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    Wyświetlanie 1-8 z 8
    Tytuł:
    Fuzzy satisfactory evaluation method for covering the ability comparison in the context of DEA efficiency
    Autorzy:
    Uemura, Y.
    Powiązania:
    https://bibliotekanauki.pl/articles/969967.pdf
    Data publikacji:
    2006
    Wydawca:
    Polska Akademia Nauk. Instytut Badań Systemowych PAN
    Tematy:
    DEA
    Charnes-Cooper-Rhodes model
    fuzzy log-linear model
    fuzzy goal
    Opis:
    Evaluation of efficiency of each of the DMUs (Decision Making Units) in a company is a very important task. Thus, the studies of evaluation of efficiency are being actively carried out, based on production function. Until quite recently, the loglinear production function (the Cobb-Douglas function) has been used for evaluation purposes. The loglinear model evaluates the DMUs by measuring the average efficiency. Of late, the DEA (Data Envelopment Analysis) focussed the interest as the available method, in the form of either the CCR (Charnes-Cooper-Rhodes) or the BCC (Banker-Charnes-Cooper) model. However, the DEA approach does not provide for the lower limit of the production set, but only for the upper one. Hence, considering the fact that in the real-life problems the production set ranges between the lower and the upper limit, it is proposed that the possibility production function be constructed by introducing fuzziness into the loglinear production function. When we try to evaluate efficiency with the help of this possibility function, we can obtain from it two efficiency ratings, corresponding to the upper and lower limits. The DEA and the fuzzy loglinear models perform evaluation in the sense of inclusion of all the DMU data and provide a dual possibility image of efficiency in the sense that the DEA assesses the lower limit of inputs for the given output, while the fuzzy loglinear model assesses the maximum output for the given inputs. Hence, by making full use of this duality, we try to fuse the DEA and the fuzzy loglinear model in the evaluation of DMU efficiency by introducing a fuzzy goal. We propose to construct the fuzzy goal by evaluating the ratings for individual outputs with the help of fuzzy loglinear analysis, and introduce this fuzzy goal into the DEA. This approach can yield both efficiency and ability as obtained from the comparison of the CCR-based efficiencies.
    Źródło:
    Control and Cybernetics; 2006, 35, 2; 487-495
    0324-8569
    Pojawia się w:
    Control and Cybernetics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    A comparative study of the fuzzy linear model and the DEA in evaluation of efficiency of the DMUs
    Autorzy:
    Uemura, Y.
    Powiązania:
    https://bibliotekanauki.pl/articles/206862.pdf
    Data publikacji:
    1998
    Wydawca:
    Polska Akademia Nauk. Instytut Badań Systemowych PAN
    Tematy:
    model liniowy rozmyty
    BCC model
    DEA
    fuzzy log-linear model
    possibility production set
    Opis:
    Evaluation of efficiency for every DMU (Decision Making Unit) in a company is a very important issue. Thus, the studies of evaluation of efficiency are being actively carried out on the basis of production functions. Until now, loglinear production function (Cobb-Douglas model) has been used for evaluation. This loglinear model evaluates DMUs by measuring the average. Recently, DEA (Data Envelopment Analysis) has been applied as the available method involving, for example, the CCR (Charnes-Cooper-Rhodes) and BCC (Banker-Charnes-Cooper) models. However, the IDEA models do not have the lower limit on the production set, but only the upper limit. Since, however, we consider that the real problems have the production set extending from the lower limit to the upper limit, we propose the possibility production function obtained by introducing the fuzziness into the loglinear production function. As we try to evaluate the efficiency by this possibility production function we can obtain two efficiency ratings: for the upper and lower limits. Though both DEA and fuzzy loglinear model include all the DMU data, in the DEA approach we obtain the lower limit on inputs for the given output, while in the fuzzy loglinear approach we obtain the possibility maximum output for the given inputs. By making full use of the difference between the two approaches, we try to compare the DEA and the fuzzy loglinear model in the evaluation of efficiency of the DMUs. In terms of two efficiency ratings, fuzzy loglinear model can yield more exact ranking for every DMU than DEA. Genarally, when a DMU has efficiency less that 1 by fuzzy loglinear analysis, it means that there is a possibility of obtaining larger output for the given inputs.
