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    Redundancy allocation problem of a system with increasing failure rates of components based on Weibull distribution: A simulation-based optimization approach

    , Article Reliability Engineering and System Safety ; Volume 152 , 2016 , Pages 187-196 ; 09518320 (ISSN) Pourkarim Guilani, P ; Azimi, P ; Akhavan Niaki, S. T ; Akhavan Niaki, S. A ; Sharif University of Technology
    Elsevier Ltd  2016
    Abstract
    The redundancy allocation problem (RAP) is a useful method to enhance system reliability. In most works involving RAP, failure rates of the system components are assumed to follow either exponential or k-Erlang distributions. In real world problems however, many systems have components with increasing failure rates. This indicates that as time passes by, the failure rates of the system components increase in comparison to their initial failure rates. In this paper, the redundancy allocation problem of a series-parallel system with components having an increasing failure rate based on Weibull distribution is investigated. An optimization method via simulation is proposed for modeling and a... 

    Change Point Estimation for Multistage Processes

    , Ph.D. Dissertation Sharif University of Technology Davoodi, Mehdi (Author) ; Akhavan Niaki, Taghi (Supervisor)
    Abstract
    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... 

    Analysis of Designed Experiments with Multichannel Profiles Response Variable

    , M.Sc. Thesis Sharif University of Technology Badfar, Mohammad (Author) ; Niaki, Akhavan (Supervisor)
    Abstract
    The purpose of this research is analyzing designed experiments which their response variable is in form of multichannel profiles. For this purpose, a number of experiments with multichannel profile response variable designed at first. Then by random effect model, output data calculated. Experiments output data dimension reduced using principal component analysis and its extensions. After that, regression analysis used to analyze results of dimensionality reduction data in order to estimate coefficients of potentially effective variables in response. At the end, coefficients of effective variables classified with a hierarchical classification method in order to discover change and its root... 

    Designing a multivariate-multistage quality control system using artificial neural networks

    , Article International Journal of Production Research ; Volume 47, Issue 1 , 2009 , Pages 251-271 ; 00207543 (ISSN) Akhavan Niaki, T ; Davoodi, M ; Sharif University of Technology
    2009
    Abstract
    In most real-world manufacturing systems, the production of goods comprises several autocorrelated stages and the quality characteristics of the goods at each stage are correlated random variables. This paper addresses the problem of monitoring a multivariate-multistage manufacturing process and diagnoses the possible causes of out-of-control signals. To achieve this purpose using multivariate time series models, first a model for the autocorrelated data coming from multivariate-multistage processes is developed. Then, a single neural network is designed, trained and employed to control and classify mean shifts in quality characteristics of all stages. In-control and out-of-control average... 

    Monitoring multi-attribute processes based on NORTA inverse transformed vectors

    , Article Communications in Statistics - Theory and Methods ; Volume 38, Issue 7 , 2009 , Pages 964-979 ; 03610926 (ISSN) Akhavan Niaki, T ; Abbasi, B ; Sharif University of Technology
    2009
    Abstract
    Although multivariate statistical process control has been receiving a well-deserved attention in the literature, little work has been done to deal with multi-attribute processes. While by the NORTA algorithm one can generate an arbitrary multi-dimensional random vector by transforming a multi-dimensional standard normal vector, in this article, using inverse transformation method, we initially transform a multi-attribute random vector so that the marginal probability distributions associated with the transformed random variables are approximately normal. Then, we estimate the covariance matrix of the transformed vector via simulation. Finally, we apply the well-known T2 control chart to the... 

    Bootstrap method approach in designing multi-attribute control charts

    , Article International Journal of Advanced Manufacturing Technology ; Volume 35, Issue 5-6 , 2007 , Pages 434-442 ; 02683768 (ISSN) Akhavan Niaki, T ; Abbasi, B ; Sharif University of Technology
    2007
    Abstract
    In a production process, when the quality of a product depends on more than one correlated characteristic, multivariate quality control techniques are used. Although multivariate statistical process control is receiving increased attention in the literature, little work has been done to deal with multi-attribute processes. In monitoring the quality of a product or process in multi-attribute environments in which the attributes are correlated, several issues arise. For example, a high number of false alarms (type I error) occur and the probability of not detecting defects (type II error) increases when the process is monitored by a set of independent uni-attribute control charts. In this... 

