• 제목/요약/키워드: Bayesian cost

검색결과 101건 처리시간 0.022초

A Bayesian Approach to Optimal Replacement Policy for a Repairable System with Warranty Period

  • Jung, Gi-Mun;Han, Sung-Sil
    • Communications for Statistical Applications and Methods
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    • 제9권1호
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    • pp.21-31
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    • 2002
  • This paper considers a Bayesian approach to determine an optimal replacement policy for a repairable system with warranty period. The mathematical formula of the expected cost rate per unit time is obtained for two cases : RFRW(renewing free-replacement warranty) and RPRW(renewing pro-rata warranty). When the failure time is Weibull distribution with uncertain parameters, a Bayesian approach is established to formally express and update the uncertain parameters for determining an optimal replacement policy. Some numerical examples are presented for illustrative purpose.

베이지안넷 기반의 프로젝트 일정리스크 평가 (Project Schedule Risk Assessment Based on Bayesian Nets)

  • 성홍석;박철순
    • 산업경영시스템학회지
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    • 제39권1호
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    • pp.9-16
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    • 2016
  • The project schedule risk in the engineering and facility construction industry is increasingly considered as important management factor because the risks in terms of schedule or deadline may significantly affect the project cost. Especially, the project-based operating companies attempt to find the best estimate of the project completion time for use at their proposals, and therefore, usually have much interest in accurate estimation of the duration of the projects. In general, the management of projects schedule risk is achieved by modeling project schedule with PERT/CPM techniques, and then performing risk assessment with simulation such as Monte-Carlo simulation method. However, since these approaches require the accumulated executional data, which are not usually available in project-based operating company, and, further, they cannot reflect various schedule constraints, which usually are met during the project execution, the project managers have difficulty in preparing for the project risks in advance of their occurrence in the project execution. As these constraints may affect time and cost which role as the crucial evaluation factors to the quality of the project result, they must be identified and described in advance of their occurrence in the project management. This paper proposes a Bayesian Net based methodology for estimating project schedule risk by identifying and enforcing the project risks and its response plan which may occur in storage tank engineering and construction project environment. First, we translated the schedule network with the project risks and its response plan into Bayesian Net. Second, we analyzed the integrated Bayesian Net and suggested an estimate of project schedule risk with simulation approach. Finally, we applied our approach to a storage tank construction project to validate its feasibility.

베이지안 기법을 이용한 해양 RC 구조물의 염해에 대한 LCC 모델 개발 (Development of a Successive LCC Model for Marine RC Structures Exposed to Chloride Attack on the Basis of Bayesian Approach)

  • 정현준;박흥민;공정식;지광습;김규선
    • 콘크리트학회논문집
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    • 제21권3호
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    • pp.359-366
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    • 2009
  • 본 논문은 해양 RC 구조물의 새로운 생애주기비용 (LCC) 평가 모델을 제시한다. 이 모델 방법은, 기존의 LCC 평가 모델과 달리, 구조물을 설계하는 동안 추가적인 염화물 침투의 새로운 데이터가 있을 때 계속적으로 생애주기비용을 업데이트 할 수 있다. 이는 베이지안 기법을 통하여 이루어진다. 일반적인 중요 구조물에서는 각 부재에 대한 다양한 모니터링 시스템을 이용하기 때문에 어려움 없이 베이지안 기법에 필요한 데이터를 얻을 수 있다. 베이지안 기법을 사용하여 구조물의 생애유지 관리비용을 높은 정밀도로 예측할 수 있다.

비재생혼합보증이 종료된 이후의 비용과 비가동시간에 근거한 교체정책에 대한 베이지안 접근 (A Bayesian approach to replacement policy following the expiration of non-renewing combination warranty based on cost and downtime)

  • 정기문
    • Journal of the Korean Data and Information Science Society
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    • 제21권5호
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    • pp.873-882
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    • 2010
  • 본 논문에서는 비재생혼합보증이 종료된 이후의 교체정책에 대한 베이지안 접근을 고려한다. 이때, 비재생혼합보증은 비재생무료교체보증과 비재생비례교체보증의 혼합된 형태가 된다. 최적의 교체주기를 결정하기 위하여 기대비용과 기대비가동시간에 근거한 기준이 사용되는데, 이를 위해서 단위시간당 기대비용과 단위시간당 기대비가동시간이 각각 구해진다. 시스템의 고장시간이 불확실한 모수를 갖는 와이블분포를 할 때, 베이지안 접근에 근거하여 최적의 교체정책이 제안된다. 이때, 최적의 교체주기를 결정하기 위해서 Jiang과 Ji (2002)에 의해서 제안된 총밸류함수가 사용된다. 끝으로, 본 논문에서 제안된 베이지안 교체정책을 설명하기 위해서 수치적 예를 살펴본다.

