• 제목/요약/키워드: Nonhomogeneous Poisson Process

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A Bayesian Approach for Record Value Statistics Model Using Nonhomogeneous Poisson Process

  • Kiheon Choi;Hee chual Kim
    • Communications for Statistical Applications and Methods
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    • 제4권1호
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    • pp.259-269
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    • 1997
  • Bayesian inference for a record value statistics(RVS) model of nonhomogeneous Poisson process is considered. We seal with Bayesian inference for double exponential, Gamma, Rayleigh, Gumble RVS models using Gibbs sampling and Metropolis algorithm and also explore Bayesian computation and model selection.

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비동질적 포아송과정을 사용한 소프트웨어 베이지안 신뢰성 분석에 관한 연구 (Bayesian Analysis for Nonhomogeneous Poisson Process Software Reliability)

  • 김희철;이동철
    • 산업경영시스템학회지
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    • 제22권49호
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    • pp.23-31
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    • 1999
  • Bayesian approach using nonhomogeneous Poisson process is considered for modelling software reliability problem. The usefulness of the iterative sampling-based method increases greatly as the dimension of a problem increases. Maximum likelihood estimator and Gibbs estimator are derived. Model selection based on a predictive likelihood is studied. A numerical example is given.

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충격모형 하에서의 시스템의 평균수명

  • 유영관;박노국
    • 대한안전경영과학회:학술대회논문집
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    • 대한안전경영과학회 2008년도 추계학술대회
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    • pp.457-463
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    • 2008
  • In this study, the mean time to failures of a system under shock models are derived. The system receives shocks according to a stochastic process. The expected system lifetime under homogeneous Poisson shock process, nonhomogeneous Poisson shock process, and a general renewal shock process are derived. Some numerical examples are presented.

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A Bayesian Inference for Power Law Process with a Single Change Point

  • Kim, Kiwoong;Inkwon Yeo;Sinsup Cho;Kim, Jae-Joo
    • International Journal of Quality Innovation
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    • 제5권1호
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    • pp.1-9
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    • 2004
  • The nonhomogeneous poisson process (NHPP) is often used to model repairable systems that are subject to a minimal repair strategy, with negligible repair times. In this situation, the system can be characterized by its intensity function. There have been many NHPP models according to intensity functions. However, the intensity function of system in use can be changed because of repair or its aging. We consider the single change point model as the modification of the power law process. The shape parameter of its intensity function is changed before and after the change point. We detect the presence of the change point using Bayesian methodology. Some numerical results are also presented.

보증기기간을 고려한 최적 소프트웨어의 보전정책 연구 (A Study on Optimal Software Maintenance Policies with Warranty Period)

  • 남경현;김도훈
    • 품질경영학회지
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    • 제39권2호
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    • pp.170-178
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    • 2011
  • In general, a software fault detection phenonenon is described by a software reliability model based on a nonhomogeneous Poisson process(NHPP). In this paper, we propose a software reliability growth model considering the differences of the software environments in both the testing phase and the operational phase. Also, we consider the problem of determining the optimal release time and the optimal warranty period that minimize the total expected software cost which takes account of periodic software maintenance(e.g. patch, update, etc). Finally, we analyze the sensitivity of the optimal release time and warranty period based on the fault data observed in the actual testing process.

수리 가능 시스템의 신뢰성 분석 절차 및 사례 연구 (Reliability Analysis Procedures for Repairable Systems and Related Case Studies)

  • 이성환;염봉진
    • 한국군사과학기술학회지
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    • 제9권2호
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    • pp.51-59
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    • 2006
  • The purpose of this paper is to present reliability analysis procedures for repairable systems and apply the procedures for assessing the reliabilities of two subsystems of a specific group of military equipment based on field failure data. The mean cumulative function, M(t), the average repair rate, ARR(t), and analytic test methods are used to determine whether a failure process follows a renewal or non-renewal process. For subsystem A, the failure process turns out to follow a homogeneous Poisson process, and subsequently, its mean time between failures, availability, and the necessary number of spares are estimated. For subsystem B, the corresponding M(t) plot shows an increasing trend, indicating that its failure process follows a non-renewal process. Therefore, its M(t) is modeled as a power function of t, and a preventive maintenance policy is proposed based on the annual mean repair cost.

