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An Improved CREAM Model Based on DS Evidence Theory and DEMATEL
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作者 Zhihui Xu Shuwen Shang +3 位作者 Yuntong Pu Xiaoyan Su Hong Qian Xiaolei Pan 《Computer Modeling in Engineering & Sciences》 SCIE EI 2024年第3期2597-2617,共21页
Cognitive Reliability and Error Analysis Method(CREAM)is widely used in human reliability analysis(HRA).It defines nine common performance conditions(CPCs),which represent the factors thatmay affect human reliability ... Cognitive Reliability and Error Analysis Method(CREAM)is widely used in human reliability analysis(HRA).It defines nine common performance conditions(CPCs),which represent the factors thatmay affect human reliability and are used to modify the cognitive failure probability(CFP).However,the levels of CPCs are usually determined by domain experts,whichmay be subjective and uncertain.What’smore,the classicCREAMassumes that the CPCs are independent,which is unrealistic.Ignoring the dependence among CPCs will result in repeated calculations of the influence of the CPCs on CFP and lead to unreasonable reliability evaluation.To address the issue of uncertain information modeling and processing,this paper introduces evidence theory to evaluate the CPC levels in specific scenarios.To address the issue of dependence modeling,the Decision-Making Trial and Evaluation Laboratory(DEMATEL)method is used to process the dependence among CPCs and calculate the relative weights of each CPC,thus modifying the multiplier of the CPCs.The detailed process of the proposed method is illustrated in this paper and the CFP estimated by the proposed method is more reasonable. 展开更多
关键词 Human reliability analysis CREAM uncertainty modeling DEPENDENCE Dempster-Shafer evidence theory DEMATEL
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Stochastically Perturbed Parameterizations for the Process-Level Representation of Model Uncertainties in the CMA Global Ensemble Prediction System 被引量:1
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作者 Fei PENG Xiaoli LI Jing CHEN 《Journal of Meteorological Research》 SCIE CSCD 2022年第5期733-749,共17页
To represent model uncertainties at the physical process level in the China Meteorological Administration global ensemble prediction system(CMA-GEPS),a stochastically perturbed parameterization(SPP)scheme is developed... To represent model uncertainties at the physical process level in the China Meteorological Administration global ensemble prediction system(CMA-GEPS),a stochastically perturbed parameterization(SPP)scheme is developed by perturbing 16 parameters or variables selected from three physical parameterization schemes for the planetary boundary layer,cumulus convection,and cloud microphysics.Each chosen quantity is perturbed independently with temporally and spatially correlated perturbations sampled from log-normal distributions.Impacts of the SPP scheme on CMA-GEPS are investigated comprehensively by using the stochastically perturbed parametrization tendencies(SPPT)scheme as a benchmark.In the absence of initial-condition perturbations,perturbation structures introduced by the two schemes are investigated by analyzing the ensemble spread of three forecast variables’physical tendencies and perturbation energy in ensembles generated by the separate use of SPP and SPPT.It is revealed that both schemes yield different perturbation structures and can simulate different sources of model uncertainty.When initialcondition perturbations are activated,the influences of the two schemes on the performance of CMA-GEPS are assessed by calculating verification scores for both upper-air and surface variables.The improvements in ensemble reliability and probabilistic skill introduced by SPP and SPPT are mainly located in the tropics.Besides,the vast majority of the reliability improvements(including increases in ensemble spread and reductions in outliers)are statistically significant,and a smaller proportion of the improvements in probabilistic skill(i.e.,decreases in continuously ranked probability score)reach statistical significance.Compared with SPPT,SPP generally has more beneficial impacts on200-hPa and 2-m temperature,along with 925-hPa and 2-m specific humidity,during the whole 15-day forecast range.For other examined variables,such as 850-hPa zonal wind,850-hPa temperature,and 700-hPa humidity,SPP tends to yield more reliable ensembles at lead times beyond day 7,and to display comparable probabilistic skills with SPPT.Both SPP and SPPT have small impacts in the extratropics,primarily due to the dominant role of the singular vectors-based initial perturbations. 展开更多
关键词 model uncertainty global ensemble forecast stochastic physics parameter perturbation perturbation structure
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Multi-objective planning model for simultaneous reconfiguration of power distribution network and allocation of renewable energy resources and capacitors with considering uncertainties 被引量:9
