Thesis (M.S.)--West Virginia University, 2005. / Title from document title page. Document formatted into pages; contains ix, 50 p. : ill. (some col.). Includes abstract. Includes bibliographical references (p. 48-50).

Techn. Hochsch., Diss., 2002--Aachen.

Made available in DSpace on 2014-06-12T16:01:27Z (GMT). No. of bitstreams: 2 arquivo8982_1.pdf: 1953145 bytes, checksum: 8fb42e5db4007fe0dbcdd631fff88bab (MD5) license.txt: 1748 bytes, checksum: 8a4605be74aa9ea9d79846c1fba20a33 (MD5) Previous issue date: 2009 / Conselho Nacional de Desenvolvimento Científico e Tecnológico / O presente trabalho apresenta o e-Lateo, um sistema desenvolvido sobre plataforma web, que virtualiza o arcabouço conceitual envolvido na Teoria de Dempster-Shafer e sua extensão, o Lateo. Dotado de vários recursos didáticos, preocupa-se em ocultar complexidade inerente à teoria, facilitando o uso através de interface amigável, ambiente seguro, integro, permitindo monitoramento e gerenciamento das informações. A aplicação prática do e-Lateo nos permite realizar análises mais rápidas e precisas, melhorando a compreensão dos resultados obtidos na combinação dos corpos de evidência e auxiliando as tomadas de decisão em situação de incerteza

This dissertation studies two-person signaling games where the players are assumed to be Choquet expected utility maximizers a la Schmeidler (1989). The sender sends an ambiguous message to the receiver who updates his non-additive belief according to a f-Bayesian updating rule of Gilboa and Schmeidler (1993). When the types are unambiguous in the sense of Nehring (1999), the receiver's conditional preferences after updating on an ambiguous message are always of the subjective expected utility form. This property may serious limit the descriptive power of solution concepts under non-additive beliefs, and it is scrutinized with two extreme f-Bayesian updating rules, the Dempster-Shafer and the Bayes' rule. In chapter 3, the Dempster-Shafer equilibrium proposed by Eichberger and Kelsey (2004) is reappraised. Under the assumption of unambiguous types, it is shown that the Dempster-Shafer equilibrium may give rise to a separating behavior that is never supported by perfect Bayesian equilibrium. However, it does not support any additional pooling equilibrium outcome. Since the Dempster-Shafer equilibrium may support implausible behaviors as exemplified in Ryan (2002), a refinement based on coherent beliefs is suggested. In chapter 4, a variant of perfect Bayesian equilibrium, the quasi perfect Bayesian equilibrium, is proposed, and its descriptive power is investigated. It is shown that the quasi perfect Bayesian equilibrium does not support any additional separating behavior compared to perfect Bayesian equilibrium. It may support additional pooling behavior only if the receiver perceives a correlation between the types and messages. / Ph. D.

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Policy-makers of today's public transportation investment projects engage in debates in which the reasonableness and clarity of their judgment are tested many times. How to recommend the transportation system that achieves project's goals and different stakeholders' needs in a most logical and justifiable manner is the main question of this dissertation. This study develops a new decision-making approach, Belief Reasoning method, for evaluating public transportation systems in the planning process. The proposed approach applies a reasoning map to model how experts perceive and reason transportation alternatives to lead to the project's goals. It applies the belief measures in the Dempster-Shafer theory of evidence as the mathematical mechanism to represent knowledge under uncertainty and ambiguity and to analyze the degree of achievement of stated goals. Three phases are involved in implementing the Belief Reasoning method. First, a set of goals, a set of characteristics of the alternatives, a set of performances and impacts are identified and the reasoning map, which connects the alternatives to the goals through a series of causal relations, is constructed. Second, a knowledge base is developed through interviewing the experts their degree of belief associated with individual premises and relations, and then aggregating the expert opinions. Third, the model is executed and the results are evaluated in three ways: (i) the transportation alternatives are evaluated based on the degree of belief for achieving individual goals; (ii) the integrity of the reasoning process is evaluated based on the measures of uncertainty associated with information used; and (iii) the critical reasoning chains that significantly influence the outcome are determined based on the sensitivity analysis. The Belief Reasoning method is compared with the Bayesian reasoning, which uses the probability measures as the measure of uncertainty. Also it is compared with the Analytical Hierarchy Process method, which uses a hierarchical tree structure and a weighting scheme. The numerical examples in transit planning are developed for comparison. The proposed Belief Reasoning method has advantages over these traditional evaluation and reasoning methods in several ways. • Use of a reasoning map structure together with an inference process, instead of a tree structure together with a weighting scheme, allows modeling interdependency, redundancy and interactions among variables, usually found in transportation systems. • Use of belief measures in Dempster-Shafer theory can preserve non-deterministic nature of inputs and performances as well as handle incomplete or partial knowledge of experts or citizens, i.e. "I don't know" type opinion. The "degrees of belief" measures allow experts to express their strength of opinions in the conservative and optimistic terms. Such operation is not possible by the probability-based approach. • Dempster-Shafer theory can avoid the scalability issue encountered in Bayesian reasoning. It can also measure uncertainty in the reasoning chains, and identify information needed for improving the reasoning process. • Use of Dempster's rule of combination, instead of the average operator in probability theory, to merge expert opinions about inputs or relations is a better way for combining conflicting and incomplete opinions. In the dissertation, the Belief Reasoning method is applied in real-world Alternatives Analysis of a transit investment project. The results show its potential to analyze and evaluate the alternatives and to provide reasons for recommending a preferred alternative and to measure the uncertainty in the reasoning process. In spite of some shortcomings, discussed in the dissertation, the Belief Reasoning method is an effective method for transportation planning compared with the existing methods. It provides means for the planners and citizens to present their own reasons and allows review and analysis of reasoning and judgments of all participating stakeholders. The proposed method can promote focused discourse among different groups of stakeholders, and enriches the quality of the planning process. / Ph. D.

