• 제목/요약/키워드: Non-Homogeneous Poisson Process Model

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The Likelihood for a Two-Dimensional Poisson Exceedance Point Process Model

  • Yun, Seok-Hoon
    • Communications for Statistical Applications and Methods
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    • 제15권5호
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    • pp.793-798
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    • 2008
  • Extreme value inference deals with fitting the generalized extreme value distribution model and the generalized Pareto distribution model, which are recently combined to give a single model, namely a two-dimensional non-homogeneous Poisson exceedance point process model. In this paper, we extend the two-dimensional non-homogeneous Poisson process model to include non-stationary effect or dependence on covariates and then derive the likelihood for the extended model.

학습효과를 고려한 인간 기계 직렬체계 신뢰도와 모수추정 (Human Machine Serial Systems Reliability and Parameters Estimation Considering Human Learning Effect)

  • 김국
    • 한국경영공학회지
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    • 제23권4호
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    • pp.159-164
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    • 2018
  • Human-machine serial systems must be normal in both systems. Though the failure of machine is irreducible by itself, the human errors are of recurring type. When the human performance is described quantitatively, non-homogeneous Poisson Process model of human errors can be developed. And the model parameters can be estimated by maximum likelihood estimation and numerical analysis method. System reliability is obtained by multiplying machine reliability by human reliability.

Two model comparisons of software reliability analysis for Burr type XII distribution

  • An, Jeong-Hyang
    • Journal of the Korean Data and Information Science Society
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    • 제23권4호
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    • pp.815-823
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    • 2012
  • In this paper reliability growth model in which the operating time between successive failure is a continuous random variable is proposed. This model is for Burr type XII distribution with two parameters which is discussed in two versions: the order statistics and non-homogeneous Poisson process. The two software reliability measures are obtained. The performance for two versions of the suggested model is tested on real data set by U-plot and Y-plot using Kolmogorov distance.

중첩 NHPP 모형에 근거한 소프트웨어 최적방출시기에 관한 연구 (A Study of Software Optimal Release Time for Based on Superposition NHPP Model)

  • 김희철
    • 디지털산업정보학회논문지
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    • 제6권3호
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    • pp.9-17
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    • 2010
  • Decision problem called an optimal release policies, after testing a software system in development phase and transfer it to the user, is studied. The applied model of release time exploited infinite non-homogeneous Poisson process. This infinite non-homogeneous Poisson process is a model which reflects the possibility of introducing new faults when correcting or modifying the software. The failure life-cycle distribution used superposition which has various intensity, if the system is complicated. Thus, software release policies which minimize a total average software cost of development and maintenance under the constraint of satisfying a software reliability requirement becomes an optimal release policies. In a numerical example, after trend test applied and estimated the parameters using maximum likelihood estimation of inter-failure time data, estimated software optimal release time. Through this study, in terms of superposition model and simply model, the optimal time to using superposition model release the software developer to determine how much could count will help.

Optimization of Software Cost Model with Warranty and Delivery Delay Costs

  • Lee, Chong-Hyung;Jang, Kyu-Beom;Park, Dong-Ho
    • Communications for Statistical Applications and Methods
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    • 제12권3호
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    • pp.697-704
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    • 2005
  • Computer software has gradually become an indispensable elements in many aspects of our daily lives and an important factor in numerous systems. In recent years, it is not unusual that the software cost is more than the hardware cost in many situations. In addition to the costs of developing software, the repair cost resulting from the software failures are even more significant. In this paper, a cost model with warranty cost, time to remove each fault detected in the software system, and delivery delay cost is developed. We use a software reliability model based on non-homogeneous Poisson process (NHPP). We discuss the optimal release policies to minimize the expected total software cost. Numerical examples are provided to illustrate the results.

