• 제목/요약/키워드: Time Truncated Model

검색결과 42건 처리시간 0.026초

STOCHASTIC ACTIVITY NETWORKS WITH TRUNCATED EXPONENTIAL ACTIVITY TIMES

  • ABDELKADER YOUSRY H.
    • Journal of applied mathematics & informatics
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    • 제20권1_2호
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    • pp.119-132
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    • 2006
  • This paper presents an approach for using right-truncated exponentially distributed random variables to model activity times in stochastic activity networks. The advantages of using the right-truncated exponential distribution are discussed. The moments of a project completion time using the proposed distribution are derived and compared with other estimated moments in literature.

절단고정시간에 근거한 파레토 NHPP 소프트웨어 신뢰성장모형에 관한 비교 연구 (The Comparative Study for NHPP of Truncated Pareto Software Reliability Growth Model)

  • 김희철;신현철
    • 융합보안논문지
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    • 제12권1호
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    • pp.9-16
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    • 2012
  • 소프트웨어 시스템의 대규모자료의 적용 때문에 소프트웨어 신뢰도는 소프트웨어 개발에 중요한 역할을 해왔다. 본 연구에서는 고장시간에 관련된 소프트웨어 신뢰성장모형이 제안되었다. 이러한 검사시간은 미리 정해진 절단 고정 시간을 의미한다. 본 연구에서는 소프트웨어의 강도함수, 평균값 함수 및 신뢰도와 모수추정에 대하여 나열하고 파레토 분포를 수명분포로 적용한 비동질적인 포아송 과정을 적용하였다. 본 논문의 수치적인 예에서는 고장 간격 시간 자료를 적용하고 모수추정 방법은 최우 추정 법을 이용하고 추세분석을 통하여 자료의 효율성을 입증한 후 평균자승오차와 $R_{SQ}$(결정계수)를 이용하고 예측 값과 실제 값의 차이에 의존한 효율적인 모형을 선택 비교하였다.

TRUNCATED SOFTWARE RELIABILITY GROWTH MODEL

  • Prince Williams, D.R.;Vivekanandan, P.
    • Journal of applied mathematics & informatics
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    • 제9권2호
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    • pp.761-769
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    • 2002
  • Due to the large scale application of software systems, software reliability plays an important role in software developments. In this paper, a software reliability growth model (SRGM) is proposed. The testing time on the right is truncated in this model. The instantaneous failure rate, mean-value function, error detection rate, reliability of the software, estimation of parameters and the simple applications of this model are discussed .

고무의 힘-변위 관계를 나타내는 모델링에의 볼테라 급수의 응용 (Application of Volterra Series to Modeling an Elastomer Force-Displacement Relation)

  • 성단근
    • 대한전자공학회논문지
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    • 제26권6호
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    • pp.71-78
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    • 1989
  • 비선형 시스템의 입출력 관계는 볼테라 급수로 나타낼 수 있으며 그것은 볼테라 커널에 의해 규명될 수 있다. 본 연구는 소수의 볼테라 급수항을 사용하여 계단 입력에 의한 고무의 힘-변위 관계를 모델링하는데 관한 것이다. 무한의 기울기를 가진 계단 입력을 가하여 얻어진 실험결과에서 일정한 압축시의 계단입력에 대한 결과를 예측한다. 비스코일레스틱 재료를 나타내는 현저한 특징중의 하나인 힘-변위 관계를 모델링하기 위해 2차와 3차 볼테라 급수 모델을 사용한다. 3차 볼테라 급수 모델이 2차 볼테라 급수 모델의 결과에 비해 더 좋은 결과가 얻어지고 있다.

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가산자료모형을 이용한 송정 해수욕장의 경제적 가치추정: - 비수기 해수욕장의 가치추정 - (Estimating the Economic Value of the Songieong Beach Using A Count Data Model: - Off-season Estimating Value of the Beach -)

  • 허윤정;이승래
    • 수산경영론집
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    • 제38권2호
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    • pp.79-101
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    • 2007
  • The purpose of this study is to estimate the economic value of the Songieong Beach in Off-season, using a Individual Travel Cost Model(ITCM). Songieong Beach is located in Busan but far away from city. These days, however, the increased rate of traffic inflow to the Songieong beach and the five-day working week are reflected in the trend analysis. Moreover, people have changed psychological value. For that reason, visitors are on the increase on the beach in off-season. The ITCM is applied to estimate non-market value or environmental Good like a Contingent Valuation Method and Hedonic Price Model etc. The ITCM was derived from the Count Data Model(i.e. Poisson and Negative Binomial model). So this paper compares Poisson and negative binomial count data models to measure the tourism demands. The data for the study were collected from the Songjeong Beach on visitors over the a week from November 1 through November 23, 2006. Interviewers were instructed to interview only individuals. So the sample was taken in 113. A dependent variable that is defined on the non-negative integers and subject to sampling truncation is the result of a truncated count data process. This paper analyzes the effects of determinants on visitors' demand for exhibition using a class of maximum-likelihood regression estimators for count data from truncated samples, The count data and truncated models are used primarily to explain non-negative integer and truncation properties of tourist trips as suggested by the economic valuation literature. The results suggest that the truncated negative binomial model is improved overdispersion problem and more preferred than the other models in the study. This paper is not the same as the others. One thing is that Estimating Value of the Beach in off-season. The other thing is this study emphasizes in particular 'travel cost' that is not only monetary cost but also including opportunity cost of 'travel time'. According to the truncated negative binomial model, estimates the Consumer Surplus(CS) values per trip of about 199,754 Korean won and the total economic value was estimated to be 1,288,680 Korean won.

