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11 – 20 of over 72000Amir Albadvi and Hamidreza Koosha
The main purpose of this research is to find an optimal allocation of marketing budgets which maximizes customer equity in an uncertain environment. Since markets are naturally…
Abstract
Purpose
The main purpose of this research is to find an optimal allocation of marketing budgets which maximizes customer equity in an uncertain environment. Since markets are naturally uncertain environments, the aim is to incorporate uncertainty into the model.
Design/methodology/approach
Researchers have developed a mathematical programming model which employs customer equity as an objective function in order to allocate marketing budgets. The robust optimization approach is employed to tackle the proposed model, which deals with uncertainty.
Findings
The solution of the robust model is shown to be feasible and satisfactory in all uncertain situations. The robust solutions (of the presented model) are stable in volatile situations; while if the solution of deterministic models is used, it may be suboptimal or even infeasible. Sensitivity analysis of the deterministic solution only describes how stable is the suggested solution, but a robust optimization approach always provides a stable solution.
Research limitations/implications
The presented model will be most effective where uncertainty is high; if uncertainty is not a matter of concern or estimates are reliable, deterministic models are also effective.
Practical implications
Companies periodically decide on marketing budgets in order to achieve predefined marketing targets in future periods. The results of this research may be useful and applicable in marketing departments for allocating marketing budgets, especially in uncertain environments.
Originality/value
The main contribution of this research lies in providing an approach to allocate marketing budgets in uncertain environments. Unlike previous studies, the presented method takes into account the uncertainty of parameters in a systematic way. Hence, in case of high degrees of uncertainty, the use of robust optimization is strictly recommended.
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Steven C Bourassa, Eva Cantoni and Martin Hoesli
– The purpose of this paper is to demonstrate the application of robust techniques to the estimation of hedonic house price indexes.
Abstract
Purpose
The purpose of this paper is to demonstrate the application of robust techniques to the estimation of hedonic house price indexes.
Design/methodology/approach
The authors use simulation analysis to compare an index estimated using ordinary least squares (OLS) with several indexes estimated using robust techniques. The analysis uses sales transactions data from a US city. The authors then explore how robust methods can correct for omitted variables under some circumstances and how they affect the revision problem that occurs when longitudinal hedonic indexes are updated.
Findings
Robust methods can resolve missing variable problems in some circumstances and also can substantially reduce the revision problem in longitudinal hedonic indexes.
Practical implications
Robust techniques may be preferable to OLS when constructing longitudinal hedonic indexes.
Originality/value
This is the first paper to undertake a systematic analysis of the applicability of robust techniques in constructing hedonic house price indexes.
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Rooh ul Amin and Aijun Li
The purpose of this paper is to present μ-synthesis-based robust attitude trajectory tracking control of three degree-of-freedom four rotor hover vehicle.
Abstract
Purpose
The purpose of this paper is to present μ-synthesis-based robust attitude trajectory tracking control of three degree-of-freedom four rotor hover vehicle.
Design/methodology/approach
Comprehensive modelling of hover vehicle is presented, followed by development of uncertainty model. A μ-synthesis-based controller is designed using the DK iteration method that not only handles structured and unstructured uncertainties effectively but also guarantees robust performance. The performance of the proposed controller is evaluated through simulations, and the controller is also implemented on experimental platform. Simulation and experimental results validate that μ-synthesis-based robust controller is found effective in: solving robust attitude trajectory tracking problem of multirotor vehicle systems, handling parameter variations and dealing with external disturbances.
Findings
Performance analysis of the proposed controller guarantees robust stability and also ensures robust trajectory tracking performance for nominal system and for 15-20 per cent variations in the system parameters. In addition, the results also ensure robust handling of wind gusts disturbances.
Originality/value
This research addresses the robust performance of hover vehicle’s attitude control subjected to uncertainties and external disturbances using μ-synthesis-based controller. This is the only method so far that guarantees robust stability and performance simultaneously.
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Jie Liu, Guilin Wen, Qixiang Qing, Fangyi Li and Yi Min Xie
This paper aims to tackle the challenge topic of continuum structural layout in the presence of random loads and to develop an efficient robust method.
Abstract
Purpose
This paper aims to tackle the challenge topic of continuum structural layout in the presence of random loads and to develop an efficient robust method.
Design/methodology/approach
An innovative robust topology optimization approach for continuum structures with random applied loads is reported. Simultaneous minimization of the expectation and the variance of the structural compliance is performed. Uncertain load vectors are dealt with by using additional uncertain pseudo random load vectors. The sensitivity information of the robust objective function is obtained approximately by using the Taylor expansion technique. The design problem is solved using bi-directional evolutionary structural optimization method with the derived sensitivity numbers.
Findings
The numerical examples show the significant topological changes of the robust solutions compared with the equivalent deterministic solutions.
Originality/value
A simple yet efficient robust topology optimization approach for continuum structures with random applied loads is developed. The computational time scales linearly with the number of applied loads with uncertainty, which is very efficient when compared with Monte Carlo-based optimization method.