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作者 Sajad Najafi Ravadanegh Mohammad Reza Jannati Oskuee Masoumeh Karimi 《Journal of Central South University》 SCIE EI CAS CSCD 2017年第8期1837-1849,共13页
This research develops a comprehensive method to solve a combinatorial problem consisting of distribution system reconfiguration, capacitor allocation, and renewable energy resources sizing and siting simultaneously a... This research develops a comprehensive method to solve a combinatorial problem consisting of distribution system reconfiguration, capacitor allocation, and renewable energy resources sizing and siting simultaneously and to improve power system's accountability and system performance parameters. Due to finding solution which is closer to realistic characteristics, load forecasting, market price errors and the uncertainties related to the variable output power of wind based DG units are put in consideration. This work employs NSGA-II accompanied by the fuzzy set theory to solve the aforementioned multi-objective problem. The proposed scheme finally leads to a solution with a minimum voltage deviation, a maximum voltage stability, lower amount of pollutant and lower cost. The cost includes the installation costs of new equipment, reconfiguration costs, power loss cost, reliability cost, cost of energy purchased from power market, upgrade costs of lines and operation and maintenance costs of DGs. Therefore, the proposed methodology improves power quality, reliability and security in lower costs besides its preserve, with the operational indices of power distribution networks in acceptable level. To validate the proposed methodology's usefulness, it was applied on the IEEE 33-bus distribution system then the outcomes were compared with initial configuration. 展开更多
关键词 optimal reconfiguration renewable energy resources sitting and sizing capacitor allocation electric distribution system uncertainty modeling scenario based-stochastic programming multi-objective genetic algorithm
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Introduction to the Special Issue on Advances in Neutrosophic and Plithogenic Sets for Engineering and Sciences:Theory,Models,and Applications
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作者 S.A.Edalatpanah Florentin Smarandache 《Computer Modeling in Engineering & Sciences》 SCIE EI 2023年第2期817-819,共3页
Recently,research on uncertainty modeling has been progressing rapidly,and many essential and breakthrough studies have already been done.There are various ways to handle these uncertainties,such as fuzzy and intuitio... Recently,research on uncertainty modeling has been progressing rapidly,and many essential and breakthrough studies have already been done.There are various ways to handle these uncertainties,such as fuzzy and intuitionistic fuzzy sets.Although these concepts can take incomplete information in various real-world issues,they cannot address all types of uncertainty,such as indeterminate and inconsistent information.The neutrosophic theory founded by Florentin Smarandache in 1998 constitutes a further generalization of fuzzy set,intuitionistic fuzzy set,picture fuzzy set,Pythagorean fuzzy set,spherical fuzzy set,etc.Since then,this logic has been applied in various science and engineering domains. 展开更多
关键词 uncertainty modeling various science engineering domains
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A review of uncertain factors and analytic methods in long-term energy system optimization models
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作者 Siyu Feng Hongtao Ren Wenji Zhou 《Global Energy Interconnection》 EI CSCD 2023年第4期450-466,共17页
A larger number of uncertain factors in energy systems influence their evolution.Owing to the complexity of energy system modeling,incorporating uncertainty analysis to energy system modeling is essential for future e... A larger number of uncertain factors in energy systems influence their evolution.Owing to the complexity of energy system modeling,incorporating uncertainty analysis to energy system modeling is essential for future energy system planning and resource allocation.This study focusses on long-term energy system optimization model.The important uncertain parameters in the model are analyzed and divided into policy,economic,and technical factors.This study specifically addresses the challenges related to carbon emission reduction and energy transition.It involves collecting and organizing relevant research on uncertainty analysis of long-term energy systems.Various energy system uncertainty modeling methods and their applications from the literature are summarized in this review.Finally,important uncertainty factors and uncertainty modeling methods for long-term energy system modeling are discussed,and future research directions are proposed. 展开更多
关键词 Long-term energy system optimization models Uncertain factors Uncertainty modeling
