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.

Robust control of nonlinear stochastic systems by modelling conditional distributions of control signals

We introduce a novel inversion-based neuro-controller for solving control problems involving uncertain nonlinear systems that 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. In this work a novel robust inverse control approach is obtained based on importance sampling from these distributions. This importance sampling provides a structured and principled approach to constrain the complexity of the search space for the ideal control law. The performance of the new algorithm is illustrated through simulations with example systems.

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.

Combining data driven programming with component based software development:with applications in geovisualisation and dynamic data driven application systems

Software development methodologies are becoming increasingly abstract, progressing from low level assembly and implementation languages such as C and Ada, to component based approaches that can be used to assemble applications using technologies such as JavaBeans and the .NET framework. Meanwhile, model driven approaches emphasise the role of higher level models and notations, and embody a process of automatically deriving lower level representations and concrete software implementations. The relationship between data and software is also evolving. Modern data formats are becoming increasingly standardised, open and empowered in order to support a growing need to share data in both academia and industry. Many contemporary data formats, most notably those based on XML, are self-describing, able to specify valid data structure and content, and can also describe data manipulations and transformations. Furthermore, while applications of the past have made extensive use of data, the runtime behaviour of future applications may be driven by data, as demonstrated by the field of dynamic data driven application systems. The combination of empowered data formats and high level software development methodologies forms the basis of modern game development technologies, which drive software capabilities and runtime behaviour using empowered data formats describing game content. While low level libraries provide optimised runtime execution, content data is used to drive a wide variety of interactive and immersive experiences. This thesis describes the Fluid project, which combines component based software development and game development technologies in order to define novel component technologies for the description of data driven component based applications. The thesis makes explicit contributions to the fields of component based software development and visualisation of spatiotemporal scenes, and also describes potential implications for game development technologies. The thesis also proposes a number of developments in dynamic data driven application systems in order to further empower the role of data in this field.

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 design of a support department simulator for use in the design of manufacturing systems

Manufacturing firms are driven by competitive pressures to continually improve the effectiveness and efficiency of their organisations. For this reason, manufacturing engineers often implement changes to existing processes, or design new production facilities, with the expectation of making further gains in manufacturing system performance. This thesis relates to how the likely outcome of this type of decision should be predicted prior to its implementation. The thesis argues that since manufacturing systems must also interact with many other parts of an organisation, the expected performance improvements can often be significantly hampered by constraints that arise elsewhere in the business. As a result, decision-makers should attempt to predict just how well a proposed design will perform when these other factors, or 'support departments', are taken into consideration. However, the thesis also demonstrates that, in practice, where quantitative analysis is used to evaluate design decisions, the analysis model invariably ignores the potential impact of support functions on a system's overall performance. A more comprehensive modelling approach is therefore required. A study of how various business functions interact establishes that to properly represent the kind of delays that give rise to support department constraints, a model should actually portray the dynamic and stochastic behaviour of entities in both the manufacturing and non-manufacturing aspects of a business. This implies that computer simulation be used to model design decisions but current simulation software does not provide a sufficient range of functionality to enable the behaviour of all of these entities to be represented in this way. The main objective of the research has therefore been the development of a new simulator that will overcome limitations of existing software and so enable decision-makers to conduct a more holistic evaluation of design decisions. It is argued that the application of object-oriented techniques offers a potentially better way of fulfilling both the functional and ease-of-use issues relating to development of the new simulator. An object-oriented analysis and design of the system, called WBS/Office, are therefore presented that extends to modelling a firm's administrative and other support activities in the context of the manufacturing system design process. A particularly novel feature of the design is the ability for decision-makers to model how a firm's specific information and document processing requirements might hamper shop-floor performance. The simulator is primarily intended for modelling make-to-order batch manufacturing systems and the thesis presents example models created using a working version of WBS/Office that demonstrate the feasibility of using the system to analyse manufacturing system designs in this way.

Dynamic QoS management and optimisation in service-based systems

Service-based systems that are dynamically composed at run time to provide complex, adaptive functionality are currently one of the main development paradigms in software engineering. However, the Quality of Service (QoS) delivered by these systems remains an important concern, and needs to be managed in an equally adaptive and predictable way. To address this need, we introduce a novel, tool-supported framework for the development of adaptive service-based systems called QoSMOS (QoS Management and Optimisation of Service-based systems). QoSMOS can be used to develop service-based systems that achieve their QoS requirements through dynamically adapting to changes in the system state, environment and workload. QoSMOS service-based systems translate high-level QoS requirements specified by their administrators into probabilistic temporal logic formulae, which are then formally and automatically analysed to identify and enforce optimal system configurations. The QoSMOS self-adaptation mechanism can handle reliability- and performance-related QoS requirements, and can be integrated into newly developed solutions or legacy systems. The effectiveness and scalability of the approach are validated using simulations and a set of experiments based on an implementation of an adaptive service-based system for remote medical assistance.

