• 제목/요약/키워드: bayesian reliability

검색결과 241건 처리시간 0.023초

REVIEW OF VARIOUS DYNAMIC MODELING METHODS AND DEVELOPMENT OF AN INTUITIVE MODELING METHOD FOR DYNAMIC SYSTEMS

  • Shin, Seung-Ki;Seong, Poong-Hyun
    • Nuclear Engineering and Technology
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    • 제40권5호
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    • pp.375-386
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    • 2008
  • Conventional static reliability analysis methods are inadequate for modeling dynamic interactions between components of a system. Various techniques such as dynamic fault tree, dynamic Bayesian networks, and dynamic reliability block diagrams have been proposed for modeling dynamic systems based on improvement of the conventional modeling methods. In this paper, we review these methods briefly and introduce dynamic nodes to the existing reliability graph with general gates (RGGG) as an intuitive modeling method to model dynamic systems. For a quantitative analysis, we use a discrete-time method to convert an RGGG to an equivalent Bayesian network and develop a software tool for generation of probability tables.

연장된 보증이 있는 교체정책에 대한 베이지안 접근 (A Bayesian Approach to Replacement Policy with Extended Warranty)

  • 정기문
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제13권4호
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    • pp.229-239
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    • 2013
  • This paper reports a manner to use a Bayesian approach to derive the optimal replacement policy. In order to produce a system with minimal repair warranty, a replacement model with the extended warranty is considered. Within the warranty period, the failed system is minimally repaired by the manufacturer at no cost to the end-user. The failure time is assumed to follow a Weibull distribution with unknown parameters. The expected cost rate per unit time, from the end-user's viewpoints, is induced by the Bayesian approach, and the optimal replacement policy to minimize the cost rate is proposed. Finally, a numerical example illustrating to derive the optimal replacement policy based on the Bayesian approach is described.

Bayesian Method for Sequential Preventive Maintenance Policy

  • Kim Hee Soo;Kwon Young Sub;Park Dong Ho
    • 한국신뢰성학회:학술대회논문집
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    • 한국신뢰성학회 2005년도 학술발표대회 논문집
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    • pp.131-137
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    • 2005
  • In this paper, we propose a Bayesian approach to determine the adaptive preventive maintenance(PM) policy for a general sequential imperfect PM model proposed by Lin, Zuo and Yam(2000) that PM not only reduces the effective age of the system but also changes the hazard rate function. Assuming that the failure times follow Weibull distribution, we adopt a Bayesian approach to update unknown parameters and determine the Bayesian optimal sequential PM policies. Finally, numerical examples of the optimal adaptive PM policy are presented for illustrative purposes.

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신뢰성 해석을 위한 결합분포함수의 통계모델링 (Statistical Modeling of Joint Distribution Functions for Reliability Analysis)

  • 노유정;이상진
    • 한국산학기술학회논문지
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    • 제15권5호
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    • pp.2603-2609
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    • 2014
  • 기계시스템의 신뢰성 해석을 위해서는 기계시스템에 성능을 미치는 변수의 확률 분포와 파라미터를 결정하는 통계적 모델링은 반드시 필요하다. 하지만, 신뢰성 해석에서 상당수의 변수는 상관관계가 있음에도 불구하고 독립변수로 취급되거나 실험데이터 수가 부족하다는 이유로 통계 모델에 대한 잘못된 가정을 하는 경우가 많다. 본 연구에서는 베이지안 방법을 이용하여 상관관계를 갖는 데이터의 결합분포함수를 copula를 이용하여 모델링함으로써 적은 수의 데이터로부터 정확한 입력모델을 산정하는 방법을 제안하였으며, 방법의 검증을 위해 다양한 상관계수와 데이터 수에 대해 통계 시뮬레이션을 수행하였다. 그 결과 Bayesian방법은 상관계수가 낮아 후보함수가 유사하거나 샘플수가 적어 정확한 모델을 산정하기 어려운 경우에도 후보 copula 중 실제 copula와 가장 근사한 후보 copula를 선정하였다. 이러한 근사 후보 copula는 신뢰성 해석결과 역시 실제 copula 함수를 이용한 신뢰성 해석 결과와 유사한 결과를 가짐을 확인할 수 있으므로 베이지안 방법은 신뢰성 해석을 위해 정확한 통계모델링을 제공함을 알 수 있다.

