Dissertations / Theses on the topic 'MBSE approach'

INCOSE defines Model-Based Systems Engineering (MBSE) as "the formalized application of modeling to support system requirements, design, analysis, verification, and validation activities beginning in the conceptual design phase and continuing throughout development and later life cycle phases." One very important development is the utilization of MBSE to develop distributed and hybrid (discrete-continuous) simulation modeling systems. MBSE can help to describe the systems to be modeled and help make the right decisions and partitions to tame complexity. The ability to embrace conceptual modeling and interoperability techniques during systems specification and design presents a great advantage in distributed and hybrid simulation systems development efforts. Our research is aimed at the definition of a methodological framework that uses MBSE languages, methods and tools for the development of these simulation systems. A model-based composition approach is defined at the initial steps to identify distributed systems interoperability requirements and hybrid simulation systems characteristics. Guidelines are developed to adopt simulation interoperability standards and conceptual modeling techniques using MBSE methods and tools. Domain specific system complexity and behavior can be captured with model-based approaches during the system architecture and functional design requirements definition. MBSE can allow simulation engineers to formally model different aspects of a problem ranging from architectures to corresponding behavioral analysis, to functional decompositions and user requirements (Jobe, 2008).<br>Ph.D.<br>Doctorate<br>Industrial Engineering and Management Systems<br>Engineering and Computer Science<br>Industrial Engineering

Plus un problème est complexe, plus la quantité de ressources informatiques nécessaires pour le simuler est importante. D’autre part, le besoin de précision dans les résultats d’un système ne sera pas le même selon sa phase de conception et le domaine étudié. L'objectif de cette thèse est de proposer une stratégie de modélisation multi-fidélité rapide et peu couteuse en ressources de calcul. Pour répondre à ce besoin, une modélisation hybride est développée, couplant approche Model-Based System Engineering (MBSE) et métamodèle basé sur les hypersurfaces Non-Uniform Rational Basis-Spline (NURBS). Plus précisément, l’enjeu scientifique de ce travail est le développement du métamodèle basé sur les entités NURBS pour simuler le comportement de systèmes fortement non-linéaires nécessitant une modélisation haute-fidélité mais capable de fournir les résultats en temps réel pour être compatible avec l’approche MBSE. Dans ce contexte, le métamodèle basé sur les entités NURBS est obtenu comme solution d’un problème d’optimisation résolu avec un algorithme au gradient. En outre, un terme de lissage est intégré dans la formulation du problème pour non seulement réduire l’influence d’éventuelles non-linéarités parasites de la base de données d’entraînement mais également pour limiter le phénomène d’overfitting. L’enjeu technicoscientifique de ce travail est de parvenir à coupler l’approche générale MBSE avec le métamodèle à base de NURBS<br>The more complex the problem, the greater the amount of computational resources needed to simulate it. On the other hand, the need for accuracy in the results of a system will not be the same depending on its design phase and the domain studied. The goal of this thesis is to propose a fast, low-cost multi-fidelity modeling strategy. To meet this need, a hybrid modeling approach is developed that combines Model-Based System Engineering (MBSE) and a metamodel based on Non-Uniform Rational Basis-Spline (NURBS) hypersurfaces. More specifically, the scientific challenge of this work is to develop a metamodel based on NURBS entities to simulate the behavior of highly nonlinear systems that require high fidelity modeling but are capable of providing results in real time to be compatible with the MBSE approach. In this context, the NURBS entity-based metamodel is obtained as a solution to an optimization problem solved with a gradient algorithm. In addition, a smoothing term is included in the problem formulation, not only to reduce the influence of any spurious nonlinearities in the training database, but also to limit the phenomenon of overfitting. The technical and scientific challenge of this work is to couple the general MBSE approach with the NURBS-based metamodel

