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Accurate estimation for extent of cross{sectional dependence in large panel data analysis is paramount to further statistical analysis on the data under study. Grouping more data with weak relations (cross{sectional dependence) together…

In this work I have studied the effect of disorder and system size in fiber bundle model with a certain range of stress redistribution. The strength of the bundle as well as the failure abruptness is observed with varying disorder, stress…

Cascading failures are a critical vulnerability of complex information or infrastructure networks. Here we investigate the properties of load-based cascading failures in real and synthetic spatially-embedded network structures, and propose…

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.…

This paper applies operads and functorial semantics to address the problem of failure diagnosis in complex systems. We start with a concrete example, developing a hierarchical interaction model for the Length Scale Interferometer, a…

Consider a system in which tasks of different execution times arrive continuously and have to be executed by a set of processors that are prone to crashes and restarts. In this paper we model and study the impact of parallelism and failures…

The operation of a system, such as a vehicle, communication network or automatic process, heavily depends on the correct operation of its components. A Stochastic Binary System (SBS) mathematically models the behavior of on-off systems,…

Cascading failures triggered by trivial initial events are encountered in many complex systems. It is the interaction and coupling between components of the system that causes cascading failures. We propose a simple model to simulate…

Optimum lifetime of a series (resp. parallel) system with general standby component(s) always depends on allocation strategy of standby component(s) into the system. Here, we discuss three different models of one or more standby compo-…

Modern industrial systems are often subject to multiple failure modes, and their conditions are monitored by multiple sensors, generating multiple time-series signals. Additionally, time-to-failure data are commonly available. Accurately…

Empirical complex systems can be characterized not only by pairwise interactions, but also by higher-order (group) interactions influencing collective phenomena, from metabolic reactions to epidemics. Nevertheless, higher-order networks'…

In this work we deal with correlated failure time (age at onset) data arising from population-based case-control studies, where case and control probands are selected by population-based sampling and an array of risk factor measures is…

Estimating the covariance of asset returns, i.e., the risk model, is a key component of financial portfolio construction and evaluation. Most risk modeling approaches produce a factor model that decomposes the asset variability into two…

The predominant knowledge-based approach to automated model construction, compositional modelling, employs a set of models of particular functional components. Its inference mechanism takes a scenario describing the constituent interacting…

The assumption of hazard rates being proportional in covariates is widely made in empirical research and extensive research has been done to develop tests of its validity. This paper does not contribute on this end. Instead, it gives new…

Complex engineered systems require coordinated design choices across heterogeneous components under multiple conflicting objectives and uncertain specifications. Monotone co-design provides a compositional framework for such problems by…

We present a framework to formally describe probabilistic system behavior and symbolically reason about it. In particular we aim at reasoning about possible failures and fault tolerance. We regard systems which are composed of different…

The stochastic comparisons of parallel and series system are worthy of study. In this paper, we present some stochastic comparisons of parallel and series systems having independent components from Gumble distribution with two parameters…

Resolving major societal challenges, such as stagnated economic growth or wasted resources, heavily relies on successful project delivery. However, projects are notoriously hard to deliver successfully, partly due to their interconnected…

Safety cases become increasingly important for software certification. Models play a crucial role in building and combining information for the safety case. This position paper sketches an ideal model-based safety case with defect…