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Robust design of sliding mode control for airship trajectory tracking with uncertainty and disturbance estimation
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作者 WASIM Muhammad ALI Ahsan +2 位作者 CHOUDHRY Mohammad Ahmad SHAIKH Inam Ul Hasan SALEEM Faisal 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2024年第1期242-258,共17页
The robotic airship can provide a promising aerostatic platform for many potential applications.These applications require a precise autonomous trajectory tracking control for airship.Airship has a nonlinear and uncer... The robotic airship can provide a promising aerostatic platform for many potential applications.These applications require a precise autonomous trajectory tracking control for airship.Airship has a nonlinear and uncertain dynamics.It is prone to wind disturbances that offer a challenge for a trajectory tracking control design.This paper addresses the airship trajectory tracking problem having time varying reference path.A lumped parameter estimation approach under model uncertainties and wind disturbances is opted against distributed parameters.It uses extended Kalman filter(EKF)for uncertainty and disturbance estimation.The estimated parameters are used by sliding mode controller(SMC)for ultimate control of airship trajectory tracking.This comprehensive algorithm,EKF based SMC(ESMC),is used as a robust solution to track airship trajectory.The proposed estimator provides the estimates of wind disturbances as well as model uncertainty due to the mass matrix variations and aerodynamic model inaccuracies.The stability and convergence of the proposed method are investigated using the Lyapunov stability analysis.The simulation results show that the proposed method efficiently tracks the desired trajectory.The method solves the stability,convergence,and chattering problem of SMC under model uncertainties and wind disturbances. 展开更多
关键词 AIRSHIP CHATTERING extended Kalman filter(EKF) model uncertainties estimation sliding mode controller(SMC)
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Adaptive Dynamic Programming-Based Attitude Optimal Tracking Control for a Quadrotor with Unmeasured Velocities and Model Uncertainties
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作者 Junrui Guo Xiaoyang Gao Tieshan Li 《Guidance, Navigation and Control》 2024年第2期25-46,共22页
This paper proposes an optimal output feedback tracking control scheme of the quadrotor unmanned aerial vehicle(UAV)attitude system with unmeasured angular velocities and model uncertainties.First,neural network(NN)is... This paper proposes an optimal output feedback tracking control scheme of the quadrotor unmanned aerial vehicle(UAV)attitude system with unmeasured angular velocities and model uncertainties.First,neural network(NN)is used to approximate the model uncertainties.Then,an NN velocity observer is established to estimate the unmeasured angular velocities.Further,a quadrotor output feedback attitude optimal tracking controller is designed,which consists of an adaptive controller designed by backstepping method and an optimal compensation term designed by adaptive dynamic programming.All signals in the closed-loop system are proved to be bounded.Finally,numerical simulation example shows that the quadrotor attitude tracking scheme is effective and feasible. 展开更多
关键词 Quadrotor optimal tracking control neural network velocity observer model uncertainties adaptive dynamic programming
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A New Tuning Method for Two-Degree-of-Freedom Internal Model Control under Parametric Uncertainty 被引量:10
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作者 Juwari Purwo sutikno Badhrulhisham Abdul aziz +1 位作者 Chin Sim yee Rosbi Mamat 《Chinese Journal of Chemical Engineering》 SCIE EI CAS CSCD 2013年第9期1030-1037,共8页
Internal model control (IMC) yields very good performance for set point tracking, but gives sluggish response for disturbance rejection problem. A two-degree-of-freedom IMC (2DOF-IMC) has been developed to overcom... Internal model control (IMC) yields very good performance for set point tracking, but gives sluggish response for disturbance rejection problem. A two-degree-of-freedom IMC (2DOF-IMC) has been developed to overcome the weakness. However, the setting of parameter becomes a complicated matter if there is an uncertainty model. The present study proposes a new tuning method for the controller. The proposed tuning method consists of three steps. Firstly, the worst case of the model uncertainty is determined. Secondly, the parameter of set point con- troller using maximum peak (Mp) criteria is specified, and finally, the parameter of the disturbance rejection con- troller using gain margin (GM) criteria is obtained. The proposed method is denoted as Mp-GM tuning method. The effectiveness of Mp-GM tuning method has evaluated and compared with IMC-controller tuning program (IMCTUNE) as bench mark. The evaluation and comparison have been done through the simulation on a number of first order plus dead time (FOPDT) and higher order processes. The FOPDT process tested includes processes with controllability ratio in the range 0.7 to 2.5. The higher processes include second order with underdarnped and third order with nonminimum phase processes. Although the two of higher order processes are considered as difficult processes, the proposed Mp-GM tuning method are able to obtain the good controller parameter even under process uncertainties. 展开更多
