944 resultados para uncertainty aversion


Relevância:

10.00% 10.00%

Publicador:

Resumo:

This paper presents a family of algorithms for approximate inference in credal networks (that is, models based on directed acyclic graphs and set-valued probabilities) that contain only binary variables. Such networks can represent incomplete or vague beliefs, lack of data, and disagreements among experts; they can also encode models based on belief functions and possibilistic measures. All algorithms for approximate inference in this paper rely on exact inferences in credal networks based on polytrees with binary variables, as these inferences have polynomial complexity. We are inspired by approximate algorithms for Bayesian networks; thus the Loopy 2U algorithm resembles Loopy Belief Propagation, while the Iterated Partial Evaluation and Structured Variational 2U algorithms are, respectively, based on Localized Partial Evaluation and variational techniques. (C) 2007 Elsevier Inc. All rights reserved.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

This paper presents new insights and novel algorithms for strategy selection in sequential decision making with partially ordered preferences; that is, where some strategies may be incomparable with respect to expected utility. We assume that incomparability amongst strategies is caused by indeterminacy/imprecision in probability values. We investigate six criteria for consequentialist strategy selection: Gamma-Maximin, Gamma-Maximax, Gamma-Maximix, Interval Dominance, Maximality and E-admissibility. We focus on the popular decision tree and influence diagram representations. Algorithms resort to linear/multilinear programming; we describe implementation and experiments. (C) 2010 Elsevier B.V. All rights reserved.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

Here, we study the stable integration of real time optimization (RTO) with model predictive control (MPC) in a three layer structure. The intermediate layer is a quadratic programming whose objective is to compute reachable targets to the MPC layer that lie at the minimum distance to the optimum set points that are produced by the RTO layer. The lower layer is an infinite horizon MPC with guaranteed stability with additional constraints that force the feasibility and convergence of the target calculation layer. It is also considered the case in which there is polytopic uncertainty in the steady state model considered in the target calculation. The dynamic part of the MPC model is also considered unknown but it is assumed to be represented by one of the models of a discrete set of models. The efficiency of the methods presented here is illustrated with the simulation of a low order system. (C) 2010 Elsevier Ltd. All rights reserved.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

A model predictive controller (MPC) is proposed, which is robustly stable for some classes of model uncertainty and to unknown disturbances. It is considered as the case of open-loop stable systems, where only the inputs and controlled outputs are measured. It is assumed that the controller will work in a scenario where target tracking is also required. Here, it is extended to the nominal infinite horizon MPC with output feedback. The method considers an extended cost function that can be made globally convergent for any finite input horizon considered for the uncertain system. The method is based on the explicit inclusion of cost contracting constraints in the control problem. The controller considers the output feedback case through a non-minimal state-space model that is built using past output measurements and past input increments. The application of the robust output feedback MPC is illustrated through the simulation of a low-order multivariable system.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

Model predictive control (MPC) is usually implemented as a control strategy where the system outputs are controlled within specified zones, instead of fixed set points. One strategy to implement the zone control is by means of the selection of different weights for the output error in the control cost function. A disadvantage of this approach is that closed-loop stability cannot be guaranteed, as a different linear controller may be activated at each time step. A way to implement a stable zone control is by means of the use of an infinite horizon cost in which the set point is an additional variable of the control problem. In this case, the set point is restricted to remain inside the output zone and an appropriate output slack variable is included in the optimisation problem to assure the recursive feasibility of the control optimisation problem. Following this approach, a robust MPC is developed for the case of multi-model uncertainty of open-loop stable systems. The controller is devoted to maintain the outputs within their corresponding feasible zone, while reaching the desired optimal input target. Simulation of a process of the oil re. ning industry illustrates the performance of the proposed strategy.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

The fatigue behavior of the SAE 1045 steel in four different conditions is reported in this paper. Four treatments were tested: polished surface, corrosive atmosphere (sugar cane juice), low quality roughness (typical equivalent surface of the shaft cane mill) and the combined condition of the two last treatments involved. Fatigue tests were performed in rotating bending conditions and the values of fatigue strength for the different situations from tests were obtained. The diminution in fatigue strength for the synergy condition of rough surface and corrosive atmosphere was of 8.7%, result statistically representative with less than 0.01% of uncertainty.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

