913 resultados para risk-based modeling


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The design, development, and use of complex systems models raises a unique class of challenges and potential pitfalls, many of which are commonly recurring problems. Over time, researchers gain experience in this form of modeling, choosing algorithms, techniques, and frameworks that improve the quality, confidence level, and speed of development of their models. This increasing collective experience of complex systems modellers is a resource that should be captured. Fields such as software engineering and architecture have benefited from the development of generic solutions to recurring problems, called patterns. Using pattern development techniques from these fields, insights from communities such as learning and information processing, data mining, bioinformatics, and agent-based modeling can be identified and captured. Collections of such 'pattern languages' would allow knowledge gained through experience to be readily accessible to less-experienced practitioners and to other domains. This paper proposes a methodology for capturing the wisdom of computational modelers by introducing example visualization patterns, and a pattern classification system for analyzing the relationship between micro and macro behaviour in complex systems models. We anticipate that a new field of complex systems patterns will provide an invaluable resource for both practicing and future generations of modelers.

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This paper presents a formal but practical approach for defining and using design patterns. Initially we formalize the concepts commonly used in defining design patterns using Object-Z. We also formalize consistency constraints that must be satisfied when a pattern is deployed in a design model. Then we implement the pattern modeling language and its consistency constraints using an existing modeling framework, EMF, and incorporate the implementation as plug-ins to the Eclipse modeling environment. While the language is defined formally in terms of Object-Z definitions, the language is implemented in a practical environment. Using the plug-ins, users can develop precise pattern descriptions without knowing the underlying formalism, and can use the tool to check the validity of the pattern descriptions and pattern usage in design models. In this work, formalism brings precision to the pattern language definition and its implementation brings practicability to our pattern-based modeling approach.

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Investment in mining projects, like most business investment, is susceptible to risk and uncertainty. The ability to effectively identify, assess and manage risk may enable strategic investments to be sheltered and operations to perform closer to their potential. In mining, geological uncertainty is seen as the major contributor to not meeting project expectations. The need to assess and manage geological risk for project valuation and decision-making translates to the need to assess and manage risk in any pertinent parameter of open pit design and production scheduling. This is achieved by taking geological uncertainty into account in the mine optimisation process. This thesis develops methods that enable geological uncertainty to be effectively modelled and the resulting risk in long-term production scheduling to be quantified and managed. One of the main accomplishments of this thesis is the development of a new, risk-based method for the optimisation of long-term production scheduling. In addition to maximising economic returns, the new method minimises the risk of deviating from production forecasts, given the understanding of the orebody. This ability represents a major advance in the risk management of open pit mining.

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The existing method of pipeline health monitoring, which requires an entire pipeline to be inspected periodically, is both time-wasting and expensive. A risk-based model that reduces the amount of time spent on inspection has been presented. This model not only reduces the cost of maintaining petroleum pipelines, but also suggests an efficient design and operation philosophy, construction methodology, and logical insurance plans. The risk-based model uses the analytic hierarchy process (AHP), a multiple-attribute decision-making technique, to identify the factors that influence failure on specific segments and to analyze their effects by determining probability of risk factors. The severity of failure is determined through consequence analysis. From this, the effect of a failure caused by each risk factor can be established in terms of cost, and the cumulative effect of failure is determined through probability analysis. The technique does not totally eliminate subjectivity, but it is an improvement over the existing inspection method.

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For the first time we report full numerical NLSE-based modeling of generation properties of random distributed feedback fiber laser based on Rayleigh scattering. The model which takes into account the random backscattering via its average strength only describes well power and spectral properties of random DFB fiber lasers. The influence of dispersion and nonlinearity on spectral and statistical properties is investigated. The evidence of non-gaussian intensity statistics is found. © 2013 Optical Society of America.

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Decision-making in product quality is an indispensable stage in product development, in order to reduce product development risk. Based on the identification of the deficiencies of quality function deployment (QFD) and failure modes and effects analysis (FMEA), a novel decision-making method is presented that draws upon a knowledge network of failure scenarios. An ontological expression of failure scenarios is presented together with a framework of failure knowledge network (FKN). According to the roles of quality characteristics (QCs) in failure processing, QCs are set into three categories namely perceptible QCs, restrictive QCs, and controllable QCs, which present the monitor targets, control targets and improvement targets respectively for quality management. A mathematical model and algorithms based on the analytic network process (ANP) is introduced for calculating the priority of QCs with respect to different development scenarios. A case study is provided according to the proposed decision-making procedure based on FKN. This methodology is applied in the propeller design process to solve the problem of prioritising QCs. This paper provides a practical approach for decision-making in product quality. Copyright © 2011 Inderscience Enterprises Ltd.

