CSM’03 17th JISR-IIASA Workshop on Methodologies and Tools for Complex System Modeling and

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Contents N. Baba, Effective utilization of soft computing techniques for the construction of the intelligent decision support Systems to deal stocks 1

CSM’03

17thJISR-IIASAWorkshopon

MethodologiesandToolsfor

ComplexSystemModelingand

IntegratedPolicyAssessment

8–10September,2003

Abstracts

InternationalInstituteforAppliedSystemsAnalysisLaxenburg,Austria

Contents N. Baba, Effective utilization of soft computing techniques for the construction of the intelligent decision support Systems to deal stocks 1

Sep-01-2003,21:08-i-CSM’03Contents

N.Baba,Effectiveutilizationofsoftcomputingtechniquesfortheconstructionoftheintelligent

decisionsupportSystemstodealstocks

A.Beulens,TransparencyinFoodSupplyChainsandNetworks:ModelingandInfrastructure

Issues.

J.Climaco,C.GomesdaSilva,J.Figueira,Onthepotentialitiesofthescattersearchmethod-

ologytodealwithbicriteriacombinatorialproblems-Theknapsackcase

X.Cui,Y.Li,L.Xia,J.Zhang,AnattributeddirectedgraphmodelofHWMEbasedonInternetR.Dai,J.Yu,J.Gu,Ametasyntheticapproachfordecisionsupportsystem

M.Flechsig,U.Boehm,T.Nocke,Themulti-runsimulationenvironmentSimEnv12681013W.Foell,U.Said,Policy-basedmodelingofIndonesianenergysystems:aretrospectiveand

prospectiveview15M.Funabashi,K.Homma,M.Kosaka,TheYaoyorozuprojectfordesigningubiquitousinfor-

mationsocietybasedontrans-disciplinaryscienceandtechnology17J.Gondzio,A.Grothey,Parallelinteriorpointsolverforlarge-scalestructurednonlinearpro-

grams19H.Gottinger,Technologicalracesinglobalindustries20J.Granat,C.Chudzian,Preprocesingofthedataindecisionsupportsystems-aMiningMart

approach21M.Grauer,G.Stuff,T.Barth,P.Neuser,O.Reichert,M.Gerdes,Virtualprototypinginmanu-

facturingbasedoncomplexsystems22J.Gu,H.Wang,P.Zhang,F.Fang,X.Tang,Metasynthesissystemsmodelingwithhelpof

expertsgroup23O.Hryniewicz,Statisticaltestofindependenceofqualitativevariablesinthepresenceofim-

preciseinformation25K.Inoue,H.Nakanishi,Designingaero-robotrescuesystemfordisasterresponse26S.Kaden,M.Redetzky,M.Kaltofen,ArcGRM:Interactivesimulationsystemforwaterre-

sourcesplanningandmanagementinlargeriverbasins27M.Kainuma,Y.Matsuoka,T.Morita,ClimatepolicyassessmentbyAIM(Asia-Paci cInte-

gratedModel)29N.Komoda,Y.Takada,N.Kawamura,H.Oiso,Thelocation-awarein-houseinformationpro-

vidingsystembyusingBluetooth31L.Kru´s,Towardscooperativestrategiesininnovationactivity33

A.Lewandowski,Streamingoptimizationindecisionsupportsystems:theCOPLEXapproach35M.Makowski,AStructuredModelingTechnology39

Contents N. Baba, Effective utilization of soft computing techniques for the construction of the intelligent decision support Systems to deal stocks 1

CSM’03-ii-Sep-01-2003,21:08W.Micha owski,R.S owi´nski,S.Wilk,Providingdecisionsupportanytimeandanywhere:

METsystemexperience43Y.Nakamori,SystemsMethodologyforKnowledgeManagement45H.Nakayama,K.Washino,Optmimizationofblack-boxobjectivefunctionsusingsupportvec-

tormachines46W.Ogryczak,Multiplecriteriaoptimizationanddecisionsunderrisk

Z.Pawlak,Dataminingand owgraphs

W.Reinisch,Optimalcrewmanagementandschedulingintransportation474951J.Saltbones,J.Bartnicki,Meteorologicalinformationsupportingthedecision-makerincaseof

nuclearaccidents.Whatismostneeded?53H.Sebastian,F.Golm,J.Wollenweber,AnEvolutionaryApproachforRecycling-NetworkOp-

timizationintheAutomotiveIndustry54S.Stagl,F.Rauschmeyer,Integratedassessmentforsustainabledevelopment-understanding

weightsinmulticriteriaevaluations55H.Tamura,Behavioralaspectsofdecisionanalysiswithapplicationtomodelingandevaluation

ofsafe,secureandreliable(SSR)society57X.Tang,Y.Liu,J.Gu,Groupargumentationforknowledgecreation:ameta-syntheticap-

proach58F.Tian,C.Guo,Y.Lu,MacroeconomicsystemmodelingwithDBNs

J.Wessels,E.Jordaan,G.Smits,Automaticmodellingforprocessmonitoring6063

A.Wierzbicki,ModellingandtheDevelopmentofKnowledge-BasedEconomy;TheRoleof

InformationInfrastructureandInformationSocietyTechnologies64Y.Yun,H.Nakayama,M.Yoon,Onsupportvectormachinesusingtotalmarginforimproving

generalizationability65X.Zhou,J.Yu,S.Feng,Y.Chen,Metasynthesesmethodologyanditsapplicationtoeconomy

system66ListofParticipants69

Note:Theabstractshavebeenprocessedautomaticallyusingtheabstractformse-mailedbytheauthors.Onlyonesubstantivetypeofmodi cationhasbeenapplied,i.e.,inafewcasestheco-authorhasbeennamed rst,ifonlyhe/shewillparticipateintheWorkshop.

Contents N. Baba, Effective utilization of soft computing techniques for the construction of the intelligent decision support Systems to deal stocks 1

Sep-01-2003,21:08-1-CSM’03Effectiveutilizationofsoftcomputingtechniquesfortheconstructionof

theintelligentdecisionsupportSystemstodealstocks

NORIOBABA

InformationScience,OsakaKyoikuUniversity

Keywords:neuralnetworks,geneticalgorithms,Nikkei-225,TOPIX,prediction,movingaverage,goldencross,intelligentDSS

TheuseofsoftcomputingtechniquessuchasNNs,GAs,andetc.inthe nancialmarkethasrecentlybecomeoneofthemostexcitingandpromisingapplicationareas.Inourtalk,weshallintroduceourrecenttrialsinordertoconstructintelligentdecisionsupportsystemsfordealingstocks.

Ourtalkhasthefollowingtwoparts:

1)NNsareutilizedinordertomakeforecastofseveralindexessuchasTOPIXandNikkei-225(andalsoseveralindividualstocks)fourweeksinthefuture.ArathersophisticateddecisionsupportsystemwhichexploitstheforcastsgivenbyNNsisproposed.Further,GAsareutilizedinorderto ndanappropriatecombinationofparametervaluesinvolvedintheDSSandaneffectivewayofdealings.Theef cacyoftheproposedDSSiscon rmedbyseveralcomputersimulationstudies.

2)Traditionally,manystocktradershaveutilizedthemeasure((Longtermmovingaverage(suchas13weeksmovingaverage))-(Shorttermmovingaverage(suchas5weeksmovingaverage)))(LMA-SMA)inordertodetectupanddowntendencyofthestockmarket.Inourtalk,weshalldemonstratebytheseveralcomputersimulationsthattheDSSwhosedealingsaredonebythemeasure(LMA-SMA)isfurtherimprovedbytheutilizationofGAsandAItechniques.

References

[1]N.BabaandH.Suto,”UtilizationofArti cialNeuralNetworksandTD-LearningMethodfor

ConstructingIntelligentDecisionSupportSystems”,EuropeanJournalofOperationsResearch,Vol.122,pp.501-508,2000.