Recently, the development of industrial processes brought on the outbreak of technologically complex systems. This development generated the necessity of research relative to the mathematical techniques that have the capacity to deal with project complexities and validation. Fuzzy models have been receiving particular attention in the area of nonlinear systems identification and analysis due to it is capacity to approximate nonlinear behavior and deal with uncertainty. A fuzzy rule-based model suitable for the approximation of many systems and functions is the Takagi-Sugeno (TS) fuzzy model. IS fuzzy models are nonlinear systems described by a set of if then rules which gives local linear representations of an underlying system. Such models can approximate a wide class of nonlinear systems. In this paper a performance analysis of a system based on IS fuzzy inference system for the calibration of electronic compass devices is considered. The contribution of the evaluated IS fuzzy inference system is to reduce the error obtained in data acquisition from a digital electronic compass. For the reliable operation of the TS fuzzy inference system, adequate error measurements must be taken. The error noise must be filtered before the application of the IS fuzzy inference system. The proposed method demonstrated an effectiveness of 57% at reducing the total error based on considered tests. (C) 2011 Elsevier Ltd. All rights reserved.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

The microtube is a simple and cheap emitter that was widely used throughout the world in the early days of drip irrigation. Its length can be adjusted according to the pressure distribution along the lateral line and the discharge from the microtube can be adjusted by its length. This not only counters the pressure loss due to pipe friction but also makes it suitable for undulating and hilly conditions, where pressure in the lateral line varies considerably according to the differences in elevation. This is the major problem facing the designer, i.e., emitter flow changes as the acting pressure head changes. In this study, a novel micro-sprinkler system is proposed that uses microtube as the emitter and where the length of the microtube can be varied in response to pressure changes along the lateral to give uniformity of emitter discharges. The objective of this work is to develop and validate empirical and semi-theoretical equations for the emitter hydraulics. Laboratory testing of two microtube emitters of different diameter over a range of pressures and discharges was used in the development of the equations relating pressure and discharge, and pressure and length for these emitters. The equations proposed will be used in the design of the micro-sprinkler system, to determine the length of microtube required to give the nominal discharge for any given pressure. The semi-theoretical approach underlined the importance of accurate measurements of the microtube diameter and the uncertainty in the estimation of the friction factor for these tubes.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

The polymer tensiometer is a novel instrument to measure soil water pressure heads from saturation to permanent wilting conditions. We used tensiometers of this type in an experiment to determine the hydraulic properties of evaporating soil samples in the laboratory. Relative errors in the hydraulic conductivity function in the wet part were high due to the relatively low accuracy of the pressure transducers, resulting in a large uncertainty in the hydraulic gradient and therefore in the calculated hydraulic conductivity. In the dry part, the error related to this accuracy was on the same order of magnitude as the error related to balance accuracy. Therefore, the method can be assumed adequate for measuring soil hydraulic properties except under very wet conditions. In our experiments, relative error and bias increased significantly at pressure heads less negative than -1 m.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

The economic occupation of an area of 500 ha for Piracicaba was studied with the irrigated cultures of maize, tomato, sugarcane and beans, having used models of deterministic linear programming and linear programming including risk for the Target-Motad model, where two situations had been analyzed. In the deterministic model the area was the restrictive factor and the water was not restrictive for none of the tested situations. For the first situation the gotten maximum income was of R$ 1,883,372.87 and for the second situation it was of R$ 1,821,772.40. In the model including risk a producer that accepts risk can in the first situation get the maximum income of R$ 1,883,372. 87 with a minimum risk of R$ 350 year(-1), and in the second situation R$ 1,821,772.40 with a minimum risk of R$ 40 year(-1). Already a producer averse to the risk can get in the first situation a maximum income of R$ 1,775,974.81 with null risk and for the second situation R$ 1.707.706, 26 with null risk, both without water restriction. These results stand out the importance of the inclusion of the risk in supplying alternative occupations to the producer, allowing to a producer taking of decision considered the risk aversion and the pretension of income.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

