Bayesian Reliability——Growth Analysis for Statistical of Diverse Population Based on Non-homogeneous Poisson Process

New armament systems are subjected to the method for dealing with multi-stage system reliability-growth statistical problems of diverse population in order to improve reliability before starting mass production. Aiming at the test process which is high expense and small sample-size in the development of complex system, the specific methods are studied on how to process the statistical information of Bayesian reliability growth regarding diverse populations. Firstly, according to the characteristics of reliability growth during product development, the Bayesian method is used to integrate the testing information of multi-stage and the order relations of distribution parameters. And then a Gamma-Beta prior distribution is proposed based on non-homogeneous Poisson process（NHPP） corresponding to the reliability growth process. The posterior distribution of reliability parameters is obtained regarding different stages of product, and the reliability parameters are evaluated based on the posterior distribution. Finally, Bayesian approach proposed in this paper for multi-stage reliability growth test is applied to the test process which is small sample-size in the astronautics filed. The results of a numerical example show that the presented model can make use of the diverse information synthetically, and pave the way for the application of the Bayesian model for multi-stage reliability growth test evaluation with small sample-size. The method is useful for evaluating multi-stage system reliability and making reliability growth plan rationally.

Development of Optimal Maintenance Policies for Offshore Wind Turbine Gearboxes Based on the Non-homogeneous Continuous-Time Markov Process

Gearbox in offshore wind turbines is a component with the highest failure rates during operation. Analysis of gearbox repair policy that includes economic considerations is important for the effective operation of offshore wind farms. From their initial perfect working states, gearboxes degrade with time, which leads to decreased working efficiency. Thus, offshore wind turbine gearboxes can be considered to be multi-state systems with the various levels of productivity for different working states. To efficiently compute the time-dependent distribution of this multi-state system and analyze its reliability, application of the nonhomogeneous continuous-time Markov process(NHCTMP) is appropriate for this type of object. To determine the relationship between operation time and maintenance cost, many factors must be taken into account, including maintenance processes and vessel requirements. Finally, an optimal repair policy can be formulated based on this relationship.

Modeling of Atmospheric Phenomena Using Non-homogeneous Poisson Process

The PPNH （non-homogenous Poisson processes） are frequently used as models for events that come about randomly in a given time period, for example, failure times, time of accidents occurrences, etc. In this work, PPNH is used to model monthly maximum observations of urban ozone corresponding to a period of five years from the meteorological stations of Merced, Pedregal and Plateros, located in the metropolitan area of Mexico City. The interest data are the times in which the observations surpassed the permissible level of ozone of 0.11 ppm, settled by the Mexican Official Norm （NOM-020-SSA 1-1993） to preserve public health.

Immune Clone Maximum Likelihood Estimation of Improved Non-homogeneous Poisson Process Model Parameters

Aiming at the solving problem of improved nonhomogeneous Poisson process( NHPP) model in engineering application,the immune clone maximum likelihood estimation( MLE)method for solving model parameters was proposed. The minimum negative log-likelihood function was used as the objective function to optimize instead of using iterative method to solve complex system of equations,and the problem of parameter estimation of improved NHPP model was solved by immune clone algorithm. And the interval estimation of reliability indices was given by using fisher information matrix method and delta method. An example of failure truncated data from multiple numerical control( NC) machine tools was taken to prove the method. and the results show that the algorithm has a higher convergence rate and computational accuracy, which demonstrates the feasibility of the method.

Non-Homogeneous Poisson Processes Applied to Count Data:A Bayesian Approach Considering Different Prior Distributions

This article discusses the Bayesian approach for count data using non-homogeneous Poisson processes, considering different prior distributions for the model parameters. A Bayesian approach using Markov Chain Monte Carlo (MCMC) simulation methods for this model was first introduced by [1], taking into account software reliability data and considering non-informative prior distributions for the parameters of the model. With the non-informative prior distributions presented by these authors, computational difficulties may occur when using MCMC methods. This article considers different prior distributions for the parameters of the proposed model, and studies the effect of such prior distributions on the convergence and accuracy of the results. In order to illustrate the proposed methodology, two examples are considered: the first one has simulated data, and the second has a set of data for pollution issues at a region in Mexico City.

On a risk model with Markovian arrivals and tax

A risk model with Markovian arrivals and tax payments is considered.When the insurer is in a profitable situation,the insurer may pay a certain proportion of the premium income as tax payments.First,the Laplace transform of the time to cross a certain level before ruin is discussed.Second,explicit formulas for a generalized Gerber-Shiu function are established in terms of the＇original＇Gerber-Shiu function without tax and the Laplace transform of the first passage time before ruin.Finally,the differential equations satisfied by the expected accumulated discounted tax payments until ruin are derived.An explicit expression for the discounted tax payments is also given.

