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<journal-meta>
<journal-id journal-id-type="publisher-id">Front. Ind. Eng.</journal-id>
<journal-title>Frontiers in Industrial Engineering</journal-title>
<abbrev-journal-title abbrev-type="pubmed">Front. Ind. Eng.</abbrev-journal-title>
<issn pub-type="epub">2813-6047</issn>
<publisher>
<publisher-name>Frontiers Media S.A.</publisher-name>
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<article-id pub-id-type="publisher-id">1353531</article-id>
<article-id pub-id-type="doi">10.3389/fieng.2024.1353531</article-id>
<article-categories>
<subj-group subj-group-type="heading">
<subject>Industrial Engineering</subject>
<subj-group>
<subject>Original Research</subject>
</subj-group>
</subj-group>
</article-categories>
<title-group>
<article-title>Threshold-impeded stochastic production: how noise interacts with disruptive thresholds to affect the production output in fluctuating environments</article-title>
<alt-title alt-title-type="left-running-head">Merten et al.</alt-title>
<alt-title alt-title-type="right-running-head">
<ext-link ext-link-type="uri" xlink:href="https://doi.org/10.3389/fieng.2024.1353531">10.3389/fieng.2024.1353531</ext-link>
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<contrib-group>
<contrib contrib-type="author" corresp="yes">
<name>
<surname>Merten</surname>
<given-names>Daniel Christopher</given-names>
</name>
<xref ref-type="aff" rid="aff1">
<sup>1</sup>
</xref>
<xref ref-type="aff" rid="aff2">
<sup>2</sup>
</xref>
<xref ref-type="corresp" rid="c001">&#x2a;</xref>
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<contrib contrib-type="author">
<name>
<surname>Lesne</surname>
<given-names>Annick</given-names>
</name>
<xref ref-type="aff" rid="aff3">
<sup>3</sup>
</xref>
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<contrib contrib-type="author">
<name>
<surname>Uygun</surname>
<given-names>Yilmaz</given-names>
</name>
<xref ref-type="aff" rid="aff1">
<sup>1</sup>
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<contrib contrib-type="author">
<name>
<surname>H&#xfc;tt</surname>
<given-names>Marc-Thorsten</given-names>
</name>
<xref ref-type="aff" rid="aff4">
<sup>4</sup>
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<aff id="aff1">
<sup>1</sup>
<institution>School of Business, Social and Decision Sciences</institution>, <institution>Constructor University</institution>, <addr-line>Bremen</addr-line>, <country>Germany</country>
</aff>
<aff id="aff2">
<sup>2</sup>
<institution>Accenture GmbH</institution>, <addr-line>Kronberg</addr-line>, <country>Germany</country>
</aff>
<aff id="aff3">
<sup>3</sup>
<institution>Laboratoire de Physique Th&#xe9;orique de la Mati&#xe8;re Condens&#xe9;e (LPTMC)</institution>, <institution>Centre National de la Recherche Scientifique, (CNRS)</institution>, <institution>Sorbonne Universit&#xe9;</institution>, <addr-line>Paris</addr-line>, <country>France</country>
</aff>
<aff id="aff4">
<sup>4</sup>
<institution>School of Science</institution>, <institution>Constructor University</institution>, <addr-line>Bremen</addr-line>, <country>Germany</country>
</aff>
<author-notes>
<fn fn-type="edited-by">
<p>
<bold>Edited by:</bold> <ext-link ext-link-type="uri" xlink:href="https://loop.frontiersin.org/people/210282/overview">Francisco J. G. Silva</ext-link>, Polytechnic Institute of porto, Portugal</p>
</fn>
<fn fn-type="edited-by">
<p>
<bold>Reviewed by:</bold> <ext-link ext-link-type="uri" xlink:href="https://loop.frontiersin.org/people/919857/overview">Foivos Psarommatis</ext-link>, University of Oslo, Norway</p>
<p>
<ext-link ext-link-type="uri" xlink:href="https://loop.frontiersin.org/people/2350130/overview">Gustavo Pinto</ext-link>, Instituto Superior de Engenharia do Porto (ISEP), Portugal</p>
<p>
<ext-link ext-link-type="uri" xlink:href="https://loop.frontiersin.org/people/1832164/overview">Paolo Salini</ext-link>, University of L&#x2019;Aquila, Italy</p>
<p>
<ext-link ext-link-type="uri" xlink:href="https://loop.frontiersin.org/people/2603956/overview">Milton Borsato</ext-link>, Federal Technological University of Paran&#xe1;, Brazil</p>
</fn>
<corresp id="c001">&#x2a;Correspondence: Daniel Christopher Merten, <email>daniel.merten1@gmx.de</email>
</corresp>
</author-notes>
<pub-date pub-type="epub">
<day>15</day>
<month>05</month>
<year>2024</year>
</pub-date>
<pub-date pub-type="collection">
<year>2024</year>
</pub-date>
<volume>2</volume>
<elocation-id>1353531</elocation-id>
<history>
<date date-type="received">
<day>10</day>
<month>12</month>
<year>2023</year>
</date>
<date date-type="accepted">
<day>10</day>
<month>04</month>
<year>2024</year>
</date>
</history>
<permissions>
<copyright-statement>Copyright &#xa9; 2024 Merten, Lesne, Uygun and H&#xfc;tt.</copyright-statement>
<copyright-year>2024</copyright-year>
<copyright-holder>Merten, Lesne, Uygun and H&#xfc;tt</copyright-holder>
<license xlink:href="http://creativecommons.org/licenses/by/4.0/">
<p>This is an open-access article distributed under the terms of the Creative Commons Attribution License (CC BY). The use, distribution or reproduction in other forums is permitted, provided the original author(s) and the copyright owner(s) are credited and that the original publication in this journal is cited, in accordance with accepted academic practice. No use, distribution or reproduction is permitted which does not comply with these terms.</p>
</license>
</permissions>
<abstract>
<p>
<bold>Introduction:</bold> Production systems are bound to operate in stochastic conditions. Prominent sources of performance-reducing uncertainty are constituted by machine failures, decision errors, and fluctuating supplies. This article offers a novel approach to uncertainty through modelling and simulation of nonlinear production systems. In particular, the authors consider production systems where the output is drastically reduced when a resource of fluctuating input values reaches an upper threshold.</p>
<p>
<bold>Methods:</bold> The article introduces minimal models of such hreshold-impeded stochastic production (TISP) systems and the system performance (i.e., the output) is analyzed as a function of system parameters (e.g., the type of nonlinearity) and noise input features (e.g., the distribution width or time correlations). Applications to steel manufacturing via continuous casting and power generation through wind turbines are discussed in detail.</p>
<p>
<bold>Results and Discussion:</bold> The simulation experiments illustrate that especially the extent of the input fluctuations affects the output performance which is why the authors recommend that TISP system operators counterbalance such fluctuations if possible.</p>
</abstract>
<kwd-group>
<kwd>production systems</kwd>
<kwd>uncertainty</kwd>
<kwd>minimal model</kwd>
<kwd>simulation</kwd>
<kwd>optimization</kwd>
<kwd>Ornstein-Uhlenbeck process</kwd>
</kwd-group>
<custom-meta-wrap>
<custom-meta>
<meta-name>section-at-acceptance</meta-name>
<meta-value>Engineering Management</meta-value>
</custom-meta>
</custom-meta-wrap>
</article-meta>
</front>
<body>
<sec id="s1">
<title>1 Introduction</title>
<sec id="s1-1">
<title>1.1 Context</title>
<p>Uncertainty and stochasticity compromise real-life production systems in many ways. For instance, customer demand, customer order changes, operator absences (<xref ref-type="bibr" rid="B52">Merten et al., 2022a</xref>), machine breakdowns, or supply delays are very difficult to predict, and, thus, they pose a difficult challenge for the managers and operators of such production systems (<xref ref-type="bibr" rid="B39">Koh et al., 2002</xref>). Failure to cope with uncertainty might result in reduced customer order punctuality (<xref ref-type="bibr" rid="B38">Koh and Saad, 2002</xref>), quality issues, increased production costs, and diminished performance in general. Additionally, production systems often entail nonlinear transformations or correlations. One nonlinear transformation of this sort (<xref ref-type="bibr" rid="B62">Pervozvanskii, 1965</xref>) is portrayed by a system that has a precisely defined upper threshold on the input, above which production is forced to stop and stays idle for a fixed amount of time. The disruptive interplay of a threshold and uncertain inputs described here is also of relevance in the context of predictable production (<xref ref-type="bibr" rid="B18">Cho and Erkoc, 2009</xref>).</p>
<p>While the threshold value is usually beyond the system operator&#x2019;s control, the average production level (i.e., the input) can frequently be selected at will. Therefore, such systems display a fundamental optimization problem that covers the interface of production planning and control as well process design: How to choose the average input level of <italic>threshold-impeded stochastic production</italic> (TISP) systems&#x2013;given the input fluctuation type, the threshold value or the duration of the idle time&#x2013;so that the system&#x2019;s output is maximized? <xref ref-type="fig" rid="F1">Figure 1</xref> offers an intuitive graphical representation of this question: By altering the mean of the input stochastic distribution (e.g., <inline-formula id="inf1">
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<mml:mn>0.45</mml:mn>
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<mml:math id="m2">
<mml:mrow>
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<mml:mrow>
<mml:mn>0.65</mml:mn>
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<mml:mrow>
<mml:mn>0.70</mml:mn>
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</inline-formula> input units per unit time, the authors provide evidence that the system&#x2019;s output indeed has a maximal value.</p>
<fig id="F1" position="float">
<label>FIGURE 1</label>
<caption>
<p>
<bold>(A)</bold> Gaussian input distributions for three different means (0.045, 0.055, and 0.065 input units per unit time, respectively) and a cut-off threshold of 0.070 input units per unit time; <bold>(B)</bold> output as a function of the input mean (i.e., average production level) given a Gaussian input distribution with a standard deviation of 0.01 input units per unit time.</p>
</caption>
<graphic xlink:href="fieng-02-1353531-g001.tif"/>
</fig>
</sec>
<sec id="s1-2">
<title>1.2 Research goals</title>
<p>The goals of this investigation are: 1) The authors introduce the basic notion of threshold-impeded stochastic production systems. 2) The authors show that these systems display a non-monotonous relationship between the production output and the average input level (representing the resource load at which the production system is run). This relationship is a universal feature of such TISP systems. 3) The authors offer a method to assess the output sensitivity of TISP systems in response to varying system and input parameters. 4) The authors illustrate applicability of this theoretical concept to real-life systems through two application scenarios which both fall into the category of TISP systems.</p>
</sec>
<sec id="s1-3">
<title>1.3 Application scenarios</title>
<p>TISP systems can be found in diverse industrial contexts such as the continuous casting of steel and the generation of electric power through wind turbines. For example, if a continuous caster operates so fast that the mass flow of manufactured steel outruns the supply of liquid steel, the entire casting procedure needs to be interrupted for maintenance (<xref ref-type="bibr" rid="B53">Merten et al., 2022b</xref>). Analogously, wind turbines have to be switched off during stormy weather, or else they will possibly suffer structural damages (<xref ref-type="bibr" rid="B37">Klimstra and Hotakainen, 2011</xref>). The idea behind choosing two vastly different application scenarios is to emphasise the wide-ranging applicability of TISP concepts.</p>
</sec>
<sec id="s1-4">
<title>1.4 Approach</title>
<p>The authors intend to approach the TISP-inherent optimization problem by abstracting real-life nonlinear systems into minimal models (<xref ref-type="bibr" rid="B7">Batterman and Rice, 2014</xref>), capturing the &#x201c;stylized facts&#x201d; of the production mechanisms and then revealing, via careful numerical analysis, the influencing factors that allow an accurate control of the system. The study of nonlinear dynamics has a long tradition of contributing to a better understanding of phenomena in industrial production, assembly and supply systems (<xref ref-type="bibr" rid="B15">Chankov et al., 2016</xref>; <xref ref-type="bibr" rid="B2">Alkan et al., 2018</xref>; <xref ref-type="bibr" rid="B16">Chankov et al., 2018</xref>; <xref ref-type="bibr" rid="B45">Lin and Naim, 2019</xref>).</p>
<p>The stylized representation of TISP systems allows one to define TISP subtypes, which lead to various input-output relationships and sensitivities with respect to noise types. To this end, the authors consider the output of TISP systems that exhibit typical nonlinear transformations, as sketched in <xref ref-type="fig" rid="F2">Figure 2</xref>. Depending on the application scenario, three TISP subtypes are distinguished (i) standard TISP: The nonlinearity of the system (i.e., the threshold): brings excess input values down to zero (see <xref ref-type="fig" rid="F2">Figure 2B</xref>); (ii) penalized TISP: The nonlinearity brings excess input values to a value below zero (see <xref ref-type="fig" rid="F2">Figure 2C</xref>); (iii) lagged recovery TISP: After excess input values are reduced, the system is unable to produce further output for a certain number of time steps (see <xref ref-type="fig" rid="F2">Figure 2D</xref>).</p>
<fig id="F2" position="float">
<label>FIGURE 2</label>
<caption>
<p>Examples of generic TISP subtypes; <bold>(A)</bold> 20 time steps of uniformly distributed random input values; the input values are processed by a threshold device acting as a nonlinear transformation (i.e., <bold>(B)</bold> standard TISP, <bold>(C)</bold> penalized TISP, or <bold>(D)</bold> lagged recovery TISP).</p>
</caption>
<graphic xlink:href="fieng-02-1353531-g002.tif"/>
</fig>
<p>In order to provide a quantitative relationship between the generic TISP systems (i.e., standard, penalized, or lagged recovery) and the application scenarios outlined above, the authors estimate the systems&#x2019; output (i.e., steel mass flow and electric power) by simulating and transforming random input values from several probability models (e.g., uniform or Weibull noise) as well as computing expected values numerically. Since these expected values originate in output integrals of the minimal models, it is shown how the models compare against the simulated outputs. Then, varying the average input level enables one to determine the maximally achievable output and its corresponding parameter values. This procedure is repeated numerous times subject to changing statistical features of the noisy input (e.g., distribution width) and other experimental parameters (e.g., penalty and lag size) which reveals how sensitive the system output is to such adjustments. For the continuous casting application, the authors also examined time-correlated input from an Ornstein-Uhlenbeck process that experiences a lagged recovery nonlinearity (see <xref ref-type="fig" rid="F2">Figure 2D</xref>). Contrasting the mean-reversing behavior of an Ornstein-Uhlenbeck process with uncorrelated Gaussian input will demonstrate the impact of noise correlations on the production performance.</p>
</sec>
<sec id="s1-5">
<title>1.5 Novelty</title>
