2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)最新文献

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Towards an Efficient and Robust Maintenance Decision-Making 迈向高效、稳健的维修决策
H. Cherkaoui, K. T. Huynh, A. Grall
{"title":"Towards an Efficient and Robust Maintenance Decision-Making","authors":"H. Cherkaoui, K. T. Huynh, A. Grall","doi":"10.1109/SMRLO.2016.46","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.46","url":null,"abstract":"In the literature, the effectiveness of a maintenance strategy is usually assessed through a cost criterion which is the long-run expected maintenance cost rate (i.e., performance viewpoint). However, such a criterion does not allow evaluating the variability of maintenance costs from a renewal cycle to another, and classical maintenance strategies seem inappropriate in the sense of risk management (i.e., robustness viewpoint). Therefore, this paper aims at (i) re-evaluating classical strategies from both performance and robustness aspects, and hence (ii) suggesting more suitable maintenance decisions. Especially, by defining the long-run expected maintenance cost rate as the performance criterion and the variance of maintenance cost per renewal cycle as the robustness criterion, we consider two representatives of time-based and condition-based maintenance families: a block replacement strategy, and a periodic inspection and replacement strategy. Their mathematical cost models are developed on the basis of the homogeneous Gamma degradation process and the theory of probability. The comparison results of both maintenance strategies show that the strategy which has a higher performance incurs a higher level of risk. So, it is necessary to assess jointly the performance and the robustness of maintenance strategies to find out a more reliable decision.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"69 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127278951","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Distribution-Free Models for Machine Interference Problems 机器干扰问题的无分布模型
G. Gurevich, B. Keren, Yossi Hadad
{"title":"Distribution-Free Models for Machine Interference Problems","authors":"G. Gurevich, B. Keren, Yossi Hadad","doi":"10.1109/SMRLO.2016.110","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.110","url":null,"abstract":"This paper presents binomial and multinomial models for special cases of the machine interference problem (MIP), where a production system consists of one or several groups of identical machines. All the machines produce the same product in parallel and independently of each other. Each machine randomly requests several different service types. The service is provided by a group of operators such that one operator can provide only one service type. The presented models allow the calculation of the expected interference time in the queue for each service type, depending on the number of operators. The key point is the fact that the proposed models do not use any restrictive assumptions about failure rate and service distribution, as the Markovian models. The expected interference times attained by utilization of the proposed models enable practitioners to determine the optimal number of operators in order to minimize the manufacturing cost per unit of product or maximize the total profit, or to set other performance measures.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"94 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114567328","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Markov Modeling of the Availability of a Wind Turbine Utilizing Failures and Real Weather Data 利用故障和真实天气数据的风力发电机可用性的马尔可夫建模
Theodoros V. Tzioiutzias, A. Platis, V. Koutras
{"title":"Markov Modeling of the Availability of a Wind Turbine Utilizing Failures and Real Weather Data","authors":"Theodoros V. Tzioiutzias, A. Platis, V. Koutras","doi":"10.1109/SMRLO.2016.40","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.40","url":null,"abstract":"The maintenance and reliability issues of the wind farms are a matter of high importance both for the offshore and onshore constructions. The technology applied in the wind turbines is fast growing and the wind farms expand rapidly all over the world. European Union countries have set high targets for electricity production through wind till 2020. The maintenance is very important part for a wind farm because we can prevent very important faults even disasters in vital parts of the Wind Turbines (WTs) that may cost hundred thousand euros and lead to long downtimes. Condition monitoring methods are applied in order to prevent high cost damages, save money from maintenance and increase the availability of the system. Moreover, the weather phenomena play a very important role for both the operation and maintenance of the system. For example, in the case of wind or bad weather we cannot have access for maintenance and repair, as a result the downtime increases. The weather parameter is more important in offshore wind farm because the accessibility is more difficult and costly. Using Markov chains we develop a model describing the availability of a wind turbine considering the wind intensity and the operational condition or the downtime of a wind turbine.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"19 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125295183","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Modeling Asymmetry of Information for a Sample of the Chilean Companies Using Deterministic and Stochastic Methodologies 用确定性和随机方法对智利公司样本的信息不对称建模
Hanns de la Fuente-Mella, David Cademartori-Rosso, Berta Silva-Palavecinos, Ricardo Campos-Espinoza, A. Paz
