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    Change Point Estimation for Multistage Processes

    , Ph.D. Dissertation Sharif University of Technology Davoodi, Mehdi (Author) ; Akhavan Niaki, Taghi (Supervisor)
    Knowing the time of change would narrow the search to find and identify the variables disturbing a process. Having this information, an appropriate corrective action could be implemented and valuable time could be saved. Multistage processes that are often observed in current manufacturing processes must be monitored to assure quality products. The change-point detection of such processes has not been proposes investigated yet. Thus, this dissertation proposes maximum likelihood step-change estimators of two kinds of these processes. First, a multistage process with variable quality characteristics is considered and formulated by the first-order auto-regressive model. For the location... 

    Artificial Neural Network in Applying Multi Attribute Control Chart for AR Processes

    , M.Sc. Thesis Sharif University of Technology Akbari Nassaji, Shirin (Author) ; Akhavan Niaki, Taghi (Supervisor)
    The quality characteristics of both manufacturing and service industries include not only the variables but the attributes as well. While a substantial research have been performed on auto-correlated variables, no attempt has been fulfilled for auto-correlated attributes. Ignoring the imbedded autocorrelation structure in constructing control charts cause not only the in-control run length to decrease, but also the false alarms to increase. To overcome these shortcomings, in this research, an auto-regressive (AR) vector first models the autocorrelation structure of the process data. Then, a modified Elman neural network is developed to generate simulated data using the ARTA algorithm. Next,... 

    Solving Simulation Optimization Problems Using Artificial Bee Colony and Ranking and Selection Methods

    , M.Sc. Thesis Sharif University of Technology Firooze, Hamid Reza (Author) ; Akhavan Niaki, Taghi (Supervisor)
    In this thesis the simulation optimization problems are solved by using Artificial Bee Colony (ABC). The main objective is to improve and adapt the ABC algorithm for solving the optimization problems in deterministic and stochastic environments. For solving deterministic problems, directed search in neighborhood and Nelder-Mead algorithm are combined with ABC algorithm to improve the convergence rate and solutions. Moreover; in stochastic environment, hypothesis test and Kim-Nelson (KN) indifference zone ranking and selection procedure are helping bees to produce solutions with better confidence level on the quality of the solution. Results of optimizing an extensive complex benchmark... 

    A New Method for Constructing Confidence Intervals on the Parameters of Continuous Distributions

    , M.Sc. Thesis Sharif University of Technology Motaei, Amir (Author) ; Akhavan Niaki, Taghi (Supervisor)
    In this research, a new Bayesian method for constructing confidence intervals on the parameters of any continuous distribution is first developed. The main idea behind developing this method is to model uncertainty. As an application of the proposed methodology, confidence intervals for the two parameters of the Weibull distribution along with their joint confidence interval are then derived in which data can be of type I censored data, type II censored data or uncensored. The new confidence intervals are next compared to other existing exact confidence intervals in the literature and shown to have better performances. Furthermore, we show the lengths of the existing exact confidence... 

    Development& Implementation of an Algorithm to Generate Correlated Uniformly Distributed Tri-Dimensional Vectors

    , M.Sc. Thesis Sharif University of Technology Saberian, Fatemeh (Author) ; Akhavan Niaki, Taghi (Supervisor)
    Nowadays, simulation science supports a wide range of researches. This science is in a constant improvement process. Simulation is a process to fulfill the real world problems by means of experiments which resemble to the real world situation so much. One of the preconditions in statistical simulation is to produce the random number and variables based on the presumed attributes and parameters. In this research, at first, a simple and fast responding algorithm to generate correlated uniformly distributed tri-dimensional vectors is proposed. In this algorithm by producing three groups of random numbers, we can produce tri-dimensional vectors of correlated uniformly distributed based on... 

    Pricing, Warranty Length and Inventory Management

    , M.Sc. Thesis Sharif University of Technology Faridimehr, Sina (Author) ; Akhavan Niaki, Taghi (Supervisor)
    This study investigates optimal strategies for price, warranty length and production rate of a new product to maximize profit of a producer during lifecycle of the product. We consider both durable products and non-durable ones. Customers buy non-durable products many times but if we consider the planning horizon relatively short, each customer buys one product during the period. So, the market for non-durable products is static and for durable ones is dynamic. The objective function includes both demand and cost functions, where production cost, warranty cost and inventory costs are involved. A solution approach using the maximum principle is described and some propositions are discussed... 

    Economic Design of Variable Sample Size and Variable Sampling Interval Multi-Attribute Control Charts using Skewness Reduction Approach

    , M.Sc. Thesis Sharif University of Technology Jahani, Parvaneh (Author) ; Akhavan Niaki, Taghi (Supervisor)
    Since little attention has been given to multiattribute compared to multivariate control charts, this research is concerned with developing a new methodology to employ the multivariate exponentially weighted moving average (MEWMA) charts for multi-attribute processes. Moreover, since the variable sample size and sampling interval (VSSI) MEWMA charts detect small process mean-shifts faster than the traditional MEWMA, an economic design of VSSI MEWMA chart is proposed to obtain the optimum design parameters of the chart. The sample size, the sampling interval, and the warning/action limit coefficients are obtained using a genetic algorithm such that the expected total cost per hour is... 

