among the eight key frontier orbitals of the C4 (1,4-butadiyne) linked diporphyrins.
Resumo:
Phase-type distributions represent the time to absorption for a finite state Markov chain in continuous time, generalising the exponential distribution and providing a flexible and useful modelling tool. We present a new reversible jump Markov chain Monte Carlo scheme for performing a fully Bayesian analysis of the popular Coxian subclass of phase-type models; the convenient Coxian representation involves fewer parameters than a more general phase-type model. The key novelty of our approach is that we model covariate dependence in the mean whilst using the Coxian phase-type model as a very general residual distribution. Such incorporation of covariates into the model has not previously been attempted in the Bayesian literature. A further novelty is that we also propose a reversible jump scheme for investigating structural changes to the model brought about by the introduction of Erlang phases. Our approach addresses more questions of inference than previous Bayesian treatments of this model and is automatic in nature. We analyse an example dataset comprising lengths of hospital stays of a sample of patients collected from two Australian hospitals to produce a model for a patient's expected length of stay which incorporates the effects of several covariates. This leads to interesting conclusions about what contributes to length of hospital stay with implications for hospital planning. We compare our results with an alternative classical analysis of these data.
Resumo:
As multi-stakeholder entities that explicitly inhabit both social and economic domains, social enterprises pose new challenges and possibilities for local governance. In this paper, we draw on new institutional theory to examine the ways in which locally-focused social enterprises disrupt path dependencies and rules in use within local government. Rather than examining the more commonly asked question of the influence of the state on social enterprise, our purpose here is to examine the impacts of social enterprise on governmental institutions at the local level. Our discussion is based on a mixed-methods study, including an online survey of 66 local government staff, document analysis, and in-depth interviews with 24 social enterprise practitioners and local government actors working to support social enterprise development in Victoria, Australia. We find that, in some instances, the hybrid nature of social enterprise facilitates ‘joining up’ between different functional areas of local government. Beyond organisational relationships, social enterprise also influences local governance through the reinterpretation and regeneration of institutionalised public spaces.
Resumo:
The over representation of novice drivers in crashes is alarming. Research indicates that one in five drivers’ crashes within their first year of driving. Driver training is one of the interventions aimed at decreasing the number of crashes that involve young drivers. Currently, there is a need to develop comprehensive driver evaluation system that benefits from the advances in Driver Assistance Systems. Since driving is dependent on fuzzy inputs from the driver (i.e. approximate distance calculation from the other vehicles, approximate assumption of the other vehicle speed), it is necessary that the evaluation system is based on criteria and rules that handles uncertain and fuzzy characteristics of the drive. This paper presents a system that evaluates the data stream acquired from multiple in-vehicle sensors (acquired from Driver Vehicle Environment-DVE) using fuzzy rules and classifies the driving manoeuvres (i.e. overtake, lane change and turn) as low risk or high risk. The fuzzy rules use parameters such as following distance, frequency of mirror checks, gaze depth and scan area, distance with respect to lanes and excessive acceleration or braking during the manoeuvre to assess risk. The fuzzy rules to estimate risk are designed after analysing the selected driving manoeuvres performed by driver trainers. This paper focuses mainly on the difference in gaze pattern for experienced and novice drivers during the selected manoeuvres. Using this system, trainers of novice drivers would be able to empirically evaluate and give feedback to the novice drivers regarding their driving behaviour.
Resumo:
Reset/inhibitor nets are Petri nets extended with reset arcs and inhibitor arcs. These extensions can be used to model cancellation and blocking. A reset arc allows a transition to remove all tokens from a certain place when the transition fires. An inhibitor arc can stop a transition from being enabled if the place contains one or more tokens. While reset/inhibitor nets increase the expressive power of Petri nets, they also result in increased complexity of analysis techniques. One way of speeding up Petri net analysis is to apply reduction rules. Unfortunately, many of the rules defined for classical Petri nets do not hold in the presence of reset and/or inhibitor arcs. Moreover, new rules can be added. This is the first paper systematically presenting a comprehensive set of reduction rules for reset/inhibitor nets. These rules are liveness and boundedness preserving and are able to dramatically reduce models and their state spaces. It can be observed that most of the modeling languages used in practice have features related to cancellation and blocking. Therefore, this work is highly relevant for all kinds of application areas where analysis is currently intractable.
Resumo:
A model for drug diffusion from a spherical polymeric drug delivery device is considered. The model contains two key features. The first is that solvent diffuses into the polymer, which then transitions from a glassy to a rubbery state. The interface between the two states of polymer is modelled as a moving boundary, whose speed is governed by a kinetic law; the same moving boundary problem arises in the one-phase limit of a Stefan problem with kinetic undercooling. The second feature is that drug diffuses only through the rubbery region, with a nonlinear diffusion coefficient that depends on the concentration of solvent. We analyse the model using both formal asymptotics and numerical computation, the latter by applying a front-fixing scheme with a finite volume method. Previous results are extended and comparisons are made with linear models that work well under certain parameter regimes. Finally, a model for a multi-layered drug delivery device is suggested, which allows for more flexible control of drug release.
Resumo:
Designing practical rules for controlling invasive species is a challenging task for managers, particularly when species are long-lived, have complex life cycles and high dispersal capacities. Previous findings derived from plant matrix population analyses suggest that effective control of long-lived invaders may be achieved by focusing on killing adult plants. However, the cost-effectiveness of managing different life stages has not been evaluated. We illustrate the benefits of integrating matrix population models with decision theory to undertake this evaluation, using empirical data from the largest infestation of mesquite (Leguminosae: Prosopis spp) within Australia. We include in our model the mesquite life cycle, different dispersal rates and control actions that target individuals at different life stages with varying costs, depending on the intensity of control effort. We then use stochastic dynamic programming to derive cost-effective control strategies that minimize the cost of controlling the core infestation locally below a density threshold and the future cost of control arising from infestation of adjacent areas via seed dispersal. Through sensitivity analysis, we show that four robust management rules guide the allocation of resources between mesquite life stages for this infestation: (i) When there is no seed dispersal, no action is required until density of adults exceeds the control threshold and then only control of adults is needed; (ii) when there is seed dispersal, control strategy is dependent on knowledge of the density of adults and large juveniles (LJ) and broad categories of dispersal rates only; (iii) if density of adults is higher than density of LJ, controlling adults is most cost-effective; (iv) alternatively, if density of LJ is equal or higher than density of adults, management efforts should be spread between adults, large and to a lesser extent small juveniles, but never saplings. Synthesis and applications.In this study, we show that simple rules can be found for managing invasive plants with complex life cycles and high dispersal rates when population models are combined with decision theory. In the case of our mesquite population, focussing effort on controlling adults is not always the most cost-effective way to meet our management objective.
Resumo:
In Deppro Pty Ltd v Hannah [2008] QSC 193 one of the matters considered by the court related to the requirement in r 243 of the Uniform Civil Procedure Rules 1999 (Qld) that a notice of non-party disclosure must “state the allegation in issue in the pleadings about which the document sought is directly relevant.”The approach adopted by the issuing party in this case of asserting that documents sought by a notice of non-party disclosure are relevant to allegations in numbered paragraphs in pleadings, and serving copies of the pleadings with the notice, is not uncommon in practice. This decision makes it clear that this practice is fraught with danger. In circumstances where it is not apparent that the non-party has been fully apprised of the relevant issues the decision suggests an applicant for non-party disclosure who has not complied with the requirements of s 243 might be required to issue a fresh, fully compliant notice, and to suffer associated costs consequences.