{"title":"Modeling Asymmetry of Information for a Sample of the Chilean Companies Using Deterministic and Stochastic Methodologies","authors":"Hanns de la Fuente-Mella, David Cademartori-Rosso, Berta Silva-Palavecinos, Ricardo Campos-Espinoza, A. Paz","doi":"10.1109/SMRLO.2016.91","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.91","url":null,"abstract":"In this research, a set of financial series with high frequency was modeled and forecasted using data from a sample of Chilean companies active in the capital market. We were worked with the series of Bid-Ask (Spread) as a measure of asymmetry of information. Both deterministic and stochastic methods of the sample of Chilean stock exchange were tested, for these purposes, we used intraday data equally spaced but with difference frequency from 2007 to 2013. The data included series belong to: service, energy, retail and mining companies. The deterministic forecasting methods used included Simple, Holt, Brown, and Damped Trend, and the stochastic forecast used were ARIMA (p, d, q), ARCH (p), GARCH (p, q), method. Besides were performed using functional curves including linear, logarithmic, inverse, quadratic, cubic, growth-exponential, and logistic. Each forecast result was compared using goodness of fit indices of the Root Mean Square Error, Mean Absolute Percentage Error and R-squared index. The methodology include two step, first we were calculated the forecast for each year of the study, and second, we were estimated the forecast for the total period of the sample. For the first result, the ARIMA (p, d, q) models provided an adequate forecast for 97% of the cases, and for the second result, the ARCH (p), GARCH (p, q) and ARIMA (p, d, q) models, provided an adequate forecast for 70%, 15% and 15% of the cases, respectively. The identification of models for each of the series, could provide knowledge about presence of possible imperfect information in the Chilean market.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"62 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121215241","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Target Reliability for Existing Civil Engineering Systems 现有土木工程系统的目标可靠性
M. Sýkora, M. Holicky, D. Diamantidis
{"title":"Target Reliability for Existing Civil Engineering Systems","authors":"M. Sýkora, M. Holicky, D. Diamantidis","doi":"10.1109/SMRLO.2016.28","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.28","url":null,"abstract":"Specification of the target reliability levels is one of the key issues of the assessment of existing systems. ISO 2394:2015 indicate procedures for specification of the target reliability levels by optimisation of the total cost related to an assumed remaining working life of a structural system. These approaches are critically compared with human safety criteria and with recommendations of present standards. It appears that the requirement on the same target reliability levels for existing civil engineering systems as for newly designed is uneconomical. Decisions in the assessment can result in the acceptance of the actual state or in upgrade of the existing structure, two reliability levels are thus needed - the minimum level below which the structure is unreliable and should be upgraded, and the target level indicating an optimum upgrade strategy. When reliability of a system or its key component is verified (as compared to design of a common component), the target reliability index should be increased by about 0.5.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"22 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"117042519","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Obtaining the Optimal Order Quantities through Asymptotic Distributions of the Stockout Duration and Demand 通过缺货时间和需求的渐近分布获得最优订货量
A. V. Kitaeva, N. Stepanova
{"title":"Obtaining the Optimal Order Quantities through Asymptotic Distributions of the Stockout Duration and Demand","authors":"A. V. Kitaeva, N. Stepanova","doi":"10.1109/SMRLO.2016.97","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.97","url":null,"abstract":"The estimators of demand's mean and standard deviation based on the observed stockout durations and the demands in the framework of the newsvendor problem with compound Poisson demand are considered. We propose also an adaptive algorithm determining the order quantity for the next period using only the result of a current one.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"30 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126788405","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Herd Behaviour in the Pension Fund Administrators in Chile: A Correlation and Cointegration Analysis 智利养老基金管理人的羊群行为:相关与协整分析
Claudina Rubilar-Maturana, Cesar Venegas-Pineda, Ana María Vallina-Hernandez, Hanns de la Fuente-Mella