<p>To the authors&#x2019; best knowledge, the category of TISP systems has not been described before. Understanding such high-level categories can be helpful for production planning and control, where the resource load either can be selected or the system can be set up to perform optimally at typical input levels, and for a more detailed modeling of specific systems. For such modeling efforts, the authors argue that in any TISP system, non-monotonous input-output relationships will be encountered independent of the intricacies of the mathematical or computational model.</p>
</sec>
<sec id="s1-6">
<title>1.6 Outline</title>
<p>The remainder of this article is organized in the following way: First, the authors present selected works revolving around uncertainty in production systems and they point out in what sense this study fits into the research landscape (<xref ref-type="sec" rid="s2">Section 2</xref>). <xref ref-type="sec" rid="s3">Section 3</xref> (&#x201c;Application scenarios&#x201d;) explains the production mechanisms and input distributions behind the two scenarios, i.e., steel continuous casting and wind power generation. Once the underlying production mechanism has been understood, the authors establish the expected value integrals that describe the output of the various TISP system subtypes (see <xref ref-type="sec" rid="s4">Section 4</xref> &#x201c;Minimal models&#x201d;). In <xref ref-type="sec" rid="s5">Section 5</xref>, the Ornstein-Uhlenbeck process for time-correlated input values is introduced which becomes useful in the case of the lagged recorvery TISP system (see <xref ref-type="fig" rid="F2">Figure 2D</xref>). <xref ref-type="sec" rid="s6">Section 6</xref> (&#x201c;Methods&#x201d;) discloses the simulation framework and it reveals how the minimal models as well as the respective system or input parameters are deployed to assess the output sensitivity of TISP systems. Throughout <xref ref-type="sec" rid="s7">Section 7</xref>, the numeric and simulation results are presented and discussed before, finally, in <xref ref-type="sec" rid="s8">Section 8</xref> the authors conclude the findings and give an outlook on promising future research directions.</p>
</sec>
</sec>
<sec id="s2">
<title>2 Related work</title>
<sec id="s2-1">
<title>2.1 Control and flexibility</title>
<p>In response to uncertainty, <xref ref-type="bibr" rid="B19">Correa (1992)</xref> offers two remedies, namely, control and flexibility. &#x201c;Control&#x201d; includes all efforts that aim at proactively reducing uncertainty before it arises, whereas &#x201c;flexibility&#x201d; stands for reactively coping with uncertainty after it has arisen. <xref ref-type="bibr" rid="B3">Angkiriwang et al. (2014)</xref> compare the usage of reactive uncertainty strategies such as buffering and proactive uncertainty strategies such as redesigning. However, buffering will not have the desired effect if the interplay between uncertain production inputs and TISP thresholds complicates the determination of appropriate buffer strategies. Similarly, redesigning the production process will not reduce uncertainty if the production process cannot be redesigned further due to technology and cost restrictions or saturation effects.</p>
<p>
<xref ref-type="bibr" rid="B69">Sreedevi &#x26; Saranga, (2017)</xref> state that flexibility helps &#x201c;in reducing [&#x2026;] supply and manufacturing process risks&#x201d; but the &#x201c;effect is context-dependent.&#x201d; As a solution to this, the authors offer a generalized description of uncertainty in threshold-impeded production systems that can be adapted to different contexts (the only condition being that the production mechanism itself is understood and can be modelled mathematically). Regardless of whether common control or flexibility strategies are applicable, this description deepens the understanding of production outputs and their sensitivity to uncertain inputs.</p>
</sec>
<sec id="s2-2">
<title>2.2 Rescheduling</title>
<p>Production uncertainty can be combatted reactively through rescheduling (<xref ref-type="bibr" rid="B76">Vieira et al., 2003</xref>; <xref ref-type="bibr" rid="B63">Psarommatis et al., 2021</xref>). Rescheduling has a long history in the steel industry; especially multi-agent systems were often used for this purpose (<xref ref-type="bibr" rid="B20">Cowling et al., 2003</xref>; <xref ref-type="bibr" rid="B21">Cowling et al., 2004</xref>; <xref ref-type="bibr" rid="B58">Ouelhadj et al., 2004</xref>). More recently, evolutionary algorithms (<xref ref-type="bibr" rid="B29">Guo and Tang, 2019</xref>; <xref ref-type="bibr" rid="B51">Merten et al., 2024</xref>) and machine learning (<xref ref-type="bibr" rid="B32">Iglesias-Escudero et al., 2019</xref>; <xref ref-type="bibr" rid="B44">Li et al., 2020</xref>) have become the preferred solutions. However, all of these solutions are extremely context-dependent and they are invalid with respect to other application scenarios such as wind turbines. As stated above, this is something the authors try to avoid with the TISP approach.</p>
</sec>
<sec id="s2-3">
<title>2.3 Buffering and diversification</title>
<p>In the context of wind turbines, a common &#x201c;buffering&#x201d; strategy comprises changing the orientation of the wind turbine rotor blades with respect to the direction from which the wind is blowing. So, one can either harness more energy by aligning the rotor blades with the wind or protect the wind turbine from strong winds by turning the rotor blades away from the wind input direction (<xref ref-type="bibr" rid="B13">Castellani et al., 2015</xref>; <xref ref-type="bibr" rid="B80">Yan, 2015</xref>). Nevertheless, this is only feasible for rather small variations in the wind speed and, again, this strategy is highly context-dependent.</p>
<p>On top of that, to reduce the power output variability of wind farms, diversification methods could be applied. For instance, spatially distributing wind turbines over a given area (<xref ref-type="bibr" rid="B12">Cassola et al., 2008</xref>) or combining different types of wind turbines (e.g., smaller turbines for weaker winds and larger turbines for stronger winds) helps to reduce variability. One a higher level, it is even feasible to interconnect entire wind farms (<xref ref-type="bibr" rid="B5">Archer and Jacobson, 2007</xref>; <xref ref-type="bibr" rid="B36">Katzenstein et al., 2010</xref>). While these diversification methods are to some extent adaptable to other application scenarios such as steel continuous casting, they primarily aim at only reducing the output variability but not at maximizing the overall output. Nevertheless, output maximization is &#x201c;usually one of the most important objectives for any [wind farm] designer&#x201d; because it is closely linked to the revenue of a wind farm company (<xref ref-type="bibr" rid="B24">Feng and Shen, 2017</xref>). On the contrary, maximizing the overall output is the central purpose of the TISP approach as explained in the introduction of this article.</p>
<p>In steel continuous casting, the tundish (which is a reservoir of molten steel; see <xref ref-type="sec" rid="s3">Section 3</xref>) may serve as a buffer containment. Therefore, it can be used to slightly slow down or ramp up the production process. Yet, the tundish&#x2019;s ability to combat uncertainty is limited because changing the flow pattern of the molten steel has profound effects on the steel quality (<xref ref-type="bibr" rid="B84">Zhong et al., 2007</xref>). Besides, one has to consider a multitude of constraints when adjusting the casting speed or else the resulting steel strand might be torn apart or it might not be sufficiently solidified before leaving the production machine (<xref ref-type="bibr" rid="B53">Merten et al., 2022b</xref>). Both these occurrences would cause the production to halt for cost- and time-intensive maintenances.</p>
</sec>
<sec id="s2-4">
<title>2.4 Modernization</title>
<p>A proactive way to reduce uncertainty is to modernize the production environment (<xref ref-type="bibr" rid="B25">Gerwin and Tarondeau, 1982</xref>; <xref ref-type="bibr" rid="B23">Ettlie, 1990</xref>; <xref ref-type="bibr" rid="B28">Groover, 2006</xref>; <xref ref-type="bibr" rid="B10">Bertsimas and Thiele, 2014</xref>; <xref ref-type="bibr" rid="B22">Dotoli, et al., 2019</xref>; <xref ref-type="bibr" rid="B26">Ghobakhloo, 2020</xref>). For this purpose, Industry 4.0 technologies such as cyber-physical systems (CPS), internet of things (IoT), artificial intelligence (AI), and cloud computing (<xref ref-type="bibr" rid="B85">Zhong et al., 2017</xref>; <xref ref-type="bibr" rid="B79">Xu et al., 2018</xref>; <xref ref-type="bibr" rid="B60">Oztemel and Gursev, 2020</xref>) are routinely implemented. In particular, AI applications have proven valuable as means to combat production uncertainty (<xref ref-type="bibr" rid="B32">Iglesias-Escudero et al., 2019</xref>; <xref ref-type="bibr" rid="B6">Arinez et al., 2020</xref>). For example, <xref ref-type="bibr" rid="B66">Roy et al. (2004)</xref> describe an inference model that is capable of handling schedule disturbances in steel production. With respect to wind turbine control and optimization, neural networks are frequently utilized (<xref ref-type="bibr" rid="B17">Chatterjee and Dethlefs, 2021</xref>). But what is to be done in production environments where access to advanced technologies is limited or the necessary input data does not exist (<xref ref-type="bibr" rid="B42">Lee et al., 2013</xref>)? In fact, many steel factories still fall under this category. For these situations, the authors offer a technique that, instead of focusing on individual input events or threshold violations, yields universal recommendations which work very well on average.</p>
</sec>
<sec id="s2-5">
<title>2.5 Analytical models and simulation</title>
<p>On a more theoretical level, <xref ref-type="bibr" rid="B61">Peidro et al. (2009)</xref> suggested analytical models and simulations (<xref ref-type="bibr" rid="B4">Aouam et al., 2018</xref>; <xref ref-type="bibr" rid="B34">Jamalnia et al., 2019</xref>; <xref ref-type="bibr" rid="B30">Gupta and Maravelias, 2020</xref>; <xref ref-type="bibr" rid="B73">Tordecilla et al., 2021</xref>). Simulation tools have been successfully deployed to tackle uncertainty in production systems (<xref ref-type="bibr" rid="B57">Negahban and Smith, 2014</xref>; <xref ref-type="bibr" rid="B35">Jeon and Kim, 2016</xref>; <xref ref-type="bibr" rid="B81">Zhang et al., 2019</xref>) because &#x201c;due to [their] low cost, quick analysis, low risk and meaningful insight that [they] may provide&#x201d; (<xref ref-type="bibr" rid="B55">Mourtzis, 2020</xref>) simulation tools allow &#x201c;for the experimentation and validation of [&#x2026;] process and system design&#x201d; (<xref ref-type="bibr" rid="B56">Mourtzis et al., 2014</xref>) and show &#x201c;unique advantages in solving practical problems&#x201d; (<xref ref-type="bibr" rid="B81">Zhang et al., 2019</xref>). Nevertheless, a few research gaps concerning state-of-the-art simulation tools have been identified: (i) Capable tools only exist for a selective subset of application scenarios (<xref ref-type="bibr" rid="B56">Mourtzis et al., 2014</xref>) and (ii) &#x201c;unified approaches and terminology&#x201d; are missing (<xref ref-type="bibr" rid="B55">Mourtzis, 2020</xref>). As a solution to this, the methodology can be viewed as a simulation toolbox that is adaptable to diverse application scenarios and, regardless of the scenario, always follows the same underlying recipe or approach.</p>
</sec>
</sec>
<sec id="s3">
<title>3 Application scenarios</title>
<sec id="s3-1">
<title>3.1 Steel continuous casting</title>
<p>Over the past 70 years, continuous casting has widely replaced ingot casting as the primary fabrication method for steel slabs (<xref ref-type="bibr" rid="B68">Santos et al., 2003</xref>). The working principle of a continuous caster is shown in <xref ref-type="fig" rid="F3">Figure 3</xref>. First, the steel alloy is poured into the tundish from which it passes through a mold. Here, the tundish serves as a funnel and buffer containment that ideally ensures a constant delivery of liquid metal. The design of the mold basically dictates the shape and proportions of the emerging steel slabs, while the amount of steel flowing across the mold can be modified with the help of a nozzle. At the mold exit, the nascent steel slabs are still largely molten, and secondary cooling in the form of water sprays has to be carried out for further shell solidification (<xref ref-type="bibr" rid="B33">Irving, 1993</xref>).</p>
<fig id="F3" position="float">
<label>FIGURE 3</label>
<caption>
<p>Steel slab production through continuous casting; the liquid (solid) steel is colored yellow (red); abstracted from <xref ref-type="bibr" rid="B47">Louhenkilpi, 2014</xref>.</p>
</caption>
<graphic xlink:href="fieng-02-1353531-g003.tif"/>
</fig>
<p>Extensive attempts have been made to increase the operating speed of casters and, therefore, their output. Faced with the ubiquitous compromise between output maximization (<xref ref-type="bibr" rid="B43">Li and Thomas, 2000</xref>) and process quality/steadiness, numerous researchers have examined likely limitations of the operating speed (<xref ref-type="bibr" rid="B53">Merten et al., 2022b</xref>) which, among others, encompass several customer-dependent slab properties (e.g., slab dimensions). For instance, to ensure sufficient shell solidification the operating speed has to be chosen so that the slabs have enough time to solidify. This solidification time is tightly linked to one of the most important planning parameters in steel production (<xref ref-type="bibr" rid="B59">&#xd6;zg&#xfc;r et al., 2021</xref>), namely, the slab thickness (<xref ref-type="bibr" rid="B71">Thomas, 2002</xref>). In practice, it is often not possible to maintain a constant operating speed which would be beneficial for the slab quality (<xref ref-type="bibr" rid="B82">Zhang et al., 2006</xref>; <xref ref-type="bibr" rid="B77">Wang and Zhang, 2010</xref>; <xref ref-type="bibr" rid="B83">Zhang and Wang, 2010</xref>) since subsequently manufactured customer orders typically exhibit divergent thickness values.</p>
<p>Another example shedding light onto the output maximization trade-off is discussed in <xref ref-type="bibr" rid="B53">Merten et al. (2022b)</xref>. The authors inspected historical production data from an industrial casting machine which revealed an abrupt adjustment of the casting speed strategy and, subsequently, they traced this regime transition back to the existence of a theoretical limit for the maximum achievable steel mass flow. In essence, this maximum achievable steel mass flow is motivated by the fact that the tundish (see <xref ref-type="fig" rid="F3">Figure 3</xref>) must not run out of liquid steel. As soon as the steel mass flow (and, hence, the operating speed) exceeds this maximum limit, the continuous casting process has to be stopped for cost-intensive and time-consuming maintenance during which no output can be generated.</p>
<p>In this application scenario, the system&#x2019;s input uncertainty originates from complex planning constraints (<xref ref-type="bibr" rid="B52">Merten et al., 2022a</xref>) as well as unstable customer demand entailing fluctuations of the casting speed-relevant variables. At the same time, a threshold/nonlinear transformation is imposed by the maximum achievable steel mass flow beyond which the steel slab might be torn apart (<xref ref-type="bibr" rid="B53">Merten et al., 2022b</xref>). These systemic features turn the continuous casting of steel into a TISP device.</p>
</sec>
<sec id="s3-2">
<title>3.2 Wind turbines</title>