혼합 와이블 NHPP 모형에 근거한 소프트웨어 최적방출시기에 관한 연구 (A Study on Optimal Release Time for Software Systems based on Mixture Weibull NHPP Model)

  • 이상식;김희철
    • 디지털산업정보학회논문지
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    • 제6권2호
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    • pp.183-191
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    • 2010
  • Decision problem called an optimal release policies, after testing a software system in development phase and transfer it to the user, is studied. The applied model of release time exploited infinite non-homogeneous Poisson process. This infinite non-homogeneous Poisson process is a model which reflects the possibility of introducing new faults when correcting or modifying the software. The failure life-cycle distribution used mixture which has various intensity, if the system is complicated. Thus, software release policies which minimize a total average software cost of development and maintenance under the constraint of satisfying a software reliability requirement becomes an optimal release policies. In a numerical example, after trend test applied and estimated the parameters using maximum likelihood estimation of inter-failure time data, estimated software optimal release time.

Upside-Down 욕조 곡선 형태의 고장 강도를 가지는 세분화 모형 (A Segmented Model with Upside-Down Bathtub Shaped Failure Intensity)

  • 박우재;김상부
    • 한국산업융합학회 논문집
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    • 제23권6_2호
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    • pp.1103-1110
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    • 2020
  • In this study, a segmented model with Upside-Down bathtub shaped failure intensity for a repairable system are proposed under the assumption that the occurrences of the failures of a repairable system follow the Non-Homogeneous Poisson Process. The proposed segmented model is the compound model of S-PLP and LIP (Segmented Power Law Process and Logistic Intensity Process), that fits the separate failure intensity functions on each segment of time interval. The maximum likelihood estimation is used for estimating the parameters of the S-PLP and LIP model. The case study of system A shows that the S-PLP and LIP model fits better than the other models when compared by AICc (Akaike Information Criterion corrected) and MSE (Mean Squared Error). And it also implies that the S-PLP and LIP model can be useful for explaining the failure intensities of similar systems.

일반화 감마분포에 근거한 소프트웨어 최적방출시기에 관한 비교 연구 (A Study on Optimal Release Time for Software Systems based on Generalized Gamma Distribution)

  • 김재욱;김희철
    • 디지털산업정보학회논문지
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    • 제6권1호
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    • pp.55-67
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    • 2010
  • Decision problem called an optimal release policies, after testing a software system in development phase and transfer it to the user, is studied. The applied model of release time exploited infinite non-homogeneous Poisson process. This infinite non-homogeneous Poisson process is a model which reflects the possibility of introducing new faults when correcting or modifying the software. The failure life-cycle distribution used generalized gamma type distribution which has the efficient various property because of various shape and scale parameter. Thus, software release policies which minimize a total average software cost of development and maintenance under the constraint of satisfying a software reliability requirement becomes an optimal release policies. In a numerical example, after trend test applied and estimated the parameters using maximum likelihood estimation of inter-failure time data, estimated software optimal release time.

A General Coverage-Based NHPP SRGM Framework

  • Park, Joong-Yang;Lee, Gye-Min;Park, Jae-Heung
    • Communications for Statistical Applications and Methods
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    • 제15권6호
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    • pp.875-881
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    • 2008
  • This paper first discusses the existing non-homogeneous Poisson process(NHPP) software reliability growth model(SRGM) frameworks with respect to capability of representing software reliability growth phenomenon. As an enhancement of representational capability a new general coverage-based NHPP SRGM framework is developed. Issues associated with application of the new framework are then considered.

통신 서비스 가용도의 추계적 모델 (Stochastic Model for Telecommunication Service Availability)

  • 함영만;이강원
    • 한국통신학회논문지
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    • 제37권1B호
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    • pp.50-58
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    • 2012
  • 본 연구의 주된 목적은 사용자 관점에서 본 통신 시스템 서비스 가용도의 이론적 모델 개발이다. 이를 위하여 호(Call) 도착은 non-homogeneous 포아손 과정의 가정, 그리고 시스템 상태는 CTMC 모델의 가정을 토대로 서비스 가용도의 추계적 모델을 개발하였다. 제시한 모델은 시간에 따라 변하는 호 도착률을 포함하여 사용자 관점에서 본 서비스 신뢰도 모형의 사용자 모델을 효율적으로 나타냈다. 아울러 시스템 자원의 고장 없이도 사용자가 서비스를 받지 못하는 시스템 상태인 운영 고장 상태를 모델에 포함하여 제공자 입장이 아니라 사용자 관점에서 모델을 구축하였다.