Bayesian system identification of dynamical systems using large sets of training data: A MCMC solution

In the last 20 years the applicability of Bayesian inference to the system identification of structurally dynamical systems has been helped considerably by the emergence of Markov chain Monte Carlo (MCMC) algorithms – stochastic simulation methods which alleviate the need to evaluate the intractable integrals which often arise during Bayesian analysis. In this paper specific attention is given to the situation where, with the aim of performing Bayesian system identification, one is presented with very large sets of training data. Building on previous work by the author, an MCMC algorithm is presented which, through combing Data Annealing with the concept of ‘highly informative training data’, can be used to analyse large sets of data in a computationally cheap manner. The new algorithm is called Smooth Data Annealing.     

Selecting supplier combination based on fuzzy multicriteria analysis

Existing multicriteria analysis (MCA) methods are probably ineffective in selecting a supplier combination. Thus, an MCA-based fuzzy 0-1 programming method is introduced. The programming relates to a simple MCA matrix that is used to select a single supplier. By solving the programming, the most feasible combination of suppliers is selected. Importantly, this result differs from selecting suppliers one by one according to a single-selection order, which is used to rank sole suppliers in existing MCA methods. An example highlights such difference and illustrates the proposed method.     

Quantitative analysis of semiconductor supply chain contracts with order flexibility under demand uncertainty: A case study

The evidence base for the configuration of rolling horizon flexibility (RHF) contracts (a type of quantity flexibility contract) used in the semiconductor industry to coordinate production and demand remains meagre, more art than science. Informed by the characteristics of actual clauses and demand behaviors drawn from a company’s experience, a discrete-event simulation model is developed to represent the company’s supply chain. It comprises of three parties: a customer, a supplier (semiconductor manufacturer), and a capacity provider. Through analysis of customer forecasted demand the paper characterizes forecast demand as being under, over or unbiased. Models of these forecasted demands drives both long and short term planning. In long term planning, which is given twelve months before an order is delivered, capacity at the capacity provider is booked. Short term planning is also driven by this forecast which, within a binding period, is governed by an RHF contract. Results from the model report inventory levels, and delivery compliance, namely Delivery Performance (DP) and Delivery Reliability (DR), measures widely used in this sector. It is concluded from this work that on the balance of performance measures RHF contracts with asymmetrical flexibility bounds are substantially better than those with symmetrical boundaries, and that this conclusion is robust with regard to both over-planning and under-planning behaviors. This robustness is a critical attribute with respect to the endemic medium-term vacillation between both states experienced in practice in this sector.     

TCBR-HMM: An HMM-based text classifier with a CBR system

This paper presents an innovative solution to model distributed adaptive systems in biomedical environments. We present an original TCBR-HMM (Text Case Based Reasoning-Hidden Markov Model) for biomedical text classification based on document content. The main goal is to propose a more effective classifier than current methods in this environment where the model needs to be adapted to new documents in an iterative learning frame. To demonstrate its achievement, we include a set of experiments, which have been performed on OSHUMED corpus. Our classifier is compared with Naive Bayes and SVM techniques, commonly used in text classification tasks. The results suggest that the TCBR-HMM Model is indeed more suitable for document classification. The model is empirically and statistically comparable to the SVM classifier and outperforms it in terms of time efficiency.     

Supply chain planning and scheduling integration using Lagrangian decomposition in a knowledge management environment

The integration of planning and scheduling decisions in rigorous mathematical models usually results in large scale problems. In order to tackle the problem complexity, decomposition techniques based on duality and information flows between a master and a set of subproblems are widely applied. In this sense, ontologies improve information sharing and communication in enterprises and can even represent holistic mathematical models facilitating the use of analytic tools and providing higher flexibility for model building. In this work, we exploit this ontologies’ capability to address the optimal integration of planning and scheduling using a Lagrangian decomposition approach. Scheduling/planning sub-problems are created for each facility/supply chain entity and their dual solution information is shared by means of the ontological framework. Two case studies based on a STN representation of supply chain planning and scheduling models are presented to emphasize the advantages and limitations of the proposed approach.     

