Data Envelopment Analyses
Zohreh Moghaddas; Mohsen Vaez Ghasemi
Abstract
Purpose: Evaluating the cost efficiency of a network system using Data Envelopment Analysis (DEA) models can be improved from various aspects that exist in real applications. In this study, the aim is to consider a specific set of weights to evaluate cost efficiency in a two-stage network system.Methodology: ...
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Purpose: Evaluating the cost efficiency of a network system using Data Envelopment Analysis (DEA) models can be improved from various aspects that exist in real applications. In this study, the aim is to consider a specific set of weights to evaluate cost efficiency in a two-stage network system.Methodology: In this research, using data envelopment analysis method, an attempt is made to provide a model for evaluating the cost of the network system.Findings: The results showed that considering the relationships between different stages in a network system can directly affect the results. This issue has been investigated from cost optimization assessments. Considering the set of weights from different aspects can affect the scores obtained.Originality/Value: According to the models and methods in the literature, in this study, a model is presented that considers cost efficiency in a two-stage model.
Elham Zahiri; Aghile Heidari; Ham,id Reza Yoosefzade
Abstract
The Pareto set of optimal solutions resulting from solving multi-objective optimization problems, although on the one hand increases the flexibility in choosing an optimal solution according to the conditions of a system, but on the other hand, due to different tastes and perspectives in a The system, ...
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The Pareto set of optimal solutions resulting from solving multi-objective optimization problems, although on the one hand increases the flexibility in choosing an optimal solution according to the conditions of a system, but on the other hand, due to different tastes and perspectives in a The system, choosing the most desirable Pareto front answer, can be a serious challenge. In this regard, in this article, in the first step, by defining the concept of Gaussian degree of proximity and presenting a decomposition approach based on it, we produce the Pareto front, which numerical results show that this front in comparison with fronts obtained from other quality decomposition approaches. Has a higher. In the second step, due to the lack of an evaluation criterion that examines the quality of a front from different angles, we present a new evaluation criterion for comparing different fronts, which by considering both factors of mastery and proximity to the optimal answer. Examines the quality of the answers on a Pareto front. The results obtained from the simulation of the proposed steps on the existing standard test functions confirm the efficiency and effectiveness of each of the steps of the proposed problem.
Data Envelopment Analyses
Mohammad Reza Alirezaee; Fatemeh Rakhshan; Bahareh Banaye khoyi
Abstract
One of the problems in portfolio selection, is choosing a stock with conflicting and incomparable objectives such as return and risk. DEA cross efficiency is one of the most useful tools in assessing performance and prioritize a number of firms that makes it possible to determine efficient units in portfolio ...
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One of the problems in portfolio selection, is choosing a stock with conflicting and incomparable objectives such as return and risk. DEA cross efficiency is one of the most useful tools in assessing performance and prioritize a number of firms that makes it possible to determine efficient units in portfolio selection from different industries. Although cross efficiency is an approach for evaluating performance, it application is improved in portfolio selection. The method used in this research, calculates the (average) cross efficiency scores and considers its changes and then incorporates two statistics of cross efficiency into the mean-variance (MV) formulation of portfolio selection. This method has two advantages: One is selection of portfolios well-diversified in terms of their performance on multiple evaluation criteria, and the other is alleviation of the so-called ‘‘ganging together’’ phenomenon of DEA cross-efficiency evaluation in portfolio selection. This procedure is applied on stock portfolio selection in the Iranian stock market consist of 20 reputable companies and efficiency changes with causes over this period is examined. It is demonstrated in this paper that the selected portfolio yields higher risk-adjusted returns than two stock market index for a 9-year sample period.
Data Envelopment Analyses
Samira Maleki; Monavvar Karbalaei Alilou
Abstract
In recent literature, many studies have been performed on DEA performance evaluation of systems with two-stage network structure. One of the topics of interest to researchers is the study of the progress or regress of production over separate time periods in the two-stage network structure. The Luenberger ...
