The aim of the paper is to adopt the game theory models to determine the appropriate moment to stop the stochastic (queue) system in order to correct its parameter (to do service of the system). There are M point processes which form the M-variate counting process. Each of them has a random moment of changing the parameters. The resultant marked point process can change its characteristics in many moments. If there are observers of each coordinating process to detect the change point and their discoveries are collected in the maintenance center then the set of critical security events could be defined. On this basis, action is being taken on maintaining the system in standby mode. In the presented research the definition of the maintenance time is proposed based on observers' discoveries with the game theory model. The observers' action is administered to collect information or make decisions based on conditions of rivalry and cooperation following the rules of the management system. The former research on such problem has been devoted to the discrete time systems (cf. [27], [41]). The results insignificantly extend the range of application, explain the structure of the optimal detector in various circumstances and shows new details of the solution construction. The problem is reformulated to optimal stopping of the observed sequences by the players. The detailed analysis of the problem is presented to show the form of optimal decision function.
{"title":"Detecting the Maintenance Disruption in Competitive Queue","authors":"K. Szajowski","doi":"10.1109/SMRLO.2016.52","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.52","url":null,"abstract":"The aim of the paper is to adopt the game theory models to determine the appropriate moment to stop the stochastic (queue) system in order to correct its parameter (to do service of the system). There are M point processes which form the M-variate counting process. Each of them has a random moment of changing the parameters. The resultant marked point process can change its characteristics in many moments. If there are observers of each coordinating process to detect the change point and their discoveries are collected in the maintenance center then the set of critical security events could be defined. On this basis, action is being taken on maintaining the system in standby mode. In the presented research the definition of the maintenance time is proposed based on observers' discoveries with the game theory model. The observers' action is administered to collect information or make decisions based on conditions of rivalry and cooperation following the rules of the management system. The former research on such problem has been devoted to the discrete time systems (cf. [27], [41]). The results insignificantly extend the range of application, explain the structure of the optimal detector in various circumstances and shows new details of the solution construction. The problem is reformulated to optimal stopping of the observed sequences by the players. The detailed analysis of the problem is presented to show the form of optimal decision function.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"178 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":"121190700","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 this paper a multi-state deteriorating system in which condition based preventive maintenance is performed in order to improve its availability and performance, is modeled and studied extensively. The system experiences various states of deterioration before a total failure occurs. At each deterioration state an inspection is carried out at constant intervals in order to check if the system should undergo any preventive maintenance, either minimal or major. Different predefined levels of deterioration are settled which indicate the states where minimal and major maintenance start to take place. When, despite maintenance the system fails, a repair procedure is triggered and after its completion, the system returns to its initial perfect state. The proposed model incorporates also imperfect maintenance, either minimal or major, failed maintenance and sudden failures that may occur mostly due to external factors at any deterioration state. A model with general sojourn time distribution is proposed and thus a semi-Markov process is used to model system's evolution in time. The transient availability, the reliability and the operational cost at any given time instant t are estimated using Monte Carlo simulation instead of analytical computation which in most cases is very difficult or even infeasible.
{"title":"Multi-state Deteriorating System Dependability with Maintenance Using Monte Carlo Simulation","authors":"S. Malefaki, V. Koutras, A. Platis","doi":"10.1109/SMRLO.2016.21","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.21","url":null,"abstract":"In this paper a multi-state deteriorating system in which condition based preventive maintenance is performed in order to improve its availability and performance, is modeled and studied extensively. The system experiences various states of deterioration before a total failure occurs. At each deterioration state an inspection is carried out at constant intervals in order to check if the system should undergo any preventive maintenance, either minimal or major. Different predefined levels of deterioration are settled which indicate the states where minimal and major maintenance start to take place. When, despite maintenance the system fails, a repair procedure is triggered and after its completion, the system returns to its initial perfect state. The proposed model incorporates also imperfect maintenance, either minimal or major, failed maintenance and sudden failures that may occur mostly due to external factors at any deterioration state. A model with general sojourn time distribution is proposed and thus a semi-Markov process is used to model system's evolution in time. The transient availability, the reliability and the operational cost at any given time instant t are estimated using Monte Carlo simulation instead of analytical computation which in most cases is very difficult or even infeasible.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"118 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":"116348869","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}
New algorithms for computing asymptotic expansions for power moments of hitting times and stationary and quasi-stationary distributions of nonlinearly perturbed semi-Markov processes are presented. The algorithms are based on special techniques of sequential phase space reduction, which can be applied to models with an arbitrary asymptotic communicative structure of phase spaces.
