• Title/Summary/Keyword: Bayesian cost

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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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    • v.9 no.1
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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.

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

  • Sung, Hongsuk;Park, Chulsoon
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.39 no.1
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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.

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

  • Jung, Hyun-Jun;Park, Heung-Min;Kong, Jung-Sik;Zi, Goang-Seup;Kim, Gyu-Seon
    • Journal of the Korea Concrete Institute
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    • v.21 no.3
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    • pp.359-366
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    • 2009
  • A new life-cycle cost (LCC) evaluation scheme for marine reinforced concrete structures is proposed. In this method, unlike the conventional life-cycle cost evaluation performed during the design process, the life-cycle cost is updated successively whenever new information of the chloride penetration is available. This updating is performed based on the Bayesian approach. For important structures, information required for this new method can be obtained without any difficulties because it is a common element of various types of monitoring systems. Using the new method, the life-cycle maintenance cost of structures can be estimated with a good precision.

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

  • Jung, Ki-Mun
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.5
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    • pp.873-882
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    • 2010
  • This paper considers a Bayesian approach to replacement policy following the expiration of non-renewing combination warranty. The non-renewing combination warranty is the combination of the non-renewing free replacement warranty and the non-renewing pro-rata replacement warranty. We use the criterion based on the expected cost and the expected downtime to determine the optimal replacement period. To do so, we obtain the expected cost rate per unit time and the expected downtime per unit time, respectively. When the failure times are assumed to follow a Weibull distribution with uncertain parameters, we propose the optimal replacement policy based on the Bayesian approach. The overall value function suggested by Jiang and Ji (2002) is utilized to determine the optimal replacement period. Also, the numerical examples are presented for illustrative purpose.

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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    • v.8 no.6
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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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    • v.9 no.2
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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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    • v.6 no.2
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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.

A Study on the Determination of a Minimum Cost Sampling Inspection Plan for Destructive Testing (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 -)

  • Hwang, Ui-Cheol;Jeong, Yeong-Bae
    • Journal of Korean Society for Quality Management
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    • v.8 no.2
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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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A Study of Economical Sample Size for Reliability Test of One-Shot Device with Bayesian Techniques (베이지안 기법을 적용한 일회성 장비의 경제적 시험 수량 연구)

  • Lee, Youn Ho;Lee, Kye Shin;Lee, Hak Jae;Kim, Sang Moon;Moon, Ki Sung
    • Journal of Applied Reliability
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    • v.14 no.3
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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

  • Han, Sung-Sil;Jung, Gi-Mun
    • Journal of the Korean Data and Information Science Society
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    • v.13 no.1
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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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