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In recent literature, many studies have been performed on DEA performance evaluation of systems with two-stage network structure. One of the topics of interest to researchers is the study of the progress or regress of production over separate time periods in the two-stage network structure. The Luenberger productivity index is one of the techniques introduced in this field. However, the calculation of output or progress in the two-step network in the presence of undesirable intermediate products and uncontrollable input data has received less attention. The main purpose of this paper is to investigate the impact of the presence of undesirable intermediate products and uncontrollable input data in evaluating the performance of two-stage series-structured network systems when discussing the progress or regress of production systems during different periods of activity. For this purpose, in this paper, we introduce a new directional distance function and propose a method to solve this model that is not problematic in the adjacent time periods. Then, we present a three-stage algorithm to calculate the Luenberger productivity index in a two-stage network with the presence of these data. Finally, with an example, we show the applicability of the proposed algorithm.
Data Envelopment Analyses
elahe shariatmadari; seyed esmaeil najafi; ali taghizadeh harat
meta-heuristic algorithms
Forough Shahabi; Fereshte Pourahangarian; Homayoon Beheshti
Abstract
One of the fundamental problems in image processing is image segmentation identifying the objects and other structures in the image. Image thresholding is one of the widely used methods for image segmentation that can separate pixels based on the specified thresholds. The Otsu method calculates the thresholds ...
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One of the fundamental problems in image processing is image segmentation identifying the objects and other structures in the image. Image thresholding is one of the widely used methods for image segmentation that can separate pixels based on the specified thresholds. The Otsu method calculates the thresholds to divide two or multiple classes. Classes are based on between-class variance maximization and within-class variance minimization. However, increasing the number of thresholds surges the computational time of the segmentation. To overcome this drawback, the combination of Otsu and the evolutionary algorithm is often effective. In this paper, we present a hybrid method utilizing the CSA and Otsu for multilevel thresholding. The result of our method has been compared with the three other evolutionary algorithms consisting of improved Particle Swarm Optimization (PSO), Firefly Algorithm (FA), and also the fuzzy version of FA. The evaluation consequence of the five benchmark images shows time and uniformity criteria have been improved.
Multi-Attribute Decision Making
ehsan vaezi; mehdi memarpour; mohammad khalilzadeh
Abstract
Management consulting firms focused on student organizations are an example of the difficulty of each of our customers that are based on the need to resolve addressing.Since these customers with professional, location and different issues are also effective model for management, knowledge transfer and ...
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Management consulting firms focused on student organizations are an example of the difficulty of each of our customers that are based on the need to resolve addressing.Since these customers with professional, location and different issues are also effective model for management, knowledge transfer and collection is not provided in these firms,Therefore, to evaluate and select the best companies among the firms felt.The aim of this study integrating theory with practice and discuss the evaluation and selection of top management consulting firms for establishment of knowledge management in the banking industry.For this purpose, multi-criteria decision making using a combination of techniques, evaluation and selection of top consulting firms in projects of knowledge management in the Bank Shahr.Accordingly, the ANP method by using fuzzy decision-making Prioritization criteria for selecting the top consultant in the project is the establishment of knowledge management And then using the technique of multi-Murray Fuzzy Prioritization and selection of top 4 companies among elected in the establishment of knowledge management projects in the city's banks. The results showed that the future development of the top consultants in the field of knowledge management at Bank Shahr
stochastic/Probabilistic/fuzzy/dynamic modeling
Mohammad-Saviz Asadi-Lari; Maryam Abbas Ghorbani; Reza Tavakkoli-Moghaddam
Abstract
Purpose: The hotel industry has become a competitive industry at the international level in recent decades, and countries have tended to use developed models and new techniques, and provide innovations to maximize income from it. As a result, it is critical to pay attention to how we can manage hotel ...