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The possibility to analyze, quantify and forecast epidemic outbreaks is fundamental when devising effective disease containment strategies. Policy makers are faced with the intricate task of drafting realistically implementable policies that strike a balance between risk management and cost. Two major techniques policy makers have at their disposal are: epidemic modeling and contact tracing. Models are used to forecast the evolution of the epidemic both globally and regionally, while contact tracing is used to reconstruct the chain of people who have been potentially infected, so that they can be tested, isolated and treated immediately. However, both techniques might provide limited information, especially during an already advanced crisis when the need for action is urgent. In this paper we propose an alternative approach that goes beyond epidemic modeling and contact tracing, and leverages behavioral data generated by mobile carrier networks to evaluate contagion risk on a per-user basis. The individual risk represents the loss incurred by not isolating or treating a specific person, both in terms of how likely it is for this person to spread the disease as well as how many secondary infections it will cause. To this aim, we develop a model, named Progmosis, which quantifies this risk based on movement and regional aggregated statistics about infection rates. We develop and release an open-source tool that calculates this risk based on cellular network events. We simulate a realistic epidemic scenarios, based on an Ebola virus outbreak; we find that gradually restricting the mobility of a subset of individuals reduces the number of infected people after 30 days by 24%.

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Introduction: Although older individuals are more prone to hypoglycaemia, it is not known if they have sufficient understanding of the risks of hypoglycaemia or the factors that predispose to it. We evaluated the effectiveness of hypoglycaemia education and examined the factors that increased susceptibility to hypoglycaemia among older people with diabetes. Methods: Forty-five patients (male/female) aged >65 years and known to have diabetes were identified through outpatient clinics at a secondary care hospital. Information relating to education received, awareness of hypoglycaemia and associated risk factors was collected using a standard questionnaire. Additionally, data regarding demographics, treatment regimes, patient attitudes, hypoglycaemic awareness and risks and barriers to self-management of diabetes was collected. Patients were categorised as low, moderate and high risk based on their responses. Independent sample t-tests and Analysis of Variance were carried out to identify factors contributing to high hypoglycaemic risk. Results: Overall, 70% of the patients reported receiving education about hypoglycaemia from health professionals and 95% of them reported good understanding of hypoglycaemia and were able to self-test. Proportion of women receiving education was, however, lower than men (52% women versus 88% men). Compared with men, women were less likely to recognise (59 versus 73%), or act appropriately to a hypoglycaemic episode (59 versus 78%). The mean number of hypoglycaemic episodes per year (41 versus 12) and the duration of hypoglycaemia (9.9 versus 6.3 min) was also greater among women compared with men. The duration of diabetes (P = 0.018), female gender, type 1 diabetes (0.002) and lack awareness of medications causing hypos (P = 0.006) were strong predictors of hypoglycaemia risk. Conclusions: There are significant gaps in education around hypoglycaemia in older people with diabetes. Women, people with longer duration and type 1 diabetes in particular, need additional attention and future educational initiatives need to address these issues.  

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A tanulmány a kockázatnak és a kockázatok felmérésének az éves beszámolók (pénzügyi kimutatások) könyvvizsgálatban betöltött szerepével foglalkozik. A modern könyvvizsgálat – belső és külső korlátainál fogva – nem létezhet a vizsgált vállalkozás üzleti kockázatainak felmérése nélkül. Olyannyira igaz ez, hogy a szakma alapvető szabályait lefektető nemzeti és nemzetközi standardok is kötelező jelleggel előírják az ügyfelek üzleti kockázatainak megismerését. Mindez nem öncélú tevékenység, hanem éppen ez jelenti a könyvvizsgálat kiinduló magját: a kockázatbecslés – a tervezés részeként – az audit végrehajtásának alapja, és egyben vezérfonala. A szerző először bemutatja a könyvvizsgálat és a kockázat kapcsolatának alapvonásait, azt, hogy miként jelenik meg egyáltalán a kockázat problémája a könyvvizsgálatban. Ezt követően a különféle kockázatalapú megközelítéseket tárgyalja, majd néhány főbb elem kiragadásával ábrázolja a kockázatkoncepció beágyazódását a szakmai szabályozásba. Végül – mintegy az elmélet tesztjeként – bemutatja a kockázatmodell gyakorlati alkalmazásának néhány aspektusát. ______ The study examines the role of risk and the assessment of risks in the external audit of financial statements. A modern audit – due to its internal and external limitations – cannot exist without the assessment of the business risk of the entity being audited. This is not a l’art pour l’art activity but rather the very core of the audit. It is – as part of the planning of the audit – a guideline to the whole auditing process. This study has three main sections. The first one explains the connection between audit and risk, the second discusses the different risk based approaches to auditing and the embeddedness of the risk concept into professional regulation. Finally – as a test of theory – some practical aspects of the risk model are discussed through the lens of former empirical research carried out mostly in the US. The conclusion of the study is that though risk based models of auditing have many weaknesses they still result in the most effective and efficient high quality audits.

