Scheduling Modeling
Morteza Farhadi Sartangi; Ali Husseinzadeh Kashan; Hassan Haleh; Abolfazl Kazemi
Abstract
Purpose: Order picking operation is one of the most well-known labor and cost intensive internal logistics processes. Withdrawal of the order in response to customer need is defined in order to collect a set of orders from storage zone in the shortest possible time. The purpose of this research is to ...
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Purpose: Order picking operation is one of the most well-known labor and cost intensive internal logistics processes. Withdrawal of the order in response to customer need is defined in order to collect a set of orders from storage zone in the shortest possible time. The purpose of this research is to provide a scientific and practical basis considering the constraints that enforce to achieve an acceptable level of performance in order picking systems. This is done by building a Mixed Integer Linear Programming (MILP) formulation and developing an adapted solution method suited to the structure of the problemMethodology: First, by reviewing the literature in the field of order picking systems, sufficient knowledge has been obtained at the operational level, and with emphasis on warehouse management constraints, a MILP formulation is proposed by integrating order batching and picker routing. After validating the model and solving it through GAMS software, due to the nature of the problem, which is an NP-hard type, the problem is solved with an efficient algorithm, which is a grouping version of the league championship algorithm, and the results are compared. To develop the algorithm, operators are fit to the specific structure of the problem, i.e., the assignment of orders (items) to order pickers (groups)Findings: Developing a multi-period MILP formulation for multi-trip picker routing, assuming for the first time the possibility of product replenishment and limited access to pickers. For large-scale problem instances, the league championship algorithm is used. The results indicate the effective capability and efficiency of this algorithm for solving large test problem instances.Originality/Value: The issue of multi-period order picking and multi-trip routing of pickers is considered for the first time in this paper. Because of the limited number of pickers, this must be taken into account in modeling. The assumption of product replenishment is also considered for the first time in this article and its modeling has been done. In this way, orders enter the warehouse over time, during different periods, and are placed in a predetermined positions. The limited access to pickers in each period is also discussed for the first time in this paper. Finally, the objective function of minimizing the total tardiness, which is in line with the needs of the industry, is also introduced in this paper. Regarding the solution method, a league championship metaheuristic algorithm is presented which takes into account the problem structure (which corresponds to the structure of grouping problems) and solution generation operators have been developed to maintain the new solution.
Strategic Planing
Narjes Bossaghzadeh; Mahmoud Moradi; Mohammad Tamimi
Abstract
Purpose: Despite the growing importance of the role of knowledge in promoting innovation performance and maintaining competitive advantage in a highly competitive global environment, organizations face many difficulties in utilizing and developing the external knowledge flow infrastructure. Promoting ...
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Purpose: Despite the growing importance of the role of knowledge in promoting innovation performance and maintaining competitive advantage in a highly competitive global environment, organizations face many difficulties in utilizing and developing the external knowledge flow infrastructure. Promoting organizational learning based on absorptive capacity theory and creating exploration and exploitation structures based on organizational ambidexterity theory can be an explanation to help organizations to solve these problems. This study aims to explain the effect of knowledge absorptive capacity in achieving competitive advantage and the mediating role of organizational ambidexterity in a study in export companies.Methodology: The initial model was extracted from the literature and in the qualitative stage through in-depth interviews with experts, the final conceptual model was drawn. The research questionnaire, after confirming its reliability and validity, was distributed among managers and experts of Iranian export companies by random sampling method. The statistical population of the research were 570 top Iranian export companies. In the qualitative section, sampling was performed by theoretical sampling method and 11 managers of companies with more than 5 and 10 years of experience were selected. The field of activity of selected companies included: gas and petrochemical, steel, auto parts, pipes and fittings and food.Findings: In the quantitative section, a sample of 78 companies was selected with the help of G*Power software. Qualitative data analysis was performed by ATLAS.ti and quantitative data with Structural Equation Modeling (SEM) based on Partial Least Squares (PLS). The results show that the absorptive capacity does not have a significant effect on the competitive advantage. Nevertheless, the effect of this variable on organizational ambidexterity and the effect of organizational ambidexterity on competitive advantage is significant. Therefore, it can be said that organizational ambidexterity has been a perfect mediator in the relationship between absorptive capacity and competitive advantage.Originality/Value: The findings of this study provide a path for export companies in order to gain a competitive advantage. Companies can facilitate the flow of external knowledge into the organization by strengthening the ambidexterious organizational structures, creating learning environments and strengthening the capacity to absorb knowledge.