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Purpose: The hotel industry has become a competitive industry at the international level in recent decades, and countries have tended to use developed models and new techniques, and provide innovations to maximize income from it. As a result, it is critical to pay attention to how we can manage hotel income while noticing travel and passenger transportation costs and use modeling compatible with this field to optimize goal achievement.Methodology: The problems of optimizing hotel revenue management, passenger cost management, and analyzing how to expand the transportation used by them have been studied in this research. One of the key issues studied is to predict how to transport a passenger and choose its type based on different modes of travel such as air, rail, water, and road based on the amount of the passenger’s budget.Findings: Many effective factors and criteria have been considered in the modeling done, and the amount of hotel reception capacity in the selected cities of travelers and the provision of various types of rooms with different pricing, and the examination of elements related to the services provided to travelers by the hotel and different accesses of the hotel, which is based on the hotel’s revenue model, affect on. It is useful to estimate the state of competitive factors of hotels. Noteworthy, the transfer and mode of transportation have been determined to predict the level of demand for hotel reservations for all types of travelers during different periods in different tourism seasons. This subject is based on the traveler’s budget allocated for paying expenses during the travel pattern and the related results extracted from the estimated income model, as well as the influencing factors in choosing the hotel and transportation.Originality/Value: In the current study, the design of NP-Hard problems led to the use of exact methods in small-sized problems and two multi-objective meta-heuristic algorithms, namely NSGA-II and MOPSO, in medium- and large-sized problems. The computation results show that the proposed algorithms are efficient and suitable methods for problem-solving.
Decisions in new businesses
Masome Tadris; Maghsoud Amiri; Hossein Rahmanseresht; Amir Useli
Abstract
Purpose: One of the major challenges facing performance appraisal based on the Balanced Scorecard approach is the lack of uniform integration and inference from understanding some of its indicators, which depend on the mental models of managers. Lack of proper understanding of organizational strategies ...
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Purpose: One of the major challenges facing performance appraisal based on the Balanced Scorecard approach is the lack of uniform integration and inference from understanding some of its indicators, which depend on the mental models of managers. Lack of proper understanding of organizational strategies and lack of common vision of these strategies is another challenge that must be minimized in order to properly implement this model. Therefore, the present study has tried to investigate the effect that decision makers' mental models have on performance appraisal indicators from the perspective of balanced scorecard and consequently on organizational performance, in order to create more development and enrichment in the scorecard model. Balanced in order to reduce the perceptual shortcomings and torsionality of some indicators in it, provided the possibility of better performance measurement in accordance with the mental models of evaluators and decision makers.Methodology: In this regard, the data required for the research were distributed and analyzed through two stage of pls software and it is a researcher-made questionnaire among the managers of the Refah Bank in Gilan province.Findings: The validity and reliability of the questionnaire were 0.895 and 0.603, respectively, and Cronbach’s alpha was 0.850. The results of this study indicate a strong and direct relationship between mental models and performance appraisal indicators from the perspective of a stable balanced scorecard as well as organizational performance. The dependence of more than 80% of the organizational performance variable on the subject mental model also shows the high impact of this index on it.Originality/Value: The existence of an intermediate relationship between the index of mental models, and other sights of the stable balanced scorecard approach showed that this is an important factor affecting organizational performance and can improve and enhance organizational performance by influencing the views of the balanced scorecard.
supply chain management analyzing/modelling
Nima Nilforoushan; Ahmad Reza Tahanian
Abstract
In recent decades, how to determine the best supplier as a strategic factor in the supply chain is considered. If the parameters such as the development of sustainable (green) will also continue to be important for selection will not be easy. Today, no company can ignore the supply chain management and ...
