International Journal of Simulation and Process Modelling (29 papers in press)
- Real-Time Simulation of DEVS Models in CD++
by Gabriel Wainer
Abstract: The CD++ toolkit was developed in order to implement the theoretical concepts specified by the DEVS formalism. The tool allows the execution of both DEVS and Cell-DEVS models. In this work, we present the definition and implementation of a real-time simulator. In such simulations, events must be handled timely and time constraints can be stated and validated accordingly. The new simulation technique allows the interaction between the model and its surrounding environment. Additionally, a non-hierarchical simulation approach is presented and introduced to CD++ in order to reduce the communication overhead.
Keywords: DEVS, real-time DEVS, real-time systems, CD++ toolkit.
- Construction resource scheduling with chaotic particle swarm optimisation
by Zenghui Huang, Hongbo Zhao
Abstract: The traditional methods, such as critical path method and linear programming, have difficulty solving more general scheduling problems, such as resource constrained scheduling problems. Emerging techniques, such as particle swarm optimisation (PSO), have shown advantages in addressing this problem. However, the performance of simple PSO is greatly dependent on its parameters, and bad selection of the parameters often leads to the problem of being trapped in local optima which causes premature convergence. By introducing chaos mapping into the PSO algorithm, we present an updated PSO method addressing the construction resource rescheduling problems. In the proposed approach, the parameters of chaotic PSO have little influence on the performance of the algorithm, and thus make the algorithm more robust. The new method has been examined and tested on a practical problem. The results indicate that the new approach solves the problem at a faster convergence rate and with a better precision, as well.
Keywords: construction management; project management; scheduling; artificial intelligence; particle swarm optimisation
- Simulation of autonomous systems in the extended marine domain
by Alberto Tremori, Angelo Ferrando, Matteo Agresta
Abstract: This paper is focused on the characteristics and goals of an integrated architecture that aims at reproducing joint interoperability among autonomous systems; the paper proposes an experimentation over a scenario developed for the maritime context that uses an innovative simulator. The authors' goal, during such research, consists of identifying requirements related to these simulators so that they accurately take into account the most important elements affecting real operative context. This analysis addresses training and engineering, and it could be further developed for supporting or operation supervision. The general architecture is devoted to integrating such simulators within a federation, together with the approach that has been used in order to carry out this operation, and represent the subjects of this paper. The mission environment has been created with the only goal to test the federation, and similarly simulation architecture and conceptual models are validated through proposed preliminary activities.
Keywords: autonomous systems, simulation, interoperability, intelligent agents
- Infrastructure protection based on heterogenous networks
by Marina Massei, Agostino Bruzzone, Simonluca Poggi
Abstract: This paper presents a modelling approach for mapping cyber defence issues with respect to heterogeneous networks; the research is devoted to develop an agent-driven simulation environment able to analyse this problem considering different layers, including CIS capabilities, operational issues, system architecture, management processes and human factors. The paper analyses a specific case study to validate and verify the proposed modelling approach; the scenario is focused on an heterogeneous network applied to extended maritime environment including Autonomous Underwater Vehicles (AUV), sensors, platforms, vessels, satellites and relevant military assets and threats. The present document uses this case study as example of System of Systems to be simulated including cyber warfare issues to evaluate their impact on operations.
Keywords: cyber defence, interoperable simulation, maritime simulation, heterogeneous networks, autonomous systems
- Modelling and evaluation of investment strategies in human resource for logistics improvement
by Amrita Jhawar, S.K. Garg, Shikha.N. Khera
Abstract: Logistics cost is an important factor that affects the competitiveness of nations as well as firms. High logistics costs and low levels of service are a barrier to trade and foreign direct investment and thus to economic growth. Shortening of production cycles, amplification of competition globally, sharing and outsourcing of production processes, shorter delivery times and a plethora of choices for customers has made logistics as a source of competitive advantage. The success of logistics depends on the quality, qualification, skills and commitment of the employees and to excel in future, firms need to attract, retain and develop individuals with the right skills and capabilities. The paper evaluates various investment strategies for investment in human resources by an Indian-based logistics firm, using system dynamics modelling to study the effect of improvement in human resources on the logistics performance index.