Notes on the Comparative Study of the Reliability Estimation for Standby System with Exponential Lifetime Distribution

  • Kim, Hee-Jae
    • Journal of the Korean Data and Information Science Society
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    • 제14권4호
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    • pp.1055-1065
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    • 2003
  • We shall propose maximum likelihood, Bayesian and generalized maximum likelihood estimation for the reliability of the two-unit hot standby system with exponential lifetime distribution that switch is perfect. Each estimation will be compared numerically in terms of various mission times, parameter values and asymptotic relative efficiency through Monte Carlo simulation.

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마스크 데이터를 이용한 베이지안 추정 (Bayesian Estimation of System & Component Reliability Using Masked Data)

  • 김종걸;박창규
    • 한국신뢰성학회:학술대회논문집
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    • 한국신뢰성학회 2000년도 추계학술대회
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    • pp.353-362
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    • 2000
  • 다양한 컴포넌트들로 구성된 시스템의 수명 데이터는 시스템 컴포넌트들의 신뢰성을 추정하는데 많이 사용된다. 하지만 비용이나 고장진단의 기술적 문제 때문에 시스템 고장의 정확한 원인을 밝혀내기는 어렵다. 시스템이나 컴포넌트의 수명 데이터 중 정확한 고장원인을 알 수 없는 데이터를 마스크 데이터라 한다. 본 연구는 마스크데이터와 베이지안 추정의 연구방향을 살펴보고, 그리고 고장률의 비정보 사전분포를 이용하여, 컴포넌트가 직렬로 구성된 시스템의 수명 데이터가 마스크 데이터를 갖는 지수분포의 시스템 컴포넌트 고장률을 추정한다.

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A Bayesian analysis based on beta-mixtures for software reliability models

  • Nam Seungmin;Kim Kiwoong;Cho Sinsup;Yeo Inkwon
    • 한국품질경영학회:학술대회논문집
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    • 한국품질경영학회 2004년도 품질경영모델을 통한 가치 창출
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    • pp.430-435
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    • 2004
  • Nonhomogeneous Poisson Process is often used to model failure times which occurred in software reliability and hardware reliability models. It can be characterized by its intensity functions or mean value functions. Many parametric intensity models have been proposed to account for the failure mechanism in real situation. In this paper, we propose a Bayesian semiparametric approach based on beta-mixtures. Two real datasets are analyzed.

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로그정규형(正規型)에서의 베이지안 추정(推定) (A Note on Bayesian Reliability Estimation for the Lognormal Model)

  • 손중권;김영훈
    • Journal of the Korean Data and Information Science Society
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    • 제1권
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    • pp.35-45
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    • 1990
  • The problem of estimating the reliability using the Bayesian approach and the prior information about tile reliability of a lognormal distribution is considered. Some Bayes estimators are proposed and studied under the squared error loss and tile Harris loss. Also Monte Carlo simulations are carried out to examine the performances of the proposed estimators and results are provided in the tables.

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베이지안 접근법을 이용한 입력변수 및 근사모델 불확실성 하에 서의 신뢰성 분석 (Reliability Analysis Under Input Variable and Metamodel Uncertainty Using Simulation Method Based on Bayesian Approach)

  • 안다운;원준호;김은정;최주호
    • 대한기계학회논문집A
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    • 제33권10호
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    • pp.1163-1170
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    • 2009
  • Reliability analysis is of great importance in the advanced product design, which is to evaluate reliability due to the associated uncertainties. There are three types of uncertainties: the first is the aleatory uncertainty which is related with inherent physical randomness that is completely described by a suitable probability model. The second is the epistemic uncertainty, which results from the lack of knowledge due to the insufficient data. These two uncertainties are encountered in the input variables such as dimensional tolerances, material properties and loading conditions. The third is the metamodel uncertainty which arises from the approximation of the response function. In this study, an integrated method for the reliability analysis is proposed that can address all these uncertainties in a single Bayesian framework. Markov Chain Monte Carlo (MCMC) method is employed to facilitate the simulation of the posterior distribution. Mathematical and engineering examples are used to demonstrate the proposed method.