Point-wise confidence interval estimation by neural networks: A comparative study based on automotive engine calibration.

In developing neural network techniques for real world applications it is still very rare to see estimates of confidence placed on the neural network predictions. This is a major deficiency, especially in safety-critical systems. In this paper we explore three distinct methods of producing point-wise confidence intervals using neural networks. We compare and contrast Bayesian, Gaussian Process and Predictive error bars evaluated on real data. The problem domain is concerned with the calibration of a real automotive engine management system for both air-fuel ratio determination and on-line ignition timing. This problem requires real-time control and is a good candidate for exploring the use of confidence predictions due to its safety-critical nature.

Using system dynamics in a discrete-event simulation study of a manufacturing plant

Purpose - To provide an example of the use of system dynamics within the context of a discrete-event simulation study. Design/methodology/approach - A discrete-event simulation study of a production-planning facility in a gas cylinder-manufacturing plant is presented. The case study evidence incorporates questionnaire responses from sales managers involved in the order-scheduling process. Findings - As the project progressed it became clear that, although the discrete-event simulation would meet the objectives of the study in a technical sense, the organizational problem of "delivery performance" would not be solved by the discrete-event simulation study alone. The case shows how the qualitative outcomes of the discrete-event simulation study led to an analysis using the system dynamics technique. The system dynamics technique was able to model the decision-makers in the sales and production process and provide a deeper understanding of the performance of the system. Research limitations/implications - The case study describes a traditional discrete-event simulation study which incorporated an unplanned investigation using system dynamics. Further, case studies using a planned approach to showing consideration of organizational issues in discrete-event simulation studies are required. Then the role of both qualitative data in a discrete-event simulation study and the use of supplementary tools which incorporate organizational aspects may help generate a methodology for discrete-event simulation that incorporates human aspects and so improve its relevance for decision making. Practical implications - It is argued that system dynamics can provide a useful addition to the toolkit of the discrete-event simulation practitioner in helping them incorporate a human aspect in their analysis. Originality/value - Helps decision makers gain a broader perspective on the tools available to them by showing the use of system dynamics to supplement the use of discrete-event simulation. © Emerald Group Publishing Limited.

A method of fundamental solutions for the one-dimensional inverse Stefan problem

We investigate an application of the method of fundamental solutions (MFS) to the one-dimensional inverse Stefan problem for the heat equation by extending the MFS proposed in [5] for the one-dimensional direct Stefan problem. The sources are placed outside the space domain of interest and in the time interval (-T, T). Theoretical properties of the method, as well as numerical investigations, are included, showing that accurate and stable results can be obtained efficiently with small computational cost.

A variational method and approximations of a Cauchy problem for elliptic equations

A Cauchy problem for general elliptic second-order linear partial differential equations in which the Dirichlet data in H½(?1 ? ?3) is assumed available on a larger part of the boundary ? of the bounded domain O than the boundary portion ?1 on which the Neumann data is prescribed, is investigated using a conjugate gradient method. We obtain an approximation to the solution of the Cauchy problem by minimizing a certain discrete functional and interpolating using the finite diference or boundary element method. The minimization involves solving equations obtained by discretising mixed boundary value problems for the same operator and its adjoint. It is proved that the solution of the discretised optimization problem converges to the continuous one, as the mesh size tends to zero. Numerical results are presented and discussed.

An alternative formulation for the fuzzy assignment problem

The existing assignment problems for assigning n jobs to n individuals are limited to the considerations of cost or profit measured as crisp. However, in many real applications, costs are not deterministic numbers. This paper develops a procedure based on Data Envelopment Analysis method to solve the assignment problems with fuzzy costs or fuzzy profits for each possible assignment. It aims to obtain the points with maximum membership values for the fuzzy parameters while maximizing the profit or minimizing the assignment cost. In this method, a discrete approach is presented to rank the fuzzy numbers first. Then, corresponding to each fuzzy number, we introduce a crisp number using the efficiency concept. A numerical example is used to illustrate the usefulness of this new method. © 2012 Operational Research Society Ltd. All rights reserved.

Type-2 TOPSIS:a group decision problem when ideal values are not extreme endpoints

In the traditional TOPSIS, the ideal solutions are assumed to be located at the endpoints of the data interval. However, not all performance attributes possess ideal values at the endpoints. We termed performance attributes that have ideal values at extreme points as Type-1 attributes. Type-2 attributes however possess ideal values somewhere within the data interval instead of being at the extreme end points. This provides a preference ranking problem when all attributes are computed and assumed to be of the Type-1 nature. To overcome this issue, we propose a new Fuzzy DEA method for computing the ideal values and distance function of Type-2 attributes in a TOPSIS methodology. Our method allows Type-1 and Type-2 attributes to be included in an evaluation system without compromising the ranking quality. The efficacy of the proposed model is illustrated with a vendor evaluation case for a high-tech investment decision making exercise. A comparison analysis with the traditional TOPSIS is also presented. © 2012 Springer Science+Business Media B.V.

