Modelling and improving maintenance decisions:Having foresight with simulation and artificial intelligence

Machine breakdowns are one of the main sources of disruption and throughput fluctuation in highly automated production facilities. One element in reducing this disruption is ensuring that the maintenance team responds correctly to machine failures. It is, however, difficult to determine the current practice employed by the maintenance team, let alone suggest improvements to it. 'Knowledge based improvement' is a methodology that aims to address this issue, by (a) eliciting knowledge on current practice, (b) evaluating that practice and (c) looking for improvements. The methodology, based on visual interactive simulation and artificial intelligence methods, and its application to a Ford engine assembly facility are described. Copyright © 2002 Society of Automotive Engineers, Inc.

Knowledge based improvement:simulation and artificial intelligence for identifying and improving human decision-making in an operations systems

The performance of most operations systems is significantly affected by the interaction of human decision-makers. A methodology, based on the use of visual interactive simulation (VIS) and artificial intelligence (AI), is described that aims to identify and improve human decision-making in operations systems. The methodology, known as 'knowledge-based improvement' (KBI), elicits knowledge from a decision-maker via a VIS and then uses AI methods to represent decision-making. By linking the VIS and AI representation, it is possible to predict the performance of the operations system under different decision-making strategies and to search for improved strategies. The KBI methodology is applied to the decision-making surrounding unplanned maintenance operations at a Ford Motor Company engine assembly plant.

Simulation modelling for business

Simulation modelling has been used for many years in the manufacturing sector but has now become a mainstream tool in business situations. This is partly because of the popularity of business process re-engineering (BPR) and other process based improvement methods that use simulation to help analyse changes in process design. This textbook includes case studies in both manufacturing and service situations to demonstrate the usefulness of the approach. A further reason for the increasing popularity of the technique is the development of business orientated and user-friendly Windows-based software. This text provides a guide to the use of ARENA, SIMUL8 and WITNESS simulation software systems that are widely used in industry and available to students. Overall this text provides a practical guide to building and implementing the results from a simulation model. All the steps in a typical simulation study are covered including data collection, input data modelling and experimentation.

Approximate Bayesian techniques for inference in stochastic dynamical systems

This thesis is concerned with approximate inference in dynamical systems, from a variational Bayesian perspective. When modelling real world dynamical systems, stochastic differential equations appear as a natural choice, mainly because of their ability to model the noise of the system by adding a variant of some stochastic process to the deterministic dynamics. Hence, inference in such processes has drawn much attention. Here two new extended frameworks are derived and presented that are based on basis function expansions and local polynomial approximations of a recently proposed variational Bayesian algorithm. It is shown that the new extensions converge to the original variational algorithm and can be used for state estimation (smoothing). However, the main focus is on estimating the (hyper-) parameters of these systems (i.e. drift parameters and diffusion coefficients). The new methods are numerically validated on a range of different systems which vary in dimensionality and non-linearity. These are the Ornstein-Uhlenbeck process, for which the exact likelihood can be computed analytically, the univariate and highly non-linear, stochastic double well and the multivariate chaotic stochastic Lorenz '63 (3-dimensional model). The algorithms are also applied to the 40 dimensional stochastic Lorenz '96 system. In this investigation these new approaches are compared with a variety of other well known methods such as the ensemble Kalman filter / smoother, a hybrid Monte Carlo sampler, the dual unscented Kalman filter (for jointly estimating the systems states and model parameters) and full weak-constraint 4D-Var. Empirical analysis of their asymptotic behaviour as a function of observation density or length of time window increases is provided.

Gaussian process approximations of stochastic differential equations

Stochastic differential equations arise naturally in a range of contexts, from financial to environmental modeling. Current solution methods are limited in their representation of the posterior process in the presence of data. In this work, we present a novel Gaussian process approximation to the posterior measure over paths for a general class of stochastic differential equations in the presence of observations. The method is applied to two simple problems: the Ornstein-Uhlenbeck process, of which the exact solution is known and can be compared to, and the double-well system, for which standard approaches such as the ensemble Kalman smoother fail to provide a satisfactory result. Experiments show that our variational approximation is viable and that the results are very promising as the variational approximate solution outperforms standard Gaussian process regression for non-Gaussian Markov processes.