[2]N.Baba,”UtilizationofSoftComputingTechniquesforDealingintheTOPIXandtheNikkei-

225”,ProceedingsoftheKES2002,pp.374-380,Milano,Italy,September,2002.

Contents N. Baba, Effective utilization of soft computing techniques for the construction of the intelligent decision support Systems to deal stocks 1

CSM’03-2-Sep-01-2003,21:08

TransparencyinFoodSupplyChainsandNetworks:Modelingand

InfrastructureIssues.

ADRIAAN(ADRIE)J.M.BEULENS

WageningenUniversity,DepartmentofSocialSciencesandKLICT

Keywords:foodsupplychains,networks,referencemodels

FoodsafetyiscurrentlyconsideredtobeanimportantissueforallstakeholdersofFoodSupplyChainNetworks(SCN).ConsumersandotherstakeholdersinandoftheSCNareincreasinglyconcernedaboutfoodscandals(BSE,FMD,MPA,Nitrofen,etc.).Highqualityfood,integrityandassociatedservicesandinformationshouldbeguaranteed.Consumerscallforinformationonpropertiesoffoodthatcanbefullytrusted.ThisrequirementissupportedandvoicedinparticularbyretailerswhotranslatetheseconsumerrequirementsintorequirementstobemetupstreamintheSCN.Further,consumerdemandsareenhancedbyNGO’sandlegislators.Thelegislatorisintheprocessofde ningnewpolicies,regulationsandlawstobeadheredto(GeneralFoodLawasof2005).Inturn,thesedevelopmentsandrequirementshaveledtoresponsesofthebusinesscommunity(BC)participatinginSCN.Thereisagrowingconsciousnessoftheimportanceofintegrity,guaranteedqualityandassociatedtransparency.Also,thereisagrowingactivitytoimproveontheseissuesbothontheleveloftheSCNasawholeaswellasontheleveloftheindividualparticipatingcompany.Theyallseemtorecognizemoreandmorethatregainingorimprovingtrustoftheconsumerheavilydependsoneffectivelytacklingtheissuesonbothlevelsjustmentioned.

Integrity,guaranteedquality,trust,transparencyandtrackingandtracingareoftenmentionedanddiscussedseparately.However,intheBusinessCommunityitisalsowellrecognisedthattheseissuesareheavilyinterdependent.Withoutguaranteedqualitytheotherissueshavenorealvalue.TheBusinessCommunityfurtherregardstheseissuesnexttomanyotherdevelopmentsinsocietyandtechnologyasimportantdrivingforcesforcontinuousinnovation.Asaconsequence,inthemarketplaceweseemanydevelopmentswhereresponsesaresoughtanddevelopedinthedirectionofcreatingSCNwithdistinguishableproductofferings(brandedproductswithassociatedinformationandservices),associatedqualityandtransparencysystemsforgovernance,(management)co-ordinationandtrackingandtracing.

Organizingtheseco-operationsaswellasmakingthemworkinpracticewith(information)systemsandinfrastructuresinplaceisnotaneasytask.Importantelementsarethepresenceofleadership,visionandentrepreneurialpower.

Inthispaperwewillillustratethechallengesjustdiscussedonthebasisofoneprojectandoneapproach.In2000agroupofSME’sinthepoultryeggchaininacombinationofhorizontalandverticalpartnerships,joinedforcesinaPublicPrivatePartnershipproject.

Theobjectivewastoguaranteethequalityoftheirproductstotheconsumerandtoprovideinfor-mationforassociatedtransparency.Thisco-operationinvolvedallpartiesintheeggchainfrombreed-ingGPS,downtothepackingstations,feedproducers,vets,aconsultancycompany(QualitySystemsandCerti cation),WageningenUniversity,theTechnologicalUniversityofEindhovenandKLICT(anagencyfororganisingPPP’s).Initiallyinspiredbytheconsultancycompany,thefeedcompanyandKLICT,itstartedoffaimingatguaranteeingalicensetoproduceforthefuture.Thiswasexpectedtoleadtoguaranteedqualityandassociatedtransparencytotheultimateconsumerwhilepreservingtheautonomyofpartnersinvolvedandsafeguardingtheirindividualinterests.Tomeettheobjectivesofco-operatingSME’sinavirtualenvironment,theyaimedatsharedqualitystandardsandasharedin-formationinfrastructure(IIS);thisenabledthepartnerstoguaranteequalityandeffectiveandef cient

Contents N. Baba, Effective utilization of soft computing techniques for the construction of the intelligent decision support Systems to deal stocks 1

Sep-01-2003,21:08-3-CSM’03responseincaseofemergingproblems.

Reviewingtheprocess,weencounteredmanyproblemsrelatedtoachievingthegoalsmentionedbefore.Howeverovertime,inthesectorandinparticularinthegroupofcompaniesinvolved,asharedvisiononproblemsandopportunitiesevolved,mutualtrustdevelopedandobjectiveschangedintomorechallengingandcomprehensiveones.Sharedinsightsandobjectives,regardednon-competitivewithinthegroupwerefoundtobeimportanttodistinguishthisgroupfromcompetitorsintheeggsector.

Summarising,theprojectledto:

1.AsharedinsightthataddedvaluetotheclientandconsumerwithguaranteedqualityandassociatedtransparencyrequiresaSCNapproach.

2.Sharedobjectivestobemetandconstraintstobesatis ed(autonomyoftheparticipantsandsafeguardswithrespecttoinformationaccessanduse).

3.SharedunderstandingthatsuchaSCNcanbeimplementedandmaintained.

4.Waysofworking,co-operation,co-ordinationandgovernanceand

5.AframeworkforasharedIISthatisabletointerfacewithinformationsystemsofpartnersinvolvedwhilesatisfyingaccessandusagerestrictions.

6.A rstversionofareferenceinformationmodelforTrackingandTracingandaprototypeTrackingandTracingsystem.

7.Amemorandumofunderstanding,principlesandco-operationasaguidanceforco-operation.

Asdescribedbytheparticipants,theprojectshowsthefeasibilityofanSCNforSME’sinavirtualco-operationwhilepreservingtheirautonomytoalargeextent.TheyseemtobeabletomakethestepfromapuremarketorientedapproachtowardsaSCNapproachwithoutadominatingandenforcingpower.

IntheBusinessCommunityweseeotherinitiativesaimingatmoreorlessthesametypeofobjectivesbutorganisedinadifferentmanner.TheyorganisethemselvesinasocalledclosedSCNenvironmentwiththeirownIISandqualitysystemandapproachandprovideincentivesforco-operationforpartnersupstreamintheirchain.Thisapproachisoftenseeninareasofbrandedproductsofhighaddedvalue(e.g.PoultraceandNutrace).

However,allapproachesforcreatingandimplementingSCNwithassociatedqualitysystems,in-formationsystemsandIISseemtohaveincommonthatinallcasesanumberofquestionsneedtobeanswered.Theyencompassquestionssuchashowdowe:

1.Determinewhatproducts,servicesandassociatedinformationdoweactuallyhavetodeliverandwhataretheassociatedqualityandperformancerequirements.

2.Ensurethatweactuallyperformandachieveonthebasisofthequalitythatwehavede ned.Thispertainstoproducts,servicesandinformation.

3.Proveorshowthatwehaveactuallydoneaspromisedforeachbusinesstransaction.Thisispureinformationprocessinganddelivery.MakesurethatnecessaryobservationsaremadeandrecordedwithintegritythroughouttheSCNandthereafterusedtoprovideforrequiredinformation.

4.(Pro)reactincaseofafoodprobleminordertominimiseitsscopeandeffectandmaintainconsumertrust.Againthisdependstoalargeextendonobservedandrecordedinformationwhichwillallowef cientandeffectivetrackingandtracing.