Mechatronic design is an enigma. On the one hand, mechatronic products promise enhanced functionality, and better performance at reduced cost. On the other hand, optimizing mechatronic design concepts is a major challenge to overcome during the design process. In the past, less attention has been paid to the life phases of a mechatronic product, and it was assumed that modifications in electronics and software will ensure that the product performs to expectation throughout its life time. However it has been realized that introducing design changes in mechatronics is not easy, since it is difficult to assess the consequences of a design decision, both during the design process of a new product, and during a design modification. It is also realized that there is a strong need to consider the product's life phases during the early phases of product development. Furthermore, it is rather difficult to perform a design optimization since it requires introducing changes across different domains, which is not well supported by the methods and tools available today. This thesis investigates the topic of mechatronic design and attacks some of the major challenges that have been identified regarding the design of mechatronic products. The goal is to provide support to the designers to facilitate better understanding of the consequences of their design choices as early as possible. The work also aims to provide support for assessing alternative design concepts, and for optimizing a design concept based on requirements, constraints and designer preferences at the time of design. The thesis highlights three main challenges related to mechatronic product development: the need for a common language during conceptual design; the inadequate information transfer between engineering domains; and the difficulty in assessing the properties of competing mechatronic concepts. A model-based integration approach is presented, and these key challenges are considered in relation to an integrated modeling and design infrastructure. The approach is illustrated through the design of two mechatronic systems- a two degrees-of-freedom robot, and a hospital bed propulsion system. Initial results provide evidence of good potential for information transfer across mechatronic domains. Although SysML was used for the case studies, some important questions were raised about its suitability as a common language for mechatronics. Suggestions for future work are: to utilize the developed infrastructure and incorporate a capability to model and assess consequences of competing design concepts; provide support for optimizing these concepts; and evaluate the usefulness of the developed infrastructure in a real-world design setting. These efforts should provide ample information to the designer for making adequate decisions during the design process.<br>QC 20110629

Designing and developing complex engineering systems is a collaborative effort. In Model-Based Systems Engineering (MBSE), this collaboration is supported through the use of formal, computer-interpretable models, allowing stakeholders to address concerns using well-defined modeling languages. However, because concerns cannot be separated completely, implicit relationships and dependencies among the various models describing a system are unavoidable. Given that models are typically co-evolved and only weakly integrated, inconsistencies in the agglomeration of the information and knowledge encoded in the various models are frequently observed. The challenge is to identify such inconsistencies in an automated fashion. In this research, a probabilistic (Bayesian) approach to abductive reasoning about the existence of specific types of inconsistencies and, in the process, semantic overlaps (relationships and dependencies) in sets of heterogeneous models is presented. A prior belief about the manifestation of a particular type of inconsistency is updated with evidence, which is collected by extracting specific features from the models by means of pattern matching. Inference results are then utilized to improve future predictions by means of automated learning. The effectiveness and efficiency of the approach is evaluated through a theoretical complexity analysis of the underlying algorithms, and through application to a case study. Insights gained from the experiments conducted, as well as the results from a comparison to the state-of-the-art have demonstrated that the proposed method is a significant improvement over the status quo of inconsistency identification in MBSE.

L’originalité de notre travail consiste à développer une approche qui intègre l’ingénierie systèmes basée sur les modèles (MBSE) avec les principes de l’approche SBCE afin de réduire les boucles itératives entre les concepteurs inexpérimentés, les fabricants et les experts. D’autres parties prenantes participent également au développement du produit afin d’assurer environnement d’ingénierie simultanée. Cette approche offre un grand potentiel pour gérer les aspects de fabricabilité et de fiabilité, en raison de la capacité à développer des connaissances en parallèle, en particulier pour les technologies avancées et non matures. L’avantage d’utilisation des principes du SBCE est d’offrir des possibilités de communication entre les parties prenantes au début de la phase de conception. SysML est utilisé comme langage descriptif pour représenter les différentes phases de cette approche. Pour étudier la robustesse ces système, nous avons développé un modèle intitulé «Model Based for Robustness Analysis» (MBRA) qui a pour objectif de filtrer les solutions faibles ou coûteuses au fil du temps et d’assister l’ingénieur système lors de l'adoption d’une étude de compromis. Pour l’étude de la fabricabilité des systèmes complexes, nous avons développé un autre modèle intitulé « Model Based for Manufacturability analysis »<br>The originality of our work is to develop an approach that integrates model-based systems engineering (MBSE) with the principles of the SBCE approach to reduce iterative loops between inexperienced designers, manufacturers, and experts. Other stakeholders are also involved in product development to ensure simultaneous engineering environment. This approach offers great potential for managing manufacturability and reliability aspects, due to the ability to develop parallel knowledge, especially for advanced and non-mature technologies. The advantage of using SBCE principles is to provide opportunities for communication between stakeholders early in the design phase. SysML is used as a descriptive language to represent the different phases of this approach. To study the robustness of these systems, we have developed a model called "Model Based for Robustness Analysis" (MBRA) which aims to filter low or expensive solutions over time and to assist the system engineer when adopting a trade-offs study. For the assessment of the manufacturability of complex systems, we have developed another model entitled "Model Based for Manufacturability analysis"

