相关论文: Rational expectations as a tool for predicting fai…

The article is focused on studying how to predict the failure times of coherent systems from the early failure times of their components. Both the cases of independent and dependent components are considered by assuming that they are…

We present a general prediction scheme of failure times based on updating continuously with time the probability for failure of the global system, conditioned on the information revealed on the pre-existing idiosyncratic realization of the…

In this paper, we build a new test of rational expectations based on the marginal distributions of realizations and subjective beliefs. This test is widely applicable, including in the common situation where realizations and beliefs are…

We propose a computational framework to quantify (measure) and to optimize the reliability of complex systems. The approach uses a graph representation of the system that is subject to random failures of its components (nodes and edges).…

This research describes the initial effort of building a prediction model for defects in system testing carried out by an independent testing team. The motivation to have such defect prediction model is to serve as early quality indicator…

This article introduces methods for constructing prediction bounds or intervals for the number of future failures from heterogeneous reliability field data. We focus on within-sample prediction where early data from a failure-time process…

In a coherent reliability system composed of multiple components configured according to a specific structure function, the distribution of system time to failure, or system lifetime, is often of primary interest. Accurate estimation of…

A set of general formulas is proposed for the probability of failure on demand (PFD) assessment of MooN architecture (i.e. k-out-of-n) systems subject to proof tests. The proof tests can be partial or full. The partial tests (e.g. visual…

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…

We do the error analysis in reliability measures due to the assumption of independence amongst the component lifetimes. In reliability theory, we come across different n-component structures like series, parallel, and k-out-of-n systems. A…

Many studies in economics deal with the non-reliability cost to assess insurance fees or investment analyses, but none takes into consideration the mechanical aspect of reliability analysis. Other studies in mechanics give some tools and…

The reliability of a system of components depends on reliability of each component. Thus, the initial statistical work should be the estimation of the reliability of each component of the system. This is not an easy task because when the…

The thesis of this essay is that, in heterogeneous agent macroeconomics, the assumption of rational expectations about equilibrium prices is unrealistic and should be replaced. Rational expectations imply that decision makers forecast…

The article reports a numerical investigation of the breakdown of a disordered system considering the effect of local stress concentration under the action of an external tensile force. The statistics of the record-breaking magnitudes of…

Many dependability techniques expect certain behaviors from the underlying subsystems and fail in chaotic ways if these expectations are not met. Under expected circumstances, however, software tends to work quite well. This paper suggests…

In this paper authors present a general methodology for age dependent reliability analysis of degrading or ageing systems, structures and components.The methodology is based on Bayesian methods and inference, its ability to incorporate…

We propose a generic system model for a special category of interdependent networks, demand-supply networks, in which the demand and the supply nodes are associated with heterogeneous loads and resources, respectively. Our model sheds a…

We found that a reliability model commonly used to estimate Mean-Time-To-Data-Loss (MTTDL), while suitable for modeling RAID 0 and RAID 5, fails to accurately model systems having a fault-tolerance greater than 1. Therefore, to model the…

A long noted difficulty when assessing the reliability (or calibration) of forecasting systems is that reliability, in general, is a hypothesis not about a finite dimensional parameter but about an entire functional relationship. A…

Systemic risk refers to the risk that the financial system is susceptible to failures due to the characteristics of the system itself. The tremendous cost of systemic risk requires the design and implementation of tools for the efficient…