Simulation and control of a stepping motor

Open-loop operatlon of the stepping motor exploits the inherent advantages of the machine. For near optimum operation: in this mode, however, an accurate system model is required to facilitate controller design. Such a model must be comprehensive and take account of the non-linearities inherent in the system. The result is a complex formulation which can be made manageable with a computational aid. A digital simulation of a hybrid type stepping motor and its associated drive circuit is proposed. The simulation is based upon a block diagram model which includes reasonable approximations to the major non-linearities. The simulation is shown to yield accurate performance predictions. The determination of the transfer functions is based upon the consideration of the physical processes involved rather than upon direct input-outout measurements. The effects of eddy currents, saturation, hysteresis, drive circuit characteristics and non-linear torque displacement characteristics are considered and methods of determining transfer functions, which take account of these effects, are offered. The static torque displacement characteristic is considered in detail and a model is proposed which predicts static torque for any combination of phase currents and shaft position. Methods of predicting the characteristic directly from machine geometry are investigated. Drive circuit design for high efficiency operation is considered and a model of a bipolar, bilevel circuit is proposed. The transfers between stator voltage and stator current and between stator current and air gap flux are complicated by the effects of eddy currents, saturation and hysteresis. Frequency response methods, combined with average inductance measurements, are shown to yield reasonable transfer functions. The modelling procedure and subsequent digital simulation is concluded to be a powerful method of non-linear analysis.

Estimating parameters in stochastic systems:a variational Bayesian approach

This work is concerned with approximate inference in dynamical systems, from a variational Bayesian perspective. When modelling real world dynamical systems, stochastic differential equations appear as a natural choice, mainly because of their ability to model the noise of the system by adding a variation of some stochastic process to the deterministic dynamics. Hence, inference in such processes has drawn much attention. Here a new extended framework is derived that is based on a local polynomial approximation of a recently proposed variational Bayesian algorithm. The paper begins by showing that the new extension of this variational algorithm can be used for state estimation (smoothing) and converges to the original algorithm. However, the main focus is on estimating the (hyper-) parameters of these systems (i.e. drift parameters and diffusion coefficients). The new approach is validated on a range of different systems which vary in dimensionality and non-linearity. These are the Ornstein–Uhlenbeck process, the exact likelihood of which can be computed analytically, the univariate and highly non-linear, stochastic double well and the multivariate chaotic stochastic Lorenz ’63 (3D model). As a special case the algorithm is also applied to the 40 dimensional stochastic Lorenz ’96 system. In our investigation we compare this new approach with a variety of other well known methods, such as the hybrid Monte Carlo, dual unscented Kalman filter, full weak-constraint 4D-Var algorithm and analyse empirically their asymptotic behaviour as a function of observation density or length of time window increases. In particular we show that we are able to estimate parameters in both the drift (deterministic) and the diffusion (stochastic) part of the model evolution equations using our new methods.

Managing uncertainty in complex stochastic models: design and emulation of a Rabies model

In this paper we present a novel method for emulating a stochastic, or random output, computer model and show its application to a complex rabies model. The method is evaluated both in terms of accuracy and computational efficiency on synthetic data and the rabies model. We address the issue of experimental design and provide empirical evidence on the effectiveness of utilizing replicate model evaluations compared to a space-filling design. We employ the Mahalanobis error measure to validate the heteroscedastic Gaussian process based emulator predictions for both the mean and (co)variance. The emulator allows efficient screening to identify important model inputs and better understanding of the complex behaviour of the rabies model.

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.

Productivity analysis and measurement

The state of the art in productivity measurement and analysis shows a gap between simple methods having little relevance in practice and sophisticated mathematical theory which is unwieldy for strategic and tactical planning purposes, -particularly at company level. An extension is made in this thesis to the method of productivity measurement and analysis based on the concept of added value, appropriate to those companies in which the materials, bought-in parts and services change substantially and a number of plants and inter-related units are involved in providing components for final assembly. Reviews and comparisons of productivity measurement dealing with alternative indices and their problems have been made and appropriate solutions put forward to productivity analysis in general and the added value method in particular. Based on this concept and method, three kinds of computerised models two of them deterministic, called sensitivity analysis and deterministic appraisal, and the third one, stochastic, called risk simulation, have been developed to cope with the planning of productivity and productivity growth with reference to the changes in their component variables, ranging from a single value 'to• a class interval of values of a productivity distribution. The models are designed to be flexible and can be adjusted according to the available computer capacity expected accuracy and 'presentation of the output. The stochastic model is based on the assumption of statistical independence between individual variables and the existence of normality in their probability distributions. The component variables have been forecasted using polynomials of degree four. This model is tested by comparisons of its behaviour with that of mathematical model using real historical data from British Leyland, and the results were satisfactory within acceptable levels of accuracy. Modifications to the model and its statistical treatment have been made as required. The results of applying these measurements and planning models to the British motor vehicle manufacturing companies are presented and discussed.

A simulation study of a localised computer network

An investigation is carried out into the design of a small local computer network for eventual implementation on the University of Aston campus. Microprocessors are investigated as a possible choice for use as a node controller for reasons of cost and reliability. Since the network will be local, high speed lines of megabit order are proposed. After an introduction to several well known networks, various aspects of networks are discussed including packet switching, functions of a node and host-node protocol. Chapter three develops the network philosophy with an introduction to microprocessors. Various organisations of microprocessors into multicomputer and multiprocessor systems are discussed, together with methods of achieving reliabls computing. Chapter four presents the simulation model and its implentation as a computer program. The major modelling effort is to study the behaviour of messages queueing for access to the network and the message delay experienced on the network. Use is made of spectral analysis to determine the sampling frequency while Sxponentially Weighted Noving Averages are used for data smoothing.