关键词 tuning 2DOF-IMC model uncertainty dead time process Mp-GM tuning IMCTUNE
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A review of progress in coupled ocean-atmosphere model developments for ENSO studies in China 被引量:12
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作者 ZHANG Rong-Hua YU Yongqiang +13 位作者 SONG Zhenya REN Hong-Li TANG Youmin QIAO Fangli WU Tongwen GAO Chuan HU Junya TIAN Feng ZHU Yuchao CHEN Lin LIU Hailong LIN Pengfei WU Fanghua WANG Lin 《Journal of Oceanology and Limnology》 SCIE CAS CSCD 2020年第4期930-961,共32页
El Nino-Southern Oscillation(ENSO) is the strongest interannual signal that is producedby basinscale processes in the tropical Pacific,with significant effects on weather and climate worldwide.In the past,extensive an... El Nino-Southern Oscillation(ENSO) is the strongest interannual signal that is producedby basinscale processes in the tropical Pacific,with significant effects on weather and climate worldwide.In the past,extensive and intensive international efforts have been devoted to coupled model developments for ENSO studies.A hierarchy of coupled ocean-atmo sphere models has been formulated;in terms of their complexity,they can be categorized into intermediate coupled models(ICMs),hybrid coupled models(HCMs),and fully coupled general circulation models(CGCMs).ENSO modeling has made significant progress over the past decades,reaching a stage where coupled models can now be used to successfully predict ENSO events 6 months to one year in advance.Meanwhile,ENSO exhibits great diversity and complexity as observed in nature,which still cannot be adequately captured by current state-of-the-art coupled models,presenting a challenge to ENSO modeling.We primarily reviewed the long-term efforts in ENSO modeling continually and steadily made at different institutions in China;some selected representative examples are presented here to review the current status of ENSO model developments and applications,which have been actively pursued with noticeable progress being made recently.As ENSO simulations are very sensitive to model formulations and process representations etc.,dedicated efforts have been devoted to ENSO model developments and improvements.Now,different ocean-atmosphere coupled models have been available in China,which exhibit good model performances and have already had a variety of applications to climate modeling,including the Coupled Model Intercomparison Project Phase 6(CMIP6).Nevertheless,large biases and uncertainties still exist in ENSO simulations and predictions,and there are clear rooms for their improvements,which are still an active area of researches and applications.Here,model performances of ENSO simulations are assessed in terms of advantages and disadvantages with these differently formulated coupled models,pinpointing to the areas where they need to be further improved for ENSO studies.These analyses provide valuable guidance for future improvements in ENSO simulations and predictions. 展开更多
关键词 El Niño-Southern Oscillation(ENSO) coupled ocean-atmosphere models simulations and predictions model biases and uncertainties
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Identification of the Mechanical Joint Parameters with Model Uncertainty 被引量:3
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作者 郭勤涛 张令弥 《Chinese Journal of Aeronautics》 SCIE EI CAS CSCD 2005年第1期47-52,共6页
Joint parameter identification is a key problem in the modeling of complex structures. The behavior of joint may be random due to the random properties of preload and joint geometries, contact surface and its finish, ... Joint parameter identification is a key problem in the modeling of complex structures. The behavior of joint may be random due to the random properties of preload and joint geometries, contact surface and its finish, etc. A method is presented to simulate the joint parameters as probabilistic variables. In this method the response surface based model updating method and probabilistic approaches are employed to identify the parameters. The study implies that joint parameters of some structures have normal or nearly normal distributions, and a linear FE model with probabilistic variables could illustrate dynamic characteristics of joints. 展开更多
关键词 joint parameter identification model updating model uncertainty response surface
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Robust tracking control for micro machine tools with load uncertainties 被引量:2
