Related papers: Modeling failures times with dependent renewal typ…
We analyze extensions of the Poisson process in which any interarrival time that exceeds a fixed value $r$ is counted as an interarrival of duration $r$. In the engineering application that initiated this work, one part is tested at a time,…
In this paper, we propose a continuous time model for a multi-echelon inventory system. Items in the inventory are deteriorating. Lateral transshipment are allowed among the warehouses in the same echelon where transshipment rate depends on…
Intelligent agents must be able to articulate its own uncertainty. In this work, we show that pre-trained sequence models are naturally capable of probabilistic reasoning over exchangeable data points -- forming informed beliefs and…
We consider a type of optimal switching problems with non-uniform execution delays and ramping. Such problems frequently occur in the operation of economical and engineering systems. We first provide a solution to the problem by applying a…
Renewal process is a point process where an inter-event time between successive renewals is an independent and identically distributed random variable. Alternating renewal process is a dichotomous process and a slight generalization of the…
Intermittent demand, where demand occurrences appear sporadically in time, is a common and challenging problem in forecasting. In this paper, we first make the connections between renewal processes, and a collection of current models used…
We suggest to construct infinite stochastic binary sequences by associating one of the two symbols of the sequence with the renewal times of an underlying renewal process. Focusing on stationary binary sequences corresponding to delayed…
Usually, methods evaluating system reliability require engineers to quantify the reliability of each of the system components. For series and parallel systems, there are some options to handle the estimation of each component's reliability.…
Concurrent accesses to databases are typically encapsulated in transactions in order to enable isolation from other concurrent computations and resilience to failures. Modern databases provide transactions with various semantics…
A variety of methods have been proposed for inference about extreme dependence for multivariate or spatially-indexed stochastic processes and time series. Most of these proceed by first transforming data to some specific extreme value…
Exchangeability is a central notion in statistics and probability theory. The assumption that an infinite sequence of data points is exchangeable is at the core of Bayesian statistics. However, finite exchangeability as a statistical…
Rescheduling problems arise in a variety of situations where a previously planned schedule needs to be adjusted to deal with unforeseen events. A common problem is the arrival of new orders, i.e. jobs, which have to be integrated into the…
Learning-based control methods typically assume stationary system dynamics, an assumption often violated in real-world systems due to drift, wear, or changing operating conditions. We study reinforcement learning for control under…
Data in the real world often has an evolving distribution. Thus, machine learning models trained on such data get outdated over time. This phenomenon is called model drift. Knowledge of this drift serves two purposes: (i) Retain an accurate…
Reliability analysis is a sub-field of uncertainty quantification that assesses the probability of a system performing as intended under various uncertainties. Traditionally, this analysis relies on deterministic models, where experiments…
Many regenerative arguments in stochastic processes use random times which are akin to stopping times, but which are determined by the future as well as the past behaviour of the process of interest. Such arguments based on "conditioning on…
In engineering, it is a common desire to couple existing simulation tools together into one big system by passing information from subsystems as parameters into the subsystems under influence. As executed at fixed time points, this data…
Let $X$ be a continuous-time strongly mixing or weakly dependent process and $T$ a renewal process independent of $X$ with inter-arrival times $\tau$. We show general conditions under which the sampled process $(X_{T_i},T_i-T_{i-1})^{\top}$…
In this paper we consider different model reduction techniques for systems with moving loads. Due to the time-dependency of the input and output matrices, the application of time-varying projection matrices for the reduction offers new…
In this paper a multi-component system is studied where each component can be repaired within the system. We consider that each component is subject to two dependent competing failure processes due to degradation and random shocks and each…