Modelling nonlinear stochastic dynamics in financial time series

For analysing financial time series two main opposing viewpoints exist, either capital markets are completely stochastic and therefore prices follow a random walk, or they are deterministic and consequently predictable. For each of these views a great variety of tools exist with which it can be tried to confirm the hypotheses. Unfortunately, these methods are not well suited for dealing with data characterised in part by both paradigms. This thesis investigates these two approaches in order to model the behaviour of financial time series. In the deterministic framework methods are used to characterise the dimensionality of embedded financial data. The stochastic approach includes here an estimation of the unconditioned and conditional return distributions using parametric, non- and semi-parametric density estimation techniques. Finally, it will be shown how elements from these two approaches could be combined to achieve a more realistic model for financial time series.

Exploiting uncertainty in nonlinear stochastic control problem

This work introduces a novel inversion-based neurocontroller for solving control problems involving uncertain nonlinear systems which could also compensate for multi-valued systems. The approach uses recent developments in neural networks, especially in the context of modelling statistical distributions, which are applied to forward and inverse plant models. Provided that certain conditions are met, an estimate of the intrinsic uncertainty for the outputs of neural networks can be obtained using the statistical properties of networks. More generally, multicomponent distributions can be modelled by the mixture density network. Based on importance sampling from these distributions a novel robust inverse control approach is obtained. This importance sampling provides a structured and principled approach to constrain the complexity of the search space for the ideal control law. The developed methodology circumvents the dynamic programming problem by using the predicted neural network uncertainty to localise the possible control solutions to consider. Convergence of the output error for the proposed control method is verified by using a Lyapunov function. Several simulation examples are provided to demonstrate the efficiency of the developed control method. The manner in which such a method is extended to nonlinear multi-variable systems with different delays between the input-output pairs is considered and demonstrated through simulation examples.

The use of spot simulation imagery for forestry mapping and management

SPOT simulation imagery was acquired for a test site in the Forest of Dean in Gloucestershire, U.K. This data was qualitatively and quantitatively evaluated for its potential application in forest resource mapping and management. A variety of techniques are described for enhancing the image with the aim of providing species level discrimination within the forest. Visual interpretation of the imagery was more successful than automated classification. The heterogeneity within the forest classes, and in particular between the forest and urban class, resulted in poor discrimination using traditional `per-pixel' automated methods of classification. Different means of assessing classification accuracy are proposed. Two techniques for measuring textural variation were investigated in an attempt to improve classification accuracy. The first of these, a sequential segmentation method, was found to be beneficial. The second, a parallel segmentation method, resulted in little improvement though this may be related to a combination of resolution in size of the texture extraction area. The effect on classification accuracy of combining the SPOT simulation imagery with other data types is investigated. A grid cell encoding technique was selected as most appropriate for storing digitised topographic (elevation, slope) and ground truth data. Topographic data were shown to improve species-level classification, though with sixteen classes overall accuracies were consistently below 50%. Neither sub-division into age groups or the incorporation of principal components and a band ratio significantly improved classification accuracy. It is concluded that SPOT imagery will not permit species level classification within forested areas as diverse as the Forest of Dean. The imagery will be most useful as part of a multi-stage sampling scheme. The use of texture analysis is highly recommended for extracting maximum information content from the data. Incorporation of the imagery into a GIS will both aid discrimination and provide a useful management tool.

Toward the atomistic simulation of T cell epitopes automated construction of MHC:peptide structures for free energy calculations

Epitopes mediated by T cells lie at the heart of the adaptive immune response and form the essential nucleus of anti-tumour peptide or epitope-based vaccines. Antigenic T cell epitopes are mediated by major histocompatibility complex (MHC) molecules, which present them to T cell receptors. Calculating the affinity between a given MHC molecule and an antigenic peptide using experimental approaches is both difficult and time consuming, thus various computational methods have been developed for this purpose. A server has been developed to allow a structural approach to the problem by generating specific MHC:peptide complex structures and providing configuration files to run molecular modelling simulations upon them. A system has been produced which allows the automated construction of MHC:peptide structure files and the corresponding configuration files required to execute a molecular dynamics simulation using NAMD. The system has been made available through a web-based front end and stand-alone scripts. Previous attempts at structural prediction of MHC:peptide affinity have been limited due to the paucity of structures and the computational expense in running large scale molecular dynamics simulations. The MHCsim server (http://igrid-ext.cryst.bbk.ac.uk/MHCsim) allows the user to rapidly generate any desired MHC:peptide complex and will facilitate molecular modelling simulation of MHC complexes on an unprecedented scale.