Grey-based approach for estimating software reliability under nonhomogeneous Poisson process

Due to the randomness and time dependence of the factors affecting software reliability, most software reliability models are treated as stochastic processes, and the non-homogeneous Poisson process(NHPP) is the most used one.However, the failure behavior of software does not follow the NHPP in a statistically rigorous manner, and the pure random method might be not enough to describe the software failure behavior. To solve these problems, this paper proposes a new integrated approach that combines stochastic process and grey system theory to describe the failure behavior of software. A grey NHPP software reliability model is put forward in a discrete form, and a grey-based approach for estimating software reliability under the NHPP is proposed as a nonlinear multi-objective programming problem. Finally, four grey NHPP software reliability models are applied to four real datasets, the dynamic R-square and predictive relative error are calculated. Comparing with the original single NHPP software reliability model, it is found that the modeling using the integrated approach has a higher prediction accuracy of software reliability. Therefore, there is the characteristics of grey uncertain information in the NHPP software reliability models, and exploiting the latent grey uncertain information might lead to more accurate software reliability estimation.

Entanglement and decoherence of coupled superconductor qubits in a non-Markovian environment

The sudden death of entanglement is investigated for the non-Markovian dynamic process of a pair of interacting flux qubits under a thermal bath. The results show that, for initially two-qubit entangled states, entanglement sudden death （ESD） always happens in the thermal reservoir, where its appearance strongly depends on the environment. In particular, ESD of the qubits occurs more easily for the non-Markovian process than for the Markovian one.

Semi-Markovian Model of Monotonous System Maintenance with Regard to its Elements’ Deactivation and Age

An explicit form of reliability and economical stationary performance indexes for monotonous multicomponent system with regard to its elements’ maintenance has been found. The maintenance strategy investigated supposes preventive maintenance execution for elements that has attained certain operating time to failure. Herewith for the time period of elements’ maintenance or restoration operable elements, functionally connected with the failed ones, are deactivated. The problems of maintenance execution frequency optimization have been solved. For the model building the theory of semi-Markovian processes with a common phase field of states is used.

Semi-Markovian Model of Monotonous System Maintenance with Regard to Operating Time to Failure of Each Element

An explicit form of reliability and economical stationary performance indexes for monotonous multicomponent system with regard to its elements’ maintenance has been found. The maintenance strategy investigated supposes preventive maintenance execution for elements that has attained certain operating time to failure. Herewith for the time period of elements’ maintenance or restoration operable elements are not deactivated. The problems of maintenance execution frequency optimization have been solved. For the model building the theory of semi-Markovian processes with a common phase field of states is used.

SOME PROPERTIES OF GALTON-WATSON BRANCHING PROCESSES IN VARYING ENVIRONMENTS

This article deals with some properties of Galton-Watson branching processes in varying environments. A necessary and suffcient condition for relative recurrent state is presented, and a series of ratio limit properties of the transition probabilities are showed.

Nonlinear Modeling for a Two-Stage Degradation System Based on Nonhomogeneous Poisson Process

The degradation process modeling is one of research hotspots of prognostic and health management(PHM),which can be used to estimate system reliability and remaining useful life(RUL).In order to study system degradation process,cumulative damage model is used for degradation modeling.Assuming that damage increment is Gamma distribution,shock counting subjects to a homogeneous Poisson process(HPP)when degradation process is linear,and shock counting is a non-homogeneous Poisson process(NHPP)when degradation process is nonlinear.A two-stage degradation system is considered in this paper,for which the degradation process is linear in the first stage and the degradation process is nonlinear in the second stage.A nonlinear modeling method for considered system is put forward,and reliability model and remaining useful life model are established.A case study is given to validate the veracities of established models.

Software Reliability Growth Model for Imperfect Debugging Process Considering Testing-Effort and Testing Coverage

Because of the inevitable debugging lag,imperfect debugging process is used to replace perfect debugging process in the analysis of software reliability growth model.Considering neither testing-effort nor testing coverage can describe software reliability for imperfect debugging completely,by hybridizing testing-effort with testing coverage under imperfect debugging,this paper proposes a new model named GMW-LO-ID.Under the assumption that the number of faults is proportional to the current number of detected faults,this model combines generalized modified Weibull(GMW)testing-effort function with logistic(LO)testing coverage function,and inherits GMW's amazing flexibility and LO's high fitting precision.Furthermore,the fitting accuracy and predictive power are verified by two series of experiments and we can draw a conclusion that our model fits the actual failure data better and predicts the software future behavior better than other ten traditional models,which only consider one or two points of testing-effort,testing coverage and imperfect debugging.

