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Budget optimization for a multi-distribution multi-state logistics network with reliability consideration 考虑可靠性的多配送多状态物流网络预算优化
IF 2.8 2区 工程技术 Q3 ENGINEERING, INDUSTRIAL Pub Date : 2022-10-31 DOI: 10.1080/16843703.2022.2128241
Yi-Feng Niu, Yichang Song, Xiu-Zhen Xu
ABSTRACT This paper models a logistics network as a multi-distribution multi-state flow network (MFN) in which each arc has a random capacity characterized by more than one probability distribution under different budget allocations. An optimization model is constructed to minimize the total budget required for the network to achieve a given reliability level. By integrating a novel budget vector method with the well-known binary search method, an effective and efficient algorithm is developed to solve the optimization model, together with analyses on the computational complexity. A practical implementation on a simple network is presented to illustrate the proposed method, and the computational efficiency is explored via numerical examples. Finally, a real case study is provided to showcase the application of the proposed model and method.
摘要本文将物流网络建模为一个多分布多状态流网络(MFN),其中在不同的预算分配下,每个弧线具有一个以上概率分布特征的随机容量。建立了一个优化模型,以使网络达到给定的可靠性水平所需的总预算最小。将一种新的预算向量法与著名的二分搜索法相结合,提出了一种有效的求解优化模型的算法,并对计算复杂度进行了分析。给出了在简单网络上的实际实现,并通过数值算例验证了该方法的计算效率。最后,以一个实际案例来说明所提出的模型和方法的应用。
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引用次数: 1
Stochastic comparisons of conditional residual lifetimes with applications 条件剩余寿命的随机比较及其应用
IF 2.8 2区 工程技术 Q3 ENGINEERING, INDUSTRIAL Pub Date : 2022-10-24 DOI: 10.1080/16843703.2022.2136281
Yiying Zhang
ABSTRACT It is not uncommon that the living situation of a unit (e.g. a component in a reliability system) plays a critical role in affecting the performance of another unit or even the whole system. The study on stochastic behaviors of conditional residual lifetimes appears to be particularly important for analyzing the performances of interested units. This paper studies stochastic comparisons on the conditional residual lifetimes of units under the dependent information when another unit has survived up to a given time. Sufficient (and necessary) conditions are established for comparing conditional residual lifetimes of different units under various dependence structures as well as different events according to some traditional stochastic orders. We provide numerical examples based on the well-known FGM copula and Archimedean copulas to verify the conditions. Three real scenarios in reliability theory and risk theory are also considered to show the applicability of our results.
摘要一个单元(例如可靠性系统中的一个组件)的生存状况在影响另一个单元甚至整个系统的性能方面发挥着关键作用,这并不罕见。对条件剩余寿命的随机行为的研究对于分析感兴趣的单元的性能似乎特别重要。本文研究了当另一个单元存活到给定时间时,在依赖信息下单元的条件剩余寿命的随机比较。根据一些传统的随机序,建立了比较不同单元在不同依赖结构和不同事件下的条件剩余寿命的充分(必要)条件。我们提供了基于众所周知的FGM copula和阿基米德copula的数值例子来验证条件。还考虑了可靠性理论和风险理论中的三个真实场景,以表明我们的结果的适用性。
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引用次数: 0
Design of Shewhart-type control charts with estimated parameter for the Rayleigh distribution using frequentist and Bayesian approaches 用频率和贝叶斯方法设计瑞利分布带估计参数的shehart型控制图
IF 2.8 2区 工程技术 Q3 ENGINEERING, INDUSTRIAL Pub Date : 2022-10-16 DOI: 10.1080/16843703.2022.2124778
Pingye Gong, Qiming Xia, Jie Xuan, A. Saghir, Baocai Guo
ABSTRACT Studies on control charts with estimated parameters have received much attention in the recent literature. In this paper, the effect of parameter estimation on the performance of the Shewhart-type chart for the Rayleigh distribution, namely the chart, is first studied under the conditional perspective. It is found that parameter estimation has a serious effect on the performance of the frequentist chart. In order to solve this problem, the frequentist chart is adjusted by using the exceedance probability criterion to guarantee the in-control performance. Since the frequentist chart uses the sample information from Phase I, but not the process information from past experience, an alternative chart, namely the Bayesian chart, is proposed based on the predictive distribution of the plotting statistic. The performances of the Bayesian and adjusted frequentist charts are evaluated and compared in terms of the percentiles, mean, and standard deviation of the conditional average run length distribution. The results suggest that the Bayesian chart outperforms the frequentist counterpart, especially when more prior information is available.
