• 제목/요약/키워드: Poisson process.

검색결과 484건 처리시간 0.024초

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.

Term Structure Estimation Using Official Rate

  • Rhee, Joon Hee;Kim, Yoon Tae
    • Communications for Statistical Applications and Methods
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    • 제10권3호
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    • pp.655-663
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    • 2003
  • The fundamental tenn structure model is based on the modelling of the short rate. It is well-known that the short rate depends on the interest rate policy of monetary authorities, especially on the official rate. Babbs and Webber(1994) modelled the tenn structure of interest rates using the official rate. They assume that the official rate follows a jump process. This reflects that the official rate infrequently changes. In this paper, we test this official tenn structure model and compare the jump-diffusion model with the pure diffusion model.

The Software Reliability Growth Models for Software Life-Cycle Based on NHPP

  • Nam, Kyung-H.;Kim, Do-Hoon
    • 응용통계연구
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    • 제23권3호
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    • pp.573-584
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    • 2010
  • This paper considers the differences in the software execution environments in the testing phase and the operational phase to determine the optimal release time and warranty period of software systems. We formulate equations for the total expected software cost until the end of the software life cycle based on the NHPP. In addition, we derive the optimal release time that minimizes the total expected software cost for an imperfect debugging software reliability model. Finally, we analyze the sensitivity of the optimal testing and maintenance design related to variation of the cost model parameters based on the fault data observed in the actual testing process, and discuss the quantitative properties of the proposed model.

STOCHASTIC SINGLE MACHINE SCHEDULING WITH WEIGHTED QUADRATIC EARLY-TARDY PENALTIES

  • Zhao, Chuan-Li;Tang, Heng-Yong
    • Journal of applied mathematics & informatics
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    • 제26권5_6호
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    • pp.889-900
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    • 2008
  • The problem of scheduling n jobs on a single machine is considered when the machine is subject to stochastic breakdowns. The objective is to minimize the weighted squared deviation of job completion times from a common due date. Two versions of the problem are addressed. In the first one the common due date is a given constant, whereas in the second one the common due date is a decision variable. In each case, a general form of deterministic equivalent of the stochastic scheduling problem is obtained when the counting process N(t) related to the machine uptimes is a Poisson process. It is proved that an optimal schedule must be V-shaped in terms of weighted processing time when the agreeable weight condition is satisfied. Based on the V-shape property, two dynamic programming algorithms are proposed to solve both versions of the problem.

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불완전수정에서 격리된 시험영역에 대한 소프트웨어 신뢰도 성장모형 연구 (A Study on Software Reliability Growth Model for Isolated Testing-Domain under Imperfect Debugging)

  • 남경현;김도훈
    • 품질경영학회지
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    • 제34권3호
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    • pp.73-78
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    • 2006
  • In this paper, we propose a software reliability growth model based on the testing domain in the software system, which is isolated by the executed test cases in software testing. In particular, our model assumes an imperfect debugging environment in which new faults are introduced in the fault-correction process, and is formulated as a nonhomogeneous Poisson process(NHPP). Further, it is applied to fault-detection data, the results of software reliability assessment are shown, and comparison of goodness-of-fit with the existing software reliability growth model is performed.

수리가능한 품목의 예방교체를 위한 주문정책 (A Spare Ordering Policy for Preventive Replacement with Repair)

  • 임성욱;박영택
    • 품질경영학회지
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    • 제39권4호
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    • pp.480-485
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    • 2011
  • This paper presents a spare ordering policy for preventive replacement with minimal repair. To analyze the ordering policy, the failure process is modeled by a non-homogeneous Poisson process. Introducing the ordering, repair, downtime, replacement costs and salvage value, we derive the expected cost effectiveness as a criterion of optimality when the lifetime and lead times for the regular and expedited orders are generally distributed random variables. It is shown that, under certain conditions, there exists a finite and unique optimum ordering time which maximizes the expected cost effectiveness. A numerical example is also included to explain the proposed model.

동적 환경에서의 동시조달 수리부속품 재고수준 결정 (Determining the Current Spare Parts Level in a Dynamic Environment)

  • 우제웅;강맹규
    • 한국국방경영분석학회지
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    • 제24권2호
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    • pp.146-161
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    • 1998
  • This article develops model of the nonstationary state behavior of the multiechelon spare parts provisioning systems. This study is concerned with a problem of determining the near optimal requirements level of the spare parts, especially Concurrent Spare Parts(CSP). CSP is supplied with the procurement of new equipment system, and is used to sustain the equipment without resupply during the initial coverage period. We consider this situation as a multiechelon inventory model with several bases and one depot. And we assume an equipment system which consists of many types of parts would grounded if one of the parts fail. Also this multiechelon CSP problem is considering the nonstationary poisson failure process and nonstationary exponential repair process in a dynamic environment. We develop an efficient computational procedure to find the near optimal number of spare parts minimizing the total expected cost, while achieving the required system availability. Finally we present a simple example of suggested method.

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(Max, +)-대수를 이용한 2-노드 유한 버퍼 일렬대기행렬에서의 대기시간 분석 (Application of (Max, +)-algebra to the Waiting Times in Deterministic 2-node Tandem Queues with Blocking)

  • 서동원
    • 한국경영과학회지
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    • 제30권1호
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    • pp.149-159
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    • 2005
  • In this study, we consider characteristics of stationary waiting times in single-server 2-node tandem queues with a finite buffer, a Poisson arrival process and deterministic service times. The system has two buffers: one at the first node is infinite and the other one at the second node is finite. We show that the sojourn time or departure process does not depend on the capacity of the finite buffer and on the order of nodes (service times), which are the same as the previous results. Furthermore, the explicit expressions of waiting times at the first node are given as a function of the capacity of the finite buffer and we are able to disclose a relationship of waiting times between under communication blocking and under manufacturing blocking. Some numerical examples are also given.

The Cluster Damage in a $extsc{k}th-Order$ Stationary Markov Chain

  • Yun, Seokhoon
    • Journal of the Korean Statistical Society
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    • 제28권2호
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    • pp.235-251
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    • 1999
  • In this paper we examine extremal behavior of a $textsc{k}$th-order stationary Markov chain {X\ulcorner} by considering excesses over a high level which typically appear in clusters. Excesses over a high level within a cluster define a cluster damage, i.e., a normalized sum of all excesses within a cluster, and all excesses define a damage point process. Under some distributional assumptions for {X\ulcorner}, we prove convergence in distribution of the cluster damage and obtain a representation for the limiting cluster damage distribution which is well suited for simulation. We also derive formulas for the mean and the variance of the limiting cluster damage distribution. These results guarantee a compound Poisson limit for the damage point process, provided that it is strongly mixing.

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ANALYSIS OF THE MMPP/G/1/K QUEUE WITH A MODIFIED STATE-DEPENDENT SERVICE RATE

  • Choi, Doo Il;Kim, Bokeun;Lim, Dae-Eun
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제18권4호
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    • pp.295-304
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    • 2014
  • We analyze theMMPP/G/1/K queue with a modified state-dependent service rate. The service time of customers upon service initiation is changed if the number of customers in the system reaches a threshold. Then, the changed service time is continued until the system becomes empty completely, and this process is repeated. We analyze this system using an embedded Markov chain and a supplementary variable method, and present the queue length distributions at a customer's departure epochs and then at an arbitrary time.