The purpose of this dissertation is to develop and demonstrate methods appropriate for the quantification and propagation of uncertainty in large, high-consequence engineering projects. The term "rigorous uncertainty quantification" refers to methods equal to the proposed task. The motivating practical example is uncertainty in a Mars atmosphere model due to the incompletely characterized presence of dust. The contributions made in this dissertation, though primarily mathematical and philosophical, are driven by the immediate needs of engineers applying uncertainty quantification in the field. Arguments are provided to explain how the practical needs of engineering projects like Mars lander missions motivate the use of the objective probability bounds approach, as opposed to the subjectivist theories which dominate uncertainty quantification in many research communities. An expanded formalism for Dempster-Shafer structures is introduced, allowing for the representation of continuous random variables and fuzzy variables as Dempster-Shafer structures. Then, the correctness and incorrectness of probability bounds analysis and the Cartesian product propagation method for Dempster-Shafer structures under certain dependency conditions are proven. It is also conclusively demonstrated that there exist some probability bounds problems in which the best-possible bounds on probability can not be represented using Dempster-Shafer structures. Nevertheless, Dempster-Shafer theory is shown to provide a useful mathematical framework for a wide range of probability bounds problems. The dissertation concludes with the application of these new methods to the problem of propagating uncertainty from the dust parameters in a Mars atmosphere model to uncertainty in that model's prediction of atmospheric density. A thirty-day simulation of the weather at Holden Crater on Mars is conducted using a meso-scale atmosphere model, MRAMS. Although this analysis only addresses one component of Mars atmosphere uncertainty, it demonstrates the applicability of probability bounds methods in practical engineering work. More importantly, the Mars atmosphere uncertainty analysis provides a framework in which to conclusively establish the practical importance of epistemology in rigorous uncertainty quantification. / Ph. D.

Este trabalho descreve um experimento sobre o processo de decisão para priorização de projetos de melhoria em uma indústria de bens de capital. Apenas dois critérios eram aplicados na tarefa de priorizar projetos; exigências legais e complexidade técnica, então, foi proposto avaliar os projetos através de um conjunto mais amplo de critérios, incluindo imagem da marca, participação de mercado, alinhamento estratégico, tempo de lançamento de um novo produto. Para lidar com um número maior de critérios qualitativos e quantitativos, foi introduzido desde então, dois métodos multicritérios, a saber: o uso do AHP (analytical hierarchic process) e o DS-AHP (Dempster-Shafer /AHP). Os fundamentos teóricos dos dois métodos são apresentados. O primeiro método é usado para determinar as importâncias relativas das alternativas, por meio de ponderações em cada nível da estrutura hierárquica; a qualidade dos julgamentos é avaliada por um \"índice de consistência\". O segundo método também utiliza a plataforma de análise do AHP acrescentado mensuração da ignorância no processo de julgamentos por meio de probabilidades subjetivas. São comentadas as aplicações dos métodos em uma específica indústria. Foram observadas objeções dos decisores à aplicação do processo AHP, decorrentes da necessidade de numerosas re-avaliações dos julgamentos, quando o \"índice de consistência\" apresentava-se maior que os valores recomendados. Como ponto positivo foi destacada a simplicidade do método para aplicações no ambiente empresarial. Quanto ao método DS-AHP, o uso do conceito de crença nos julgamentos dos decisores, permitiu melhores aproximações às situações reais; neste caso, a alternativa eleita pôde ser claramente compreendida como a mais provável, e não classificada como provavelmente ou certamente a melhor. O DS-AHP quandocomparado ao AHP apresenta-se como um ferramental de condução mais direta para a obtenção dos resultados principalmente no que se refere ao menor número de comparações exigidas, também ajuda o decisor a identificar e corrigir as possíveis fontes de ignorância, que podem afetar a qualidade da decisão. / This study describes an experiment about the definition of portfolio of improvement projects in an industry of capital goods, which had until recently been prioritized based mainly on legislation demand and technical complexity. It was proposed to increase the criteria numbers including: market image, market share, strategic alignment, launch time to new products. To handle several criteria with focus quantitative and qualitative aspects was necessary introduced two multcriterial methods, namely, analytical hierarchic process (AHP) and Dempster-Shafer AHP process (DS-AHP). The first referred method is used to manage the relative importance of alternatives regarding the fore mentioned criteria based on weights attributed to structure hierarchical levels. The second referred method also uses AHP platform to enable ignorance measurement based on subjective probabilities. Results from direct application of the methods in this specific industry are commented. It was observed that the decision makers have some objections with respect to the AHP process, in the sense that there were judgment inconsistencies which required additional evaluation of the candidate solutions, what was seen as somewhat tiresome. The main advantages which was emphasize by decision makers refers to the ease of application in corporate environmental . As for the DS - AHP process, the possibility of considering believes in a structured way was felt as more appropriated to the real decision process, which effectively involves uncertainties. In this way, the elected alternative can be clearly understood as most probably - and not certainly - the best. Also the DS-AHP process was seen as more directly conducive to the final results in comparison with the AHP process.