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作者 FAN Shi-xun FAN Da-peng +1 位作者 HONG Hua-jie ZHANG Zhi-yong 《Journal of Central South University》 SCIE EI CAS 2012年第1期117-127,共11页
The quality of the micro-mechanical machining outcome depends significantly on the tracking performance of the miniaturized linear motor drive precision stage. The tracking behavior of a direct drive design is prone t... The quality of the micro-mechanical machining outcome depends significantly on the tracking performance of the miniaturized linear motor drive precision stage. The tracking behavior of a direct drive design is prone to uncertainties such as model parameter variations and disturbances. Robust optimal tracking controller design for this kind of precision stages with mass and damping ratio uncertainties was researched. The mass and damping ratio uncertainties were modeled as the structured parametric uncertainty model. An identification method for obtaining the parametric uncertainties was developed by using unbiased least square technique. The instantaneous frequency bandwidth of the external disturbance signals was analyzed by using short time Fourier transform technique. A two loop tracking control strategy that combines the p-synthesis and the disturbance observer (DOB) techniques was proposed. The p-synthesis technique was used to design robust optimal controllers based on structured uncertainty models. By complementing the/z controller, the DOB was applied to further improving the disturbance rejection performance. To evaluate the positioning performance of the proposed control strategy, the comparative experiments were conducted on a prototype micro milling machine among four control schemes: the proposed two-loop tracking control, the single loop μ control, the PID control and the PID with DOB control. The disturbance rejection performances, the root mean square (RMS) tracking errors and the performance robustness of different control schemes were studied. The results reveal that the proposed control scheme has the best positioning performance. It reduces the maximal errors caused by disturbance forces such as friction force by 60% and the RMS errors by 63.4% compared with the PID control. Compared to PID with DOB control, it reduces the RMS errors by 29.6%. 展开更多
关键词 micro machine tools servos parametric uncertainty model instantaneous frequency disturbance observer p-synthesis
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Model Uncertainty Representation for a Convection-Allowing Ensemble Prediction System Based on CNOP-P 被引量:1
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作者 Lu WANG Xueshun SHEN +1 位作者 Juanjuan LIU Bin WANG 《Advances in Atmospheric Sciences》 SCIE CAS CSCD 2020年第8期817-831,共15页
Formulating model uncertainties for a convection-allowing ensemble prediction system(CAEPS)is a much more challenging problem compared to well-utilized approaches in synoptic weather forecasting.A new approach is prop... Formulating model uncertainties for a convection-allowing ensemble prediction system(CAEPS)is a much more challenging problem compared to well-utilized approaches in synoptic weather forecasting.A new approach is proposed and tested through assuming that the model uncertainty should reasonably describe the fast nonlinear error growth of the convection-allowing model,due to the fast developing character and strong nonlinearity of convective events.The Conditional Nonlinear Optimal Perturbation related to Parameters(CNOP-P)is applied in this study.Also,an ensemble approach is adopted to solve the CNOP-P problem.By using five locally developed strong convective events that occurred in pre-rainy season of South China,the most sensitive parameters were detected based on CNOP-P,which resulted in the maximum variations in precipitation.A formulation of model uncertainty is designed by adding stochastic perturbations into these sensitive parameters.Through comparison ensemble experiments by using all the 13 heavy rainfall cases that occurred in the flood season of South China in 2017,the advantages of the CNOP-P-based method are examined and verified by comparing with the well-utilized stochastically perturbed physics tendencies(SPPT)scheme.The results indicate that the CNOP-P-based method has potential in improving the under-dispersive problem of the current CAEPS. 展开更多
关键词 CNOP-P convective scale model uncertainty ensemble forecastforecast
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A Nonlinear Representation of Model Uncertainty in a Convective-Scale Ensemble Prediction System 被引量:1
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作者 Zhizhen XU Jing CHEN +2 位作者 Mu MU Guokun DAI Yanan MA 《Advances in Atmospheric Sciences》 SCIE CAS CSCD 2022年第9期1432-1450,共19页
