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Multi objective constrained optimisation of data envelopment analysis by differential evolution 基于差分进化的数据包络分析多目标约束优化
Pub Date : 2016-01-12 DOI: 10.1504/IJIDS.2015.074131
Narravula Ankaiah, V. Ravi
Traditional data envelopment analysis (DEA) has serious shortcomings: 1) linear programming is run as many times as the number of decision making units (DMUs) resulting in no common set of weights for them; 2) maximising efficiency, a nonlinear optimisation problem, is approximated by a linear programming problem (LPP); 3) the efficiencies obtained by DEA are only relative. Hence, we propose multi objective DEA (MODEA) solved by differential evolution. Here, we maximise the efficiencies of all the DMUs simultaneously. We developed two variants of the MODEA using: 1) scalar optimisation; 2) Max-Min approach. The effectiveness of the proposed methods is demonstrated on eight datasets taken from literature. We also applied NSGA-II to solve the nonlinear optimisation problem in the strict multi objective sense. It was found that MODEA1, MODEA2 and NSGA-II are comparable, as evidenced by Spearman's rank correlation coefficient test. However, MODEA1, MODEA2, and NSGA-II yielded better discrimination among the DMUs compared to the traditional DEA.
传统的数据包络分析(DEA)存在着严重的缺点:1)线性规划的运行次数与决策单元(dmu)的运行次数一样多,导致它们没有共同的权值集;2)效率最大化,一个非线性优化问题,近似于线性规划问题(LPP);3) DEA获得的效率只是相对的。为此,我们提出了用差分进化方法求解多目标数据分析(MODEA)。在这里,我们同时最大化所有dmu的效率。我们开发了MODEA的两个变体:1)标量优化;2) Max-Min法。从文献中提取的8个数据集证明了所提出方法的有效性。并应用NSGA-II解决了严格多目标意义下的非线性优化问题。经Spearman秩相关系数检验,发现MODEA1、MODEA2和NSGA-II具有可比性。然而,与传统的DEA相比,MODEA1、MODEA2和NSGA-II在dmu之间具有更好的辨别能力。
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引用次数: 6
An ISM approach for modelling the variables affecting the selection of material handling equipments in advance manufacturing system 采用ISM方法对影响先进制造系统物料搬运设备选择的变量进行建模
Pub Date : 2016-01-12 DOI: 10.1504/IJIDS.2015.074128
Surinder Kumar, T. Raj
This paper presents the application of interpretive structural modelling (ISM) approach for modelling the variables of automated material handling systems as a useful tool in advanced manufacturing system. There are certain variables, which help in the implementation of material handling systems in advance manufacturing systems. These variables affect these material handling systems and influence one another also. The main objective of this paper is to understand the mutual interaction of these variables and to identify the 'driving variables' and the 'dependent variables'. In the present work, these variables have been identified through the literature survey and their ranking is done by a questionnaire-based survey. The ISM approach has been utilised in analysing their mutual interaction and in preparation of a model through which some key variables can be identified for the implementation of automated material handling systems (AMHS).
本文介绍了在先进制造系统中应用解释结构建模(ISM)方法对自动化物料搬运系统的变量进行建模。在先进制造系统中,有一些变量有助于物料搬运系统的实施。这些变量影响这些物料处理系统,也相互影响。本文的主要目的是了解这些变量之间的相互作用,并确定“驱动变量”和“因变量”。在目前的工作中,这些变量已经通过文献调查确定,他们的排名是通过问卷调查完成的。ISM方法已用于分析它们之间的相互作用,并准备了一个模型,通过该模型可以确定一些关键变量,以实施自动化材料处理系统(AMHS)。
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引用次数: 1
CPP-TRI: a sorting method based on the probabilistic composition of preferences CPP-TRI:一种基于偏好概率组合的排序方法
Pub Date : 2015-08-24 DOI: 10.1504/IJIDS.2015.071372
A. P. Sant’Anna, H. G. Costa, Valdecy Pereira
This paper develops an approach for sorting based on randomising the trichotomic decision about classifying an alternative as superior, inferior or indifferent to a certain number of profiles. The alternatives to be classified and the representative profiles are determined by performances under multiple criteria. The alternative is allocated to the category for which the probabilities of being above and below such a category are nearest to one another. A previous development in this stream is ELECTRE TRI-nC. Results of application of the new approach are compared to those obtained in a previous application of ELECTRE TRI-nC. A second analysis explores the new method when applied to a situation in which the evaluations come from a group of people instead of only one evaluator. The robustness of the approach was also tested by comparing classifications from benevolent and exacting rules. The results of application of the different rules are similar.