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In recent decades, how to determine the best supplier as a strategic factor in the supply chain is considered. If the parameters such as the development of sustainable (green) will also continue to be important for selection will not be easy. Today, no company can ignore the supply chain management and is expected to survive. In this paper to identify the most important criteria in the process of strategic decision-making based on green supply chain management to select the suppliers to buy paint for the implementation of different parts of the Isfahan Municipality has been lining. In this study, using decision criteria used to rank priority TOPSIS production companies were highlighted. Preparing a questionnaire and an interview with The ranking has been done. The results showed that due to the fact that different perspectives in understanding the issues of sustainable development and environmental factors exist between employers and the adoption of green supply chain management with the benefits of inter-organizational and is so much buy based on the parameters of price and stress management can be a macro environmental strategy is effective it tends to be.
Financial Marketing Strategies
Mohsen Hamidian; sara boostani; Hadi Mashhadi ghareh ghieih
Abstract
One of the important issues that researchers and scientists face in the area of decision making and Predicting are choosing the variables that influence decision output and prediction. Therefore, if you can predict stock returns with appropriate variables and provide models for it, there will actually ...
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One of the important issues that researchers and scientists face in the area of decision making and Predicting are choosing the variables that influence decision output and prediction. Therefore, if you can predict stock returns with appropriate variables and provide models for it, there will actually be more secure conditions in the capital market, which will help expand investment in financial markets. Therefore, the purpose of this paper is to examine the prediction of negative stock returns in Iran's capital market. In order to achieve this goal, data about 180 companies over the period 2010 to 2016 that was collected through a systematic elimination method that uses leverage, performance, turnover, volatility, quality, and Torpedo criteria to predict negative returns The results indicate that all of these criteria are all effective measures to predict the negative returns of shares in Tehran Stock Exchange.
Transportation
Ali Mahmoodirad; Hamed Ansory Savary
Abstract
In this paper, a multi- commodity planning problem with fixed-cost that is a special type of fixed charge transportation problem is developed. The proposed model determines the amount of products in the existing routes with the aim of minimizing the total cost to satisfy the demand of each customer. ...
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In this paper, a multi- commodity planning problem with fixed-cost that is a special type of fixed charge transportation problem is developed. The proposed model determines the amount of products in the existing routes with the aim of minimizing the total cost to satisfy the demand of each customer. As the problem is NP-hard, a moderate sized instance of this problem becomes intractable for general-purpose solvers. In order to overcome this difficulty, a Lagrangian relaxation approach is proposed. The computational experiments show that the Lagrangian relaxation algorithm is able to solve large sized problems with optimality gap compared to general-purpose solvers.
Data Envelopment Analyses
Mohammad Javad Goleij
Abstract
One of the best tools to evaluate the performance is DEA technique. Data envelopment analysis technique is a tool for ranking and identifying efficient and inefficient units. Since, in many cases, the decision-making units in organization have an intermediate (middle values) and also in some cases the ...
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One of the best tools to evaluate the performance is DEA technique. Data envelopment analysis technique is a tool for ranking and identifying efficient and inefficient units. Since, in many cases, the decision-making units in organization have an intermediate (middle values) and also in some cases the real world, available values for inputs and outputs are obscure (ambiguous) and uncertain, and using classic data envelopment model does not reach us to a certain result. Also, return on the scale is a very important argument in data envelopment analysis and economics and can provide us with useful information about the status of the decision-maker units.In this paper, we present a new model for fuzzy two-stage data envelopment analysis and to evaluate this efficiency, we study the efficiency of industrial workshops between 10 and 49 employees. The efficiency of industrial workshops is evaluated by province. The results are the importance of the proposed model.
Network Optimization
Javad Pourqasem
Abstract
While the Grid systems are distributing geographically, the heterogeneity and dynamic features of their resources are increasing. One of the important issues in this systems is adaptation the discovery services with more scalable and dynamic environments to improve the discovery performance. In this ...