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The main objective for physics based modeling of the power converter components is to design the whole converter with respect to physical and operational constraints. Therefore, all the elements and components of the energy conversion system are modeled numerically and combined together to achieve the whole system behavioral model. Previously proposed high frequency (HF) models of power converters are based on circuit models that are only related to the parasitic inner parameters of the power devices and the connections between the components. This dissertation aims to obtain appropriate physics-based models for power conversion systems, which not only can represent the steady state behavior of the components, but also can predict their high frequency characteristics. The developed physics-based model would represent the physical device with a high level of accuracy in predicting its operating condition. The proposed physics-based model enables us to accurately develop components such as; effective EMI filters, switching algorithms and circuit topologies [7]. One of the applications of the developed modeling technique is design of new sets of topologies for high-frequency, high efficiency converters for variable speed drives. The main advantage of the modeling method, presented in this dissertation, is the practical design of an inverter for high power applications with the ability to overcome the blocking voltage limitations of available power semiconductor devices. Another advantage is selection of the best matching topology with inherent reduction of switching losses which can be utilized to improve the overall efficiency. The physics-based modeling approach, in this dissertation, makes it possible to design any power electronic conversion system to meet electromagnetic standards and design constraints. This includes physical characteristics such as; decreasing the size and weight of the package, optimized interactions with the neighboring components and higher power density. In addition, the electromagnetic behaviors and signatures can be evaluated including the study of conducted and radiated EMI interactions in addition to the design of attenuation measures and enclosures.

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The analysis of steel and composite frames has traditionally been carried out by idealizing beam-to-column connections as either rigid or pinned. Although some advanced analysis methods have been proposed to account for semi-rigid connections, the performance of these methods strongly depends on the proper modeling of connection behavior. The primary challenge of modeling beam-to-column connections is their inelastic response and continuously varying stiffness, strength, and ductility. In this dissertation, two distinct approaches—mathematical models and informational models—are proposed to account for the complex hysteretic behavior of beam-to-column connections. The performance of the two approaches is examined and is then followed by a discussion of their merits and deficiencies. To capitalize on the merits of both mathematical and informational representations, a new approach, a hybrid modeling framework, is developed and demonstrated through modeling beam-to-column connections. Component-based modeling is a compromise spanning two extremes in the field of mathematical modeling: simplified global models and finite element models. In the component-based modeling of angle connections, the five critical components of excessive deformation are identified. Constitutive relationships of angles, column panel zones, and contact between angles and column flanges, are derived by using only material and geometric properties and theoretical mechanics considerations. Those of slip and bolt hole ovalization are simplified by empirically-suggested mathematical representation and expert opinions. A mathematical model is then assembled as a macro-element by combining rigid bars and springs that represent the constitutive relationship of components. Lastly, the moment-rotation curves of the mathematical models are compared with those of experimental tests. In the case of a top-and-seat angle connection with double web angles, a pinched hysteretic response is predicted quite well by complete mechanical models, which take advantage of only material and geometric properties. On the other hand, to exhibit the highly pinched behavior of a top-and-seat angle connection without web angles, a mathematical model requires components of slip and bolt hole ovalization, which are more amenable to informational modeling. An alternative method is informational modeling, which constitutes a fundamental shift from mathematical equations to data that contain the required information about underlying mechanics. The information is extracted from observed data and stored in neural networks. Two different training data sets, analytically-generated and experimental data, are tested to examine the performance of informational models. Both informational models show acceptable agreement with the moment-rotation curves of the experiments. Adding a degradation parameter improves the informational models when modeling highly pinched hysteretic behavior. However, informational models cannot represent the contribution of individual components and therefore do not provide an insight into the underlying mechanics of components. In this study, a new hybrid modeling framework is proposed. In the hybrid framework, a conventional mathematical model is complemented by the informational methods. The basic premise of the proposed hybrid methodology is that not all features of system response are amenable to mathematical modeling, hence considering informational alternatives. This may be because (i) the underlying theory is not available or not sufficiently developed, or (ii) the existing theory is too complex and therefore not suitable for modeling within building frame analysis. The role of informational methods is to model aspects that the mathematical model leaves out. Autoprogressive algorithm and self-learning simulation extract the missing aspects from a system response. In a hybrid framework, experimental data is an integral part of modeling, rather than being used strictly for validation processes. The potential of the hybrid methodology is illustrated through modeling complex hysteretic behavior of beam-to-column connections. Mechanics-based components of deformation such as angles, flange-plates, and column panel zone, are idealized to a mathematical model by using a complete mechanical approach. Although the mathematical model represents envelope curves in terms of initial stiffness and yielding strength, it is not capable of capturing the pinching effects. Pinching is caused mainly by separation between angles and column flanges as well as slip between angles/flange-plates and beam flanges. These components of deformation are suitable for informational modeling. Finally, the moment-rotation curves of the hybrid models are validated with those of the experimental tests. The comparison shows that the hybrid models are capable of representing the highly pinched hysteretic behavior of beam-to-column connections. In addition, the developed hybrid model is successfully used to predict the behavior of a newly-designed connection.