5.(Pro)reactincaseofaproblemrelatedtothequalityofserviceorinformationprovidedtostakeholders.Thisagaininordertominimiseitsscopeandeffectandmaintainorimproveconsumertrust.Thisalsodependstoalargeextendonobservedandrecordedinformationandonthewaythisinformationismadeavailabletoconsumersorotherstakeholders.

6.Gettheknowledgenecessaryfordevelopingandimplementingbetterbusinessprocesses,associatedmanagementcontrol,relatedinformationsystems,processesandinformationinfrastructuresthatwillallowfoodchainstoachievewhathasbeenspeci edinpreviouspoints.

Inthepreviouspartofthisabstractwebrie ypaidattentiontosomeissuesrelatedtofoodsafetyandtoassociatedinformationproblems.TheinformationproblemshavetodowithIISonthelevelofSCN,withtheconnectionwithIISofinformationsystemsofcompaniesparticipatinginSCN,withtransparency,withtrackingandtracing,withperformancerequirementstobesatis edandwithwaysinwhichthesesysteminnovationscanbebroughtabout.Inourresearchprojectswehavethusfarlearned

Contents N. Baba, Effective utilization of soft computing techniques for the construction of the intelligent decision support Systems to deal stocks 1

CSM’03-4-Sep-01-2003,21:08that:

1.Thereisnosharedde nitionandunderstandingoftrackingandtracing,integrityandinparticularoftransparency.Wefoundavarietyofdescriptionsofthetermindictionariesandoperationalde nitions.Operationalde nitionsintermsofwhenasituationisperceivedtobetransparentornot.Inourresearchwethereforearrivedatthefollowingde nitionoftransparency:TransparencyofaSCN(netchain)istheextenttowhichallthenetchain’sstakeholdershaveasharedunderstandingof,andaccessto,theproduct-relatedinformationthattheyrequest,withoutloss,noise,delayanddistortion.

ingupwiththereferenceinformationmodelsnecessaryisacumbersomeanddif cultprocess.

3.DesigningaworkingInformationInfrastructureforaSCNthatisabletointerfacewiththeISofpartic-ipatingcompaniesisalsoaverydif cultproblem,inparticularwhentakingintoaccountperformancerequirements.

InourpresentationwewillelaborateontheissuesofIISneededfortransparencyinSCNandpayinparticularattentiontotransparency,trackingandtracingandtheassociatedmodellingchallengesfortheICTcommunity.FormoreinformationonthesubjectsaddressedinthisabstractIwouldliketorefertotheenclosedlistofreferences.

References

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plan,Pitman,London,UK.

[2]APICS(1998).APICSDictionary.TheEducationalSocietyforResourceManagement,J.F.Cox

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[4]Crama,Y.,Pochet,YandWera,Y.(2001)ADiscussionofProductionPlanningApproachesinthe

ProcessIndustry,CenterforOperationsResearchdiscussionpaperCORE2001/42.

[5]Deasy,D.J.(2002)Foodsafetyandassurace:Theroleofinformationtechnology,in:International

JournalofDairyTechnology,vol55,issue1,2002.

[6]Dorp,C.A.van,Beulens,A.J.M.andBeers,G.(2001)ERPinSemi-Process:RequirementsCapture

forTrackingandTracing.Proceedingsofthe7thAmericasConferenceonInformationSystems(AMCIS2001),(Ed.)D.Strong,D.StraubandJ.I.DeGross,AssociationforInformationSystems,August2-5,Boston,Massachusetts,USA.

[7]Bernus,P.,Mertins,KandSchmidt,G.(1998)Handbookonarchitecturesofinformationsystems,

SpringerVerlag,Berlin.

[8]Iivari,J,Hirschheim,R.andKlein,H.K.(1998)Aparadigmaticanalysiscontrastinginformation

systemsdevelopmentapproachesandmethodologies,InformationSystemsResearch9/2pp164-193

[9]Loos,P.(2001).GozintographsforBy-ProductsandCyclicProduction:AnApproachforERP

SystemApplication.Proceedingsofthe7thAmericasConferenceonInformationSystems(AMCIS2001),(Ed.)D.Strong,D.StraubandJ.I.DeGross,AssociationforInformationSystems,August2-5,Boston,Massachusetts,USA.

[10]Moe,T.(1998)Perspectivesontraceabilityinfoodmanufacture,in:FoodandScienceTechnology,

nr9,pp211-214.

[11]Petroff,J.N.andHill,A.V.H.(1991)Aframeworkforthedesignoflot-tracingsystemsforthe

1990’sin:ProductionandInventoryManagementJournal,volume32,issue2,pp55-61.

Contents N. Baba, Effective utilization of soft computing techniques for the construction of the intelligent decision support Systems to deal stocks 1

Sep-01-2003,21:08-5-CSM’03

[12]Scheer,A.W.(1998).BusinessProcessEngineering:ReferenceModelsforIndustrialEnterprises,

StudyEdition,Springer-VerlagBerlin,Heidelberg,Germany.

[13]Scipioni,A.,Saccarola,G.,Centazzo,A.andArena,F.(2002)FMEAmethodology,implementa-

tionandintegrationwithHACCPsysteminafoodcompany,in:FoodControl(inpress).

[14]Steele,D.C.A.(1995)Structureforlot-tracingdesign,in:ProductionandInventoryManagement

Journal,vol.36,no.1,pp.53-59,1995.

[15]Tayryla,I.(1999)Realisingthepotentialoftraceability,PhDHelsinkiUniversityofTechnology,

Espoo,Finland.

[16]Trienekens,J.H.andBeulens,A.J.M.(2001)TheimplicationsofEUfoodsafetylegislationand

consumerdemandsonsupplychaininformationsystems,InternationalFoodandAgribusinessManagementAssociation,the11thAnnualWorldFoodandAgribusinessForum,Sydney,Aus-tralia.

[17]Trienekens,J.H.andBeulens,A.J.M.(2003)InnovationsThrough(International)FoodSupply

ChainDevelopment:AResearchAgenda.InternationalFoodandAgribusinessManagementAs-sociation,the13thAnnualWorldFoodandAgribusinessForum,Cancun,Mexico.

[18]/(2003),papersoffocusareaoftransparency.

Contents N. Baba, Effective utilization of soft computing techniques for the construction of the intelligent decision support Systems to deal stocks 1

CSM’03-6-Sep-01-2003,21:08

Onthepotentialitiesofthescattersearchmethodologytodealwith

bicriteriacombinatorialproblems-Theknapsackcase

JOAOCLIMACO

CoimbraUniversityandINESC-Coimbra

CARLOSGOMESDASILVA

INESC-Coimbra

JOSEFIGUEIRA

CoimbraUniversityandINESC-Coimbra

Keywords:knapsackproblems,metaheuristics,scattersearch,multicriteriaanalysis

Thescattersearchisanevolutionarymethodthatcreatessolutionsbycombiningothersolutionsus-ingstrategiesthatexploittheknowledgeontheproblem.Takingintoaccountmultiplesolutionsasafoundationtocreatenewones,scattersearchenhancestheexplorationoftheinformationnotcontainedineachindividualsolutionbymeansofheuristicsthatcombinethemusingmechanismsthatpromotedi-versityandquality.Theprocessofsolvingaproblembymeansofcreatingprogressivelybettersolutionsisstructuredinthefollowingcomponents:adiversi cationgenerationmethod,animprovementmethod,areferencesetupdatemethod,asubsetgenerationmethod,andacombinationmethod(Glover,1999).

Recently,scattersearchhasbeensuccessfullyusedforsolvingcombinatorialandnonlinearoptimi-sationproblemssuchasvehicleroutingproblems,travellingsalespersonproblems,unconstrainedopti-misationproblems,andtreeproblems,andinseveralapplicationareassuchas nancialproductsdesign,neuralnetworkstrainingandcombatforcesassessmentmodels(Glover,1999andLagunaandMarti,2003).Inmanyrealworldsituationsmorethanonepointofviewshouldbeexplicitlyconsidered.Inthesecircumstancesmulticriteriamodelsandtheassociatedsolutionapproachesconstituteaninterestingresearcharea.However,incombinatorialproblems,theexactgenerationofallnondominatedsolutionsforlargesizeinstancesisusuallytooexpensiveregardingthecomputationalef ciency.So,thedevelop-mentofheuristicsisarichstreamofresearch.Scattersearchisapopulationbasedmethodsuitablefortacklingproblemswithseveralcriteria.Nevertheless,tillnowjustafewnumberofapproachesdedicatedtothemulticriteriacasehavebeenproposed.

