• Title/Summary/Keyword: Poisson process.

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Development of a Stochastic Inventory System Model

  • Sung, Chang-Sup
    • Journal of Korean Institute of Industrial Engineers
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    • v.5 no.1
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    • pp.59-66
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    • 1979
  • The objective of this paper is to develop a stochastic inventory system model under the so-called continuous-review policy with a Poisson one-at-a-time demand process, iid customer inter-arrival times {Xi}, backorders allowed, and constant procurement lead time $\gamma$. The distributions of the so-called inventory position process {$IP_{(t-r)}$} and lead time demand process {$D_{(t-r,t)}$} are formulated in terms of cumulative demand by time t, {$N_t$}. Then, for the long-run expected average annual inventory cost expression, the "ensemble" average is estimated, where the cost variations for stock ordering, holding and backorders are considered stationary.

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A UNIFORM LAW OF LARGE MUNBERS FOR PRODUCT RANDOM MEASURES

  • Kil, Byung-Mun;Kwon, Joong-Sung
    • Bulletin of the Korean Mathematical Society
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    • v.32 no.2
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    • pp.221-231
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    • 1995
  • Let $Z_1, Z_2, \ldots, Z_l$ be random set functions or intergrals. Then it is possible to discuss their products. In the case of random integrals, $Z_i$ is a random set function indexed y a family, $G_i$ say, of real valued functions g on $S_i$ for which the integrals $Z_i(g) = \smallint gdZ_i$ are well defined. If $g_i = \in g_i (i = 1, 2, \ldots, l) and g_1 \otimes \cdots \otimes g_l$ denotes the tensor product $g(s) = g_1(s_1)g_2(s_2) \cdots g_l(s_l) for s = (s_1, s_2, \ldots, s_l) and s_i \in S_i$, then we can defined $Z(g) = (Z_1 \times Z_2 \times \cdots \times Z_l)(g) = Z_1(g_1)Z_2(g_2) \cdots Z_l(g_l)$.

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Forecasting interval for the INAR(p) process using sieve bootstrap

  • Kim, Hee-Young;Park, You-Sung
    • Proceedings of the Korean Statistical Society Conference
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    • 2005.11a
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    • pp.159-165
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    • 2005
  • Recently, as a result of the growing interest in modelling stationary processes with discrete marginal distributions, several models for integer valued time series have been proposed in the literature. One of theses models is the integer-valued autoregressive(INAR) models. However, when modelling with integer-valued autoregressive processes, there is not yet distributional properties of forecasts, since INAR process contain an accrued level of complexity in using the Steutal and Van Harn(1979) thinning operator 'o'. In this study, a manageable expression for the asymptotic mean square error of predicting more than one-step ahead from an estimated poisson INAR(1) model is derived. And, we present a bootstrap methods developed for the calculation of forecast interval limits of INAR(p) model. Extensive finite sample Monte Carlo experiments are carried out to compare the performance of the several bootstrap procedures.

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The Camparative study of NHPP Extreme Value Distribution Software Reliability Model from the Perspective of Learning Effects (NHPP 극값 분포 소프트웨어 신뢰모형에 대한 학습효과 기법 비교 연구)

  • Kim, Hee Cheul
    • Journal of Korea Society of Digital Industry and Information Management
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    • v.7 no.2
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    • pp.1-8
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    • 2011
  • In this study, software products developed in the course of testing, software managers in the process of testing software test and test tools for effective learning effects perspective has been studied using the NHPP software. The finite failure non-homogeneous Poisson process models presented and the life distribution applied extreme distribution which used to find the minimum (or the maximum) of a number of samples of various distributions. Software error detection techniques known in advance, but influencing factors for considering the errors found automatically and learning factors, by prior experience, to find precisely the error factor setting up the testing manager are presented comparing the problem. As a result, the learning factor is greater than automatic error that is generally efficient model could be confirmed. This paper, a numerical example of applying using time between failures and parameter estimation using maximum likelihood estimation method, after the efficiency of the data through trend analysis model selection were efficient using the mean square error.