本文开发了一种基于随机化三分体决策的排序方法,该决策将选择分类为对一定数量的概况的优、劣或无关。要分类的备选方案和具有代表性的概要文件由多个标准下的性能确定。备选方案分配给高于和低于该类别的概率彼此最接近的类别。该流的先前开发是ELECTRE TRI-nC。将新方法的应用结果与之前应用ELECTRE TRI-nC得到的结果进行了比较。第二个分析探讨了新方法在评估来自一群人而不是只有一个评估者的情况下的应用。通过比较仁慈规则和严格规则的分类,还测试了该方法的稳健性。不同规则的应用结果是相似的。
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引用次数: 22
Dynamic rough-based clustering for vehicular ad-hoc networks 基于动态粗糙的车辆自组织网络聚类
Pub Date : 2015-08-24 DOI: 10.1504/IJIDS.2015.071371
M. A. Zamil, Samer M. J. Samarah
Due to the spatio-temporal aspects of vehicles within vehicular ad-hoc networks, traditional clustering techniques are not effective as they rely on static configuration. In this paper, we proposed a dynamic clustering technique that is based on rough theory of grouping data. The contributions of this research are to propose: A self-organising clustering technique as an extension to dynamic rough clustering and a framework that manages the integration among different algorithmic components, which are required to develop such soft computing systems. We performed extensive experiments in order to evaluate the effectiveness of the proposed technique in terms of: communication load, inter and intra connectivity, threshold analysis, and relationship among data clusters. Furthermore, a performance comparison with relevant techniques has been reported. The results indicated that the proposed technique is robust and promising in comparison with existing techniques in the domain of wireless sensor networks.
由于车辆自组织网络中车辆的时空特性,传统的聚类技术由于依赖于静态配置而效果不佳。本文提出了一种基于粗糙分组理论的动态聚类技术。本研究的贡献是提出:一种自组织聚类技术作为动态粗聚类的扩展,以及一个管理不同算法组件之间集成的框架,这是开发此类软计算系统所必需的。我们进行了大量的实验,以评估所提出的技术在以下方面的有效性:通信负载、内部和内部连接、阈值分析和数据集群之间的关系。此外,还报道了与相关技术的性能比较。结果表明,与现有无线传感器网络技术相比,该技术具有较好的鲁棒性和应用前景。
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引用次数: 11
Classification of profitability using DEA and cluster analysis: a transnational comparison of South Asian banks 基于DEA和聚类分析的盈利能力分类:南亚银行的跨国比较
Pub Date : 2015-08-24 DOI: 10.1504/IJIDS.2015.071370
P. S. Dharmapala, Piyadasa Edirisuriya
We propose a method to classify banks as profit-makers, loss-makers or neither by randomising Thompson-Thrall's linked-cone (LC) profit ratios with assurance-regions (AR) in data envelopment analysis (DEA). Thompson et al. (1995) addressed 'profitability' of banks with the introduction of LC-AR profit ratios. We randomise LC-AR and show that randomised profit ratios uncover more profit-makers than Thompson-Thrall's profit ratios. In an application to banks from four South Asian nations, we demonstrate how to do this classification. Then, using cluster analysis with financial ratios and randomised profit ratios, we strengthen the classification of profit-makers and do a comparative study across nations.
