IEMAE by Xavier Sanchez

INSTITUT D’ESTADÍSTICA I MATEMÀTICA APLICADA A L’EDIFICACIÓ

RESUM D’ACTIVITATS Setembre 2008 – Desembre 2009

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ÍNDEX

1. PRESENTACIÓ ____________________________ 2 2. QUI SOM?_________________________________ 3 3. SEMINARI DE L’INSTITUT __________________ 4 4. PUBLICACIONS __________________________ 14 5. PARTICIPACIONS A CONGRESSOS. _________ 16 6. PROJECTES EN DESENVOLUPAMENT ______ 17 7. NOTÍCIES DESTACADES __________________ 18

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1. PRESENTACIÓ L’ Institut d’Estadística i Matemàtica Aplicada a l’Edificació de l’EPSEB inicia les seves activitats el curs 2004-2005 i neix com un centre universitari de recerca, transferència de coneixements, serveis i formació. En el curs 2007-2008 és reconegut com a unitat funcional i durant l’any 2009 es proposa la seva consolidació.

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2. QUI SOM? L’equip investigador està format per: • • • • • • • • • • • • • • • •

Dr. Carles Serrat i Piè (MA1) Director Dr. Albert Ferrer i Biosca (MA1) Subdirector i Secretari Dr. Angel Alejandro Juan Pérez (MA1) Jesús Abad i Puente (OE) Dra. Montserrat Bruguera i Padró (MA1) Santiago Canosa i Reboredo (EGA2) Kàtia Gaspar i Fàbregas (CA2) Vicenç Gibert i Armengol (CA2) Francesc de Paula Jordana i Riba (CA2) Pere López Brosa (MA1) Dr. Manuel Mateo i Doll (OE) Dra. Maria Isabel Rosselló i Nicolau (CA) Dra. Isabel Serrà i Martín (CA2) Joan Serra Santasusagna (EGA2) Joan Antoni Torrent i Torrent (MA1) Xavier Sánchez Pérez (estudiant) Responsable web

Altres investigadors col·laboradors: •

Gleb Beliakov, School of Engineering and Information, Deakin University, Burwood, Austràlia.

•

Francisco Javier Faulín Fajardo, Departamento de Estadística e Investigación Operativa, Universidad Pública de Navarra.

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3. SEMINARI DE L’INSTITUT L’Institut d’Estadística i Matemàtica Aplicada a l’Edificació (IEMAE) recull propostes en el sector de l’edificació sostenible de professors de diferents departaments de l’EPSEB de forma transversal i en aquest context dinamitza i dóna suport a l’activitat dels seus membres en l’àrea de l’Estadística i Matemàtica Aplicada orientades a noves metodologies i les seves aplicacions. Al llarg del curs han tingut lloc els seguents seminaris de l’IEMAE: 08/10/08 “Modelització matemàtica a topografia” Amparo Nuñez i Felipe Buil 19/11/08 “A simulation-based algorithm to predict timedependent structural reliability” - Àngel A. Juan 22/01/09 “Structural reliability and fuzzy sets” - Albert Ferrer 15/04/09 “L 'scheduling en la gestió de projectes” - Manel Mateo 27/05/09 “Survival analysis techniques applied to building maintenance” - Carles Serrat 19/06/09 “Discrete event simulation and fuzzy sets in structural reliability and availability in building construction” - Pere López

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17/07/09 “Lights Out at MIT. A study in motivating and measuring energy-efficient behavior change" - Josh Hester 22/07/09 “Fuzzy Sets, Aggregation Functions and Applications” - Gleb Beliakov 2/11/09 “financial derivatives and risk” - Sebastian del Baño Rollin

IEMAE MODELITZACIÓ MATEMÀTICA A TOPOGRAFIA Amparo .uñez i Felipe Buil

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IEMAE A SIMULATION-BASED ALGORITHM TO PREDICT TIME-DEPENDENT STRUCTURAL RELIABILITY Angel A. Juan, EPSEB, UPC - UOC Abstract:

