:::

詳目顯示

回上一頁
題名:使用SDM-PRN轉換法以輔助建構系統動力學模型及政策設計
作者:陳耀宗
作者(外文):Yao-Tsung Chen
校院名稱:國立中山大學
系所名稱:資訊管理學系研究所
指導教授:鄭炳強
學位類別:博士
出版日期:2001
主題關鍵詞:類神經網路政策設計建模過程機器學習系統動力學System DynamicsMachine LearningPolicy DesignModel ConstructionNeural Network
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(1) 博士論文(1) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:1
  • 共同引用共同引用:0
  • 點閱點閱:41
本研究的目的是要提出一個系統動力模型(System Dynamics Model;以下簡稱SDM)與類神經網路(Artificial Neural Network;以下簡稱ANN)之間的轉換法,用以輔助建構SDM並設計其中的政策。SDM與ANN都是將建模者的知識儲存在圖形的結構之中。ANN又能夠從一組多變量的時間序列軌跡中學習出一組數值的傳遞結構。因此我們將先把SDM轉換成一種特殊的ANN-部分遞迴網路(Partial Recurrent Network;以下簡稱PRN),並證明兩者具有相同的數值傳遞限制。再將PRN的學習法與建模過程整合,而形成一套學習機制,便可以輔助建模者建構SDM。也就是由模型的草圖開始,由PRN學習出幾個可能的結構,再由建模者選擇。另外,以同樣的精神,也可以將SDM-PRN轉換法應用來設計SDM中的政策。因為PRN可以從歷史軌跡學習出結構,當然也可以從建模者設定的較佳軌跡中,學習出較佳的結構。本研究也實證了上述兩個應用的有效性及使用性,結果都非常令人滿意。
This paper presents a model transformation between System Dynamics Model (SDM) and Artificial Neural Network (ANN) to aid model construction and policy design. We first point out a similarity between a System Dynamics Model (SDM) and an artificial neural network, in which both store knowledge majorly in the structure (or linkages) of a model. Then, we design a method that can map a SDM to a special design Partial Recurrent Network (PRN), and prove in mathematics that they two operate under the same numerical propagation constraints. With the established foundation, we then showed that the SDM-PRN transformation could aid SDM construction in the following way: (1) start from an initial skeleton of a PRN model (mapping from an initial SDM), (2) incarnate its structure by learning and (3) convert it back to a corresponding SDM. This approach integrates the capability of neural network learning with a traditional process, which thus makes model construction more systematic and much easier for common people. In the same philosophy, the SDM-PRN transformation could also aid SD policy design. Since any PRN can learn some structures from a historical time series pattern, it can also learn a better structure from a better pattern set by designer. We have investigated the effectiveness and usefulness of two application of the SDM-PRN transformation described above and the results are satisfactory.
中文部分:
[1]陳加屏,民88,系統動力學模式結構層次高槓桿決策函數產生法之研究,中山大學企業管理系博士論文。new window
[2]郭進隆譯,民83,第五項修練:學習型組織的藝術與實務,台北,天下文化出版公司。原著作者:Peter M. Senge。
[3]齊若蘭譯,民84,第五項修練實踐篇-思考、演練與超越,台北,天下文化出版公司。原著作者:Peter M. Senge等。
英文部分:
[1]An, G. “The Effects of Adding Noise during Backpropagation Training on a Generalization Performance,” Neural Computation (8), 1996, pp. 643-647.new window
[2]Aussem, A. “Dynamical Recurrent Neural Networks towards Prediction and Modeling of Dynamical Systems,” Neurocomputing (28), 1999, pp. 207-232.
[3]Bailey, R., Bras, B. and Allen, J. K., “Using Response Surfaces to Improve the Search for Satisfactory Behavior in System Dynamics Models,” System Dynamics Review (16:2), 2000, pp. 75-90.
[4]Bensoussan, A., Hurst, E. G. and Näslund, B., Management Application of Modern Control Theory, North Holland, Amsterdam, 1974.