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Mixed Model Reduction to Improve Steady-State Behaviour of RLC Circuits

  • Lee, Won-Kyu;Victor Sreeram
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2002년도 ICCAS
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    • pp.75.1-75
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    • 2002
  • Several model order reduction methods for large RLC circuits have been developed in the last few years. Krylop subspace based methods are extremely effective for generating the low order models of large system but there is no optimal theory for the resulting models. Alternatively, methods based truncated balanced realization have an optimality property but are too computationally expensive to use on complicated problems such as large RLC circuits. In this paper, we present a method for improving time domain response of reduced order RLC circuits. The method used here is based on combing Krylop subspace based method and truncated balanced realization method plus residualization. The metho...

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Estimation of Random Coefficient AR(1) Model for Panel Data

  • Son, Young-Sook
    • Journal of the Korean Statistical Society
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    • 제25권4호
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    • pp.529-544
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    • 1996
  • This paper deals with the problem of estimating the autoregressive random coefficient of a first-order random coefficient autoregressive time series model applied to panel data of time series. The autoregressive random coefficients across individual units are assumed to be a random sample from a truncated normal distribution with the space (-1, 1) for stationarity. The estimates of random coefficients are obtained by an empirical Bayes procedure using the estimates of model parameters. Also, a Monte Carlo study is conducted to support the estimation procedure proposed in this paper. Finally, we apply our results to the economic panel data in Liu and Tiao(1980).

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수리 가능한 시스템의 평균고장간격시간에 대한 붓스트랩 신뢰구간 (Boostrap confidence interval for mean time between failures of a repairable system)

  • 김대경;안미경;박동호
    • 응용통계연구
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    • 제11권1호
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    • pp.53-64
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    • 1998
  • 수리 가능한 시스템에 대한 고장시간을 표현하는 여러가지 형태의 통계적 모형이 최근 엔지니어들과 신뢰성분야 학자들의 많은 관심을 끌고 있다. 본 논문에서는 수리가능한 시스템의 신뢰성 증가를 나타내는데 유용하게 적용되는 power law process를 고려하고 특히 정시중단자료(time truncated data)인 경우 고장간격에 대한 신뢰구간을 붓스트랩 기법을 이용하여 구하고 이것을 Crow(1982)가 구한 기존의 신뢰구간과 비교 분석하였다.

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Moments calculation for truncated multivariate normal in nonlinear generalized mixed models

  • Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • 제27권3호
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    • pp.377-383
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    • 2020
  • The likelihood-based inference in a nonlinear generalized mixed model often requires computing moments of truncated multivariate normal random variables. Many methods have been proposed for the computation using a recurrence relation or the moment generating function; however, these methods rely on high dimensional numerical integrations. The numerical method is known to be inefficient for high dimensional integral in accuracy. Besides the accuracy, the methods demand too much computing time to use them in practical analyses. In this note, a moment calculation method is proposed under an assumption of a certain covariance structure that occurred mostly in generalized mixed models. The method needs only low dimensional numerical integrations.

A Treatment for Truncated Boundary in a Half-Space with 2-D Rayleigh Wave BEM

  • Ju, Tae-Ho;Cho, Youn-Ho;Phan, Haidang;Achenbach, Jan D.
    • 비파괴검사학회지
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    • 제31권6호
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    • pp.650-655
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    • 2011
  • Analysis of two-dimensional Rayleigh wave scattering pattern by a surface defect is studied through modified boundary element method. BEM proposed in this paper has special treatment at each end of boundary which should have the Rayleigh wave go away without any generation of virtual reflections. It is shown that treatment for truncated boundary which is used to model two-dimensional Rayleigh waves' behavior in an elastic half-space is successfully implemented. To check numerical results' accuracy, time domain IFFT signal of the displacements is presented. Improvement on getting rid of unwanted influence of truncated boundary induced by 2-D Rayleigh waves on a flat surface of an elastic half-infinite medium is shown. As a final goal, the numerical results of Rayleigh wave scattering trend are plotted and they are compared with theoretical curves to prove its accuracy.