Inthispaperitisshownthatthemethodologysubjacenttoscattersearchcanbeusefultoobtainanaccurateapproximationofthenondominatedsolutionssetinbicriteriacombinatorialproblems.Specialattentionispaidtothewellknownknapsackproblem.Severalauthorshavealreadyextensivelystudiedtheclassicalbicriteria0,1knapsackproblem.Recently,someexactmethodstocalculatethewholesetofnondominatedsolutionsforthiscasewereproposed(Viseeetal.,1998andCaptivoetal.,2003),butonlymoderatesizeinstancescanbecompletelysolved(about500variableswithmethodofViseeetal.andwiththemethodofCaptivoetal.),justifyingthedevelopmentofscattersearchbasedprocedurestodealwithlargerinstances.Experimentalresultsshowthatagoodapproximationofthenondominatedsolutionssetcanbeobtainedbyimprovinganinitialgroupofsolutions,andcombiningtheminapos-terioriphase.Thisenablestheexplorationof”goodneighbourhoods”detectedduringtheevaluationofthecombinedsolutions.

Inthiswork,particularattentionispaidtotheinitialsolutionssetgeneratormethodandtothe

Contents N. Baba, Effective utilization of soft computing techniques for the construction of the intelligent decision support Systems to deal stocks 1

Sep-01-2003,21:08-7-CSM’03improvementofthesesolutions,whichisresponsiblebythedegreeofintensi cationpresentedinthemethod.Thereferencesetshouldbecomposedbyallthepotentiallynondominatedsolutionspreviouslyobtained.However,asthenumberofthesesolutionsisverylargeitisnecessarytoaggregatetheminclusters.Theclustersarebuiltaccordingtoametricdistancebetweensolutionsinthedecisionspace.So,thereferencesetisbuiltbyselectingasolutionfromeachcluster.Thesubsetmethodselectssolutionsfromthereferencesetusingtheproximitybetweenthem.Inthecombinationmethod,putationalresultsconcerningtheproposedapproacharealsopresentedanddiscussed.Thecomparisonoftheap-proachhereproposed,withothermetaheuristics,isalsooutlined.Finally,itissuggestedtheuseofthistypeofproceduresaspartofinteractiveapproaches,recommendedtodealwithverylargesizeinstances.References

[1]Captivo,M.E.,Climaco,J.,Figueira,J.,Martins,E.,Santos,J.L.(2003),”SolvingMultipleCriteria

0-1KnapsackProblemsUsingaLabelingAlgorithm”,Computers&OperationsResearch,vol.30,pp1865-1886.

[2]Glover,F.(1999)”ScatterSearchandPathRanking”,inNewsIdeasinOptimization,D.Corne,

M.DorigoandF.Glover(eds),McGrawHill,chapter19,pp297-316.

[3]Laguna,M.,Marti,R.,(2003)”ScatterSearch-MethodologyandImplementationinC”,Kluwer

AcademicPublishers.

[4]Visee,M.,Teghem,J.,Ulungu,E.L.(1998),”TwoPhasesMethodandBranchandBoundProce-

durestoSolvetheBi-ObjectiveKnapsackProblem”,JournalofGlobalOptimization,vol.12,pp139-155.

Contents N. Baba, Effective utilization of soft computing techniques for the construction of the intelligent decision support Systems to deal stocks 1

CSM’03-8-Sep-01-2003,21:08

AnattributeddirectedgraphmodelofHWMEbasedonInternet

XIACUIandYAODONGLIandLIMINXIAandJIACAIZHANG

InstituteofAutomation,ChineseAcademyofSciences

Keywords:Meta-syntheticengineering;metasynthesis;thehallforworkshopofmetasynthesisengi-neering;attributeddirectedgraph;emergence;interaction;analysisoflinkstructure;complexity;WWW;systemthinking;dialogue;learningorganization;arti cialintelligence

Inthispaper,weintroduceanattributeddirectedgraphmodelofHWMEbasedoninternettosolvetheopendynamiccomplexproblems.

Earlyin1990,ChinesescientistH.S.Tsienandhiscolleaguesproposedanewscienti c eld:OpenComplexGiantSystem(OCGS)anditsmethodologyofmetasynthesis.OCGSdescribesasortofsys-temswiththecharacteristicsofopenness,hierarchy,evolution,andenormousamountofcomponents,suchassocialsystems,economicsystems,theinternetandsoon.

TosolvetheopendynamiccomplexproblemsofOCGS,themethodologyof”metasynthesis”istocombinethehuman’smindandthecomputer’scapabilitybyarti cialintelligence,systemscienceandinformationscience,toexploitallthefullyfavorableconditionsorfruitsofscienti ckingdomandconsciousthinkingofhuman.In1992,Tsienproposedatheoreticalframeworkfortheimplementationofmetasyntheticengineering,i.e.HallforWorkshopofMetasyntheticEngineering(HWME),whichconsistsofexperts,computersandknowledge.HWMEexertitselftoapplythecollectiveintelligencetosolvecomplexproblem.Moreover,Tisenpointoutthecoreoftheimplementation:oneishowtoexploitfullytheenormousinformationresources,andtheotherishowtoacquireandsynthesizetheexperienceoftheexperts.Fromthenon,Chinesescientistskeepexploringapproachesofmetasyntheticengineeringinmanydomains.TheresearchonMeta-synthesiswassupportedby”NationalHighTechnical863ProjectofChina”.Andanationalprojecttitled”Human-ComputerCooperatedHWMESupportingMacro-EconomyDecision-Making”hasbeensupportedbyNSFC.

BasedonallaboveresearcheswearedevotingourselvestoimplementingtheframeworkofHWMEwithinformationtechnologiesandnetworktechnologies,andanattributedgraphmodelforHWMEbasedoninternetisbuilt.Moredetailsareexplainedinthefollowing.

Firstly,tremendousinformationresourcesininternetareexploitedfullyinHWME.Internetisnotonlyaninformationresourcebutalsoacarrierofcollectiveintelligenceofthethousandsofmillionsofwebusers,soitcanberegardedasaspecialexpertorientingonsomecertaintopicinHWME,i.e.thecounterpartofthehumanexpert.Theauthoritativeopinionsofsomespeci ctopicinWWWacquiredbysearchengineandminingtoolsareregardedastheopinionsoftheespecialexpertinternet.Moreover,theespecialexpert-internetandthegroupofexpertsconstitutethegeneralizedgroupofexpertsinHWME.Inaddition,intranetprovidestheroomforinteractionsamongthegeneralizedexperts.

Secondly,tomakepeoplefromseeingproblembeingisolatedtoseeingthewhole,itrequiresmoreunderstanding,knowledge,preparation,andagreementthanoneperson’sexpertiseandexperiencepro-vides.Andtomakethewholebesmarterthanthesumofindividualsinadynamiccomplexenvironment,itrequiresthecreativityofthegroupofexpertsinspiredbyinteractionsfusingsystemthinking,learn-ingorganizationandtheideaofseminarinscienti cresearches.Theeffectiveinteractionsamongthegeneralizedexpertsareestablishedonthebasisof1)self-re ectiveopennessdiscussionand2)dialoguebalancinginquiryandadvocacy.Itisavailabletonurturenewandexpansivepatternsofthinking,tosetfreecollectiveaspiration,tocreateknowledgebymeansofpositivefeedback.Withtheartofhumanlan-

Contents N. Baba, Effective utilization of soft computing techniques for the construction of the intelligent decision support Systems to deal stocks 1

Sep-01-2003,21:08-9-CSM’03guagetechnologiestheeffectiveinteractionsaresystemimplementedintheWHMEthroughaneffectiveinteractionmodelincludingdialogueandsystemthinking.