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Xiaojun Wang, Zhenxian Luo and Xinyu Geng
This paper is to present an experiment to verify that the motion errors of robust topology optimization results of compliant mechanisms are insensitive to load dispersion.
Abstract
Purpose
This paper is to present an experiment to verify that the motion errors of robust topology optimization results of compliant mechanisms are insensitive to load dispersion.
Design/methodology/approach
First, the test pieces of deterministic optimization and robust optimization results are manufactured by the combination of three-dimensional (3D) printing and casting techniques. To measure the displacement of the test piece of compliant mechanism, a displacement measurement method based on the image recognition technique is proposed in this paper.
Findings
According to the experimental data analysis, the robust topology optimization results of compliant mechanisms are less sensitive to uncertainties, comparing with the deterministic optimization results.
Originality/value
An experiment is presented to verify the effectiveness of robust topology optimization for compliant mechanisms. The test pieces of deterministic optimization and robust optimization results are manufactured by the combination of 3D printing and casting techniques. By comparing the experimental data, it is found that the motion errors of robust topology optimization results of compliant mechanisms are insensitive to load dispersion.
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Ahmad Hakimi, Amirhossein Amiri and Reza Kamranrad
The purpose of this paper is to develop some robust approaches to estimate the logistic regression profile parameters in order to decrease the effects of outliers on the…
Abstract
Purpose
The purpose of this paper is to develop some robust approaches to estimate the logistic regression profile parameters in order to decrease the effects of outliers on the performance of T2 control chart. In addition, the performance of the non-robust and the proposed robust control charts is evaluated in Phase II.
Design/methodology/approach
In this paper some, robust approaches including weighted maximum likelihood estimation, redescending M-estimator and a combination of these two approaches (WRM) are used to decrease the effects of outliers on estimating the logistic regression parameters as well as the performance of the T2 control chart.
Findings
The results of the simulation studies in both Phases I and II show the better performance of the proposed robust control charts rather than the non-robust control chart for estimating the logistic regression profile parameters and monitoring the logistic regression profiles.
Practical implications
In many practical applications, there are outliers in processes which may affect the estimation of parameters in Phase I and as a result of deteriorate the statistical performance of control charts in Phase II. The methods developed in this paper are effective for decreasing the effect of outliers in both Phases I and II.
Originality/value
This paper considers monitoring the logistic regression profile in Phase I under the presence of outliers. Also, three robust approaches are developed to decrease the effects of outliers on the parameter estimation and monitoring the logistic regression profiles in both Phases I and II.
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Jingjing Yang and Timothy J. Vogelsang
We analyze Lagrange Multiplier (LM) tests for a shift in trend of a univariate time series at an unknown date. We focus on the class of LM statistics based on nonparametric kernel…
Abstract
We analyze Lagrange Multiplier (LM) tests for a shift in trend of a univariate time series at an unknown date. We focus on the class of LM statistics based on nonparametric kernel estimates of the long run variance. Extending earlier work for models with nontrending data, we develop a fixed-b asymptotic theory for the statistics. The fixed-b theory suggests that, for a given statistic, kernel, and significance level, there usually exists a bandwidth such that the fixed-b asymptotic critical value is the same for both I(0) and I(1) errors. These “robust” bandwidths are calculated using simulation methods for a selection of well-known kernels. We find when the robust bandwidth is used, the supremum statistic configured with either the Bartlett or Daniell kernel gives LM tests with good power. When testing for a slope change, we obtain the surprising finding that less trimming of potential shift dates leads to higher power, which contrasts the usual relationship between trimming and power. Finite sample simulations indicate that the robust LM statistics have stable size with good power.
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Duo Zhang, Yonghua Li, Gaping Wang, Qing Xia and Hang Zhang
This study aims to propose a more precise method for robust design optimization of mechanical structures with black-box problems, while also considering the efficiency of…
Abstract
Purpose
This study aims to propose a more precise method for robust design optimization of mechanical structures with black-box problems, while also considering the efficiency of uncertainty analysis.
Design/methodology/approach
The method first introduces a dual adaptive chaotic flower pollination algorithm (DACFPA) to overcome the shortcomings of the original flower pollination algorithm (FPA), such as its susceptibility to poor accuracy and convergence efficiency when dealing with complex optimization problems. Furthermore, a DACFPA-Kriging model is developed by optimizing the relevant parameter of Kriging model via DACFPA. Finally, the dual Kriging model is constructed to improve the efficiency of uncertainty analysis, and a robust design optimization method based on DACFPA-Dual-Kriging is proposed.
Findings
The DACFPA outperforms the FPA, particle swarm optimization and gray wolf optimization algorithms in terms of solution accuracy, convergence speed and capacity to avoid local optimal solutions. Additionally, the DACFPA-Kriging model exhibits superior prediction accuracy and robustness contrasted with the original Kriging and FPA-Kriging. The proposed method for robust design optimization based on DACFPA-Dual-Kriging is applied to the motor hanger of the electric multiple units as an engineering case study, and the results confirm a significant reduction in the fluctuation of the maximum equivalent stress.
