To identify an unknown function defining of a nonlinear ARX-process, we use kernel regression estimators. The principal parts of mean square errors for these estimators are found. The proposed algorithms are applied to the real data processing.
{"title":"Nonparametric Algorithms of Identification and Prediction in the ARX-Models","authors":"G. Koshkin, Vadim Yu. Lukov, I. G. Piven","doi":"10.1109/SMRLO.2016.109","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.109","url":null,"abstract":"To identify an unknown function defining of a nonlinear ARX-process, we use kernel regression estimators. The principal parts of mean square errors for these estimators are found. The proposed algorithms are applied to the real data processing.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"18 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131303870","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
B. Volochiy, L. Ozirkovskyy, O. Mulyak, Sergiy Volochiy
During design of Instrumentation and Control (I&C) Systems in Nuclear Power Plants (NPP) engineer should take into account requirements for high reliability and safety. Engineer also needs to consider that addition of redundant subsystems (such as reactor protection, monitoring systems etc.) decreases the reliability of the whole I&C system. In this article we present the method for solution of the problem of improving NPP I&C systems safety by improving their reliability. The method is based on the state-transition model of NPP I&C system with split critical failure state. The key feature of this method is the possibility to calculate indicators of reliability and safety using one model. This possibility allows investigating the influences of the maintenance strategies and fault-tolerance design on the system's safety.
{"title":"Safety Estimation of Critical NPP I&C Systems via State Space Method","authors":"B. Volochiy, L. Ozirkovskyy, O. Mulyak, Sergiy Volochiy","doi":"10.1109/SMRLO.2016.63","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.63","url":null,"abstract":"During design of Instrumentation and Control (I&C) Systems in Nuclear Power Plants (NPP) engineer should take into account requirements for high reliability and safety. Engineer also needs to consider that addition of redundant subsystems (such as reactor protection, monitoring systems etc.) decreases the reliability of the whole I&C system. In this article we present the method for solution of the problem of improving NPP I&C systems safety by improving their reliability. The method is based on the state-transition model of NPP I&C system with split critical failure state. The key feature of this method is the possibility to calculate indicators of reliability and safety using one model. This possibility allows investigating the influences of the maintenance strategies and fault-tolerance design on the system's safety.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"75 11 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129906566","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
This is a short introduction into the Theory of Mean Derivatives and a survey of results of the Voronezh team on the equations and inclusions with mean derivatives and their applications. In particular we explain some methods for calculation of mean derivatives, introduce the equations and inclusions with forward mean derivatives and with symmetric mean derivatives (current velocities), find optimal solutions for general inclusions and for the so called inclusions of geometric Brownian motion type, investigate the Leontieff type equations with noise and some second order equations with mean derivatives arising in mathematical physics.
{"title":"Stochastic Equations and Inclusions with Mean Derivatives and Their Applications to Mathematical Physics","authors":"Y. Gliklikh","doi":"10.1109/SMRLO.2016.74","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.74","url":null,"abstract":"This is a short introduction into the Theory of Mean Derivatives and a survey of results of the Voronezh team on the equations and inclusions with mean derivatives and their applications. In particular we explain some methods for calculation of mean derivatives, introduce the equations and inclusions with forward mean derivatives and with symmetric mean derivatives (current velocities), find optimal solutions for general inclusions and for the so called inclusions of geometric Brownian motion type, investigate the Leontieff type equations with noise and some second order equations with mean derivatives arising in mathematical physics.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"157 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127446075","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
There exist various approaches to evaluate the statistical properties of a set of start-up demonstration tests. Among them is the function generating method and the Markov chain imbedding approach. A different approach stems from using basic combinatorics. It has been presented in various articles and it is intended here to give a short summary. Various criteria are suggested for determining whether to accept or reject the tested equipment. These include the older and simpler ones like CSTF (continuous successes total failures) according to which acceptance is achieved if a certain length of run of successes comes before a specified total number of failures, and vice versa for rejection. A more advanced test criterion is for instance TSCSTFCF (total successes continuous successes total failures continuous failures) where the equipment is accepted if either there appears a certain length of run of successes or a specified total number of successes is encountered before a pre-specified length of a run of failures and a certain total number of failures. It is rejected if the opposite case is observed. Using a combinatorial approach, features like the expected number of tests and the probability of accepting the tested unit are evaluated. Further on, an optimization procedure for determining the various parameters that are involved in the process will be presented. The reasonable objective of minimizing the number of required tests is considered. This is carried out subject to confidence level constraints. The theory has been expanded to include multi-valued tests and to possibly assuming some dependence between the tests. A recent generalization to the two-dimensional case will also be included.