Structural reliability is an engineering branch that uses mathematical and statistical methods to determine the reliability of structures such as bridges and offshore platforms. Civil engineers need to have efficient tools that help them to design reliable and safety structures, as well as to assign priorities in maintenance policies (which should depend upon each structure deterioration state). Both tasks can be critical in order to guarantee safety for workers and citizens. In this article we propose an algorithm, SURESIM, which uses discrete-event simulation to predict reliability of time-dependent complex structures. The model is designed not only to obtain punctual and interval estimates of the structural reliability, but also to provide relevant information about structural behaviour and structural key components. The article concludes with a discussion on the applications of simulation-based methods in the training of future engineers.

IEMAE L’SCHEDULING EN LA GESTIÓN DE PROYECTOS Prof. Manel Mateo - Dpt. d’Organització d'Empreses (Secció EPSEB) Universitat Politècnica de Catalunya

Resumen: El problema de programación de operaciones en una industria implica en general la asignación de una operación a un recurso, su secuenciación y su temporización. Se plantea una clasificación de los problemas de programación habituales (una máquina, de flujo regular, máquinas paralelo, de flujo general,…), algunos de los cuales se analizan con más detalle. Asimismo, se presentan algunos procedimientos de resolución enfocados básicamente a los casos de un fluj regular y de máquinas en paralelo. Finalmente, se trata el tema de programación de proyectos con recursos limitados (Resource Constrained Project Scheduling Problem).

Carles Serrat i Manel Mateo

IEMAE DISCRETE EVENT SIMULATION AND FUZZY SETS IN STRUCTURAL RELIABILITY AND AVAILABILITY IN BUILDING CONSTRUCTION. Pere López - Dpt. de Matemàtica Aplicada I (Secció EPSEB) Universitat Politècnica de Catalunya

Abstract In this work we first present the state-of-the-art of Structural Reliability & Availability Analysis in Building Construction. We discuss which the main practical problems in this area are and which mathematical methods, techniques and software are currently being used to solve them. We also discuss some limitations of most current approaches and develop a general framework that aims to offer a more efficient approach to the problem. This framework is based upon the combined use of discrete-event simulation and fuzzy sets techniques. By hybridizing these two methodologies, an alternative –and hopefully more efficient– approach to the analysis of Structural Reliability is proposed and discussed.

IEMAE SURVIVAL ANALYSIS TECHNIQUES APPLIED TO BUILDING MAINTENANCE Dr. Carles Serrat Dpt. de Matemàtica Aplicada I (Secció EPSEB) Universitat Politècnica de Catalunya

Abstract This contribution has two main objectives: On the one hand, we want to introduce survival analysis techniques for use in building maintenance and, on the other hand, to apply this methodology to analyzing a large building stock. Similar to technical systems, buildings and their elements are also subject to aging. In this paper we are particularly interested in describing the time to the event when the event of interest is some damage (or level of degradation) on the building façade which can represent some risk for people (inside or outside the building). For the time being, building followup is based on inspections. Data coming from building inspections is always inaccurate, but censored. We have implemented in S-PLUS®, by Insightful®, the routines for a numerical and graphical systematic analysis. The potential of this proposal is illustrated with its application to a real dataset in Hospitalet de Llobregat.

IEMAE LIGHTS OUT AT MIT. A STUDY IN MOTIVATING AND MEASURING ENERGY-EFFICIENT BEHAVIOR CHANGE Josh Hester MIT student

Abstract With today’s concerns about climate change and economic recession, it is essential for every large business and organization to scale back on their energy consumption. While it is helpful to make new buildings as “green” as possible and it is possible to install more energy efficient fixtures and appliances in buildings, the most basic and direct method of reducing our energy consumption is to change our behavior.Something as simple as being more conscientious about turning off the lights can lead to significant savings. The Lights Out project is a pilot project in two of the buildings at MIT to determine the effectiveness of computermediated feedback mechanisms to cause this behavior change. Cameras were installed outside these buildings to monitor the overnight usage of lights, and a program was written to analyze the camera images and send weekly emails to each lab director with a summary of their lab’s energy usage. Initial data from September and October 2008 indicate that this feedback did led to some reductions in overnight lighting use.