<p>Wind turbines play an important role in today&#x2019;s renewable energy market (<xref ref-type="bibr" rid="B46">Liu et al., 2013</xref>; <xref ref-type="bibr" rid="B78">Wood et al., 2013</xref>). By means of rotor blades and an electric generator, they convert wind kinetic energy into electric energy, where the relationship of the wind speed <inline-formula id="inf5">
<mml:math id="m5">
<mml:mrow>
<mml:mi>v</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> (unit: <inline-formula id="inf6">
<mml:math id="m6">
<mml:mrow>
<mml:mi mathvariant="normal">m</mml:mi>
<mml:mo>/</mml:mo>
<mml:mi mathvariant="normal">s</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>) and the generated electrical power <inline-formula id="inf7">
<mml:math id="m7">
<mml:mrow>
<mml:mi>P</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> (unit: <inline-formula id="inf8">
<mml:math id="m8">
<mml:mrow>
<mml:mtext>kg</mml:mtext>
<mml:mo>&#xd7;</mml:mo>
<mml:msup>
<mml:mi mathvariant="normal">m</mml:mi>
<mml:mn>2</mml:mn>
</mml:msup>
<mml:mo>/</mml:mo>
<mml:msup>
<mml:mi mathvariant="normal">s</mml:mi>
<mml:mn>3</mml:mn>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula>) is demonstrated to be cubic (<xref ref-type="bibr" rid="B9">Bergey, 1979</xref>; <xref ref-type="bibr" rid="B67">Salameh and Safari, 1992</xref>):<disp-formula id="equ1">
<mml:math id="m9">
<mml:mrow>
<mml:mi>P</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mfrac>
<mml:mrow>
<mml:mi>&#x3c1;</mml:mi>
<mml:mi>A</mml:mi>
<mml:msup>
<mml:mi>v</mml:mi>
<mml:mn>3</mml:mn>
</mml:msup>
</mml:mrow>
<mml:mn>2</mml:mn>
</mml:mfrac>
<mml:mo>,</mml:mo>
</mml:mrow>
</mml:math>
</disp-formula>where <inline-formula id="inf9">
<mml:math id="m10">
<mml:mrow>
<mml:mi>&#x3c1;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf10">
<mml:math id="m11">
<mml:mrow>
<mml:mi>A</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> denote the air density (unit: <inline-formula id="inf11">
<mml:math id="m12">
<mml:mrow>
<mml:mtext>kg</mml:mtext>
<mml:mo>/</mml:mo>
<mml:msup>
<mml:mi mathvariant="normal">m</mml:mi>
<mml:mn>3</mml:mn>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula>) and the rotor blade swept area (unit: <inline-formula id="inf12">
<mml:math id="m13">
<mml:mrow>
<mml:msup>
<mml:mi mathvariant="normal">m</mml:mi>
<mml:mn>2</mml:mn>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula>). Typically, wind turbines are characterized by three different thresholds on the wind speed (i.e., cut-in, rated and cut-out speeds) that govern the transformation from wind to energy. At speeds below the cut-in threshold <inline-formula id="inf13">
<mml:math id="m14">
<mml:mrow>
<mml:msub>
<mml:mi>v</mml:mi>
<mml:mrow>
<mml:mi>i</mml:mi>
<mml:mi>n</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>, no electric energy is built up because of static friction between the mechanical components of the wind turbine and negligible torque on the rotor blades (<xref ref-type="bibr" rid="B78">Wood et al., 2013</xref>). Above the cut-in speed, the electric energy production grows substantially with the wind speed; however, wind turbines are constructed to trim any energy surpluses beyond a rated threshold <inline-formula id="inf14">
<mml:math id="m15">
<mml:mrow>
<mml:msub>
<mml:mi>v</mml:mi>
<mml:mi>r</mml:mi>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> corresponding to the maximum capacity of the integrated electric generator (<xref ref-type="bibr" rid="B49">Manwell et al., 2010</xref>; <xref ref-type="bibr" rid="B78">Wood et al., 2013</xref>). Moreover, wind turbines need to be protected against storms as pointed out earlier. Thus, they are shut down as soon as the wind speed surpasses a specified cut-out threshold <inline-formula id="inf15">
<mml:math id="m16">
<mml:mrow>
<mml:msub>
<mml:mi>v</mml:mi>
<mml:mrow>
<mml:mi>o</mml:mi>
<mml:mi>u</mml:mi>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> (<xref ref-type="bibr" rid="B37">Klimstra and Hotakainen, 2011</xref>). The impact of the wind intensity on the electric power output is commonly documented in power curves (<xref ref-type="bibr" rid="B11">Carrillo et al., 2013</xref>; <xref ref-type="bibr" rid="B31">Hau, 2013</xref>). A schematic illustration of such a power curve is shown in <xref ref-type="fig" rid="F4">Figure 4</xref> (<xref ref-type="bibr" rid="B67">Salameh and Safari, 1992</xref>). In the theoretical framework, the wind corresponds to the stochastic input, whereas the wind turbine and its speed thresholds act as a nonlinear transformation. Based on these technological aspects, the authors stylize the functioning of a wind turbine as a TISP system and they utilize various minimal models (see <xref ref-type="sec" rid="s4">Section 4</xref>) to study how wind turbine parameters as well as the wind speed pattern affect the turbine performance.</p>
<fig id="F4" position="float">
<label>FIGURE 4</label>
<caption>
<p>Typical power curve relating the wind speed to the power output of a wind turbine (<xref ref-type="bibr" rid="B67">Salameh and Safari, 1992</xref>); it exhibits three thresholds: cut-in, rated and cut-out speeds.</p>
</caption>
<graphic xlink:href="fieng-02-1353531-g004.tif"/>
</fig>
<p>From the principles of fluid flow, Lanchester and Betz have deduced a physical boundary for the maximum energy that can be obtained through wind turbines (<xref ref-type="bibr" rid="B9">Bergey, 1979</xref>). More recently, the literature concerning wind energy mainly addressed two distinct research topics&#x2014;(i) the fitting of stochastic distributions to wind speed data (<xref ref-type="bibr" rid="B54">Morgan et al., 2011</xref>) and (ii) the analysis of technical details of wind turbines (<xref ref-type="bibr" rid="B11">Carrillo et al., 2013</xref>)&#x2014;with some articles considering both jointly (<xref ref-type="bibr" rid="B40">Kwon, 2010</xref>; <xref ref-type="bibr" rid="B46">Liu et al., 2013</xref>). While <xref ref-type="bibr" rid="B54">Morgan et al. (2011)</xref> explore the suitability of theoretical wind speed models with regards to offshore wind measurements, <xref ref-type="bibr" rid="B11">Carillo et al. (2013)</xref> evaluate a series of generic equations to approximate the conversion of wind to energy via wind turbines. <xref ref-type="bibr" rid="B70">Stevens and Smoulders (1979)</xref> observe the energy production as a function of the Weibull distribution shape parameter (whereby the Weibull distribution is the most commonly used distribution to characterize wind speeds). Furthermore, frameworks that enable one to match wind turbines to wind speed distributions/wind sites are provided by <xref ref-type="bibr" rid="B67">Salameh and Safari (1992)</xref>/<xref ref-type="bibr" rid="B65">Ritter and Deckert (2017)</xref>. Here, the authors intend to expand previous methodologies through additional TISP features such as penalties and lagged recoveries.</p>
</sec>
</sec>
<sec id="s4">
<title>4 Minimal models</title>
<p>In order to assess the parameter sensitivity of a TISP system on the output performance <inline-formula id="inf16">
<mml:math id="m17">
<mml:mrow>
<mml:mi>Y</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>, minimal models are developed that quantitatively explain the transformation process undergone by the noisy input <inline-formula id="inf17">
<mml:math id="m18">
<mml:mrow>
<mml:mi>X</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>. Successively, the authors consider the three generic TISP systems already mentioned (i.e., standard, penalized and lagged recovery) and their application to steel continuous casting and wind power generation. When uncorrelated over time, the noisy input per unit time is fully described by an independently distributed random variable <inline-formula id="inf18">
<mml:math id="m19">
<mml:mrow>
<mml:mi>X</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> with the probability density <inline-formula id="inf19">
<mml:math id="m20">
<mml:mrow>
<mml:mi>f</mml:mi>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula>. The case of a time-correlated input <inline-formula id="inf20">
<mml:math id="m21">
<mml:mrow>
<mml:mi>X</mml:mi>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> requires the framework of special stochastic processes such as the Ornstein-Uhlenbeck process (see <xref ref-type="sec" rid="s5">Section 5</xref>).</p>
<p>Standard TISP system (uncorrelated noisy input; both application scenarios): In the case of standard TISP systems, the predicted average outcome per unit time Y can be computed via the expected value <inline-formula id="inf21">
<mml:math id="m22">
<mml:mrow>
<mml:mi>E</mml:mi>
<mml:mrow>
<mml:mfenced open="[" close="]" separators="&#x7c;">
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<mml:mrow>
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</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mo>&#x3d;</mml:mo>
<mml:msubsup>
<mml:mo>&#x222b;</mml:mo>
<mml:mn>0</mml:mn>
<mml:mi>&#x221e;</mml:mi>
</mml:msubsup>
<mml:mi>g</mml:mi>
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<mml:mfenced open="(" close=")" separators="&#x7c;">
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<mml:mrow>
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</mml:mfenced>
</mml:mrow>
<mml:mi>d</mml:mi>
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</mml:mrow>
</mml:math>
</inline-formula>, as done in <xref ref-type="bibr" rid="B8">Bendat and Piersol (2011)</xref>. The modelling step lies in devising the appropriate transformation <inline-formula id="inf22">
<mml:math id="m23">
<mml:mrow>
<mml:mi>g</mml:mi>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mo>&#x2219;</mml:mo>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> of the input <inline-formula id="inf23">
<mml:math id="m24">
<mml:mrow>
<mml:mi>X</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>, such that <inline-formula id="inf24">
<mml:math id="m25">
<mml:mrow>
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<mml:mo>&#x3d;</mml:mo>
<mml:mi>g</mml:mi>
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<mml:mfenced open="(" close=")" separators="&#x7c;">
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<mml:mi>X</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula>. In particular <inline-formula id="inf25">
<mml:math id="m26">
<mml:mrow>
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</inline-formula> involves the threshold(s) controlling the functioning of the TISP system and the accompanying nonlinear transformation(s) of the input.</p>
<p>In the case of steel continuous casting, there is only one upper threshold T, corresponding to the maximum mass flow (i.e., mass per unit time) above which the machine must stop (<xref ref-type="bibr" rid="B53">Merten et al., 2022b</xref>). When the system operates below the threshold, the output is equal to the input, therefore <inline-formula id="inf26">
<mml:math id="m27">
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</mml:mrow>
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<mml:mrow>
<mml:mi>X</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula>. On average, it becomes:<disp-formula id="equ2">
<mml:math id="m28">
<mml:mrow>
<mml:mi>E</mml:mi>
<mml:mrow>
<mml:mfenced open="[" close="]" separators="&#x7c;">
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<mml:msub>
<mml:mi>Y</mml:mi>
<mml:mrow>
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<mml:mo>&#x3d;</mml:mo>
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<mml:mn>0</mml:mn>
<mml:mi>T</mml:mi>
</mml:msubsup>
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</mml:mrow>
<mml:mi>d</mml:mi>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:math>
</disp-formula>
</p>
<p>In the case of a wind turbine, the power curve depicted on <xref ref-type="fig" rid="F4">Figure 4</xref> leads to:<disp-formula id="equ3">
<mml:math id="m29">
<mml:mrow>
<mml:mi>E</mml:mi>
<mml:mrow>
<mml:mfenced open="[" close="]" separators="&#x7c;">
<mml:mrow>
<mml:msub>
<mml:mi>Y</mml:mi>
<mml:mrow>
<mml:mi>w</mml:mi>
<mml:mi>i</mml:mi>
<mml:mi>n</mml:mi>
<mml:mi>d</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>&#x3d;</mml:mo>
<mml:msub>
<mml:mi>g</mml:mi>
<mml:mrow>
<mml:mi>w</mml:mi>
<mml:mi>i</mml:mi>
<mml:mi>n</mml:mi>
<mml:mi>d</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>X</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mo>&#x221d;</mml:mo>
<mml:msubsup>
<mml:mo>&#x222b;</mml:mo>
<mml:msub>
<mml:mi>v</mml:mi>
<mml:mrow>
<mml:mi>i</mml:mi>
<mml:mi>n</mml:mi>
</mml:mrow>
</mml:msub>
<mml:msub>
<mml:mi>v</mml:mi>
<mml:mi>r</mml:mi>
</mml:msub>
</mml:msubsup>
<mml:msup>
<mml:mi>x</mml:mi>
<mml:mn>3</mml:mn>
</mml:msup>
<mml:mi>f</mml:mi>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mi>d</mml:mi>
<mml:mi>x</mml:mi>
<mml:mo>&#x2b;</mml:mo>
<mml:msubsup>
<mml:mi>v</mml:mi>
<mml:mi>r</mml:mi>
<mml:mn>3</mml:mn>
</mml:msubsup>
<mml:msubsup>
<mml:mo>&#x222b;</mml:mo>
<mml:msub>
<mml:mi>v</mml:mi>
<mml:mi>r</mml:mi>
</mml:msub>
<mml:msub>
<mml:mi>v</mml:mi>
<mml:mrow>
<mml:mi>o</mml:mi>
<mml:mi>u</mml:mi>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
</mml:msubsup>
<mml:mi>f</mml:mi>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mi>d</mml:mi>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:math>
</disp-formula>where <inline-formula id="inf27">
<mml:math id="m30">
<mml:mrow>
<mml:msub>
<mml:mi>v</mml:mi>
<mml:mrow>
<mml:mi>i</mml:mi>
<mml:mi>n</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>, <inline-formula id="inf28">
<mml:math id="m31">
<mml:mrow>
<mml:msub>
<mml:mi>v</mml:mi>
<mml:mi>r</mml:mi>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>, and <inline-formula id="inf29">
<mml:math id="m32">
<mml:mrow>
<mml:msub>
<mml:mi>v</mml:mi>
<mml:mrow>
<mml:mi>o</mml:mi>
<mml:mi>u</mml:mi>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> are the cut-in, rated and cut-out speeds, respectively (<xref ref-type="bibr" rid="B78">Wood et al., 2013</xref>). The function <inline-formula id="inf30">
<mml:math id="m33">
<mml:mrow>
<mml:msub>
<mml:mi>g</mml:mi>
<mml:mrow>
<mml:mi>w</mml:mi>
<mml:mi>i</mml:mi>
<mml:mi>n</mml:mi>
<mml:mi>d</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>X</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> involves these three thresholds and the above-mentioned cubic relationship between the wind speed and the generated power <inline-formula id="inf31">
<mml:math id="m34">
<mml:mrow>
<mml:mi>P</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mi>&#x3c1;</mml:mi>
<mml:mi>A</mml:mi>
<mml:msup>
<mml:mi>v</mml:mi>
<mml:mn>3</mml:mn>
</mml:msup>
<mml:mo>/</mml:mo>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> (<xref ref-type="bibr" rid="B9">Bergey, 1979</xref>; <xref ref-type="bibr" rid="B67">Salameh and Safari, 1992</xref>), namely, <inline-formula id="inf32">
<mml:math id="m35">
<mml:mrow>
<mml:msub>
<mml:mi>g</mml:mi>
<mml:mrow>
<mml:mi>w</mml:mi>
<mml:mi>i</mml:mi>
<mml:mi>n</mml:mi>
<mml:mi>d</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>X</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mo>&#x3d;</mml:mo>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>&#x3c1;</mml:mi>
<mml:mi>A</mml:mi>
<mml:mo>/</mml:mo>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mrow>
<mml:mfenced open="[" close="]" separators="&#x7c;">
<mml:mrow>
<mml:msup>
<mml:mi>X</mml:mi>
<mml:mn>3</mml:mn>
</mml:msup>
<mml:msub>
<mml:mrow>
<mml:mtext>&#x2009;</mml:mtext>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mfenced open="[" close="]" separators="&#x7c;">
<mml:mrow>
<mml:msub>
<mml:mi>v</mml:mi>
<mml:mrow>
<mml:mi>i</mml:mi>
<mml:mi>n</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>,</mml:mo>
<mml:msub>
<mml:mi>v</mml:mi>
<mml:mi>r</mml:mi>
</mml:msub>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:msub>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>X</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mo>&#x2b;</mml:mo>