    Using Multivariate Statistics to Build Confidence Interval for Means of Steady State Stochastic Processes: New Approach

    , M.Sc. Thesis Sharif University of Technology Rajabi, Reza (Author) ; Akhavan Niaki, Taghi (Supervisor)
    Nowadays,The use of employ of Simulation techniques to estimate different determine characteristics and analyze of any kinds of various systems performance measures has increaseds drastically. The output analysis in simulation plays a key role to obtain the estimates. Consequently, in a given simulation project, whether it is terminating or steady state, the use of statistical approaches to analyze output data derived by running the simulation model is inevitable.During a given Simulation project, most of time is devoted to build, and run a model; however, to analyze the outputs of model plays a key role to obtain desire goals of project. Consequently, in a predefine simulation project,... 

    Detecting and Estimating the Time of Change Point in Parameters Vector of Multi-Attribute Processes

    , M.Sc. Thesis Sharif University of Technology Khedmati, Majid (Author) ; Akhavan Niaki, Taghi (Supervisor)
    Control charts are one of the most important statistical process control tools used in monitoring processes and improving the quality by decreasing the variability of processes. In spite of various applications for multi-attribute control charts in industries and service sectors, only a few research efforts have been performed in developing this type of control charts. The developed multivariate control charts are all based on the assumption that the quality characteristics follow a multivariate Normal distribution while, in many applications the correlated quality characteristics that have to be monitored simultaneously are of attribute type and follow distributions such as multivariate... 

    Applying Ant Colony Optimization for Solving Facility Layout Problem with Unequal Area and Flexible Bay Structure

    , M.Sc. Thesis Sharif University of Technology Famil Farnia, Farid (Author) ; Akhavan Niaki, Taghi (Supervisor)
    In this thesis a model of mixed integer programming to find the optimal solution of bi-objective facility layout problem in flexible bay structure according to uncertainty in flow material among departments and closeness rating is represented. In a facility layout problem based on flexible bay structure, departments with unequal areas are allocated to parallel bays. Also each department can only be allocated in one bay. The Goals are to minimize material handling cost and to maximize closeness rating. Uncertainty in flow material and closeness rating are modeled by fuzzy numbers. Due to the high complexity of the presented model, exact methods are only able to respond to maximize of 9... 

    Integrated Green Vendor Managed Inventory Model with Truckload Transportation Mode Selection

    , M.Sc. Thesis Sharif University of Technology Rezazadeh Yekani, Tohid (Author) ; Akhavan Niaki, Taghi (Supervisor)
    Nowadays, due to various reasons awareness of environment preservation has increased throughout the supply chain. So supply chain owners revise their carbon footprint. Among different methods of reducing, operational decisions (e.g. ordering quantity or transportation method) has less cost and time for observing outcomes. Our main focus is on inventory models that taking account environment considerations especially carbon emissions. Through these models, vendor-managed inventory model for reducing total cost of chain gets more attention than past. The purpose of this work is to develop a two echelon supply chain with multi-item for replacing inventory. This model includes warehouse capacity... 

    Change Point Detection and Analysis in Poisson Processes

    , M.Sc. Thesis Sharif University of Technology Kamali, Mahsa (Author) ; Akhavan Niaki, Taghi (Supervisor)
    Control charts are one of the most important tools in statistical process control to detect assignable causes. The goal of a control chart is to detect an out-of-control state quickly so that process engineers can initiate their search for the special cause sooner. Once the special cause has been identified, the appropriate action can then be taken to improve the process.A new method to estimate the change point of Poisson rate parameter when the step change occurs is proposed in this thesis. That is, the rate parameter is assumed to suddenly shift from its in-control value to an out-of control value at a single unknown point in the process.To do this, a belief that the process is in-control... 

    Multi-Objective Optimization in Cost, Time and Quality Trade-off in Projects with Quality Obtained by Locally Linear Neuro Fuzzy Networks Case Study: Well Drilling Projects

    , Ph.D. Dissertation Sharif University of Technology Mohammad Alipour Ahari, Roya (Author) ; Akhavan Niaki, Taghi (Supervisor)
    A common decision in project management is the selection of contractors to simultaneously optimize three objectives of the project’s triangle. This issue becomes more important if there is more monetary value involved or there is limited number of capable contractors. In project planning, there is numerous choices for tasks; each with specific time, cost and quality. There is no trade-off problem, if one of the choices has the best time, cost, and quality, simultaneously. However, as these criteria do not generally work in a unique direction, it makes the selection decision difficult. A contractor who performs the projects on time may have higher cost and lower quality. Given that there is a... 