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While the Grid systems are distributing geographically, the heterogeneity and dynamic features of their resources are increasing. One of the important issues in this systems is adaptation the discovery services with more scalable and dynamic environments to improve the discovery performance. In this paper, we concentrate on the Decentralized mechanisms based on the Peer-to-Peer (P2P) networks and classify the discovery approaches into two main categories: the Unstructured and Super-Peer models. We review the major development of these categories and provide discussion about the efficiency, scalability, and dynamic terms.
Economic-Environmental Modeling
Hossein Ali Fakher; Mostafa Panahi; Karim Emami; Kambiz Peykarjou; Seyed Yaghoub Zeraatkish
Abstract
Purpose: This paper aimed to create a composite index for environmental quality. Since the results of empirical studies on economic - environmental variables nexus, considering different environmental indicators, are not consistent with each other; it seems necessary to use a comprehensive index that ...
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Purpose: This paper aimed to create a composite index for environmental quality. Since the results of empirical studies on economic - environmental variables nexus, considering different environmental indicators, are not consistent with each other; it seems necessary to use a comprehensive index that includes all dimensions of environmental pollution.Methodology: Using 6 environmental indicators related to two groups of selected OPEC and OECD countries for the period 2010 to 2019 and using three methods including principal component analysis, kernel-based principal component analysis, fuzzy robust principal component analysis, the creation of a composite environmental quality index is examined.Findings: The results showed that FRPCA method has more efficiency and ability in weighting environmental indicators than other methods due to having the lowest error criteria. Therefore, using this method, the composite index was calculated. Moreover, the results showed that along with the upward trend of economic growth, the quality of the environment follows a downward trend in OPEC countries and an upward trend in OECD countries.Originality/Value: Based on the results, policy recommendations as well as new perspectives and suggestions for future studies are presented.
Network Optimization
Javad Pourqasem; Soheil Fakheri
Abstract
Peer-to-peer (P2P) systems have grown significantly in recent years due to the ability to share multiple resources. Using the super-peer nodes in peer-to-peer networks has increased the efficiency of these networks. The main problem in these systems is the selection of high-capacity nodes as the ...
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Peer-to-peer (P2P) systems have grown significantly in recent years due to the ability to share multiple resources. Using the super-peer nodes in peer-to-peer networks has increased the efficiency of these networks. The main problem in these systems is the selection of high-capacity nodes as the super-peer node to join other nodes. The optimal choice is dependant on various parameters such as heterogeneous capacity and dynamic nature of the network. Given the predominant position of the super-peer nodes in the network, the selection of the top node requires a protocol that is aware of the capacity of the nodes. In this paper, we present a method for selecting a super-peer node based on the SG-2 model utilizing the broadcast-service and distance-delay-based Gossip protocol, and use the status messages between neighboring nodes, and search messages to select the most powerful node. Using this method, the efficiency of peer-to-peer networks will increase and the time of convergence to the optimal overlay network will be reduced.
Game Theory
Hamidreza Navidi; Mahdi Ghasemi
Abstract
In the real world, the diffusion of some contagions at the same time on the social network is very important. Due to a large number of contagions that have been diffused on a social network at the same time, in order to reduce the model parameters and also being scalable, the contagions have been grouped ...
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In the real world, the diffusion of some contagions at the same time on the social network is very important. Due to a large number of contagions that have been diffused on a social network at the same time, in order to reduce the model parameters and also being scalable, the contagions have been grouped and clustered and also all the clusters have been set equal on some of the researches, While this assumption is not acceptable and far from the facts of the real world. To eliminate and fix this issue in this thesis, we try to elaborate the different categories of contagions and consider, analyze and study the whole story as evolutionary game theory and will calculate its evolution dynamics of contagions and evolutionarily stable strategy. Evolutionary dynamics and evolutionarily stable of the contagions show the impact of a contagion in the process of diffusion from the point of view of users in two consecutive interval timing and whether it is promoted or suppressed.
