相关论文: Computing system signatures through reliability fu…
The subsignatures of a system with continuous and exchangeable component lifetimes form a class of indexes ranging from the Samaniego signature to the Barlow-Proschan importance index. These indexes can be computed through explicit linear…
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…
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…
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…
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…
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…
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…
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…
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…
We suggest a purely combinatorial approach to a general problem in system reliability. We show how to determine if a given vector can be the signature of a system, and in the affirmative case exhibit such a system in terms on its structure…
Signatures are iterated path integrals of continuous and discrete-time processes, and their universal nonlinearity linearizes the problem of feature selection in time series data analysis. This paper studies the consistency of signature…
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),…
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.…
A connected component labeling algorithm is developed for implicitly-defined domains specified by multivariate polynomials. The algorithm operates by recursively subdividing the constraint domain into hyperrectangular subcells until the…
We first relate an approximate $n^{th}$-order left derivative of $s(R, f^t)$ at the F-pure threshold $c$ to the F-splitting ratio $r_F(R, f^c)$. Next, we apply the methods developed by Monsky and Teixeira in their investigation of syzygy…
The Shapley value---probably the most important normative payoff division scheme in coalitional games---has recently been advocated as a useful measure of centrality in networks. However, although this approach has a variety of real-world…
We introduce signature payoffs, a family of path-dependent derivatives that are given in terms of the signature of the price path of the underlying asset. We show that these derivatives are dense in the space of continuous payoffs, a result…
We introduce an index for measuring the influence of the k-th smallest variable on a pseudo-Boolean function. This index is defined from a weighted least squares approximation of the function by linear combinations of order statistic…
In the last decade, the concept of path signature has achieved significant success in data science applications. It offers a powerful set of features that effectively capture and describe the characteristics of paths or sequential data.…
The sequence of so-called signature moments describes the laws of many stochastic processes in analogy with how the sequence of moments describes the laws of vector-valued random variables. However, even for vector-valued random variables,…