Reliability computation for an uncertain PVC window production system using a modified bayesian estimation

2021 ◽  
Vol 40 (1) ◽  
pp. 179-189
Author(s):  
Hadi Gholizadeh ◽  
Hamed Fazlollahtabar ◽  
Mohammad Khalilzadeh
Keyword(s):  
Bayesian Estimation ◽  
System Reliability ◽  
Production System ◽  
Safety Management ◽  
Reliability Assessment ◽  
Model Parameters ◽  
Repairable Systems ◽  
Bayesian Estimations ◽  
Resolution Identity ◽  
Reliability Computation

Nowadays, Industries have been receiving much attention in Failure modelling and reliability assessment of repairable systems due to the fact that it plays a crucial role in risk and safety management of process. The primary purpose of this article is to present a methodology for discussing uncertainty in the reliability assessment if the production system. In fact, we discuss the fuzzy E-Bayesian estimation of reliability for PVC window production system. This approach is used to create the fuzzy E-Bayesian estimations of system reliability by introducing and applying a theorem called “Resolution Identity” for fuzzy sets. To be more specific, the model parameters are assumed to be fuzzy random variables. For this purpose, the original problem is transformed into a nonlinear programming problem which is divided into four sub-problems to simplify the computations. Finally, the results obtained for the sub-problems can be used to determine the membership functions of the fuzzy E-Bayesian estimation of system reliability. To clarify the proposed model, a practical example for PVC window production system is conducted.

Fuzzy E-Bayesian and Hierarchical Bayesian Estimations on the Kumaraswamy Distribution Using Censoring Data

2016 ◽  
Vol 5 (2) ◽  
pp. 74-95 ◽  
Author(s):  
Ramin Gholizadeh ◽  
Manuel J.P. Barahona ◽  
Mastaneh Khalilpour
Keyword(s):  
Original Problem ◽  
Model Parameters ◽  
Hierarchical Bayesian ◽  
Nonlinear Programming Problem ◽  
Membership Functions ◽  
Fuzzy Random Variables ◽  
Kumaraswamy Distribution ◽  
Bayesian Estimations ◽  
Resolution Identity ◽  
Fuzzy Random

The main purpose of this paper is to provide a methodology for discussing the fuzzy. This approach will be used to create the fuzzy E-Bayesian and Hierarchical Bayesian estimations of Kumaraswamy Distribution under censoring data by introducing and applying a theorem called “Resolution Identity” for fuzzy sets. In other words, model parameters are assumed to be fuzzy random variables. The authors also use computational methods Wu (2003). For this purpose, the original problem is transformed into a nonlinear programming problem which is then divided up into four sub-problems to simplify computations. Finally, the results obtained for the sub-problems can be used to determine the membership functions of the fuzzy E-Bayesian and Hierarchical Bayesian estimations.

Nearly Exact Bayesian Estimation of Non-linear No-Arbitrage Term-Structure Models*

2021 ◽  
Author(s):  
Marcello Pericoli ◽  
Marco Taboga
Keyword(s):  
Bayesian Estimation ◽  
Term Structure ◽  
Broad Class ◽  
Model Parameters ◽  
State Variables ◽  
Computationally Efficient ◽  
Macroeconomic Factors ◽  
No Arbitrage ◽  
Term Structure Models ◽  
Non Linear

Abstract We propose a general method for the Bayesian estimation of a very broad class of non-linear no-arbitrage term-structure models. The main innovation we introduce is a computationally efficient method, based on deep learning techniques, for approximating no-arbitrage model-implied bond yields to any desired degree of accuracy. Once the pricing function is approximated, the posterior distribution of model parameters and unobservable state variables can be estimated by standard Markov Chain Monte Carlo methods. As an illustrative example, we apply the proposed techniques to the estimation of a shadow-rate model with a time-varying lower bound and unspanned macroeconomic factors.

Reliability analysis and state transfer scheduling optimization of degrading load-sharing system equipped with warm standby components

2021 ◽  
pp. 1748006X2110017
Author(s):  
Sheng-Jia Ruan ◽  
Yan-Hui Lin
Keyword(s):  
Reliability Analysis ◽  
System Reliability ◽  
High Reliability ◽  
Quadrature Rule ◽  
Load Sharing ◽  
Measurement Information ◽  
Model Parameters ◽  
Scheduling Optimization ◽  
State Transfer ◽  
Warm Standby

Standby redundancy can meet system safety requirements in industries with high reliability standards. To evaluate reliability of standby systems, failure dependency among components has to be considered especially when systems have load-sharing characteristics. In this paper, a reliability analysis and state transfer scheduling optimization framework is proposed for the load-sharing 1-out-of- N: G system equipped with M warm standby components and subject to continuous degradation process. First, the system reliability function considering multiple dependent components is derived in a recursive way. Then, a Monte Carlo method is developed and the closed Newton-Cotes quadrature rule is invoked for the system reliability quantification. Besides, likelihood functions are constructed based on the measurement information to estimate the model parameters of both active and standby components, whose degradation paths are modeled by the step-wise drifted Wiener processes. Finally, the system state transfer scheduling is optimized by the genetic algorithm to maximize the system reliability at mission time. The proposed methodology and its effectiveness are illustrated through a case study referring to a simplified aircraft hydraulic system.

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