Quantifying simulator discrepancy in discrete-time dynamical simulators

When making predictions with complex simulators it can be important to quantify the various sources of uncertainty. Errors in the structural specification of the simulator, for example due to missing processes or incorrect mathematical specification, can be a major source of uncertainty, but are often ignored. We introduce a methodology for inferring the discrepancy between the simulator and the system in discrete-time dynamical simulators. We assume a structural form for the discrepancy function, and show how to infer the maximum-likelihood parameter estimates using a particle filter embedded within a Monte Carlo expectation maximization (MCEM) algorithm. We illustrate the method on a conceptual rainfall-runoff simulator (logSPM) used to model the Abercrombie catchment in Australia. We assess the simulator and discrepancy model on the basis of their predictive performance using proper scoring rules. This article has supplementary material online. © 2011 International Biometric Society.

Modelling manufacturing planning and control systems:the application of object-oriented principles and discrete-event simulation

Manufacturing planning and control systems are fundamental to the successful operations of a manufacturing organisation. 10 order to improve their business performance, significant investment is made by companies into planning and control systems; however, not all companies realise the benefits sought Many companies continue to suffer from high levels of inventory, shortages, obsolete parts, poor resource utilisation and poor delivery performance. This thesis argues that the fit between the planning and control system and the manufacturing organisation is a crucial element of success. The design of appropriate control systems is, therefore, important. The different approaches to the design of manufacturing planning and control systems are investigated. It is concluded that there is no provision within these design methodologies to properly assess the impact of a proposed design on the manufacturing facility. Consequently, an understanding of how a new (or modified) planning and control system will perform in the context of the complete manufacturing system is unlikely to be gained until after the system has been implemented and is running. There are many modelling techniques available, however discrete-event simulation is unique in its ability to model the complex dynamics inherent in manufacturing systems, of which the planning and control system is an integral component. The existing application of simulation to manufacturing control system issues is limited: although operational issues are addressed, application to the more fundamental design of control systems is rarely, if at all, considered. The lack of a suitable simulation-based modelling tool does not help matters. The requirements of a simulation tool capable of modelling a host of different planning and control systems is presented. It is argued that only through the application of object-oriented principles can these extensive requirements be achieved. This thesis reports on the development of an extensible class library called WBS/Control, which is based on object-oriented principles and discrete-event simulation. The functionality, both current and future, offered by WBS/Control means that different planning and control systems can be modelled: not only the more standard implementations but also hybrid systems and new designs. The flexibility implicit in the development of WBS/Control supports its application to design and operational issues. WBS/Control wholly integrates with an existing manufacturing simulator to provide a more complete modelling environment.

The impact of supply chain performance measurement systems on dynamic behaviour in supply chains

The amplification of demand variation up a supply chain widely termed ‘the Bullwhip Effect’ is disruptive, costly and something that supply chain management generally seeks to minimise. Originally attributed to poor system design; deficiencies in policies, organisation structure and delays in material and information flow all lead to sub-optimal reorder point calculation. It has since been attributed to exogenous random factors such as: uncertainties in demand, supply and distribution lead time but these causes are not exclusive as academic and operational studies since have shown that orders and/or inventories can exhibit significant variability even if customer demand and lead time are deterministic. This increase in the range of possible causes of dynamic behaviour indicates that our understanding of the phenomenon is far from complete. One possible, yet previously unexplored, factor that may influence dynamic behaviour in supply chains is the application and operation of supply chain performance measures. Organisations monitoring and responding to their adopted key performance metrics will make operational changes and this action may influence the level of dynamics within the supply chain, possibly degrading the performance of the very system they were intended to measure. In order to explore this a plausible abstraction of the operational responses to the Supply Chain Council’s SCOR® (Supply Chain Operations Reference) model was incorporated into a classic Beer Game distribution representation, using the dynamic discrete event simulation software Simul8. During the simulation the five SCOR Supply Chain Performance Attributes: Reliability, Responsiveness, Flexibility, Cost and Utilisation were continuously monitored and compared to established targets. Operational adjustments to the; reorder point, transportation modes and production capacity (where appropriate) for three independent supply chain roles were made and the degree of dynamic behaviour in the Supply Chain measured, using the ratio of the standard deviation of upstream demand relative to the standard deviation of the downstream demand. Factors employed to build the detailed model include: variable retail demand, order transmission, transportation delays, production delays, capacity constraints demand multipliers and demand averaging periods. Five dimensions of supply chain performance were monitored independently in three autonomous supply chain roles and operational settings adjusted accordingly. Uniqueness of this research stems from the application of the five SCOR performance attributes with modelled operational responses in a dynamic discrete event simulation model. This project makes its primary contribution to knowledge by measuring the impact, on supply chain dynamics, of applying a representative performance measurement system.

The 'moving targets' training algorithm

A simple method for training the dynamical behavior of a neural network is derived. It is applicable to any training problem in discrete-time networks with arbitrary feedback. The algorithm resembles back-propagation in that an error function is minimized using a gradient-based method, but the optimization is carried out in the hidden part of state space either instead of, or in addition to weight space. Computational results are presented for some simple dynamical training problems, one of which requires response to a signal 100 time steps in the past.

