Uncertainty in the Cloud: An Angel-Daemon Approach to Modelling Performance

Uncertainty profiles are used to study the effects of contention within cloud and service-based environments. An uncertainty profile provides a qualitative description of an environment whose quality of service (QoS) may fluctuate unpredictably. Uncertain environments are modelled by strategic games with two agents; a daemon is used to represent overload and high resource contention; an angel is used to represent an idealised resource allocation situation with no underlying contention. Assessments of uncertainty profiles are useful in two ways: firstly, they provide a broad understanding of how environmental stress can effect an application’s performance (and reliability); secondly, they allow the effects of introducing redundancy into a computation to be assessed

The Robustness of Periodic Orchestrations in Uncertain Evolving Environments

A framework for assessing the robustness of long-duration repetitive orchestrations in uncertain evolving environments is proposed. The model assumes that service-based evaluation environments are stable over short time-frames only; over longer periods service-based environments evolve as demand fluctuates and contention for shared resources varies. The behaviour of a short-duration orchestration E in a stable environment is assessed by an uncertainty profile U and a corresponding zero-sum angel-daemon game Γ(U) [2]. Here the angel-daemon approach is extended to assess evolving environments by means of a subfamily of stochastic games. These games are called strategy oblivious because their transition probabilities are strategy independent. It is shown that the value of a strategy oblivious stochastic game is well defined and that it can be computed by solving a linear system. Finally, the proposed stochastic framework is used to assess the evolution of the Gabrmn IT system.

Geochronological database and classification system for age uncertainties in Neotropical pollen records.

The newly updated inventory of palaeoecological research in Latin America offers an important overview of sites available for multi-proxy and multi-site purposes. From the collected literature supporting this inventory, we collected all available age model metadata to create a chronological database of 5116 control points (e.g. 14C, tephra, fission track, OSL, 210Pb) from 1097 pollen records. Based on this literature review, we present a summary of chronological dating and reporting in the Neotropics. Difficulties and recommendations for chronology reporting are discussed. Furthermore, for 234 pollen records in northwest South America, a classification system for age uncertainties is implemented based on chronologies generated with updated calibration curves. With these outcomes age models are produced for those sites without an existing chronology, alternative age models are provided for researchers interested in comparing the effects of different calibration curves and age–depth modelling software, and the importance of uncertainty assessments of chronologies is highlighted. Sample resolution and temporal uncertainty of ages are discussed for different time windows, focusing on events relevant for research on centennial- to millennial-scale climate variability. All age models and developed R scripts are publicly available through figshare, including a manual to use the scripts.

A risk-averse optimization model for trading wind energy in a market environment under uncertainty

In this paper, a stochastic programming approach is proposed for trading wind energy in a market environment under uncertainty. Uncertainty in the energy market prices is the main cause of high volatility of profits achieved by power producers. The volatile and intermittent nature of wind energy represents another source of uncertainty. Hence, each uncertain parameter is modeled by scenarios, where each scenario represents a plausible realization of the uncertain parameters with an associated occurrence probability. Also, an appropriate risk measurement is considered. The proposed approach is applied on a realistic case study, based on a wind farm in Portugal. Finally, conclusions are duly drawn. (C) 2011 Elsevier Ltd. All rights reserved.

Accounting for the dissociating properties of organic chemicals in LCIA: an uncertainty analysis applied to micropollutants in the assessment of freshwater ecotoxicity

In life cycle impact assessment (LCIA) models, the sorption of the ionic fraction of dissociating organic chemicals is not adequately modeled because conventional non-polar partitioning models are applied. Therefore, high uncertainties are expected when modeling the mobility, as well as the bioavailability for uptake by exposed biota and degradation, of dissociating organic chemicals. Alternative regressions that account for the ionized fraction of a molecule to estimate fate parameters were applied to the USEtox model. The most sensitive model parameters in the estimation of ecotoxicological characterization factors (CFs) of micropollutants were evaluated by Monte Carlo analysis in both the default USEtox model and the alternative approach. Negligible differences of CFs values and 95% confidence limits between the two approaches were estimated for direct emissions to the freshwater compartment; however the default USEtox model overestimates CFs and the 95% confidence limits of basic compounds up to three orders and four orders of magnitude, respectively, relatively to the alternative approach for emissions to the agricultural soil compartment. For three emission scenarios, LCIA results show that the default USEtox model overestimates freshwater ecotoxicity impacts for the emission scenarios to agricultural soil by one order of magnitude, and larger confidence limits were estimated, relatively to the alternative approach.