STATISTICAL SPACE-TIME ADAPTIVE PROCESSING ALGORITHM

For the slowly changed environment-range-dependent non-homogeneity, a new statistical space-time adaptive processing algorithm is proposed, which uses the statistical methods, such as Bayes or likelihood criterion to estimate the approximative covariance matrix in the non-homogeneous condition. According to the statistical characteristics of the space-time snapshot data, via defining the aggregate snapshot data and corresponding events, the conditional probability of the space-time snapshot data which is the effective training data is given, then the weighting coefficients are obtained for the weighting method. The theory analysis indicates that the statistical methods of the Bayes and likelihood criterion for covariance matrix estimation are more reasonable than other methods that estimate the covariance matrix with the use of training data except the detected outliers. The last simulations attest that the proposed algorithms can estimate the covariance in the non-homogeneous condition exactly and have favorable characteristics.

Semantic model and optimization of creative processes at mathematical knowledge formation

The aim of this work is mathematical education through the knowledge system and mathematical modeling. A net model of formation of mathematical knowledge as a deductive theory is suggested here. Within this model the formation of deductive theory is represented as the development of a certain informational space, the elements of which are structured in the form of the orientated semantic net. This net is properly metrized and characterized by a certain system of coverings. It allows injecting net optimization parameters, regulating qualitative aspects of knowledge system under consideration. To regulate the creative processes of the formation and realization of mathematical know- edge, stochastic model of formation deductive theory is suggested here in the form of branching Markovian process, which is realized in the corresponding informational space as a semantic net. According to this stochastic model we can get correct foundation of criterion of optimization creative processes that leads to “great main points” strategy (GMP-strategy) in the process of realization of the effective control in the research work in the sphere of mathematics and its applications.

A Bayesian Inference of Non-Life Insurance Based on Claim Counting Process with Periodic Claim Intensity

The aim of this study is to propose an estimation approach to non-life insurance claim counts related to the insurance claim counting process, including the non-homogeneous Poisson process (NHPP) with a bell-shaped intensity and a beta-shaped intensity. The estimating function, such as the zero mean martingale (ZMM), is used as a procedure for parameter estimation of the insurance claim counting process, and the parameters of model claim intensity are estimated by the Bayesian method. Then,Λ(t), the compensator of N(t) is proposed for the number of claims in a time interval (0,t]. Given the process over the time interval (0,t]., the situations are presented through a simulation study and some examples of these situations are also depicted by a sample path relating N(t) to its compensatorΛ(t).

A Markov regenerative process with recurrence time and its application

This study proposes a non-homogeneous continuous-time Markov regenerative process with recurrence times,in particular,forward and backward recurrence processes.We obtain the transient solution of the process in the form of a generalized Markov renewal equation.A distinguishing feature is that Markov and semi-Markov processes result as special cases of the proposed model.To model the credit rating dynamics to demonstrate its applicability,we apply the proposed stochastic process to Standard and Poor’s rating agency’s data.Further,statistical tests confirm that the proposed model captures the rating dynamics better than the existing models,and the inclusion of recurrence times significantly impacts the transition probabilities.

One-Sample Bayesian Predictive Analyses for a Nonhomogeneous Poisson Process with Delayed S-Shaped Intensity Function Using Non-Informative Priors

The delayed S-shaped software reliability growth model (SRGM) is one of the non-homogeneous Poisson process (NHPP) models which have been proposed for software reliability assessment. The model is distinctive because it has a mean value function that reflects the delay in failure reporting: there is a delay between failure detection and reporting time. The model captures error detection, isolation, and removal processes, thus is appropriate for software reliability analysis. Predictive analysis in software testing is useful in modifying, debugging, and determining when to terminate software development testing processes. However, Bayesian predictive analyses on the delayed S-shaped model have not been extensively explored. This paper uses the delayed S-shaped SRGM to address four issues in one-sample prediction associated with the software development testing process. Bayesian approach based on non-informative priors was used to derive explicit solutions for the four issues, and the developed methodologies were illustrated using real data.

Semi-Markovian Model of Control of Restorable System with Latent Failures

Mathematical model of control of restorable system with latent failures has been built. Failures are assumed to be detected after control execution only. Stationary characteristics of system operation reliability and efficiency have been defined. The problem of control execution periodicity optimization has been solved. The model of control has been built by means of apparatus of semi-Markovian processes with a discrete-contin- uous field of states.

Semi-Markovian Model of Unreliable Control of Restorable System with Latent Failures

Semi-Markovian model of control of restorable system with latent failures has been built with regard to control errors. Stationary reliability and efficiency characteristics of its operation have been found. The problem of control execution periodicity optimization has been solved.