[5]Burns, J. R., and Malone D. W. “Optimization Techniques Applied to the Forrester Model of the World,” IEEE Transaction on Systems, Man, and Cybernetics (4:2), 1974, pp. 164-171.
[6]Clemson, B., Tang, Y., Pyne, J. and Unal R., “Efficient Methods for Sensitivity Analysis,” System Dynamics Review (11:1), 1995, pp. 31-49.new window
[7]Cooper, D. R. and Emory C. W. Business Research Methods, Irwin, Chicago, 1995.
[8]Coyle, R. G., Management System Dynamics, Wiley, New York, 1977.
[9]Coyle, R. G. “The Use of Optimisation Methods for Policy Design in a System Dynamics Model,” System Dynamics Reviews (1), 1985, pp. 81-92.new window
[10]DeRusso, P., Roy, R. and Close, C., State Variables for Engineers, Wiley, 1965.
[11]Dolado, J. J. “Qualitative Simulation and System Dynamics,” System Dynamics Reviews (8:1), 1992, pp. 55-81.new window
[12]Elman, J. L. “Finding Structure in Time,” Cognitive Science (14), 1990, pp. 179-211.
[13]Forrester, J. W. Industrial Dynamics, MIT Press, Cambridge, MA, 1961.
[14]Forrester, J. W. “Industrial Dynamics-After the First Decade,” Management Science (14:7), 1968a, pp. 393-415.
[15]Forrester, J. W. Principles of Systems, MIT Press, Cambridge, MA, 1968b.
[16]Forrester, J. W., World Dynamics, Wright-Allen, Cambridge, Mass., 1971.
[17]Forrester, J. W. “System Dynamics, Systems Thinking, and Soft OR,” System Dynamics Review (10:2-3), 1994, pp. 245-256.
[18]Graham, A. K., “Parameter Formulation and Estimation in System Dynamics Models,” working paper, System Dynamics Group, MIT, Cambridge, MA, 1976.
[19]Gunter, B., “Statistically Designed Experiments,” Quality Progress (74), 1990.
[20]Hair J. F. Jr., Anderson, R. E., Tatham, R. L. and Black, W. C. Multivariate Data Analysis, Prentice-Hall, Upper Saddle River, NJ, 1998.
[21]Holmstrom, L. and Koistinen, P. “Using Additive Noise in Back-propagation Training,” IEEE Transaction on Neural Networks (3), 1992, pp. 24-38.
[22]Jordan, M. I. “Attractor Dynamics and Parallelism in a Connectionist Sequential Machine,” in Proceedings of the Eighth Annual Conference of the Cognitive Science Society, Hillsdale, NJ, 1986, pp. 531-546.
[23]Kivijärvi, H. and Tuominen, M., “Solving Economic Optimal Control Problems with System Dynamics,” System Dynamics Review (2:2), 1986, pp. 138-150.
[24]Kleijnen, J. P. C., “Sensitivity Analysis and Optimization of System Dynamics Models: Regression Analysis and Statistical Design of Experiments”, System Dynamics Review (11:4), 1995, pp. 275-288.
[25]Kohonen, T. Self-Organization and Associative Memory, Springer-Verlag, Berlin, 1988.
[26]McCullagh, P. and Nelder, J. A. Generalized Linear Models 2nd ed., Chapman & Hall, London, 1989.
[27]Mohapatra, P. K. J. and Sharma, S. K. “Synthetic Design of Policy Decisions in System Dynamics Models: A Modal Control Theoretical Approach,” System Dynamics Review (1), 1985, pp. 63-80.new window
[28]Nie, J. “Nonlinear Time Series Forecasting: A Fuzzy-neural Approach,” Neurocomputing (16), 1997, pp. 63-76.
[29]Oja, E. and Wang, L. “Robust Fitting by Nonlinear Neural Units,” Neural Netowkrs (9:3), 1996, pp. 435-444.