{"title":"Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes","authors":"D. Silvestrov, S. Silvestrov","doi":"10.1063/1.4972739","DOIUrl":"https://doi.org/10.1063/1.4972739","url":null,"abstract":"New algorithms for computing asymptotic expansions for power moments of hitting times and stationary and quasi-stationary distributions of nonlinearly perturbed semi-Markov processes are presented. The algorithms are based on special techniques of sequential phase space reduction, which can be applied to models with an arbitrary asymptotic communicative structure of phase spaces.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"10 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":"132197305","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 association of nucleotide composition of genome sequences with their functional characteristics is widely known, among the most studied characteristics correlated with GC content are gene density and expression and recombination rate. Previously, we found that similar in nucleotide composition genomic regions may exhibit considerable differences in sequence organization and hypothesized that organizationally different regions may also exhibit functional and evolutionary heterogeneity. Here we examine this hypothesis by classifying 100 kbp segments of human genome into 14 compositionally homogeneous groups according to their GC content and differentiating the segments within each group by organization patterns (OP) using oligonucleotide (k-mer) counting, referred to as Compositional Spectra (CS) Analysis. We identified 141 groups of segments different in their CS organization and found that obtained compositionally similar OP groups (OPG) differ significantly in their recombination rate. This conclusion was robust with respect to the selected window size (confirmed by independent analysis for 50 kb and 200 kb segments). We further performed a test of contribution of specific k-mers in clustering of 100 kbp segments to OPGs with contrast levels of recombination rates. Eight k-mers, which demonstrated highest importance for such clustering, allowed correct classification at least 76% of segments in all 14 OPG pairs. Moreover, these k-mers proved similar with five previously described patterns related to recombination hotspots including the most known 13 bp recombination motif CCNCCNTNNCCNC.
{"title":"Organizational Heterogeneity of the Human Genome: Significant Variation of Recombination Rate of 100 kbp Sequences within GC Ranges","authors":"S. Frenkel, V. Kirzhner, Z. Frenkel, A. Korol","doi":"10.1109/SMRLO.2016.72","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.72","url":null,"abstract":"The association of nucleotide composition of genome sequences with their functional characteristics is widely known, among the most studied characteristics correlated with GC content are gene density and expression and recombination rate. Previously, we found that similar in nucleotide composition genomic regions may exhibit considerable differences in sequence organization and hypothesized that organizationally different regions may also exhibit functional and evolutionary heterogeneity. Here we examine this hypothesis by classifying 100 kbp segments of human genome into 14 compositionally homogeneous groups according to their GC content and differentiating the segments within each group by organization patterns (OP) using oligonucleotide (k-mer) counting, referred to as Compositional Spectra (CS) Analysis. We identified 141 groups of segments different in their CS organization and found that obtained compositionally similar OP groups (OPG) differ significantly in their recombination rate. This conclusion was robust with respect to the selected window size (confirmed by independent analysis for 50 kb and 200 kb segments). We further performed a test of contribution of specific k-mers in clustering of 100 kbp segments to OPGs with contrast levels of recombination rates. Eight k-mers, which demonstrated highest importance for such clustering, allowed correct classification at least 76% of segments in all 14 OPG pairs. Moreover, these k-mers proved similar with five previously described patterns related to recombination hotspots including the most known 13 bp recombination motif CCNCCNTNNCCNC.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"32 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":"134476095","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}
A lifetime distribution model is usually inappropriate for modeling the times between successive failures (TBF) of a repairable system since the TBFs are generally not independent and identically distributed. Traditional methods for modeling the failure process of repairable systems focus on fitting the mean cumulative function (MCF) to a parametric model such as the power-law model. However, the fitted model does not directly provide the distribution of the time to the next failure at a given system age or failure event. To address this issue, we propose a Weibull model with constant shape parameter and time-varying scale parameter for modeling TBFs of a repairable system in this paper. It includes the Weibull distribution as its special case. Three specific parametric models for the scale parameter are developed. The models are suitable for the situations where the system's MTBF can be monotonic or bathtub-shaped, and bounded. Such a model can be viewed as a Weibull process model. Potential applications of the models include modeling manufacturing defect occurrence processes and evaluating the effectiveness of maintenance. Three real-world examples are included to illustrate the appropriateness and usefulness of these models.