{"title":"A Combinatorial Approach for Analyzing Start-Up Demonstration Tests","authors":"A. Gera","doi":"10.1109/SMRLO.2016.23","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.23","url":null,"abstract":"There exist various approaches to evaluate the statistical properties of a set of start-up demonstration tests. Among them is the function generating method and the Markov chain imbedding approach. A different approach stems from using basic combinatorics. It has been presented in various articles and it is intended here to give a short summary. Various criteria are suggested for determining whether to accept or reject the tested equipment. These include the older and simpler ones like CSTF (continuous successes total failures) according to which acceptance is achieved if a certain length of run of successes comes before a specified total number of failures, and vice versa for rejection. A more advanced test criterion is for instance TSCSTFCF (total successes continuous successes total failures continuous failures) where the equipment is accepted if either there appears a certain length of run of successes or a specified total number of successes is encountered before a pre-specified length of a run of failures and a certain total number of failures. It is rejected if the opposite case is observed. Using a combinatorial approach, features like the expected number of tests and the probability of accepting the tested unit are evaluated. Further on, an optimization procedure for determining the various parameters that are involved in the process will be presented. The reasonable objective of minimizing the number of required tests is considered. This is carried out subject to confidence level constraints. The theory has been expanded to include multi-valued tests and to possibly assuming some dependence between the tests. A recent generalization to the two-dimensional case will also be included.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"70 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129013832","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The paper deals with the problem of estimating the actuarial present value of the continuous whole life and n-year term life annuities. We synthesize nonparametric estimators of these statuses of life annuity. The main parts of their asymptotic mean square errors for these estimators and their limit distributions are found. By individuals' death moments, both parametric and nonparametric estimates are constructed for the models of the whole and n-year term life insurance. The asymptotic normality and mean square convergence of the proposed estimators are proved. The simulations show that the empirical mean square errors of life annuity estimates decrease when the sample size increases. Also, when the model distribution is changed, the nonparametric estimates are more adaptable in comparison with parametric estimates, oriented on the best results only for the given distributions.
{"title":"Estimation of the Present Values of Life Annuities for the Different Actuarial Models","authors":"G. Koshkin, O. Gubina","doi":"10.1109/SMRLO.2016.89","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.89","url":null,"abstract":"The paper deals with the problem of estimating the actuarial present value of the continuous whole life and n-year term life annuities. We synthesize nonparametric estimators of these statuses of life annuity. The main parts of their asymptotic mean square errors for these estimators and their limit distributions are found. By individuals' death moments, both parametric and nonparametric estimates are constructed for the models of the whole and n-year term life insurance. The asymptotic normality and mean square convergence of the proposed estimators are proved. The simulations show that the empirical mean square errors of life annuity estimates decrease when the sample size increases. Also, when the model distribution is changed, the nonparametric estimates are more adaptable in comparison with parametric estimates, oriented on the best results only for the given distributions.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"11 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132408683","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
We consider the Harris Markov chain with the general phase space. It is supposed that the transition probability majorizes a nonnegative measure on some subset of a phase space for any initial state from this subset. Up to now such chains are studying via so-called splitting method introduced by Athreya-Ney and Nummelin. We suggest the analytical approach which allows to prove both ergodic theorems and CLT for sums of random variables defined on the Markov chain. We state also the probability inequality which sharpens that by Bertail and Clemencon.