Soil CO(2) emissions are highly variable, both spatially and across time, with significant changes even during a one-day period. The objective of this study was to compare predictions of the diurnal soil CO(2) emissions in an agricultural field when estimated by ordinary kriging and sequential Gaussian simulation. The dataset consisted of 64 measurements taken in the morning and in the afternoon on bare soil in southern Brazil. The mean soil CO(2) emissions were significantly different between the morning (4.54 mu mol m(-2) s(-1)) and afternoon (6.24 mu mol m(-2) s(-1)) measurements. However, the spatial variability structures were similar, as the models were spherical and had close range values of 40.1 and 40.0 m for the morning and afternoon semivariograms. In both periods, the sequential Gaussian simulation maps were more efficient for the estimations of emission than ordinary kriging. We believe that sequential Gaussian simulation can improve estimations of soil CO(2) emissions in the field, as this property is usually highly non-Gaussian distributed.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

The DSSAT/CANEGRO model was parameterized and its predictions evaluated using data from five sugarcane (Sacchetrum spp.) experiments conducted in southern Brazil. The data used are from two of the most important Brazilian cultivars. Some parameters whose values were either directly measured or considered to be well known were not adjusted. Ten of the 20 parameters were optimized using a Generalized Likelihood Uncertainty Estimation (GLUE) algorithm using the leave-one-out cross-validation technique. Model predictions were evaluated using measured data of leaf area index (LA!), stalk and aerial dry mass, sucrose content, and soil water content, using bias, root mean squared error (RMSE), modeling efficiency (Eff), correlation coefficient, and agreement index. The Decision Support System for Agrotechnology Transfer (DSSAT)/CANEGRO model simulated the sugarcane crop in southern Brazil well, using the parameterization reported here. The soil water content predictions were better for rainfed (mean RMSE = 0.122mm) than for irrigated treatment (mean RMSE = 0.214mm). Predictions were best for aerial dry mass (Eff = 0.850), followed by stalk dry mass (Eff = 0.765) and then sucrose mass (Eff = 0.170). Number of green leaves showed the worst fit (Eff = -2.300). The cross-validation technique permits using multiple datasets that would have limited use if used independently because of the heterogeneity of measures and measurement strategies.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

The leaf area index (LAI) of fast-growing Eucalyptus plantations is highly dynamic both seasonally and interannually, and is spatially variable depending on pedo-climatic conditions. LAI is very important in determining the carbon and water balance of a stand, but is difficult to measure during a complete stand rotation and at large scales. Remote-sensing methods allowing the retrieval of LAI time series with accuracy and precision are therefore necessary. Here, we tested two methods for LAI estimation from MODIS 250m resolution red and near-infrared (NIR) reflectance time series. The first method involved the inversion of a coupled model of leaf reflectance and transmittance (PROSPECT4), soil reflectance (SOILSPECT) and canopy radiative transfer (4SAIL2). Model parameters other than the LAI were either fixed to measured constant values, or allowed to vary seasonally and/or with stand age according to trends observed in field measurements. The LAI was assumed to vary throughout the rotation following a series of alternately increasing and decreasing sigmoid curves. The parameters of each sigmoid curve that allowed the best fit of simulated canopy reflectance to MODIS red and NIR reflectance data were obtained by minimization techniques. The second method was based on a linear relationship between the LAI and values of the GEneralized Soil Adjusted Vegetation Index (GESAVI), which was calibrated using destructive LAI measurements made at two seasons, on Eucalyptus stands of different ages and productivity levels. The ability of each approach to reproduce field-measured LAI values was assessed, and uncertainty on results and parameter sensitivities were examined. Both methods offered a good fit between measured and estimated LAI (R(2) = 0.80 and R(2) = 0.62 for model inversion and GESAVI-based methods, respectively), but the GESAVI-based method overestimated the LAI at young ages. (C) 2010 Elsevier Inc. All rights reserved.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

We show that quantum mechanics predicts a contradiction with local hidden variable theories for photon number measurements which have limited resolving power, to the point of imposing an uncertainty in the photon number result which is macroscopic in absolute terms. We show how this can be interpreted as a failure of a new premise, macroscopic local realism.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

Faced with today’s ill-structured business environment of fast-paced change and rising uncertainty, organizations have been searching for management tools that will perform satisfactorily under such ambiguous conditions. In the arena of managerial decision making, one of the approaches being assessed is the use of intuition. Based on our definition of intuition as a non-sequential information-processing mode, which comprises both cognitive and affective elements and results in direct knowing without any use of conscious reasoning, we develop a testable model of integrated analytical and intuitive decision making and propose ways to measure the use of intuition.