Centralised stochastic simulation process

G - Physics – 06 – F

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G06F 17/00 (2006.01) G05B 17/02 (2006.01) G06Q 40/00 (2006.01)

Patent

CA 2406907

A Statistic/probalistic process for stochastic stimulation in view of performing hierarchically nevertheless jointly the probabilistic prediction of future behaviour and/or the optimisation of productivity parameters for a number remote local industrial systems (S u(u=1...n). The local industrial systems (S u) are subjected to a common and evolutionary global environment (E) numerically described with p state variables (X t(t)(i=1...p)). On the one hand, at the level of a centralised transmitting site (U), an "smp series of probabilistic simulations" with a multi-value description of environment (E) variables (X i(t)(i=1...p)) is repetitively generated at successive instants (t o) in a centralized manner. Said "smp series of probabilistic simulations" (W~) are teletransmitted towards the whole of the number of remote local systems (S u). On the other hand, at the level of each of local systems (S u), said "smp series of probabilistic simulations" (W~) with a multi-value are collected and a specific local statistical and numerical processing is performed on said series of probabilistic simulations (W~) received in order to predict future probabilistic behaviour of local industrial systems (S u). The process according to the invention can be used with advantage in many industrial, financial, agricultural implementation, where the behaviour of decentralized industrial sites exposed to a common random environment should be optimized.

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