Keywords: system dynamics, simulation, human resources, logistics performance index, modelling, investment, causal loop diagram, reliability, flexibility, safety, delivery time, logistics cost.
- Simulation of lateral transshipment in order delivery under e-commerce environment
by Haibin Liu
Abstract: In this research, we apply a discrete event simulation approach to explore how enterprises on the Chinese mainland make a successful operation with the aid of e-commerce. This paper examines the effects of four proposed kinds of transshipment operation network structures on the performance and service level of organisation under different policies of transshipment and inventory allocation through a series of simulation experiments. Results show that: (1) transshipment can bring a level of profit and service; (2) inventory allocation influences the operating performance; (3) TBA (transshipment based on availability) policy can produce a high level of service, and TIE ((transshipment based on the inventory equalisation)) policy can give high profits; (4) adoption of TBA policy or TIE policy is contingent on different stages of development; (5) an optimal service level and performance can both be acquired at the same time by adjusting the transshipping structure; (6) the 'complete link' transshipping structure is the best in improving the service level, but it can cause more transshipment cost and activity; (7) the 'small-world' transshipping structure is optimal because it can produce the higher profits than any other structure and also approach the service level of 'complete link'; (8) the 'scale-free' transshipping structure should be averted forming in operation.
Keywords: lateral transshipment, discrete event simulation, TBA, TIE
- Numerical evaluation of the low Reynolds turbulent flow behaviour in a bioreactor
by Daniela Koerich, Leonardo Rosa
Abstract: Bioreactors are commonly used in industry, owing to their low energy requirement. These reactors are often operated at reduced flow rates in order to maintain a high retention time, and reduce shear stress on the biomass. An important factor is the mixing between biomass and substrate, and thus the maintenance of turbulence is important. Hence, the aim of this work is the application of the CFD technique to obtain a better understanding of the turbulent behaviour in an anaerobic sequencing batch reactor, with a nominal Reynolds number of about 1700. This study considered a single-phase approach to evaluate several turbulence models. The obtained results indicate that the flow has little influence on regions in transition regime for the conditions evaluated, in spite of its low Reynolds number. Moreover, comparing the use of different models, it was found that the Reynolds stress model does not require higher time for its calculations.
Keywords: turbulence models; RANS approach; turbulent kinetic energy; eddy viscosity; bioreactors; low Reynolds flow, computational fluid dynamics.
- Formational principle and accurate fitting methodology for a new tooth surface of the spiral bevel gear
by Rui Zhan, Xieeryazidan Adayi, Han Ding
Abstract: Distinguished by some basic theory and approaches of traditional tooth surface design, the spiral bevel gear with new tooth surface, namely spherical involute tooth surface, is investigated. Firstly, its formational principle based on the spherical involute thoery is improved. As a key part, the parametric equation of the generating line is made a detailed derivation. To this end, fast and accurate solutions of the boundary curves and the tooth profile curve family are accomplished, respectively. Then, taking advantage of modelling techniques of the cubic Non-Uniform Rational B-Spline (NURBS) curve and surface in CAD/CAM, a reconstruction method for the spherical involute tooth surface is proposed to enhance the precision. Related optimisation schemes associated with constructed NURBS tooth surface are used to obtain the parameterisation of tooth surface data and higher-accuracy fitting. Numerical examples indicate that the accuracy of the tooth surface is obviously enhanced and is enough to provide gear finite element analysis of the data and the basic model in its digitised design and manufacturing.