Financial modeling
Meysam Kaviani; Seyed Fakhreddin Fakhrehosseini
Abstract
This article shows that Operations research techniques play an important role in the development researches of financial and investment, and in recent years, with significant improvements in terms of the availability of real-time data and the speed of computer, this role has increased and in line with ...
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This article shows that Operations research techniques play an important role in the development researches of financial and investment, and in recent years, with significant improvements in terms of the availability of real-time data and the speed of computer, this role has increased and in line with it by creating more opportunities for these techniques, more importance has been given to research and output. Given the importance of the issue today, there is a two-way relationship between financial concepts and investment with operational research techniques, that is, as various techniques of research in operations for financial affairs have been used, financial theories also require the development and improvement of solution Operations research techniques.The present paper shows that depending on the type of decision making in the field of finance and investment through research results, these techniques, in addition to raising the accuracy of the results of financial research, can lead to a greater variety of research, especially for the fields Financial engineering.
Decisions in new businesses
neda khajehfard; Morteza Kaviani; Ali Samdaliri
Abstract
Determining the best combination of corporate resources or capital structure is one of the most important issues that financial managers must consider maximizing shareholder wealth; combination of financial resources with characteristics such as low cost of capital can produce higher yields, and it claimed ...
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Determining the best combination of corporate resources or capital structure is one of the most important issues that financial managers must consider maximizing shareholder wealth; combination of financial resources with characteristics such as low cost of capital can produce higher yields, and it claimed that optimal capital structure could increase the value of company and minimize the cost of capital. As regard to operational research (OR) research has played a decisive role in the development of financial theory and investment, this has led to a two-way relationship between finance and operational research techniques. As the various techniques of operational research have been used for financial affairs; therefore, financial theories require the development and improvement of the operational research solution techniques. Therefore, present study focus on application of operational research technique, which exist in structure.
Multi-Attribute Decision Making
Abazar Keikha; Hassan Mishmast Nehi
Abstract
Purpose: Using hesitant fuzzy numbers as a combination of two common types of evaluation: self-evaluation and evaluation by judges, in order to make real and fair evaluations. Updating the Choquet integral method to apply with hesitant fuzzy numbers in the evaluation process, and use it to solve decision ...
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Purpose: Using hesitant fuzzy numbers as a combination of two common types of evaluation: self-evaluation and evaluation by judges, in order to make real and fair evaluations. Updating the Choquet integral method to apply with hesitant fuzzy numbers in the evaluation process, and use it to solve decision problems such as evaluating employees and organizations. Methodology: The method of conducting these studies is based on the pattern of library studies.</pFindings: Deficiencies such as showcasing the evaluators during the evaluation period on the one hand, and the lack of mastery of external judges on some organizational complexities and the apparent and hidden motivations of the evaluators for unrealistic evaluation in the self-evaluation process, on the other hand, are some of factors that challenge the evaluation results, and these defects in the hybrid evaluation model are eliminated using hesitant fuzzy numbers. In addition, evaluation indicators in many cases interact with each other and have so-called positive and negative effects on each other. Choquet Integral is able to take this into account and take the assessment one step closer to becoming more realistic. Therefore, its computational development with hesitant fuzzy numbers, which has been considered in this article, can helps the evaluation system and performance of employees and organizations.Originality/Value: Computational development of hesitant fuzzy numbers with the help of Choquet integral, using the Choquet integral of hesitant fuzzy numbers in solving multi-criteria decision making problems such as employee and organizational evaluation.
Optimal Control
Hamid Tabatabaee; Mahdi Memari
Abstract
The problem of solving optimal control of Singular problems in the classic method has a complexity that is solved by approximation of the equations in the problem with orthogonal bases instead of solving the dynamic equation system of a set of static problems. In return for a more relaxed solution, it ...