Um dos objetivos mais importantes de qualquer sistema de detecção de fraudes, independente de seu domínio de operação, é detectar o maior número de fraudes com menor número de alarmes falsos, também denominados de falsos positivos. A existência de falsos positivos é um fato inerente a qualquer sistema de detecção fraudes. O primeiro passo para alcançar esse objetivo é identificar os atributos que podem ser usados para diferenciar atividades legítimas das fraudulentas. O próximo passo consiste em identificar um método para cada atributo escolhido para efetuar essa distinção. A escolha adequada dos atributos e dos métodos correspondentes determina em grande parte o desempenho de um detector de fraudes tanto em termos da relação entre o número de fraudes detectadas e o número de falsos positivos, quanto em termos de tempo de processamento. O desafio desta escolha é maior ao se tratar de um detector de fraudes em tempo real, isto é, fazer a detecção antes que a fraude seja concretizada. O objetivo deste trabalho é apresentar a proposta de uma arquitetura de um sistema de detecção de fraudes em tempo real em transações bancárias via Internet, baseando-se em observações do comportamento local e global de usuários. O método estatístico baseado em análise diferencial é usado para obter a evidência local de uma fraude. Neste caso, a evidência de fraude é baseada na diferença entre os perfis de comportamento atual e histórico do usuário. A evidência local de fraude é fortalecida ou enfraquecida pelo comportamento global do usuário. Neste caso, a evidência de fraude é baseada no número de acessos efetuados em contas diferentes feitos pelo dispositivo utilizado pelo usuário, e por um valor probabilístico que varia com o tempo. A teoria matemática de evidências de Dempster-Shafer é utilizada para combinar estas evidências e obter um escore final. Este escore é então comparado com um limiar para disparar um alarme indicando a fraude. A principal inovação e contribuição deste trabalho estão na definição e exploração dos métodos de detecção baseados em atributos globais que são de natureza específica do domínio de transações financeiras. Os resultados da avaliação utilizando uma base de dados com registros de transações correspondentes a perfis reais de uso demonstraram que a integração de um detector baseado em atributos globais fez aumentar a capacidade do sistema de detectar fraudes em 20%. / One of the most important goals of any fraud detection system, whichever is the domain where it characterizes the possibility for fraud, is to detect the largest number of frauds with fewer false alarms, also denominated false positives. The existence of false positives is a fact inherent to any fraud detection system. The first step in achieving this goal is to identify the attributes that can be used to differentiate between legitimate and fraudulent activities. The next step is to identify a method for each attribute chosen to make this distinction. The proper choice of the attributes and corresponding methods largely determines the performance of a fraud detector, not only in terms of the rate between the number of detected frauds and the number of false positives, but in terms of processing time. The challenge of this choice is higher when dealing with fraud detection in real time, that is, making the detection before the fraud is carried out. The aim of this work is to present the proposal of an architecture of a real time fraud detection system for Internet banking transactions, based on local and global observations of users behavior. The statistical method based on differential analysis is used to obtain the local evidence of fraud. In this case, the evidence of fraud is based on the difference between the current and historical behavior of the user. The frauds local evidence is strengthened or weakened by the users global behavior. In this case, the evidence of fraud is based on the number of accesses performed on different accounts made by the device used by the user and by a probability value that varies over time. The Dempster-Shafers mathematical theory of evidence is applied in order to combine these evidences for final suspicion score of fraud. This score is then compared with a threshold to trigger an alarm indicating the fraud. The main innovation and contribution of this work are the definition and exploration of detection methods based on global attributes which are domain specific of financial transactions. The evaluation results using a database with records of transactions corresponding to actual usage profiles showed that the integration of a detector based on global attributes improves the system capacity to detect frauds in 20%.

