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RT&A
2010,
# 2(17) Vol.5
Z. Bluvband & S. Porotsky
PARAMETER ESTIMATIONS FOR
AVAILABILITY GROWTH
The
reliability growth process applied to a complex system
undergoing development and field test involves surfacing
failure modes, analyzing the modes, and, in addition to
repair, in some cases implementing corrective actions to
the surfaced modes. In such a manner, the system
configuration is matured with respect to reliability.
The conventional procedure of reliability growth implies
evaluation of two principal parameters of the NHPP
process only for failure rate. Since standard NHPP does
not take into account parameters of repairs, it is
necessary to develop expanded procedure as the basis for
the Availability Growth. It implies evaluation of both:
a) the parameters of failure rate and, b) the parameters
of repair rate. Authors suggest a model and numerical
method to search these parameters.
Farhadzadeh E.M., Muradaliyev A.Z., Farzaliyev Y.Z.
CONTROL THE IMPORTANCE OBSERVABLE
LAWS OF CHANGE RELIABILITY OVER OPERATION
The
problem of the control of the importance of observable
laws of change of parameters of reliability (PR) at
small statistical data of operating experience or
experiment in conditions when the argument has a serial
or nominal scale of measurement, concerns to number of
the most difficult and insufficiently developed. In
particular, at operation of electro installations the
important role-played with data on reliability of units
of the same equipment, on the reasons of occurrence and
character of their damage, law of change PR of the
equipment for various classes of a pressure and so forth
A. I. Pereguda, D. A. Timashov
A FUZZY RELIABILITY MODEL FOR
“SAFETY SYSTEM-PROTECTED OBJECT” COMPLEX
The
paper presents a new fuzzy reliability model for
automated “safety system-protected object” complex. It
is supposed that parameters of reliability model and
reliability indices are fuzzy variables. Scheduled
periodic inspections of safety system are also taken
into account. Asymptotic estimates of mean time to
accident membership function are proposed.
A. I. Pereguda, D. A. Timashov
AN ADVANCED RELIABILITY MODEL FOR
AUTOMATED “SAFETY SYSTEM-PROTECTED OBJECT” COMPLEX
WITH TIME
REDUNDANCY
The
paper presents a new reliability model for an automated
“safety system-protected object” complex with time
redundancy. It is supposed that the time redundancy is
caused by a protected object inertia. Scheduled periodic
inspections of the safety system are also taken into
account. Two-sided estimates of the mean time to
accident are proposed.
Armen S. Stepanyants, Valentina S. Victorova
RELIABILITY AND CAPABILITY MODELING
OF TECHNOLOGICAL SYSTEMS WITH BUFFER STORAGE
The
paper is devoted to reliability and capability
investigation of technological systems, inclusive of
development of dynamic reliability model for two-phase
product line with buffer storages and multiphase line
decomposition
G.Tsitsiashvili
COMPARISON ANALYSIS OF RELIABILITY
OF NETWORKS WITH IDENTICAL EDGES
Efficient and fast algorithms of parameters calculation
in Burtin-Pittel asymptotic formula for networks with
identical and high reliable edges are constructed. These
algorithms are applied to a procedure of a comparison of
networks obtained from a radial-circle network by a
cancelling of some edges or their collapsing into nodes
or by a separate reservation of these edges.
G.Tsitsiashvili
ASYMPTOTIC FORMULAS IN DISCRETE
TIME RISK MODEL WITH DEPENDENCE OF FINANCIAL AND INSURANCE
RISKS
Asymptotic formulas for a ruin probability in discrete
time risk model with a dependence of financial and
insurance risks are obtained. These formulas are
constructed in a suggestion which is adequate to
economical crisis: the larger is a financial risk the
larger is an insurance risk.
Heinz-Peter Berg
QUANTITATIVE SAFETY GOALS AND
CRITERIA AS A BASIS FOR DECISION MAKING
Internationally, probabilistic safety analyses represent
the state of the art in the licensing process for new
industrial facilities, but increasingly also for
evaluating the safety level of older industrial plants,
e. g. as part of periodic safety reviews of nuclear
power plants. Quantitative safety goals have not yet
reached the same level of acceptance. However, this
depends on the type of industry. Most of the countries
consider those criteria as safety targets rather than as
sharply defined boundary values. The Netherlands and the
United Kingdom are exceptions, they require
demonstration of compliance with legally binding safety
goals in the licensing procedure.
Heinz-Peter Berg
RISK MANAGEMENT: PROCEDURES,
METHODS AND EXPERIENCES
Risk
management is an activity which integrates recognition
of risk, risk assessment, developing strategies to
manage it, and mitigation of risk using managerial
resources. Some traditional risk managements are focused
on risks stemming from physical or legal causes (e.g.
natural disasters or fires, accidents, death). Financial
risk management, on the other hand, focuses on risks
that can be managed using traded financial instruments.