<mml:msubsup>
<mml:mi>v</mml:mi>
<mml:mi>r</mml:mi>
<mml:mn>3</mml:mn>
</mml:msubsup>
<mml:msub>
<mml:mrow>
<mml:mtext>&#x2009;</mml:mtext>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mfenced open="[" close="]" separators="&#x7c;">
<mml:mrow>
<mml:msub>
<mml:mi>v</mml:mi>
<mml:mi>r</mml:mi>
</mml:msub>
<mml:mo>,</mml:mo>
<mml:msub>
<mml:mi>v</mml:mi>
<mml:mrow>
<mml:mi>o</mml:mi>
<mml:mi>u</mml:mi>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:msub>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>X</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula>.</p>
<p>Note that in both application scenarios (steel continuous casting and wind power generation), the simulation of the TISP system amounts to computing <inline-formula id="inf33">
<mml:math id="m36">
<mml:mrow>
<mml:mi>g</mml:mi>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> for each sampled value <inline-formula id="inf34">
<mml:math id="m37">
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> of the noisy input (sampled according to the prescribed distribution <inline-formula id="inf35">
<mml:math id="m38">
<mml:mrow>
<mml:mi>f</mml:mi>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mo>&#x2219;</mml:mo>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula>); therefore, the set of simulated outcomes corresponds to a sampling of the above expected value <inline-formula id="inf36">
<mml:math id="m39">
<mml:mrow>
<mml:mi>E</mml:mi>
<mml:mrow>
<mml:mfenced open="[" close="]" separators="&#x7c;">
<mml:mrow>
<mml:msub>
<mml:mi>Y</mml:mi>
<mml:mrow>
<mml:mi>s</mml:mi>
<mml:mi>t</mml:mi>
<mml:mi>e</mml:mi>
<mml:mi>e</mml:mi>
<mml:mi>l</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mtext>&#x2009;</mml:mtext>
<mml:mi>o</mml:mi>
<mml:mi>r</mml:mi>
<mml:mtext>&#x2009;</mml:mtext>
<mml:mi>E</mml:mi>
<mml:mrow>
<mml:mfenced open="[" close="]" separators="&#x7c;">
<mml:mrow>
<mml:msub>
<mml:mi>Y</mml:mi>
<mml:mrow>
<mml:mi>w</mml:mi>
<mml:mi>i</mml:mi>
<mml:mi>n</mml:mi>
<mml:mi>d</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula>. If real-life production data was available (i.e., input and output data), this data could be used to configure the minimal model and test its suitability.</p>
<p>Penalized TISP system (uncorrelated noisy input, both application scenarios): In penalized TISP systems, overshooting the upper threshold (<italic>T</italic> or <inline-formula id="inf37">
<mml:math id="m40">
<mml:mrow>
<mml:msub>
<mml:mi>v</mml:mi>
<mml:mrow>
<mml:mi>o</mml:mi>
<mml:mi>u</mml:mi>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>) leads to a negative outcome <inline-formula id="inf38">
<mml:math id="m41">
<mml:mrow>
<mml:mo>&#x2212;</mml:mo>
<mml:mi>p</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>, mimicking situations where some of the production output has to be discarded. Specifically, such a penalty could arise in the two application scenarios considered here for the following reasons: 1. If the continuous casting process needs to be rebooted after an abrupt cast break, some of the initial yields may have to be disregarded until the caster reaches steady manufacturing conditions. 2. In order to shut down/start up a wind turbine due to a storm, some electrical power will be required which consequently cannot be fed into the grid. For the continuous casting system, this effect is taken into account by adding a penalty term <inline-formula id="inf39">
<mml:math id="m42">
<mml:mrow>
<mml:mo>&#x2212;</mml:mo>
<mml:msub>
<mml:mi>p</mml:mi>
<mml:mrow>
<mml:mi>s</mml:mi>
<mml:mi>t</mml:mi>
<mml:mi>e</mml:mi>
<mml:mi>e</mml:mi>
<mml:mi>l</mml:mi>
</mml:mrow>
</mml:msub>
<mml:msub>
<mml:mrow>
<mml:mtext>&#x2009;</mml:mtext>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mfenced open="]" close="]" separators="&#x7c;">
<mml:mrow>
<mml:mi>T</mml:mi>
<mml:mo>,</mml:mo>
<mml:mi>&#x221e;</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:msub>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>X</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> to the above-mentioned function <inline-formula id="inf40">
<mml:math id="m43">
<mml:mrow>
<mml:msub>
<mml:mi>g</mml:mi>
<mml:mrow>
<mml:mi>s</mml:mi>
<mml:mi>t</mml:mi>
<mml:mi>e</mml:mi>
<mml:mi>e</mml:mi>
<mml:mi>l</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>X</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula>, which leads to a new formula for the average output per unit time:<disp-formula id="equ4">
<mml:math id="m44">
<mml:mrow>
<mml:mi>E</mml:mi>
<mml:mrow>
<mml:mfenced open="[" close="]" separators="&#x7c;">
<mml:mrow>
<mml:msub>
<mml:mi>Y</mml:mi>
<mml:mrow>
<mml:mi>s</mml:mi>
<mml:mi>t</mml:mi>
<mml:mi>e</mml:mi>
<mml:mi>e</mml:mi>
<mml:mi>l</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mo>&#x3d;</mml:mo>
<mml:msubsup>
<mml:mo>&#x222b;</mml:mo>
<mml:mn>0</mml:mn>
<mml:mi>T</mml:mi>
</mml:msubsup>
<mml:mi>x</mml:mi>
<mml:mi>f</mml:mi>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mi>d</mml:mi>
<mml:mi>x</mml:mi>
<mml:mo>&#x2212;</mml:mo>
<mml:msub>
<mml:mi>p</mml:mi>
<mml:mrow>
<mml:mi>s</mml:mi>
<mml:mi>t</mml:mi>
<mml:mi>e</mml:mi>
<mml:mi>e</mml:mi>
<mml:mi>l</mml:mi>
</mml:mrow>
</mml:msub>
<mml:msubsup>
<mml:mo>&#x222b;</mml:mo>
<mml:mi>T</mml:mi>
<mml:mi>&#x221e;</mml:mi>
</mml:msubsup>
<mml:mi>f</mml:mi>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mi>d</mml:mi>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:math>
</disp-formula>
</p>
<p>Similarly, for the wind power application scenario, a term <inline-formula id="inf41">
<mml:math id="m45">
<mml:mrow>
<mml:mo>&#x2212;</mml:mo>
<mml:msub>
<mml:mi>p</mml:mi>
<mml:mrow>
<mml:mi>w</mml:mi>
<mml:mi>i</mml:mi>
<mml:mi>n</mml:mi>
<mml:mi>d</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mtext>&#x2009;</mml:mtext>
<mml:msub>
<mml:mn mathvariant="bold">1</mml:mn>
<mml:mrow>
<mml:mfenced open="]" close="" separators="&#x7c;">
<mml:mrow>
<mml:msub>
<mml:mi>v</mml:mi>
<mml:mrow>
<mml:mi>o</mml:mi>
<mml:mi>u</mml:mi>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mrow>
<mml:mfenced open="" close="]" separators="&#x7c;">
<mml:mrow>
<mml:mrow>
<mml:mo>,</mml:mo>
<mml:mi>&#x221e;</mml:mi>
</mml:mrow>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:msub>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>X</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> is added to the above-mentioned function <inline-formula id="inf42">
<mml:math id="m46">
<mml:mrow>
<mml:msub>
<mml:mi>g</mml:mi>
<mml:mrow>
<mml:mi>w</mml:mi>
<mml:mi>i</mml:mi>
<mml:mi>n</mml:mi>
<mml:mi>d</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>X</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> so that the average output turns out to be:<disp-formula id="equ5">
<mml:math id="m47">
<mml:mrow>
<mml:mi>E</mml:mi>
<mml:mrow>
<mml:mfenced open="[" close="]" separators="&#x7c;">
<mml:mrow>
<mml:msub>
<mml:mi>Y</mml:mi>
<mml:mrow>
<mml:mi>w</mml:mi>
<mml:mi>i</mml:mi>
<mml:mi>n</mml:mi>
<mml:mi>d</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mo>&#x221d;</mml:mo>
<mml:msubsup>
<mml:mo>&#x222b;</mml:mo>
<mml:msub>
<mml:mi>v</mml:mi>
<mml:mrow>
<mml:mi>i</mml:mi>
<mml:mi>n</mml:mi>
</mml:mrow>
</mml:msub>
<mml:msub>
<mml:mi>v</mml:mi>
<mml:mi>r</mml:mi>
</mml:msub>
</mml:msubsup>
<mml:msup>
<mml:mi>x</mml:mi>
<mml:mn>3</mml:mn>
</mml:msup>
<mml:mi>f</mml:mi>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mi>d</mml:mi>
<mml:mi>x</mml:mi>
<mml:mo>&#x2b;</mml:mo>
<mml:msubsup>
<mml:mi>v</mml:mi>
<mml:mi>r</mml:mi>
<mml:mn>3</mml:mn>
</mml:msubsup>
<mml:msubsup>
<mml:mo>&#x222b;</mml:mo>
<mml:msub>
<mml:mi>v</mml:mi>
<mml:mi>r</mml:mi>
</mml:msub>
<mml:msub>
<mml:mi>v</mml:mi>
<mml:mrow>
<mml:mi>o</mml:mi>
<mml:mi>u</mml:mi>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
</mml:msubsup>
<mml:mi>f</mml:mi>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mi>d</mml:mi>
<mml:mi>x</mml:mi>
<mml:mo>&#x2212;</mml:mo>
<mml:msub>
<mml:mi>p</mml:mi>
<mml:mrow>
<mml:mi>w</mml:mi>
<mml:mi>i</mml:mi>
<mml:mi>n</mml:mi>
<mml:mi>d</mml:mi>
</mml:mrow>
</mml:msub>
<mml:msubsup>
<mml:mo>&#x222b;</mml:mo>
<mml:msub>
<mml:mi>v</mml:mi>
<mml:mrow>
<mml:mi>o</mml:mi>
<mml:mi>u</mml:mi>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mi>&#x221e;</mml:mi>
</mml:msubsup>
<mml:mi>f</mml:mi>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mi>d</mml:mi>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:math>
</disp-formula>
</p>
<p>Lagged recovery TISP system (uncorrelated noisy input, both application scenarios): The authors also consider the possibility that resetting the TISP system after overshooting the upper threshold takes some time, say, <inline-formula id="inf43">
<mml:math id="m48">
<mml:mrow>
<mml:mi>l</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> production time steps. Additional threshold violations during this lag result in repeated shutdowns and delay the moment when the production resumes (i.e., after <inline-formula id="inf44">
<mml:math id="m49">
<mml:mrow>
<mml:mi>l</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> time steps without exceeding the threshold).</p>
<p>The authors denote <inline-formula id="inf45">
<mml:math id="m50">
<mml:mrow>
<mml:msub>
<mml:mi>F</mml:mi>
<mml:mi>X</mml:mi>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> the cumulative distribution of the random variable <inline-formula id="inf46">
<mml:math id="m51">
<mml:mrow>
<mml:mi>X</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>, namely, <inline-formula id="inf47">
<mml:math id="m52">
<mml:mrow>
<mml:msub>
<mml:mi>F</mml:mi>
<mml:mi>X</mml:mi>
</mml:msub>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> is the probability that the input <inline-formula id="inf48">
<mml:math id="m53">
<mml:mrow>
<mml:mi>X</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> lies below <inline-formula id="inf49">
<mml:math id="m54">
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> during the considered time step. In the absence of time correlations, the condition that the input does not overshoot the threshold <inline-formula id="inf50">
<mml:math id="m55">
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> during <inline-formula id="inf51">
<mml:math id="m56">
<mml:mrow>
<mml:mi>l</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> time steps is taken into account through a multiplicative factor <inline-formula id="inf52">
<mml:math id="m57">
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mfenced open="[" close="]" separators="&#x7c;">
<mml:mrow>
<mml:msub>
<mml:mi>F</mml:mi>
<mml:mi>X</mml:mi>
</mml:msub>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mi>l</mml:mi>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula>. For the two application scenarios this yields:<disp-formula id="equ6">
<mml:math id="m58">
<mml:mrow>
<mml:mi>E</mml:mi>
<mml:mrow>
<mml:mfenced open="[" close="]" separators="&#x7c;">
<mml:mrow>
<mml:msub>
<mml:mi>Y</mml:mi>
<mml:mrow>
<mml:mi>s</mml:mi>
<mml:mi>t</mml:mi>
<mml:mi>e</mml:mi>
<mml:mi>e</mml:mi>
<mml:mi>l</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mo>&#x3d;</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mfenced open="[" close="]" separators="&#x7c;">
<mml:mrow>
<mml:msub>
<mml:mi>F</mml:mi>
<mml:mi>X</mml:mi>
</mml:msub>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mi>l</mml:mi>
</mml:msup>
<mml:mstyle displaystyle="true">
<mml:munderover>
<mml:mo>&#x222b;</mml:mo>
<mml:mn>0</mml:mn>
<mml:mi>T</mml:mi>
</mml:munderover>
</mml:mstyle>
<mml:mi>x</mml:mi>
<mml:mi>f</mml:mi>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mi>d</mml:mi>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:math>
</disp-formula>
<disp-formula id="equ7">
<mml:math id="m59">
<mml:mrow>
<mml:mi>E</mml:mi>
<mml:mrow>
<mml:mfenced open="[" close="]" separators="&#x7c;">
<mml:mrow>
<mml:msub>
<mml:mi>Y</mml:mi>
<mml:mrow>
<mml:mi>w</mml:mi>
<mml:mi>i</mml:mi>
<mml:mi>n</mml:mi>
<mml:mi>d</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mo>&#x221d;</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mfenced open="[" close="]" separators="&#x7c;">
<mml:mrow>
<mml:msub>
<mml:mi>F</mml:mi>
<mml:mi>X</mml:mi>
</mml:msub>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:msub>
<mml:mi>v</mml:mi>
<mml:mrow>
<mml:mi>o</mml:mi>
<mml:mi>u</mml:mi>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mi>l</mml:mi>
</mml:msup>
<mml:mrow>
<mml:mfenced open="[" close="]" separators="&#x7c;">
<mml:mrow>
<mml:mstyle displaystyle="true">
<mml:munderover>
<mml:mo>&#x222b;</mml:mo>
<mml:msub>
<mml:mi>v</mml:mi>
<mml:mrow>
<mml:mi>i</mml:mi>
<mml:mi>n</mml:mi>
</mml:mrow>
</mml:msub>
<mml:msub>
<mml:mi>v</mml:mi>
<mml:mi>r</mml:mi>
</mml:msub>
</mml:munderover>
</mml:mstyle>
<mml:msup>
<mml:mi>x</mml:mi>
<mml:mn>3</mml:mn>
</mml:msup>
<mml:mi>f</mml:mi>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mi>d</mml:mi>
<mml:mi>x</mml:mi>
<mml:mo>&#x2b;</mml:mo>
<mml:msubsup>
<mml:mi>v</mml:mi>
<mml:mi>r</mml:mi>
<mml:mn>3</mml:mn>
</mml:msubsup>
<mml:mstyle displaystyle="true">
<mml:munderover>
<mml:mo>&#x222b;</mml:mo>
<mml:msub>
<mml:mi>v</mml:mi>
<mml:mi>r</mml:mi>
</mml:msub>
<mml:msub>
<mml:mi>v</mml:mi>
<mml:mrow>
<mml:mi>o</mml:mi>
<mml:mi>u</mml:mi>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
</mml:munderover>
</mml:mstyle>
<mml:mi>f</mml:mi>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mi>d</mml:mi>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:math>
</disp-formula>
</p>
<p>Note that in this case, the output <inline-formula id="inf53">
<mml:math id="m60">
<mml:mrow>
<mml:mi>Y</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> is not related in a simple way to the input <inline-formula id="inf54">
<mml:math id="m61">
<mml:mrow>
<mml:mi>X</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>, i.e., it is no longer possible to write <inline-formula id="inf55">
<mml:math id="m62">
<mml:mrow>
<mml:mi>Y</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mi>g</mml:mi>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>X</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> since the output depends on several preceding input steps. However, when the input is not time-correlated (as in this case) this phenomenon is already reflected in the average output value given above.</p>
<p>Combination of penalized and lagged recovery TISP system (uncorrelated noisy input; both application scenarios): Barring any time-correlated inputs, the lagged recovery TISP system can adopt penalized TISP features through (i) the addition of a term <inline-formula id="inf56">
<mml:math id="m63">
<mml:mrow>
<mml:mo>&#x2212;</mml:mo>
<mml:mi>p</mml:mi>
<mml:msub>
<mml:mrow>
<mml:mtext>&#x2009;</mml:mtext>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mfenced open="]" close="]" separators="&#x7c;">
<mml:mrow>
<mml:mi>T</mml:mi>
<mml:mo>,</mml:mo>
<mml:mi>&#x221e;</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:msub>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>X</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> to the production event occurring after <inline-formula id="inf57">
<mml:math id="m64">
<mml:mrow>
<mml:mi>l</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> steps and (ii) the contribution of a penalty <inline-formula id="inf58">
<mml:math id="m65">
<mml:mrow>
<mml:mi>p</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> (with probability <inline-formula id="inf59">
<mml:math id="m66">
<mml:mrow>
<mml:mn>1</mml:mn>
<mml:mo>&#x2212;</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mfenced open="[" close="]" separators="&#x7c;">
<mml:mrow>
<mml:msub>
<mml:mi>F</mml:mi>
<mml:mi>X</mml:mi>
</mml:msub>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mi>l</mml:mi>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula>) in case of a shutdown event occurring during these <inline-formula id="inf60">