    Źródło:
    Control and Cybernetics; 1998, 27, 3; 471-477
    0324-8569
    Pojawia się w:
    Control and Cybernetics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Immunization and convex interest rate shifts
    Autorzy:
    Barber, J. R.
    Powiązania:
    https://bibliotekanauki.pl/articles/206488.pdf
    Data publikacji:
    2013
    Wydawca:
    Polska Akademia Nauk. Instytut Badań Systemowych PAN
    Tematy:
    immunization
    yield curve
    linear factor model
    convexity
    Opis:
    An important issue in immunization theory is the form of the interest rate process under which immunization is feasible. This paper generalizes Fisher and Weil immunization result to convex interest rate shifts, and examines the practical significance of this generalization. We examine the features of a linear factor model that are consistent with a convex shift. In particular, we show that a specific two factor linear model is sufficient and necessary for a convex shift. This two factor specification allows parallel and damped yield curve shifts, which in combination can twist the yield curie.
    Źródło:
    Control and Cybernetics; 2013, 42, 1; 259-266
    0324-8569
    Pojawia się w:
    Control and Cybernetics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Method of identifying a type 2 membership function and application to decision-making problems
    Autorzy:
    Uemura, Y.
    Powiązania:
    https://bibliotekanauki.pl/articles/970059.pdf
    Data publikacji:
    2015
    Wydawca:
    Polska Akademia Nauk. Instytut Badań Systemowych PAN
    Tematy:
    type 2 membership function
    fuzzy linear regression model
    fuzzy log-linear regression model
    fuzzy linear polynomial regression model
    indifferent zone
    decision rule on a fuzzy event
    Opis:
    Tanaka (1991) suggested that the parameters of a linear regression model should be made fuzzy In order to better reflect the nature of the system, involving a definite degree of variability, and created a fuzzy linear regression model. This model can be formulated in the form of a linear programming problem that minimizes the span between the upper and lower limits under the constraints that include all data. In recent years, all the attention in this context has been focused on a fuzzy number that has an indifferent zone. A fuzzy number that we consider here is defined by using a type 2 membership function. This paper addresses the fact that a type 2 membership function has the upper and lower limits and shows that a type 2 membership function can be identified by expanding a fuzzy linear regression model into a fuzzy linear polynomial regression model. Finally, after a proposed fuzzy polynomial model is identified, a mathematical model is developed for a fuzzy decision-making method that accounts for an indifferent zone.
    Źródło:
    Control and Cybernetics; 2015, 44, 3; 399-406
    0324-8569
    Pojawia się w:
    Control and Cybernetics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Non-linear model of the N2-laser excitation circuit
    Autorzy:
    Niewierowicz, T.
    Kawecki, L.
    La Rosa, J.
    Powiązania:
    https://bibliotekanauki.pl/articles/205734.pdf
    Data publikacji:
    2001
    Wydawca:
    Polska Akademia Nauk. Instytut Badań Systemowych PAN
    Tematy:
    identyfikacja parametryczna
    laser
    model nieliniowy
    lasers
    non-linear models
    parametric identification
    Opis:
    This paper presents a non-linear model of the Blumlein circuit for the excitation of an N2-laser that leads to a high order integer-differential equation system where each of the two discharges (the spark gap and the laser chamber) taking place in the circuit are simulated by an inductance and a resistance connected in series. The inductance and the resistance of each loop are considered current dependent and their time behaviour is found by means of a parametric identification method based on the voltages measured in the charge capacitors. A comparison between two representations of the induced emf in the different loops of the circuit is used. The first one is based on the dynamical (or derivative) inductivity and the second one on the statical (or integrative) inductivity. A Gauss-Seidel algorithm for the parametric identification was used.