Objective of risk management is to reduce different
risks related to a pre-selected domain to an acceptable.
It may refer to numerous types of threats caused by
environment, technology, humans, organizations and
politics. The paper describes the different steps in the
risk management process which methods are used in the
different steps, and provides some examples for risk and
safety management.
A. Blokus-Roszkowska, K. Kołowrocki
RELIABILITY AND AVAILABILITY OF A
SHIPYARD SHIP-ROPE ELEVATOR IN VARIABLE OPERATION CONDITIONS
In the
paper the environment and infrastructure influence of
the ship-rope elevator operating in Naval Shipyard in
Gdynia on its operation processes is considered. The
results are presented on the basis of a general model of
technical systems operation processes related to their
environment and infrastructure. The elevator operation
process is described and its statistical identification
is given. Next, the elevator is considered in varying in
time operation conditions with different its components’
reliability functions in different operation states.
Finally, the reliability, risk and availability
evaluation of the elevator in variable operation
conditions is presented.
F. Cadini, D. Avram, E. Zio
A MONTE CARLO-BASED TECHNIQUE FOR
ESTIMATING THE OPERATION MODES OF HYBRID DYNAMIC SYSTEMS
Many
real systems are characterized by a hybrid dynamics of
transitions among discrete modes of operation, each one
giving rise to a specific continuous dynamics of
evolution. The estimation of the state of these hybrid
dynamic systems is difficult because it requires keeping
track of the transitions among the multiple modes of
system dynamics corresponding to the different modes of
operation. A Monte Carlo-based estimation method is here
illustrated through an application to a case study of
literature.
F. Grabski, A. Załęska-Fornal
BOOTSTRAP METHODS FOR THE CENSORED
DATA IN EMPIRICAL BAYES ESTIMATION
OF THE RELIABILITY
PARAMETERS
Bootstrap and resampling methods are the computer
methods used in applied statistics. They are types of
the Monte Carlo method based on the observed data.
Bradley Efron described the bootstrap method in 1979 and
he has written a lot about it and its generalizations
since then. Here we apply these methods in an empirical
Bayes estimation using bootstrap copies of the censored
data to obtain an empirical prior distribution.
R. Guo, D. Guo, T. Dunne
RANDOM FUZZY CONTINUOUS-TIME MARKOV
JUMP PROCESSES
Continuous-time Markov chains are an important subclass
in stochastic processes, which have facilitated many
applications in business decisions, investment risk
analysis, insurance policy making and reliability
modeling. One should be fully aware that the existing
continuous-time Markov chains theory is merely a
framework under which the random uncertainty governs the
phenomena. However, the real world phenomena often
reveal a reality in which randomness and vagueness
co-exist, and thus probabilistic continuous-time Markov
chains modeling practices may be not wholly adequate. In
this paper, we define random fuzzy continuous-time
Markov chains, explore the related average chance
distributions, and propose both a scheme for parameter
estimation and a simulation scheme. It is expected that
a foundational base can be established for reliability
modeling and risk analysis, particularly, repairable
system modeling.
S. Guze, B, Kwiatuszewska-Sarnecka, J. Soszyńska
THE COMPUTER PROGRAM TO VERIFY THE
HYPOTHESIZES AND TO PREDICT
OF THE PARAMETERS FOR
OPERATIONAL PROCESS
The
theoretical background and technical information for the
program are presented. Further, the components of the
program are described and user manual is given.
O. Hryniewicz
CONFIDENCE BOUNDS FOR THE
RELIABILITY OF A SYSTEM FROM SUBSYSTEM DATA
The
paper is concerned with the construction of lower bounds
for the reliability of a system when statistical data
come from independent tests of its elements. The
overview of results known from literature and obtained
under the assumption that elements in a system are
independent is given. It has been demonstrated using a
Monte Carlo experiment that in case when these elements
are dependent and when their dependence is described by
Clayton and Gumbel copulas these confidence bounds are
not satisfactory. New simple bounds have been proposed
which in some practical cases perform better than the
classical ones.
M. Jurdziński, S. Guze, P. Kamiński
TIME DIFFERENCES IN PERATION STATES
OF STENA BALTICA FERRY DURING THE OPEN WATER AREAS PASSAGE
The
paper deals with analysis of ships operation stages in
open water areas effected by environmental constraints
influencing on ship sea keeping parameters in
application to ferry “Stena Baltica” operated in the
Baltic Sea between Gdynia and Karlskrona harbors.
