• Title/Summary/Keyword: Time Truncated Model

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STOCHASTIC ACTIVITY NETWORKS WITH TRUNCATED EXPONENTIAL ACTIVITY TIMES

  • ABDELKADER YOUSRY H.
    • Journal of applied mathematics & informatics
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    • v.20 no.1_2
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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.

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

  • Kim, Hee-Cheul;Shin, Hyun-Cheul
    • Convergence Security Journal
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    • v.12 no.1
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    • pp.9-16
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    • 2012
  • 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 for testing time. The testing time on the right is truncated in this model. The intensity function, mean-value function, reliability of the software, estimation of parameters and the special applications of Pareto NHPP model are discussed. 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, depended on difference between predictions and actual values, were efficient using the mean square error and $R_{SQ}$.

TRUNCATED SOFTWARE RELIABILITY GROWTH MODEL

  • Prince Williams, D.R.;Vivekanandan, P.
    • Journal of applied mathematics & informatics
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    • v.9 no.2
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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 .

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

  • Sung, Dan-Keun
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.26 no.6
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    • pp.71-78
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    • 1989
  • The imput-output relations for nonlinear systems can be explicitly represented by the Volterra series and they can be characterized by the Volterra kernels. This study is concerned with modeling an elastomer force-displacement relation due to step inputs by utilizing the truncated Volterra series. Since it is practically impossible to apply step inputs that have infinite slope at zero time, the loads due to constant penetration(displacement) rate followed by constant penetration inputs are measured as an alternative approach and estimated for step inputs and then utilized for the truncated Volterra series models. One second order and one third order truncated Volterra series models have been employed to model the force-displacement relation which is one of the prominent properties to characterize the viscoelastic material. The third order truncated Volterra series model has better results, compared with those of the second order truncated Volterra series model.

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

  • Heo, Yun-Jeong;Lee, Seung-Lae
    • The Journal of Fisheries Business Administration
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    • v.38 no.2
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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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    • 2002.10a
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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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    • v.25 no.4
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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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Boostrap confidence interval for mean time between failures of a repairable system (수리 가능한 시스템의 평균고장간격시간에 대한 붓스트랩 신뢰구간)

  • 김대경;안미경;박동호
    • The Korean Journal of Applied Statistics
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    • v.11 no.1
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    • pp.53-64
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    • 1998
  • Recently, it is of great interest among engineers and reliability scientists to consider a statistical model to describe the failure times of various types of repairable systems. The main subject we deal with in this paper is the power law process which is proved to be a useful model to describe the reliability growth of the repairable system. In particular, we derive the bootstrap confidence intervals of the mean time between two successive failures of a repairable system using the time truncated data. We also compare our bootstrap confindence intervals with Crow's (1982) confidence interval.

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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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    • v.27 no.3
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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.
    • Journal of the Korean Society for Nondestructive Testing
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    • v.31 no.6
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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.