• Title/Summary/Keyword: homogeneous Poisson process

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복합 추세를 가지는 수리가능 시스템의 고장 데이터 모형화에 관한 연구 (Research for Modeling the Failure Data for a Repairable System with Non-monotonic Trend)

  • 문병민;배석주
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제9권2호
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    • pp.121-130
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    • 2009
  • The power law process model the Rate of occurrence of failures(ROCOF) with monotonic trend during the operating time. However, the power law process is inappropriate when a non-monotonic trend in the failure data is observed. In this paper we deals with the reliability modeling of the failure process of large and complex repairable system whose rate of occurrence of failures shows the non-monotonic trend. We suggest a sectional model and a change-point test based on the Schwarz information criterion(SIC) to describe the non-monotonic trend. Maximum likelihood is also suggested to estimate parameters of sectional model. The suggested methods are applied to field data from an repairable system.

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Prediction of MTBF Using the Modulated Power Law Process

  • Na, Myung-Hwan;Son, Young-Sook;Yoon, Sang-Hoo;Kim, Moon-Ju
    • Journal of the Korean Data and Information Science Society
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    • 제18권2호
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    • pp.535-541
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    • 2007
  • The Non-homogeneous Poisson process is probably the most popular model since it can model systems that are deteriorating or improving. The renewal process is a model that is often used to describe the random occurrence of events in time. But both these models are based on too restrictive assumptions on the effect of the repair action. The Modulated Power Law Process is a suitable model for describing the failure pattern of repairable systems when both renewal-type behavior and time trend are present. In this paper we propose maximum likelihood estimation of the next failure time after the system has experienced some failures, that is, Mean Time Between Failure for the MPLP model.

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지수 형 수명분포를 따르는 소프트웨어 신뢰모형 분석에 관한 연구 (A Study on the Software Reliability Model Analysis Following Exponential Type Life Distribution)

  • 김희철;문송철
    • Journal of Information Technology Applications and Management
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    • 제28권4호
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    • pp.13-20
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    • 2021
  • In this paper, I was applied the life distribution following linear failure rate distribution, Lindley distribution and Burr-Hatke exponential distribution extensively used in the arena of software reliability and were associated the reliability possessions of the software using the nonhomogeneous Poisson process with finite failure. Furthermore, the average value functions of the life distribution are non-increasing form. Case of the linear failure rate distribution (exponential distribution) than other models, the smaller the estimated value estimation error in comparison with the true value. In terms of accuracy, since Burr-Hatke exponential distribution and exponential distribution model in the linear failure rate distribution have small mean square error values, Burr-Hatke exponential distribution and exponential distribution models were stared as the well-organized model. Also, the linear failure rate distribution (exponential distribution) and Burr-Hatke exponential distribution model, which can be viewed as an effectual model in terms of goodness-of-fit because the larger assessed value of the coefficient of determination than other models. Through this study, software workers can use the design of mean square error, mean value function as a elementary recommendation for discovering software failures.

Bayesian analysis of a repairable system subject to overhauls with bounded failure intensity

  • Preeti Wanti, Srivastava;Nidhi, Jain
    • International Journal of Reliability and Applications
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    • 제14권2호
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    • pp.55-70
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    • 2013
  • This paper deals with the Bayesian analysis of the failure data of a repairable mechanical system subject to minimal repairs and periodic overhauls. The effect of overhauls on the reliability of the system is modeled by a proportional age reduction model and the failure process between two successive overhauls is assumed to be 2-parameter Engelhardt-Bain process (2-EBP). Power Law Process (PLP) model has a disadvantage which 2-EBP can overcome. On the basis of the observed data and of a number of suitable prior densities, point and interval estimation of model parameters, as well as quantities of relevant interest are found. Also hypothesis tests on the effectiveness of performed overhauls have been developed using Bayes factor. Sensitivity analysis of improvement parameter is carried out. Finally, a numerical application is used to illustrate the proposed method.

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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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Generalization of the Testing-Domain Dependent NHPP SRGM and Its Application

  • Park, J.Y.;Hwang, Y.S.;Fujiwara, T.
    • International Journal of Reliability and Applications
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    • 제8권1호
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    • pp.53-66
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    • 2007
  • This paper proposes a new non-homogeneous Poisson process software reliability growth model based on the coverage information. The new model incorporates the coverage information in the fault detection process by assuming that only the faults in the covered constructs are detectable. Since the coverage growth behavior depends on the testing strategy, the fault detection process is first modeled for the general testing strategy and then realized for the uniform testing. Finally the model for the uniform testing is empirically evaluated by applying it to real data sets.