Supporting decision-making for self-adaptive systems:from goal models to dynamic decision networks

Context/Motivation - Different modeling techniques have been used to model requirements and decision-making of self-adaptive systems (SASs). Specifically, goal models have been prolific in supporting decision-making depending on partial and total fulfilment of functional (goals) and non-functional requirements (softgoals). Different goalrealization strategies can have different effects on softgoals which are specified with weighted contribution-links. The final decision about what strategy to use is based, among other reasons, on a utility function that takes into account the weighted sum of the different effects on softgoals. Questions/Problems - One of the main challenges about decisionmaking in self-adaptive systems is to deal with uncertainty during runtime. New techniques are needed to systematically revise the current model when empirical evidence becomes available from the deployment. Principal ideas/results - In this paper we enrich the decision-making supported by goal models by using Dynamic Decision Networks (DDNs). Goal realization strategies and their impact on softgoals have a correspondence with decision alternatives and conditional probabilities and expected utilities in the DDNs respectively. Our novel approach allows the specification of preferences over the softgoals and supports reasoning about partial satisfaction of softgoals using probabilities. We report results of the application of the approach on two different cases. Our early results suggest the decision-making process of SASs can be improved by using DDNs. © 2013 Springer-Verlag.

Dynamic decision networks for decision-making in self-adaptive systems:a case study

Bayesian decision theory is increasingly applied to support decision-making processes under environmental variability and uncertainty. Researchers from application areas like psychology and biomedicine have applied these techniques successfully. However, in the area of software engineering and speci?cally in the area of self-adaptive systems (SASs), little progress has been made in the application of Bayesian decision theory. We believe that techniques based on Bayesian Networks (BNs) are useful for systems that dynamically adapt themselves at runtime to a changing environment, which is usually uncertain. In this paper, we discuss the case for the use of BNs, speci?cally Dynamic Decision Networks (DDNs), to support the decision-making of self-adaptive systems. We present how such a probabilistic model can be used to support the decision making in SASs and justify its applicability. We have applied our DDN-based approach to the case of an adaptive remote data mirroring system. We discuss results, implications and potential bene?ts of the DDN to enhance the development and operation of self-adaptive systems, by providing mechanisms to cope with uncertainty and automatically make the best decision.

Improving scheduling techniques in heterogeneous systems with dynamic, on-line optimisations

Computational performance increasingly depends on parallelism, and many systems rely on heterogeneous resources such as GPUs and FPGAs to accelerate computationally intensive applications. However, implementations for such heterogeneous systems are often hand-crafted and optimised to one computation scenario, and it can be challenging to maintain high performance when application parameters change. In this paper, we demonstrate that machine learning can help to dynamically choose parameters for task scheduling and load-balancing based on changing characteristics of the incoming workload. We use a financial option pricing application as a case study. We propose a simulation of processing financial tasks on a heterogeneous system with GPUs and FPGAs, and show how dynamic, on-line optimisations could improve such a system. We compare on-line and batch processing algorithms, and we also consider cases with no dynamic optimisations.

Limit Behaviour of Dynamic Rule-based Systems

The paper suggests a classification of dynamic rule-based systems. For each class of systems, limit behavior is studied. Systems with stabilizing limit states or stabilizing limit trajectories are identified, and such states and trajectories are found. The structure of the set of limit states and trajectories is investigated.

Dynamic Ontologies in Information Security Systems

Different types of ontologies and knowledge or metaknowledge connected to them are considered and analyzed aiming at realization in contemporary information security systems (ISS) and especially the case of intrusion detection systems (IDS) or intrusion prevention systems (IPS). Human-centered methods INCONSISTENCY, FUNNEL, CALEIDOSCOPE and CROSSWORD are algorithmic or data-driven methods based on ontologies. All of them interact on a competitive principle ‘survival of the fittest’. They are controlled by a Synthetic MetaMethod SMM. It is shown that the data analysis frequently needs an act of creation especially if it is applied to knowledge-poor environments. It is shown that human-centered methods are very suitable for resolutions in case, and often they are based on the usage of dynamic ontologies

Use of Dynamic Technologies for Web-enabled Database Management Systems

In this paper we consider two computer systems and the dynamic Web technologies they are using. Different contemporary dynamic web technologies are described in details and their advantages and disadvantages have been shown. Specific applications are developed, clinic and studying systems, and their programming models are described. Finally we implement these two applications in the students education process: Online studying has been tested in the Technical University – Varna, Web based clinic system has been used for practical education of the students in the Medical College - Sofia, branch V. Tarnovo

Variational mean-field algorithm for efficient inference in large systems of stochastic differential equations

This work introduces a Gaussian variational mean-field approximation for inference in dynamical systems which can be modeled by ordinary stochastic differential equations. This new approach allows one to express the variational free energy as a functional of the marginal moments of the approximating Gaussian process. A restriction of the moment equations to piecewise polynomial functions, over time, dramatically reduces the complexity of approximate inference for stochastic differential equation models and makes it comparable to that of discrete time hidden Markov models. The algorithm is demonstrated on state and parameter estimation for nonlinear problems with up to 1000 dimensional state vectors and compares the results empirically with various well-known inference methodologies.