    A bi-objective hybrid optimization algorithm to reduce noise and data dimension in diabetes diagnosis using support vector machines

    , Article Expert Systems with Applications ; Volume 127 , 2019 , Pages 47-57 ; 09574174 (ISSN) Alirezaei, M ; Akhavan Niaki, S. T ; Akhavan Niaki, S. A ; Sharif University of Technology
    Elsevier Ltd  2019
    Abstract
    Diabetes mellitus is a medical condition examined by data miners for reasons such as significant health complications in affected people, the economic impact on healthcare networks, and so on. In order to find the main causes of this disease, researchers look into the patient's lifestyle, hereditary information, etc. The goal of data mining in this context is to find patterns that make early detection of the disease and proper treatment easier. Due to the high volume of data involved in therapeutic contexts and disease diagnosis, provision of the intended treatment method become almost impossible over a short period of time. This justifies the use of pre-processing techniques and data... 

    Modeling and forecasting US presidential election using learning algorithms

    , Article Journal of Industrial Engineering International ; Volume 14, Issue 3 , 2018 , Pages 491-500 ; 17355702 (ISSN) Zolghadr, M ; Akhavan Niaki, S. A ; Akhavan Niaki, S. T ; Sharif University of Technology
    SpringerOpen  2018
    Abstract
    The primary objective of this research is to obtain an accurate forecasting model for the US presidential election. To identify a reliable model, artificial neural networks (ANN) and support vector regression (SVR) models are compared based on some specified performance measures. Moreover, six independent variables such as GDP, unemployment rate, the president’s approval rate, and others are considered in a stepwise regression to identify significant variables. The president’s approval rate is identified as the most significant variable, based on which eight other variables are identified and considered in the model development. Preprocessing methods are applied to prepare the data for the... 

    A multi-stage stochastic mixed-integer linear programming to design an integrated production-distribution network under stochastic demands

    , Article Industrial Engineering and Management Systems ; Volume 17, Issue 3 , 2018 , Pages 417-433 ; 15987248 (ISSN) Derakhshi, M ; Akhavan Niaki, S. T ; Akhavan Niaki, S. A ; Sharif University of Technology
    Korean Institute of Industrial Engineers  2018
    Abstract
    Supply chain management has gained much interest from researchers and practitioners in recent years. Proposing practical models that efficiently address different aspects of the supply chain is a difficult challenge. This research investigates an integrated production-distribution supply chain problem. The developed model incorporates parties with a specified number of processes to obtain raw materials from the suppliers in order to convert them to semi and final products. These products are then distributed through warehouses to end-distributors having uncertain demands. This uncertainty is captured as a dynamic stochastic data process during the planning horizon and is modeled into a... 

    The capacitated maximal covering location problem with heterogeneous facilities and vehicles and different setup costs: An effective heuristic approach

    , Article International Journal of Industrial Engineering Computations ; Volume 12, Issue 1 , 2020 , Pages 79-90 Hatami Gazani, M ; Akhavan Niaki, S. A ; Akhavan Niaki, S. T ; Sharif University of Technology
    Growing Science  2020
    Abstract
    In this research, a maximal covering location problem (MCLP) with real-world constraints such as multiple types of facilities and vehicles with different setup costs is taken into account. An original mixed integer linear programming (MILP) model is constructed in order to find the optimal solution. Since the problem at hand is shown to be NP-hard, a constructive heuristic method and a meta-heuristic approach based on genetic algorithm (GA) are developed to solve the problem. To find the most effective solution technique, a set of problems of different sizes is randomly generated and solved by the proposed solution methods. Computational results demonstrate that the heuristic method is... 

    Opposition-based learning for competitive hub location: a bi-objective biogeography-based optimization algorithm

    , Article Knowledge-Based Systems ; Volume 128 , 2017 , Pages 1-19 ; 09507051 (ISSN) Niknamfar, A. H ; Akhavan Niaki, S. T ; Akhavan Niaki, S. A ; Sharif University of Technology
    2017
    Abstract
    This paper introduces a new hub-and-center transportation network problem for a new company competing against an operating company. The new company intends to locate p hubs and assign the center nodes to the located hubs in order to form origin–destination pairs. It desires not only to maximize the total captured flow in the market but also aims to minimize the total transportation cost. Three competition rules are established between the companies which must be abided. According to the competition rules, the new company can capture the full percentage of the traffic in each origin-destination pair if its transportation cost for each route is significantly less than of the competitor. If its... 