The TAP approach to intensive and extensive connectivity systems

The Thouless-Anderson-Palmer (TAP) approach was originally developed for analysing the Sherrington-Kirkpatrick model in the study of spin glass models and has been employed since then mainly in the context of extensively connected systems whereby each dynamical variable interacts weakly with the others. Recently, we extended this method for handling general intensively connected systems where each variable has only O(1) connections characterised by strong couplings. However, the new formulation looks quite different with respect to existing analyses and it is only natural to question whether it actually reproduces known results for systems of extensive connectivity. In this chapter, we apply our formulation of the TAP approach to an extensively connected system, the Hopfield associative memory model, showing that it produces identical results to those obtained by the conventional formulation.

A formal methodology for the verification of concurrent systems

There is an increasing emphasis on the use of software to control safety critical plants for a wide area of applications. The importance of ensuring the correct operation of such potentially hazardous systems points to an emphasis on the verification of the system relative to a suitably secure specification. However, the process of verification is often made more complex by the concurrency and real-time considerations which are inherent in many applications. A response to this is the use of formal methods for the specification and verification of safety critical control systems. These provide a mathematical representation of a system which permits reasoning about its properties. This thesis investigates the use of the formal method Communicating Sequential Processes (CSP) for the verification of a safety critical control application. CSP is a discrete event based process algebra which has a compositional axiomatic semantics that supports verification by formal proof. The application is an industrial case study which concerns the concurrent control of a real-time high speed mechanism. It is seen from the case study that the axiomatic verification method employed is complex. It requires the user to have a relatively comprehensive understanding of the nature of the proof system and the application. By making a series of observations the thesis notes that CSP possesses the scope to support a more procedural approach to verification in the form of testing. This thesis investigates the technique of testing and proposes the method of Ideal Test Sets. By exploiting the underlying structure of the CSP semantic model it is shown that for certain processes and specifications the obligation of verification can be reduced to that of testing the specification over a finite subset of the behaviours of the process.

Wave chaotic behaviour generated by linear systems

It is shown that regimes with dynamical chaos are inherent not only to nonlinear system but they can be generated by initially linear systems and the requirements for chaotic dynamics and characteristics need further elaboration. Three simplest physical models are considered as examples. In the first, dynamic chaos in the interaction of three linear oscillators is investigated. Analogous process is shown in the second model of electromagnetic wave scattering in a double periodical inhomogeneous medium occupying half-space. The third model is a linear parametric problem for the electromagnetic field in homogeneous dielectric medium which permittivity is modulated in time. © 2008 Springer Science+Business Media, LLC.

Neural network enhanced self tuning adaptive control application for non-linear control of dynamic systems

The main theme of research of this project concerns the study of neutral networks to control uncertain and non-linear control systems. This involves the control of continuous time, discrete time, hybrid and stochastic systems with input, state or output constraints by ensuring good performances. A great part of this project is devoted to the opening of frontiers between several mathematical and engineering approaches in order to tackle complex but very common non-linear control problems. The objectives are: 1. Design and develop procedures for neutral network enhanced self-tuning adaptive non-linear control systems; 2. To design, as a general procedure, neural network generalised minimum variance self-tuning controller for non-linear dynamic plants (Integration of neural network mapping with generalised minimum variance self-tuning controller strategies); 3. To develop a software package to evaluate control system performances using Matlab, Simulink and Neural Network toolbox. An adaptive control algorithm utilising a recurrent network as a model of a partial unknown non-linear plant with unmeasurable state is proposed. Appropriately, it appears that structured recurrent neural networks can provide conveniently parameterised dynamic models for many non-linear systems for use in adaptive control. Properties of static neural networks, which enabled successful design of stable adaptive control in the state feedback case, are also identified. A survey of the existing results is presented which puts them in a systematic framework showing their relation to classical self-tuning adaptive control application of neural control to a SISO/MIMO control. Simulation results demonstrate that the self-tuning design methods may be practically applicable to a reasonably large class of unknown linear and non-linear dynamic control systems.

An advanced real-time predictive maintenance framework for large scale machine systems