在最近的文献中,对参数估计控制图的研究受到了广泛的关注。本文首先在条件视角下研究了参数估计对Rayleigh分布的shewhart型图(即图表)性能的影响。研究发现,参数估计对频率图的性能有很大影响。为了解决这一问题,采用超越概率准则对频率图进行调整,以保证控制性能。由于频率图使用的是第一阶段的样本信息,而不是来自过去经验的过程信息,因此基于绘图统计量的预测分布,提出了一种替代图,即贝叶斯图。根据条件平均运行长度分布的百分位数、平均值和标准差,对贝叶斯图和调整频率图的性能进行了评估和比较。结果表明,贝叶斯图优于频率图,特别是当有更多的先验信息可用时。
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引用次数: 0
Monitoring the alternating renewal processes with Weibull window-censored data 用威布尔窗检数据监测交替更新过程
IF 2.8 2区 工程技术 Q3 ENGINEERING, INDUSTRIAL Pub Date : 2022-10-10 DOI: 10.1080/16843703.2022.2124789
Wei Zhao, Chunjie Wu
ABSTRACT Many applications, especially in the industrial or medical fields, frequently encounter window-censored alternating renewal process (ARP). Process monitoring for window-censored ARP observations has received increasing attention recently. However, some conventional methods are inadequate as they are mainly designed considering only one censoring mechanism. In this paper, we utilize a ‘residual life’ distribution, and propose a novel online monitoring strategy that combines the likelihood with all kinds of censoring information, along with a modified conditional expected value exponentially weighted moving average control chart. The construction and implementation of these control schemes are studied by simulations which give desirable in-control and out-of-control performances and are robust under various scenarios. Finally, this paper shows by example based on driver’s glance data that the proposed methods have a good monitoring effect in practical scenarios.
摘要许多应用,特别是在工业或医疗领域,经常遇到窗口审查的交替更新过程(ARP)。窗口审查ARP观测的过程监控最近受到了越来越多的关注。然而,一些传统的方法是不够的,因为它们主要是考虑一个审查机制来设计的。在本文中,我们利用“剩余寿命”分布,提出了一种新的在线监测策略,该策略将似然性与各种审查信息相结合,并提出了一个修正的条件期望值指数加权移动平均控制图。通过仿真研究了这些控制方案的构造和实现,这些控制方案具有理想的控制内和控制外性能,并且在各种情况下都是鲁棒的。最后,本文通过基于驾驶员扫视数据的实例表明,所提出的方法在实际场景中具有良好的监控效果。
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引用次数: 1
Reliability model of series systems with multiple shock sources subject to dependent competing failure processes using phase-type distribution 基于相型分布的多冲击源串联系统相互依赖竞争失效过程的可靠性模型
IF 2.8 2区 工程技术 Q3 ENGINEERING, INDUSTRIAL Pub Date : 2022-10-03 DOI: 10.1080/16843703.2022.2124644
H-Y. Lyu, Hongcheng Qu, Shuai Wang, Li Ma, Zaiyou Yang
ABSTRACT In this paper, we introduce the concept of a series system with two components and three shock sources considering degradation to build a reliability model. Sources 1 and 2 affect components 1 and 2, respectively. Source 3 covers both components. Both components are subject to dependent competing failure processes (DCFPs). A general reliability model of the n-component series system with m-shock sources subject to DCFPs is derived. The phase-type distribution method is applied to calculate the reliability of the hard failure process. The time lag among shocks follows the continuous phase-type distribution (PH c ). The lifetime and system reliability properties are discussed based on the phase-type distribution. The dependence of shock sources is also considered according to the proposition of phase-type distribution (PH). Finally, an application example and sensitivity analysis of micro-electro-mechanical systems (MEMS) oscillators subject to various shock models are presented to illustrate the developed reliability models.