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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    • v.8 no.1
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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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A study on the Reliability System Software based on NHPP(Non-Homogeneous Poisson Process (비-동질 안정 프로세스 기반 임베디드 시스템 소프트웨어의 신뢰성 특성에 관한 연구)

  • 한상섭;백영구;이근석;전현덕;류호중;이기서
    • Proceedings of the KSR Conference
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    • 2001.05a
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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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Frameworks for NHPP Software Reliability Growth Models

  • Park, J.Y.;Park, J.H.;Fujiwara, T.
    • International Journal of Reliability and Applications
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    • v.7 no.2
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    • pp.155-166
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    • 2006
  • Many software reliability growth models (SRGMs) based on nonhomogeneous Poisson process (NHPP) have been developed and applied in practice. NHPP SRGMs are characterized by their mean value functions. Mean value functions are usually derived from differential equations representing the fault detection/removal process during testing. In this paper such differential equations are regarded as frameworks for generating mean value functions. Currently available frameworks are theoretically discussed with respect to capability of representing the fault detection/removal process. Then two general frameworks are proposed.

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On Optimal Replacement Policies for a Deteriorating System (기능저하 시스템에서의 최적 교체 정책)

  • Ji Hwan Chan
    • Journal of Korean Society for Quality Management
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    • v.30 no.4
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    • pp.94-105
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    • 2002
  • In this paper, replacement problems for a deteriorating system are considered. In the system under consideration, the successive lifetimes after repair become shorter and shorter, while the consecutive repair times become longer and longer. More specifically, the lifetimes of the system form a nonhomogeneous Poisson process, whereas the consecutive repair times constitute a stochastically increasing geometric process. Optimal replacement policies for the long-run average cost rate and the steady state availability are considered. Also taking the cost and the availability into consideration at the same time, the properties of optimal policies under the Cost Priority Policy and the Availability Priority Policy are obtained.

3D Visualization for Extremely Dark Scenes Using Merging Reconstruction and Maximum Likelihood Estimation

  • Lee, Jaehoon;Cho, Myungjin;Lee, Min-Chul
    • Journal of information and communication convergence engineering
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    • v.19 no.2
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    • pp.102-107
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    • 2021
  • In this paper, we propose a new three-dimensional (3D) photon-counting integral imaging reconstruction method using a merging reconstruction process and maximum likelihood estimation (MLE). The conventional 3D photon-counting reconstruction method extracts photons from elemental images using a Poisson random process and estimates the scene using statistical methods such as MLE. However, it can reduce the photon levels because of an average overlapping calculation. Thus, it may not visualize 3D objects in severely low light environments. In addition, it may not generate high-quality reconstructed 3D images when the number of elemental images is insufficient. To solve these problems, we propose a new 3D photon-counting merging reconstruction method using MLE. It can visualize 3D objects without photon-level loss through a proposed overlapping calculation during the reconstruction process. We confirmed the image quality of our proposed method by performing optical experiments.

Study on the Linear Static Structural Analysis Error of Helical Compression Springs (압축 원통 코일 스프링의 선형 정적 구조 해석 오차에 관한 연구)

  • Jang, Sang Chan;Kang, Jung Ho
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.40 no.2
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    • pp.237-244
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    • 2016
  • Helical compression springs have been widely used in industries. The springs should be verified through experiment whether the inherent characteristics of the spring can be maintained during the manufacturing process. Considerable time and expense is spent in the manufacturing process. Therefore, in this study, the structural integrity evaluation of a spring was conducted using linear static structural analysis. Verification and comparison of the experimental data were carried out using a variety of international industrial standards with the intent to prove the validity of this study. The spring model did not consider coil ends. As a result of conducting the structural analysis, the quality of the mesh was improved and the time needed to create an analytical model was reduced. The study indicated that Poisson's ratio had little influence on the result of the structural analysis. Additionally, the possibility of verifying the structural integrity evaluation by structural analysis was confirmed.