How to accurately address model uncertainties with consideration of the rapid nonlinear error growth characteristics in a convection-allowing system is a crucial issue for performing convection-scale ensemble forecast... How to accurately address model uncertainties with consideration of the rapid nonlinear error growth characteristics in a convection-allowing system is a crucial issue for performing convection-scale ensemble forecasts.In this study,a new nonlinear model perturbation technique for convective-scale ensemble forecasts is developed to consider a nonlinear representation of model errors in the Global and Regional Assimilation and Prediction Enhanced System(GRAPES)Convection-Allowing Ensemble Prediction System(CAEPS).The nonlinear forcing singular vector(NFSV)approach,that is,conditional nonlinear optimal perturbation-forcing(CNOP-F),is applied in this study,to construct a nonlinear model perturbation method for GRAPES-CAEPS.Three experiments are performed:One of them is the CTL experiment,without adding any model perturbation;the other two are NFSV-perturbed experiments,which are perturbed by NFSV with two different groups of constraint radii to test the sensitivity of the perturbation magnitude constraint.Verification results show that the NFSV-perturbed experiments achieve an overall improvement and produce more skillful forecasts compared to the CTL experiment,which indicates that the nonlinear NFSV-perturbed method can be used as an effective model perturbation method for convection-scale ensemble forecasts.Additionally,the NFSV-L experiment with large perturbation constraints generally performs better than the NFSV-S experiment with small perturbation constraints in the verification for upper-air and surface weather variables.But for precipitation verification,the NFSV-S experiment performs better in forecasts for light precipitation,and the NFSV-L experiment performs better in forecasts for heavier precipitation,indicating that for different precipitation events,the perturbation magnitude constraint must be carefully selected.All the findings above lay a foundation for the design of nonlinear model perturbation methods for future CAEPSs. 展开更多
关键词 Convection-Allowing Ensemble Prediction System model uncertainty nonlinear forcing singular vector
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Uncertainty of Slope Length Derived from Digital Elevation Models of the Loess Plateau, China 被引量:7
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作者 ZHU Shi-jie TANG Guo-an +1 位作者 XIONG Li-yang ZHANG Gang 《Journal of Mountain Science》 SCIE CSCD 2014年第5期1169-1181,共13页
Although many studies have investigated slope gradient uncertainty derived from Digital Elevation Models(DEMs), the research concerning slope length uncertainty is far from mature. This discrepancy affects the availab... Although many studies have investigated slope gradient uncertainty derived from Digital Elevation Models(DEMs), the research concerning slope length uncertainty is far from mature. This discrepancy affects the availability and accuracy of soil erosion as well as hydrological modeling. This study investigates the formation and distribution of existing errors and uncertainties in slope length derivation based on 5-m resolution DEMs of the Loess Plateau in the middle of China. The slope length accuracy in three different landform areas is examined to analyse algorithm effects. The experiments indicate that the accuracy of the flat test area is lower than that of the rougher areas. The value from the specific contributing area(SCA) method is greater than the cumulative slope length(CSL), and the differences between these two methods arise from the shape of the upslope area. The variation of mean slope length derived from various DEM resolutions and landforms. The slope length accuracy decreases with increasing grid size and terrain complexity at the six test sites. A regression model is built to express the relationship of mean slope length with DEM resolution less than 85 m and terrain complexity represented by gully density. The results support the understanding of the slope length accuracy, thereby aiding in the effective evaluation of the modeling effect of surface process. 展开更多
关键词 Slope length Uncertainty Digital Elevation models(DEM) Loess terrain
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Output feedback robust model predictive control with unmeasurable model parameters and bounded disturbance 被引量:2
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作者 Baocang Ding Hongguang Pan 《Chinese Journal of Chemical Engineering》 SCIE EI CAS CSCD 2016年第10期1431-1441,共11页
The output feedback model predictive control(MPC),for a linear parameter varying(LPV) process system including unmeasurable model parameters and disturbance(all lying in known polytopes),is considered.Some previously ... The output feedback model predictive control(MPC),for a linear parameter varying(LPV) process system including unmeasurable model parameters and disturbance(all lying in known polytopes),is considered.Some previously developed tools,including the norm-bounding technique for relaxing the disturbance-related constraint handling,the dynamic output feedback law,the notion of quadratic boundedness for specifying the closed-loop stability,and the ellipsoidal state estimation error bound for guaranteeing the recursive feasibility,are merged in the control design.Some previous approaches are shown to be the special cases.An example of continuous stirred tank reactor(CSTR) is given to show the effectiveness of the proposed approaches. 展开更多