本文提出了一种方法,通过随机化数据包络分析(DEA)中的汤普森-萨尔(Thompson-Thrall)链锥(LC)利润率与保险区域(AR),将银行分类为盈利者、亏损者或两者都不是。Thompson等人(1995)通过引入LC-AR利润率来解决银行的“盈利能力”问题。我们将LC-AR随机化,并表明随机化的利润率比汤普森-萨尔的利润率揭示了更多的利润创造者。在一个针对来自四个南亚国家的银行的应用程序中,我们演示了如何进行这种分类。然后,利用财务比率和随机利润率的聚类分析,加强对盈利主体的分类,并进行跨国比较研究。
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引用次数: 2
On transformation from industrial city to smart city: a case study on Shijingshan District of Beijing 论工业城市向智慧城市的转型——以北京市石景山区为例
Pub Date : 2015-08-24 DOI: 10.1504/IJIDS.2015.071374
Zhong Wang, Zheng-liang Xu
Based on the path dependence theory and path creation theory, the transformation path and mechanism from old urban industrial areas to smart city was studied by conducting a case study on Shijingshan District of Beijing. It is also hoped to contribute some useful experience for other old industrial areas' transformation endeavour.
基于路径依赖理论和路径创造理论,以北京市石景山区为例,研究老城区工业园区向智慧城市转型的路径与机制。希望能为其他老工业区的改造工作提供一些有益的经验。
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引用次数: 2
A modified serial scheduling scheme for resource constrained project scheduling weighted earliness tardiness problem 资源受限项目调度加权早延迟问题的改进串行调度方案
Pub Date : 2015-08-24 DOI: 10.1504/IJIDS.2015.071373
Srijith Rajeev, S. Kurian, B. Paul
This paper proposes a modified serial scheduling scheme for resource constrained project scheduling weighted earliness tardiness problem (RCPSPWET). Project activities are assumed to have known unit earliness and tardiness penalty cost and constant renewable resource requirements. The objective is to schedule the activities in such a way that it minimises the total weighted earliness-tardiness penalty cost of the project, subject to the precedence constraints and the constant renewable resource availability constraints. A modified serial scheduling scheme using a sliding factor is proposed along with a heuristic method for solving the RCPSPWET.
针对资源受限的项目调度加权早延迟问题,提出了一种改进的串行调度方案。假设项目活动具有已知的单位提前和延迟惩罚成本和恒定的可再生资源需求。目标是以这样一种方式来安排活动,使项目的总加权提前-延迟惩罚成本最小化,受制于优先约束和持续的可再生资源可用性约束。提出了一种基于滑动因子的改进串行调度方案,并提出了一种求解RCPSPWET的启发式方法。
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引用次数: 10
Prediction models for ozone in metropolitan area of Mexico City based on artificial intelligence techniques 基于人工智能技术的墨西哥城市区臭氧预测模型
Pub Date : 2015-04-13 DOI: 10.1504/IJIDS.2015.068756
Gong Bing, Joaquín B. Ordieres Meré, C. B. Cabrera
Ozone is one of the worst harmful pollutants nowadays which affects the public health, so it is necessary to predict ozone level accurately in order to prevent the public from exposing to the pollution when it exceeds the limits. This study aims to predict daily maximum ozone concentrations in the metropolitan area of Mexico City by using four individual artificial intelligence techniques: multiple linear regression, neural networks, support vector machine, random forest, and two ensemble techniques: linear ensemble and greedy ensemble. Results from the comparison among different artificial intelligence techniques clearly showed that ensemble models, especially linear ensemble model, outperformed the individual artificial intelligence techniques. Moreover, it is concluded that the performance of models is influenced by the time ahead factor for the predictors. The errors of prediction models related to the data of current day are only around 50% of ones corresponding to the data of the previous day. In addition, in order to select the input variables properly, analysis of variance (ANOVA) based on multiple linear regression models was performed. Best model prediction capability also depends on the ranges of input variables.