{"title":"Herd Behaviour in the Pension Fund Administrators in Chile: A Correlation and Cointegration Analysis","authors":"Claudina Rubilar-Maturana, Cesar Venegas-Pineda, Ana María Vallina-Hernandez, Hanns de la Fuente-Mella","doi":"10.1109/SMRLO.2016.92","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.92","url":null,"abstract":"This study analyses the performance of pension funds in Chile and the characteristics of the market of Pension Fund Administrators, incorporating the effect of the 2008 financial crisis, also known as the subprime crisis. The Chilean market shows asymmetric information for the people paying into pension funds, herding and extraordinary earnings to a degree that can be characterized as an oligopoly market. These conditions demonstrate that it is a relatively fragile market in the face of negative perturbations and that it is inefficient at providing results to its members. In order to obtain these conclusions, a benchmark method is applied using passive indices and an alternate instrument. Herding is shown through a correlationand cointegration analysis. Concentration is measured using the usual indices, IHH and Dominance, and normal earnings in accordance with international parameters adjusted to the conditions of emerging economies, these indices are then compared with the real values obtained. It is concluded that there are systemic problems originating from regulations aimed at protecting contributors, such as the maximum deviation in average profitability of the system. A series of implications and conclusions relative to public policies are also described.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"116 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124727781","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Closed and Mixed Type Queuing Systems as Mathematical Models of Reliability and Survivability 封闭和混合型排队系统作为可靠性和生存性的数学模型
R. Kakubava, A. Prangishvili, G. Sokhadze
{"title":"Closed and Mixed Type Queuing Systems as Mathematical Models of Reliability and Survivability","authors":"R. Kakubava, A. Prangishvili, G. Sokhadze","doi":"10.1109/SMRLO.2016.15","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.15","url":null,"abstract":"The given paper deals with the redundancy and maintenance problem for a wide class of any territorially distributed standby systems consisting of unreliable repairable components. Mathematical models for interaction of degradation and its compensation processes in the said systems are proposed and their possible applications are partially analysed. These models represent closed and mixed type queuing systems for two parallel maintenance operations -- replacements and repairs. The problems for optimization of said system by economic criterion and the possible ways of its solution are discussed. Finally a closed one-line Semi-Markov priority queuing model is constructed and partly investigated.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"92 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125677125","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Stochastic Model for Project Performance Control 项目绩效控制的随机模型
P. Grabov, Amnon Sommer
{"title":"Stochastic Model for Project Performance Control","authors":"P. Grabov, Amnon Sommer","doi":"10.1109/SMRLO.2016.101","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.101","url":null,"abstract":"A common problem, throughout various industries, is expansion of projects beyond their originally allocated resources (time and money). A recent report of American Society for Quality shows, that less than 35% of projects could be considered successful, i.e. they both met the project objectives and were completed for the time and cost they were agreed to. Traditional project management practices include project planning & control from a pure deterministic standpoint. A typical project schedule is based on a series of deterministic assumptions regarding the duration of each one of the activities that together, make up the project as a whole. The same is true about a budget, as the sum of deterministic estimates of each cost component. The proposed model for project performance control from schedule and budget points of view creates a planning & control framework, deployed in parallel to (but not instead of) the traditional methods. The model is based on the procedure of Probability Encoding developed by Lockheed-Georgia Company [1] (in the framework of NASA projects - end of 1980's). The utilization of this model is based on an iterative process that occurs at pre-defined Control-Points or Gates along the project timeline. Each iteration includes a process of collecting duration and cost estimates, given by a multi-disciplinary team of experts. Those estimates are encoded into corresponding distribution functions, and the model is developed to reflect the inter-relations and dependencies between project activity packages. Using a Monte-Carlo simulation, two distributions for the total cost and for the potential finish dates are characterized. These distributions reflect a whole range of potential project outcomes (in terms of schedule and cost), i.e. the uncertainty associated with the cost estimate as well as with the expected finish date.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"35 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125679433","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
ABC Inventory Classification Using AHP and Ranking Methods via DEA 运用层次分析法和DEA排序法进行ABC库存分类
B. Keren, Yossi Hadad
{"title":"ABC Inventory Classification Using AHP and Ranking Methods via DEA","authors":"B. Keren, Yossi Hadad","doi":"10.1109/SMRLO.2016.87","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.87","url":null,"abstract":"This paper presents methods for ABC inventory classification via the AHP (Analytical Hierarchical Process) and ranking methods via DEA (Data Envelopment Analysis) according to multi-criteria analysis. A numerical case study illustrates the proposed classification. Each ranking method may generate a different rank so it can be useful to use the AHP for setting weights for each ranking method and obtaining a final rank.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"66 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114457800","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
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