Keywords: spiral bevel gear; spherical involute tooth surface; generating line; cubic NURBS; reconstruction method; higher-accuracy fitting
- Solving preemptive job-shop scheduling problems using a true concurrency model
by Farid Arfi, Jean-Michel Ilié, Djamel-Eddine Saidouni
Abstract: A true concurrency model called Stopwatch Durational Action Timed Automata (S-DATA) is proposed to model preemptive timed concurrent systems. We demonstrate its usefulness in tackling the preemptive job-shop scheduling problem (PJSSP). This yields a compact reachability tree representing the possible schedules such that the durations and preemptions of the scheduled actions are dynamically managed. Different techniques are demonstrated to reduce the space search over such reachability tree, preserving the optimal schedules of the problem. The efficiency of approach is tested on a number of well-known benchmark problems and compared with the best method of scheduling in common use.
Keywords: job-shop; preemption; modelling; true concurrency; reachability; scheduling.
- Mathematical modelling of vehicle assembly line for throughput enhancement
by Arun Rane, Vivek Sunnapwar
Abstract: Continuous improvement in manufacturing to give a cutting edge over the competitors is todays compulsion. The vehicle assembly line, being one of the most complex assembly lines, has been an area of active research over past few years and has attracted many researchers. The objective of this work is to improve the performance of vehicle assembly lines by developing suitable mathematical relations between various parameters that influence throughput. This work also systematically identifies and unfolds different approaches adopted by various research scholars through systematic review of peer-reviewed papers from reputable journals.
There are several uncertainties in the manufacturing environment. Here, mathematical models are developed to consider the impact on throughput of important influencing factors such as equipment failure, shortage of materials, absenteeism, set up, material handling, rejection and fatigue. Then, inter-relationships are established between these parameters. Further, an attempt is made to develop relationships between these parameters and their corresponding costs. Relationships are established scientifically using regression modelling, Matlab, Minitab, Excel, Arena and discussions with domain experts. These are validated with real world data.
Practitioners may use these models to predict and control uncertainty. Further, within a given cost constraint and using lean techniques, cycle times may be reduced in order to increase the output. This has been demonstrated in a real world case study done for a period of one year in a reputable vehicle assembly manufacturing plant.
Keywords: simulation, optimisation, lean, mathematical modelling, line balancing, throughput, efficiency.
Special Issue on: "I3M 2014 "Modelling and Applied Simulation for the 3rd Millennium Enhancements in Traditional Approaches and Moving towards Simulation as Service,"
- A simulation optimisation-based approach for team building in cyber security
by Pasquale Legato, Rina Mary Mazza
Abstract: In this study we present a simulation optimisation (SO) approach based on direct search methods applied to cyber security. The problem consists in investigating if and when human resources (i.e. analysts) in a company should i) work alone or ii) work in consultation with teammates when responding to different attack rates and types targeting a predefined set of company cyber assets. The objective of the study is to evaluate overall attack tolerance with respect to system performance degradation and both resource training and knowledge gain. Numerical examples and experiments related to resource assignment and team formation are presented to show how the SO model can support company managers when grappling with a very common decision: make or buy cyber security knowhow.
Keywords: simulation optimisation, cyber security, team formation and collaboration
- SLMToolBox: enterprise service process modelling and simulation by coupling DEVS and services workflow
by Gregory Zacharewicz, Hassan Bazoun, Judicael Ribault, Yves Ducq, Hadrien Boyer
Abstract: Market competition is pushing companies to differentiate themselves from competitors by developing customised services in addition to their original production (either physical or digital). It drives the emergence of service process modelling to describe more precisely the composition of services. Nevertheless, business initiatives modelling can be very complex to set, lying at the heart of many business decisions and demanding a lot of time and effort to handle and operate unambiguously. A well-designed and well-built business model can lower the risk of operating a service process, in consequence making enterprises more successful in their objectives. To this end, this paper recalls the MDSEA methodology and presents the key concept of the transformation of EA* and BPMN concepts into simulation workflows. Then it introduces the implementation done with the SLMToolBox that is an Eclipse RCP service graphical modeller, model transformer, and simulation engine. In more detail, it runs transformation from service processes models designed by business users to BPMN models. Then the BPMN models can be transformed to DEVS models to simulate the behaviour of the entire process model. In addition, enterprises are facing situations where future (undeveloped yet) enterprise services need to be integrated with existing ones. To go further and for a better integration and deployment of service models in the enterprise, we propose to combine service process M&S with service calls execution workflow. To achieve that goal, we are mashing up simulation of services modelled with existing enterprise web services calls. The interoperability between real and simulated services is handled by the tool Taverna Workflow and HLA RTI. This step is pushing one step further the expertise in the MDSEA methodology, attempting to pave the way from service design to IT development.