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The problem of solving optimal control of Singular problems in the classic method has a complexity that is solved by approximation of the equations in the problem with orthogonal bases instead of solving the dynamic equation system of a set of static problems. In return for a more relaxed solution, it will face some errors in the computation .however, it has an appropriate precision. Legendre and Fourier series are presented using the specifications of the Fourier transform of Legendre and Fourier series . In this algorithm, the state variables, and the state - derivative variables and the control vector are extended by the orthogonal basis of Legendre and Fourier series with unknown coefficients. in order to compute optimal control vector and optimal path of linear Singular systems with quadratic cost function , we are introduced by using the properties of orthogonal functions introduced by the coefficients and .using the proposed method , the system dynamics are converted into algebraic equations and the problem of dynamic optimization of dynamic space has been mapped to static space optimization problem with quadratic cost function and linear constraints . First, it is used to solve the problem using an orthogonal basis of raw material and then the problem solving with orthogonal basis of Fourier series is repeated. Finally, the application and effectiveness of the proposed method are presented.
Multi-Attribute Decision Making
Majid Afarin Mohammadzadeh; Reza Hasanzadeh
Abstract
Industrial activities on the environment, have led to many environmental problems, including earth warming, destruction of the ozone layer and increase of greenhouse gases. Manufacturing companies to stay in the market and also gain a competitive advantage need to pay attention to environmental issues. ...
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Industrial activities on the environment, have led to many environmental problems, including earth warming, destruction of the ozone layer and increase of greenhouse gases. Manufacturing companies to stay in the market and also gain a competitive advantage need to pay attention to environmental issues. Customer’s request and also some government regulations, companies lead toward green supply chain management. The power industry in the world as on of the most important and main sector of the industry, as a stimulus to all other industries, play an important role in creating environmental problems. The main purpose of this research, identifying effective factors in managing green supply chain management and then ranking of companies active in the green supply chain management. The case study and field of research is related to Mazandaran Electric Power Industry. First, by reading literature and books, internal and external articles, 21 indicators were obtained to achieve green supply chain management, In the next step, With the help of questionnaires provided to experts and whit considering limitation's, We reached the 9 final criteria. These criteria were weighted by the method of the fuzzy hierarchy process analysis and using a pair comparison questionnaire that was provided to experts and the weight of each indicator was determined. The results showed that indicators, ability to finance, increasing the height of the power transmission towers and also use of renewable solar energy, respectively, had the highest weight and the rest of the indicators were ranked next. Eventually, using the fuzzy topsis technique, we ranked the five active energy companies in the field of green supply chain management. The rankings of these companies are relative to their level of performance in fulfilling the criteria set out in the previous step and companies were prioritized according to weightlifting indicators.
Financial modeling
Rouhollah Kiyani Ghalehno; Sadegh Niroomand; Hosein Didekhani; Ali Mahmoodirad
Abstract
Purpose: Optimizing the negative balance of the financial portfolio of branches by observing the limits defined in the banking system of Iran.Methodology: In recent years, several models have been proposed for the investment portfolio. In banks, Fundraising operations are carried out in parallel ...
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Purpose: Optimizing the negative balance of the financial portfolio of branches by observing the limits defined in the banking system of Iran.Methodology: In recent years, several models have been proposed for the investment portfolio. In banks, Fundraising operations are carried out in parallel with investments. Attracting deposits and repaying loans are the main pillars of investment and form the basis of the resource and expenditure portfolio in the bank. In this research, a multi-objective planning model is designed to maximize returns and minimize risk.Findings: The approach of the problem is such that by taking administrative and personnel costs and interest rates on deposits and facilities and exchange rates of the domestic market can offer a variety of portfolios. The branches select the appropriate portfolio as the goal and work plan according to their requirements.Originality/Value: Due to the nature of the problem, which is hard nonlinear, the model is solved using NSGA-II evolutionary algorithm. The output of solving the problem is a set of optimal solutions on the Pareto frontier. Each of the portfolios is a strategic choice for the decision-maker, according to the level of return and risk.
Data Envelopment Analyses
Alireza Hajihosseini; Fatemeh Hekmatpour
Abstract
Data envelopment analysis is an approach to measuring the relative performance of a set of homogeneous decision-making units. Congestion is also one of the important concepts in data envelopment analysis and economics. Numerous models and methods have been proposed to measure the congestion in an inaccurate ...