Les produits d'ingénierie à l'ère de l'industrie 4.0 sont contraints d'être plus compacts, intelligents et efficaces. Les entreprises manufacturières sont aujourd'hui obligées d'adapter leurs systèmes de production avec des changements constants et inattendus dans les exigences des clients pour faire face à différents besoins et modes d'utilisation. Par conséquent, les contraintes de production doivent être intégrées dans les premières phases du processus de développement de systèmes complexes multidisciplinaires, et à la fois le produit et la gestion du système de production doivent être optimisés simultanément. Dans cette thèse, nous proposons une approche pour intégrer les contraintes de production au processus de conception du produit. Pour cela, les principes de l'approche Set-Based Concurrent Engineering (SBCE) sont mis en oeuvre en utilisant la méthode MBSE (Model-based System Engineering), afin de réduire les boucles d'échange itératives entre les acteurs de l'ingénierie. L'implémentation a été réalisée avec un prototype de framework logiciel utilisant le langage Python. Une étude de cas d'un boîtier-papillon électronique (ETB) a été utilisée pour illustrer et valider l'approche. L'analyse de l'étude de cas nous a permis de conclure que notre approche aide les concepteurs de systèmes complexes à intégrer les contraintes de production dans le processus de conception dès les phases préliminaires, et à prendre les bonnes décisions de conception pour éviter des investissements lourds liés au système de production<br>Engineered products in the era of Industry 4.0 are constrained to be more compact, smart and efficient. Manufacturing companies are today forced to adapt their production systems with constant and unexpected changes in the customer requirements to face different needs and user modes. Therefore, production constrains need to be integrated in the early phases of the development process of multidisciplinary complex systems, and both the product and the management of the production system should to be optimized concurrently. In this thesis, we propose an approach to integrate the production system constraints with the product design process. For this, the principles of the Set-Based Concurrent Engineering (SBCE) approach are implemented using the model-based system engineering (MBSE) method, in order to reduce the iterative exchange loops between engineering stakeholders. The implementation was performed in a software framework prototype using Python language. A case study of an Electronic Throttle Body (ETB) was used to illustrate and validate the approach. The analysis of the case study allowed us to conclude that our approach supports system designers to integrate production constraints in the early design process and make the right design decisions to avoid heavy investment in the production system

This master’s thesis is focused on the compilation of a computational modelling of gear mesh engagement dynamics of a spur gear by MBS approach. The user input is the specific geometry of gears, the operating speed, and the load torque. The output are the forces in the gear engagement and the reaction of the forces in the wheel bearings depending on the change in the stiffness of the gear due to the changing number of teeth in the engagement and the change in the axial distance. This model is characterized by a fast and relatively accurate calculation in the time domain. This means that it can react to changes in parameters during simulation such as axial distance, speed, and torque.

