Bayesian inference based on partial monitoring of components with applications to preventive system maintenance

Consider a binary, monotone system of n components. The assessment of the parameter vector, θ, of the joint distribution of the lifetimes of the components and hence of the reliability of the system is often difficult due to scarcity of data. It is therefore important to make use of all information in an efficient way. For instance, prior knowledge is often of importance and can indeed conveniently be incorporated by the Bayesian approach. It may also be important to continuously extract information from a system currently in operation. This may be useful both for decisions concerning the system in operation as well as for decisions improving the components or changing the design of similar new systems. As in Meilijson [12], life‐monitoring of some components and conditional life‐monitoring of some others is considered. In addition to data arising from this monitoring scheme, so‐called autopsy data are observed, if not censored. The probabilistic structure underlying this kind of data is described, and basic likelihood formulae are arrived at. A thorough discussion of an important aspect of this probabilistic structure, the inspection strategy, is given. Based on a version of this strategy a procedure for preventive system maintenance is developed and a detailed application to a network system presented. All the way a Bayesian approach to estimation of θ is applied. For the special case where components are conditionally independent given θ with exponentially distributed lifetimes it is shown that the weighted sum of products of generalized gamma distributions, as introduced in Gåsemyr and Natvig [7], is the conjugate prior for θ. © 2001 John Wiley & Sons, Inc. Naval Research Logistics 48: 551–577, 2001.     

基于复合等效可信度加权的Bayes融合评估方法

在小子样试验评估时,为避免大量先验信息湮没实际飞行试验的信息,融合先验补充样本时通常会进行数学相容性检验并加权.首先分析了小子样情形下直接根据数据计算数学相容性可能造成的不稳定性,为改善这种情况,根据不同试验类型的不同试验环境,对不同试验类型下的误差进行分析和折合,定义了物理等效可信度;并结合物理等效可信度和数学相容性检验,得到先验样本的复合等效可信度权重,基于正态逆伽玛分布计算了Bayes融合评估的后验结果;通过比较Bayes估计后验方差与不磁合先验信息的估计后验方差,根据先验信息参与融合后是否能减小后验方差来判断先验样本是否应该参与融合.理论分析和仿真说明,基于复合等效可信度的加权方法是合理的.     

Monitoring poisson count data with probability control limits when sample sizes are time varying

This article considers the problem of monitoring Poisson count data when sample sizes are time varying without assuming a priori knowledge of sample sizes. Traditional control charts, whose control limits are often determined before the control charts are activated, are constructed based on perfect knowledge of sample sizes. In practice, however, future sample sizes are often unknown. Making an inappropriate assumption of the distribution function could lead to unexpected performance of the control charts, for example, excessive false alarms in the early runs of the control charts, which would in turn hurt an operator's confidence in valid alarms. To overcome this problem, we propose the use of probability control limits, which are determined based on the realization of sample sizes online. The conditional probability that the charting statistic exceeds the control limit at present given that there has not been a single alarm before can be guaranteed to meet a specified false alarm rate. Simulation studies show that our proposed control chart is able to deliver satisfactory run length performance for any time‐varying sample sizes. The idea presented in this article can be applied to any effective control charts such as the exponentially weighted moving average or cumulative sum chart. © 2013 Wiley Periodicals, Inc. Naval Research Logistics 60: 625–636, 2013     

基于加权网络模型的指挥节点重要度评估方法

指挥节点重要度评估是研究指挥网络可靠性和抗毁性的重要内容。通过定义加权网络节点重要度贡献矩阵,提出了一种利用节点重要度评价矩阵确定加权网络关键节点的相对重要度的方法,该方法能充分考虑节点的位置信息、邻接节点的重要度贡献关系;结合作战任务对社区的依赖度,设计了节点全局重要度评估算法,并利用该算法对典型网络节点重要度进行了分析,结果表明算法有效、可行。     

高精度有限体积法与间断有限元法的比较

通过数值算例,比较了高精度有限体积法和间断有限元法在求解不同问题时的表现。研究发现:在精度相同的条件下,间断有限元法的计算误差要明显小于有限体积法;间断有限元法的重构过程与高精度有限体积法相比较为简单,但高阶情形下解多项式的自由度较多并且需要计算体积分,因此整个求解时间较长。降低时间积分时解多项式的自由度数目是实现高精度算法在实际问题中应用的重要手段。     

加权随机模拟的时变可靠性分析方法

针对结构时变可靠性的随机模拟分析方法计算代价大的问题,在极值方法的基础上提出基于加权随机模拟的时变可靠性分析策略。时变可靠性分析需要计算在不同时间处的失效概率,通常需要进行多次可靠性分析,计算代价巨大。所提方法通过对常规静态可靠性的随机模拟方法进行改进拓展,运用加权策略分别发展了加权蒙特卡洛法和加权重要抽样法,使之能够高效分析计算时变可靠性问题。所提方法仅需一次常规可靠性分析模拟,即可得到时变失效概率函数估计。采用管状悬臂梁和十杆桁架两个算例进行验证。结果表明,基于加权思想的分析方法在能确保精确度的前提下能够大幅度减小计算量,提高计算效率。     

高精度高分辨率WENO格式分析与改进

高精度、高分辨率计算格式对提高超声速复杂流场的计算水平有重要的意义。WENO格式是在ENO格式基础上发展起来的一类新型高精度、高分辨率格式,本文在格式加权算法理论和数值分析的基础,对加权算法进行了改进,通过模型问题应用可以看出:改进后格式权值的计算更为光滑,仍具有高精度、高分辨率的性质,并克服了随网格变化而出现的波动现象。     

用加权余量法求解弹性机构的稳态响应

在机构的运动弹性动力分析中,稳态响应的求解已有了多种方法。本文通过分析、比较,提出了用加权余量法求解弹性机构稳态响应的思想,并给出了两种基本算法。作为应用,本文还给出了两个算例,其中空间四杆RS'SR 机构为本文首次给出。     

交互式增广加权范数法及其应用

本文提出利用增广加权范数把多目标优化问题转化为标量优化问题,证明了转化后的问题与原问题完全等价,同时给出了目标函数值与权系数的关系,建立了以目标函数值作为交互媒介的多目标优化方法,最后给出了应用该方法的一个实例。