Thirdly,theprocessofeffectiveinteractionsamongthegeneralizedexpertsleadstothenetworkstructureofinter-respondedenvironmentofHWME,whichcanbecharacterizedbyanattributeddirectedgraph.Inthegraph,eachvertexwithdiscourseattributesrepresentsadiscourseofoneexperteachtime,andeachdirectededgewithrelationattributesdescribestheresponseembeddedinthediscoursecontent.Theattributesinthegraphhaveembodiedtheexperienceandintelligenceofexpertsandmillionsofthousandsofwebusers.Andtheglobalorganization(ornetwork)ofHWMEMeta-synthesizestherationalandnon-rationalknowledgeofallparticipants,whichevolvesovertheinteractionsamongthegeneralizedexperts.

Fourthly,comparingthenetworkofHWMEtothatofWWW,thediscourseofoneexperteachtimeissimilartoaWebpage,andtheinter-responseinthecontentofdiscourseissimilartoahyper-linkageinthecontentofwebpage,moreover,thegrowthofHWMEandWWWaredrivenbytheinter-responseorhyper-linkageresultedfromhuman’sbehavior,sothereisanstructureanalogybetweenthem.WeapplytheconceptofthetoolsunderstandingandinferringWWWtounderstandHWMEandasetofalgorithmictoolsforanalyzingoflinkstructureofHWMEhasbeendeveloped.

Inaword,bymeansofAItechnologyandinformationtechnology,HWMEmakestheWWW-tremendousinformationresourceslivingforexploringthesolutionoftheopencomplexproblem,andinternetbecometheespecialexpertorientingsomecertaintopic.Fusingsystemthinkingandlearningorganizationintothecoherentbodyofinteractionsamongthegeneralizationexperts,theeffectivein-teractionsmakethewholebesmarterthanthesumofindividualexperts.TheprocessoftheeffectiveinteractionsleadstothenetworkofHWME.AndthenetworkofHWMEismodeledasanattributeddi-rectedgraph,whichMeta-synthesizestherationalandnon-rationalknowledge.SotheattributeddirectedgraphmodelofHWMEisestablished.Conclusionsaredrawnintheend.

Acknowledgment

ThisworkissupportedbyNationalNaturalScienceFoundationofChina(79990580).

Contents N. Baba, Effective utilization of soft computing techniques for the construction of the intelligent decision support Systems to deal stocks 1

CSM’03-10-Sep-01-2003,21:08

Ametasyntheticapproachfordecisionsupportsystem

RUWEIDAI

InstituteofAutomation,ChineseAcademyofSciences

JINGYUANYU

BeijingInstituteofInformationControl

JIFAGU

AcademyofMathematicsandSystemSciences,ChineseAcademyofSciences

Keywords:Metasynthesis,HallforWorkshopofMetasyntheticEngineering(HWME),decisionsupportsystem,intelligentsystem,Internet,arti cialintelligence,man-computerco-operation.

Industrializationandinformationlizationleadstothechallengeofdecisionmakingonopen,dynamicandcomplexproblems,suchasgreenhouseeffect,resourcelimitation,networksecurity,etc.Althoughresearchersandengineershavedevelopedlotsofnewdecisionsupportmethodsandparadigms,it’sstillanopenproblem.Asasummarizationofmorethantenyears’studyingoncomplexproblemsanditsmethodology,thispaperwillintroduceanewapproachforbuildingdecisionsupportsystems-HallforWorkshopofMetasyntheticEngineering(HWME),whichislikelytoenableusmeetthechallengesofdecisionmakingintheinformationera.

In1990,apaper–”ANewScienti cField–OpenComplexGiantSystemsandItsMethodology”byChinesescientistsH.S.Tsien,J.Y.YuandR.W.Daiwaspublished.Inthispaper,theyproposedtheconceptofOpenGiantComplexSystem(OCGS),andarguedthatmetasynthesisfromqualitativeopiniontoquantitativeunderstandingshouldbethemethodologyforOCGSandrelatedproblems.In1992,theywentfurther:metasynthesiswasdevelopedintoHallforWorkshopofMetasyntheticEngineering,indicatingthattheframeworkofmetasyntheticengineeringwasconstructedbyandlarge.

HWME,asdeclaredbyTsien,isanappliedtechnologyofnoetic(cognitive)science,whichisbroughtforwardthroughsuccessfullysummarizingtheachievementsof1)scienti cresearchseminars,2)C3I(abbr.of”Communication,Command,ControlandInformationsystem”)andcombatsimulationinmilitary eld,3)metasynthesisfromqualitativeopiniontoquantitativeunderstanding,4)informationandintelligencetechnologies,5)informationrevolution,6)arti cialintelligence,7)virtualreality,8)man-computerco-operatedintelligentsystemsand9)systematology(basiclevelofsystemscience).Itsessentialistouniteorganicallytheexpertgroup,data,allsortsofinformation,andthecomputertechnology,andtounitescienti ctheoryofvariousdisciplinesandhumanexperienceandknowledge.Thismakesasysteminitself.Successfulapplicationofthemethoddependsongivingfullplaytosynergeticadvantagesofthesystem.

Man-computercooperationplaysanimportantroleinHWME,whichmeanssuf cientlyapplyex-pert’sabilitiesofintuitivethinkinginimagery,thentransfertheexperiencesandfeelings(tacitknowl-edge)toheuristicknowledge,programsbymeansofmodelingtechnologyforsolvingproblemsrelatedtoOCGS.

AspracticesandapplicationsofHWMEhaveshowedthatithasagreatpotentialinsolvingcomplexdecisionproblems,HWMEcanbeenviewedasanewapproachfordecisionsupportsystem.WearenowdevotingourselvestoimplementingtheframeworkofHWMEwithinformationtechnologiesand

Contents N. Baba, Effective utilization of soft computing techniques for the construction of the intelligent decision support Systems to deal stocks 1

Sep-01-2003,21:08-11-CSM’03network(especiallyinternet)technologiesandtodevelopingitintoamoderndecisionsupportsystemintheinformationera.

TheproblemsolvingprocessbyHWMEisasfollows:1)Clarifytheproblemandthegoal.2)Callinrelatedexpertstodiscusstheproblem.TheinfrastructureofHWMEiscyberspace,sothattheexpertscanacquireallsortsofresources,suchasdata,information,andknowledgeandsoonconvenientlyandquickly,andcanutilizecomputerizedtools,suchasmodels,methods,dataanalysistoolsandmodelingtoolstoanalyzetheproblemonline.3)Theexperts rstfreelygivetheiropinionsontheproblem.Here,theiropinionsareoftenquantitative,andquitedifferent.Theexpertscancommunicatewitheachotherinstantlytoexchangetheirviews.4)Thediscussionwilllastuntiltheexpertgrouparrivesatconsensusesonhowtoanalyzeanddecomposetheproblem,howtodescribetheinternalstructureofit,whatdatacanbeusedandetc.Inthisstage,theexpertscanpostrelatedinformation,listsuitabledata,callsomeprede nedmodels,orbuildtheirownmodelstoprovetheiropinionsandtopersuadeothers.Theresourcesintegratedinthecyberspacecanaidtheminstudyingtheproblemfromqualitativeopiniontoquantitativeunderstanding.5)Basedontheachievementsobtainedattheabovetwosteps,asystemmodelistobebuilt.Whenbuildingthismodel,theexpertgroupshouldensurethecoherenceofthemodelandthedata.Themodelingworkisoftenperformedbycomputers.6)Oncethesystemmodelisbuiltandtheresultsarecalculatedout,theexpertsbegintoverifytheresults.Iftheresultsdon’tsatisfythem,theycanmodifyandverifythemodel,ortheycanrepeatstep2-5againandagaintore nethemodeluntiltheyaresatis ed.7)The nalmodelisdetermined,meaningthattheproblemissolved.Thewholeprocessends.