<mml:math id="m67">
<mml:mrow>
<mml:mi>l</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> steps:<disp-formula id="equ8">
<mml:math id="m68">
<mml:mrow>
<mml:mi>E</mml:mi>
<mml:mrow>
<mml:mfenced open="[" close="]" separators="&#x7c;">
<mml:mrow>
<mml:msub>
<mml:mi>Y</mml:mi>
<mml:mrow>
<mml:mi>s</mml:mi>
<mml:mi>t</mml:mi>
<mml:mi>e</mml:mi>
<mml:mi>e</mml:mi>
<mml:mi>l</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mo>&#x3d;</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mfenced open="[" close="]" separators="&#x7c;">
<mml:mrow>
<mml:msub>
<mml:mi>F</mml:mi>
<mml:mi>X</mml:mi>
</mml:msub>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mi>l</mml:mi>
</mml:msup>
<mml:mrow>
<mml:mfenced open="[" close="]" separators="&#x7c;">
<mml:mrow>
<mml:mstyle displaystyle="true">
<mml:munderover>
<mml:mo>&#x222b;</mml:mo>
<mml:mn>0</mml:mn>
<mml:mi>T</mml:mi>
</mml:munderover>
</mml:mstyle>
<mml:mi>x</mml:mi>
<mml:mi>f</mml:mi>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mi>d</mml:mi>
<mml:mi>x</mml:mi>
<mml:mo>&#x2212;</mml:mo>
<mml:msub>
<mml:mi>p</mml:mi>
<mml:mrow>
<mml:mi>s</mml:mi>
<mml:mi>t</mml:mi>
<mml:mi>e</mml:mi>
<mml:mi>e</mml:mi>
<mml:mi>l</mml:mi>
</mml:mrow>
</mml:msub>
<mml:msubsup>
<mml:mo>&#x222b;</mml:mo>
<mml:mi>T</mml:mi>
<mml:mi>&#x221e;</mml:mi>
</mml:msubsup>
<mml:mi>f</mml:mi>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mi>d</mml:mi>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mo>&#x2212;</mml:mo>
<mml:msub>
<mml:mi>p</mml:mi>
<mml:mrow>
<mml:mi>s</mml:mi>
<mml:mi>t</mml:mi>
<mml:mi>e</mml:mi>
<mml:mi>e</mml:mi>
<mml:mi>l</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mn>1</mml:mn>
<mml:mo>&#x2212;</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mfenced open="[" close="]" separators="&#x7c;">
<mml:mrow>
<mml:msub>
<mml:mi>F</mml:mi>
<mml:mi>X</mml:mi>
</mml:msub>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mi>l</mml:mi>
</mml:msup>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:math>
</disp-formula>
<disp-formula id="equ9">
<mml:math id="m69">
<mml:mrow>
<mml:mi>E</mml:mi>
<mml:mrow>
<mml:mfenced open="[" close="]" separators="&#x7c;">
<mml:mrow>
<mml:msub>
<mml:mi>Y</mml:mi>
<mml:mrow>
<mml:mi>w</mml:mi>
<mml:mi>i</mml:mi>
<mml:mi>n</mml:mi>
<mml:mi>d</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mo>&#x221d;</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mfenced open="[" close="]" separators="&#x7c;">
<mml:mrow>
<mml:msub>
<mml:mi>F</mml:mi>
<mml:mi>X</mml:mi>
</mml:msub>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:msub>
<mml:mi>v</mml:mi>
<mml:mrow>
<mml:mi>o</mml:mi>
<mml:mi>u</mml:mi>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mi>l</mml:mi>
</mml:msup>
<mml:mrow>
<mml:mfenced open="[" close="]" separators="&#x7c;">
<mml:mrow>
<mml:mstyle displaystyle="true">
<mml:munderover>
<mml:mo>&#x222b;</mml:mo>
<mml:msub>
<mml:mi>v</mml:mi>
<mml:mrow>
<mml:mi>i</mml:mi>
<mml:mi>n</mml:mi>
</mml:mrow>
</mml:msub>
<mml:msub>
<mml:mi>v</mml:mi>
<mml:mi>r</mml:mi>
</mml:msub>
</mml:munderover>
</mml:mstyle>
<mml:msup>
<mml:mi>x</mml:mi>
<mml:mn>3</mml:mn>
</mml:msup>
<mml:mi>f</mml:mi>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mi>d</mml:mi>
<mml:mi>x</mml:mi>
<mml:mo>&#x2b;</mml:mo>
<mml:msubsup>
<mml:mi>v</mml:mi>
<mml:mi>r</mml:mi>
<mml:mn>3</mml:mn>
</mml:msubsup>
<mml:mstyle displaystyle="true">
<mml:munderover>
<mml:mo>&#x222b;</mml:mo>
<mml:msub>
<mml:mi>v</mml:mi>
<mml:mi>r</mml:mi>
</mml:msub>
<mml:msub>
<mml:mi>v</mml:mi>
<mml:mrow>
<mml:mi>o</mml:mi>
<mml:mi>u</mml:mi>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
</mml:munderover>
</mml:mstyle>
<mml:mi>f</mml:mi>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mi>d</mml:mi>
<mml:mi>x</mml:mi>
<mml:mo>&#x2212;</mml:mo>
<mml:msub>
<mml:mi>p</mml:mi>
<mml:mrow>
<mml:mi>w</mml:mi>
<mml:mi>i</mml:mi>
<mml:mi>n</mml:mi>
<mml:mi>d</mml:mi>
</mml:mrow>
</mml:msub>
<mml:msubsup>
<mml:mo>&#x222b;</mml:mo>
<mml:msub>
<mml:mi>v</mml:mi>
<mml:mrow>
<mml:mi>o</mml:mi>
<mml:mi>u</mml:mi>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mi>&#x221e;</mml:mi>
</mml:msubsup>
<mml:mi>f</mml:mi>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mi>d</mml:mi>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mo>&#x2212;</mml:mo>
<mml:msub>
<mml:mi>p</mml:mi>
<mml:mrow>
<mml:mi>w</mml:mi>
<mml:mi>i</mml:mi>
<mml:mi>n</mml:mi>
<mml:mi>d</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mn>1</mml:mn>
<mml:mo>&#x2212;</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mfenced open="[" close="]" separators="&#x7c;">
<mml:mrow>
<mml:msub>
<mml:mi>F</mml:mi>
<mml:mi>X</mml:mi>
</mml:msub>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:msub>
<mml:mi>v</mml:mi>
<mml:mrow>
<mml:mi>o</mml:mi>
<mml:mi>u</mml:mi>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mi>l</mml:mi>
</mml:msup>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:math>
</disp-formula>
</p>
<p>Lagged recovery TISP system (correlated noisy input; steel continuous casting only): Time-correlated inputs only matter when some integration over multiple time steps occurs in the production process. In lagged recovery TISP systems, the sequence of input values during <inline-formula id="inf61">
<mml:math id="m70">
<mml:mrow>
<mml:mi>l</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> steps and its joint probability has to be taken into account. To be specific, the authors detail the computation for the continuous casting system: The output <inline-formula id="inf62">
<mml:math id="m71">
<mml:mrow>
<mml:msub>
<mml:mi>Y</mml:mi>
<mml:mi>t</mml:mi>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> at time <inline-formula id="inf63">
<mml:math id="m72">
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> depends on the inputs at times <inline-formula id="inf64">
<mml:math id="m73">
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>, <inline-formula id="inf65">
<mml:math id="m74">
<mml:mrow>
<mml:mi>t</mml:mi>
<mml:mo>&#x2212;</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>, <inline-formula id="inf66">
<mml:math id="m75">
<mml:mrow>
<mml:mo>&#x2026;</mml:mo>
</mml:mrow>
</mml:math>
</inline-formula>, <inline-formula id="inf67">
<mml:math id="m76">
<mml:mrow>
<mml:mi>t</mml:mi>
<mml:mo>&#x2212;</mml:mo>
<mml:mi>l</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>. Computing its averages involves the joint probability of <inline-formula id="inf68">
<mml:math id="m77">
<mml:mrow>
<mml:msub>
<mml:mi>X</mml:mi>
<mml:mi>t</mml:mi>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>, <inline-formula id="inf69">
<mml:math id="m78">
<mml:mrow>
<mml:msub>
<mml:mi>X</mml:mi>
<mml:mrow>
<mml:mi>t</mml:mi>
<mml:mo>&#x2212;</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>, <inline-formula id="inf70">
<mml:math id="m79">
<mml:mrow>
<mml:mo>&#x2026;</mml:mo>
</mml:mrow>
</mml:math>
</inline-formula>, <inline-formula id="inf71">
<mml:math id="m80">
<mml:mrow>
<mml:msub>
<mml:mi>X</mml:mi>
<mml:mrow>
<mml:mi>t</mml:mi>
<mml:mo>&#x2212;</mml:mo>
<mml:mi>l</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>, through the joint density <inline-formula id="inf72">
<mml:math id="m81">
<mml:mrow>
<mml:mi>f</mml:mi>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>x</mml:mi>
<mml:mo>,</mml:mo>
<mml:msub>
<mml:mi>x</mml:mi>
<mml:mn>1</mml:mn>
</mml:msub>
<mml:mo>,</mml:mo>
<mml:mo>&#x2026;</mml:mo>
<mml:mo>,</mml:mo>
<mml:msub>
<mml:mi>x</mml:mi>
<mml:mi>l</mml:mi>
</mml:msub>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula>. The authors introduce the conditional density depending on the preceding <inline-formula id="inf73">
<mml:math id="m82">
<mml:mrow>
<mml:mi>l</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> input values:<disp-formula id="equ10">
<mml:math id="m83">
<mml:mrow>
<mml:mi>f</mml:mi>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>x</mml:mi>
<mml:mo>,</mml:mo>
<mml:msub>
<mml:mi>x</mml:mi>
<mml:mn>1</mml:mn>
</mml:msub>
<mml:mo>,</mml:mo>
<mml:mo>&#x2026;</mml:mo>
<mml:mo>,</mml:mo>
<mml:msub>
<mml:mi>x</mml:mi>
<mml:mi>l</mml:mi>
</mml:msub>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mo>&#x3d;</mml:mo>
<mml:mi>f</mml:mi>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mrow>
<mml:mfenced open="" close="|" separators="&#x7c;">
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:msub>
<mml:mi>x</mml:mi>
<mml:mn>1</mml:mn>
</mml:msub>
<mml:mo>,</mml:mo>
<mml:mo>&#x2026;</mml:mo>
<mml:mo>,</mml:mo>
<mml:msub>
<mml:mi>x</mml:mi>
<mml:mi>l</mml:mi>
</mml:msub>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mo>&#xd7;</mml:mo>
<mml:mi>f</mml:mi>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:msub>
<mml:mi>x</mml:mi>
<mml:mn>1</mml:mn>
</mml:msub>
<mml:mo>,</mml:mo>
<mml:mo>&#x2026;</mml:mo>
<mml:mo>,</mml:mo>
<mml:msub>
<mml:mi>x</mml:mi>
<mml:mi>l</mml:mi>
</mml:msub>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:math>
</disp-formula>
</p>
<p>The average output for the continuous casting application scenario can then be expressed as<disp-formula id="equ11">
<mml:math id="m84">
<mml:mrow>
<mml:mi>E</mml:mi>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:msub>
<mml:mi>Y</mml:mi>
<mml:mi>t</mml:mi>
</mml:msub>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mo>&#x3d;</mml:mo>
<mml:msubsup>
<mml:mo>&#x222b;</mml:mo>
<mml:mn>0</mml:mn>
<mml:mi>T</mml:mi>
</mml:msubsup>
<mml:mo>&#x2026;</mml:mo>
<mml:msubsup>
<mml:mo>&#x222b;</mml:mo>
<mml:mn>0</mml:mn>
<mml:mi>T</mml:mi>
</mml:msubsup>
<mml:mi>d</mml:mi>
<mml:msub>
<mml:mi>x</mml:mi>
<mml:mn>1</mml:mn>
</mml:msub>
<mml:mo>&#x2026;</mml:mo>
<mml:mi>d</mml:mi>
<mml:msub>
<mml:mi>x</mml:mi>
<mml:mi>l</mml:mi>
</mml:msub>
<mml:mi>f</mml:mi>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:msub>
<mml:mi>x</mml:mi>
<mml:mn>1</mml:mn>
</mml:msub>
<mml:mo>,</mml:mo>
<mml:mo>&#x2026;</mml:mo>
<mml:mo>,</mml:mo>
<mml:msub>
<mml:mi>x</mml:mi>
<mml:mi>l</mml:mi>
</mml:msub>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mo>&#xd7;</mml:mo>
<mml:msubsup>
<mml:mo>&#x222b;</mml:mo>
<mml:mn>0</mml:mn>
<mml:mi>T</mml:mi>
</mml:msubsup>
<mml:mi>x</mml:mi>
<mml:mi>f</mml:mi>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mrow>
<mml:mfenced open="" close="|" separators="&#x7c;">
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:msub>
<mml:mi>x</mml:mi>
<mml:mn>1</mml:mn>
</mml:msub>
<mml:mo>,</mml:mo>
<mml:mo>&#x2026;</mml:mo>
<mml:mo>,</mml:mo>
<mml:msub>
<mml:mi>x</mml:mi>
<mml:mi>l</mml:mi>
</mml:msub>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mi>d</mml:mi>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:math>
</disp-formula>where the contribution <inline-formula id="inf74">
<mml:math id="m85">
<mml:mrow>
<mml:msubsup>
<mml:mo>&#x222b;</mml:mo>
<mml:mn>0</mml:mn>
<mml:mi>T</mml:mi>
</mml:msubsup>
<mml:mo>&#x2026;</mml:mo>
<mml:msubsup>
<mml:mo>&#x222b;</mml:mo>
<mml:mn>0</mml:mn>
<mml:mi>T</mml:mi>
</mml:msubsup>
<mml:mi>d</mml:mi>
<mml:msub>
<mml:mi>x</mml:mi>
<mml:mn>1</mml:mn>
</mml:msub>
<mml:mo>&#x2026;</mml:mo>
<mml:mi>d</mml:mi>
<mml:msub>
<mml:mi>x</mml:mi>
<mml:mi>l</mml:mi>
</mml:msub>
<mml:mi>f</mml:mi>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:msub>
<mml:mi>x</mml:mi>
<mml:mn>1</mml:mn>
</mml:msub>
<mml:mo>,</mml:mo>
<mml:mo>&#x2026;</mml:mo>
<mml:mo>,</mml:mo>
<mml:msub>
<mml:mi>x</mml:mi>
<mml:mi>l</mml:mi>
</mml:msub>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> is simply equal to <inline-formula id="inf75">
<mml:math id="m86">
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mfenced open="[" close="]" separators="&#x7c;">
<mml:mrow>
<mml:msub>
<mml:mi>F</mml:mi>
<mml:mi>X</mml:mi>
</mml:msub>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mi>l</mml:mi>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula> in the absence of time correlations. The wind turbine scenario is not considered for this kind of TISP system due to the increased mathematical complexity that comes with the addition of time correlations to the output model.</p>
</sec>
<sec id="s5">
<title>5 Ornstein-Uhlenbeck (OU) process</title>
<p>A standard framework for modeling the noisy input of TISP systems is that of stochastic processes, in particular the Ornstein-Uhlenbeck process for the case of a time-correlated input. The latter is a stochastic process <inline-formula id="inf76">
<mml:math id="m87">
<mml:mrow>
<mml:msub>
<mml:mi>X</mml:mi>
<mml:mi>t</mml:mi>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> <inline-formula id="inf77">
<mml:math id="m88">
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>t</mml:mi>
<mml:mo>&#x3e;</mml:mo>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:math>
</inline-formula> defined by the stochastic differential equation <inline-formula id="inf78">
<mml:math id="m89">
<mml:mrow>
<mml:mi>d</mml:mi>
<mml:msub>
<mml:mi>X</mml:mi>
<mml:mi>t</mml:mi>
</mml:msub>
<mml:mo>&#x3d;</mml:mo>
<mml:mi>&#x3b8;</mml:mi>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>&#x3bc;</mml:mi>
<mml:mo>&#x2212;</mml:mo>
<mml:msub>
<mml:mi>X</mml:mi>
<mml:mi>t</mml:mi>
</mml:msub>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mi>d</mml:mi>
<mml:mi>t</mml:mi>
<mml:mo>&#x2b;</mml:mo>
<mml:mi>&#x3c3;</mml:mi>
<mml:mi>d</mml:mi>
<mml:msub>
<mml:mi>W</mml:mi>
<mml:mi>t</mml:mi>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> where <inline-formula id="inf79">
<mml:math id="m90">
<mml:mrow>
<mml:mi>&#x3bc;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> is the theoretical mean of the process (computed as the long-run empirical mean) and <inline-formula id="inf80">
<mml:math id="m91">
<mml:mrow>
<mml:mi>&#x3b8;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> is called the stiffness (or the rate of mean reversion), while <inline-formula id="inf81">
<mml:math id="m92">
<mml:mrow>
<mml:mi>&#x3c3;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> denotes the diffusion coefficient (also termed volatility) and <inline-formula id="inf82">
<mml:math id="m93">
<mml:mrow>
<mml:msub>
<mml:mi>W</mml:mi>
<mml:mi>t</mml:mi>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> is a standard Wiener process (<xref ref-type="bibr" rid="B48">Maller et al., 2009</xref>). As opposed to standard Brownian motion, an OU-particle (i.e., a particle whose motion <inline-formula id="inf83">
<mml:math id="m94">
<mml:mrow>
<mml:msub>
<mml:mi>X</mml:mi>
<mml:mi>t</mml:mi>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> follows an OU-process) converges towards a constant level <inline-formula id="inf84">
<mml:math id="m95">
<mml:mrow>
<mml:mi>&#x3bc;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> by drifting upwards whenever <inline-formula id="inf85">
<mml:math id="m96">
<mml:mrow>
<mml:msub>
<mml:mi>X</mml:mi>
<mml:mi>t</mml:mi>
</mml:msub>
<mml:mo>&#x3c;</mml:mo>
<mml:mi>&#x3bc;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> and downwards whenever <inline-formula id="inf86">
<mml:math id="m97">
<mml:mrow>
<mml:msub>
<mml:mi>X</mml:mi>
<mml:mi>t</mml:mi>
</mml:msub>
<mml:mo>&#x3e;</mml:mo>
<mml:mi>&#x3bc;</mml:mi>
<mml:mtext>&#x2009;</mml:mtext>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>U</mml:mi>
<mml:mi>h</mml:mi>
<mml:mi>l</mml:mi>
<mml:mi>e</mml:mi>
<mml:mi>n</mml:mi>
<mml:mi>b</mml:mi>
<mml:mi>e</mml:mi>
<mml:mi>c</mml:mi>
<mml:mi>k</mml:mi>
<mml:mtext>&#x2009;</mml:mtext>
<mml:mo>&#x26;</mml:mo>
<mml:mtext>&#x2009;</mml:mtext>
<mml:mi>O</mml:mi>
<mml:mi>r</mml:mi>
<mml:mi>n</mml:mi>
<mml:mi>s</mml:mi>
<mml:mi>t</mml:mi>
<mml:mi>e</mml:mi>
<mml:mi>i</mml:mi>
<mml:mi>n</mml:mi>
<mml:mo>,</mml:mo>