Keywords: modelling, simulation, workflow, BPMN, Taverna, service, model transformation
- The packages clustering optimisation in the logistics of the last mile freight distribution
by Elvezia M. Cepolina
Abstract: The paper refers to the modelling and simulation of an innovative urban freight distribution scheme. Packages destined for receivers in an urban area are firstly delivered to the urban distribution centre (UDC); each package is characterised by an address and dimensions. The load units are consolidated in the UDC with packages. Each load unit is addressed to a temporary unloading bay, where receivers are thereafter in charge of collecting their packages. The paper concerns a methodology for the load units consolidation which minimises the overall distance travelled by receivers, taking into account the load unit capacity and the maximum walking distance for the receivers to accept and collect their packages. A fuzzy k-means clustering algorithm has been adopted. The fuzzy clustering algorithm is recalled by a simulation model of the proposed transport system. The methodology has been applied to the case study of historical city centre of Genoa, Italy.
Keywords: last mile freight distribution; load units consolidation; simulation; optimisation; fuzzy clustering algorithm.
Special Issue on: "I3M 2014 "New Advances in Simulation and Process Modelling Integrating New Technologies and Methodologies to Enlarge Simulation Capabilities,"
- Cargo dynamic stability in the container loading problem: a physics simulation tool approach
by António Ramos, João Jacob, Jorge Justo, José Oliveira, Rui Rodrigues, António Gomes
Abstract: The container loading problem (CLP) is a real-world driven, combinatorial optimisation problem that addresses the maximisation of space usage in cargo transport units. The research conducted on this problem failed to fulfill the real needs of the transportation industry, owing to the inadequate representation of practical-relevant constraints. The dynamic stability of cargo is one of the most important practical constraints. It has been addressed in the literature in an over-simplified way, which does not actually translate into real-world stability. This paper proposes a physics simulation tool based on a physics engine, which can be used to translate real-world stability into the CLP. To validate the tool, a set of benchmark tests is proposed and the results obtained with the physics simulation tool are compared with the state-of-the-art simulation engineering software Abaqus Unified FEA. Analytical calculations have been also conducted, and it was also possible to conclude that the tool proposed is a valid alternative.
Keywords: dynamic stability, physics engine, container loading problem
Special Issue on: "Recent Trends in Process Modelling, Simulation and Control,"
- Modelling and simulation of predictive handover control mechanisms for fast-moving mobile nodes in wireless networks
by Raman Kumar Goyal, Sakshi Kaushal
Abstract: Nowadays, with the growth of wireless technology, the internet can be accessed by small hosts such as cell phones, tablets, etc. Users are engaged in different types of internet applications, such as video and audio streaming and browsing applications, that require continuous connectivity to the internet. When a mobile node (MN) moves to another network, the connection gets interrupted owing to a change in IP address and signal loss. Terminal mobility includes the ability of the network to identify and locate the MN, and the MN should be able to access the services while moving. It consists of location management and handover management. When the MN is moving at high speed from one network to another network, the performance of the Mobile IP (MIP) is degraded as the MN cannot complete the handover within the required time owing to delayed triggering of the handover request. To ensure seamless connectivity without performance degradation, the traditional handover mechanism needs to be enhanced. In this paper, a Media Independent Handover (MIH)-based handover triggering scheme is proposed, based on the mobility prediction of the MN. Router discovery time in MIPv6 is also removed by defining new MIH primitives. The scanning process required for traditional MIH networks is eliminated using an Information Server (IS) that estimates the Received Signal Strength (RSS) of candidate networks based on the location of the MN. Simulation results show that the proposed scheme reduces the handover latency and improves the throughput in homogeneous networks at varying velocities of the MN.