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비-동질 안정 프로세스 기반 임베디드 시스템 소프트웨어의 신뢰성 특성에 관한 연구 (A study on the Reliability System Software based on NHPP(Non-Homogeneous Poisson Process)

  • 한상섭;백영구;이근석;전현덕;류호중;이기서
    • 한국철도학회:학술대회논문집
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    • 한국철도학회 2001년도 춘계학술대회 논문집
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    • pp.347-358
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    • 2001
  • In this paper, we apply NHPP model example to s/w process in order to get to know s/w reliability. The test is constructed by a test zig of commercial product loaded real embedded system s/w. It is established to s/w reliability prediction and estimation of real-time embedded system s/w. It is computed the prediction value of cumulative failures, the failure intensity, the reliability and the estimation value of MTTF, Failure Rate. To the more realization of high reliability in the real-time embedded system s/w, if the embedded system s/w is ensured to the test coverage and constructed to stable s/w process & operating system, we can improve the performance and the reliability characteristic of the real-time embedded system s/w.

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경사제 피복재의 누적피해를 이산시간 확률과정으로 고려한 조건기반 유지관리의 할인비용모형 (Discounted Cost Model of Condition-Based Maintenance Regarding Cumulative Damage of Armor Units of Rubble-Mound Breakwaters as a Discrete-Time Stochastic Process)

  • 이철응;박동헌
    • 한국해안·해양공학회논문집
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    • 제29권2호
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    • pp.109-120
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    • 2017
  • 경사제 피복재를 예방적으로 유지관리할 수 있는 조건기반 할인비용모형을 제안하였다. 하중발생 사상을 이산시간 확률과정으로 고려하는 추계학적 누적 피해모형과 보수보강 비용에 대한 경제성 모형을 결합하여 수학적으로 유도하였다. 특히 본 논문에서 유도된 조건기반 유지관리의 할인비용모형은 시간에 따른 비용의 가치 뿐만 아니라 누적피해의 비선형성도 고려할 수 있다. 본 연구의 결과는 기존 모형들의 결과와 비교하여 만족스럽게 검증되었다. 또한 구조물의 중요도와 이자율 변화에 대한 민감도 분석도 수행하여, 구조물의 중요도가 높아질수록 예방적 보수보강의 최적시기는 빨라지나 이자율은 커질수록 반대의 경향이 나타난다는 것을 알았다. 한편 본 연구에서 유도된 추계학적 기대비용모형을 이용하여 여러 조건에 대하여 임의의 경사제 피복재 단면을 해석하였다. 표본경로기법을 적용하여 임의의 태풍 내습에 따른 경사제 피복재의 기대 누적피해수준을 예측하여 피해강도함수의 계수들을 추정할 수 있었다. 특히 하중발생 과정을 HPP(Homogeneous Poisson Process) 뿐만 아니라 DSPP(Doubly Stochastic Poisson Process)로도 해석하여 기대 누적피해수준에 미치는 하중발생의 불확실성에 대한 영향을 분석하여 하중발생사상을 이산시간 확률과정으로 고려해도 된다는 것을 확인하였다. 조건기반 할인비용모형의 해석 결과에 의하면 경사제 피복재의 설계조건에 따라 기대 누적피해수준의 거동특성이 크게 달라지고 이에 따라 예방적 보수보강을 수행하는 최적시기도 변한다는 것을 알 수 있었다. 마지막으로 파괴한계, 구조물의 중요도 그리고 이자율을 변화시키면서 예방적 유지관리를 가장 경제적으로 수행할 수 있는 최적시점과 피해규모를 결정할 수 있었다.

와이블과정을 응용한 신뢰성 성장 모형에서의 MTBF 추정$^+$ (MTBF Estimator in Reliability Growth Model with Application to Weibull Process)

  • 이현우;김재주;박성현
    • 품질경영학회지
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    • 제26권3호
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    • pp.71-81
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    • 1998
  • In reliability analysis, the time difference between the expected next failure time and the current failure time or the Mean Time Between Failure(MTBF) is of significant interest. Until recently, in reliability growth studies, the reciprocal of the intensity function at current failure time has been used as being equal to MTBE($t_n$)at the n-th failure time $t_n$. That is MTBF($t_n$)=l/$\lambda (t_n)$. However, such a relationship is only true for Homogeneous Poisson Process(HPP). Tsokos(1995) obtained the upper bound and lower bound for the MTBF($t_n$) and proposed an estimator for the MTBF($t_n$) as the mean of the two bounds. In this paper, we provide the estimator for the MTBF($t_n$) which does not depend on the value of the shape parameter. The result of the Monte Carlo simulation shows that the proposed estimator has better efficiency than Tsokos's estimator.

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Improved Exponential Software Reliability Model Based on NHPP with the Uncertainty of Operating Environments

  • Song, Kwang Yoon;Chang, In Hong
    • 통합자연과학논문집
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    • 제10권4호
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    • pp.249-257
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    • 2017
  • The main focus when developing software is to improve the reliability and stability of a software system. We are enjoying a very comfortable life thanks to modern civilization, however, comfort is not guaranteed to us. Once software systems are introduced, the software systems used in the field environments are the same as or close to those used in the development-testing environment; however, the systems may be used in many different locations. Development of software system is a difficult and complex process. Generally, existing software reliability models are applied to software testing data and then used to make predictions on the software failures and reliability in the field. In this paper, we present an improved exponential NHPP software reliability model in different development environments, and examine the goodness-of-fit of improved exponential model and other model based on two datasets. The results show that the proposed model fits significantly better than other NHPP software reliability model.