Decision based on Soft Computing
Mostafa Mahmoodi Sharif; Mohammad Mehdi Rahimian Asl; Mohammad Hassan Maleki
Abstract
Purpose: The purpose of this paper, Futures Studies of Iran's Oil Industry Supply Chain with Emphasis on Internal Factors. Supply chain plays an important role in the efficiency of providing products and services. This category is becoming more important in the oil industry, which is one of the competitive ...
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Purpose: The purpose of this paper, Futures Studies of Iran's Oil Industry Supply Chain with Emphasis on Internal Factors. Supply chain plays an important role in the efficiency of providing products and services. This category is becoming more important in the oil industry, which is one of the competitive advantages of the country, and its development can create a lot of currency and employment for the country's economy.Methodology: The present research is applied in terms of orientation and exploratory in terms of purpose. Also, the philosophical foundations of research, pragmatism and its methodology are mixed. To conduct the research in the first stage, by reviewing the literature and interviewing oil industry experts, 16 key drivers of the research were extracted. After screening, 8 factors were removed by statistical tests and the rest of the factors were evaluated by Cross Impact Analysis technique.Findings: Based on the degree of effectiveness, the two drivers of government financing policies and oil companies' plans to improve and upgrade oil equipment were selected as important drivers for mapping oil industry supply chain scenarios.Originality/Value: Based on these two drivers, four scenarios of opportunistic supply chain, resource-oriented supply chain, new supply chain and old supply chain were mapped. According to the four criteria for evaluating scenarios in terms of probability of occurrence and application of CODAS technique, the opportunistic supply chain scenario was selected as the most probable scenario.
Data Envelopment Analyses
Sara Baqdadchi; Ghasem Tohidi
Abstract
Multi-attribute decision-making is a powerful and widely used method of solving decision-making problems and choosing the most desirable of the available options. Data envelopment analysis is a nonparametric method for calculating performance size. The basic drawback of conventional decision-making methods ...
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Multi-attribute decision-making is a powerful and widely used method of solving decision-making problems and choosing the most desirable of the available options. Data envelopment analysis is a nonparametric method for calculating performance size. The basic drawback of conventional decision-making methods is that they are not capable of taking into account decision-making priorities and preferences as well as risk-taking or risk aversion. On the other hand, in some cases, it is difficult to determine the exact amount of data and the results are qualitative and quantitative. The weighted average method is classified as one of the decision-making methods that are capable of considering the priorities and subjective evaluations of the decision-maker in the decision-making process. This paper deals with one of the ranking methods in data envelopment analysis called cross-efficiency and tries to consider the decision-makers' risk-taking and risk-aversion in consolidating cross-performance matrix members as well as in the cross-efficiency integration process.
supply chain management analyzing/modelling
Soroush Avakh Darestani; Neda Behboodi
Abstract
Proper selection of suppliers and effective management of relationships with them is a key factor in increasing the competitiveness of companies. In order to implement this philosophy, the supplier's choice in the supply chain is considered as an important issue and leads decision-makers to use valid ...
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Proper selection of suppliers and effective management of relationships with them is a key factor in increasing the competitiveness of companies. In order to implement this philosophy, the supplier's choice in the supply chain is considered as an important issue and leads decision-makers to use valid techniques and methods to select the supplier. Choosing the right supplier will significantly reduce the cost of purchasing the raw materials as well as the waiting time until the ordered cargo arrives; it also increases the level of competitiveness of the company. In this research, a performance evaluation model for suppliers in the agile supply chain is developed using a balanced scorecard and multi-criteria decision-making methods in the uncertainty environment of Pakshu Company. In this research, using the DEMATEL method, we first determine the causal relationships of the main perspectives and indicators. Then, using the ANP method, we calculate the sub-indices weight, and finally, using the developed VIKOR method, we will evaluate the final evaluation of the suppliers of Pakshu companies. Also, agile indicators were the criteria for action and decision. In this research, five major suppliers of Pakshoo have been evaluated. Ultimately, GOLDEAST is the best performing company and ZHENGDA has the weakest performance.