考虑交叉销售的O2O供应链合作广告策略研究

基于网络零售平台与制造商的合作广告实践，运用Stackelberg博弈理论研究了平台交叉销售效应及合作广告引导作用对O2O供应链合作广告决策的影响，并通过数值算例对参与合作广告计划前后渠道成员的决策变量均衡结果和利润进行对比分析，研究发现平台交叉销售效应是影响网络零售平台合作广告计划制定和实施的关键因素，只有当其达到一定水平时，制造商才拥有参与网络零售平台合作广告计划的资格；在一定条件时，合作广告计划能够实现制造商和网络零售平台利润的提升；当平台交叉销售效应较大时，网络零售平台获得的利润大于制造商。     

基于信任链的骚扰电话预判技术研究

当前,骚扰电话乱象屡禁不止,严重影响了人民群众的正常生活,甚至威胁到个人财产安全,因此简单有效地识别骚扰电话技术成为亟待解决的问题。区别于现有的对电话号码进行黑白名单标记、大数据分析等识别方法,提出基于信任链的骚扰电话预判技术,从可信度量的角度计算来电号码的可靠程度,并针对高危受害群体的典型应用场景进行分析,通过对骚扰电话的预判,降低其受到电话骚扰甚至电话诈骗的可能性。     

基于马尔可夫随机场的加密二值图像有损压缩算法

尽管当前已有众多二值图像的压缩方法,但这些方法并不能直接应用于加密二值图像的压缩。在云计算、分布式处理等场景下,如何高效地对加密二值图像进行有损压缩仍然是一个挑战,而当前鲜有这方面的研究。针对此问题,提出了一种基于马尔可夫随机场(MRF)的加密二值图像有损压缩算法。该算法用MRF表征二值图像的空域统计特性,进而借助MRF及解压缩还原的像素推断加密二值图像压缩过程中被丢弃的像素。所提算法的发送方采用流密码对二值图像进行加密,云端先后利用分块均匀但块内随机的下抽样方式及低密度奇偶校验(LDPC)编码对加密二值图像进行压缩,接收方则通过构造包含解码、解密及MRF重构的联合因子图实现二值图像的有损重构。实验结果表明,所提算法获得了较好的压缩效率,在0.2~0.4 bpp压缩率时有损重构图像的比特误差率(BER)不超过5%;而与针对未加密原始二值图像的国际压缩标准JBIG2的压缩效率相比,所提算法的压缩效率与其相当。这些充分表明了所提算法的可行性与有效性。     

Blockchain in global supply chains and cross border trade: a critical synthesis of the state-of-the-art,challenges and opportunities

Blockchain possesses the potential of transforming global supply chain management. Gartner predicts that blockchain could be able to track $2?T of goods and services in their movement across the globe by 2023, and blockchain will be a more than $3 trillion business by 2030. Nowadays, a growing number of blockchain initiatives are disrupting traditional business models in each sector. In this paper, we provide a timely and holistic overview of the state-of-the-art, challenges, gaps and opportunities in global supply chain and trade operations for both the private sector and governmental agencies, by synthesising a wide range of resources from business leaders, global international organisations, leading supply chain consulting firms, research articles, trade magazines and conferences. We then identify collaborative schema and future research directions for industry, government, and academia to jointly work together in ensuring that the full potential of blockchain is unleashed amidst the socioeconomic, geopolitical and technological disruptions that global supply chains and trade are facing.     

A hidden Markov model to detect regime changes in cryptoasset markets

The objective of this work is to understand the dynamics of cryptocurrency prices. Specifically, how prices switch between different regimes, going from “bull” to “stable” and “bear” times. For this purpose, we propose a hidden Markov model that aims at explaining the evolution of Bitcoin prices through different, unobserved states. The implementation of the proposed model includes a likelihood ratio test that allows to compare models with different states and with different covariance structures. Our empirical findings show that the time movements of Bitcoin prices across different exchange markets are well-described by the proposed model. In particular, a parsimonious model with a diagonal covariance matrix leads to better predictions, compared with a model with a full covariance matrix.