Now,underthesupportofNationalNaturalScienceFoundationofChina(NSFC),aprojecttitled”Man-ComputerCooperatedHWMESupportingMacro-EconomyDecision-Making”isinprogress.Thisprojectincludes4parts:1)ResearchontheprototypeofHWME.Thegoalistobuildaproto-typeofHWMEusingmodernintelligencetechnologiesandinformationtechnologies,2)Researchonmacro-economicinformationsystems,modelsystemsandtheirfunctions.Itsemphasisisputonhowtobuildthesesystemsundertheframeworkofmetasynthesis.3)ResearchonHWMEmethodssupportingmacro-economydecision-makingandsystemscience.Themaintaskistodevelopavailablemetasynthe-sismethodsformacro-economydecision-making.4)Researchoncognitiveandknowledgediscoveryindatabasestechnologiesrelatedtomacro-economydecision-making,whichmeansstudyinghowtobuilda eld-speci cknowledgediscoverysystemformetasynthesis.

Intheseresearches,integratingtheintelligenceofbothcomputersandexpertsisanimportantcon-sideration.What’smore,basedontheinternet,theintelligenceofmillionsofwebuserscanalsobeintegrated.Inourimplementing,theinternetisregardedasaspecialexpertorientingonsomecertaintopicinHWME,i.e.thecounterpartofhumanexpert.Theauthoritativeopinionsofsomespeci ctopicinWWWacquiredbysearchengineandminingtoolsaretreatedastheopinionsofthisspecialexpert.ThisspecialexpertandthehumanexpertsconstitutethegeneralizedgroupofexpertsinHWME.Oncethehumanexpertreadstheauthoritativeopinions(webpage,orprocessedtext),aninteraction(oralink)betweenthemisconstructed.Bythismanner,wehavesuccessfullyintegratedtheinternetintelligenceintoHWME.Interactionsandinformation owsinthegeneralizedexpertgrouparethekeytocomplexproblemsolvinginHWME.

MetasynthesisandHWMEhasmanysuccessfulapplications,e.g.inHandwrittenChineseCharacterRecognition(HCCR)andinthe oodcontroloperationofreservoiroftheYellowRiver.WhenappliedintoHCCR,humanintelligenceandcomputercapabilitiesarecombinedtogetherthroughsupervisedlearning.ThisHCCRsystemcontainsafewdependentweakclassi ers(i.e.theirrecognitionabilitiesareratherlimited),andoutputsoftheseclassi ersareinputtedintoanintegrationMLPnetwork.Thisintegrationnetworkistrainedbythesupervisalofhuman,thatis,whenthesystemperformsawrongrecognition,humanwilltellthesystem,andwillguideittocorrectthemistake.Bythisway,human’sexperienceislearnedandrecordedbythenetwork.Aftertraining,therecognitionabilityofthewholesystemisfarbeyondeverydependentclassi er.Astothe oodcontroloperationofreservoiroftheYellowRiver,amorecomplexman-computercooperationschemeisapplied,andtheresultisverygood,too.

Contents N. Baba, Effective utilization of soft computing techniques for the construction of the intelligent decision support Systems to deal stocks 1

CSM’03-12-Sep-01-2003,21:08

Tosummarize,metasynthesisandHWMEprovidesaframeworkofsynthesizingcomputerintelli-genceandhumanwisdomforproblemsolving.Itenablespeopletoanalyze,decomposeandmodelcomplexproblems,includingcomplexdecisionproblems,relatedtoOCGS.Thus,itcanbeviewedasanewapproachfordecisionsupportsystem.OurcurrentworkisimplementingtheframeworkofHEMwithinformationtechnologiesandnetworktechnologiestodevelopitintoamoderndecisionsupportsystemintheinformationera.AndaprototypeofHWMEbasedontheinternetisbuilt.ThepracticesofmetasynthesisandHWMEproveitpowerfulabilityinsolvingcomplexproblems.

Acknowledgment

ThisworkissupportedbyNationalNaturalScienceFoundationofChina(79990580).

Contents N. Baba, Effective utilization of soft computing techniques for the construction of the intelligent decision support Systems to deal stocks 1

Sep-01-2003,21:08-13-CSM’03

Themulti-runsimulationenvironmentSimEnv

MICHAELFLECHSIG

PotsdamInstituteforClimateImpactResearch

UWEBOEHM

UniversityofPotsdam,InstituteofPhysics

THOMASNOCKE

UniversityofRostock,InstituteofComputerGraphics

Keywords:simulationenvironment,scenarioanalysis,uncertaintyanalysis,legacycodemodels,exper-imentparallelization

Concept,implementationandapplicationsofasimulationenvironmentforqualityassurancemattersandscenarioanalysesaredescribed.

Modeldesign,simulationandevaluationarecornerstonesinclimateimpactandglobalchangere-search.Drawingknowledgefromexperimentingwithmodelshastotakeintoaccountuncertaintiesarisingamongothersfromincompleteknowledgeabouttherealsystem,fromthemodelstructureanditsnumericalrepresentationaswellasfromthenumericalequipmentofthemodel.Thesimulationex-perimentenvironmentSimEnv(http://www.pik-potsdam.de/topik/pikuliar/simenv/home)hasbeendesignedtosupportkeyworkingtechniquesinexperimentingwithmodelsandtohandletheabovementionedrequirements.Thisincludesawiderangeofsimulationandevaluationfacilitiesincombinationwithappropriatevisualizationtechniques.

SimEnvprovidesatoolboxorientedsimulationenvironmentthatenablesthemodellertodealwithmodelrelatedqualityassurancemattersandscenarioanalyses.Bothfocirequirecomplexsimulationexperimentsformodelinspection,validationandcontroldesignwithoutchangingamodelingeneral.

SimEnvaimsatmodelevaluationbysimulationstudieswithamodelinaco-ordinatedmannerandperformingrunensemblesinsteadofsinglesimulationruns.Co-ordinationisachievedbypre-de nedexperimenttypesrepresentingmulti-runsimulations.Accordingtothestrategyofaselectedexperimenttypetheexperimenttargets(asubsetofmodelparameters,drivers,boundaryorinitialvalues)arere-adjustednumericallybeforeeachsinglesimulationrunoftherunensemble.

AftercouplingamodeltothesimulationenvironmentaSimEnvexperimentissplitintoexperimentpreparation,experimentperformance,experimentpost-processing,andvisualization-basedexperimentevaluation.

Simulationmodelsinglobalandclimatechangeresearchoftenbaseonlegacysourcecodewritteninaprogramminglanguageratherthaninamodeldesignlanguageandproducinglargeamountofmodeloutput.TheSimEnvapproachistocouplemodelstotheenvironmentbyminimalsourcecodeadaptations(i)tomaptargetsandtheirnumericaladjustmentsfromtheenvironmentontothemodeland(ii)tostore(n-dimensional)statevariablesinproprietaryand/orgeneraloutputformatsforlaterpost-processing.Additionally,aSimEnvmodelinterfaceatcommand/scriptlevelisavailable.

Implementedexperimenttypesare:

Behaviouralanalysis(inspectionofthemodel’sbehaviourinthetargetspacewithdiscretenumericaladjustmentsanda exibleinspectionstrategy),

Contents N. Baba, Effective utilization of soft computing techniques for the construction of the intelligent decision support Systems to deal stocks 1

CSM’03-14-Sep-01-2003,21:08 Sensitivityanalysis(basedon nitedifferencederivativeapproximations), Monte-Carloandstochasticsimulation(perturbationsoftargetsaccordingtopre-de neddistributions),and

Simulationbasedoptimization(gradient-freemethods).