L’analyse de compromis d’un modèle système a pour but de minimiser ou de maximiser différents objectifs tels que le coût ou les performances. Les méthodes actuelles de type OOSEM avec SysML ou ARCADIA sont basées sur la classification ; il s’agit de définir les différentes variantes de l’architecture d’un système de base puis d’analyser ces variantes. Dans ces approches, les choix d’architecture sont contraints : la plateforme d’exécution et la topologie sont déjà figées. Nous proposons la notion de « points de décision » pour modéliser les différents choix du système, en utilisant de nouveaux stéréotypes. L’avantage est d’avoir une modélisation plus « compacte » des différentes variantes et de piloter l’exploration des variantes en utilisant des contraintes. Lorsque le concepteur définit l’architecture du système, des points de décisions sont insérés dans le modèle du système. Ils permettent de modéliser la redondance ou le choix d’une instance pour un composant, les variations des attributs d’un composant, ou l’allocation des activités sur les blocs. Les fonctions objectifs sont définies dans un contexte d’optimisation à l’aide du diagramme paramétrique de SysML. Nous proposons des transformations du modèle SysML vers un problème de satisfaction de contraintes pour l’optimisation (CSMOP) dont la résolution nous permet d’obtenir l’ensemble des architectures optimales. Cette transformation est implantée dans un démonstrateur (plug-in Eclipse) permettant une utilisation conjointe de l’outil Papyrus et de solveurs, disponibles sous forme de logiciels libres. La méthode est illustrée avec des cas d’étude constitués d’une caméra stéréoscopique puis d’un drone, l’ensemble étant modélisé avec Papyrus<br>Finding the set of optimal architectures is an important challenge for the designer who uses the Model-Based System Engineering (MBSE). Design objectives such as cost, performance are often conflicting. Current methods (OOSEM with SysML or ARCADIA) are focused on the design and the analysis of a particular alternative of the system. In these methods, the topology and the execution platform are frozen before the optimization. To improve the optimization from MBSE, we propose a methodology combining SysML with the concept of “decision point”. An initial SysML model is complemented with “decisions points” to show up the different alternatives for component redundancy, instance selection and allocation. The constraints and objective functions are also added to the initial SysML model, with an optimiza-tion context and parametric diagram. Then a representation of a constraint satisfaction problem for optimization (CSMOP) is generated with an algorithm and solved with an existing solver. A demonstrator implements this transformation in an Eclipse plug-in, combining the Papyrus open-source tool and CSP solvers. Two case studies illustrate the methodology: a stereoscopic camera sensor module and a mission controller for an Unmanned Aerial Vehi-cle (UAV)