O monitoramento remoto da saúde humana envolve basicamente o emprego da tecnologia de rede de sensores como meio de captura dos dados do paciente em observação e todo ambiente em que este se encontra. Esta tecnologia favorece o monitoramento remoto de pacientes com doenças cardíacas, com problemas respiratórios, com complicações pós-operatórias e ainda pessoas em tratamento residencial, dentre outros. Um importante elemento dos sistemas de monitoramento remoto da saúde é a sua capacidade de interagir com o meio no qual está inserido possibilitando-lhe, por exemplo, agir como provedor de informação e serviços relevantes para o usuário. Essa interação com o ambiente imputa a esse sistema características relacionadas com uma aplicação sensível ao contexto, pois esses sistemas reagem e se adaptam às mudanças nos ambientes, provendo-lhes assistência inteligente e proativa. Outro aspecto observado em sistemas de monitoramento remoto da saúde humana está relacionado às incertezas associadas à tecnologia empregada como meio para obtenção e tratamento dos dados e, aos dados que serão apresentados aos usuários especialistas - médicos. Entende-se que incertezas são elementos inevitáveis em qualquer aplicação ubíqua e sensível ao contexto, podendo ser geradas por dados incompletos ou imperfeitos. No âmbito do monitoramento da saúde humana, fatores como a influência mútua entre dados fisiológicos, comportamentais e ambientais também podem ser apontados como potenciais geradores de informação contextual incerta, além daqueles inerentes às aplicações ubíquas e sensíveis ao contexto. Nesta pesquisa, considera-se que cada sensor captura um tipo de dado e o envia para uma estação localizada na residência do paciente. O objetivo deste trabalho é apresentar um processo para a análise das incertezas contextuais presentes no monitoramento da saúde humana através de sensores. O processo empregado baseou-se na Teoria da Evidência de Dempster- Shafer e no Modelo de Fatores de Certeza. No processo denominado PRANINC, cada dado capturado pelos diferentes sensores é considerado uma evidência e o conjunto dessas evidências é considerado na formação das hipóteses. Três classes de incertezas contextuais foram especificadas: as incertezas provenientes da tecnologia empregada na transmissão dos dados capturados por sensores; as incertezas relacionadas aos próprios sensores, que estão sujeitos a erros e defeitos; e, as incertezas associadas à influência mútua entre as variáveis observadas. O método foi empregado a partir da realização de experimentos sobre arquivos com dados fisiológicos de pacientes reais, aos quais foram adicionados elementos comportamentais e ambientais. Como resultado, foi possível confirmar que o contexto influencia nos dados repassados pelo sistema de monitoramento, e que as incertezas contextuais podem influenciar na qualidade das informações fornecidas, devendo estas serem consideradas pelo especialista. / The remote monitoring of human health basically involves the use of sensor network technology as a means of capturing patient data and observation, in every environment. The sensor technology facilitates remote monitoring of patients with heart disease, respiratory problems, postoperative complications and even people in residential treatment. An important element of the health monitoring system is its ability to interact with the environment which allows, for example, act as a provider of relevant information and services to the user. The interaction with the environment provides to the system the characteristics related to a context-aware application, once this kind of system can react and adapt itself in face of environment´s changes, through a proactive and intelligent assistance. Another significant aspect of health monitoring systems is related to the uncertainties associated with the technology used as a means for obtaining and processing the data sensed by sensors, and the data which will be presented to the experts users - physicians. Uncertainties are inevitable elements in any ubiquitous and context-aware application and it can be generated by incomplete or imperfect data. In the human health monitoring by sensors factors, such as the mutual influence between physiological, behavioral and environmental data are mentioned as potential generators of uncertain contextual information. This research take into consideration that each sensor captures a data type and sends it to a station located in the patient\'s home. The objective of this paper is to present a process to analyze the contextual uncertainties present in the monitoring of human health via sensors. The method used was based on the Dempster-Shafer Evidence Theory and The Uncertainty Factor Model. The process named PRANINC, considers each data captured, by different sensors, as evidence and, all of the evidences are considered in the formation of hypotheses. Three contextual classes of uncertainties were specified: the uncertainties arising from the technology employed in transmitting the data captured by sensors, the uncertainties related to the actual sensors, which are subject to errors and defects, and the uncertainties associated with the mutual influence between the observed variables. The method was employed through conducting experiments on files with physiological data of real patients, to which, were added behavioral and environmental factors. As a result was possible to confirm that the context influences the data transferred by the monitoring system and that contextual uncertainties may influence the quality of the information which shall be considered by the specialist.