本文引入考虑退化的双部件三冲击源串联系统的概念,建立可靠性模型。源1和源2分别影响组件1和2。源代码3涵盖了这两个组件。这两个组件都受制于相互依赖的竞争失效过程(DCFPs)。导出了受DCFPs影响的n分量m冲击源串联系统的一般可靠性模型。采用相型分布法计算硬失效过程的可靠性。冲击之间的时间滞后遵循连续相型分布(PH c)。基于相型分布,讨论了系统的寿命和可靠性特性。根据相型分布(PH)的命题,考虑了激波源的依赖性。最后,给出了微机电系统(MEMS)振荡器在不同冲击模型下的应用实例和灵敏度分析,以说明所建立的可靠性模型。
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引用次数: 0
Change-Point detection for autocorrelated multivariate Poisson processes 自相关多元泊松过程的变点检测
IF 2.8 2区 工程技术 Q3 ENGINEERING, INDUSTRIAL Pub Date : 2022-10-03 DOI: 10.1080/16843703.2022.2116903
Zhiqiong Wang, Zhen He, Yanfen Shang, Yanhui Ma
ABSTRACT Statistical process control for count data has attracted increasing attention in recent years. The need for efficient control charts suitable for autocorrelated multivariate count processes is well recognized. However, there is a scarcity of research aiming to take into account the autocorrelation among the multivariate count data. We are motivated to study the Phase I analysis of autocorrelated multivariate Poisson processes to detect and estimate change points in reference datasets. A change-point method is proposed based on the multivariate Poisson INAR(1) model by integrating generalized likelihood ratio tests with the binary segmentation procedure. A diagnostic procedure for pinpointing the location of the change point is also discussed. Our simulation results show that the proposed method has a better performance than the benchmark method, across a range of possible shifts, in the detection effectiveness and diagnostic accuracy. Furthermore, a real example from the manufacturing industry is used to illustrate the implementation steps of the proposed method.
近年来,计数数据的统计过程控制越来越受到人们的关注。需要有效的控制图适合于自相关的多元计数过程是公认的。然而,针对多变量计数数据之间的自相关性的研究却很少。我们有动机研究自相关多元泊松过程的第一阶段分析,以检测和估计参考数据集中的变化点。将广义似然比检验与二值分割相结合,提出了一种基于多元Poisson INAR(1)模型的变点方法。本文还讨论了一种确定变化点位置的诊断方法。仿真结果表明,该方法在多种可能的位移范围内,在检测效率和诊断精度方面都优于基准方法。最后,以制造业为例说明了该方法的具体实施步骤。
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引用次数: 2
Reliability estimation for the inverted exponentiated Pareto distribution 倒指数Pareto分布的可靠性估计
IF 2.8 2区 工程技术 Q3 ENGINEERING, INDUSTRIAL Pub Date : 2022-10-03 DOI: 10.1080/16843703.2022.2125762
R. Kumari, Y. Tripathi, R. Sinha, Liang Wang
ABSTRACT We consider estimation of reliability in a multicomponent system when data are observed under Type-II censoring. Various estimates of this parametric function are derived when stress and strength (SS) variables follow inverse exponentiated distributions with a common scale parameter. We first obtain maximum likelihood estimate of the reliability. Then, approximate confidence intervals are obtained based on asymptotic theory. Further useful pivotal quantities are constructed and in sequel alternative estimates of the reliability are derived. The case where all parameters of SS components are unknown is also studied and various estimates for the reliability are proposed. Equivalence testing between model parameters is discussed as well. Performance of all estimates is compared using simulations and comments are derived. We analyze two real data sets for illustration purposes.
摘要本文研究了在ii型截割下观测数据时多组分系统的可靠性估计问题。当应力和强度(SS)变量遵循具有共同尺度参数的逆指数分布时,推导出该参数函数的各种估计。首先得到了信度的最大似然估计。然后,根据渐近理论得到近似置信区间。进一步构造了有用的关键量,并推导了可靠性的备选估计。本文还研究了SS部件的所有参数都未知的情况,并对可靠性提出了各种估计。讨论了模型参数间的等价检验。使用模拟比较了所有估计的性能,并得出了评论。为了说明目的,我们分析了两个真实的数据集。
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引用次数: 1
Generalized confidence intervals of quantile-based process capability indices for inverse Gaussian distribution 基于分位数的反高斯分布过程能力指标的广义置信区间
IF 2.8 2区 工程技术 Q3 ENGINEERING, INDUSTRIAL Pub Date : 2022-09-27 DOI: 10.1080/16843703.2022.2126260
Baocai Guo, Qiming Xia, Yingying Sun, Muhammad Shahzad Aslam
ABSTRACT Process capability index (PCI) is widely used to evaluate the process capability in various industries. In this article, generalized confidence intervals (GCIs) of two widely used percentile-based PCIs for the inverse Gaussian (IG) distribution are constructed. Meanwhile, the GCI of the difference between two IG processes’ PCIs is also considered. In addition, the performance of the proposed GCI is evaluated and compared with that of the confidence intervals based on the traditional bootstrap method. The simulation results indicate that the GCI outperforms the bootstrap counterparts in terms of the coverage probabilities, and the actual coverage probabilities of the GCI are sufficiently close to the target value. Finally, two real examples are presented to illustrate the implementation of the proposed method.