Dans le contexte du développement de logiciels automobiles, le problème général qui a motivé ce travail était la complexité croissante des architectures logicielles et les limites des pratiques actuelles en termes d’analyses de sécurité. Malgré le développement du MBSE (Model Based Systems Engineering), ces pratiques sont toujours caractérisées par le recours à des techniques manuelles traditionnelles d’analyse de la sécurité telles que l’analyse par arbre de défaillance (FTA) ou l’analyse des modes de défaillance et de leurs effets (AMDE). Bien qu’elles soient toujours utiles, ces techniques sont insuffisantes face à la complexité avec la possibilité d’aboutir à des analyses subjectives, inefficaces, de mauvaise qualité et sujettes aux erreurs. Par conséquent, pour améliorer l’état de la pratique actuelle dans le contexte automobile, notre proposition est d’appliquer l’approche d’analyse de la sécurité basée sur un modèle (MBSA) qui est une approche d’ingénierie pilotée par modèle pertinente appliquée à la sécurité. Toutefois, l’examen de l’état actuel de la technique des approches actuelles des MBSA suggère que la plupart de ces approches sont axées sur les systèmes et manquent d’un soutien méthodologique clair. En outre, certaines des approches MBSA (en particulier celles qui reposent sur un modèle dédié) nécessitent une compréhension approfondie (en termes de paradigme de modélisation) et peuvent être difficiles à mettre en œuvre dans le cas de systèmes complexes (limites de la modélisation manuelle). De même, dans les pratiques actuelles, l’analyse de la sécurité au niveau logiciel souffre d’une mauvaise intégration avec le processus de développement logiciel, ce qui peut entraîner des analyses de sécurité incohérentes. Pour résoudre ces problèmes, l’essence de notre contribution est de fournir une méthodologie qui adapte les concepts, les principes et les méthodes de MBSA dans le but d’améliorer la pratique de l’analyse de la sécurité des logiciels, en tenant compte de l’état actuel des pratiques (dans le processus de développement de logiciels existant).Notre première contribution consiste en une méthodologie couvrant toutes les étapes nécessaires pour effectuer une analyse de la sécurité sur les architectures logicielles automobiles en utilisant l’approche basée sur des modèles tout en répondant aux défis présentés par le manque d’intrants inadéquats apportés par l’utilisation d’artefacts centrés sur les documents dans certaines parties du processus de génie logiciel. Grâce à cette contribution, nous proposons une méthodologie étape par étape pour définir le contexte d’analyse de la sûreté, construire l’architecture dysfonctionnelle et l’utiliser pour des analyses de sûreté s’appuyant sur une approche modèle dédiée.La deuxième proposition, également méthodologique, vise à relever certains défis liés à la complexité due aux limites d’une approche modèle dédiée. Elle consiste à utiliser des modèles de pannes logicielles basés sur des modèles de pannes logicielles ISO 26262 pour faciliter la construction du modèle dysfonctionnel. Grâce à cette proposition, des prototypes de modèles de défaillance logicielle courants sont développés et réutilisés pour construire le modèle dysfonctionnel.La troisième contribution, encore en cours de développement, est une proposition d’outillage visant à automatiser partiellement et à faciliter la construction du comportement et de la propagation des défauts des composants logiciels par traduction logique fonctionnelle à dysfonctionnelle. Il vise à assurer une meilleure cohérence des analyses de sécurité logicielle avec le processus de développement logiciel en permanence avec les recommandations ISO 26262<br>In the context of automotive software development, the general problem that motivated this work was the growing complexity of software architectures and the limitations of the current practices in terms of safety analyses. Despite the development of MBSE (Model Based Systems Engineering), these practices are still characterized by the reliance on manual traditional safety analysis techniques such as Fault Tree Analysis (FTA) or Failure Modes and Effect Analysis (FMEA). Although still useful, these techniques fall short when faced with complexity with the possibility of resulting in subjective, inefficient, poor quality and error-prone analyses. Hence, to improve the state of the current practice in the automotive context, our proposal is to apply the Model Based Safety Analysis (MBSA) approach that is a relevant Model Driven Engineering approach applied to safety. However, the review of the current state of the art of current MBSA approaches suggests that most of these approaches are systems oriented and lack clear methodological support. In addition, some of the MBSA approaches (especially those relying on a dedicated model) require deep understanding (in terms of modeling paradigm) and can be challenging to implement in the case of complex systems (limitations of manual modeling). Also in current practices, safety analysis at software level suffers of poor integration with the software development process, which can result in inconsistent safety analyses. To address these issues, the essence of our contribution is to provide a methodology that adapts the concepts, principles, and methods of MBSA for the purpose of improving the practice of software safety analysis, taking into consideration the current state of practices (in the existing software development process).Our first contribution consists of a methodology covering all the steps required to perform safety analysis on automotive software architectures using the model-based approach while addressing the challenges presented by the lack of inadequate inputs brought by the use of document-centric artifact in some parts of the software engineering process. Through this contribution, we propose a step-by-step methodology for defining the safety analysis context, constructing the dysfunctional architecture, and using it for safety analyses relying on a dedicated model approach.The second proposal, also methodological, aims to address some challenges related to complexity brought by the limitations of a dedicated model approach. It consists of using software fault patterns based on ISO 26262 software fault templates to ease the construction of the dysfunctional model. Through this proposal, prototypes of common software fault patterns are developed and reused to build the dysfunctional model.The third contribution, still undergoing development, is a tooling proposal to partially automated and ease the construction of software component’s fault behavior and propagation through functional to dysfunctional logic translation. It aims to ensure a better consistency of software safety analyses with the software development process constantly with ISO 26262 recommendations