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Data envelopment analysis is an approach to measuring the relative performance of a set of homogeneous decision-making units. Congestion is also one of the important concepts in data envelopment analysis and economics. Numerous models and methods have been proposed to measure the congestion in an inaccurate environment. The purpose of this paper is to introduce a new approach to measuring congestion in data envelopment analysis so that the data are interval. In this paper, congestion recognition models are used based on comparing inputs with common weights and linear programming intervals and introduced for units with congestion, interval congestion. The proposed method is illustrated for interval data with examples
Data Envelopment Analyses
Abbas Jahangiri
Abstract
Data Envelopment Analysis (DEA) is a mathematical model that evaluates the relative efficiency of Decision Making Units (DMUs). The purpose of this paper was the systematic study of applying this technique in Iran Banking System. In this systematic review that was conducted on September 2017, initially ...
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Data Envelopment Analysis (DEA) is a mathematical model that evaluates the relative efficiency of Decision Making Units (DMUs). The purpose of this paper was the systematic study of applying this technique in Iran Banking System. In this systematic review that was conducted on September 2017, initially by searching keywords in scientific databases attempted to search the research has been conducted about DEA in Iranian banks regardless of the time of publication that a total of 409 research was found. Then 349 researches were removed from the study because of the irrelevant, repetitive and inaccessibility to the full text. Then attempted to statistical analysis of 60 remaining researches via Excel 2010 software. 80 % of the researches were published in 2009 onwards. Most research has been conducted in Tehran Province and Melli and Saderat banks. The variety of choices outputs and inputs indexes was very high. In 36.7 % of researches; the input-oriented model has used also in 36.7% of researches constant returns to scale is assumed. The results showed that although the interest of Iranian researchers in this field has increased, each with a particular view has analyzed the efficiency of the banks and have achieved different results.
stochastic/Probabilistic/fuzzy/dynamic modeling
Arezoo Khazaei; Parvaneh Samouei
Abstract
Purpose: The newsboy problem is one of the most widely used and important models in the field of inventory control. In fact, there are many industries whose products fall into the category of newosboy problem, such as seasonal goods, food products. But in practice there are more restrictions than the ...
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Purpose: The newsboy problem is one of the most widely used and important models in the field of inventory control. In fact, there are many industries whose products fall into the category of newosboy problem, such as seasonal goods, food products. But in practice there are more restrictions than the assumptions of the newsboy problem. In this article has tried, in order to make the problem more in line with the real world some limitations during production, such as outsourcing mode, capacity limit and returned goods, have been added to the problem.Methodology: This research is based on library studies and the development of mathematical modeling.Findings: In the newsboy problem, there are important parameters such as outsourcing, capacity constraints and product referral which in this study, the effect of each of these parameters on profitability has been evaluated.Originality/Value: Development of the newsboy problem in terms of outsourcing and returned products and capacity constraints.
Multi-Attribute Decision Making
Hadi Shirouyehzad; Mahsa Soroushnia; Mahdi Mellat; Mohammad Reza Salehi
Abstract
Purpose: Todays, the use of maturity models is one of the most important ways to assess the maturity status of project management in an organization. These models help organizations to compare their capabilities at the level of projects and organizational strategies with a specific and scientific standard. ...
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Purpose: Todays, the use of maturity models is one of the most important ways to assess the maturity status of project management in an organization. These models help organizations to compare their capabilities at the level of projects and organizational strategies with a specific and scientific standard. The purpose of this paper is assessment the maturity of organizational project management based on OPM3 model in the project execution department of Mobarakeh Steel Company.Methodology: In order to assess the maturity of project management, first the interview questions in each of Knowledge Areas were identified using library studies, then information was collected in the form of interviews with experts and managers of Mobarakeh Steel Company. After that, Additive Ratio ASsessment method was used for ranking the Project Management Knowledge Areas according to the obtained results.Findings: The results show that the project execution department has a better performance in the knowledge Area of project schedule management than other areas.Originality/Value: In this research, the performance of the project execution department of the Company is evaluated and analyzed based on OPM3 model. According to the results, applied suggestions for improving project management performance are presented.
Fuzzy Optimization
Madineh Farnam; Majid Darehmiraki
Abstract
Purpose: In working with Interval-valued intuitionistic fuzzy sets according to considering the membership and non-membership function simultaneously, as well as the interval of the data type, we face to a lot of flexibility to allocate data by the decision maker. Comparison ...
