• Title/Summary/Keyword: semi-Markov model

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Statistical Inference of Some Semi-Markov Reliability Models

  • Alwasel, I.A.
    • International Journal of Reliability and Applications
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    • v.9 no.2
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    • pp.167-182
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    • 2008
  • The objective of this paper is to discuss the stochastic analysis and the statistical inference of a three-states semi-Markov reliability model. Using the maximum likelihood procedure, the parameters included in this model are estimated. Based on the assumption that the lifetime and repair time of the system are gener-alized Weibull random variables, the reliability function of this system is obtained. Then, the distribution of the first passage time of this system is derived. Many important special cases are discussed. Finally, the obtained results are compared with those available in the literature.

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Estimation of Parameters in a Generalized Exponential Semi-Markov Reliability Models

  • El-Gohary Awad
    • International Journal of Reliability and Applications
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    • v.6 no.1
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    • pp.13-29
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    • 2005
  • This paper deals with the stochastic analysis of a three-states semi-Markov reliability model. Using both the maximum likelihood and Bayes procedures, the parameters included in this model are estimated. Next, assuming that the lifetime and repair time are generalized exponential random variables, the reliability function of this system is obtained. Then, the distribution of the first passage time of this system is discussed. Finally, some of the obtained results are compared with those available in the literature.

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Generalized Maximum Likelihood Estimation in a Multistate Stochastic Model

  • Yeo, Sung-Chil
    • Journal of the Korean Operations Research and Management Science Society
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    • v.14 no.1
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    • pp.1-15
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    • 1989
  • Multistate survival data with censoring often arise in biomedical experiments. In particular, a four-state space is used for cancer clinical trials. In a four-state space, each patient may either respond to a given treatment and then relapse or may progress without responding. In this four-state space, a model which combines the Markov and semi-Markov models is proposed. In this combined model, the generalized maximum likelihood estimators of the Markov and semi-Markov hazard functions are derived. These estimators are illustrated for the data collected in a study of treatments for advanced breast cancer.

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Parameter and Modeling Uncertainty Analysis of Semi-Distributed Hydrological Model using Markov-Chain Monte Carlo Technique (Markov-Chain Monte Carlo 기법을 이용한 준 분포형 수문모형의 매개변수 및 모형 불확실성 분석)

  • Choi, Jeonghyeon;Jang, Suhyung;Kim, Sangdan
    • Journal of Korean Society on Water Environment
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    • v.36 no.5
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    • pp.373-384
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    • 2020
  • Hydrological models are based on a combination of parameters that describe the hydrological characteristics and processes within a watershed. For this reason, the model performance and accuracy are highly dependent on the parameters. However, model uncertainties caused by parameters with stochastic characteristics need to be considered. As a follow-up to the study conducted by Choi et al (2020), who developed a relatively simple semi-distributed hydrological model, we propose a tool to estimate the posterior distribution of model parameters using the Metropolis-Hastings algorithm, a type of Markov-Chain Monte Carlo technique, and analyze the uncertainty of model parameters and simulated stream flow. In addition, the uncertainty caused by the parameters of each version is investigated using the lumped and semi-distributed versions of the applied model to the Hapcheon Dam watershed. The results suggest that the uncertainty of the semi-distributed model parameters was relatively higher than that of the lumped model parameters because the spatial variability of input data such as geomorphological and hydrometeorological parameters was inherent to the posterior distribution of the semi-distributed model parameters. Meanwhile, no significant difference existed between the two models in terms of uncertainty of the simulation outputs. The statistical goodness of fit of the simulated stream flows against the observed stream flows showed satisfactory reliability in both the semi-distributed and the lumped models, but the seasonality of the stream flow was reproduced relatively better by the distributed model.

Estimation of parameters including a quadratic failure rate semi-Markov reliability model

  • El-Gohary, A.;Alshamrani, A.
    • International Journal of Reliability and Applications
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    • v.12 no.1
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    • pp.1-14
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    • 2011
  • This paper discusses the stochastic analysis and the statistical inference of a quadratic failure rate semi-Markov reliability model. Maximum likelihood procedure will be used to obtain the estimators of the parameters included in this reliability model. Based on the assumption that the lifetime and repair time of the system units are random variables with quadratic failure rate, the reliability function of this system is obtained. Also, the distribution of the first passage time of this system is derived. Many important special cases are discussed.