This thesis introduces and develops a novel real-time predictive maintenance system to estimate the machine system parameters using the motion current signature. Recently, motion current signature analysis has been addressed as an alternative to the use of sensors for monitoring internal faults of a motor. A maintenance system based upon the analysis of motion current signature avoids the need for the implementation and maintenance of expensive motion sensing technology. By developing nonlinear dynamical analysis for motion current signature, the research described in this thesis implements a novel real-time predictive maintenance system for current and future manufacturing machine systems. A crucial concept underpinning this project is that the motion current signature contains infor­mation relating to the machine system parameters and that this information can be extracted using nonlinear mapping techniques, such as neural networks. Towards this end, a proof of con­cept procedure is performed, which substantiates this concept. A simulation model, TuneLearn, is developed to simulate the large amount of training data required by the neural network ap­proach. Statistical validation and verification of the model is performed to ascertain confidence in the simulated motion current signature. Validation experiment concludes that, although, the simulation model generates a good macro-dynamical mapping of the motion current signature, it fails to accurately map the micro-dynamical structure due to the lack of knowledge regarding performance of higher order and nonlinear factors, such as backlash and compliance. Failure of the simulation model to determine the micro-dynamical structure suggests the pres­ence of nonlinearity in the motion current signature. This motivated us to perform surrogate data testing for nonlinearity in the motion current signature. Results confirm the presence of nonlinearity in the motion current signature, thereby, motivating the use of nonlinear tech­niques for further analysis. Outcomes of the experiment show that nonlinear noise reduction combined with the linear reverse algorithm offers precise machine system parameter estimation using the motion current signature for the implementation of the real-time predictive maintenance system. Finally, a linear reverse algorithm, BJEST, is developed and applied to the motion current signature to estimate the machine system parameters.

A manufacturing systems modelling using system dynamics:forming a dedicated modelling tool

Discrete event simulation is a popular aid for manufacturing system design; however in application this technique can sometimes be unnecessarily complex. This paper is concerned with applying an alternative technique to manufacturing system design which may well provide an efficient form of rough-cut analysis. This technique is System Dynamics, and the work described in this paper has set about incorporating the principles of this technique into a computer based modelling tool that is tailored to manufacturing system design. This paper is structured to first explore the principles of System Dynamics and how they differ from Discrete Event Simulation. The opportunity for System Dynamics is then explored, and this leads to defining the capabilities that a suitable tool would need. This specification is then transformed into a computer modelling tool, which is then assessed by applying this tool to model an engine production facility. Read More: http://www.worldscientific.com/doi/abs/10.1142/S0219686703000228

Using empirical evidence of variations in worker performance to extend the capabilities of discrete event simulations in manufacturing

Discrete event simulation of manufacturing systems has become widely accepted as an important tool to aid the design of such systems. Often, however, it is applied by practitioners in a manner which largely ignores an important element of industry; namely, the workforce. Workers are usually represented as simple resources, often with deterministic performance values. This approach ignores the potentially large effect that human performance variation can have on a system. A long-term data collection exercise is described with the aim of quantifying the performance variation of workers in a typical automotive assembly plant. The data are presented in a histogram form which is immediately usable in simulations to improve the accuracy of design assessment. The results show levels of skewness and range which are far larger than anticipated by current researchers and practitioners in the field.

Dissipative nonlinear structures in optical fiber systems III : dissipative solitons via nonlinear mapping

In the third and final talk on dissipative structures in fiber applications, we discuss mathematical techniques that can be used to characterize modern laser systems that consist of several discrete elements. In particular, we use a nonlinear mapping technique to evaluate high power laser systems where significant changes in the pulse evolution per cavity round trip is observed. We demonstrate that dissipative soliton solutions might be effectively described using this Poincaré mapping approach.

Phase shift keyed systems based on a gain switched laser transmitter

Return-to-Zero (RZ) and Non-Return-to-Zero (NRZ) Differential Phase Shift Keyed (DPSK) systems require cheap and optimal transmitters for widespread implementation. The authors report on a gain switched Discrete Mode (DM) laser that can be employed as a cost efficient transmitter in a 10.7 Gb/s RZ DPSK system and compare its performance to that of a gain switched Distributed Feed-Back (DFB) laser. Experimental results show that the gain switched DM laser readily provides error free performance and a receiver sensitivity of -33.1 dBm in the 10.7 Gbit/s RZ DPSK system. The standard DFB laser on the other hand displays an error floor at 10(-1) in the same RZ DPSK system. The difference in performance, between the two types of gain switched transmitters, is analysed by investigating their linewidths. We also demonstrate, for the first time, the generation of a highly coherent gain switched pulse train which displays a spectral comb of approximately 13 sidebands spaced by the 10.7 GHz modulation frequency. The filtered side-bands are then employed as narrow linewidth Continuous Wave (CW) sources in a 10.7 Gb/s NRZ DPSK system.

Fuzzy data envelopment analysis:a discrete approach

Data envelopment analysis (DEA) as introduced by Charnes, Cooper, and Rhodes (1978) is a linear programming technique that has widely been used to evaluate the relative efficiency of a set of homogenous decision making units (DMUs). In many real applications, the input-output variables cannot be precisely measured. This is particularly important in assessing efficiency of DMUs using DEA, since the efficiency score of inefficient DMUs are very sensitive to possible data errors. Hence, several approaches have been proposed to deal with imprecise data. Perhaps the most popular fuzzy DEA model is based on a-cut. One drawback of the a-cut approach is that it cannot include all information about uncertainty. This paper aims to introduce an alternative linear programming model that can include some uncertainty information from the intervals within the a-cut approach. We introduce the concept of "local a-level" to develop a multi-objective linear programming to measure the efficiency of DMUs under uncertainty. An example is given to illustrate the use of this method.