IEMAE FUZZY SETS, AGGREGATION APPLICATIONS

FUNCTIONS

AND

Gleb Beliakov - Associate Head of School (Research) School of Engineering and Information. Deakin University (Burwood, AustrĂ lia)

Abstract_ The notion of fuzzy set provides a convenient point of departure for the construction of a conceptual framework that provides a natural way of dealing with problems in which the source of imprecision is the absence of sharply defined criteria of class membership rather than the presence of random variables. Fuzzy set theory together aggregation functions perform a modelling tool that cope with a large fraction of uncertainties in real-time situations. In this talk applications of fuzzy sets theory and aggregation functions to Structural Reliability are discussed.

IEMAE FINANCIAL DERIVATIVES AND RISK

Dr. Sebastian del Baño Rollin. Dpt. deMatemàtica Aplicada I. (Secció EPSEB) Universitat Politècnica de Catalunya

Abstract The last years have witnessed the development of derivative markets in a number of financial assets, for instance housing market indices, stock indices and currencies. We will present some of the salient features of the products traded in these markets illustrating how they can be used to transfer risk amongst participants. Trading and risk management of such transactions gives rise to some non-trivial mathematical problems which we will also present, mainly parabolic partial differential equations. We will conclude by showing how one can attempt to forecast the market by using the options market.

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4. PUBLICACIONS Articles en revistes: Predicting availability functions in time-dependent complex systems with SAEDES simulation algorithms J. Faulín, A.A. Juan, C. Serrat y V. Bargueño REF. REVISTA/LIBRO: Reliability Engineering and System Safety, 93, 1761-1771,(2008) Programación de la secuencia de las órdenes de producción mediante la aplicación de algoritmos genéticos Mateo i Doll, Manel; D'Armas, M; (2008) UNIVERSIDAD, CIENCIA Y TECNOLOGÍA (1316-4821) p23-29 Planning production using mathematical programming: The case of a woodturning company Pastor, Rafael; Altamiras, Jordi; Mateo i Doll, Manel; (2008) COMPUTERS & OPERATIONS RESEARCH (0305-0548) Programación n-cíclia en una línea de fabricación con puentegrúa Mateo, M.; Companys, R. (2008) Dirección y organización (1132-175X) vol.1 p23-29 Joint modelling of a time-to-event data and a longitudinal variable: methodological and computational issues J. Huertas, C. Serrat y G. Gómez * Submitted * Weighted conditional survival estimator for ordered failure times subject to a common censoring process G. Gómez, C. Serrat y L. Ruiz * Submited *

IEMAE Llibres:

A Simulation-based Algorithm to Predict Time-dependent Structural Reliability A.A. Juan, J. Faulín, C. Serrat, M. Sorroche y A. Ferrer REF. REVISTA/LIBRO: Advances in Simulation for Production and Logistics Applications, Markus Rabe (ed.), 555-564, Fraunhofer IRB Verlag, Stuttgart, Germany, ISBN: 978-3-81677798-4, (2008) Juan, A.; Faulin, J.; Ruiz, R.; Barrios, B.; Gilibert, M.; Vilajosana, X. (2009): “Using oriented random search to provide a set of alternative solutions to the capacitated vehicle routing problem”. In Chinneck, J.; Kristjansson, B; Saltzman, M. (ed.): Operations Research and Cyber-Infrastructure, pp. 331346 (Springer Series in Operations Research/Computer Science Interfaces, Vol. 47, ISSN: 1387-666X, indexed in ISI Web of Science). ISBN: 978-0387-88842-2. Springer, New York, USA. Juan, A.; Faulin, J.; Serrat, C.; Sorroche, M.; Ferrer, A. (2008): “A Simulation-based Algorithm to Predict Time-dependent Structural Reliability”. In Rabe, M. (ed.).: Advances in Simulation for Production and Logistics Applications, pp. 555-564. ISBN: 978-3-8167-7798-4. Fraunhofer IRB Verlag, Stuttgart, Germany.