{"title":"A Weibull Model with Time-Varying Scale Parameter for Modeling Failure Processes of Repairable Systems","authors":"R. Jiang","doi":"10.1109/SMRLO.2016.54","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.54","url":null,"abstract":"A lifetime distribution model is usually inappropriate for modeling the times between successive failures (TBF) of a repairable system since the TBFs are generally not independent and identically distributed. Traditional methods for modeling the failure process of repairable systems focus on fitting the mean cumulative function (MCF) to a parametric model such as the power-law model. However, the fitted model does not directly provide the distribution of the time to the next failure at a given system age or failure event. To address this issue, we propose a Weibull model with constant shape parameter and time-varying scale parameter for modeling TBFs of a repairable system in this paper. It includes the Weibull distribution as its special case. Three specific parametric models for the scale parameter are developed. The models are suitable for the situations where the system's MTBF can be monotonic or bathtub-shaped, and bounded. Such a model can be viewed as a Weibull process model. Potential applications of the models include modeling manufacturing defect occurrence processes and evaluating the effectiveness of maintenance. Three real-world examples are included to illustrate the appropriateness and usefulness of these models.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"14 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":"133436484","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 idea of this research is to explore the evolution of a supply chain using an empirical approach. This can be achieved by harnessing the power of Bloomberg data with network visualization software. Such an investigation will help identify supply chain archetypes as well as lead to an understanding of how these supply chains might change over time. Coupled with additional secondary data sources, we could learn more about how these changes might be impacted by, and impact, firm performance. In this paper, we explore a number of supply networks and develop their associated supply chain maps. We use key metrics from social network analysis to quantify the nature of these networks and understand how they evolve. This empirical data is then used to create a paradigm which explains the structure of these supply networks. We use the maps and the metrics developed to describe them to draw preliminary conclusions about how supply network topology impacts its performance.
{"title":"How Does Supply Network Evolution and Its Topological Structure Impact Supply Chain Performance?","authors":"P. Orenstein","doi":"10.1109/SMRLO.2016.98","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.98","url":null,"abstract":"The idea of this research is to explore the evolution of a supply chain using an empirical approach. This can be achieved by harnessing the power of Bloomberg data with network visualization software. Such an investigation will help identify supply chain archetypes as well as lead to an understanding of how these supply chains might change over time. Coupled with additional secondary data sources, we could learn more about how these changes might be impacted by, and impact, firm performance. In this paper, we explore a number of supply networks and develop their associated supply chain maps. We use key metrics from social network analysis to quantify the nature of these networks and understand how they evolve. This empirical data is then used to create a paradigm which explains the structure of these supply networks. We use the maps and the metrics developed to describe them to draw preliminary conclusions about how supply network topology impacts its performance.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"76 4 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":"129352960","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}
Given a random object on a stratified space, one defines the Fréchet mean, the Fréchet antimean and additional population parameters associated withits Fréchet function, in case this function is a Morse function as well. In this paper we give large sample and nonparametric bootstrap estimation methods for these parameters, followed by the consistency of Fréchet sample antimean and the Central Limit Theorem of Fréchet sample antimean.