<mml:mn>1930</mml:mn>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula>. Aside from statistical physics, OU-variants were adopted in financial mathematics (<xref ref-type="bibr" rid="B75">Vasicek, 1977</xref>) and neuroscience (<xref ref-type="bibr" rid="B64">Ricciardi and Sacerdote, 1979</xref>; <xref ref-type="bibr" rid="B41">Laing and Lord, 2010</xref>). In the context of this article, OU-processes can be viewed as analogous to production environments with implicit mean-reverting features. Such features could manifest themselves, for instance, through system operators that meticulously attempt to counterbalance fluctuations in the production process.</p>
<p>
<xref ref-type="bibr" rid="B74">Ornstein and Uhlenbeck (1930)</xref> have proven that the motion of OU-particles is normally distributed; Hence, expressions for the mean and covariance function of an OU-process are easily derived (<xref ref-type="bibr" rid="B48">Maller et al., 2009</xref>). An OU-process <inline-formula id="inf87">
<mml:math id="m98">
<mml:mrow>
<mml:msub>
<mml:mi>X</mml:mi>
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<p>Besides, <xref ref-type="bibr" rid="B27">Gillespie (1996)</xref> contributes an efficient algorithm for the simulation of the position and velocity of OU-particles. Special interest was shown in the question at what time an OU-particle exceeds a given distance <inline-formula id="inf91">
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<p>During the numerical experiments of output performance, the authors use this mean hitting time as the simulation length for the OU-process (see <xref ref-type="sec" rid="s6">Sections 6</xref> and <xref ref-type="sec" rid="s7">7</xref>).</p>
<p>Note that such time-correlated input processes only impact the output productivity in the case of a lagged recovery TISP system (see <xref ref-type="fig" rid="F2">Figure 2</xref>; <xref ref-type="sec" rid="s4">Section 4</xref>). Apart from an OU-process, the authors could have chosen any other type of time-correlated input but they wanted to deploy a stochastic process for which the probability density can be written in terms of elementary functions. This will be helpful with regards to the minimal models presented in <xref ref-type="sec" rid="s4">Section 4</xref>.</p>
</sec>
<sec sec-type="methods" id="s6">
<title>6 Methods</title>
<p>As stated earlier, the goal is to investigate the output sensitivity of TISP systems to changing process parameters through minimal models (see <xref ref-type="sec" rid="s4">Section 4</xref>) and simulations. The output simulations are achieved by creating input samples with the desired type/extent of randomness and subsequently transforming them through the TISP system. For comparison reasons, the output integrals from <xref ref-type="sec" rid="s4">Section 4</xref> are numerically integrated and held against these output simulations.</p>
<p>Based on regression methods, the authors then investigate the optimal output&#x2019;s dependence on tunable process parameters. Here, the distribution width <inline-formula id="inf94">
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<mml:mrow>
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</inline-formula>. First, the authors consider uncorrelated input, then a lagged recovery TISP model fueled by correlated Ornstein-Uhlenbeck noise. The latter TISP model is only deployed in the continuous casting of steel scenario, whereas the experiments for uncorrelated noise apply to both real-life scenarios.</p>
<sec id="s6-1">
<title>6.1 Uncorrelated noisy input (both application scenarios)</title>
<p>For both application scenarios&#x2013;the continuous casting of steel and the generation of power via wind turbines&#x2013;the authors choose the input probability distributions according to the pertaining literature and industrial data. A summary of all distributions is presented in <xref ref-type="table" rid="T1">Table 1</xref> and an explanation for their parameters is enclosed in <xref ref-type="table" rid="T2">Table 2</xref>. Moreover, <xref ref-type="table" rid="T2">Table 2</xref> indicates the range of the noise parameter values in the numerical experiments.</p>
<table-wrap id="T1" position="float">
<label>TABLE 1</label>
<caption>
<p>Noise types.</p>
</caption>
<table>
<thead valign="top">
<tr>
<th align="left">Stochastic model</th>
<th align="left">Probability density function</th>
<th align="left">Parameters</th>
<th align="left">Application scenario</th>
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</thead>
<tbody valign="top">
<tr>
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<td align="left">
<inline-formula id="inf99">
<mml:math id="m112">
<mml:mrow>
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<td align="left">Continuous casting</td>
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<tr>
<td align="left">Symmetric Triangular Distribution</td>
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<mml:mo>&#x2212;</mml:mo>
<mml:mn>0.5</mml:mn>
<mml:mi>w</mml:mi>
<mml:mtext>&#x2009;</mml:mtext>
<mml:mi>o</mml:mi>
<mml:mi>r</mml:mi>
<mml:mtext>&#x2009;</mml:mtext>
<mml:mi>x</mml:mi>
<mml:mo>&#x3e;</mml:mo>
<mml:mi>&#x3bc;</mml:mi>
<mml:mo>&#x2b;</mml:mo>
<mml:mn>0.5</mml:mn>
<mml:mi>w</mml:mi>
</mml:mrow>
</mml:mtd>
</mml:mtr>
<mml:mtr>
<mml:mtd>
<mml:mtable columnalign="center">
<mml:mtr>
<mml:mtd>
<mml:mrow>
<mml:mfrac>
<mml:mrow>
<mml:mn>4</mml:mn>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>x</mml:mi>
<mml:mo>&#x2212;</mml:mo>
<mml:mi>&#x3bc;</mml:mi>
<mml:mo>&#x2b;</mml:mo>
<mml:mn>0.5</mml:mn>
<mml:mi>w</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
<mml:msup>
<mml:mi>w</mml:mi>
<mml:mn>2</mml:mn>
</mml:msup>
</mml:mfrac>
<mml:mtext>&#x2009;</mml:mtext>
<mml:mi>f</mml:mi>
<mml:mi>o</mml:mi>
<mml:mi>r</mml:mi>
<mml:mtext>&#x2009;</mml:mtext>
<mml:mi>&#x3bc;</mml:mi>
<mml:mo>&#x2212;</mml:mo>
<mml:mn>0.5</mml:mn>
<mml:mi>w</mml:mi>
<mml:mo>&#x2264;</mml:mo>
<mml:mi>x</mml:mi>
<mml:mo>&#x2264;</mml:mo>
<mml:mi>&#x3bc;</mml:mi>
</mml:mrow>
</mml:mtd>
</mml:mtr>
<mml:mtr>
<mml:mtd>
<mml:mrow>
<mml:mfrac>
<mml:mrow>
<mml:mn>4</mml:mn>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>&#x3bc;</mml:mi>
<mml:mo>&#x2b;</mml:mo>
<mml:mn>0.5</mml:mn>
<mml:mi>w</mml:mi>
<mml:mo>&#x2212;</mml:mo>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
<mml:msup>
<mml:mi>w</mml:mi>
<mml:mn>2</mml:mn>
</mml:msup>
</mml:mfrac>
<mml:mtext>&#x2009;</mml:mtext>
<mml:mi>f</mml:mi>
<mml:mi>o</mml:mi>
<mml:mi>r</mml:mi>
<mml:mtext>&#x2009;</mml:mtext>
<mml:mi>&#x3bc;</mml:mi>
<mml:mo>&#x2264;</mml:mo>
<mml:mi>x</mml:mi>
<mml:mo>&#x2264;</mml:mo>
<mml:mi>&#x3bc;</mml:mi>
<mml:mo>&#x2b;</mml:mo>
<mml:mn>0.5</mml:mn>
<mml:mi>w</mml:mi>
</mml:mrow>
</mml:mtd>
</mml:mtr>
</mml:mtable>
</mml:mtd>
</mml:mtr>
</mml:mtable>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula>
</td>
<td align="left">
<inline-formula id="inf103">
<mml:math id="m116">
<mml:mrow>
<mml:mi mathvariant="bold-italic">&#x3bc;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>
<bold>,</bold> <inline-formula id="inf104">
<mml:math id="m117">
<mml:mrow>
<mml:mi mathvariant="bold-italic">w</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>
</td>
<td align="left">Continuous casting</td>
</tr>
<tr>
<td align="left">Weibull Distribution</td>
<td align="left">
<inline-formula id="inf105">
<mml:math id="m118">
<mml:mrow>
<mml:mi>f</mml:mi>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mo>&#x3d;</mml:mo>
<mml:mrow>
<mml:mfenced open="{" close="" separators="&#x7c;">
<mml:mrow>
<mml:mtable columnalign="left">
<mml:mtr>
<mml:mtd>
<mml:mrow>
<mml:mfrac>
<mml:mi>k</mml:mi>
<mml:mrow>
<mml:mtext>&#xa0;</mml:mtext>
<mml:mi mathvariant="normal">&#x3bb;</mml:mi>
</mml:mrow>
</mml:mfrac>
<mml:msup>
<mml:mrow>
<mml:mfenced open="(" close=")" separators="&#x7c;">
<mml:mrow>
<mml:mfrac>
<mml:mi>x</mml:mi>
<mml:mrow>
<mml:mtext>&#xa0;</mml:mtext>
<mml:mi mathvariant="normal">&#x3bb;</mml:mi>
</mml:mrow>
</mml:mfrac>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mrow>
<mml:mi>k</mml:mi>
<mml:mo>&#x2212;</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msup>
<mml:mi mathvariant="italic">exp</mml:mi>
<mml:mrow>
<mml:mfenced open="{" close="}" separators="&#x7c;">
<mml:mrow>
<mml:mo>&#x2212;</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mfenced open="[" close="]" separators="&#x7c;">
<mml:mrow>
<mml:mfrac>
<mml:mi>x</mml:mi>
<mml:mrow>
<mml:mtext>&#xa0;</mml:mtext>
<mml:mi mathvariant="normal">&#x3bb;</mml:mi>
</mml:mrow>
</mml:mfrac>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mi>k</mml:mi>
</mml:msup>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mtext>&#x2009;</mml:mtext>
<mml:mi>f</mml:mi>
<mml:mi>o</mml:mi>
<mml:mi>r</mml:mi>
<mml:mtext>&#x2009;</mml:mtext>
<mml:mi>x</mml:mi>
<mml:mo>&#x2265;</mml:mo>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:mtd>
</mml:mtr>
<mml:mtr>
<mml:mtd>
<mml:mrow>
<mml:mn>0</mml:mn>
<mml:mtext>&#x2009;</mml:mtext>
<mml:mi>f</mml:mi>
<mml:mi>o</mml:mi>
<mml:mi>r</mml:mi>
<mml:mtext>&#x2009;</mml:mtext>
<mml:mi>x</mml:mi>
<mml:mo>&#x3c;</mml:mo>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:mtd>
</mml:mtr>
</mml:mtable>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula>
</td>
<td align="left">
<inline-formula id="inf106">
<mml:math id="m119">
<mml:mrow>
<mml:mi mathvariant="bold-italic">k</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>
<bold>,</bold> <inline-formula id="inf107">
<mml:math id="m120">
<mml:mrow>
<mml:mi mathvariant="normal">&#x3bb;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>
</td>
<td align="left">Wind power</td>
</tr>
</tbody>
</table>
</table-wrap>
<table-wrap id="T2" position="float">
<label>TABLE 2</label>
<caption>
<p>Noise parameters.</p>
</caption>
<table>
<thead valign="top">
<tr>
<th align="left">Parameter</th>
<th align="left">Explanation</th>
<th align="left">Continuous casting values</th>
<th align="left">Wind power values</th>
</tr>
</thead>
<tbody valign="top">
<tr>
<td align="center">
<inline-formula id="inf108">
<mml:math id="m121">
<mml:mrow>
<mml:mi mathvariant="bold-italic">&#x3bc;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>
</td>
<td align="left">Mean</td>
<td align="left">
<inline-formula id="inf109">
<mml:math id="m122">
<mml:mrow>
<mml:mn>0.055</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> to <inline-formula id="inf110">
<mml:math id="m123">
<mml:mrow>
<mml:mn>0.070</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> tons/second</td>
<td align="left"/>
</tr>
<tr>
<td align="center">
<inline-formula id="inf111">
<mml:math id="m124">
<mml:mrow>
<mml:mi mathvariant="bold-italic">w</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>
</td>
<td align="left">Distribution width</td>
<td align="left">
<inline-formula id="inf112">
<mml:math id="m125">
<mml:mrow>
<mml:mn>0.001</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> to <inline-formula id="inf113">
<mml:math id="m126">
<mml:mrow>
<mml:mn>0.030</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> tons/second</td>
<td align="left"/>
</tr>
<tr>
<td align="center">
<inline-formula id="inf114">
<mml:math id="m127">
<mml:mrow>
<mml:mi mathvariant="normal">&#x3bb;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>
</td>
<td align="left">Weibull scale</td>
<td align="left"/>
<td align="left">
<inline-formula id="inf115">
<mml:math id="m128">
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> to <inline-formula id="inf116">
<mml:math id="m129">
<mml:mrow>
<mml:mn>25</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> meters/s</td>
</tr>
<tr>
<td align="center">
<inline-formula id="inf117">
<mml:math id="m130">
<mml:mrow>
<mml:mi mathvariant="bold-italic">k</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>
</td>
<td align="left">Weibull shape</td>
<td align="left"/>
<td align="left">
<inline-formula id="inf118">
<mml:math id="m131">
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> to <inline-formula id="inf119">
<mml:math id="m132">
<mml:mrow>
<mml:mn>3</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>
</td>
</tr>
</tbody>
</table>
</table-wrap>
<p>As can be seen in <xref ref-type="table" rid="T1">Table 1</xref>, the authors characterize the mass flow data (<xref ref-type="bibr" rid="B53">Merten et al., 2022b</xref>) by uniform and symmetric triangular distributions, while wind speeds are most commonly reproduced by Weibull distributions (<xref ref-type="bibr" rid="B70">Stevens and Smulders, 1979</xref>). The mean steel mass flow as well as the scale of the wind speed distribution are varied between <inline-formula id="inf120">
<mml:math id="m133">
<mml:mrow>
<mml:mn>0.055</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf121">
<mml:math id="m134">
<mml:mrow>
<mml:mn>0.070</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> tons per second as well as <inline-formula id="inf122">
<mml:math id="m135">
<mml:mrow>
<mml:mn>1.00</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf123">
<mml:math id="m136">
<mml:mrow>
<mml:mn>25.00</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> meters per second, respectively (see <xref ref-type="table" rid="T2">Table 2</xref>). Also, the authors select the threshold wind speeds <inline-formula id="inf124">
<mml:math id="m137">
<mml:mrow>
<mml:msub>
<mml:mi>v</mml:mi>
<mml:mrow>
<mml:mi>i</mml:mi>
<mml:mi>n</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>, <inline-formula id="inf125">
<mml:math id="m138">
<mml:mrow>
<mml:msub>
<mml:mi>v</mml:mi>
<mml:mi>r</mml:mi>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>, <inline-formula id="inf126">
<mml:math id="m139">
<mml:mrow>
<mml:msub>
<mml:mi>v</mml:mi>
<mml:mrow>
<mml:mi>o</mml:mi>
<mml:mi>u</mml:mi>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> as reported in <xref ref-type="bibr" rid="B11">Carillo et al. (2013)</xref> and the maximum possible steel mass flow <inline-formula id="inf127">
<mml:math id="m140">
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> according to <xref ref-type="bibr" rid="B53">Merten et al. (2022b)</xref>. The cut-off thresholds <inline-formula id="inf128">
<mml:math id="m141">
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf129">
<mml:math id="m142">
<mml:mrow>
<mml:msub>
<mml:mi>v</mml:mi>
<mml:mrow>
<mml:mi>o</mml:mi>
<mml:mi>u</mml:mi>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> are fixed at <inline-formula id="inf130">
<mml:math id="m143">
<mml:mrow>
<mml:mn>0.070</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> meters per second and <inline-formula id="inf131">
<mml:math id="m144">
<mml:mrow>
<mml:mn>27.00</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> meters per second (see <xref ref-type="table" rid="T3">Table 3</xref>), respectively.</p>
<table-wrap id="T3" position="float">
<label>TABLE 3</label>
<caption>
<p>Threshold parameters.</p>
</caption>
<table>
<thead valign="top">
<tr>
<th align="left">Parameter</th>
<th align="left">Explanation</th>
<th align="left">Values</th>
</tr>
</thead>
<tbody valign="top">
<tr>
<td align="center">
<inline-formula id="inf132">
<mml:math id="m145">
<mml:mrow>
<mml:mi mathvariant="bold-italic">T</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>
</td>
<td align="left">Maximum possible steel mass flow</td>
<td align="left">
<inline-formula id="inf133">
<mml:math id="m146">
<mml:mrow>
<mml:mn>0.070</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> tons/second</td>
</tr>
<tr>
<td align="center">
<inline-formula id="inf134">
<mml:math id="m147">
<mml:mrow>
<mml:msub>
<mml:mi mathvariant="bold-italic">v</mml:mi>
<mml:mrow>
<mml:mi mathvariant="bold-italic">i</mml:mi>
<mml:mi mathvariant="bold-italic">n</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>
</td>
<td align="left">Cut-in wind speed</td>
<td align="left">
<inline-formula id="inf135">
<mml:math id="m148">
<mml:mrow>
<mml:mn>5</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> meters/s</td>
