Sharif Digital Repository

System design, regardless of the type of system being considered, needs to determine parametersto maximize the system performance criteria.One of solutions of finding best system performance is using simulation optimization. In real world, end users have models with more than one objective and these objectives are conflicting objectives. There are a lot ofmeta-heuristic algorithms to solve multi-objective optimization problems. NSGA-II is one of the most popular proposed meta-heuristic algorithms to solve multi-objective problems. Because of using average to evaluate solutions, process of selecting new generations in this algorithm is such that in every generation some of suitable solutions... 

Hospitals increasingly use control charts to monitor clinical processes and their outcomes. In medical context, control charts should have stable performance when different patients with different levels of risk enter the hospital. In order to monitor multi-attribute medical processes, we propose a new control chart with entities having different levels of risk. First, risk-adjusted multivariate cumulative sum control chart (RA-MCUSUM) is developed. Then, simulation experiences are performed to demonstrate the application and to evaluate RA-MCUSUM performance in terms of in-control average run length (ARL0) stability with the one of a standard MCUSUM chart.The results show that while the... 

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... 

Accurate pricing has been a fundamental concern in the country over the past few years, with the repercussions of poor management and inappropriate pricing strategies evident across various industries, including automotive manufacturing. Companies often devise pricing policies without considering their current state and that of their competitors. Additionally, the government, as a significant influencer in the nation's industries, has not selected suitable policies for growth and development. Furthermore, environmental issues that have intensified globally, including in Iran, have led consumers to place greater importance on green and renewable products. Consequently, customers are willing... 

Investors' sentiment toward a coin is very vital in cryptocurrencies' markets. If traders do not invest in a coin, its price will decline; therefore, it is essential for investors to take others' sentiment into account when they want to buy or sell a coin. Text mining on social media is one technique that can help traders understand others' opinions about the coin they are trading. Hence, in this research, we try to predict the top three cryptocurrencies, Bitcoin, Etheruem, and Litecoin, price movement for the next day based on Twitter posts and News title using text mining. In this research, we found out that considering all tweets can reduce our model's accuracy, and for better accuracy,... 

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... 

The multi-facility location-allocation problem is concerned with locating m facilities in the Euclidian plane and allocating n customers to them at minimum total cost. In this work, we focus on a probabilistic version of the problem, in which the locations of the customers and their arrivals are probabilistically distributed. We first formulate the problem as a continuous location-allocation problem. Then, we give an approximated discrete model in which facilities can be located on a set of candidate points. The proposed model has two objective functions which can be calculated only through simulation. Considering the NP-hard nature of the problem and the functions’ unique properties, we use... 

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... 

In recent years, with the expansion of the use of information technology and information systems, data mining has attracted the attention of organizations. Functional analysis is one of the domains in data mining. This analysis can provide important information for companies in various fields. Functional analysis involves the development of statistical approaches for functional data. Studies in this analysis have covered a wide range of areas, including finance. Financial analysis is very important in business analysis. One of the tools used to analyze companies is the analysis of financial ratios. In fact, financial ratios reveal important realities in relation to the operations and... 

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... 

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... 

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... 

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... 

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... 

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... 

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,... 

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... 

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... 

These days, most companies are creating Closed-loop Supply Chains or they are adding Reverse Supply Chain to their existing Forward Supply Chain. Reducing raw material consumption, profit, customer satisfaction and environmental laws are most important reasons of this phenomenon. In the Closed-loop Supply Chains, companies collect the end of life and the end of use products and then if the quality of the returned product is good enough, that product with be refurbished and will be sold again and if the quality of returned products is not good enough to be refurbished, companies will use its good parts in manufacturing new products and the rest of the parts would be sent to disposal centers.... 

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....