• Title/Summary/Keyword: probability models

검색결과 1,132건 처리시간 0.025초

Development of a New Methodology to find the Expected Busy Periods for Controllable M/G/1 Queueing Models Operating under the Multi-variable Operating Policies: Concepts and applications to the dyadic policies

  • Rhee, Hahn-Kyou
    • 대한산업공학회지
    • /
    • 제23권4호
    • /
    • pp.729-739
    • /
    • 1997
  • In this paper, steady-state controllable M/G/1 queueing systems operating under the dyadic policies are considered. A new method to obtain the expected busy period when the D-policy is involved in system operation, is developed. This new method requires derivation of so called 'the pseudo probability density function' of the busy period for the system under consideration, which is completely different from its actual probability density function. However, the proposed pseudo probability density function does generate the correct expected busy period through simple procedures.

  • PDF

Stochastic ship roll motion via path integral method

  • Cottone, G.;Paola, M. Di;Ibrahim, R.;Pirrotta, A.;Santoro, R.
    • International Journal of Naval Architecture and Ocean Engineering
    • /
    • 제2권3호
    • /
    • pp.119-126
    • /
    • 2010
  • The response of ship roll oscillation under random ice impulsive loads modeled by Poisson arrival process is very important in studying the safety of ships navigation in cold regions. Under both external and parametric random excitations the evolution of the probability density function of roll motion is evaluated using the path integral (PI) approach. The PI method relies on the Chapman-Kolmogorov equation, which governs the response transition probability density functions at two close intervals of time. Once the response probability density function at an early close time is specified, its value at later close time can be evaluated. The PI method is first demonstrated via simple dynamical models and then applied for ship roll dynamics under random impulsive white noise excitation.

다회가공 평면연삭작업에서 표면조도의 실험적 예측 (Experimental Surface Roughness Estimation in Multi-Pass Horizontal Grinding Operations)

  • 최후곤;김재윤;여명구
    • 한국정밀공학회지
    • /
    • 제17권2호
    • /
    • pp.64-72
    • /
    • 2000
  • Surface roughness is one of the most important characteristics in machining processes. This study presents probabilistic models to estimate surface roughness experimentally in multi-pass horizontal surface grinding operations from three independent distributions such as the initial surface roughness distributions of workpiece, the distributions of the wheel radius, and the distributions of distances between major active grains. To specify the model characteristics from surface roughness measurements, either the probability satisfying a given surface roughness or the range of surface roughness satisfying a given probability have been estimated while grinding conditions are fixed. Finally, the relationship between grinding conditions satisfying surface roughness range under a given probability can be established.

  • PDF

A Probabilistic Algorithm for Multi-aircraft Collision Detection and Resolution in 3-D

  • Kim, Kwang-Yeon;Park, Jung-Woo;Tahk, Min-Jea
    • International Journal of Aeronautical and Space Sciences
    • /
    • 제9권2호
    • /
    • pp.1-8
    • /
    • 2008
  • This paper presents a real-time algorithm for collision detection, collision avoidance and guidance. Three-dimensional point-mass aircraft models are used. For collision detection, conflict probability is calculated by using the Monte-Carlo Simulation. Time at the closest point of approach(CPA) and distance at CPA are needed to determine the collision probability, being compared to certain threshold values. For collision avoidance, one of possible maneuver options is chosen to minimize the collision probability. For guidance to a designated way-point, proportional navigation guidance law is used. Two scenarios on encounter situation are studied to demonstrate the performance of proposed algorithm.

저 빈도 대형 사고의 예측기법에 관한 연구 (Forecasting low-probability high-risk accidents)

  • 양희중
    • 산업경영시스템학회지
    • /
    • 제30권3호
    • /
    • pp.37-43
    • /
    • 2007
  • We use influence diagrams to describe event trees used in safety analyses of low-probability high-risk incidents. This paper shows how the branch parameters used in the event tree models can be updated by a bayesian method based on the observed counts of certain well-defined subsets of accident sequences. We focus on the analysis of the shared branch parameters, which may frequently often in the real accident initiation and propagation to more severe accident. We also suggest the way to utilize different levels of accident data to forecast low-probability high-risk accidents.