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Macro and micro-economic perspectives are combined in an eco- nomic growth model. An agent-based modeling approach is used to develop an overlapping generation framework where endogenous growth is supported by work- ers that decide to study depending on their relative (skilled and unskilled) indi- vidual satisfaction. The micro perspective is based on individual satisfaction: an utility function computed from the variation of the relative income in both space and time. The macro perspective emerges from micro decisions, and, as in other growth models of this type, concerns an important allocative social decision the share of the working population that is engaged in producing ideas (skilled work- ers). Simulations show that production and satisfaction levels are higher when the evolution of income measured in both space and time are equally weighted.

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The main objective for physics based modeling of the power converter components is to design the whole converter with respect to physical and operational constraints. Therefore, all the elements and components of the energy conversion system are modeled numerically and combined together to achieve the whole system behavioral model. Previously proposed high frequency (HF) models of power converters are based on circuit models that are only related to the parasitic inner parameters of the power devices and the connections between the components. This dissertation aims to obtain appropriate physics-based models for power conversion systems, which not only can represent the steady state behavior of the components, but also can predict their high frequency characteristics. The developed physics-based model would represent the physical device with a high level of accuracy in predicting its operating condition. The proposed physics-based model enables us to accurately develop components such as; effective EMI filters, switching algorithms and circuit topologies [7]. One of the applications of the developed modeling technique is design of new sets of topologies for high-frequency, high efficiency converters for variable speed drives. The main advantage of the modeling method, presented in this dissertation, is the practical design of an inverter for high power applications with the ability to overcome the blocking voltage limitations of available power semiconductor devices. Another advantage is selection of the best matching topology with inherent reduction of switching losses which can be utilized to improve the overall efficiency. The physics-based modeling approach, in this dissertation, makes it possible to design any power electronic conversion system to meet electromagnetic standards and design constraints. This includes physical characteristics such as; decreasing the size and weight of the package, optimized interactions with the neighboring components and higher power density. In addition, the electromagnetic behaviors and signatures can be evaluated including the study of conducted and radiated EMI interactions in addition to the design of attenuation measures and enclosures.

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Background Plant-soil interaction is central to human food production and ecosystem function. Thus, it is essential to not only understand, but also to develop predictive mathematical models which can be used to assess how climate and soil management practices will affect these interactions. Scope In this paper we review the current developments in structural and chemical imaging of rhizosphere processes within the context of multiscale mathematical image based modeling. We outline areas that need more research and areas which would benefit from more detailed understanding. Conclusions We conclude that the combination of structural and chemical imaging with modeling is an incredibly powerful tool which is fundamental for understanding how plant roots interact with soil. We emphasize the need for more researchers to be attracted to this area that is so fertile for future discoveries. Finally, model building must go hand in hand with experiments. In particular, there is a real need to integrate rhizosphere structural and chemical imaging with modeling for better understanding of the rhizosphere processes leading to models which explicitly account for pore scale processes.