过程能力指数(PCI)被广泛用于评估各个行业的过程能力。本文构造了两个广泛使用的基于百分位的逆高斯分布PCI的广义置信区间。同时,还考虑了两个IG进程PCI之间差异的GCI。此外,还对所提出的GCI的性能进行了评估,并与基于传统bootstrap方法的置信区间进行了比较。仿真结果表明,GCI在覆盖概率方面优于bootstrap同类产品,并且GCI的实际覆盖概率与目标值足够接近。最后,给出了两个实例来说明该方法的实现。
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引用次数: 0
A Kriging-based important region sampling method for efficient reliability analysis 基于kriging的重要区域采样方法的高效可靠性分析
IF 2.8 2区 工程技术 Q3 ENGINEERING, INDUSTRIAL Pub Date : 2022-09-06 DOI: 10.1080/16843703.2022.2116265
Junxiang Li, Jianqiao Chen, Jun-hong Wei, Xinhua Yang
ABSTRACT Reliability analysis methods such as active learning Kriging surrogate model combined with simulation-based methods have been paid much attention in recent years. These techniques can reduce the computational cost to a certain extent. However, the computational burden may still be heavy for complex engineering problems. To address these issues, a Kriging-based important region sampling method is proposed for efficient reliability analysis. The new method is an improvement on the original active learning reliability method combining Kriging and Monte Carlo simulation (AK-MCS), and three strategies are developed to enhance the original method: 1) a new strategy, which is called the key point method, is utilized to define the initial design of experiment (DoE) instead of the Latin hypercube sampling; 2) the concept of dynamic important region/uncertain region and importance factor is proposed to avoid adding useless sample points to the DoE, which have little effect on the accuracy improvement of the Kriging model; 3) the redundant region is introduced to make the distance between the new and existed sample points be larger than a certain value and avoid the information redundancy caused by too close sample points. Five examples are utilized to demonstrate the efficiency and accuracy of this new method.
可靠性分析方法,如主动学习Kriging代理模型与基于仿真的方法相结合,近年来备受关注。这些技术可以在一定程度上降低计算成本。然而,对于复杂的工程问题,计算负担可能仍然很重。为了解决这些问题,提出了一种基于克里格的重要区域抽样方法来进行有效的可靠性分析。新方法是对原有的Kriging和蒙特卡罗模拟相结合的主动学习可靠性方法(AK-MCS)的改进,并开发了三种策略来增强原有方法:1)利用一种新的策略,称为关键点法,来定义实验的初始设计(DoE),而不是拉丁超立方体采样;2) 提出了动态重要区域/不确定区域和重要因子的概念,以避免在DoE中添加无用的样本点,这对Kriging模型的精度提高影响不大;3) 引入冗余区域,使新样本点与已有样本点之间的距离大于一定值,避免了样本点过近造成的信息冗余。通过五个实例验证了这种新方法的有效性和准确性。
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引用次数: 4
Estimating reliability parameters for inverse Gaussian distributions under complete and progressively type-II censored samples 完全和渐进II型截尾样本下逆高斯分布的可靠性参数估计
IF 2.8 2区 工程技术 Q3 ENGINEERING, INDUSTRIAL Pub Date : 2022-09-05 DOI: 10.1080/16843703.2022.2109871
Samadrita Bera, N. Jana
ABSTRACT In this paper, we study estimation of stress-strength reliability, assuming the stress and strength variables are inverse Gaussian distributed with unknown parameters. When the coefficient of variations of the distributions is unknown but equal, we develop MLE, Bayes estimator, bootstrap interval of the reliability. The profile likelihood Bayes estimator of the coefficient of variation is also derived. When all parameters are different, we derive the MLE, UMVUE, Bayes estimator, bootstrap interval, and highest posterior density credible interval of the stress-strength reliability. The predictive Bayes estimators of the reliability functions are derived. Under progressive type-II censoring, we derive the MLE, Bayes estimator and bootstrap confidence interval. Monte-Carlo simulation results and real data-based examples are also presented. We analyze lung cancer and air pollution data sets as applications of the stress-strength model.
本文研究了假设应力和强度变量为参数未知的逆高斯分布的应力-强度可靠度估计问题。当分布的变异系数未知但相等时,我们建立了最大似然估计、贝叶斯估计、可靠度的自举区间。并推导了变异系数的似然贝叶斯估计量。在各参数不同的情况下,导出了应力-强度可靠性的MLE、UMVUE、Bayes估计量、bootstrap区间和最高后验密度可信区间。推导了可靠性函数的预测贝叶斯估计。在渐进式ii型审查下,我们得到了最大似然值、贝叶斯估计量和自举置信区间。给出了蒙特卡罗仿真结果和基于实际数据的算例。我们分析了肺癌和空气污染数据集作为应力-强度模型的应用。
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引用次数: 4
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Quality Technology and Quantitative Management
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