Keywords: communication, MIH, mobility prediction, MIPv6, handover, RSS, LET
- Comparison of subspace and prediction error methods of system identification for cement grinding process
by Venkatesh Sivanandam, Ramkumar Kannan, Seshadhri Srinivasan, Guruprasath Muralidharan
Abstract: Maintaining product quality in the cement grinding process in the presence of clinker heterogeneity is a challenging task. Model Predictive Controllers (MPC) are argued to be one possible solution to handle the variability, and the lack of models that relate clinker heterogeneity with product quality makes the MPC design challenging. This investigation addresses the suitability of two data-driven modelling approaches for cement grinding process - prediction error and subspace identification methods. Data collected from the cement grinding process is used to build a model of the same. The collected data is used to build different candidate state-space models using the prediction error and subspace identification methods. The candidate models were validated using Akaikes information criterion and mean square error to study the suitability of these modelling techniques. The validation tests are used to identify the most suitable candidate models for the prediction error and subspace methods. The models developed in this investigation are inputs to design predictive controllers for cement industries and to assure product quality in the presence of clinker grindability variations.
Keywords: cement grinding process, system identification, state space model, prediction error method, subspace method
- Energy optimisation of single train operation based on Tabu search
by Fang Cao, Shuqi Liu
Abstract: Amid concern about rising energy prices and environmental issues, the optimisation of Automatic Train Operation (ATO) is significant for energy-efficient operation of trains. A typical ATO system generally consists of two levels. The high-level control generates the recommended speed curve based on the railway line parameters, the scheduled timetable, and the vehicle conditions. The low-level control makes the train run along the recommended speed curve based on the control strategy of ATO to meet the requirements as precision of train stopping, punctuality, energy-saving and ride comfort. The traditional research has only focused on the high-level control to optimise the recommended speed curve, but does not practically combine it with the low-level control of the ATO system. The energy consumptions calculated by such a recommended speed curve and the practical curve of the train operation have a significant deviation. Different from the previous researches, this paper presents a more accurate model of the train energy consumption by considering the control strategy of ATO. We propose then two modifications of Tabu Search (TS) algorithm, which are named as Up-Down Modification (UDM) and Left-Right Modification (LRM), to optimise the train recommended speed curve based on the presented model. The simulation results based on the Beijing Subway illustrate that the proposed approaches can achieve a good performance on energy reduction. Sensitivities of the parameters are analysed to illustrate that the proposed approach is practical and meaningful. In addition, the computation time is within 2 s, which is short enough to be applied in the real-time control of trains.
Keywords: optimisation; recommended speed curve; energy-efficient operation; control strategy of ATO; Tabu search algorithm.
- Sensorless speed control of IM pumping system fed by solar power generation
by Hamza Bouzeria, Cherif Fetha, Tahar Bahi, Issam Abadlia, Zakaria Layate, Salima Lekhchine
Abstract: This paper presents a study of the photovoltaic pumping process driven by an induction motor. The configuration of the studied conversion chain that contains the photovoltaic (PV) generator is adapted by a DC-DC converter controlled using the fuzzy logic technique. The induction motor is controlled by a variable hysteresis band, in order to ensure the continuation of the maximum power point of a three-phase inverter and two levels that are supplied. The objective of this process is to ensure the operation at maximum power of the PV system under various conditions of temperature and irradiation. The matching between the PV generator and the load was also performed, with the boost converter. Technical vector control sensors of induction motor have been developed and presented. A control law without a mechanical sensor is developed, using an adaptive observer estimating the speed based on proportional integral controller. Moreover, adaptation of the rotor time constant is powered by PV solar energy, the latter control system adopts the inverter current control scheme with variable hysteresis band. A modelling and simulation study is performed on the proposed process. Electrical and mechanical characteristics of the process are simulated and tested by MatLab/Simulink.