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Parameters Estimation of Generalized Linear Failure Rate Semi-Markov Reliability Models

  • El-Gohary, A.;Al-Khedhair, A.
    • International Journal of Reliability and Applications
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    • v.11 no.1
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    • pp.1-16
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    • 2010
  • In this paper we will discuss the stochastic analysis of a three state semi-Markov reliability model. Maximum likelihood procedure will be used to obtain the estimators of the parameters included in this reliability model. Based on the assumption that the lifetime and repair time of the system units are generalized linear failure rate random variables, the reliability function of this system is obtained. Also, the distribution of the first passage time of this system will be derived. Some important special cases are discussed.

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Sign Language Spotting Based on Semi-Markov Conditional Random Field (세미-마르코프 조건 랜덤 필드 기반의 수화 적출)

  • Cho, Seong-Sik;Lee, Seong-Whan
    • Journal of KIISE:Software and Applications
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    • v.36 no.12
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    • pp.1034-1037
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    • 2009
  • Sign language spotting is the task of detecting the start and end points of signs from continuous data and recognizing the detected signs in the predefined vocabulary. The difficulty with sign language spotting is that instances of signs vary in both motion and shape. Moreover, signs have variable motion in terms of both trajectory and length. Especially, variable sign lengths result in problems with spotting signs in a video sequence, because short signs involve less information and fewer changes than long signs. In this paper, we propose a method for spotting variable lengths signs based on semi-CRF (semi-Markov Conditional Random Field). We performed experiments with ASL (American Sign Language) and KSL (Korean Sign Language) dataset of continuous sign sentences to demonstrate the efficiency of the proposed method. Experimental results show that the proposed method outperforms both HMM and CRF.

An approximation method for sojourn time distributions in general queueing netowkrs (일반적인 큐잉네트워크에서의 체류시간분포의 근사화)

  • 윤복식
    • Journal of the Korean Operations Research and Management Science Society
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    • v.19 no.3
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    • pp.93-109
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    • 1994
  • Even though sojourn time distributions are essential information in analyzing queueing networks, there are few methods to compute them accurately in non-product form queueing networks. In this study, we model the location process of a typical customer as a GMPH semi-Markov chain and develop computationally useful formula for the transition function and the first-passage time distribution in the GMPH semi-Markov chain. We use the formula to develop an effcient method for approximating sojourn time distributions in the non-product form queueing networks under quite general situation. We demonstrate its validity through numerical examples.

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Modeling and Analysis of Multi-type Failures in Wireless Body Area Networks with Semi-Markov Model (무선 신체 망에서 세미-마르코프 모델을 이용한 다중 오류에 대한 모델링 및 분석)

  • Wang, Song;Chun, Seung-Man;Park, Jong-Tae
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.34 no.9B
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    • pp.867-875
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    • 2009
  • The reliability of wireless body area networks is an important research issue since it may jeopardize the vital human life, unless managed properly. In this article, a new modeling and analysis of node misbehaviors in wireless body area networks is presented, in the presence of multi-type failures. First, the nodes are classified into types in accordance with routing capability. Then, the node behavior in the presence of failures such as energy exhaustion and/or malicious attacks has been modeled using a novel Semi-Markov process. The proposed model is very useful in analyzing reliability of WBANs in the presence of multi-type failures.

Generalized Reliability Centered Maintenance Modeling Through Modified Semi-Markov Chain in Power System

  • Park, Geun-Pyo;Heo, Jae-Haeng;Lee, Sang-Seung;Yoon, Yong-Tae
    • Journal of Electrical Engineering and Technology
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    • v.6 no.1
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    • pp.25-31
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    • 2011
  • The purpose of power system maintenance is to prevent equipment failure. The maintenance strategy should be designed to balance costs and benefits because frequent maintenance increases cost while infrequent maintenance can also be costly due to electricity outages. This paper proposes maintenance modeling of a power distribution system using reliability centered maintenance (RCM). The proposed method includes comprehensive equipment modeling and impact analysis to evaluate the effect of equipment faults. The problem of finding the optimum maintenance strategy is formulated in terms of dynamic programming. The applied power system is based on the RBTS Bus 2 model, and the results demonstrate the potential for designing a maintenance strategy using the proposed model.