</tr>
<tr>
<td align="center">
<inline-formula id="inf136">
<mml:math id="m149">
<mml:mrow>
<mml:msub>
<mml:mi mathvariant="bold-italic">v</mml:mi>
<mml:mi mathvariant="bold-italic">r</mml:mi>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>
</td>
<td align="left">Rated wind speed</td>
<td align="left">
<inline-formula id="inf137">
<mml:math id="m150">
<mml:mrow>
<mml:mn>17</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> meters/s</td>
</tr>
<tr>
<td align="center">
<inline-formula id="inf138">
<mml:math id="m151">
<mml:mrow>
<mml:msub>
<mml:mi mathvariant="bold-italic">v</mml:mi>
<mml:mrow>
<mml:mi mathvariant="bold-italic">o</mml:mi>
<mml:mi mathvariant="bold-italic">u</mml:mi>
<mml:mi mathvariant="bold-italic">t</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>
</td>
<td align="left">Cut-out wind speed</td>
<td align="left">
<inline-formula id="inf139">
<mml:math id="m152">
<mml:mrow>
<mml:mn>27</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> meters/s</td>
</tr>
</tbody>
</table>
</table-wrap>
<p>After studying the discrepancy between the numerical integration and the simulations, the authors determine, by means of regression, the position of the performance maximum as a function of the noise parameters <inline-formula id="inf140">
<mml:math id="m153">
<mml:mrow>
<mml:mi>w</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>/<inline-formula id="inf141">
<mml:math id="m154">
<mml:mrow>
<mml:mi>k</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>, the penalty <inline-formula id="inf142">
<mml:math id="m155">
<mml:mrow>
<mml:mi>p</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>, and the lag <inline-formula id="inf143">
<mml:math id="m156">
<mml:mrow>
<mml:mi>l</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>. For this purpose, the &#x201c;combination of penalized and lagged recovery TISP&#x201d; system (see <xref ref-type="sec" rid="s4">Section 4</xref>) is implemented as a minimal model because it embeds the &#x201c;standard TISP&#x201d; system (<inline-formula id="inf144">
<mml:math id="m157">
<mml:mrow>
<mml:mi>p</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mi>l</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>), the &#x201c;penalized TISP&#x201d; system (<inline-formula id="inf145">
<mml:math id="m158">
<mml:mrow>
<mml:mi>l</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>), and the &#x201c;lagged recovery TISP&#x201d; system (<inline-formula id="inf146">
<mml:math id="m159">
<mml:mrow>
<mml:mi>p</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>) in its limits.</p>
</sec>
<sec id="s6-2">
<title>6.2 Time-correlated noisy input (steel continuous casting only)</title>
<p>Next, the effects of input correlations on the output productivity of a lagged recovery TISP system (lag <inline-formula id="inf147">
<mml:math id="m160">
<mml:mrow>
<mml:mi>l</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>) are examined (see <xref ref-type="sec" rid="s4">Section 4</xref>) with respect to the continuous casting application scenario. To this end, the authors use correlated noise from an Ornstein-Uhlenbeck process and white Gaussian noise as a baseline comparison. The distribution mean <inline-formula id="inf148">
<mml:math id="m161">
<mml:mrow>
<mml:mi>&#x3bc;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> varies from <inline-formula id="inf149">
<mml:math id="m162">
<mml:mrow>
<mml:mn>0.055</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> to <inline-formula id="inf150">
<mml:math id="m163">
<mml:mrow>
<mml:mn>0.070</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> tons/second, whereas the standard variation <inline-formula id="inf151">
<mml:math id="m164">
<mml:mrow>
<mml:mi>&#x3c3;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> changes between <inline-formula id="inf152">
<mml:math id="m165">
<mml:mrow>
<mml:mn>0.001</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf153">
<mml:math id="m166">
<mml:mrow>
<mml:mn>0.030</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> tons/second. The OU-specific parameters are located between <inline-formula id="inf154">
<mml:math id="m167">
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf155">
<mml:math id="m168">
<mml:mrow>
<mml:mn>10</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> (for the stiffness <inline-formula id="inf156">
<mml:math id="m169">
<mml:mrow>
<mml:mi>&#x3b8;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>) as well as <inline-formula id="inf157">
<mml:math id="m170">
<mml:mrow>
<mml:mn>0.055</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf158">
<mml:math id="m171">
<mml:mrow>
<mml:mn>0.070</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> tons/second (for the theoretical mean <inline-formula id="inf159">
<mml:math id="m172">
<mml:mrow>
<mml:mi>&#x3bc;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>/start value <inline-formula id="inf160">
<mml:math id="m173">
<mml:mrow>
<mml:msub>
<mml:mi>x</mml:mi>
<mml:mn>0</mml:mn>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>), respectively. For both types of input fluctuations, the authors assume the same threshold parameter as in the previous subsection (see <xref ref-type="sec" rid="s6-2">Subsection 6.2</xref>).</p>
<p>For the simulation of the OU-process starting at a start value <inline-formula id="inf161">
<mml:math id="m174">
<mml:mrow>
<mml:msub>
<mml:mi>X</mml:mi>
<mml:mn>0</mml:mn>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> equal to its theoretical mean <inline-formula id="inf162">
<mml:math id="m175">
<mml:mrow>
<mml:mi>&#x3bc;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>, the process&#x2019; mean hitting time <inline-formula id="inf163">
<mml:math id="m176">
<mml:mrow>
<mml:mi>H</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> (<xref ref-type="bibr" rid="B14">Cerbone et al., 1981</xref>) is adopted as the simulation length. Through Bland-Altman diagrams (<xref ref-type="bibr" rid="B50">Bland and Altman, 1986</xref>), the authors assess the validity of the hitting time formula (see <xref ref-type="sec" rid="s5">Section 5</xref>) by comparing it with the average time span that a simulated OU-process needs to exceed a given distance from its equilibrium mean. Bland-Altman diagrams plot the difference between two measurement series against the (arithmetic) average of the two series; they visualize to what degree the series deviate from each other through the indication of confidence intervals. Afterwards, the minimal model for time-correlated input (see <xref ref-type="sec" rid="s4">Section 4</xref>) is held against the output simulations (obtained by transforming a random OU-sample according to the cut-off threshold <inline-formula id="inf164">
<mml:math id="m177">
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>). Finally, the authors measure the impact of the noise parameters (i.e., standard deviation and stiffness) on the position of the performance maximum by using regression methods.</p>
</sec>
</sec>
<sec sec-type="results|discussion" id="s7">
<title>7 Results and discussion</title>
<sec id="s7-1">
<title>7.1 Uncorrelated noisy input (both application scenarios)</title>
<sec id="s7-1-1">
<title>7.1.1 Steel continuous casting</title>
<p>As can be seen in the quantile-quantile plots shown in Figure A.1 (see <xref ref-type="sec" rid="s14">Supplementary Material A</xref>), the fluctuations of the input mass flow in <xref ref-type="bibr" rid="B53">Merten et al. (2022b)</xref> are described by uniform and symmetric triangular distributions to an adequate extent. <xref ref-type="fig" rid="F5">Figure 5</xref> and A.2 demonstrate the perfect agreement of the minimal model and the simulations for these two distributions. While the size of the penalty or the lag do not seem to affect the position of the maximum output with respect to the distribution mean (see <xref ref-type="sec" rid="s14">Supplementary Material A</xref>: Figure A.2), the distribution width does have a substantial effect. In the selected parameter ranges, the relationship between the value of the distribution mean at which the maximum performance occurs and the distribution width turns out to be linear (see <xref ref-type="sec" rid="s14">Supplementary Material A</xref>: Figure A.3). Once an optimum has been reached, the output curve drops off more sharply for the uniform distribution than for the symmetric triangular distribution. This happens since, for uniformly distributed input samples, a much larger part of the area under the probability density curve is located beyond the threshold compared to the symmetric triangular distribution (given the same distribution mean <inline-formula id="inf165">
<mml:math id="m178">
<mml:mrow>
<mml:mi>&#x3bc;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> and width <inline-formula id="inf166">
<mml:math id="m179">
<mml:mrow>
<mml:mi>w</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>). Hence, system operators adjusting the process parameters would have to be more careful when facing uniformly distributed input. Furthermore, for longer lags both mass flow curves lose their concavity as the performance approaches zero (see <xref ref-type="sec" rid="s14">Supplementary Material A</xref>: Figure A.2). The findings underscore the relevance of this numerical experiment because, e.g., in the case of a uniform noise distribution, overshooting the optimal average production level by less than eight percent may lead to a production loss that is greater than 23 percent (see <xref ref-type="fig" rid="F5">Figure 5A</xref>).</p>
<fig id="F5" position="float">
<label>FIGURE 5</label>
<caption>
<p>Output mass flow as a function of the mean of the mass flow input distribution for various input distribution widths for the <bold>(A)</bold> uniform distribution (distribution width <inline-formula id="inf167">
<mml:math id="m180">
<mml:mrow>
<mml:mi mathvariant="normal">w</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>0.01</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> to <inline-formula id="inf168">
<mml:math id="m181">
<mml:mrow>
<mml:mn>0.03</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> tons/second; penalty <inline-formula id="inf169">
<mml:math id="m182">
<mml:mrow>
<mml:mi mathvariant="normal">p</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>0.00</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> tons/second; lag <inline-formula id="inf170">
<mml:math id="m183">
<mml:mrow>
<mml:mi mathvariant="normal">l</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> time steps) and the <bold>(B)</bold> symmetric triangular distribution (distribution width <inline-formula id="inf171">
<mml:math id="m184">
<mml:mrow>
<mml:mi mathvariant="normal">w</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>0.01</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> to <inline-formula id="inf172">
<mml:math id="m185">
<mml:mrow>
<mml:mn>0.03</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> tons/second; penalty <inline-formula id="inf173">
<mml:math id="m186">
<mml:mrow>
<mml:mi mathvariant="normal">p</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>0.00</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> tons/second; lag <inline-formula id="inf174">
<mml:math id="m187">
<mml:mrow>
<mml:mi mathvariant="normal">l</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> time steps); for each set of parameters the results of the minimal models (continuous lines) and the simulations (circles) are presented.</p>
</caption>
<graphic xlink:href="fieng-02-1353531-g005.tif"/>
</fig>
</sec>
<sec id="s7-1-2">
<title>7.1.2 Wind turbines</title>
<p>In <xref ref-type="fig" rid="F6">Figure 6</xref>, the authors describe the wind power production as a function of the Weibull distribution scale <inline-formula id="inf175">
<mml:math id="m188">
<mml:mrow>
<mml:mi mathvariant="normal">&#x3bb;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> subject to varying distribution shape <inline-formula id="inf176">
<mml:math id="m189">
<mml:mrow>
<mml:mi>k</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>, penalty <inline-formula id="inf177">
<mml:math id="m190">
<mml:mrow>
<mml:mi>p</mml:mi>
<mml:mo>,</mml:mo>
</mml:mrow>
</mml:math>
</inline-formula> and lag <inline-formula id="inf178">
<mml:math id="m191">
<mml:mrow>
<mml:mi>l</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>. Again, the minimal models agree with the results of the simulations. However, in this case, the position of the maximum output is impacted by the size of the penalty and the duration of the lag. Apparently, the distribution scale optimizing the wind power generation roughly depends on the square of the penalty and the logarithm of the lag (see <xref ref-type="sec" rid="s14">Supplementary Material A</xref>: Figure A.4). Besides, the authors observe that longer lags again induce a shift of curvature from concave to convex for larger Weibull scale (see <xref ref-type="fig" rid="F6">Figures 6B, C</xref>). Assuming Weibull-distributed wind speeds, the planners of wind farms have to consider threshold-induced power losses (&#x201c;penalty&#x201d;) and downtimes (&#x201c;lag&#x201d;) when choosing the wind speed pattern (i.e., the farm site). Exceeding the optimal distribution scale by approximately 21 percent might bring a power loss of almost one-third.</p>
<fig id="F6" position="float">
<label>FIGURE 6</label>
<caption>
<p>Output wind power as a function of the scale of the wind speed input distribution under changing <bold>(A)</bold> distribution shape (distribution shape <inline-formula id="inf179">
<mml:math id="m192">
<mml:mrow>
<mml:mi mathvariant="normal">k</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> to <inline-formula id="inf180">
<mml:math id="m193">
<mml:mrow>
<mml:mn>3</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>; penalty <inline-formula id="inf181">
<mml:math id="m194">
<mml:mrow>
<mml:mi mathvariant="normal">p</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> meters / second; lag <inline-formula id="inf182">
<mml:math id="m195">
<mml:mrow>
<mml:mi mathvariant="normal">l</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> time steps), <bold>(B)</bold> penalty size (distribution shape <inline-formula id="inf183">
<mml:math id="m196">
<mml:mrow>
<mml:mi mathvariant="normal">k</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>3</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>; penalty <inline-formula id="inf184">
<mml:math id="m197">
<mml:mrow>
<mml:mi mathvariant="normal">p</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> to <inline-formula id="inf185">
<mml:math id="m198">
<mml:mrow>
<mml:mn>30</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> meters / second; lag <inline-formula id="inf186">
<mml:math id="m199">
<mml:mrow>
<mml:mi mathvariant="normal">l</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> time steps), and <bold>(C)</bold> lag duration (distribution shape <inline-formula id="inf187">
<mml:math id="m200">
<mml:mrow>
<mml:mi mathvariant="normal">k</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>3</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>; penalty <inline-formula id="inf188">
<mml:math id="m201">
<mml:mrow>
<mml:mi mathvariant="normal">p</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> meters / second; lag <inline-formula id="inf189">
<mml:math id="m202">
<mml:mrow>
<mml:mi mathvariant="normal">l</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> to <inline-formula id="inf190">
<mml:math id="m203">
<mml:mrow>
<mml:mn>8</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> time steps) for the Weibull distribution; for each set of parameters the results of the minimal models (continuous lines) and the simulations (circles) are presented; the power values (y-axis) were obtained by assuming an air density of <inline-formula id="inf191">