{"title":"The Analytical Approach to Recurrent Markov Chains Alternative to the Splitting Method and Its Applications","authors":"S. Nagaev","doi":"10.1109/SMRLO.2016.49","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.49","url":null,"abstract":"We consider the Harris Markov chain with the general phase space. It is supposed that the transition probability majorizes a nonnegative measure on some subset of a phase space for any initial state from this subset. Up to now such chains are studying via so-called splitting method introduced by Athreya-Ney and Nummelin. We suggest the analytical approach which allows to prove both ergodic theorems and CLT for sums of random variables defined on the Markov chain. We state also the probability inequality which sharpens that by Bertail and Clemencon.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"6 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130831732","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
This paper proposes an improvement over Lempel-Ziv-Welch (LZW) compression algorithm by employing a new method that uses exponential decay (ED) as a tool to manage and remove infrequently used entries in the LZW dictionary. The presented results demonstrate that ED may be an efficient tool to manage and refresh the LZW dictionary. The achieved compression ratio is higher than in the traditional methods like Dictionary Reset DR and Least Recently used LRU. The experimental results demonstrate that the dictionary refresh by the ED may provide higher compression ratio, compared with the original LZW algorithm. In order to investigate the benefits of ED method, it is compared with some other way of LRU-based enhancements. In particular, we consider a LRU-like LZW scheme with Huffman coding of difference from last used word.
{"title":"Lempel-Ziv-Welch Compression Algorithm with Exponential Decay","authors":"S. Frenkel, M. Kopeetsky, Roman Molotkovski","doi":"10.1109/SMRLO.2016.108","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.108","url":null,"abstract":"This paper proposes an improvement over Lempel-Ziv-Welch (LZW) compression algorithm by employing a new method that uses exponential decay (ED) as a tool to manage and remove infrequently used entries in the LZW dictionary. The presented results demonstrate that ED may be an efficient tool to manage and refresh the LZW dictionary. The achieved compression ratio is higher than in the traditional methods like Dictionary Reset DR and Least Recently used LRU. The experimental results demonstrate that the dictionary refresh by the ED may provide higher compression ratio, compared with the original LZW algorithm. In order to investigate the benefits of ED method, it is compared with some other way of LRU-based enhancements. In particular, we consider a LRU-like LZW scheme with Huffman coding of difference from last used word.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"16 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125600177","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
J. Trujillo Diaz, Javier Dario Vallejo Cubillos, H. Bolívar
The following article presents a review on the state of the art five basic criteria that a decision maker in the Supply Chain (SC) should consider in selecting carriers for the supply channel with suppliers and for channel distribution with distributors: opportunity, flexibility, cost savings, efficiency / productivity and technology. These are validated to a case study of SC Colombian green coffee, through the technical outranking multicriteria decision (ELECTRE), which seeks Carriers Selection (CS) under criteria. One of the contributions of this research is the methodology for decision making from building criteria from the literature to the application of ELECTRE technique. The second contribution to the decision maker in any SC is that he could take the code developed in Matlab and run at any time as making support organizational, logistical or production decisions, for any problem of selection, classification and prioritization.