    Źródło:
    Control and Cybernetics; 2001, 30, 2; 177-189
    0324-8569
    Pojawia się w:
    Control and Cybernetics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Iterative-interpolation algorithms for L2 model reduction
    Autorzy:
    Krajewski, W.
    Viaro, U.
    Powiązania:
    https://bibliotekanauki.pl/articles/970959.pdf
    Data publikacji:
    2009
    Wydawca:
    Polska Akademia Nauk. Instytut Badań Systemowych PAN
    Tematy:
    linear systems
    model reduction
    output-error minimization
    L2 norm
    Krylov subspaces
    Arnoldi's algorithm
    Opis:
    This paper is concerned with the construction of reduced-order models for high-order linear systems in such a way that the L2 norm of the impulse-response error is minimized. Two convergent algorithms that draw on previous procedures presented by the same authors, are suggested: one refers to s-domain representations, the other to time-domain state-space representations. The algorithms are based on an iterative scheme that, at any step, satisfies certain interpolation constraints deriving from the optimality conditions. To make the algorithms suitable to the reduction of very large-scale systems, resort is made to Krylov subspaces and Arnoldi's method. The performance of the reduction algorithms is tested on two benchmark examples.
    Źródło:
    Control and Cybernetics; 2009, 38, 2; 543-554
    0324-8569
    Pojawia się w:
    Control and Cybernetics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    A novel robust H1 fuzzy state-feedback control design on nonlinear Markovian jump systems with time-varyin delay
    Autorzy:
    Assawinchaichote, W.
    Powiązania:
    https://bibliotekanauki.pl/articles/205767.pdf
    Data publikacji:
    2014
    Wydawca:
    Polska Akademia Nauk. Instytut Badań Systemowych PAN
    Tematy:
    H∞ fuzzy control
    Takagi-Sugeno (TS) fuzzy model
    linear matrix inequalities (LMIs)
    Markovian jump parameters
    time-varying delay
    Opis:
    This paper considers the problem of designing a robust H∞ fuzzy state-feedback controller for a class of nonlinear Markovian jump systems with time-varying delay. A novel design methodology has been proposed for designing a controller that guarantees the L2-gain of the mapping from the exogenous input noise to the regulated output to be less than some prescribed value. Solutions to the problem are provided in terms of linear matrix inequalities. To illustrate the effectiveness of the design developed in this paper, a numerical example is also provided.
    Źródło:
    Control and Cybernetics; 2014, 43, 2; 227-248
    0324-8569
    Pojawia się w:
    Control and Cybernetics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    On the construction of the common optimal market index in the Sharpe model
    Autorzy:
    Kuryłek, W.
    Powiązania:
    https://bibliotekanauki.pl/articles/205979.pdf
    Data publikacji:
    1999
    Wydawca:
    Polska Akademia Nauk. Instytut Badań Systemowych PAN
    Tematy:
    regresja liniowa
    zastosowanie teorii systemów w ekonomii
    investment
    linear regression
    loss function
    market index
    maximal eigenvalue
    portfolio analysis
    principal components
    rates of return
    Sharpe model
    stock markets
    Opis:
    The purpose of this paper is to determine one factor which represents the whole market behavior on the basis of the rates of return of all equities traded oo this market. In the seminaal Sharpe model the factor is an exogenous varialble which is not determined by the model itself. This paper extends Sharpe's idea, as it assumes that the factor is a linear combination of all the rates of return of all traded equities. To determine this coefiicients of this linear combination we minimize the loss function which expresses the weighted mean square deviation of all rates of return from their predictions, having given the linear combination form of the market index. It is found that the vector of linear coeffcients has to be a nonzero eigenvector associated with the maximal eigenvalue of the appropriately transformed and estimated covariance matrix. The optimal market index for the Warsaw Stock Exchange was compared with the standard index. It occurs that there is only a very small difference between the standard index of this market and the optimal index.
    Źródło:
    Control and Cybernetics; 1999, 28, 4; 779-787
    0324-8569
    Pojawia się w:
    Control and Cybernetics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
      Wyświetlanie 1-8 z 8

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