K. Kołowrocki, B. Kwiatuszewska-Sarnecka, J. Soszyńska
PRELIMINARY RELIABILITY, RISK AND
AVAILABILITY ANALYSIS AND EVALUATION
OF BULK CARGO
TRANSPORTATION SYSTEM IN VARIABLE OPERATION CONDITIONS
In the
paper, definitions and theoretical results on system
operations process, multi-state system reliability, risk
and availability modelling are illustrated by the
example of their application to a bulk cargo
transportation system operating in Gdynia Port Bulk
Cargo Terminal. The bulk cargo transportation system is
considered in varying in time operation conditions. The
system reliability structure and its components
reliability functions are changing in variable operation
conditions. The system reliability structures are fixed
with a high accuracy. Whereas, the input reliability
characteristics of the bulk cargo transportation system
components and the system operation process
characteristics are not sufficiently exact because of
the lack of statistical data. Anyway, the obtained
evaluation may be a very useful example in simple and
quick systems reliability characteristics evaluation,
especially during the design and improving the
transportation systems operating in ports.
K. Kolowrocki, J. Soszynska
METHODS AND ALGORITHMS FOR
EVALUATING UNKNOWN PARAMETERS OF OPERATION PROCESSES
OF
COMPLEX TECHNICAL SYSTEMS (part 1)
The
paper objectives are to present the methods and tools
useful in the statistical identifying unknown parameters
of the operation models of complex technical systems
and to apply them in the maritime industry. There are
presented statistical methods of determining unknown
parameters of the semi-markov model of the complex
technical system operation processes. There is also
presented the chi-square goodness-of-fit test applied to
verifying the distributions of the system operation
process conditional sojourn times in the particular
operation states. Applications of these tools to
identifying and predicting the operation
characteristics of a ferry operating at the Baltic Sea
waters are presented as well.
K. Kolowrocki, J. Soszynska
METHODS AND ALGORITHMS FOR
EVALUATING UNKNOWN PARAMETERS
OF COMPONENTS RELIABILITY OF
COMPLEX TECHNICAL SYSTEMS (part 2)
The
paper objectives are to present the methods and tools
useful in the statistical identifying the unknown
parameters of the components reliability and safety of
complex industrial systems and to apply them in the
maritime industry. There are presented statistical
methods of estimating the unknown intensities of
departure from the reliability state subsets of the
exponential distribution of the component lifetimes of
the multistate systems operating in various operation
states. The goodness-of-fit method applied to testing
the hypotheses concerned with the exponential form of
the multistate reliability function of the particular
components of the complex technical system in variable
operations conditions is suggested. An application of
these tools to reliability characteristics of a ferry
operating at the Baltic Sea waters is presented as well.
B. Kwiatuszewska-Sarnecka
MODELS OF RELIABILITY AND
AVAILABILITY IMPROVEMENT
OF SERIES AND PARALLEL SYSTEMS
RELATED TO THEIR OPERATION PROCESSES
Integrated general models of approximate approaches of
complex multi-state series and parallel systems,
linking their reliability and availability improvement
models and their operation processes models caused
changing reliability and safety structures and
components reliability characteristics in different
operation states, are constructed. These joint models
are applied to determining improved reliability and
availability characteristics of the considered
multi-state series and parallel systems related to their
varying in time operation processes. The conditional
reliability characteristics of the multi-state systems
with hot, cold single reservation of component and the
conditional reliability characteristics of the
multi-state systems with reduced rate of departure by a
factor of system components are defined.
M.S. Habibullah, Fu Xiuju, K. Kolowrocki, J. Soszynska
CORRELATION AND REGRESSION ANALYSIS
OF SPRING STATISTICAL DATA OF MARITIME FERRY OPERATION
PROCESS
These
are presented statistical methods of correlation and
regression analysis of the operation processes of
complex technical systems. The collected statistical
data from the Stena Baltica ferry operation process are
analysed and used for determining correlation
coefficients and linear and multiple regression
equations, expressing the influence of the operation
process conditional sojourn times in particular
operation states on the ferry operation process total
conditional sojourn time.
D. Valis, Z. Vintr, M. Koucky
CONTRIBUTION TO RELIABILITY
ANALYSIS OF HIGHLY RELIABLE ITEMS
In
recent years the intensive efforts in developing and
producing electronic devices have more and more critical
inference in many areas of
human
activity. Engineering is one of the areas which have
been also importantly affected. The paper deals with
dependability namely reliability analysis procedure of a
highly reliable item. The data on manufacturing and
operating of a few hundred thousands pieces of
electronic item are available and they are statistically
a very important collection/set. However, concerning
some items the manufacturing procedure was not checked
and controlled accurately. The procedure described in
the paper is based on the thorough data analysis aiming
at the operating and manufacturing of these electronic
elements. The results indicate some behaviour
differences between correctly and incorrectly made
elements. It was proved by the analysis that
dependability and safety of these elements was affected
to a certain degree. Although there is a quite big set
of data the issue regarding the statistical
comparability is very important.
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