关键词 model predictive control Process systems Stability Recursive feasibility Uncertainty Norm-bounding technique
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Cost-Benefit Assessment of Inspection and Repair Planning for Ship Structures Considering Corrosion Model Uncertainty
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作者 李典庆 唐文勇 张圣坤 《China Ocean Engineering》 SCIE EI 2005年第3期409-420,共12页
Owing to high costs and unnecessary inspections necessitated by the traditional inspection planning for ship structures, the risk-based inspection and repair planning should be investigated for the most cost-effective... Owing to high costs and unnecessary inspections necessitated by the traditional inspection planning for ship structures, the risk-based inspection and repair planning should be investigated for the most cost-effective inspection. This paper aims to propose a cost-benefit assessment model of risk-based inspection and repair planning for ship structures subjected to corrosion deterioration. Then, the benefit-cost ratio is taken to be an index for the selection of the optimal inspection and repair strategy. The planning problem is formulated as an optimization problem where the benefit-cost ratio for the expected lifetime is maximized with a constraint on the minimum acceptalbe reliability index. To account for the effect of corrosion model uncertainty on the cost-benefit assessment, two corrosion models, namgly, Paik' s model and Guedes Soares' model, are adopted for analysis. A numerical example is presented to illustrate the proposed method. Sensitivity studies are also providet. The results indicate that the proposed method of risk-based cost-benefit analysis can effectively integrate the economy with reliability of the inspection and repair planning. A balance can be achieved between the risk cost and total expected inspection and repair costs with the proposed method, which is very. effective in selecting the optimal inspection and repair strategy. It is pointed out that the corrosion model uncertainty and parametric uncertaintg have a significant impact on the cost-benefit assessment of inspection and repair planning. 展开更多
关键词 ship structures inspection and repair planning COST-BENEFIT model uncertainty
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Dynamic Portfolio Choice under Uncertainty about Asset Return Model
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作者 何朝林 孟卫东 《Journal of Donghua University(English Edition)》 EI CAS 2009年第6期645-650,共6页
The effect of uncertainty about stochastic diffusion model on dynamic portfolio choice of an investor who maximizes utility of terminal portfolio wealth was studied.It applied stochastic control method to obtain the c... The effect of uncertainty about stochastic diffusion model on dynamic portfolio choice of an investor who maximizes utility of terminal portfolio wealth was studied.It applied stochastic control method to obtain the closed-form solution of optimal dynamic portfolio,and used the Bayesian rule to estimate the model parameters to do an empirical study on two different samples of Shanghai Exchange Composite Index.Results show,model uncertainty results in positive or negative hedging demand of portfolio,which depends on investor's attitude toward risk;the effect of model uncertainty is more significant with the increasing of investment horizon,the decreasing of investor's risk-aversion degree,and the decreasing of information;predictability of risky asset return increases its allocation in portfolio,at the same time,the effect of model uncertainty also strengthens. 展开更多
关键词 dynamic portfolio model uncertainty estimation risk Bayesian analysis
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Effects of Bayesian Model Selection on Frequentist Performances: An Alternative Approach
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作者 Georges Nguefack-Tsague Walter Zucchini 《Applied Mathematics》 2016年第10期1103-1115,共14页
It is quite common in statistical modeling to select a model and make inference as if the model had been known in advance;i.e. ignoring model selection uncertainty. The resulted estimator is called post-model selectio... It is quite common in statistical modeling to select a model and make inference as if the model had been known in advance;i.e. ignoring model selection uncertainty. The resulted estimator is called post-model selection estimator (PMSE) whose properties are hard to derive. Conditioning on data at hand (as it is usually the case), Bayesian model selection is free of this phenomenon. This paper is concerned with the properties of Bayesian estimator obtained after model selection when the frequentist (long run) performances of the resulted Bayesian estimator are of interest. The proposed method, using Bayesian decision theory, is based on the well known Bayesian model averaging (BMA)’s machinery;and outperforms PMSE and BMA. It is shown that if the unconditional model selection probability is equal to model prior, then the proposed approach reduces BMA. The method is illustrated using Bernoulli trials. 展开更多