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Purpose: In working with Interval-valued intuitionistic fuzzy sets according to considering the membership and non-membership function simultaneously, as well as the interval of the data type, we face to a lot of flexibility to allocate data by the decision maker. Comparison between them, as one of the first concepts in the decision-making process, does not seem so simple. For this purpose, in this paper we present an integrated and efficient method and a new way to prioritize interval-valued intuitionistic fuzzy numbers. Then we apply this method to assess the qualitative qualification of contractors.Methodology: Use interval valued intuitionistic fuzzy sets along with multi criteria decision making.Findings: New ranking method of interval valued intuitionistic fuzzy sets is apllied in evaluating operational units. In addition, by giving a practical example while describing the process performance, the output of the work is observed.Originality/Value: A new method is proposed to determine the preference between interval valued intuitionistic fuzzy sets. In addition, an efficiency process is introduced to assess the qualitative qualification of contractors.
Data Envelopment Analyses
Mohammad Izadikhah; Mohadeseh Shamsi; Abbas Sheikhsn; Fariba Ghafouri
Abstract
Purpose: Implementing a credit rating system considering banks' deferred claims is one of the most important means of controlling credit risk in banks and financial institutions. In the case of banking facilities, the possibility of non-repayment of facilities is one of the most important issues. By ...
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Purpose: Implementing a credit rating system considering banks' deferred claims is one of the most important means of controlling credit risk in banks and financial institutions. In the case of banking facilities, the possibility of non-repayment of facilities is one of the most important issues. By identifying various factors that affect the non-repayment of bank facilities, it is possible to provide a framework for reducing and controlling the credit risk of banks and improving the crediting process. The purpose of this paper is to examine the relationship between efficiency and risk in the banking system.Methodology: In this research, a sample of 24 companies from the most important legal customers of 11 branches of the Melli Bank of the city of Arak has been studied. 18 variables affecting credit risk were identified in this paper. Among the variables available, 6 variables were selected using the Factor Analysis Technique and Expert judgment (Delphi method), of which 3 were inputs and 3 were formed the outputsFindings: The efficiency and rank of legal firms were obtained with the help of Data Envelopment Analysis models, and then using the Fitch Institute's data and the efficiency of legal clients, the credit rating of each of the legal firms and their qualitative analysis was expressed.Originality/Value: Accordingly, using the method of data envelopment analysis and data provided by the Fitch Ratings Institute, the credit risk of Arak's Melli Bank's legal customers is assessed and ranked
Data Envelopment Analyses
Mojtaba Karimi Pashaki; Mahnaz Ahadzadeh Namin
Abstract
Purpose: For managers, investors and creditors, it is important to be aware of the continuity of the company. To this end, financial researchers are looking for effective methods to evaluate the company's performance and predict the continuation of its activities in the coming years.Methodology: In previous ...
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Purpose: For managers, investors and creditors, it is important to be aware of the continuity of the company. To this end, financial researchers are looking for effective methods to evaluate the company's performance and predict the continuation of its activities in the coming years.Methodology: In previous research, the standard data envelopment analysis model has been used to predict corporate bankruptcy. The present study aims to provide a model of data envelopment analysis with semi-positive and negative indicators to predict the bankruptcy of companies operating in the Tehran Stock Exchange. The companies listed on the Tehran Stock Exchange constitute the statistical population of the research. To achieve this goal, a sample consisting of 40 non-bankrupt companies and 20 bankrupt companies in the years 1393 to 1397 were selected. The criterion for selecting bankrupt companies is Article 141 of the Commercial Code.Findings: To combine tax ratios that have a more significant correlation with the financial situation of the company, the combined approach of gray relationship analysis and two-level data envelopment analysis has been used.Originality/Value: First, a two-level data envelopment analysis model for semi-positive and negative indices will be developed, then the correct prediction of bankruptcy with its absence will be examined using the results of the proposed model.
Scheduling Modeling
Niloofar Khalili; Parisa Shahnazari-Shahrezaei; Amir Gholam Abri
Abstract
This paper deals with modeling a nurse scheduling problem considering service level in uncertain conditions. In accord with the urgent need of hospitals to provide better services to patients, it is necessary to consider nurses’ preferences in the work shift scheduling. Hence, a multi-objective ...
