Yu. M. Paramonov
BAYES-FIDUCIAL APPROUCH FOR
AIRCRAFT SPECIFIED LIFE NOMINATION
The problem of nomination of Retirement or Specified Life (SL) of
aircraft on the base of full-scale fatigue test result processing is
considered. SL can be defined (1) by requirement of fatigue failure
probability limitation or (2) by economics reasons. For optimization
problem the Bayes-fiducial (BF) approach is offered. BF decision is
always a function of sufficient statistics and, by contrast with
maximum likelihood method, it is based on the use of specific loss
function. For the problem of failure probability limitation in case
when sufficient statistics coincides with the sample itself (for
example, for Weibull distribution) usually the Monte Carlo method is
used but in this paper for the distributions with location and scale
parameters an analytical solution is offered.
Some numerical examples for lognormal, Weibull distributions are
given.
O.V.Abramov, Y.V.Katueva and D.A.Nazarov
CONSTRUCTION OF
ACCEPTABILITY REGIONS FOR PARAMETRIC RELIABILITY OPTIMIZATION
The problem of representation and analysis of analog technical
devices and systems acceptable regions is introduced. This problem
occurs during designing and controlling in view of parametric
dithering. The algorithms of constructing circumscribed
parallelepiped, representation of acceptable region as a set of
non-overlapping parallelepipeds are offered. The algorithm of
acceptable region centre of mass computation is offered as the
example of utilizing the acceptable region representation.
Farhadzadeh E.M., Muradaliyev A.Z., Farzaliyev Y.Z.
MATCHING OF CRITERIA THE
DISCERNMENT OF THE FUNCTIONAL CHARACTERISTICS OF INDEXES OF
RELIABILITY OF PLANTS EES
References on variation of reliability on the curves received at
analysis of statistical data can appear erratic if not to consider a
random in character of assessments of indexes of reliability. The
comparison method of criteria of a discernment of the functional
characteristics indexes of reliability reduced at ordinal and
nominal dials of variation of argument.
Maxim Finkelstein
ON ENGINEERING RELIABILITY
CONCEPTS AND BIOLOGICAL AGING
In this study, various stochastic approaches to biological aging
modeling are discussed. We assume that an organism acquires a random
resource at birth. Death occurs when the accumulated damage (wear)
exceeds this initial value. Another source of death of an organism
is also taken into account, when it occurs as a consequence of a
shock or of a demand for energy, which is a generalization of the
Strehler-Mildvan's model. Biological age, based on the observed
degradation, is also defined. Finally, aging properties of
imperfectly repaired systems are discussed. We show that aging slows
down with age in this case. This presents another possible
explanation for human mortality rate plateaus.
G. F. Kovalev
"SAFETY" AS A
CHARACTERISTIC OF ONE OF THE SINGLE RELIABILITY PROPERTIES
The paper deals with the problems of interrelation between two most
important properties of technical (production) systems: safety and
reliability that were considered historically separately. However,
recently both properties have proven to be increasingly more
interrelated, which makes their joint study topical. And the safety
may be treated as the most important reliability property,
determining to a great extent all the remaining single reliability
properties. The relation between the notions of "technical safety"
and "energy safety" is also studied.
B. A. Kulik
N-TUPLE ALGEBRA-BASED
PROBABILISTIC LOGIC
The concept of "probabilistic logic" known in artificial
intelligence needs a more thorough substantiation. A new approach to
constructing probabilistic logic based on the N-tuple algebra
developed by the author is proposed. A brief introduction is given
to the N-tuple algebra and its properties that provide efficient
paralleling of algorithms for solving problems of logical analysis
of systems in computer implementation are generalized. Methods for
solving direct and inverse problems of probabilistic simulation of
logical systems are considered.