Theseexperimenttypescanbeusedandinterpretedamongothersformodelveri cationandvalida-tion,error,uncertainty,andscenarioanalysisandcontroldesign.Multi-runexperimentperformanceisimplementedforsequential,distributedandparallelhardwaretopologies.

Resultpost-processinghastoensurenavigationinthecomplexmodeloutput-experimentspace.Outputfunctionscanbedeclaredinteractivelyandcomputedfromexperimentoutputandreferencedatabyapplicationofchainsofbuilt-inoruser-de nedoperators.Operatorscoveramongothersanalytical,statistical,qualitymeasure,andselectivefunctionalityandrelateeithertothestatespaceortheexperi-mentspace.Resultevaluationisdominatedbyapplicationofpre-formedvisualizationmodules.

SimEnvmodeloutputaswellasresultpost-processingofferdatainterfacesforNetCDF,IEEEcom-pliantbinaryandASCIIformatforamoredetailedresultprocessingoutsidethesimulationenvironment.

ApplicationsofSimEnvhavebeenperformedamongotherswithEarthsystemmodelsofintermedi-atecomplexity,globalvegetationmodels,andaregionalforestmodel.

Contents N. Baba, Effective utilization of soft computing techniques for the construction of the intelligent decision support Systems to deal stocks 1

Sep-01-2003,21:08-15-CSM’03Policy-basedmodelingofIndonesianenergysystems:aretrospectiveand

prospectiveview

WESLEYFOELL

ResourceManagementAssociates,Madison,Wisconsin

UMARSAID

UniversityofIndonesia,Jakarta

Keywords:Indonesia,energypolicyanalysis,energysystemmodeling,capacitybuilding

Indonesia,theworld’sfourthmostpopulouscountry(220million),hasalongandcomplexhis-toryofenergydevelopment.Itisrichlyendowedwithawidediversityofenergyresources,includingpetroleum,naturalgas,coal,coal,hydropower,andgeothermalheat.Amajorproducerandexporterofhydrocarbons,includingoilandlique ednaturalgas(LNG),IndonesiaistheonlyAsianmemberofOPEC.Energyexportshavebeenoneofthemainstaysoftheeconomysincethe1960s,providingamajorportionofitsexportrevenues.

However,withitshugepopulation,morethanhalfofwhichliveatincomesoflessthanafewdollarsaday,dispersedacrosslongdistancesandthousandsofislands,Indonesiahashadamajorproblemdistributingandconsumingenergyinanef cientandequitablemanner.Duringthepastseveralyearsthisproblemhasbeenexacerbatedthroughasystemofenergysubsidiesintheformofelectricityandpetroleumproductpricessetfarbelowinternationalmarketlevels.Thesesubsidiesbreedinef ciency,bene tprimarilyupperclassconsumers(includingsmugglers),andhinderdevelopmentofalternativeenergysources.Theyalsoplaceamassiveburdenongovernmentspending,reachingmorethan20percentofthenationalbudgetin2000and2001.

Energypolicyhasalwaysbeenandremainstodayoneofthesalientandmostvisiblecornerstonesofthegovernment’sactivities.Government-ownedenergyindustries(primarilypetroleum)havehistori-callyplayedamajorroleinthecountry’sleadershipandpoliticaleconomy.Inthethirty-yearregimeofPresidentSuharto,nationalenergyplanningwas rmlyestablishedasakeyelementwithinthe ve-yearplansthatwerethebasisofpublicinvestmentfromtheearly1970sthrough1998.

Insupportofdevelopmentandimplementationoftheseplans,avarietyofanalyticaltoolsweredeveloped,primarilywithingovernmentresearchorganizationsandenergyindustries,andtoalesserdegree,atuniversities.Forthemostpart,themodelsandanalysiswerebasedupontheparadigmofa”top-downcommandandcontrolenergysector,”withkeydecisionsonenergysupplyissuesandenergyuse(e.g.,energyprices)madeattheverytopofgovernment.ThecomplexenergysystemwassteeredfromJakarta.

Large-andsmall-scalemodelswereusedtohelpthegovernmentandtheindustries:

planandmanagetheenergysectors,inparticularwithtechnologicalchoicesandinvestments; helpunderstandthemacroeconomicimpactsoftheenergypolicies,andexaminethe scalimpactsandneeds;

examineimpactsonvarioussegmentsofsocietyandindustrialsectors; evaluatenaturalresourceandenvironmentalimpacts.

Thepredominantapproachusedinpastenergysectorplanningwasgoal-orientednationaloptimiza-tionmodeling:theMARKAL(1)modelwasusedforoverallenergystrategyanalysisandtheWASP

(2)modelforelectricitysectorplanning.Thiswassometimescomplementedbymacroeconomicanalyis

Contents N. Baba, Effective utilization of soft computing techniques for the construction of the intelligent decision support Systems to deal stocks 1

CSM’03-16-Sep-01-2003,21:08basedonlinearinput/outputmodelingtoexamineimpactsonvarioussectorsandpopulationgroups.Morerecentlyalarge-scaleComputableGeneralEquilibrium(CGE)modelhasbeenextensivelyappliedtounderstandtheimpactsofthegovernmentprogramforenergy-subsidyreduction(3).

Thepastseveralyearshavebroughtaboutsigni cantchangesintheparadigmsforplanningandmanagementoftheIndonesianenergysystems,withsigni cantimplicationsforpolicy-basedmodelingandanalysis.Globalizationandtheworld-widemovementtowardprivatizationandregulatoryreformintheenergysectorarekeydrivingforcesbehindthesedevelopments,butalsosigni cantisIndonesia’slikelyirreversibleshiftintherelativerolesofnationalandregionalgovernment.The”decentralization”or”regionalautonomy”legislationof1999ishavingarapidandmajoreffect.Regionalgovernments(provincialanddistrict)arebeginningtoparticipateinordemandavoiceinamuchwidervarietyofenergy-relatedissues,includingmanagementand/orsharingofrevenuefromenergyresourcedevelop-ment,inputintoenergypricing,andinputsintotheestablishmentandmanagementofenergyfacilitiesintheirregions.

Anequallysigni cantdevelopmentisthemuchgreateropennessofthepolicyandplanningpro-cessinthepost-Suhartogovernments.Inthisexperiencewithgreaterdemocracy,boththemechanismsandtheimplementationofpublicinputintotheenergysectorandgovernmentappeartohavegreatlyincreasedinthepastfewyears,leadingtomorescrutinyofdataandanalysisandhowtheyareusedtoarriveatdecisionsandpolicy.UniversitiesandNGOsareplayingakeyroleinthisprocess.

Theabovedevelopmentshavesigni cantimplicationsforpolicy-basedanalysisandmodeling,inthetypesofmodels,andthesettingandthemannerinwhichtheyareused.Thecorporatizingandpotentialprivatizationandregionalizationoftheenergysectordrasticallyrede netheboundariesoftheenergysystems,thedecisionvariables,andthedomainsofthevariousdecisionmakers.Thepotentialforin-creasedneedsforregionaldataandregionalmodelsisimmenseinacountrywiththesizeanddiversityofIndonesia.Makingthismorecomplexistheincredibleregionaldiversityofmultiplehistories,cultures,beliefs,attitudes,institutions,levelofindustrialization,landuses,educationalandscienti cexperiences,governmentalexperiences,andresourceendowments.Fromthis,weperceiveaneedfordeeperinte-grationofnaturalresourceandeconomicanalysiswithconcurrentanalysisofsocialissuesassociatedwithregionalautonomyandpovertyreduction.Thismaymeanlessemphasisonthetraditionaltechnicalmodels.

ProgramsareunderwayinIndonesiatorespondtothenewandincreasedneedsforpolicy-basedenergysystemsanalysisandmodeling.Inparticular,severaluniversities,withassistanceofgovernmentandaforeigndonor,haveinitiatedaprogramtoaddressthisissue.Thefocusisbothonthetoolsandthebuildingoftheinstitutionalandhumancapacitytousetheminawaythatwillimprovebothenergysystemmanagementandgoodgovernanceingeneral.