{"title":"Nonparametric Inference for Location Parameters via Fréchet Functions","authors":"V. Patrangenaru, Ruite Guo, K. D. Yao","doi":"10.1109/SMRLO.2016.50","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.50","url":null,"abstract":"Given a random object on a stratified space, one defines the Fréchet mean, the Fréchet antimean and additional population parameters associated withits Fréchet function, in case this function is a Morse function as well. In this paper we give large sample and nonparametric bootstrap estimation methods for these parameters, followed by the consistency of Fréchet sample antimean and the Central Limit Theorem of Fréchet sample antimean.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"162 ","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"120885111","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 survey of results of the Rostov-on-Don team on the deformed martingales of the 1st and the 2nd kind, Haar interpolations of martingales and their applications. First of all we give discrete-parameter versions of representation theorems and of optional sampling theorems for deformed martingales. Then we discribe Haar interpolation techniques for statical processes. And in the end we explane how complete deformed systems can be investigated with the help of Haar interpolations.
{"title":"Some Processes and Models on Deformed Stochastic Bases","authors":"I. Pavlov","doi":"10.1109/SMRLO.2016.75","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.75","url":null,"abstract":"This is a survey of results of the Rostov-on-Don team on the deformed martingales of the 1st and the 2nd kind, Haar interpolations of martingales and their applications. First of all we give discrete-parameter versions of representation theorems and of optional sampling theorems for deformed martingales. Then we discribe Haar interpolation techniques for statical processes. And in the end we explane how complete deformed systems can be investigated with the help of Haar interpolations.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"147 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":"124707615","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}
Markov models are commonly used to simulate diseases and allow modeling of multiple health states and outcomes. Starting with the well known Le Bras multistate model (cascading failure model) with time-independent transitions we will see how simple Markov mortality models may be pressed into the service of survival and event history analysis. We will focus on more complex models which will be able to take into account remission, recovery or other outcomes of therapy. We will discuss explicit, analytical solutions for survival functions and mortality rates of a model that can be described as a birth-and-death process with killing with linear rates as well as parametric estimation from panel data. We illustrate our theoretical findings with analysis of real and simulated data.
{"title":"Markov Model of Disease Development and Recovery","authors":"M. Krzemiński","doi":"10.1109/SMRLO.2016.76","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.76","url":null,"abstract":"Markov models are commonly used to simulate diseases and allow modeling of multiple health states and outcomes. Starting with the well known Le Bras multistate model (cascading failure model) with time-independent transitions we will see how simple Markov mortality models may be pressed into the service of survival and event history analysis. We will focus on more complex models which will be able to take into account remission, recovery or other outcomes of therapy. We will discuss explicit, analytical solutions for survival functions and mortality rates of a model that can be described as a birth-and-death process with killing with linear rates as well as parametric estimation from panel data. We illustrate our theoretical findings with analysis of real and simulated data.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"153 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":"127114162","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}
Human factor plays a crucial role at a company. Thus, it is important to consider and forecast its reaction (such as resistance) at implementation of changes. Our paper suggests an approach which compares models of new management standards to be introduced with key concepts of a management system as seen by management staff. If we define the coordination degree between management model suggested by an official standard and conceptual subjective model of a member of managerial staff, we can make a conclusion about the resistance degree to changes. Assessment of the resistance degree and evaluation of resistance causes allows us organizing special training aimed at elimination of unharmonious and conflictive aspects of new standards. As a result of the training the most compromise pilot project can be chosen to valuate changes.
{"title":"Forecasting of Staff Resistance Level in the Process of Introduction of New Standards","authors":"Y. Klochkov, E. Klochkova, I. Vasilieva","doi":"10.1109/SMRLO.2016.94","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.94","url":null,"abstract":"Human factor plays a crucial role at a company. Thus, it is important to consider and forecast its reaction (such as resistance) at implementation of changes. Our paper suggests an approach which compares models of new management standards to be introduced with key concepts of a management system as seen by management staff. If we define the coordination degree between management model suggested by an official standard and conceptual subjective model of a member of managerial staff, we can make a conclusion about the resistance degree to changes. Assessment of the resistance degree and evaluation of resistance causes allows us organizing special training aimed at elimination of unharmonious and conflictive aspects of new standards. As a result of the training the most compromise pilot project can be chosen to valuate changes.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"8 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":"125340319","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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