Nicholas A. NECHVAL, Konstantin N. NECHVAL
TECHNIQUE FOR FINDING
SAMPLING DISTRIBUTIONS FOR TRUNCATED LAWS WITH SOME APPLICATIONS TO
RELIABILITY ESTIMATION
In this paper, the problem of finding sampling distributions for
truncated laws is considered. This problem concerns the very
important area of information processing in Industrial Engineering.
It remains today perhaps the most difficult and important of all the
problems of mathematical statistics that require considerable
efforts and great skill for investigation. The technique discussed
here is based on use of the unbiasedness equivalence principle, the
idea of which belongs to the authors, and often provides a neat
method for finding sampling distributions. It avoids explicit
integration over the sample space and the attendant Jacobian but at
the expense of verifying completeness of the recognized family of
densities. Fortunately, general results on completeness obviate the
need for this verification in many problems involving exponential
families. The proposed technique allows one to obtain results for
truncated laws via the results obtained for non-truncated laws. It
is much simpler than the known techniques. The examples are given to
illustrate that in many situations this technique allows one to find
the results for truncated laws and to estimate system reliability in
a simple way.
G. Albeanu & H. Madsen, B. Burtschy, Fl. Popentiu-Vl?dicescu,
Manuela Ghica
BOOTSTRAPPING TIME SERIES
WITH APPLICATION TO RISK MANAGEMENT
The bootstrap method is an extensive computational approach, based
on Monte Carlo simulation, useful for understanding random samples
and time series. It is a powerful tool, especially when only a small
data set is used to predict the behaviour of systems or processes.
This paper presents the results of an investigation on using
bootstrap resampling (different types: uniform, importance based,
block structured etc.) for time series appearing during software
life cycle (mainly the software testing phase, and debugging),
economics, and environment (air pollution generated by cement
plants) in order to help the activity of staff working on risk
management for software projects, risk management in finance, and
those working on environment risk management.
G.Sh. Tsitsiashvili
DISCRETE TIME MODELS OF
FORWARD CONTRACTS INSURANCE
In this paper financial management model of forward contracts
insurance suggested in some works is considered by means of risk
theory and heavy tailed technique. This model is based on a
compensation principle. It attracted large interest and called
active discussion among economists. So its mathematical analysis is
initiated as economists so mathematicians.
G.Sh. Tsitsiashvili
ANALYSIS OF PORTS
RELIABILITIES
This paper is devoted to algorithms of a calculation of ports
reliabilities. A port is a no oriented graph with fixed initial and
final nodes. As accuracy so asymptotic formulas are considered.
Suggested algorithms have minimal numbers of arithmetical
operations.
Igor Ushakov, Sumantra Chakravarty
OBJECT ORIENTED
COMMONALITIES IN UNIVERSAL GENERATING FUNCTION FOR RELIABILITY AND
IN C++
The main idea of Universal Generating Function is exposed in
reliability applications.
Some commonalities in this approach and the C++ language are
discussed.
Igor Ushakov
METHOD OF OPTIMAL SPARE
ALLOCATION FOR MOBILE REPAIR STATION
Method of finding optimal spare stock for Mobile Repair Station is
suggested. Numerical calculations are performed with use of real
field data. It showed significant improvement: probability of first
fix for suggested variant is 0.967 in comparison with 0.534 for
existing variant.
Andrey Kostogryzov
MATHEMATICAL MODELS AND
SOFTWARE TOOLS FOR QUALITY AND RISK MANAGEMENT ACCORDING STANDARD
REQUIREMENTS
The offered mathematical models and supporting them software tools
complexes (M&STC) are purposed for a systems analysts from
customers, designers, developers, users, experts of testing
laboratories and certification bodies, as well as a staff of quality
maintenance for any complex system etc. M&STC are focused on
providing system standard requirements on the base of modeling
random processes that exist for the life cycle of any complex
system. Models implement original author's mathematical methodology
based on probability theory, theory for regenerating processes and
methods for system analysis. M&STC may be also used in training and
education for specializations "System engineering", "Software
engineering", "System safety and security", "Information systems".