Throughput-based fair bandwidth allocation in OBS networks

  • Le, Van Hoa;Vo, Viet Minh Nhat;Le, Manh Thanh
    • ETRI Journal
    • /
    • 제40권5호
    • /
    • pp.624-633
    • /
    • 2018
  • Fair bandwidth allocation (FBA) has been studied in optical burst switching (OBS) networks, with the main idea being to map the max-min fairness in traditional IP networks to the fair-loss probability in OBS networks. This approach has proven to be fair in terms of the bandwidth allocation for differential connections, but the use of the ErlangB formula to calculate the theoretical loss probability has made this approach applicable only to Poisson flows. Furthermore, it is necessary to have a reasonable fairness measure to evaluate FBA models. This article proposes an approach involving throughput-based-FBA, called TFBA, and recommends a new fairness measure that is based on the ratio of the actual throughput to the allocated bandwidth. An analytical model for the performance of the output link with TFBA is also proposed.

A novel story on rock slope reliability, by an initiative model that incorporated the harmony of damage, probability and fuzziness

  • Wang, Yajun
    • Geomechanics and Engineering
    • /
    • 제12권2호
    • /
    • pp.269-294
    • /
    • 2017
  • This study aimed to realize the creation of fuzzy stochastic damage to describe reliability more essentially with the analysis of harmony of damage conception, probability and fuzzy degree of membership in interval [0,1]. Two kinds of fuzzy behaviors of damage development were deduced. Fuzzy stochastic damage models were established based on the fuzzy memberships functional and equivalent normalization theory. Fuzzy stochastic damage finite element method was developed as the approach to reliability simulation. The three-dimensional fuzzy stochastic damage mechanical behaviors of Jianshan mine slope were analyzed and examined based on this approach. The comprehensive results, including the displacement, stress, damage and their stochastic characteristics, indicate consistently that the failure foci of Jianshan mine slope are the slope-cutting areas where, with the maximal failure probability 40%, the hazardous Domino effects will motivate the neighboring rock bodies' sliding activities.

결함 제거의 실패를 고려하는 소프트웨어 신뢰도 모델 (A Software Reliability Growth Model with Probability of Imperfect Debugging)

  • 김영휘;김성인;이원형
    • 대한산업공학회지
    • /
    • 제18권1호
    • /
    • pp.37-45
    • /
    • 1992
  • Common assumption we frequently encounter in early models of software reliability is that no new faults are introduced during the fault removal process. In real life, however, there are situations in which new faults are introducted as a result of imperfect debugging. This study alleviating this assumption by introducting the probability of perfect error-correction is an extension of Littlewood's work. In this model, the system reliability, failure rates, mean time to failure and average failure frequency are obtained. Here, when the probability of perfect error-correction is one, the results appear identical with those of the previous studies. In the respect that the results of previous studies are special cases of this model, the model developed can be considered as a generalized one.

  • PDF

An evolutionary approach for structural reliability

  • Garakaninezhad, Alireza;Bastami, Morteza
    • Structural Engineering and Mechanics
    • /
    • 제71권4호
    • /
    • pp.329-339
    • /
    • 2019
  • Assessment of failure probability, especially for a complex structure, requires a considerable number of calls to the numerical model. Reliability methods have been developed to decrease the computational time. In this approach, the original numerical model is replaced by a surrogate model which is usually explicit and much faster to evaluate. The current paper proposed an efficient reliability method based on Monte Carlo simulation (MCS) and multi-gene genetic programming (MGGP) as a robust variant of genetic programming (GP). GP has been applied in different fields; however, its application to structural reliability has not been tested. The current study investigated the performance of MGGP as a surrogate model in structural reliability problems and compares it with other surrogate models. An adaptive Metropolis algorithm is utilized to obtain the training data with which to build the MGGP model. The failure probability is estimated by combining MCS and MGGP. The efficiency and accuracy of the proposed method were investigated with the help of five numerical examples.

ON THE EXISTENCE OF THE TWEEDIE POWER PARAMETER IMPLICIT ESTIMATOR

  • Ghribi, Abdelaziz;Hassin, Aymen;Masmoudi, Afif
    • 대한수학회보
    • /
    • 제59권4호
    • /
    • pp.979-991
    • /
    • 2022
  • A special class of exponential dispersion models is the class of Tweedie distributions. This class is very significant in statistical modeling as it includes a number of familiar distributions such as Gaussian, Gamma and compound Poisson. A Tweedie distribution has a power parameter p, a mean m and a dispersion parameter 𝜙. The value of the power parameter lies in identifying the corresponding distribution of the Tweedie family. The basic objective of this research work resides in investigating the existence of the implicit estimator of the power parameter of the Tweedie distribution. A necessary and sufficient condition on the mean parameter m, suggesting that the implicit estimator of the power parameter p exists, was established and we provided some asymptotic properties of this estimator.