Originality/value
This study represents the initial attempt to enhance the prediction accuracy of the Kriging model using the improved FPA and to combine the dual Kriging model for uncertainty analysis, providing an idea for the robust optimization design of mechanical structure with black-box problem.
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Vinayambika S. Bhat, Thirunavukkarasu Indiran, Shanmuga Priya Selvanathan and Shreeranga Bhat
The purpose of this paper is to propose and validate a robust industrial control system. The aim is to design a Multivariable Proportional Integral controller that accommodates…
Abstract
Purpose
The purpose of this paper is to propose and validate a robust industrial control system. The aim is to design a Multivariable Proportional Integral controller that accommodates multiple responses while considering the process's control and noise parameters. In addition, this paper intended to develop a multidisciplinary approach by combining computational science, control engineering and statistical methodologies to ensure a resilient process with the best use of available resources.
Design/methodology/approach
Taguchi's robust design methodology and multi-response optimisation approaches are adopted to meet the research aims. Two-Input-Two-Output transfer function model of the distillation column system is investigated. In designing the control system, the Steady State Gain Matrix and process factors such as time constant (t) and time delay (?) are also used. The unique methodology is implemented and validated using the pilot plant's distillation column. To determine the robustness of the proposed control system, a simulation study, statistical analysis and real-time experimentation are conducted. In addition, the outcomes are compared to different control algorithms.
Findings
Research indicates that integral control parameters (Ki) affect outputs substantially more than proportional control parameters (Kp). The results of this paper show that control and noise parameters must be considered to make the control system robust. In addition, Taguchi's approach, in conjunction with multi-response optimisation, ensures robust controller design with optimal use of resources. Eventually, this research shows that the best outcomes for all the performance indices are achieved when Kp11 = 1.6859, Kp12 = −2.061, Kp21 = 3.1846, Kp22 = −1.2176, Ki11 = 1.0628, Ki12 = −1.2989, Ki21 = 2.454 and Ki22 = −0.7676.
Originality/value
This paper provides a step-by-step strategy for designing and validating a multi-response control system that accommodates controllable and uncontrollable parameters (noise parameters). The methodology can be used in any industrial Multi-Input-Multi-Output system to ensure process robustness. In addition, this paper proposes a multidisciplinary approach to industrial controller design that academics and industry can refine and improve.
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Zhao Dong, Ziqiang Sheng, Yadong Zhao and Pengpeng Zhi
Mechanical products usually require deterministic finite element analysis in the design phase to determine whether their structures meet the requirements. However, deterministic…
Abstract
Purpose
Mechanical products usually require deterministic finite element analysis in the design phase to determine whether their structures meet the requirements. However, deterministic design ignores the influence of uncertainties in the design and manufacturing process of mechanical products, leading to the problem of a lack of design safety or excessive redundancy in the design. In order to improve the accuracy and rationality of the design results, a robust design method for structural reliability based on an active-learning marine predator algorithm (MPA)–backpropagation (BP) neural network is proposed.
Design/methodology/approach
The MPA was used to obtain the optimal weights and thresholds of a BP neural network, and an active-learning function applicable to neural networks was proposed to efficiently improve the prediction performance of the BP neural network. On this basis, a robust optimization design method for mechanical product reliability based on the active-learning MPA-BP model was proposed. Random moving quadrilateral sampling was used to obtain the sample points required for training and testing of the neural network, and the reliability sensitivity corresponding to each sample point was calculated by subset simulated significant sampling (SSIS). The total mass of the mechanical product and the structural reliability sensitivity of the trained active-learning MPA-BP model output were taken as the optimization objectives, and a multi-objective reliability-robust optimization design model was constructed, which was solved by the second-generation non-dominated ranking genetic algorithm (NSGA-II). Then, the dominance function was used in the obtained Pareto solution set to make a dominance-seeking decision to obtain the final reliability-robust optimization design solution. The feasibility of the proposed method was verified by a reliability-robust optimization design example of the bogie frame.
Findings
The prediction error of the active-learning MPA-BP neural network was smaller than those of the particle swarm optimization (PSO)-BP, marine predator algorithm (MPA)-BP and genetic algorithm (GA)-BP neural networks under the same basic parameter settings of the algorithm, which indicated that the improvement strategy proposed in this paper improved the prediction accuracy of the BP neural network. To ensure the reliability of the bogie frame, the reliability sensitivity and total mass of the bogie frame were reduced, which not only realized the lightweight design of the bogie frame, but also improved the reliability and robustness of the bogie.
Originality/value
The MPA algorithm with a higher optimization efficiency was introduced to find the weights and thresholds of the BP neural network. A new active-learning function was proposed to improve the prediction accuracy of the MPA-BP neural network.
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