L’ « Ingénierie Système Basée sur les Modèles » (ISBM), est une approche d’Ingénierie Système dans laquelle la modélisation est le support de toutes les activités d’ingénierie. Elle est plébiscitée par les industriels comme étant une manière de satisfaire le besoin de prise en compte de la complexité croissante des systèmes, pour lesquels les pratiques d’Ingénierie Systèmes centrées sur les documents arrivent à leurs limites. Cependant, de nombreux retours d’expérience sur la transition vers l’ISBM soulignent la forte courbe d’apprentissage nécessaire à sa mise en œuvre, ainsi que la difficulté pour les ingénieurs de se l’approprier. Dans ce contexte, la contribution de ce manuscrit vise à faciliter l’adoption de l’ISBM par la valorisation des actifs d’ingénierie. Elle cherche à systématiser la capitalisation et la réutilisation de savoir-faire en utilisant le concept de « patron », dont le rôle et le périmètre sont définis dans le cadre de l’ISBM. De manière à accompagner la montée en maturité des processus de capitalisation et de réutilisation au sein d’une entreprise, elle introduit une échelle de maturité permettant d’évaluer une situation d’ingénierie de manière à cibler les efforts à fournir. La contribution porte également sur la formalisation de niveaux d’abstraction des patrons capitalisés et de mécanismes de transition entre ces niveaux d’abstraction. Sur cette base, elle formalise les processus de l’approche « Minage-Maturation-Implémentation de Patrons » (MMIP), dont l’objectif est d’être un guide pour les ingénieurs dans la capitalisation et la réutilisation d’actifs d’ingénierie. La contribution a été éprouvée sur un cas d’étude, dans le cadre d’un nouveau projet industriel au sein de Safran Electrical &amp; Power. L’objectif était de démontrer l’existence de patrons techniques, de les formaliser et de les réutiliser dans un contexte d’ISBM<br>Model Based System Engineering (MBSE) is a System Engineering approach in which modeling is the backbone of all engineering activities. It is widely accepted by the industry as a way to satisfy the need to take into account the ever-increasing complexity of systems, for which document-based Systems Engineering practices are reaching their limits. However, numerous feedbacks on the transition to MBSE highlight the steep learning curve required for its implementation, as well as the difficulty for engineers to master it. In this context, the contribution of this manuscript aims at facilitating the adoption of MBSE through the valorization of engineering assets. It seeks to systematize the capitalization and reuse of know-how by using the concept of "pattern", whose role and scope are defined within the framework of MBSE. In order to increase the maturity of capitalization and reuse processes within a company, a maturity scale is also introduce to assess an engineering situation in order to target the efforts to be made. The contribution also deals with the formalization of levels of abstraction of capitalized patterns and of transition mechanisms between these levels of abstraction. On this basis, it formalizes the “Mining-Maturation-Implementation of Patterns” (MMIP) process, whose objective is to be a guide for engineers in the capitalization and reuse of engineering assets. The contribution has been tested on a case study, within the framework of a new industrial project at Safran Electrical &amp; Power. The objective was to demonstrate the existence of patterns, to formalize them and to reuse them in an MBSE context

abstract: Hydrogen fuel cells have been previously investigated as a viable replacement to traditional gas turbine auxiliary power unit onboard fixed wing commercial jets. However, so far no study has attempted to extend their applicability to rotary wing aircrafts. To aid in the advancement of such innovative technologies, a holistic technical approach is required to ensure risk reduction and cost effectiveness throughout the product lifecycle. This paper will evaluate the feasibility of replacing a gas turbine auxiliary power unit on a helicopter with a direct hydrogen, air breathing, proton exchange membrane fuel cell, all while emphasizing a system engineering approach that utilize a specialized set of tools and artifacts.<br>Dissertation/Thesis<br>Masters Thesis Engineering 2016

Indiana University-Purdue University Indianapolis (IUPUI)<br>Suspension has been the most important subsystem of the vehicle viewed as a system. The ride comfort and vehicle handling performance are affected by the suspension design. Automotive technology has been continuously incorporating developments over the past few decades to provide the end users with a better comfort of driving. Multi-objective optimization of MR damper with objective function of maximizing damping force generated by MR damper with the geometrical parametric constraint function is achieved in this research using pattern search optimization technique. Research focuses on design, modeling, and simulation of active suspension using non-linear theory of the Magneto-Rheological (MR) damper with consideration of the hysteresis behavior for a quarter car model. The research is based on the assumption that each wheel experiences same disturbance excitation. Hysteresis is analyzed using Bingham, Dahl’s, and Bouc-Wen models. Research includes simulation of passive, Bingham, Dahl, and Bouc-wen models. Modeled systems are analyzed for the six road profiles, including road type C according to international standards ISO/TC108/SC2N67. Furthermore, the comparative study of the models for the highest comfort with less overshoot and settling time of vehicle sprung mass are executed. The Bouc-Wen model is 36.91 percent more comfortable than passive suspension in terms of damping force requirements and has a 26.16 percent less overshoot, and 88.31 percent less settling time. The simulation of the Bouc-Wen model yields a damping force requirement of 2003 N which is 97.63 percent in agreement with analytically calculated damping force generated by MR damper. PID controller implementation has improved the overshoot response of Bouc-Wen model in the range of 17.89 percent-81.96 percent for the different road profiles considered in this research without compromising on the settling time of system. PID controller implementation further improves the passenger comfort and vehicle ride handling capabilities. The interdisciplinary approach of systems engineering principles for the suspension design provides unique edge to this research. Classical systems engineering tools and MBSE approach are applied in the design of the MR damper. Requirement traceability successfully validates the optimized MR damper.

