摘要:
A robust process for automating the tuning and maintenance of decision-making systems is described. A configurable multi-stage mutation-based evolutionary algorithm optimally tunes the decision thresholds and internal parameters of fuzzy rule-based and case-based systems that decide the risk categories of insurance applications. The tunable parameters have a critical impact on the coverage and accuracy of decision-making, and a reliable method to optimally tune these parameters is critical to the quality of decision-making and maintainability of these systems.
摘要:
The systems and methods of the invention are directed to portfolio optimization and related techniques. For example, the invention provides a method for multi-objective portfolio optimization for use in investment decisions based on competing objectives and a plurality of constraints constituting a portfolio problem, the method sequentially comprising: generating a non-dominated solution set in a space; applying a first set of user-specified constraints to reduce the solutions in the non-dominated solution set to a solution subset; and executing a series of local tradeoffs on the solution subset to result in a resulting solution subset, the local tradeoffs being performed in a lower dimension performance space as compared to the space, and the solution subset being used in investment decisioning.
摘要:
A system for at least a partial underwriting of insurance policies is described. based on the similarity to previous insurance applications, a decision on the current request for underwriting may be made. this decision-making process represents an analogical approach to the placement of an insurance application to an underwriting category, whereby a given insurance application request is compared to previous requests.
摘要:
A visual interactive multi-criteria decision-making method and computer-based apparatus for portfolio management. The method/apparatus supports partitioning of a portfolio of physical or other assets into two mutually exclusive categories, such as assets recommended for sale and assets recommended for retention. The method/apparatus utilizes one or more coupled 2-D projections of the portfolio in criteria space. The user interacts with the projections to express and record preferences.
摘要:
Systems and methods for multi-level optimization of emission levels and efficiency for a boiler system that includes creating both boiler-level models and burner-level models and receiving a plurality of boiler-level system variables. The received system variables are used along with boiler system constraints to optimize boiler-level setpoints. Once the boiler-level setpoints have been optimized they are sent to the burner level of a hierarchical control system, where they are used to optimize burner-level setpoints. Once the burner-level setpoints have been optimized they are sent to the burner control loops of the plant control system to be implemented.
摘要:
The systems and methods of the invention are directed to portfolio optimization and related techniques. For example, the invention provides a method for multi-objective portfolio optimization for use in investment decisions based on competing objectives and a plurality of constraints constituting a portfolio problem, the method comprising: generating an initial population of solutions of portfolio allocations; committing the initial population of solutions to an initial population archive; performing a multi-objective process, based on the initial population archive and on multiple competing objectives, to generate an efficient frontier, the multi-objective process including a evolutionary algorithm process, the evolutionary algorithm process utilizing a dominance filter, the efficient frontier being used in investment decisioning.
摘要:
A method for advanced condition monitoring of an asset system includes monitoring a variable of an asset system using the at least one sensor of a smart sensor system; determining whether the asset system has departed from normal operation; and identifying the variable of the asset system indicating the departure from normal operation. In another method, the time sequential values of the monitored variable is analyzed by using a Rank Permutation Transformation test, a Hotelling's T2 statistic test, and a Likelihood Ratio Test; and a change of an operating condition of the asset system is determined using the analyzed values. An alert is provided if necessary. A smart sensor system includes an on-board processing unit for performing the method of the invention.
摘要:
A method for multi-objective fault accommodation using predictive modeling is disclosed. The method includes using a simulated machine that simulates a faulted actual machine, and using a simulated controller that simulates an actual controller. A multi-objective optimization process is performed, based on specified control settings for the simulated controller and specified operational scenarios for the simulated machine controlled by the simulated controller, to generate a Pareto frontier-based solution space relating performance of the simulated machine to settings of the simulated controller, including adjustment to the operational scenarios to represent a fault condition of the simulated machine. Control settings of the actual controller are adjusted, represented by the simulated controller, for controlling the actual machine, represented by the simulated machine, in response to a fault condition of the actual machine, based on the Pareto frontier-based solution space, to maximize desirable operational conditions and minimize undesirable operational conditions while operating the actual machine in a region of the solution space defined by the Pareto frontier.
摘要:
A process for at least a partial underwriting of insurance policies is described. Based on the similarity to previous insurance applications, a decision on the current request for underwriting may be made. This decision-making process represents an analogical approach to the placement of an insurance application to an underwriting category, whereby a given insurance application request is compared to previous requests.
摘要:
A system for implementing a multi objective evolutionary algorithm (MOEA) on a programmable hardware device is provided. The system comprises a random number generator, a population generator, a crossover/mutation module, a fitness evaluator, a dominance filter and an archive. The random number generator is configured to generate a sequence of pseudo random numbers. The population generator is configured to generate a population of solutions based on the output from the random number generator. The crossover/mutation module is configured to adapt the population of solutions to generate an adapted population of solutions. The fitness evaluator is configured to evaluate each member comprising the population of solutions and the adapted population of solutions. The fitness evaluator is implemented on the programmable hardware device. The dominance filter is configured to select a subset of members from the population of solutions and the adapted population of solutions and generate a filtered population of solutions. The archive configured to store populations of solutions.