비동질적 포아송과정을 사용한 소프트웨어 신뢰 성장모형에 대한 베이지안 신뢰성 분석에 관한 연구 (The Bayesian Analysis for Software Reliability Models Based on NHPP)

  • 이상식;김희철;송영재
    • 정보처리학회논문지D
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    • 제10D권5호
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    • pp.805-812
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    • 2003
  • 본 논문에서는 비동질 포아송 과정(NHPP)에 기초한 소프트웨어 에러 현상에 대한 신뢰도 모형을 고려하고 사전정보(Prior information)를 이용한 베이지안 추론을 시행하였다. 고장 패턴은 NHPP에 대한 강도함수와 평균값 함수로서 나타낼 수 있다. 따라서 본 논문에서는 대수형 포아송 실행시간 모형(Logarithmic Poisson model), Crow 모형 그리고 Rayleigh 모형에 대하여 베이지안 모수 추정방법을 적용하였다. 효율적 모형을 위하여 이들 모형에 관한 모형선택을 편차자승합(SSE)의 합을 이용하여 시행하였고 모수의 추정을 위해서 마코브체인 몬테카를로(MCMC) 기법중에 하나인 깁스샘플링(Gibbs sampling)과 메트로폴리스 알고리즘을 이용한 근사추정 기법이 사용되었다. 수치적인 예에서는 Musa의 T1 자료를 이용하여 모수 및 신뢰도를 추정한 수치 결과론 나열하였다.

Replacement Policies Under Minimal Repair with Cyclic Failure Rates

  • Choi, Sung-Woon;Lee, Sang-Hoon
    • 한국품질경영학회:학술대회논문집
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    • 한국품질경영학회 1998년도 The 12th Asia Quality Management Symposium* Total Quality Management for Restoring Competitiveness
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    • pp.277-286
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    • 1998
  • This paper investigates the problem of determining optimal replacement policies for equipment subject to failures with cyclic rates. In many situations, the system failures depend on the operating environmental conditions that vary on time, usually with periodical manners. We use nonhomogeneous Poisson processes whose rate functions exhibit cyclic behavior as well as a long-term evolutionary trend to model the stochastic process of the failures when the rate of occurrence of the failures varies periodically, for example from day to day or between seasons. In this study, we compare optimal policies under the nonhomogeneous process with/without a cyclic component in the failure rate function. The analytical results for various situations are presented along with numerical examples using simulated data.

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원격탐사자료를 이용한 공간적 현상의 모형화 및 시뮬레이션 : 자연화재발생의 경우 (Development of Stochastic Model and Simulation for Spatial Process Using Remotely Sensed Data : Fire Arrival Process)

  • 정명희
    • Spatial Information Research
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    • 제6권1호
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    • pp.77-90
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    • 1998
  • 자연적이거나 인위적인 여러 요인의 복합적인 상호작용에 의해 지표는 계속 변화해간다. 자연재해는 생태계의 다양한 군집이 서로 상호작용을 하는데 결정적 영향을 미치는 요소로 이런 변화의 직접적인 원인이 되는 특정 사건의 발생과정이나 공간적 분포에 대한 연구는 환경과 자원관리 측면에서 중요하다. 본 논문에서는 지표변화에 영향을 미치는 자연화재의 경우를 중심으로 공간적 분포를 모형화하는 방법론을 설명하였다. 자연화재는 주로 번개에 의해 발생되어 몇 주에 결쳐 수만 킬로미터의 지역을 태우면서 새롭고 다양한 서식지를 만들어 가는 주된 자연재해중의 하나로 생태계관리차원에서 연구되고 있다. 오스트리아 빅토리아사막을 예로 이곳에서의 자연화재 발생지역을 20년동안의 원격탐사자료(MSS data)로부터 추출하여 이를 바탕으로 자연화재발생에 대한 공간적 모형을 개발하였고 모형에 입각한 시뮬레이션 방법을 논의하였다. 화재발생과정은 불규칙적으로 분포된 공간상의 point pattern에 의해 특징지어질 수 있는데 이의 모형화를 위해서 Nonhomogeneous Planar Poissin Process가 이용되었다.

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지수형과 로그형 위험함수 학습효과에 근거한 NHPP 소프트웨어 신뢰성장모형에 관한 비교연구 (The Comparative Study of NHPP Software Reliability Model Exponential and Log Shaped Type Hazard Function from the Perspective of Learning Effects)

  • 김희철
    • 디지털산업정보학회논문지
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    • 제8권2호
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    • pp.1-10
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    • 2012
  • In this study, software products developed in the course of testing, software managers in the process of testing software test and test tools for effective learning effects perspective has been studied using the NHPP software. The finite failure nonhomogeneous Poisson process models presented and the life distribution applied exponential and log shaped type hazard function. Software error detection techniques known in advance, but influencing factors for considering the errors found automatically and learning factors, by prior experience, to find precisely the error factor setting up the testing manager are presented comparing the problem. As a result, the learning factor is greater than autonomous errors-detected factor that is generally efficient model could be confirmed. This paper, a failure data analysis of applying using time between failures and parameter estimation using maximum likelihood estimation method, after the efficiency of the data through trend analysis model selection were efficient using the mean square error and coefficient of determination.