关键词 model Selection Uncertainty model Uncertainty Bayesian model Selection Bayesian model Averaging Bayesian Theory Frequentist Performance
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Uncertainty in projections of the South Asian summer monsoon under global warming by CMIP6 models:Role of tropospheric meridional thermal contrast
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作者 Yunqi Kong Yuting Wu +2 位作者 Xiaoming Hu Yana Li Song Yang 《Atmospheric and Oceanic Science Letters》 CSCD 2022年第1期56-61,共6页
Driven by the increase in CO_(2)concentration,climate models reach a consensus that the large-scale circulation of the South Asian summer monsoon(SASM) becomes weakened but with different magnitudes.This study investi... Driven by the increase in CO_(2)concentration,climate models reach a consensus that the large-scale circulation of the South Asian summer monsoon(SASM) becomes weakened but with different magnitudes.This study investigates the major uncertainty sources of the SASM response to an abrupt quadrupling of CO_(2)(abrupt-4×CO_(2))in 18 models of phase 6 of the Coupled Model Intercomparison Project.The projected weakening of the SASM indicated by both zonal and meridional monsoon circulation indices is closely linked to decreases in the meridional gradient of upper-tropospheric temperature between Eurasia and the Indian Ocean(EUTT-IUTT).A climate feedback-response analysis method is applied to linearly decompose the uncertainty of changes in EUTT-IUTT into the partial changes due to external forcing and internal processes of the earth-atmosphere column.Results show that the uncertainty of changes in EUTT-IUTT is contributed positively by the dominant atmospheric dynamic process,followed by the cloud shortwave radiative effect,and negatively by the surface latent heat flux and cloud longwave radiative effect.Contributions from CO_(2)forcing and other internal processes including albedo and water vapor feedbacks,oceanic heat storage,and sensible heat flux are found to be minor. 展开更多
关键词 South Asian summer monsoon CMIP6 Uncertainty in model projection Meridional temperature gradient Climate Feedback-Response Analysis Method
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Application of Polynomial Mathematical Models for the Extraction of Bioactive Compounds from Plant Sources
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作者 Mariana Rusu Aliona Ghendov-Mosanu Rodica Sturza 《Applied Mathematics》 2021年第11期1126-1144,共19页
This article focuses on the mathematical modelling of the extraction process of bioactive compounds from grape marc and berries (Aronia, rosehip, rowan, and hawthorn). The composition of the extraction medium (the con... This article focuses on the mathematical modelling of the extraction process of bioactive compounds from grape marc and berries (Aronia, rosehip, rowan, and hawthorn). The composition of the extraction medium (the concentration of the ethyl alcohol) served as a factor of influence. Furthermore, 8 experimental measured parameters were used as variables. The experimental results were processed using Hermite polynomials. In order to adapt the degree of the polynomial, the following conditions were imposed: high precision of the mathematical model by appealing to models on interval;obtaining a nominal model and two uncertain models (upper and lower);deduction of two predictive models, one superior and one inferior. It was found that the mathematical models based on Hermite polynomials do not provide explicit analytical expressions, although they allow the establishment of parameter values for any concentration of the extraction medium. In some cases, only high-grade polynomial models ensure the modelling error below 2%. Uncertain models (upper and lower 95%) include all experimental data. Predictive mathematical models (upper and lower) were established for a high prediction. The analytical expressions of the mathematical models on intervals are non-gaps, the coefficients having non-zero values. Dependencies between the measured parameters and the composition of the extraction solvent were analyzed, the results being presented through the calculation of a surface, with all the experimental values and their average values. Thus, it was found that polynomial mathematical models provide complete information for modelling the extraction processes of bioactive compounds of plant origin. 展开更多
关键词 Polynomial Mathematical models ERROR Upper and Lower Uncertainty model Ethyl Alcohol Concentration PARAMETER Plant Sources
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