    Design of a Bi-objective Integrated Production-distribution Network with Stochastic Demand

    , M.Sc. Thesis Sharif University of Technology Derakhshi, Mohammad (Author) ; Akhavan Niaki, Taghi (Supervisor)
    Supply chain has gained great interest from researchers in recent years. In this regard, proposing efficient and practical models that reflect different supply chain aspects is challenging. This research deals with an integrated production-distribution supply chain model which incorporates few parties along with some processes to obtain raw materials from raw material suppliers and to convert them to semi and final products and then distribute them indirectly using warehouses to end users. To tackle the problem, we propose a mixed integer linear programming model. Due to the combinatorial nature of the problem, a metaheuristic algorithm is designed to solve industrial size problems.... 

    Monitoring Patient Survival Times of Surgical Systems Using a Isk-Adjusted AFT Regression Chart

    , M.Sc. Thesis Sharif University of Technology Asadaayyoobi, Negin (Author) ; Akhavan Niaki, Taghi (Supervisor)
    Monitoring a surgical process has gained prominence by accounting for patiens̛ health condition prior to surgery in recent years. How even most existing researches focus on phase 2 monitoring and binary outcomes. Very little work has been done on phase 1 control of outcomes and no one addressing the issue of phase 1 monitoring of continuous outcomes. Risk adjustment is accomplished using accelerated failure time (AFT) regression models. In this thesis a general phase 1 risk-adjusted control chart is proposed for monitoring continuous surgical outcomes based on a likelihood-ratio test derived from a change-point model. Different from the existing models, this thesis shows that continuous... 

    Risk-adjusted Profile Monitoring in Dependent Multi-stage Processes in Healthcare Systems

    , M.Sc. Thesis Sharif University of Technology Milanlouei, Soodabeh (Author) ; Akhavan Niaki, Taghi (Supervisor)
    Control chart is one of the most powerful tools in statistical process control (SPC). This tool has been widely used in industrial schemes; however, in recent years, it has become widespread in health care studies as well. Most of these studies are dealing with monitoring qualitative variables in one-stage processes. This research presents a new mechanism for monitoring medical processes, by modelling the bone marrow transplant surgery as a dependent multi-stage process into a multiple profile. In this mechanism, the characteristics which will be monitored are quantitative, and the cascade property between stages is considered. Moreover, risk adjustment methods have been used due to the... 

    Design and Develop of a new Multivariate Control Chart for Image based Process Control based on Principal Component Analysis for Multivariate non Normal Distribution

    , M.Sc. Thesis Sharif University of Technology Farrokhnia Hamedani, Moez (Author) ; Akhavan Niaki, Taghi (Supervisor)
    Control charts have always had an undeniable role in Statistical Control of processes in many fields. The growth of quality characteristics to be monitored, has led to the vast utilization of multivariate control charts. These variables are characterized by relatively high correlation between them. The complicated structure of measured variables has lessened the reliability of conventional control charts. Projection methods have been developed to address the problem of high correlated variables by transforming the correlated variables to an uncorrelated set of variables. Among them, Principal Component Analysis based control charts have been widely used to overcome the problem of correlated... 

    Economic-Statistical Design and Evaluation of Multivariate Control Charts; An Improvement of Cost Model and Constraints Approach

    , M.Sc. Thesis Sharif University of Technology Ershadi, Mohammad Javad (Author) ; Akhavan Niaki, Taghi (Supervisor)
    Control charts are the best tools for determining the deviations in the main parameters of a process. Exponentially weighted moving average, EWMA, control charts are the best type for determining small deviations. Determining the control charts parameters by means of minimizing a cost model is economic design. Economic-statistical design is achieved by adding statistical constraints to the economic model. Average run length when the process is in control, ARL0, and average run length when the process is out of control, ARL1, are limited in the economic-statistical model. In this thesis the economic-statistical design of a multivariate EWMA control chart is considered and this model is solved... 

    Multi Criteria Scheduling in Parallel Machine Environment with Cost Criterion Consideration

    , M.Sc. Thesis Sharif University of Technology Safarzadeh, Hamid (Author) ; Akhavan Niaki, Taghi (Supervisor)
    The main purpose of this research is to consider the operational machine cost in the shop floor scheduling, which is not considered in the literature thoroughly. To this end, four types of problems in the parallel machine environment are studied with the objectives of minimizing makespan and total cost. Accordingly, the problems are as type of multi-objective optimization, so we choose the approach of finding Pareto optimal solutions to solve them. In these problems we have considered unrelated parallel machines, uniform parallel machines, and the cases of existence or non-existence of sequence dependent setup times and costs. In order to solve the problems, various approaches, with respect... 

    Application of Data Mining in Prediction of Diabetes type 2

    , M.Sc. Thesis Sharif University of Technology Bagherzadeh Khiabani, Farideh (Author) ; Akhavan Niaki, Taghi (Supervisor)
    Developments in the field of data storage which is due to computers have led to an extraordinary increase in medical data just like the increase in all other fields. As a result, physicians are faced with the problem of using the stored data. Therefore, the traditional manual data analysis is inadequate due to the large amounts of data. Furthermore, the ability to use this data to extract useful information is critical for the quality of medical care. Therefore, data mining techniques arose so that we will be able to extract knowledge through applying them to the raw data and subsequently help the doctors in making decisions.
    In this study, we are pursuing four goals. First, in order to...