Keywords: photovoltaic; pumping process; fuzzy logic controller; hysteresis variable band;
- Route to chaos and bifurcation analysis in a multi-cell DC/DC buck converter: modelling and simulation
by Karama Koubaâ
Abstract: This paper investigates the route to chaos in a multi-cell DC/DC buck converter controlled using a proportional controller. Nonlinear phenomena and discontinuities, inherent in this type of converter, yield to border collision bifurcation, owing essentially to a structural change in the system after hitting a boundary. In this work, we focus on the degenerate flip bifurcation, characterised by degenerated cycles of double period when crossing the boundary and leads directly to robust chaos in cyclical sets. The distinctive feature in this study lies in the use of a simplified discrete model of the converter and the analysis of the route to chaos by the search of fixed points with their domains of stability, and the appeal of the Feigin method to predict the route to chaos. The four-cell converter is treated in simulation to confirm the theoretical results.
Keywords: route to chaos; multi-cell DC/DC buck converter; border collision bifurcation; degenerate flip bifurcation; Feigin method.
Special Issue on: "I3M 2014 "New Advances in Simulation and Process Modelling Integrating New Technologies and Methodologies to Enlarge Simulation Capabilities,"
- Combining DEVS and model-checking: concepts and tools for integrating simulation and analysis
by Bernard Zeigler, James Nutaro, Chungman Seo
Abstract: Our objectives here are to discuss the development of a formal framework that exploits the advantages of the Discrete Event System Specification (DEVS) formalism and builds upon recent extensive work on verification combining DEVS and model checking for hybrid systems. The mathematical concepts within the DEVS formalism encompass a broad class of systems that includes multi-agent discrete event components combined with continuous components such as timed automata, hybrid automata, and systems described by constrained differential equations. Moreover, DEVS offers the ability, via mathematical transformations called system morphisms, to map a system expressed in a formalism suitable for analysis (e.g., timed automata or hybrid automata) into the DEVS formalism for the purpose of simulation. Conversely, it is also possible to go from DEVS to formalism suitable for analysis for the purposes of model checking, symbolic extraction of test cases, reachability, among other analysis tasks. We discuss a probabilistic extension of the FD-DEVS formalism that enables a set of model classes and tools derived from Markov-type models. The MS4 modeling environment provides a suite of tools that support this extension, called FP-DEVS. In this paper we describe these tools and concepts underlying them. We also provide examples of application of these concepts and discuss the open opportunities for research in this direction.
Keywords: DEVS , model-checking, verification, simulation, modeling and simulation tools, Markov models
- Application of mobile devices within distributed simulation-based decision making
by Josef Brozek, Martin Jakes
Abstract: As a consequence of the development of the market with information technology, where users are increasingly inclined towards mobile devices at the expense of conventional stand-alone devices, increasing user literacy in the use of smartphones and tablets, and the increasing computing performance of mobile devices, a study has been created that addresses the potential of using mobile devices in a distributed simulation. The study also focuses on the possibility of applying the various technologies and architectures in a context of using mobile devices in simulation. This article provides overview information about the study itself, but it is strongly focused on technologies and paradigms that were identified as highly perspective. The paper also explains fundamental themes so that the readers could also apply the information in their home environment. Part of the work is an extensive case study carried out in collaboration with a commercial entity.
Keywords: simulation, tablet, smartphone, mobile device, distributed simulation, heterogenic simulation, HLA, simulation-based decision making, decision making.
- Integrated and collaborative process-based simulation framework for construction project planning
by Ali Ismail, Raimar Scherer, Yaseen Srewil
Abstract: This paper presents an integrated process-based Construction Simulation Toolkit (CST) and a collaboration platform named ProSIM to support planning of construction projects using simulation techniques. The data integration between the simulation model and the project information is based on Building Information Modelling (BIM) and multi-model data exchange approaches. CST aims to support planning of production and logistic operations of construction projects through rapid development of simulation models and efficient integration of simulation input data from various data models and real-time data, and ProSIM is a web-based portal enabling collaboration among the simulation study and project planning teams. This paper gives an overview about the whole simulation framework and focuses on the integration of simulation input data for the basic project data, namely: a product model based on IFC standards, process models based on BPMN notation, planning and resources data, and real-time data fusion technology. It discusses and presents the latest research work and the prototype implementation through study cases.