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This paper deals with modeling a nurse scheduling problem considering service level in uncertain conditions. In accord with the urgent need of hospitals to provide better services to patients, it is necessary to consider nurses’ preferences in the work shift scheduling. Hence, a multi-objective model is presented by regarding the rules and regulations related to the assignment of nurses to work shifts, in which the service level to patients is also considered. Due to the uncertainty of the number of patients that refer to the hospital, this parameter is taken uncertain into account. In order to evaluate the output results, two numerical examples in small and large sizes with real data of Labbafinejad Hospital with 18-person and 90-person wards are designed and Epsilon constraint method is used to solve the small-sized problem. Computational results reveal that increasing the service level to patients is directly related to increasing the number of nurses per each shift. Moreover, because of NP-Hard nature of nurse scheduling problem, the large-sized problem (90-person ward) is solved by a Gray Wolf algorithm and on the basis of designing a new chromosome. The results obtained by this method include 35 different efficient solutions for nurse scheduling in this hospital.
Economic-Environmental Modeling
Hossein Ali Fakher
Abstract
Purpose: The purpose of this paper is to apply a composite index for environmental quality to investigate the threshold impact of financial development on this composite index; Because the use of this composite index, which includes all dimensions of environmental pollution, can provide more accurate ...
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Purpose: The purpose of this paper is to apply a composite index for environmental quality to investigate the threshold impact of financial development on this composite index; Because the use of this composite index, which includes all dimensions of environmental pollution, can provide more accurate results for us in this study.Methodology: In order to rech the research goals, annual data for selected OPEC countries over the period of 2000 to 2019 and Panel Smooth Transition Regression (PSTR) approach are used. Firstly, a composite environmental quality index is created as a dependent variable in the model and then, the pre-estimations (including cross-sectional dependence, second-generation unit root, nonlinear association existence, no-remaining nonlinear association existence) are investigated. Finally, the threshold impact of financial development on environmental quality are estimated.Findings: The results indicate a non-linear relationship between the studied variables. According to the test of no-remaining nonlinear association, the inclusion of a transfer function with a threshold parameter which is representing a two-regime model, is recommended to determine the nonlinear relationship between variables. Financial development (bank- and market-oriented) in first regime have a positive effect, but by crossing of threshold and entering to second regime it has negative effect on environmental quality. Accordingly, there is a U-shaped relationship between financial development and environmental quality. Given the relationship between economic growth and environmental quality in the two regimes, the Environmental Kuznets Curve (EKC) hypothesis is also confirmed. The trade openness and, research and development expenditures in both regimes have negative and positive effects on the composite environmental quality index, respectively.Originality/Value: Based on the results, some policy suggestions and new recommendations are presented for future studies, which would contribute to the better implementation of economic–environmental policies.
Network Optimization
Mohammad Saberi; Behzad Taghipoor
Abstract
This paper presents a methodology for detecting and classifying the errors occurring on smart power transmission lines. In the proposed method, the voltage and current phases are estimated by the phasor measurement unit (PMU) installed in the generator bus, and then the equivalent voltage and current ...
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This paper presents a methodology for detecting and classifying the errors occurring on smart power transmission lines. In the proposed method, the voltage and current phases are estimated by the phasor measurement unit (PMU) installed in the generator bus, and then the equivalent voltage and current angles are obtained. These angles are analyzed by fast fourier transform (FFT) and used to detect of transmission line errors. Detection of the transmission line error is performed using the nerve- fuzzy inference system methodology, and the diagnostic error classification is performed using support vector machine (SVM). Validation of the proposed method for the IEEE 14 system is also tested in the MATLAB software environment.
Fuzzy Optimization
Bahavar Azarmizad; Kamaleddin Rahmani; Alireza Bafandeh Zendeh; Sirous Fakhimiazer
Abstract
Purpose: Statistical Process Control (SPC) is a powerful set of problem-solving tools that stabilize production processes and increase the ability to produce high quality product. Classic control diagrams, using precise and definite data, place production processes into two groups: under control or out ...