臭氧是当今影响公众健康的最严重的有害污染物之一,因此有必要对臭氧水平进行准确的预测,以防止公众暴露在超过限值的污染中。本研究旨在利用多元线性回归、神经网络、支持向量机、随机森林四种人工智能技术,以及线性集合和贪婪集合两种集成技术,预测墨西哥城大都市区的日最大臭氧浓度。不同人工智能技术之间的比较结果清楚地表明,集成模型,特别是线性集成模型,优于单个人工智能技术。此外,模型的性能受预测因子的时间超前因素的影响。与当天数据相关的预测模型误差仅为前一天数据对应的预测模型的50%左右。此外,为了正确选择输入变量,基于多元线性回归模型进行方差分析(ANOVA)。最佳模型预测能力还取决于输入变量的范围。
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引用次数: 10
Prediction of financial time series and its volatility using a hybrid dynamic neural network trained by sliding mode algorithm and differential evolution 利用滑模算法和差分进化训练的混合动态神经网络预测金融时间序列及其波动率
Pub Date : 2015-04-13 DOI: 10.1504/IJIDS.2015.068757
R. Bisoi, P. Dash
A dynamic neural network (DNN) and a new computationally efficient functional link artificial neural network (CEFLANN) combination optimised with differential evolution (DE) is presented in this paper to predict financial time series like stock price indices and stock return volatilities of two important Indian stock markets, namely the Reliance Industries Limited (RIL), and NIFTY from one day ahead to one month in advance. The DNN comprises a set of 1st order IIR filters for processing the past inputs and their functional expansions and its weights are adjusted using a sliding mode strategy known for its fast convergence and robustness with respect to chaotic variations in the inputs. Extensive computer simulations are carried out to predict simultaneously the stock market indices and return volatilities and it is observed that the simple IIR-based DNN-FLANN model hybridised with DE produces better forecasting accuracies in comparison to the more complicated neural architectures.
本文提出了一个动态神经网络(DNN)和一个新的计算效率高的函数链接人工神经网络(CEFLANN)组合,优化了差分进化(DE),以预测两个重要的印度股票市场的金融时间序列,如股票价格指数和股票回报波动,即信实工业有限公司(RIL)和NIFTY提前一天到一个月。DNN包括一组一阶IIR滤波器,用于处理过去的输入和它们的功能扩展,其权重使用滑模策略进行调整,该策略以其对输入中的混沌变化的快速收敛和鲁棒性而闻名。我们进行了大量的计算机模拟来同时预测股票市场指数和收益波动,并观察到与更复杂的神经结构相比,简单的基于iir的DNN-FLANN模型与DE混合产生了更好的预测精度。
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引用次数: 9
Developing selective proportionality on the FDH models: new insight on the proportionality axiom 在外佣模型上发展选择性比例性:对比例公理的新认识
Pub Date : 2015-04-13 DOI: 10.1504/IJIDS.2015.068754
M. Afsharian, Heinz Ahn, M. Alirezaee
In many cases of DEA-based efficiency measurement systems, only a set of outputs has to be assumed to be proportional to a set of inputs. The assumption of constant returns to scale (CRS) is required with respect to the selected sets of inputs and outputs, preserving the variable returns to scale (VRS) assumption for the remaining factors. In such situations, neither CRS nor VRS-based models can provide valid results. In contrast to that, the selective proportionality axiom allows applying any desired combination of CRS and VRS. This paper proposes free disposal hull (FDH) technologies which incorporate the selective proportionality axiom. The considered technologies do not restrict themselves to convex technologies and are built solely on minimal axioms of non-emptiness and free disposability. The resulting FDH models are formulated as linear programming problems which are not only simple to solve but also provide an intuitive interpretation corresponding to the results. An illustrative numerical example is presented to explain the properties and features of the suggested FDH models.
在许多基于dea的效率测量系统中,只有一组输出必须假定与一组输入成正比。对于选定的输入和输出集,需要恒定的规模回报(CRS)假设,对其余要素保留可变的规模回报(VRS)假设。在这种情况下,CRS和基于vrs的模型都不能提供有效的结果。与此相反,选择性比例公理允许应用任何期望的CRS和VRS组合。本文提出了结合选择性比例公理的自由处置船体技术。所考虑的技术并不局限于凸技术,而是完全建立在非空性和自由可处置性的最小公理之上。所得的外佣模型被表述为线性规划问题,不仅易于解决,而且提供了与结果相对应的直观解释。文中给出了一个说明性的数值例子来解释所建议的外佣模型的性质和特点。
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引用次数: 6
期刊
Int. J. Inf. Decis. Sci.
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