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It is known that the Barlow-Proschan index of a system with i.i.d. component lifetimes coincides with the Shapley value, a concept introduced earlier in cooperative game theory. Due to a result by Owen, this index can be computed…

Probability · Mathematics 2012-12-21 Jean-Luc Marichal , Pierre Mathonet

We introduce the concept of subsignature for semicoherent systems as a class of indexes that range from the system signature to the Barlow-Proschan importance index. Specifically, given a nonempty subset M of the set of components of a…

Probability · Mathematics 2013-11-27 Jean-Luc Marichal

The concept of system signature was introduced by Samaniego for systems whose components have i.i.d. lifetimes. We consider its extension to the continuous dependent case and give an explicit expression for this extension as a difference of…

Probability · Mathematics 2011-03-10 Jean-Luc Marichal , Pierre Mathonet

The concept of signature is a useful tool in the analysis of semicoherent systems with continuous and i.i.d. component lifetimes, especially for the comparison of different system designs and the computation of the system reliability. For…

Probability · Mathematics 2015-07-23 Jean-Luc Marichal

For a coherent system the Barlow-Proschan importance index, defined when the component lifetimes are independent, measures the probability that the failure of a given component causes the system to fail. Iyer (1992) extended this concept to…

Probability · Mathematics 2012-11-06 Jean-Luc Marichal , Pierre Mathonet

Considering a semicoherent system made up of $n$ components having i.i.d. continuous lifetimes, Samaniego defined its structural signature as the $n$-tuple whose $k$-th coordinate is the probability that the $k$-th component failure causes…

Probability · Mathematics 2014-11-24 Jean-Luc Marichal , Pierre Mathonet , Fabio Spizzichino

The concept of signature was introduced by Samaniego for systems whose components have i.i.d. lifetimes. This concept proved to be useful in the analysis of theoretical behaviors of systems. In particular, it provides an interesting…

Probability · Mathematics 2011-07-08 Jean-Luc Marichal , Pierre Mathonet , Tamás Waldhauser

The structure signature of a system made up of $n$ components having continuous and i.i.d. lifetimes was defined in the eighties by Samaniego as the $n$-tuple whose $k$-th coordinate is the probability that the $k$-th component failure…

Probability · Mathematics 2017-07-11 Jean-Luc Marichal , Pierre Mathonet , Jorge Navarro , Christian Paroissin

It is often difficult for a phased mission system (PMS) to be highly reliable, because this entails achieving high reliability in every phase of operation. Consequently, reliability analysis of such systems is of critical importance.…

Methodology · Statistics 2023-08-04 Xianzhen Huang , Louis J. M. Aslett , Frank P. A. Coolen

Investigation of the reliability of technical systems is one of the application areas of stochastic processes. The reliability of a technical system is based on two main elements. The first is the connection type of the system, and the…

Optimization and Control · Mathematics 2024-05-22 Yunus Güral , Mehmet Gürcan

The concept of joint bivariate signature, introduced by Navarro et al. (2013), is a useful tool for quantifying the reliability of two systems with shared components. As with the univariate system signature, introduced by Samaniego (2007),…

Statistics Theory · Mathematics 2020-08-13 Tahani Coolen-Maturi , Frank P. A. Coolen , Narayanaswamy Balakrishnan

We consider systems whose lifetime is measured by the time of physical degradation of components, as well as the degree of power each component contributes to the system. The lifetimes of the components of the system are random variables.…

Probability · Mathematics 2025-01-27 Ismihan Bayramoglu

This paper proposes a variance-based measure of importance for coherent systems with dependent and heterogeneous components. The particular cases of independent components and homogeneous components are also considered. We model the…

Applications · Statistics 2024-09-30 Antonio Arriaza , Jorge Navarro , Miguel Angel Sordo , Alfonso Suárez-Llorens

This paper proposes a signature-based approach for solving redundancy allocation problems when component lifetimes are not only heterogeneous but also dependent. The two common schemes for allocations, that is active and standby…

Other Statistics · Statistics 2017-08-24 Mahdi Doostparast

A semicoherent system can be described by its structure function or, equivalently, by a lattice polynomial function expressing the system lifetime in terms of the component lifetimes. In this paper we point out the parallelism between the…

Probability · Mathematics 2008-09-09 Alexander Dukhovny , Jean-Luc Marichal

We present a method to construct signatures of periodic-like data. Based on topological considerations, our construction encodes information about the order and values of local extrema. Its main strength is robustness to reparametrisation…

Statistics Theory · Mathematics 2023-06-26 Wojciech Reise , Bertrand Michel , Frédéric Chazal

The concept of signatures and expected signatures is vital in data science, especially for sequential data analysis. The signature transform, a Cartan type development, translates paths into high-dimensional feature vectors, capturing their…

Machine Learning · Statistics 2025-05-12 Peter K. Friz , Paul P. Hager , Nikolas Tapia

An increasing number of scientific applications are making use of irregular data access patterns. An important class of such patterns involve subscripted-subscripts, wherein an array value appears in the index expression of another array.…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-11-15 Akshay Bhosale , Rudolf Eigenmann

Iterated-integral signatures and log signatures are vectors calculated from a path that characterise its shape. They come from the theory of differential equations driven by rough paths, and also have applications in statistics and machine…

Data Structures and Algorithms · Computer Science 2018-02-26 Jeremy Reizenstein , Benjamin Graham

Interconnected systems such as power systems and chemical processes are often required to satisfy safety properties in the presence of faults and attacks. Verifying safety of these systems, however, is computationally challenging due to…

Systems and Control · Electrical Eng. & Systems 2024-02-15 Luyao Niu , Abdullah Al Maruf , Andrew Clark , J. Sukarno Mertoguno , Radha Poovendran
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