Risk-informed decision-making in the presence of epistemic uncertainty

An important issue in risk analysis is the distinction between epistemic and aleatory uncertainties. In this paper, the use of distinct representation formats for aleatory and epistemic uncertainties is advocated, the latter being modelled by sets of possible values. Modern uncertainty theories based on convex sets of probabilities are known to be instrumental for hybrid representations where aleatory and epistemic components of uncertainty remain distinct. Simple uncertainty representation techniques based on fuzzy intervals and p-boxes are used in practice. This paper outlines a risk analysis methodology from elicitation of knowledge about parameters to decision. It proposes an elicitation methodology where the chosen representation format depends on the nature and the amount of available information. Uncertainty propagation methods then blend Monte Carlo simulation and interval analysis techniques. Nevertheless, results provided by these techniques, often in terms of probability intervals, may be too complex to interpret for a decision-maker and we, therefore, propose to compute a unique indicator of the likelihood of risk, called confidence index. It explicitly accounts for the decisionmaker’s attitude in the face of ambiguity. This step takes place at the end of the risk analysis process, when no further collection of evidence is possible that might reduce the ambiguity due to epistemic uncertainty. This last feature stands in contrast with the Bayesian methodology, where epistemic uncertainties on input parameters are modelled by single subjective probabilities at the beginning of the risk analysis process.

Incorporating uncertainty in predictive species distribution modelling

Motivated by the need to solve ecological problems (climate change, habitat fragmentation and biological invasions), there has been increasing interest in species distribution models (SDMs). Predictions from these models inform conservation policy, invasive species management and disease-control measures. However, predictions are subject to uncertainty, the degree and source of which is often unrecognized. Here, we review the SDM literature in the context of uncertainty, focusing on three main classes of SDM: niche-based models, demographic models and process-based models. We identify sources of uncertainty for each class and discuss how uncertainty can be minimized or included in the modelling process to give realistic measures of confidence around predictions. Because this has typically not been performed, we conclude that uncertainty in SDMs has often been underestimated and a false precision assigned to predictions of geographical distribution. We identify areas where development of new statistical tools will improve predictions from distribution models, notably the development of hierarchical models that link different types of distribution model and their attendant uncertainties across spatial scales. Finally, we discuss the need to develop more defensible methods for assessing predictive performance, quantifying model goodness-of-fit and for assessing the significance of model covariates.

Web Services and Incerta Spiriti: A Game Theoretic Approach to Uncertainty

A web-service is a remote computational facility which is made available for general use by means of the internet. An orchestration is a multi-threaded computation which invokes remote services. In this paper game theory is used to analyse the behaviour of orchestration evaluations when underlying web-services are unreliable. Uncertainty profiles are proposed as a means of defining bounds on the number of service failures that can be expected during an orchestration evaluation. An uncertainty profile describes a strategic situation that can be analyzed using a zero-sum angel-daemon game with two competing players: an angel a whose objective is to minimize damage to an orchestration and a daemon d who acts in a destructive fashion. An uncertainty profile is assessed using the value of its angel daemon game. It is shown that uncertainty profiles form a partial order which is monotonic with respect to assessment.

Analysis of Transonic Limit Cycle Oscillations under Uncertainty

For the computation of limit cycle oscillations (LCO) at transonic speeds, CFD is required to capture the nonlinear flow features present. The Harmonic Balance method provides an effective means for the computation of LCOs and this paper exploits its efficiency to investigate the impact of variability (both structural a nd aerodynamic) on the aeroelastic behaviour of a 2 dof aerofoil. A Harmonic Balance inviscid CFD solver is coupled with the structural equations and is validated against time marching analyses. Polynomial chaos expansions are employed for the stochastic investiga tion as a faster alternative to Monte Carlo analysis. Adaptive sampling is employed when discontinuities are present. Uncertainties in aerodynamic parameters are looked at first followed by the inclusion of structural variability. Results show the nonlinear effect of Mach number and it’s interaction with the structural parameters on supercritical LCOs. The bifurcation boundaries are well captured by the polynomial chaos.

An Extended Event Reasoning Framework for Decision Support under Uncertainty

To provide in-time reactions to a large volume of surveil- lance data, uncertainty-enabled event reasoning frameworks for CCTV and sensor based intelligent surveillance system have been integrated to model and infer events of interest. However, most of the existing works do not consider decision making under uncertainty which is important for surveillance operators. In this paper, we extend an event reasoning framework for decision support, which enables our framework to predict, rank and alarm threats from multiple heterogeneous sources.

Prediction of limit cycle oscillations under uncertainty using a Harmonic Balance method

The Harmonic Balance method is an attractive solution for computing periodic responses and can be an alternative to time domain methods, at a reduced computational cost. The current paper investigates using a Harmonic Balance method for simulating limit cycle oscillations under uncertainty. The Harmonic Balance method is used in conjunction with a non-intrusive polynomial-chaos approach to propagate variability and is validated against Monte Carlo analysis. Results show the potential of the approach for a range of nonlinear dynamical systems, including a full wing configuration exhibiting supercritical and subcritical bifurcations, at a fraction of the cost of performing time domain simulations.

An Architecture of a Multi-Agent System for SCADA - Dealing With Uncertainty, Plans and Actions

This paper presents a multi-agent system approach to address the difficulties encountered in traditional SCADA systems deployed in critical environments such as electrical power generation, transmission and distribution. The approach models uncertainty and combines multiple sources of uncertain information to deliver robust plan selection. We examine the approach in the context of a simplified power supply/demand scenario using a residential grid connected solar system and consider the challenges of modelling and reasoning with
uncertain sensor information in this environment. We discuss examples of plans and actions required for sensing, establish and discuss the effect of uncertainty on such systems and investigate different uncertainty theories and how they can fuse uncertain information from multiple sources for effective decision making in
such a complex system.