[30]Poggio, T. A. and Girosi, F. “Networks for Approximation and Learning,” Proceedings of the IEEE (78:9), 1990, pp. 1481-1497.
[31]Powell, M. J. D., “An efficient method for finding the minimum of function of several variables without calculating derivatives,” Comput. J. (7), 1964, pp. 155-162.
[32]Randers, J. “Guidelines for Model Conceptualization,” in Elements of the system dynamics method Randers, J. (eds.), MIT Press, Cambridge, Mass., 1980.
[33]Richardson, G. P. and Paugh A. L. III, Introduction to System Dynamics Modeling with DYNAMO, MIT Press, Cambridge, Mass., Reprinted by Productivity Press, Protland, Ore., 1981.
[34]Richmond, B., Vescuso, P. and Peterson, S., An Acdemic User’s Guide to STELLA, High Performance System, Hanover, NH, 1987.
[35]Roberts, N. Andersen, D. F., Deal, R. M., Garet, M. S. and Shaffer, W. A. Introduction to Computer Simulation: the System Dynamics Modeling Approach, Addison-Wesley, Mass., 1983.
[36]Sarle, W. S. Neural Network FAQ Part III, ftp:// ftp.sas.com/ pub/ neural/ FAQ3.html, 2000.
[37]Scarselli, F. and Tsoi, A. C. “Universal Approximation Using Feedforward Neural Networks: A Survey of Some Existing Methods, and Some New Results,” Neural Networks (11:1), 1998, pp. 15-37.new window
[38]Senge, P. M. The Fifth Discipline: The Art and Practice of the Learning Organization, Doubleday, New York, 1990.
[39]Senge, P. M. et al. (eds.) The Fifth Discipline Fieldbook: Strategies and Tools for Building a Learning Organization, Doubleday, New York, 1994.
[40]Sharp, J. A., “Sensitivity Analysis: Mehtods for System Dynamics Models,” working paper, System Dynamics Research Group, University of Bradford, Bradford, Yorkshire, U. K., 1976.
[41]Starr, P. J. “Modeling Issues and Decisions in System Dynamics,” TIMS Studies in the Management Science (14), 1980, pp. 45-59.
[42]Taguchi, G. and Konishi, S., Orthogonal Arrays and Linear Graphs, American Supplier Institute, Dearborn, Mich., 1987.
[43]Talavage, J. J. “Modal Analysis to Aid System Dynamics Simulation,” TIMS Studies in the Management Sciences (14), 1980, pp. 229-240.
[44]Tank-Nielsen, C., “Sensitivity Analysis in System Dynamics,” in Elemnets of the System Dynamics Method, (eds.) Randers, J., MIT Press, Cambridge, Mass., Reprinted by Productivity Press, Portland, Ore., 1980.
[45]Werbos, P. J., “Backpropagation Through Time: What It Does and How to Do It,” Proceedings of the IEEE (78:10), 1990, pp. 1550-1560.
[46]Winston, P. H. Artificial Intelligence, Addison-Wesley, Reading, Mass., 1992.
[47]Wolstenholme, E. F., “Defence Operational Analysis Using System Dynamics,” European Journal of Operational Research, forthcoming, 1987.
[48]Wolstenholme, E. F., System Enquiry: A System Dynamics Approach, Wiley, New York, 1990.
[49]Wolstenholme, E. F. and Al-Alusi, A. -S., “System Dynamics and Heuristic Optimization in Defense Analysis,” System Dynamics Reviews (3:2), 1987, pp. 102-115.
[50]Young, S. H. and Chen, C. P., “A Heuristic Mathematical Method for Improving the Behavior of Forrester’s Market Growth Model,” in Proceeding of 16th International Conference of the System Dynamics Socity, 1998.
[51]Zell, A. et al. SNNS User Manual Version 4.1, Stuttgart, German, 1995.new window
[52]Zhang, G. and Hu, M. Y. “Neural Network Forecasting of the British Pound/US dollar Exchange Rate,” Omega (26:4), 1998, pp. 495-506.
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top