<p>Is North America vulnerable to widespread electrical blackout from natural or man-made disasters? Yes. Are electric utilities and critical infrastructure (CI) operators prepared to maintain CI operations such as, hospitals, sewage lift stations, food, water, police stations etc., after electrical blackout to maintain National security and sustainability? No. Why? Requirements to prioritize electrical restoration to CI do not exist as a requirement or regulation for electrical distribution operators. Thus, the CI operators cannot maintain services to the public without electricity that provides power for the critical services to function. The problem is that electric utilities are not required to develop or deploy a prioritized systematic plan or procedure to decrease the duration of electrical outage, commonly referred to as blackout. The consequence of local blackout to CI can be multi-billion-dollar financial losses and loss of life for a single outage event attributed to the duration of blackout. This study utilized the review of authoritative literature to answer the question: “Can a plan be developed to decrease the duration of electrical outage to critical infrastructure”. The literature revealed that electric utilities are not required to prioritize electrical restoration efforts and do not have plans available to deploy minimizing the duration of blackout to CI. Thus, this study developed a plan and subsequent model using Model Based System Engineering (MBSE) to decrease the duration of blackout by providing incremental electrical service to CI.</p>

碩士<br>國立中正大學<br>財務金融研究所<br>90<br>The Financial Asset Securitization Law was just passed by Taiwan’s legislature in June, 2002. The law is expected to address stagnancy in Taiwan''s capital markets, it could potentially reinvigorate domestic banks by allowing their asset-backed loans to be packaged into securities. Hence, this new law facilitates the mechanism whereby banks can re-package collateral and sell it to investors as securities, helping to increase the "liquidity of banks" and also diversifying their risks. Financial assets such as mortgages, car loans or credit card receivable accounts can be repackaged into small values in the form of securities certificates or beneficiary certificates for sales to investors. Among all kinds of financial asset products, mortgage-backed security is the most popular in US market. The current way of solving this valuation problems has been to assume a stochastic process for term structure movements and to employ either a simulation/forecasting pricing approach or an empirical/statistical approach for prepayment behavior and price process. In this article, we propose a nonparametric pricing method, kernel-density regression approach, to price weekly TBA (to be announced) GNMA securities. Here we have three goals: the first is to find out what is the best way to reduce the number of independent variables to use for the kernel model and other model and what is the remaining inputs, the second is to assess the pricing effect of kernel-density regression approach versus other pricing models. Finally, we want to recognize the hedging effectiveness of kernel-density regression approach and other models. For comparison, we use another two popular pricing approaches: ordinary least squares (OLS) and a parametric model (proprietary practitioner model). According empirical results, we find that kernel-density regression model perform more effectively on estimating MBS price than the other two models mentioned in this article, except in out-of-sample of time-series sampling. Moreover, kernel-density regression model have better pricing effect on random sampling than on time-series sampling, especially in out-of-sample. In addition, SAS MAXR procedure and principal component analysis can effectively reduce the number of independent variables used for both kernel-density regression model and OLS model. In regard to the hedging effect, the results of in-of-sample are approximately the same with pricing effect analysis. But, in contrast with in-of-sample, Kernel(3-month rate) is the best way to hedge the MBS in out-of-sample, especially on random sampling.