Thispaperwilldiscusstheevolutionoftheaboveneedsforimprovedmodelingfortheenergysys-tems,someoftheanalyticalandinstitutionalwaysinwhichthisisinitiallybeingaddressed,andwhatassistancemightbeprovidedbytheinternationalcommunity.

References

[1]”Energy/EnvironmentalModelingUsingtheMARKALFamilyofModels”AlJ.Seebregts,etal.,

http://www.ecn.nl/unit_bs/etsap/reports/markal.html

[2]”IntroductiontotheWASP-IVModel,InternationalAtomicEnergyAgency,Vienna,Austria,1992.

[3]”UseoftheINDORANICGEModelinAnalysisofPricingScenariosforPetroleumProducts”,

ResearchReport,EnergyAnalysisandPolicyOf ce(EAPO),MinistryofEnergyandNaturalResources,Jakarta,2001

Contents N. Baba, Effective utilization of soft computing techniques for the construction of the intelligent decision support Systems to deal stocks 1

Sep-01-2003,21:08-17-CSM’03TheYaoyorozuprojectfordesigningubiquitousinformationsocietybased

ontrans-disciplinaryscienceandtechnology

MOTOHISAFUNABASHIandKOICHIHOMMAandMICHITAKAKOSAKA

SystemsDevelopmentLaboratory,Hitachi,Ltd.

Keywords:ubiquitousinformationsociety,systemstechnology,trans-disciplinaryscienceandtechnol-ogy

1.Background

OnApril72003,anewfederationof30academicsocietiesdealingwithtrans-disciplinaryscienceandtechnologywasformedinJapan.Incooperationwiththisactivity,weareconductingaprojectforde-signingubiquitousinforamtionsocietyasacasestudyoftrans-discplinaryscienceandtechnology.TheprojectisledbyHitachiwithparticipantsfrom7Japaneseresearchinstitutesanduniversities,andissupportedbySpecialCoordinationFundsforPromotingScienceandTechnologybyMinistryofEdu-cation,Culture,Sports,ScienceandTechnology,Japan.InclassicalJapanese,theword”Yaoyorozu”(literally”eightmillion”)wasusedtorefertosomethingthatwascountlessinnumber,particularlyinthephrase”YaoyorozunoKami-gami,”or”eightmilliongods.”ThebeliefwasthatgodslivednotonlyinthemanyoldtemplesthroughoutJapan,butinthetreesandthestones,intheskyandthewater,constantlysurroundingandprotectingus.Thisisthereasonwhyweuse”Yaoyorozu”insteadof”ubiquitous.”

2.Goal

DesigningUbiquitousInformationSocietyin2010CouncilofScienceandTechnologyPolicy,Cabi-netOf ce,JapanannouncedR&DpromotionstrategyforfournationalimportantareasinSeptember2001[1].ThestrategyfortheITareaassumesthefollowingscenario;

1.Internetsociety(current)-RichcontentssuchasmusicandmoviesarepervasiveintheInternet.

2.Ubiquitousnetworkingsociety(2005)-DiffusionofIPv6technologypermitsconnectivityofmyriadofequipmentsanddevicestotheInternet.

3.Nextinformationsociety(2010)-Wearablecomputersanddevicesthatspreadovertheglobeau-tonomouslycollaborateforsupportingourhuman-life.

DevelopmentoftechnologyforubiquitousnetworkingisunderwayincludingIPv6withpracticalapplicationssuchasITS(IntelligentTransportSystems)basedontheInternet[2]andhomeapplianceswithInternetconnectivity[3].Nextstepfortheubiquitousinformationsocietyisexpectedthatsmartintelligentdevices,MEMS(MicroElectroMechanicalSystems),oflessthan1-2mmcubicwithsensors,processors,andwirelessfunctionssuchasSmartDust[4]willsurroundusforprovidingbestservicesmeetingthecontext.Itisstronglyexpectedtostudyanddesignthecomingsocietyfromtheviewpointsoftechnologicalaswellassociologicalaspects.ThegoaloftheYaoyorozuProjectfocusesondesigningubiquitousinformationsocietyin2010.

Contents N. Baba, Effective utilization of soft computing techniques for the construction of the intelligent decision support Systems to deal stocks 1

CSM’03-18-Sep-01-2003,21:08

3.Issues

Co-CreationutilizingMulti-DisciplinaryKnowledgeItrequiresverybroadstudytodesigntheexpectedsocietyandtechnologiesfor2010,sothattheProjectconductsindepthstudyforthreeselectedtopics: futurelifestylebytechnologicalendeavors, socialregimeandlegalapparatusemphasizingonprivacyprotectionsaswellaseducationsfortechno-logicalendeavors,

interoperabilityoftechnologiespermittingeveryone’saccessibility.

Fortherespectivetopics,theProjecthassetupthreeteams,LSD(LifeStyleDesign),POL(PolicyandEthics),andMID(Middleware).

Collaborationofhumanity,sociological,andengineeringknowledgeisstronglyrequiredforattainingtheProjectgoal,howeverthistypeofmulti-disciplinarycollaborationhasbeenseldomrealizedsofar.Somesophisticatedmechanismshallbeintroducedforthecollaboration.M.Gibbonsetal.[5]advocatedsocalledMode2knowledgeproductionmodelthatbestutilizesITforcollaborationsamongmulti-disciplines.Fortheef cientcollaboration,Mode2claims(1)restoringinterestsinindividualorderedknowledge,(2)emphasizingondesignknowledge,and(3)modelingbasedoncomputertechnology.H.Shimizu[6]whoconductsthesocialtechnologyisproposingco-creationthroughsharingfuturevisionamongparticipants.

De nitionoftrans-disciplinaryscienceandtechnologyisnotcommonlyagreedsofar,butmodelingtechnologybasedonformalismshallbeoneoftheessentialparts.TheYaoyorozuProjectintroducesmulti-agentmodelingformutualunderstandingthatsimulatesandvisualizesrelationshipofparticipants’ideas.Inparallelwiththissimulation,mediationamongresearchersisindispensableforsharingthefuturedirectionofresearch.TheYaoyorozuProjectintroducesaspeci cteam,namedSYS(Systems),inadditiontoLSD,POL,andMIDthatdealswiththemediationandknowledgeintegrationthroughthesimulation.

4.ResearchPlan

TheProjectstartedSeptember2003andwillendMarch2005.Thecriticalpointforattainingthesuc-cessfulresearchoutputishowtointegraterelatedknowledgediversi edondifferentdisciplines.The rstyearhasbeendevotedtoobtainbasisforsharingfutureresearchgoalsamongtheparticipantsthroughtheconfrontation.Thesecondyearwillbespentforsomecasestudiestackledbyalltheteams,andthethirdyearwillbespentforthegeneralizationofthecasestudy.TheteamSYSisentirelyresponsi-blefordirectingtheproductiveknowledgeinteractionasapractitioneroftrans-disciplinaryscienceandtechnologies.

References

[1]CouncilofScienceandTechnologyPolicy,CabinetOf ce,Japan:R&DPromotionPlanforIT

Area,http://www8.cao.go.jp/cstp/(2001)(inJapanese)

[2]InternetITSProject:ProjectOverview,/en/index.

html

[3]EchonetConsortium:AboutEchonet,http://www.echonet.gr.jp/english/index.

htm

[4]B.Warneke,st,B.Liebowitz,andK.Pister:SmartDust:CommunicatingwithaCubic-

MillimeterComputer,IEEEComputerMagazine,January2001,44/51(2001)

[5]M.Gibbonsetal.:TheNewProductionofKnowledge,SagePublicationsofLondon(1994)

[6]H.Shimizu:BaandCo-Creation,NTTPress(2000)(inJapanese)

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