Modelling the repair warranty of an industrial asset using a non-homogeneous Poisson process and a general renewal process

2014 ◽  
Vol 26 (2) ◽  
pp. 171-183 ◽  
Author(s):  
V. González-Prida ◽  
L. Barberá ◽  
A. Crespo Márquez ◽  
J.F. Gómez Fernández
Keyword(s):  
Poisson Process ◽  
Renewal Process ◽  
Homogeneous Poisson Process ◽  
Non Homogeneous Poisson Process

An optimal parking problem

1982 ◽  
Vol 19 (4) ◽  
pp. 803-814 ◽  
Author(s):  
Mitsushi Tamari
Keyword(s):  
Poisson Process ◽  
Decision Maker ◽  
Optimal Stopping ◽  
Renewal Process ◽  
A Priori ◽  
Expected Loss ◽  
Homogeneous Poisson Process ◽  
Optimal Stopping Rule ◽  
Non Homogeneous Poisson Process ◽  
Parking Place

The decision-maker drives a car along a straight highway towards his destination and looks for a parking place. When he finds a parking place, he can either park there and walk the distance to his destination or continue driving. Parking places are assumed to occur in accordance with a Poisson process along the highway. The decision-maker does not know the distance Y to his destination exactly in advance. Only an a priori distribution is assumed for Y and cases of typically important distribution are examined. When we take as loss the distance the decision-maker must walk and wish to minimize the expected loss, the optimal stopping rule and the minimum expected loss are obtained. In Section 3 a generalization to the cases of a non-homogeneous Poisson process and a renewal process is considered.

scholarly journals Testing and preventive maintenance scheduling optimization for aging systems modeled by generalized renewal process

2009 ◽  
Vol 29 (3) ◽  
pp. 563-576 ◽  
Author(s):  
Vinícius Correa Damaso ◽  
Pauli Adriano de Almada Garcia
Keyword(s):  
Poisson Process ◽  
Renewal Process ◽  
Point Processes ◽  
Water System ◽  
Actual State ◽  
Feed Water ◽  
Repairable Systems ◽  
Homogeneous Poisson Process ◽  
Availability Analysis ◽  
Non Homogeneous Poisson Process

The use of stochastic point processes to model the reliability of repairable systems has been a regular approach to establish survival measures in failure versus repair scenarios. However, the traditional processes do not consider the actual state in which an item returns to operational condition. The traditional renewal process considers an "as-good-as-new" philosophy, while a non-homogeneous Poisson process is based on the minimal repair concept. In this work, an approach based on the concept of Generalized Renewal Process (GRP) is presented, which is a generalization of the renewal process and the non-homogeneous Poisson process. A stochastic modeling is presented for systems availability analysis, including testing and/or preventive maintenances scheduling. To validate the proposed approach, it was performed a case study of a hypothetical auxiliary feed-water system of a nuclear power plant, using genetic algorithm as optimization tool.

Reliability analysis of underground rock bolters using the renewal process, the non-homogeneous Poisson process and the Bayesian approach

2019 ◽  
Vol 37 (2) ◽  
pp. 223-242
Author(s):  
Nicolas La Roche-Carrier ◽  
Guyh Dituba Ngoma ◽  
Yasar Kocaefe ◽  
Fouad Erchiqui
Keyword(s):  
Poisson Process ◽  
Reliability Analysis ◽  
Bayesian Approach ◽  
Renewal Process ◽  
Parameters Estimation ◽  
Homogeneous Poisson Process ◽  
Content Type ◽  
Failure Times ◽  
Non Homogeneous Poisson Process ◽  
The Bayesian Approach

Purpose Reliability plays an important role in the execution of the maintenance improvement and the understanding of its concepts is essential to predict the type of maintenance according to the equipment state. Thereby, a computational tool was developed and programming with VBA in Excel® for reliability and failure analysis in a mining context. The paper aims to discuss these issues. Design/methodology/approach The developed approach use the modeling of stochastic processes, such as the renewal process, the non-homogeneous Poisson process and less conventional method as the Bayesian approach, by considering Jeffreys non-informative prior. The resolution gives the best associated model, the parameters estimation, the mean time between failure and the reliability estimate. This approach is validated with the reliability analysis of inter-failure times from underground rock bolters subsystems, over a two-year period. Findings Results show that Weibull and lognormal probability distribution fit to the most subsystems inter-failure times. The study revealed that the bolting head, the rock drill, the screen handler, the electric/electronic system, the hydraulic system, the drilling feeder and the structural consume the most repair frequency. The hydraulic and electric/electronic subsystems represent the lowest reliability after 50 operation hours. Originality/value For the first time, this case study defines practical failures and reliability information for rock bolter subsystems based on real operation data. This paper is useful to the comparative evaluation of rock bolter by detecting the weakest elements and understanding failure patterns in the individual observation subsystems on the overall machine performance.

An optimal parking problem

1982 ◽  
Vol 19 (04) ◽  
pp. 803-814 ◽  
Author(s):  
Mitsushi Tamari
Keyword(s):  
Poisson Process ◽  
Decision Maker ◽  
Optimal Stopping ◽  
Renewal Process ◽  
A Priori ◽  
Expected Loss ◽  
Homogeneous Poisson Process ◽  
Optimal Stopping Rule ◽  
Non Homogeneous Poisson Process ◽  
Parking Place

The decision-maker drives a car along a straight highway towards his destination and looks for a parking place. When he finds a parking place, he can either park there and walk the distance to his destination or continue driving. Parking places are assumed to occur in accordance with a Poisson process along the highway. The decision-maker does not know the distance Y to his destination exactly in advance. Only an a priori distribution is assumed for Y and cases of typically important distribution are examined. When we take as loss the distance the decision-maker must walk and wish to minimize the expected loss, the optimal stopping rule and the minimum expected loss are obtained. In Section 3 a generalization to the cases of a non-homogeneous Poisson process and a renewal process is considered.

Weak limit results for the extremes of a class of shot noise processes

1995 ◽  
Vol 32 (03) ◽  
pp. 707-726 ◽  
Author(s):  
Patrick Homble ◽  
William P. McCormick
Keyword(s):  
Poisson Process ◽  
Shot Noise ◽  
Impulse Response Function ◽  
Weak Limit ◽  
Intensity Function ◽  
Important Class ◽  
Homogeneous Poisson Process ◽  
Periodic Intensity ◽  
Non Homogeneous Poisson Process ◽  
Over Time

Shot noise processes form an important class of stochastic processes modeling phenomena which occur as shocks to a system and with effects that diminish over time. In this paper we present extreme value results for two cases — a homogeneous Poisson process of shocks and a non-homogeneous Poisson process with periodic intensity function. Shocks occur with a random amplitude having either a gamma or Weibull density and dissipate via a compactly supported impulse response function. This work continues work of Hsing and Teugels (1989) and Doney and O'Brien (1991) to the case of random amplitudes.

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