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Purpose: Statistical Process Control (SPC) is a powerful set of problem-solving tools that stabilize production processes and increase the ability to produce high quality product. Classic control diagrams, using precise and definite data, place production processes into two groups: under control or out of control; while Fuzzy sets by defining continuous membership functions and using ambiguous, indefinite data, triangular and trapezoidal Fuzzy numbers, classify into these categories: under control, relatively under control, relatively out of control and out of control which express the quality level of the product more realistically.Methodology: This research is an applied and descriptive research with the aim of designing an applied model of Statistical Process Control by Fuzzy Mode and Middle Fuzzy and comparing its results with Classical Method in Dadash Baradar Ind. Co. in Tabriz. This method of data collection to run the model follows the sampling system at the inspection station and is in the form of 30 samples of 50 chocolates.Findings: According to the seven defects of chocolate, which include: color, taste, acidity, sugar blossom, tissue factors and foreign substances, the nature of the produced chocolate was determined. In the Classical Method, 28 cases under control and only 2 cases out of control were identified, but in the study with Fuzzy SPC Method, 20 samples under control, 4 samples relatively under control, 4 samples relatively out of control and 2 samples were out of control.Originality/Value: Research results shows the sensitivity of the Fuzzy SPC Method compared to the Classical Method; as a result, identifying process changes is more accurate and faster, and accordingly practical suggestions have been provided to the company.
stochastic/Probabilistic/fuzzy/dynamic modeling
Morteza Abdolhosseini
Abstract
Purpose: Coronavirus (COVID-19) is a pandemic that has affected all countries of the world. Forecasting the spread of corona disease will lead to the necessary measures to be taken by the authorities to control this disease. These include increasing vaccinations, quarantining cities and banning entry ...
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Purpose: Coronavirus (COVID-19) is a pandemic that has affected all countries of the world. Forecasting the spread of corona disease will lead to the necessary measures to be taken by the authorities to control this disease. These include increasing vaccinations, quarantining cities and banning entry and exit, increasing the capacity of hospital beds, setting up round-the-clock vaccination centers, requiring the use of masks in public places, and observing social distances. Therefore, predicting such cases will reduce the number of corona cases and therefore reduce the mortality rate.Methodology: In this paper, using the Singular Spectrum Analysis (SSA) algorithm, the sixth peak of coronavirus in Iran is predicted by considering the current situation. To improve the grouping process of the SSA algorithm, eigenvalues have been selected in the optimization process, so that the predicted time series of which has been significantly improved according to the error-index.Findings: Comparing the proposed method with other forecasting methods include Autoregressive Integrated Moving Average (ARIMA), Fractional ARIMA (ARFIMA), TBATS, and Neural Network Autoregression (NNAR), it is observed that the forecasting error is acceptable and the SSA method can be used for forecasting.Originality/Value: This article predicts a new case of COVID-19 using efficient method SSA and the presented results confirm the effectiveness of the proposed method.
Network Optimization
Mohammad Saberi; Mehdi Hatef
Abstract
The purpose of Transmission expansion planning (TEP) is to find the required network lines with the lowest investment cost So that the future burden will be provided economically by observing the system security indicators. Due to the uncertainty of the load, Distributed wind power and Responsive resources ...
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The purpose of Transmission expansion planning (TEP) is to find the required network lines with the lowest investment cost So that the future burden will be provided economically by observing the system security indicators. Due to the uncertainty of the load, Distributed wind power and Responsive resources to load and competitive markets for Transmission expansion planning, Faced with challenges that require new models to be felt more than ever. In this paper, a multi-objective TEP model is presented taking into account investment costs, Responsive resources to load, along with an index for determining system security. These target functions are optimized for obtaining a non-dominant solution set based on operator priorities (cost or risk), using pareto power evolutionary algorithms based on multi-objective particle pool optimization (SPEA2-MOPSO). The proposed model is numerically verified on the modified IEEE RTS 24- bus and 118-bus systems. According to the simulation results, the proposed model can provide information regarding variants of risks and coordinate the optimum planning and DR solutions.
Numerical Optimization
Amir Hossein Salehi Shayegan; Ali Zakeri
Abstract
Inverse parabolic problems are the most famous ill-posed problems. Thus using stable inexact numerical methods for approximating these problems, causes a large perturbation. In this paper, we study the problem of determining the source term of the inverse source ...
