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241.
A novel gradient approach for optimal design and sensitivity analysis of EWMA control charts 下载免费PDF全文
Conventional control charts are often designed to optimize out‐of‐control average run length (ARL), while constraining in‐control ARL to a desired value. The widely employed grid search approach in statistical process control (SPC) is time‐consuming with unsatisfactory accuracy. Although the simulation‐based ARL gradient estimators proposed by Fu and Hu [Manag Sci 45 (1999), 395–413] can alleviate this issue, it still requires a large number of simulation runs to significantly reduce the variance of gradient estimators. This article proposes a novel ARL gradient estimation approach based on integral equation for efficient analysis and design of control charts. Although this article compares with the results of Fu and Hu [Manag Sci 45 (1999), 395–413] based on the exponentially weighted moving average (EWMA) control chart, the proposed approach has wide applicability as it can generally fit into any control chart with Markovian property under any distributions. It is shown that the proposed method is able to provide a fast, accurate, and easy‐to‐implement algorithm for the design and analysis of EWMA charts, as compared to the simulation‐based gradient estimation method. Moreover, the proposed gradient estimation method facilitates the computation of high‐order derivatives that are valuable in sensitivity analysis. The code is written in Matlab, which is available on request. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 223–237, 2014 相似文献
242.
Stochastic framework for partially degradation systems with continuous component degradation‐rate‐interactions 下载免费PDF全文
Many conventional models that characterize the reliability of multicomponent systems are developed on the premise that for a given system, the failures of its components are independent. Although this facilitates mathematical tractability, it may constitute a significant departure from what really takes place. In many real‐world applications, system components exhibit various degrees of interdependencies, which present significant challenges in predicting degradation performance and the remaining lifetimes of the individual components as well as the system at large. We focus on modeling the performance of interdependent components of networked systems that exhibit interactive degradation processes. Specifically, we focus on how the performance level of one component affects the degradation rates of other dependent components. This is achieved by using stochastic models to characterize how degradation‐based sensor signals associated with the components evolve over time. We consider “Continuous‐Type” component interactions that occur continuously over time. This type of degradation interaction exists in many applications, in which interdependencies occur on a continuum. We use a system of stochastic differential equations to capture such “Continuous‐Type” interaction. In addition, we utilize a Bayesian approach to update the proposed model using real‐time sensor signals observed in the field and provide more accurate estimation of component residual lifetimes. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 286–303, 2014 相似文献
243.
We consider the burglar problem in which a burglar can either retire or choose among different types of burglaries, with each type having its own success probability and reward distribution. Some general structural results are established and, in the case of exponentially distributed reward distributions, a solution technique is presented. The burglar problem's relationship to a stochastic knapsack problem with a random exponentially distributed knapsack capacity is shown. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 359–364, 2014 相似文献
244.
针对高度动态变化的卫星网络,提出一种基于动态拓扑图的可视化方法。动态拓扑图可视化的难点在于如何保持动态可视化过程中的稳定性,从而使用户容易地感知到网络中所发生的拓扑变化。根据卫星网络的动态变化特点,构建连续的动态拓扑图模型;设计一种保持布局稳定性的策略,并基于力引导思想提出一种动态拓扑图布局算法;以Iridium系统为典型实例,验证本文的可视化方法的合理性和可行性。实验表明,该方法能够以清晰的可视化图像支持用户对卫星网络动态拓扑的感知和理解。 相似文献
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246.
摘要:针对存储器的特点,介绍了存储器简化的功能故障模型.基于一种既可以测试静态简化故障又可以测试动态简化故障的MarchSS算法,提出了一种改进的存储器测试算法MarchSSI算法.该算法不仅能测出MarchSS算法测试的所有功能故障,而且能够覆盖MarchSS算法遗漏的故障,使算法故障覆盖率有了一定的提高.通过仿真,验证了算法的可行性. 相似文献
247.
针对履带车辆下长坡制动过程中不同制动力的分配关系,在液力减速器和整车下坡动力学分析的基础上,研究了基于液力辅助制动的履带车辆下长坡制动控制策略,建立了基于SIMULINK的履带车辆整车动态仿真模型,对液力减速器的持续制动性能和控制策略的有效性进行了仿真.结果表明,车辆下坡持续制动时,适时应用液力减速器,能够有效分流整车制动功率,明显降低机械制动器的工作负荷,满足整车安全恒速下坡的要求. 相似文献
248.
可能性决策能较好地应对军事领域常常出现的概率难以获得,或者强调“出奇制胜”而有意规避概率风险的情形,是解决知识不完备情况下敌对行动预测的有力手段。从可能性理论基本公理体系出发,结合动态规划方法,提出并证明可能性决策的最优化定理,给出多步条件下可能性决策的实现算法,结合危机条件下敌对行动预测的范例和仿真分析,与传统概率风险决策进行比较,体现可能性决策的优越性,为该方法的推广应用创造条件。 相似文献
249.
提出了一种可用于加油卷盘升降的四杆式液压起落机构的设计方案。分析了四杆式液压起落机构的工作原理,采用复数向量法建立了运动学和动力学数学模型。利用Matlab软件编制了相应的程序进行实例分析和计算,得到了机构关键点的仿真轨迹和有关构件的角位移、角速度及角加速度曲线。运用理论分析计算和软件仿真,验证了机构设计的合理性和方案的可行性。 相似文献
250.
We consider a periodic review model over a finite horizon for a perishable product with fixed lifetime equal to two review periods. The excess demand in a period is backlogged. The optimal replenishment and demand management (using price) decisions for such a product depend on the relative order of consumption of fresh and old units. We obtain insights on the structure of these decisions when the order of consumption is first‐in, first‐out and last‐in, first‐out. For the FIFO system, we also obtain bounds on both the optimal replenishment quantity as well as expected demand. We compare the FIFO system to two widely analyzed inventory systems that correspond to nonperishable and one‐period lifetime products to understand if demand management would modify our understanding of the relationship among the three systems. In a counterintuitive result, we find that it is more likely that bigger orders are placed in the FIFO system than for a nonperishable product when demand is managed. © 2013 Wiley Periodicals, Inc. Naval Research Logistics, 2013 相似文献