Comunicacions a Congressos: A supply chain analyzed under the game theory Mateo, M.;Vinyes, P. / 31.03.2008 A GRASP procedure for scheduling orders of multiple products on parallel machines with setups Manuel Mateo, Imma Ribas, Ramon Companys / 13.07.2008

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Programación bicriterio para máquinas en paralelo y tiempos de preparación dependientes de la secuencia Ribas, I.; Companys, R.; Mateo, M. / 03.09.2008

5. PARTICIPACIONS A CONGRESSOS.

1r Congreso Internacional de Investigación en Edificación (http://www.euatm.upm.es/coinvedi/pages/indexpag.html), Madrid, 24-26 de juny. L’Institut hi ha presentat dues comunicacions orals que han estat acceptades. Previsió de 4 assistents (Ferrer, Gibert, Jordana i Serrat) 11th International Conference on Enterprise Information Systems (indexed by ISI Proceedings). Milan, Italy, 6-10 de maig. Hi ha estat acceptat el treball Juan, A. et al: “A Simulation-based Methodology to assist Decision-makers in real Vehicle Routing Problems”. Previsió d’1 assistent (Juan) 23rd European Conference on Operational Research (http://www.euro-2009.de/), Bonn, July 5 - 8, 2009. Previsió d’1 assistent

IEMAE The 6th International Mediterranean Modelling Multiconference, Simulation Methods for Reliability and Availability of Complex Systems (http://i3m2009.isaatc.ull.es/emss2009/tracks/reliability), 23-25 de setembre, Tenerife (Spain). Previsió d’1 o 2 assistents

Workshop HAROSA 2009

Winter Simulation Conference 2009 (http://www.wintersim.org/), Austin, Texas (USA), 13-16 de desembre. Previsió d’1 assistent.

6. PROJECTES EN DESENVOLUPAMENT Desenvolupament de software per a aixecament de façanes (en col·laboració amb el Taller de Patrimoni de l’ EPSEB). Anàlisi de durabilitat de façanes en obra existent (en col·laboració amb el Laboratori d’Edificació de l’ EPSEB). Estudis de fiabilitat estructural en enginyeria civil i edificació (en col·laboració amb el dept. CA2). Tècniques d’Anàlisi en Prevenció de Riscos Laborals (en col·laboració amb el dept. OE).

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7. NOTÍCIES DESTACADES Participació de l’Institut d’Estadística i Matemàtica Aplicada a l’Edificació (IEMAE) en una Knowledge Community L’Internet Interdisciplinary Institute de la UOC (IN3), a proposta del Dr Angel Juan (EPSEB-UOC) i el Dr Daniel Riera (UOC), ha donat el vist-i-plau i cofinançament a la Knowledge Community HAROSA (Hybrid Algorithms for solving Realistic rOuting, Scheduling and Availability problems), per al periode Oct 2009- Oct 2012. La Xarxa integra 13 grups de recerca de 5 països diferents (España (8), Argentina (1), USA (2), França (1) i Colombia (1)), amb un total de 120 investigadors. La UPC hi participa amb dos grups l’IEMAE (Carles Serrat (coord, MA1), Jesus Abad (OE), Albert Ferrer (MA1), Kàtia Gaspar (CA2), Vicenç Gibert (CA2), Francesc Jordana (CA2), Pere López (MA1), Manel Mateo (OE), Francesc X. Sánchez (est), Isabel Serrà (CA2)) i el LIAM coordinat pel Dr Pau Fonseca i format per 17 investigadors del dept d’Estadística i Investigació Operativa. El pressupost interuniversitari d’inversió en recerca supera els 494.000Euros. Més informació: http://in3.uoc.edu.

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