An overall profit Malmquist productivity index with fuzzy and interval data

Although crisp data are fundamentally indispensable for determining the profit Malmquist productivity index (MPI), the observed values in real-world problems are often imprecise or vague. These imprecise or vague data can be suitably characterized with fuzzy and interval methods. In this paper, we reformulate the conventional profit MPI problem as an imprecise data envelopment analysis (DEA) problem, and propose two novel methods for measuring the overall profit MPI when the inputs, outputs, and price vectors are fuzzy or vary in intervals. We develop a fuzzy version of the conventional MPI model by using a ranking method, and solve the model with a commercial off-the-shelf DEA software package. In addition, we define an interval for the overall profit MPI of each decision-making unit (DMU) and divide the DMUs into six groups according to the intervals obtained for their overall profit efficiency and MPIs. We also present two numerical examples to demonstrate the applicability of the two proposed models and exhibit the efficacy of the procedures and algorithms. © 2011 Elsevier Ltd.

Simulation in the supply chain context:matching the simulation tool to the problem

The supply chain can be a source of competitive advantage for the firm. Simulation is an effective tool for investigating supply chain problems. The three main simulation approaches in the supply chain context are System Dynamics (SD), Discrete Event Simulation (DES) and Agent Based Modelling (ABM). A sample from the literature suggests that whilst SD and ABM have been used to address strategic and planning problems, DES has mainly been used on planning and operational problems., A review of received wisdom suggests that historically, driven by custom and practice, certain simulation techniques have been focused on certain problem types. A theoretical review of the techniques, however, suggests that the scope of their application should be much wider and that supply chain practitioners could benefit from applying them in this broader way.

Optimal embedding for watermarking in discrete data spaces

In this paper, we address the problem of robust information embedding in digital data. Such a process is carried out by introducing modifications to the original data that one would like to keep minimal. It assumes that the data, which includes the embedded information, is corrupted before the extraction is carried out. We propose a principled way to tailor an efficient embedding process for given data and noise statistics. © Springer-Verlag Berlin Heidelberg 2005.

Visualisation of bioinformatics datasets

Analysing the molecular polymorphism and interactions of DNA, RNA and proteins is of fundamental importance in biology. Predicting functions of polymorphic molecules is important in order to design more effective medicines. Analysing major histocompatibility complex (MHC) polymorphism is important for mate choice, epitope-based vaccine design and transplantation rejection etc. Most of the existing exploratory approaches cannot analyse these datasets because of the large number of molecules with a high number of descriptors per molecule. This thesis develops novel methods for data projection in order to explore high dimensional biological dataset by visualising them in a low-dimensional space. With increasing dimensionality, some existing data visualisation methods such as generative topographic mapping (GTM) become computationally intractable. We propose variants of these methods, where we use log-transformations at certain steps of expectation maximisation (EM) based parameter learning process, to make them tractable for high-dimensional datasets. We demonstrate these proposed variants both for synthetic and electrostatic potential dataset of MHC class-I. We also propose to extend a latent trait model (LTM), suitable for visualising high dimensional discrete data, to simultaneously estimate feature saliency as an integrated part of the parameter learning process of a visualisation model. This LTM variant not only gives better visualisation by modifying the project map based on feature relevance, but also helps users to assess the significance of each feature. Another problem which is not addressed much in the literature is the visualisation of mixed-type data. We propose to combine GTM and LTM in a principled way where appropriate noise models are used for each type of data in order to visualise mixed-type data in a single plot. We call this model a generalised GTM (GGTM). We also propose to extend GGTM model to estimate feature saliencies while training a visualisation model and this is called GGTM with feature saliency (GGTM-FS). We demonstrate effectiveness of these proposed models both for synthetic and real datasets. We evaluate visualisation quality using quality metrics such as distance distortion measure and rank based measures: trustworthiness, continuity, mean relative rank errors with respect to data space and latent space. In cases where the labels are known we also use quality metrics of KL divergence and nearest neighbour classifications error in order to determine the separation between classes. We demonstrate the efficacy of these proposed models both for synthetic and real biological datasets with a main focus on the MHC class-I dataset.

Numerical solution of the Dirichlet initial boundary value problem for the heat equation in exterior 3-dimensional domains using integral equations

A numerical method for the Dirichlet initial boundary value problem for the heat equation in the exterior and unbounded region of a smooth closed simply connected 3-dimensional domain is proposed and investigated. This method is based on a combination of a Laguerre transformation with respect to the time variable and an integral equation approach in the spatial variables. Using the Laguerre transformation in time reduces the parabolic problem to a sequence of stationary elliptic problems which are solved by a boundary layer approach giving a sequence of boundary integral equations of the first kind to solve. Under the assumption that the boundary surface of the solution domain has a one-to-one mapping onto the unit sphere, these integral equations are transformed and rewritten over this sphere. The numerical discretisation and solution are obtained by a discrete projection method involving spherical harmonic functions. Numerical results are included.