A Signal Subspace Interference Alignment Scheme with Sum Rate Maximization and Altruistic-Egoistic Bayesian Gaming

  • Peng, Shixin;Liu, Yingzhuang;Chen, Hua;Kong, Zhengmin
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제8권6호
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    • pp.1926-1945
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    • 2014
  • In this paper, we propose a distributed signal subspace interference alignment algorithm for single beam K-user ($3K{\geq}$) MIMO interference channel based on sum rate maximization and game theory. A framework of game theory is provided to study relationship between interference signal subspace and altruistic-egoistic bayesian game cost function. We demonstrate that the asymptotic interference alignment under proposed scheme can be realized through a numerical algorithm using local channel state information at transmitters and receivers. Simulation results show that the proposed scheme can achieve the total degrees of freedom that is equivalent to the Cadambe-Jafar interference alignment algorithms with perfect channel state information. Furthermore, proposed scheme can effectively minimize leakage interference in desired signal subspace at each receiver and obtain a moderate average sum rate performance compared with several existing interference alignment schemes.

Group-Sparse Channel Estimation using Bayesian Matching Pursuit for OFDM Systems

  • Liu, Yi;Mei, Wenbo;Du, Huiqian
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제9권2호
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    • pp.583-599
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    • 2015
  • We apply the Bayesian matching pursuit (BMP) algorithm to the estimation of time-frequency selective channels in orthogonal frequency division multiplexing (OFDM) systems. By exploiting prior statistics and sparse characteristics of propagation channels, the Bayesian method provides a more accurate and efficient detection of the channel status information (CSI) than do conventional sparse channel estimation methods that are based on compressive sensing (CS) technologies. Using a reasonable approximation of the system model and a skillfully designed pilot arrangement, the proposed estimation scheme is able to address the Doppler-induced inter-carrier interference (ICI) with a relatively low complexity. Moreover, to further reduce the computational cost of the channel estimation, we make some modifications to the BMP algorithm. The modified algorithm can make good use of the group-sparse structure of doubly selective channels and thus reconstruct the CSI more efficiently than does the original BMP algorithm, which treats the sparse signals in the conventional manner and ignores the specific structure of their sparsity patterns. Numerical results demonstrate that the proposed Bayesian estimation has a good performance over rapidly time-varying channels.

Reducing Feedback Overhead in Opportunistic Scheduling of Wireless Networks Exploiting Overhearing

  • Baek, Seung-Jun
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제6권2호
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    • pp.593-609
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    • 2012
  • We propose a scheme to reduce the overhead associated with channel state information (CSI) feedback required for opportunistic scheduling in wireless access networks. We study the case where CSI is partially overheard by mobiles and thus one can suppress transmitting CSI reports for time varying channels of inferior quality. We model the mechanism of feedback suppression as a Bayesian network, and show that the problem of minimizing the average feedback overhead is NP-hard. To deal with hardness of the problem we identify a class of feedback suppression structures which allow efficient computation of the cost. Leveraging such structures we propose an algorithm which not only captures the essence of seemingly complex overhearing relations among mobiles, but also provides a simple estimate of the cost incurred by a suppression structure. Simulation results are provided to demonstrate the improvements offered by the proposed scheme, e.g., a savings of 63-83% depending on the network size.

파괴검사(破壞檢査)에 있어서의 최소비용(最少費用) 샘플링 검사방식(檢査方式)의 결정(決定)에 관한 연구(硏究) - 계수파괴(計數破壞) 1회검사(回檢査)를 중심(中心)으로 - (A Study on the Determination of a Minimum Cost Sampling Inspection Plan for Destructive Testing)

  • 황의철;정영배
    • 품질경영학회지
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    • 제8권2호
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    • pp.15-22
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    • 1980
  • This paper deals with the problem of determining a minimum cost sampling inspection plan for a single destructive testing by attribute. The cost for inspection lot is constructed by following three cost factors: (1) cost of inspection, (2) cost of accepted defective, (3) cost of rejected lot Using Hald's Bayesian approach in a single non-destructive testing, procedure's for finding the minimum cost single destructive sampling inspection plan by attribute are given. Assuming the uniform distribution as a prior-distribution and using numerical analysis by computer, a minimum cost single destructive sampling inspection plan by attribute for several lot sizes, unit cost, destructive testing cost, and salvage cost is given.

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베이지안 기법을 적용한 일회성 장비의 경제적 시험 수량 연구 (A Study of Economical Sample Size for Reliability Test of One-Shot Device with Bayesian Techniques)

  • 이연호;이계신;이학재;김상문;문기성
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제14권3호
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    • pp.162-168
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    • 2014
  • This paper discusses the application of Bayesian techniques with test data on similar products for performing the Economical Reliability Test of new one-shot device. Using the test data on similar products, reliability test required lower sample size currently being spent in order to demonstrate a target reliability with a specified confidence level. Furthermore, lower sample size reduces cost, time and various resources on reliability test. In this paper, we use similarity as calculating weight of similar products and analyze similarity between new and similar product for comparison of the essential function.

Bayesian Maintenance Policy for a Repairable System with Non-renewing Warranty

  • 한성실;정기문
    • Journal of the Korean Data and Information Science Society
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    • 제13권1호
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    • pp.55-65
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    • 2002
  • In this paper we present a Bayesian approach for determining an optimal maintenance policy following the expiration of warranty for a repairable system. We consider two types of warranty policies : non-renewing free replacement warranty (NFRW) and non-renewing pro-rata warranty (NPRW). The mathematical formula of the expected cost rate per unit time is obtained for NFRW and NPRW, respectively. When the failure time is Weibull distribution with uncertain parameters, a Bayesian approach is established to formally express and update the uncertain parameters for determining an optimal maintenance policy. We illustrate the use of our approach with simulated data.

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