A Syntactic Approach to Revising Epistemic States with Uncertain Inputs

Revising its beliefs when receiving new information is an important ability of any intelligent system. However, in realistic settings the new input is not always certain. A compelling way of dealing with uncertain input in an agent-based setting is to treat it as unreliable input, which may strengthen or weaken the beliefs of the agent. Recent work focused on the postulates associated with this form of belief change and on finding semantical operators that satisfy these postulates. In this paper we propose a new syntactic approach for this form of belief change and show that it agrees with the semantical definition. This makes it feasible to develop complex agent systems capable of efficiently dealing with unreliable input in a semantically meaningful way. Additionally, we show that imposing restrictions on the input and the beliefs that are entailed allows us to devise a tractable approach suitable for resource-bounded agents or agents where reactiveness is of paramount importance.

Can(Plan)+: Extending the Operational Semantics of the BDI Architecture to deal with Uncertain Information

The BDI architecture, where agents are modelled based on their beliefs, desires and intentions, provides a practical approach to develop large scale systems. However, it is not well suited to model complex Supervisory Control And Data Acquisition (SCADA) systems pervaded by uncertainty. In this paper we address this issue by extending the operational semantics of Can(Plan) into Can(Plan)+. We start by modelling the beliefs of an agent as a set of epistemic states where each state, possibly using a different representation, models part of the agent's beliefs. These epistemic states are stratified to make them commensurable and to reason about the uncertain beliefs of the agent. The syntax and semantics of a BDI agent are extended accordingly and we identify fragments with computationally efficient semantics. Finally, we examine how primitive actions are affected by uncertainty and we define an appropriate form of lookahead planning.

An analysis of implied volatility jump dynamics: Novel functional data representation in crude oil markets

The predominant fear in capital markets is that of a price spike. Commodity markets differ in that there is a fear of both upward and down jumps, this results in implied volatility curves displaying distinct shapes when compared to equity markets. The use of a novel functional data analysis (FDA) approach, provides a framework to produce and interpret functional objects that characterise the underlying dynamics of oil future options. We use the FDA framework to examine implied volatility, jump risk, and pricing dynamics within crude oil markets. Examining a WTI crude oil sample for the 2007–2013 period, which includes the global financial crisis and the Arab Spring, strong evidence is found of converse jump dynamics during periods of demand and supply side weakness. This is used as a basis for an FDA-derived Merton (1976) jump diffusion optimised delta hedging strategy, which exhibits superior portfolio management results over traditional methods.

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.

Semantics for possibilistic answer set programs: uncertain rules versus rules with uncertain conclusions

Although Answer Set Programming (ASP) is a powerful framework for declarative problem solving, it cannot in an intuitive way handle situations in which some rules are uncertain, or in which it is more important to satisfy some constraints than others. Possibilistic ASP (PASP) is a natural extension of ASP in which certainty weights are associated with each rule. In this paper we contrast two different views on interpreting the weights attached to rules. Under the first view, weights reflect the certainty with which we can conclude the head of a rule when its body is satisfied. Under the second view, weights reflect the certainty that a given rule restricts the considered epistemic states of an agent in a valid way, i.e. it is the certainty that the rule itself is correct. The first view gives rise to a set of weighted answer sets, whereas the second view gives rise to a weighted set of classical answer sets.

A practical taxonomy of methods and literature for managing uncertain spatial data in geographic information systems

Perfect information is seldom available to man or machines due to uncertainties inherent in real world problems. Uncertainties in geographic information systems (GIS) stem from either vague/ambiguous or imprecise/inaccurate/incomplete information and it is necessary for GIS to develop tools and techniques to manage these uncertainties. There is a widespread agreement in the GIS community that although GIS has the potential to support a wide range of spatial data analysis problems, this potential is often hindered by the lack of consistency and uniformity. Uncertainties come in many shapes and forms, and processing uncertain spatial data requires a practical taxonomy to aid decision makers in choosing the most suitable data modeling and analysis method. In this paper, we: (1) review important developments in handling uncertainties when working with spatial data and GIS applications; (2) propose a taxonomy of models for dealing with uncertainties in GIS; and (3) identify current challenges and future research directions in spatial data analysis and GIS for managing uncertainties.

Practice guidelines in clinical psychology: An uncertain future for a clinical profession

Practice guidelines have long been surrounded by controversy. Despite an almost instinctive outcry against these protocols among many clinicians, current versions provide therapists with considerable freedom in their practice. This paper examines the utility and possible negative evolution of such guidelines.

The basic principles of uncertain information fusion. An organised review of merging rules in different representation frameworks.

We propose and advocate basic principles for the fusion of incomplete or uncertain information items, that should apply regardless of the formalism adopted for representing pieces of information coming from several sources. This formalism can be based on sets, logic, partial orders, possibility theory, belief functions or imprecise probabilities. We propose a general notion of information item representing incomplete or uncertain information about the values of an entity of interest. It is supposed to rank such values in terms of relative plausibility, and explicitly point out impossible values. Basic issues affecting the results of the fusion process, such as relative information content and consistency of information items, as well as their mutual consistency, are discussed. For each representation setting, we present fusion rules that obey our principles, and compare them to postulates specific to the representation proposed in the past. In the crudest (Boolean) representation setting (using a set of possible values), we show that the understanding of the set in terms of most plausible values, or in terms of non-impossible ones matters for choosing a relevant fusion rule. Especially, in the latter case our principles justify the method of maximal consistent subsets, while the former is related to the fusion of logical bases. Then we consider several formal settings for incomplete or uncertain information items, where our postulates are instantiated: plausibility orderings, qualitative and quantitative possibility distributions, belief functions and convex sets of probabilities. The aim of this paper is to provide a unified picture of fusion rules across various uncertainty representation settings.

Control of uncertain compartmental systems

Os sistemas compartimentais são frequentemente usados na modelação de diversos processos em várias áreas, tais como a biomedicina, ecologia, farmacocinética, entre outras. Na maioria das aplicações práticas, nomeadamente, aquelas que dizem respeito à administração de drogas a pacientes sujeitos a cirurgia, por exemplo, a presença de incertezas nos parâmetros do sistema ou no estado do sistema é muito comum. Ao longo dos últimos anos, a análise de sistemas compartimentais tem sido bastante desenvolvida na literatura. No entanto, a análise da sensibilidade da estabilidade destes sistemas na presença de incertezas tem recebido muito menos atenção. Nesta tese, consideramos uma lei de controlo por realimentação do estado com restrições de positividade e analisamos a sua robustez quando aplicada a sistemas compartimentais lineares e invariantes no tempo com incertezas nos parâmetros. Além disso, para sistemas lineares e invariantes no tempo com estado inicial desconhecido, combinamos esta lei de controlo com um observador do estado e a robustez da lei de controlo resultante também é analisada. O controlo do bloqueio neuromuscular por meio da infusão contínua de um relaxante muscular pode ser modelado como um sistema compartimental de três compartimentos e tem sido objecto de estudo por diversos grupos de investigação. Nesta tese, os nossos resultados são aplicados a este problema de controlo e são fornecidas estratégias para melhorar os resultados obtidos.

Evaluating monthly volatility forecasts using proxies at different frequencies

This paper analyses the forecastability of stock returns monthly volatility. The forecast obtained from GARCH and AGARCH models with Normal and Student's t errors are evaluated with respect to proxies for the unobserved volatility obtained through sampling at different frequencies. It is found that aggregation of daily multi-step ahead GARCH-type forecasts provide rather accurate predictions of monthly volatility.