Keywords: construction project planning, simulation, process management; simulation data integration; reference process modelling, collaborative planning, RFID, CPS.
Special Issue on: "I3M 2014 "Modelling and Applied Simulation for the 3rd Millennium Enhancements in Traditional Approaches and Moving Towards Simulation as Service,"
- Competencies acquisition with simulation application in th ecourse 'Construction planning and controlling'
by Ailton Freire, Caroline Cavalheiro, Antônio Jungles
Abstract: This paper presents a report of the table simulation use to develop the students competencies in the course of Construction Planning and Controlling on a college course of Civil Engineering at a Brazilian university. The theories used are directly linked to teaching for competence, the methodology of table simulation, and planning and controlling of construction techniques. Two groups of students were compared in the study. One of the groups was submitted to the traditional teaching methodology and the other group to the teaching for competence methodology; the second method was based on the table simulation technique. The results achieved are: a) identifying and developing the civil engineers competencies specialised in construction programming and controlling, and b) confirmation that learning is more effective once it is applied in student education with exercises and techniques of simulation of professional practice.
Keywords: simulation, table simulation, competence, construction scheduling, skills, problem-based learning.
Special Issue on: "Simulation Modelling and Optimisation of Large-scale Systems,"
- An iterative parametric estimation method for Hammerstein large-scale systems: a simulation study of hydraulic process
by Elloumi Mourad, Kamoun Samira
Abstract: This paper aims at developing an iterative method that permits to estimate the parameters of Single-Input Single-Output (SISO) large-scale nonlinear systems, described by Hammerstein mathematical models. We particularly focus on the dynamic large-scale nonlinear systems, which are made up of several interconnected nonlinear monovariable subsystems. Each subsystem can operate in a stochastic environment and is described by a discrete-time Hammerstein mathematical model with known structure variables (order, delay) and unknown time-varying parameters. The problem formulation is achieved based on the prediction error method and the least-squares techniques. The convergence analysis of the recursive algorithm is provided using the differential equation approach and its performance is illustrated by treating two simulation examples.
Keywords: large-scale nonlinear systems; Stochastic systems; mathematical modelling; Hammerstein models; parametric estimation; convergence analysis; simulation; hydraulic process.
- Hybrid clustering technique of PCA-SM-GHSOM for abnormal and normal classification with quarterly financial ratios of the listed TCM company sector
by Ruicheng Yang
Abstract: By combining principal component analysis (PCA) and the similarity matching (SM) method with growing hierarchical self-organising map (GHSOM), this paper provides a hybrid technique PCA-SM-GHSOM for clustering the quarterly financial data into normal and abnormal groups. For evaluating the performance of this hybrid method, we give some empirical analysis for the listed traditional Chinese medicine (TCM) companies in China. Three stages are proposed for the clustering experiment. First, we use the PCA method to reduce the high dimensions of financial ratios into low dimensions. Secondly, we adopt the cosine similarity computation method to measure the similarity between the considered company and the other companies of the same TCM sector. According to the similarity values, we choose the three best matching companies, and further get the deviation dataset of the considered company. Finally, we put the deviation dataset into the GHSOM system and derive the clustering results. Furthermore, we derive the empirical clustering results with other different techniques that are single GHOM, combination of PCA-GHSOM, combination of SM, and GHSOM. By comparing these experiment results with that of the hybrid technique PCA-SM-GHSOM, we find that the proposed hybrid technique can improve greatly the accuracy for clustering the data into normal and abnormal groups.