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Inverse parabolic problems are the most famous ill-posed problems. Thus using stable inexact numerical methods for approximating these problems, causes a large perturbation. In this paper, we study the problem of determining the source term of the inverse source problem[{partial _t}T(x,t) = kappa ,{nabla ^2}T(x,t) + g(t)delta (x - {x^*}),x in {( circ ,,1)^d},t in ( circ ,,{t_f}),]from the measured data given in the form of[T({x_{measure}},{t_i}) = {y_i}, ,i = 1,2, ldots ,I,](additional condition) where d = 1,2 and [delta ] is the Dirac delta function and (T,g) are the unknown functions. Then, using the statistical spline model and applying Levenberg-Marquardt method, we obtain an approximate solution for quasi solution g=g(t). Finally, to show the priority and accuracy of the introduced method some numerical examples are given.
Financial modeling
Abdorreza Asadi
Abstract
One way to reduce investment risk is to form assets portfolio. In this study, a multi-criteria analysis is employed to select equities using ANP method. For this purpose, listed firms in Tehran Stock Exchange were divided into six industrial groups and their data collected between 2016 and 2017 to calculate ...
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One way to reduce investment risk is to form assets portfolio. In this study, a multi-criteria analysis is employed to select equities using ANP method. For this purpose, listed firms in Tehran Stock Exchange were divided into six industrial groups and their data collected between 2016 and 2017 to calculate financial ratios and then two ranking methods such as DEMATEL and ANP were employed. The aim of this study is to use financial ratios as key indicators to find out their interactions using DEMATEL method, and then to recognize the importance of identifying indicators, we have used ANP techniques to determine weight of the variables. Finally, after collecting data related to selected financial indices and obtained weights, number of 185 companies in six separated industries were ranked by Excel software and their priority in both total companies and related industries was identified. The results can be used by investors, investment funds and financial advisors to determine the optimal portfolio and help to identify superior companies.
Combinatorial Optimization
Mohammad Jaberi; Seyyed Esmaeil Najafi; Farhad Hoseinzadeh Lotfi; Mohammad Haji molana
Abstract
Purpose: Strategy is the main source of long-term growth of organizations and if the strategy is not successfully implemented, even if the appropriate strategies are adopted, this process is useless. The purpose of this paper is to propose a comprehensive hybrid model for predicting organizational performance ...
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Purpose: Strategy is the main source of long-term growth of organizations and if the strategy is not successfully implemented, even if the appropriate strategies are adopted, this process is useless. The purpose of this paper is to propose a comprehensive hybrid model for predicting organizational performance indicators.Methodology: In order to achieve the research goal, first, a balanced scorecard as a tool for designing performance evaluation indicators and network data envelopment analysis as a tool for performance evaluation has been used. Then, by matching the Malmquist productivity index with the mentioned hybrid model, the model of progress and regression of organizations in two consecutive periods is presented. Finally, by combining the proposed models and artificial neural networks, a solution is presented to evaluate the performance of 500 bank branches and also to identify their progress and regression.Finding: The obtained results show good accuracy and less computational time of the proposed hybrid models.</pOriginality/Value: The present study can add to the existing knowledge on performance appraisal of enterprises by providing a hybrid model using network data envelopment analysis and balanced scorecard; And the proposed methods can be promising tools for evaluating the performance of organizations, especially big data.
Decisions in new businesses
Zahra Danesh; Hadi Shirooye Zad; Negin Berjis
Abstract
Organizational culture is one of the core values in an organization and it makes organizations different .Organizational culture plays an underlying role in enhancing the quality of service delivery, and enhances cohesion and increases productivity and innovation in the organization. The main purpose ...
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Organizational culture is one of the core values in an organization and it makes organizations different .Organizational culture plays an underlying role in enhancing the quality of service delivery, and enhances cohesion and increases productivity and innovation in the organization. The main purpose of this study is to determine the organizational culture level at Golnour Company by using Denison's model. The research is of theoretical and applied type and the data used are of quantitative type, the Denison organizational culture questionnaire was used for data collection. The statistical population of the study consists of managers and staff of Glenour Company in Isfahan province. The research data were analyzed by Kruskal-Wallis test, plotting histograms, concentration and dispersion data analysis and Spearman correlation test. The results show that all indicators and items are strongly correlated and neglecting the poor performance in each of the indicators will affect other aspects of organizational culture and will lead to undesirable intra-organizational and extra-organizational outcomes in different dimensions.