Uncertainty assessment approach for composite structures based on global sensitivity indices

The problem of uncertainty propagation in composite laminate structures is studied. An approach based on the optimal design of composite structures to achieve a target reliability level is proposed. Using the Uniform Design Method (UDM), a set of design points is generated over a design domain centred at mean values of random variables, aimed at studying the space variability. The most critical Tsai number, the structural reliability index and the sensitivities are obtained for each UDM design point, using the maximum load obtained from optimal design search. Using the UDM design points as input/output patterns, an Artificial Neural Network (ANN) is developed based on supervised evolutionary learning. Finally, using the developed ANN a Monte Carlo simulation procedure is implemented and the variability of the structural response based on global sensitivity analysis (GSA) is studied. The GSA is based on the first order Sobol indices and relative sensitivities. An appropriate GSA algorithm aiming to obtain Sobol indices is proposed. The most important sources of uncertainty are identified.

Uncertainty propagation in inverse reliability-based design of composite structures

An approach for the analysis of uncertainty propagation in reliability-based design optimization of composite laminate structures is presented. Using the Uniform Design Method (UDM), a set of design points is generated over a domain centered on the mean reference values of the random variables. A methodology based on inverse optimal design of composite structures to achieve a specified reliability level is proposed, and the corresponding maximum load is outlined as a function of ply angle. Using the generated UDM design points as input/output patterns, an Artificial Neural Network (ANN) is developed based on an evolutionary learning process. Then, a Monte Carlo simulation using ANN development is performed to simulate the behavior of the critical Tsai number, structural reliability index, and their relative sensitivities as a function of the ply angle of laminates. The results are generated for uniformly distributed random variables on a domain centered on mean values. The statistical analysis of the results enables the study of the variability of the reliability index and its sensitivity relative to the ply angle. Numerical examples showing the utility of the approach for robust design of angle-ply laminates are presented.

Quantity-setting competition with differentiated goods under uncertain demand

We consider a quantity-setting duopoly model, and we study the decision to move first or second, by assuming that the firms produce differentiated goods and that there is some demand uncertainty. The competitive phase consists of two periods, and in either period, the firms can make a production decision that is irreversible. As far as the firms are allowed to choose (non-cooperatively) the period they make the decision, we study the circumstances that favour sequential rather than simultaneous decisions.

Cournot competition between a non-profit firm and a for-profit firm with uncertainty

In this paper, we consider a Cournot competition between a nonprofit firm and a for-profit firm in a homogeneous goods market, with uncertain demand. Given an asymmetric tax schedule, we compute explicitly the Bayesian-Nash equilibrium. Furthermore, we analyze the effects of the tax rate and the degree of altruistic preference on market equilibrium outcomes.

Flexibility and leadership advantages in a model with uncertain demand

We consider a differentiated Stackelberg model with demand uncertainty only for the first mover. We study the advantages of flexibility over leadership as the degree of the differentiation of the goods changes.

Asymmetric dynamic price competition with uncertainty

We consider a dynamic setting-price duopoly model in which a dominant (leader) firm moves first and a subordinate (follower) firm moves second. We suppose that each firm has two different technologies, and uses one of them according to a certain probability distribution. The use of either one or the other technology affects the unitary production cost. We analyse the effect of the production costs uncertainty on the profits of the firms, for different values of the intercept demand parameters.

From cognition to action : a psychological investigation of action regulation in complex and uncertain social systems