Keywords: PCA-SM-GHSOM; cosine similarity; financial ratios; TCM
- Reward processes and performance simulation in supermarket models with different servers
by Quan-Lin Li, Feifei Yang, Na Li
Abstract: Supermarket models with different servers are key in modelling resource
management of stochastic networks, such as computer networks, manufacturing systems, transportation networks, and healthcare systems. The different servers always make analysis of such a supermarket model more interesting, difficult and challenging. This paper provides a novel method for analysing the supermarket models with different servers through a multi-dimensional continuous-time Markov reward process. First, some utility functions are constructed for designing the routine selection mechanism according to the queue lengths, the service rates, and the probability of individual preference. Second, using the state jump points of the continuous-time Markov reward process, some segmented stochastic integrals of the random reward function are established by means of an event-driven technique. Based on this, the mean of the random reward function in a finite time interval is computed, and the mean of the discounted random reward function in an infinite time interval can also be calculated. Finally, some simulation experiments are given to indicate how the expected queue length of each server depends on some key parameters of this supermarket model.
Keywords: supermarket model; routine selection mechanism; Markov reward process; stochastic integral; event-driven technique.
- Optimization of Recommended Speed Profile for Train Operation Based on Ant Colony Algorithm
by Fang Cao, Liqian Fan, Bworen Ke, Tao Tang
Abstract: An automatic train operation (ATO) system generally consists of the generation of recommended speed profile and the speed tracking strategy. It determines the tracked trajectory and the energy consumption of trains during the trip. Therefore, the optimisation of recommended speed profile and the ATO tracking strategy are regarded as two important means to achieve energy-efficient train operation between the successive stations. With considering the ATO tracking strategy, an optimisation method of the recommended speed profile is proposed in this paper. Based on the approximate calculation, a discrete combination optimisation model is formulated and a modified MAX-MIN ant system (MMAS) is taken as the core algorithm. With the integration speed tracking strategy, this method achieves the recommended speed profile with optimised energy consumption and a perfect running punctuality along the actual tracked trajectory. The computation time of the algorithm is shorter and the switching times of operation during the cruising phase are reduced by integrating the drivers' experience, which also reduces the energy consumption of train running between stations. The simulation results of a case study based on the Beijing Subway verify the effectiveness of the proposed method, which has a good performance on energy-efficient train operation.
Keywords: recommended speed profile; optimisation model; ant colony algorithm; energy-efficient train operation; simulation.
- Shipment policy optimisation in a return supply chain for online retailers via stochastic discrete event simulation
by Haobin Li, Giulia Pedrielli
Abstract: Limiting the costs for return of products is a key competing factor for online retailers. In fact, free returns are considered an important performance to the customer. However, to guarantee free returns, the company has to precisely estimate the costs implied in the return supply chain. In this paper, we specifically look at the problem of international online retailers that have to manage the shipment of return products between different countries. In this scope, we first formalise the return process and we propose a two-parameters strategy to manage the shipment of returned products across countries. In order to solve the problem, we propose to use simulation-optimisation, resulting in a general solution approach not limited by stringent assumptions.
Keywords: simulation optimisation; discrete event simulation; return supply chain; online retailer; shipment policy
- Multiobjective optimal computing budget allocation for multiobjective particle swarm optimisation with particledependent weights
by Yue Liu
Abstract: In this paper, we develop a multi-objective optimal computing budget allocation method with multiple weights (MOCBAmw) assigned to each particle in MPSOws (multi-objective particle swarm optimisation based on weighted scalarising functions) algorithm in the stochastic environment. By intelligently allocating computing budget among all particles instead of simple equal allocation (EA), we are able to improve the probability of correctly selecting the global best designs under limited computing budget. Improvement of correct leading particles identification in each generation of the MPSOws procedure helps to facilitate the convergence of the swarm to the Pareto front in the stochastic environment. Testing results from bi-objective ZDT problems and tri-objective DTLZ problems have shown that MOCBAmw achieves a better convergence rate and a higher hypervolume than EA under the same noise setting.
Keywords: multi-objective simulation optimisation; stochastic simulation optimisation; particle swarm optimisation; optimal computing budget allocation.