<mml:math id="m204">
<mml:mrow>
<mml:mi mathvariant="normal">&#x3c1;</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>1.225</mml:mn>
<mml:mtext>kg</mml:mtext>
<mml:mo>/</mml:mo>
<mml:msup>
<mml:mi mathvariant="normal">m</mml:mi>
<mml:mn>3</mml:mn>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula> and a rotor blade radius of <inline-formula id="inf192">
<mml:math id="m205">
<mml:mrow>
<mml:mi mathvariant="normal">r</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>100</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> m.</p>
</caption>
<graphic xlink:href="fieng-02-1353531-g006.tif"/>
</fig>
</sec>
</sec>
<sec id="s7-2">
<title>7.2 Time-correlated noisy input (steel continuous casting only)</title>
<p>Earlier, the authors have established the mean hitting time of an Ornstein-Uhlenbeck process (see <xref ref-type="sec" rid="s5">Section 5</xref>). In <xref ref-type="fig" rid="F7">Figure 7</xref>, the analytical formula from <xref ref-type="bibr" rid="B14">Cerbone et al. (1981)</xref> is compared with the average time span that a simulated OU-process needs to surpass a given threshold, by looking at how much the simulation deviates from the analytical hitting time. If the cut-off threshold is chosen to be <inline-formula id="inf193">
<mml:math id="m206">
<mml:mrow>
<mml:mn>0.070</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> tons per second and change theoretical mean <inline-formula id="inf194">
<mml:math id="m207">
<mml:mrow>
<mml:mi>&#x3bc;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> (and with it the starting value <inline-formula id="inf195">
<mml:math id="m208">
<mml:mrow>
<mml:msub>
<mml:mi>x</mml:mi>
<mml:mn>0</mml:mn>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>) from <inline-formula id="inf196">
<mml:math id="m209">
<mml:mrow>
<mml:mn>0.055</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> to <inline-formula id="inf197">
<mml:math id="m210">
<mml:mrow>
<mml:mn>0.070</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> tons per second, the formula predicts the hitting time fairly well for values up to 40 time steps. This is confirmed by the corresponding Bland-Altman diagram (<xref ref-type="bibr" rid="B50">Bland and Altman, 1986</xref>; see <xref ref-type="sec" rid="s14">Supplementary Material A</xref>: Figure A.5) as the deviation between the two series of measurements exceeds the confidence interval consistently only after 40 time steps.</p>
<fig id="F7" position="float">
<label>FIGURE 7</label>
<caption>
<p>Mean hitting time of an Ornstein-Uhlenbeck process as a function of the starting value <inline-formula id="inf198">
<mml:math id="m211">
<mml:mrow>
<mml:msub>
<mml:mi mathvariant="normal">x</mml:mi>
<mml:mn>0</mml:mn>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> (equal to its theoretical mean <inline-formula id="inf199">
<mml:math id="m212">
<mml:mrow>
<mml:mi mathvariant="normal">&#x3bc;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>); the prediction of the analytical formula (line) and the results of the simulations (circles) are presented for a standard deviation of <inline-formula id="inf200">
<mml:math id="m213">
<mml:mrow>
<mml:mi mathvariant="normal">&#x3c3;</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>0.010</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> tons/second and a stiffness value of <inline-formula id="inf201">
<mml:math id="m214">
<mml:mrow>
<mml:mi mathvariant="normal">&#x3b8;</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>.</p>
</caption>
<graphic xlink:href="fieng-02-1353531-g007.tif"/>
</fig>
<p>
<xref ref-type="fig" rid="F8">Figure 8</xref> displays the comparison between the minimal models and the output simulations for the lagged recovery TISP model (lag <inline-formula id="inf202">
<mml:math id="m215">
<mml:mrow>
<mml:mi>l</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>), in the case of an Ornstein-Uhlenbeck process and an uncorrelated Gaussian input. Both series coincide seamlessly for the uncorrelated input type. On the contrary, the discrepancies for the OU-process tend to increase along the <italic>x</italic>-axis which is confirmed by the Bland-Altman diagram (see <xref ref-type="sec" rid="s14">Supplementary Material A</xref>: Figure A.6). The Authors exclude a systematic divergence between the minimal model and the output simulation, since the mean difference between them is close to zero regardless. The inherent random error presumably originates in the fact that for larger starting values/theoretical mean values (i.e., very short average hitting times/simulation lengths) an OU-process may spend a considerable period above or below the threshold and, therefore, the arithmetic mean of the simulated output is distorted by chance. Selecting a smaller simulation step would resolve this problem but is computationally very expensive.</p>
<fig id="F8" position="float">
<label>FIGURE 8</label>
<caption>
<p>Output mass flow as a function of the starting value <inline-formula id="inf203">
<mml:math id="m216">
<mml:mrow>
<mml:msub>
<mml:mi mathvariant="normal">x</mml:mi>
<mml:mn>0</mml:mn>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> (equal to its theoretical mean <inline-formula id="inf204">
<mml:math id="m217">
<mml:mrow>
<mml:mi mathvariant="normal">&#x3bc;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>) for the uncorrelated Gaussian distribution (purple) and an Ornstein-Uhlenbeck process (orange); the results of the analytical model and the simulations are presented for standard deviation, stiffness and, lag values of <inline-formula id="inf205">
<mml:math id="m218">
<mml:mrow>
<mml:mi mathvariant="normal">&#x3c3;</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>0.010</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> tons/second, <inline-formula id="inf206">
<mml:math id="m219">
<mml:mrow>
<mml:mi mathvariant="normal">&#x3b8;</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>, and <inline-formula id="inf207">
<mml:math id="m220">
<mml:mrow>
<mml:mi mathvariant="normal">l</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>, respectively; for each probability model the results of the minimal models (continuous lines) and the simulations (circles) are presented.</p>
</caption>
<graphic xlink:href="fieng-02-1353531-g008.tif"/>
</fig>
<p>Apart from this, <xref ref-type="fig" rid="F8">Figure 8</xref> also suggests that a production device powered by OU-noise input could be less susceptible to the disruptive threshold, as the curve associated with the uncorrelated Gaussian noise sinks much quicker. For a starting value/theoretical mean equal to the size of the disruptive threshold, the curves differ by already 50 percent. This is due to the mean-reverting behavior of the OU-process or the system operator that meticulously attempts to counterbalance performance fluctuations. Lastly, the authors monitored what consequences a change in the input distribution standard deviation or stiffness has on the location of the maximum performance. The position of the maximum appears to move logarithmically with the stiffness and inversely proportional with the standard deviation (see <xref ref-type="sec" rid="s14">Supplementary Material A</xref>: Figure A.7). Thus, the larger the stiffness (or the more the input fluctuations are regulated by the system operator), the better the performance.</p>
</sec>
</sec>
<sec sec-type="conclusion" id="s8">
<title>8 Conclusion</title>
<sec id="s8-1">
<title>8.1 Summary</title>
<p>In this article, the authors have examined the output characteristics of several threshold-impeded stochastic production (TISP) systems using minimal models and simulations. The output experiments differ in terms of their input fluctuations (e.g., Gaussian or Weibull noise), application scenarios (i.e., steel continuous casting and wind turbines), and nonlinear features of the transformation (e.g., number of thresholds, magnitude of the penalties/lags). The influence of multiple input characteristics (e.g., noise distribution width) on the position of the maximum output performance in the parameter space has been explored. It turns out that for the continuous casting application scenario, neither the size of the penalty nor the duration of the lag have a significant effect on the maximum output, while they are essential for the calculation of the maximum power that can be generated by wind turbines. Ultimately, time-correlated and time-uncorrelated inputs have been compared by applying a simple nonlinear transformation to a mean-reversing Ornstein-Uhlenbeck process and uncorrelated Gaussian noise. The authors showed that a hypothetical production apparatus fuelled by OU-noise input would be superior to an equivalent apparatus fuelled by uncorrelated Gaussian noise (provided with the same system and noise parameters). Hence, a machine operator that constantly tries to dampen the input fluctuations of a TISP-type system improves the output performance.</p>
</sec>
<sec id="s8-2">
<title>8.2 Impact and practical relevance</title>
<p>Our work has further highlighted and developed the work of <xref ref-type="bibr" rid="B53">Merten et al. (2022b)</xref> as they essentially describe the existence of a TISP system in the continuous casting of steel (see <xref ref-type="sec" rid="s3">Section 3</xref>). Clearly, in the case of a maximum possible steel flow around <inline-formula id="inf208">
<mml:math id="m221">
<mml:mrow>
<mml:mn>0.070</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> tons per second, the choice of the mean production level is immensely important because, for example, overshooting the optimal level by less than eight percent can theoretically lead to a production loss that is greater than 23 percent (see <xref ref-type="fig" rid="F5">Figure 5</xref> (a)). In fact, since the introduction of the novel production strategy at the steel factory investigated in <xref ref-type="bibr" rid="B53">Merten et al. (2022b)</xref> the ratio of devaluated casting products has gone down by more than 50 percent. If the value of devaluated products depreciated by just 20 percent on average and if one assumes a mean mass flow of 0.05 tons per second as well as a steel price of 1000 US dollars per ton, this decrease (5.5 percent to roughly 2.7 percent) in downgrading percentage would entail an optimization potential of almost 9 million US dollars per year. Analogously, selecting a suitable location and thereby the right wind speed pattern is crucial for the construction of new wind farms (see <xref ref-type="fig" rid="F6">Figure 6</xref>). In a way, the authors have extended the approach of <xref ref-type="bibr" rid="B67">Salameh and Safari (1992)</xref> who developed a framework to determine the correct wind turbine parameters for a specific wind site by including additional degrees of freedom related to the amount of energy necessary to restart a wind turbine after it has been shut down as well as the length of its idle time following a threshold violation.</p>
</sec>
<sec id="s8-3">
<title>8.3 Future outlook</title>
<p>With this work the authors want to draw attention to production situations, where a balance is required between the process stability and the strive for increased production&#x2013;due to both input stochasticity and the presence of disruptive thresholds. Often such a balance is hidden within the intricacies of the production process (e.g., disruptive thresholds masked as load-dependent errors or sudden declines in product quality when reaching critical load levels in the production system). Identification of such situations requires a dialog between different divisions of a production facility that are responsible for maximizing production (e.g., operations management) or surveying the occurrence of component failures and errors, as well as quality standards (e.g., quality control). The authors believe that the procedure can contribute to this dialog as it is applicable to any production system that a) relies on stochastic inputs and b) is subject to nonlinear transformations involving disruptive thresholds. Accordingly, the authors would like to encourage researchers to test this methodology with regards to a wider range of applications scenarios and extra technical details such as different noise correlations and flavors. One potential scenario for this endeavour is portrayed by a situation where a company wants to sell a product through its website. Obviously, more website visitors should lead to greater sales; however, once a critical number of visitors is reached the website server might crash resulting in extended downtimes. The respective company should adjust its marketing activities to account for this possibility.</p>
<p>In earlier publications (<xref ref-type="bibr" rid="B52">Merten et al., 2022a</xref>; <xref ref-type="bibr" rid="B53">Merten et al., 2022b</xref>) we have studied the technical details and algorithmic challenges of steel production in some detail. Hence, the description here has a stronger emphasis on this example. With our second example, wind farms, we wish to emphasize that the TISP systems are not just confined to this one application domain. We hope that other researchers are encouraged to think about their production systems from a TISP perspective.</p>
</sec>
</sec>
</body>
<back>
<sec sec-type="data-availability" id="s9">
<title>Data availability statement</title>
<p>The raw data supporting the conclusion of this article will be made available by the authors, without undue reservation.</p>
</sec>
<sec id="s10">
<title>Author contributions</title>
<p>DM: Conceptualization, Data curation, Formal Analysis, Investigation, Methodology, Software, Validation, Visualization, Writing&#x2013;original draft, Writing&#x2013;review and editing. AL: Conceptualization, Formal Analysis, Investigation, Methodology, Supervision, Validation, Writing&#x2013;review and editing. YU: Funding acquisition, Project administration, Resources, Supervision, Writing&#x2013;review and editing. M-TH: Conceptualization, Funding acquisition, Methodology, Project administration, Resources, Supervision, Validation, Writing&#x2013;review and editing.</p>
</sec>
<sec sec-type="funding-information" id="s11">
<title>Funding</title>
<p>The author(s) declare that no financial support was received for the research, authorship, and/or publication of this article.</p>
</sec>
<sec sec-type="COI-statement" id="s12">
<title>Conflict of interest</title>
<p>Author DM was employed by Accenture GmbH at the time of submission.</p>
<p>The remaining authors declare that the research was conducted in the absence of any commercial or financial relationships that could be construed as a potential conflict of interest.</p>
</sec>
<sec sec-type="disclaimer" id="s13">
<title>Publisher&#x2019;s note</title>
<p>All claims expressed in this article are solely those of the authors and do not necessarily represent those of their affiliated organizations, or those of the publisher, the editors and the reviewers. Any product that may be evaluated in this article, or claim that may be made by its manufacturer, is not guaranteed or endorsed by the publisher.</p>
</sec>
<sec id="s14">
<title>Supplementary material</title>
<p>The Supplementary Material for this article can be found online at: <ext-link ext-link-type="uri" xlink:href="https://www.frontiersin.org/articles/10.3389/fieng.2024.1353531/full#supplementary-material">https://www.frontiersin.org/articles/10.3389/fieng.2024.1353531/full&#x23;supplementary-material</ext-link>
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