Optimization in science and engineering
Nazila Nikdel
Abstract
Purpose: Nowadays, robotic systems are widely used in advanced industrial operations. Therefore, making appropriate control decisions to ensure the efficiency of these systems is critical. Criteria such as operation time and response speed, control cost, and system error need to be controlled by providing ...
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Purpose: Nowadays, robotic systems are widely used in advanced industrial operations. Therefore, making appropriate control decisions to ensure the efficiency of these systems is critical. Criteria such as operation time and response speed, control cost, and system error need to be controlled by providing appropriate methods to ensure the successful performance of industrial operations. Therefore, this article pursues two main objectives: 1) controlling the robotic system by presenting a method based on fractional-order calculus so that it can control the system despite its complexity and non-linearity, 2) presenting the meta-heuristic algorithm "Improved Grey Wolf" to optimize the system response.Methodology: First, the mathematical model of the robot is presented based on Lagrange rules, and then the fractional-order calculus is used to design the controller. In addition, the efficiency of the grey wolf algorithm is increased with the introduction of an improved method.Findings: Different cost functions based on the main performance criteria of the robotic system are introduced, and an improved algorithm is applied to them. The comparison results of the proposed algorithm and other algorithms, indicate its satisfying performance. In addition, the efficiency of the fractional-order controller is compared with its integer-order counterpart, and the results show a significant improvement in system performance.Originality/Value: The proposed controller can control the system well despite its complexity and non-linearity. In addition, inspired by the Grey Wolf algorithm, an improved optimization method is proposed that can increase the efficiency of the controlled system. Numerical results show the satisfying performances of the proposed controller and the improved optimization algorithm.
Transportation
Morteza Araghi; Hossein Mahdizadeh; Sadegh Moodi
Abstract
Purpose: In this paper, a novel numerical method, using the Godunov-type finite volume technique, the flux wave version of Modified Wave Propagation Algorithm (MWPA) with high-resolution is presented to solve one-dimensional second-order macroscopic model of traffic flow.Methodology: To demonstrate the ...
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Purpose: In this paper, a novel numerical method, using the Godunov-type finite volume technique, the flux wave version of Modified Wave Propagation Algorithm (MWPA) with high-resolution is presented to solve one-dimensional second-order macroscopic model of traffic flow.Methodology: To demonstrate the effectiveness of the proposed approach, the commonly employed Payne–Whitham model and PW based on driver physiological response have been used. The hyperbolic nonlinear Partial Derivatives Equations (PDEs) of traffic flow which do not have analytical solution are solved considering a new Riemann wave speeds, based on an augmented Riemann solver. In this method, nonlinear equations are first transformed into a diagonal quasi-linear problem with linear characteristic curves, the corresponding source terms are involved in the flux difference of finite volume computational cells. The second-order wave solutions and their initial jump conditions are considered and the obtained numerical results are compared with Roe Decomposition Technique (RDT) as a common method in macroscopic traffic flow models discretization for the PW model before and after considering driver physiological response.Findings: The problem of queue propagation in uniform traffic flow condition with two discontinuities including shock waves and subsequent rarefaction waves with periodic boundary conditions was selected as a numerical example. Velocity and density profiles at different times, the spatio-temporal changes of the two mentioned variables and traffic flow rates were presented.Originality/Value: The numerical results indicate that the proposed method provides a more realistic behavior for the two mentioned models regarding the basic variables of traffic flow.
Risk analysis
Rasool Roozegar; Samane Arkia
Abstract
Purpose: We have introduced the two-sided Lomax-GARCH (TSLx-GARCH) model. We have used this model to create a more realistic value-at-risk value index than other distributions for all confidence levels. We find this index for applied data.Methodology: In this study, a new flexible distribution for GARCH ...