Cette thèse présente une revue des réflexions récentes et plus traditionnelles provenant de la théorie des systèmes, de la créativité en emploi, des théories d’organisation du travail et de la motivation afin de proposer une perspective psychologique de la régulation des actions des individus au sein d’environnements de travail complexes et incertains. Des composantes de la Théorie de la Régulation de l’Action (Frese & Zapf, 1994) ainsi que de la Théorie de l’Auto-Détermination (Deci & Ryan, 2000) sont mises en relation afin d’évaluer un modèle définissant certains schémas cognitifs clés associés aux tâches individuelles et collectives en emploi. Nous proposons que ces schémas cognitifs, organisés de manière hiérarchique, jouent un rôle central dans la régulation d’une action efficace au sein d’un système social adaptatif. Nos mesures de ces schémas cognitifs sont basées sur des échelles de mesure proposées dans le cadre des recherches sur l’ambiguïté de rôle (eg. Sawyer, 1992; Breaugh & Colihan, 1994) et sont mis en relation avec des mesures de satisfaction des besoins psychologiques (Van den Broeck, Vansteenkiste, De Witte, Soenens & Lens, 2009) et du bien-être psychologique (Goldberg, 1972). Des données provenant de 153 employés à temps plein d’une compagnie de jeu vidéo ont été récoltées à travers deux temps de mesure. Les résultats révèlent que différents types de schémas cognitifs associés aux tâches individuelles et collectives sont liés à la satisfaction de différents types de besoin psychologiques et que ces derniers sont eux-mêmes liés au bien-être psychologique. Les résultats supportent également l’hypothèse d’une organisation hiérarchique des schémas cognitifs sur la base de leur niveau d’abstraction et de leur proximité avec l’exécution concrète de l’action. Ces résultats permettent de fournir une explication initiale au processus par lequel les différents types de schémas cognitifs développés en emplois et influencé par l’environnement de travail sont associés à l’attitude des employés et à leur bien-être psychologique. Les implications pratiques et théoriques pour la motivation, l’apprentissage, l’habilitation, le bien-être psychologique et l’organisation du travail dans les environnements de travail complexes et incertains sont discutés.

Parameter identification of structural dynamic models by inverse statistical analysis

Auf dem Gebiet der Strukturdynamik sind computergestützte Modellvalidierungstechniken inzwischen weit verbreitet. Dabei werden experimentelle Modaldaten, um ein numerisches Modell für weitere Analysen zu korrigieren. Gleichwohl repräsentiert das validierte Modell nur das dynamische Verhalten der getesteten Struktur. In der Realität gibt es wiederum viele Faktoren, die zwangsläufig zu variierenden Ergebnissen von Modaltests führen werden: Sich verändernde Umgebungsbedingungen während eines Tests, leicht unterschiedliche Testaufbauten, ein Test an einer nominell gleichen aber anderen Struktur (z.B. aus der Serienfertigung), etc. Damit eine stochastische Simulation durchgeführt werden kann, muss eine Reihe von Annahmen für die verwendeten Zufallsvariablengetroffen werden. Folglich bedarf es einer inversen Methode, die es ermöglicht ein stochastisches Modell aus experimentellen Modaldaten zu identifizieren. Die Arbeit beschreibt die Entwicklung eines parameter-basierten Ansatzes, um stochastische Simulationsmodelle auf dem Gebiet der Strukturdynamik zu identifizieren. Die entwickelte Methode beruht auf Sensitivitäten erster Ordnung, mit denen Parametermittelwerte und Kovarianzen des numerischen Modells aus stochastischen experimentellen Modaldaten bestimmt werden können.

Robust fault detection using consistency techniques for uncertainty handling

Often practical performance of analytical redundancy for fault detection and diagnosis is decreased by uncertainties prevailing not only in the system model, but also in the measurements. In this paper, the problem of fault detection is stated as a constraint satisfaction problem over continuous domains with a big number of variables and constraints. This problem can be solved using modal interval analysis and consistency techniques. Consistency techniques are then shown to be particularly efficient to check the consistency of the analytical redundancy relations (ARRs), dealing with uncertain measurements and parameters. Through the work presented in this paper, it can be observed that consistency techniques can be used to increase the performance of a robust fault detection tool, which is based on interval arithmetic. The proposed method is illustrated using a nonlinear dynamic model of a hydraulic system

Prediction of glucose excursions under uncertain parameters and food intake in intensive insulin therapy for type 1 diabetes mellitus

Considering the difficulty in the insulin dosage selection and the problem of hyper- and hypoglycaemia episodes in type 1 diabetes, dosage-aid systems appear as tremendously helpful for these patients. A model-based approach to this problem must unavoidably consider uncertainty sources such as the large intra-patient variability and food intake. This work addresses the prediction of glycaemia for a given insulin therapy face to parametric and input uncertainty, by means of modal interval analysis. As result, a band containing all possible glucose excursions suffered by the patient for the given uncertainty is obtained. From it, a safer prediction of possible hyper- and hypoglycaemia episodes can be calculated