{"title":"Application for Decision-Making in Transportation Logistics Function: Supply Chain Colombian Green Coffee","authors":"J. Trujillo Diaz, Javier Dario Vallejo Cubillos, H. Bolívar","doi":"10.1109/SMRLO.2016.100","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.100","url":null,"abstract":"The following article presents a review on the state of the art five basic criteria that a decision maker in the Supply Chain (SC) should consider in selecting carriers for the supply channel with suppliers and for channel distribution with distributors: opportunity, flexibility, cost savings, efficiency / productivity and technology. These are validated to a case study of SC Colombian green coffee, through the technical outranking multicriteria decision (ELECTRE), which seeks Carriers Selection (CS) under criteria. One of the contributions of this research is the methodology for decision making from building criteria from the literature to the application of ELECTRE technique. The second contribution to the decision maker in any SC is that he could take the code developed in Matlab and run at any time as making support organizational, logistical or production decisions, for any problem of selection, classification and prioritization.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"41 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132340632","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Christoforos-Panagiotis S. Salagaras, V. Koutras, A. Platis, Ioannis Tsokos
In this paper, a Telecommunication Provider serving clients with different priorities is studied. Some of the services are telephony, internet service, pay TV, etc. The provider uses a network topology where each node is connected to exactly two other nodes. The interconnection of the nodes is made by optical fiber with specific bandwidth interfaces for point to point connection. When the connection between two nodes is lost or there is an increased demand in a network segment, bandwidth and availability issues occur for the point to point connections of the network as data rerouting takes place. Initially all classes have access to all system resources but an increased demand can lead to resource decrementation or even to resource exhaustion. A Markov model-based resource availability optimization problem is formulated in order to increase availability of high priority classes by reserving system's resources and simultaneously serving as many lower priority class requests as possible. There is a trade-off between guaranteeing availability for high priority classes and the cost of denying requests of lower priority. Empirical data are used and through a numerical example, the solution of the optimization problem reflects the best resource reservation policy.
{"title":"Resource Availability Optimization for a Point-to-Point Connection on a Telecommunication Network","authors":"Christoforos-Panagiotis S. Salagaras, V. Koutras, A. Platis, Ioannis Tsokos","doi":"10.1109/SMRLO.2016.39","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.39","url":null,"abstract":"In this paper, a Telecommunication Provider serving clients with different priorities is studied. Some of the services are telephony, internet service, pay TV, etc. The provider uses a network topology where each node is connected to exactly two other nodes. The interconnection of the nodes is made by optical fiber with specific bandwidth interfaces for point to point connection. When the connection between two nodes is lost or there is an increased demand in a network segment, bandwidth and availability issues occur for the point to point connections of the network as data rerouting takes place. Initially all classes have access to all system resources but an increased demand can lead to resource decrementation or even to resource exhaustion. A Markov model-based resource availability optimization problem is formulated in order to increase availability of high priority classes by reserving system's resources and simultaneously serving as many lower priority class requests as possible. There is a trade-off between guaranteeing availability for high priority classes and the cost of denying requests of lower priority. Empirical data are used and through a numerical example, the solution of the optimization problem reflects the best resource reservation policy.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"3 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124583860","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In a wide class of real systems an element resuming the mission execution after a failure must redo some portion of work already performed before the failure. The considered systems are used in computing, continuous production and communication. To reduce the amount of work that should be redone, data backup procedures are introduced. On one hand these procedures reduce the amount of work lost after the failures, on other hand they increase the total amount of work in the mission by adding the backup actions. This paper presents a state-space event transition based numerical algorithm for simultaneous evaluation of mission success probability, expected mission completion time, and cost for standby systems with reworking. Due to the non-monotonic effect of the backup distribution on the mission performance indices, we formulate and solve the optimal backup distribution problem considering different combinations of optimization objectives and constraints. In the case of standby systems with non-identical elements, the elements activation sequence can influence the mission performance significantly. Therefore, we also consider an optimal element sequencing problem in reworking systems.
{"title":"Stochastic Systems with Reworking","authors":"G. Levitin, L. Xing","doi":"10.1109/SMRLO.2016.16","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.16","url":null,"abstract":"In a wide class of real systems an element resuming the mission execution after a failure must redo some portion of work already performed before the failure. The considered systems are used in computing, continuous production and communication. To reduce the amount of work that should be redone, data backup procedures are introduced. On one hand these procedures reduce the amount of work lost after the failures, on other hand they increase the total amount of work in the mission by adding the backup actions. This paper presents a state-space event transition based numerical algorithm for simultaneous evaluation of mission success probability, expected mission completion time, and cost for standby systems with reworking. Due to the non-monotonic effect of the backup distribution on the mission performance indices, we formulate and solve the optimal backup distribution problem considering different combinations of optimization objectives and constraints. In the case of standby systems with non-identical elements, the elements activation sequence can influence the mission performance significantly. Therefore, we also consider an optimal element sequencing problem in reworking systems.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127992082","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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