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Purpose: We have introduced the two-sided Lomax-GARCH (TSLx-GARCH) model. We have used this model to create a more realistic value-at-risk value index than other distributions for all confidence levels. We find this index for applied data.Methodology: In this study, a new flexible distribution for GARCH models in predicting the value at risk is presented. Accurate modeling of financial returns requires proper innovation distribution.Findings: Experimental results show that the GJR-GARCH model, with its innovative TSLx distribution, generates realistic value index predictions, realistic normal distribution, t-student and generalized error distributions for all levels of confidence. The proposed distribution flexibility opens up an opportunity to increase the accuracy of financial return modeling in GARCH models.Originality/Value: We have used the TSLx-GARCH in data modeling and simulation and find both skewness and excess elongation in the financial return series and confidence levels for all levels.
stochastic/Probabilistic/fuzzy/dynamic modeling
Ahmad Faridanifar; Parvaneh Samouei
Abstract
Purpose: One of the topics for manufacturers today is to discuss the diversity of customer tastes, which to manage this situation with the least change in products, requires multiple lines that have the necessary flexibility to produce these products. On the other hand, many products require assembly ...
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Purpose: One of the topics for manufacturers today is to discuss the diversity of customer tastes, which to manage this situation with the least change in products, requires multiple lines that have the necessary flexibility to produce these products. On the other hand, many products require assembly operations. The main purpose of this article is to balance these issues according to the conditions of the workforce and different products.Methodology: This paper presents two mathematical models to minimize the number of workstations per given cycle time. In the first model, all parameters are definite. Since customer demand may not be constant and this factor can affect the cycle time, the second model uses a robust approach to this issue.Findings: Analysis of various issues shows that a robust modeling approach provides a more reliable design and allows decision makers to have better assembly based on a better understanding of short-term and long-term conditions under conditions of demand uncertainty.Originality/Value: In this paper, two new mathematical models for assembly line balance are presented. Multi-models in which assembly operations are performed manually by workers and for more accurate planning, the differences that workers have in terms of learning and forgetfulness effect on assembly line balance are considered.
Multi-Attribute Decision Making
Ali Mohaghar; Rohollah Ghasemi; Hossein Toosi; Morteza Sheykhizadeh
Abstract
Purpose: The purpose of this study is to provide a model to explain the functions of the Project Management Office (PMO) of City Knowledge (CK) and prioritize their functions based on the importance-performance status.Methodology: The method of this research, In terms of purpose, is functional. In terms ...
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Purpose: The purpose of this study is to provide a model to explain the functions of the Project Management Office (PMO) of City Knowledge (CK) and prioritize their functions based on the importance-performance status.Methodology: The method of this research, In terms of purpose, is functional. In terms of data collection tools, it is descriptive (non-experimental). According to comprehensive literature review regarding to PMO functions, 28 main functions of the CK are identified. Questionnaires are designed and distributed among managers, consultants, facilitators and senior experts of City of Knowledge after content validity and reliability. The data are analyzed using structural equation modeling after measuring the construct validity by exploratory factor analysis. Then the best-worst method is used to prioritize the functions and sub-functions of the model. Then, the performance of each functions is obtained by conducting a survey of experts in the PMO of City of Knowledge. Finally, the functions of the PMO are prioritized using the importance‐performance analysis.Findings: Based on the research findings, 7 functions with 28 sub-functions explain the conceptual model of the research. Also, based on the findings of the importance‐performance analysis , design and documentation of project management system in the form of process diagrams, procedures and instructions, uniform formats and standard formats, transparency and clarity of information provided in project planning and organization, providing training services in the field of concepts Processes-Methods and tools of project management, design and development and deployment of project management information systems in the organization, participation in evaluating the performance of project managers, and project management teams are the first priority of improvemen.Originality/Value: In this study, a model for assessing the prioritize of functions of the PMO to create an innovation center is presented. The proposed framework could be a good guideline for universities' policymakers to proceed with development projects and be a suitable model for others to benchmark development plans.