    Application of Copulas in Multivariate Quality Control Problems

    , M.Sc. Thesis Sharif University of Technology Bakhshiani, Asghar (Author) ; Akhavan Niaki, Taghi (Supervisor)
    Abstract
    In this research, we consider the application of copulas in multivariate quality control problems. In particular, we consider two specific problems. The first problem concerns the situation where the normality assumption is rejected. In this case, copulas can be used as a flexible tool to define a broad range of multivariate distributions with different dependence structure as well as marginal distributions. The second problem concerns proposing control charts to monitor the dependence structure among quality characteristics. The proposed method not only produces an out-of-control signal when dependence structure among variables deviates from the specified one, but also can be used to... 

    Urban Water Consumption Forecasting Using Intelligent Systems

    , M.Sc. Thesis Sharif University of Technology Mirjani, Mohsen (Author) ; Akhavan Niaki, Taghi (Supervisor)
    Abstract
    Water demand forecasting and modeling is very important and needful in water resource planning and management as well as water consumption forecasting. The forecasting helps the managers to design and operate various infrastructures of water supply such as tanks and other distribution equipments. Nowadays, intelligent systems are very efficient and practical tools because of their high ability in forecasting and independency from limitative assumptions in classic methods. In this thesis, one of the newest methods, called support vector regression method, is used to forecast monthly demands of water consumption in Tehran, Iran. To develop the method, data is first preprocessed through... 

    A Power-Transformation Technique in Designing Multi-Attribute C Control Charts

    , M.Sc. Thesis Sharif University of Technology Moghaddam, Samira (Author) ; Akhavan Niaki, Taghi (Supervisor)
    Abstract
    In a production process, when the quality of a product depends on more than one characteristic, and there is correlation between them, using univariate control charts increases type І and type ΙΙ errors. So for monitoring these processes, multivariate quality control charts are used. Multivariate statistical process control is receiving increased attention in the literature,but little work has been done to deal with multi-attribute processes and just in recent years some techniques are developed in this field. In this thesis, based on the power transformation concept, two new techniques have been developed to monitor multi-attribute processes, in which the defect counts are important. In the... 

    Change Point Detection and Analysis in Poisson Processes

    , M.Sc. Thesis Sharif University of Technology Kamali, Mahsa (Author) ; Akhavan Niaki, Taghi (Supervisor)
    Abstract
    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... 

    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)
    Abstract
    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)
    Abstract
    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... 

    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)
    Abstract
    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... 

    Simulation Optimization Using Hybrid and Adaptive Metamodels

    , M.Sc. Thesis Sharif University of Technology Akhavan Niaki, Sahba (Author) ; Mahlooji, Hashem (Supervisor)
    Abstract
    In this thesis we propose a new metamodel based simulation optimization algorithm using sequential design of experiments. The main objective is to have a new method which can be used without deep knowledge of different kinds of metamodels, optimization techniques and design of experiments. The method uses three metamodels simulataneously and gradually adapts to the best metamodel. In each iteration, some points are chosen as candidates for future simulation. These points are ranked based on the quality of metamodel prediction and their placement among simulated points, the best point will be chosen for simulation. Comparing the proposed algorithm with some of the popular simulation... 

    The Influence of Information Presentation and Risk Attitude on Asset Allocation in Financial Markets

    , M.Sc. Thesis Sharif University of Technology Jahanshahi, Mahmoud (Author) ; Akhavan Niaki, Taghi (Supervisor)
    Abstract
    In this work, effects of information aggregation on risk attitude of Iranian individuals is being studied through two experiments. In these experiments a risk-free asset with a guaranteed revenue and a risky asset is introduced to each individual. Then the individual has to allocate a certain amount of money between two assets. In both experiments three treatments of control, separation and aggregation are defined in a way that the degree of information aggregation increases respectively. Given the specific treatment assigned to each individual, complementary information is presented, in orderto finalize the decision. Next a financial market simulation for a five year horizon is conducted to...