Applied Stochastic Models in Business and Industry最新文献

{"title":"Accelerated failure time frailty model for modeling multiple systems subject to minimal repair","authors":"Edilenia Queiroz Pereira,&nbsp;Oilson Alberto Gonzatto Junior,&nbsp;Vera Lucia Damasceno Tomazella,&nbsp;Lia Hanna Martins Morita,&nbsp;Alex L. Mota,&nbsp;Francisco Louzada Neto","doi":"10.1002/asmb.2864","DOIUrl":"10.1002/asmb.2864","url":null,"abstract":"<p>This article presents accelerated failure time models with and without frailty for modeling multiple systems subject to minimal repair. The study considers the conventional accelerated failure time model, the accelerated failure time model with Gamma frailty, and proposes the accelerated failure time model with weighted Lindley frailty, which has attractive properties such as a closed-form Laplace transform. The proposed model extends the accelerated failure time model with the intensity function of a power law process. It retains the direct physical interpretation of the original accelerated failure time model, in which the role of covariates is to accelerate or decelerate the time to each repair. This framework includes parametric approaches to model fitting, which we consider for estimating the vector of regression parameters under this model and the parameter in the baseline intensity functions. The methodology is illustrated with a simulation study and a toy example to demonstrate the applicability of these models in the industrial context.</p>","PeriodicalId":55495,"journal":{"name":"Applied Stochastic Models in Business and Industry","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2024-05-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140830780","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Degradation modeling and remaining useful lifetime prediction based on functional variance process","authors":"Linjie Qin,&nbsp;Yan Shen","doi":"10.1002/asmb.2866","DOIUrl":"10.1002/asmb.2866","url":null,"abstract":"<p>Dynamic fluctuation is a common phenomenon in degradation processes. Hence, how to model it properly has a great impact on the degradation modeling as well as the remaining useful lifetime prediction. To capture the dynamic features and to avoid the risk of the model mis-specification, a nonparametric degradation model based on functional variance process is proposed in this article. The model is composed of a unit-specific mean trend and a degradation fluctuation which follows a stochastic process. The mean trend is estimated by the local smoother method, while the stochastic fluctuation is estimated by the functional principal component analysis method. The asymptotic properties of the estimators are proved. Also, the prediction for the remaining useful lifetime is discussed and the estimator is proved to converge in distribution. Moreover, a Bayesian scheme is developed to forecast the remaining useful lifetime for units with incomplete degradation observations. Simulation results show the superiority of the proposed method by comparing it with some existing methods. Finally, two real data sets are analyzed and used to illustrate the application of the method.</p>","PeriodicalId":55495,"journal":{"name":"Applied Stochastic Models in Business and Industry","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2024-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140830671","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Flexible Bayesian reliability demonstration testing","authors":"Hugalf Bernburg,&nbsp;Clemens Elster,&nbsp;Katy Klauenberg","doi":"10.1002/asmb.2863","DOIUrl":"10.1002/asmb.2863","url":null,"abstract":"<p>The aim is to demonstrate the reliability of a population at consecutive points in time, where a sample at each current point must prove that at least 100<span></span><math>\u0000 <semantics>\u0000 <mrow>\u0000 <mi>p</mi>\u0000 </mrow>\u0000 <annotation>$$ p $$</annotation>\u0000 </semantics></math>% of the devices function until the next point with a probability of at least <span></span><math>\u0000 <semantics>\u0000 <mrow>\u0000 <mn>1</mn>\u0000 <mo>−</mo>\u0000 <mi>ω</mi>\u0000 </mrow>\u0000 <annotation>$$ 1-omega $$</annotation>\u0000 </semantics></math>. To test the reliability of the population, we flexibilise standard lifetime models by allowing the unknown parameter(s) of the corresponding counting process to vary in time. At the same time, we assign a prior distribution that assumes the parameters to be constant within a certain interval. This flexibilisation has several advantages: it can be applied for all parametric lifetimes; its Markov property allows the efficient derivation of the number of defective devices, even for a large number of testing times; and the inference is less certain and hence more realistic and leads to less frequent acceptance of poor quality populations. On the other hand, the inference is stabilised by the informative prior. Based on the flexibilisation of the homogeneous Poisson process (HPP), we derive acceptance sampling plans to test the future reliability of a population. Applying the zero failure sampling plans on simulations of Weibull processes shows their good frequentist properties and their robustness. In the case of utility meters subject to German regulations (Mess- und Eichverordnung (MessEV). 2014: 2010–2073.), application of the derived sequential sampling plans when the conditions of these plans are met can lead to an extension of the verification validity period. These sampling plans protect the consumer better than those from an HPP and are still cost efficient.</p>","PeriodicalId":55495,"journal":{"name":"Applied Stochastic Models in Business and Industry","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2024-04-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1002/asmb.2863","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140808763","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Semiparametric evaluation of first-passage distribution for step-stress accelerated degradation tests","authors":"Lochana Palayangoda,&nbsp;Hon Keung Tony Ng,&nbsp;Ling Li","doi":"10.1002/asmb.2862","DOIUrl":"10.1002/asmb.2862","url":null,"abstract":"<p>In reliability engineering, different types of accelerated degradation tests have been used to obtain reliability information for evaluating highly reliable or expensive products. The step-stress accelerated degradation test (SSADT) is one of the useful experimental schemes that can be used to save the resources of an experiment. Motivated by the SSADT data for operational amplifiers collected in Xi'an Microelectronic Technology Institute, in which the underlying degradation mechanism of the operational amplifiers is unknown, we propose a semiparametric approach for SSADT data analysis that does not require strict distributional assumptions. Specifically, the empirical saddlepoint approximation method is proposed to estimate the items' lifetime (first-passage time) distribution at both stress levels included and not included in the SSADT experiment. Monte Carlo simulation studies are used to evaluate the performance and illustrate the advantages of the proposed approach. Finally, the proposed semiparametric approach is applied to analyze the motivating data set.</p>","PeriodicalId":55495,"journal":{"name":"Applied Stochastic Models in Business and Industry","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2024-04-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140655584","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Residential load forecasting based on symplectic geometry mode decomposition and GRU neural network with attention mechanism","authors":"Yuting Lu, Gaocai Wang, Xianfei Huang, Man Wu","doi":"10.1002/asmb.2861","DOIUrl":"https://doi.org/10.1002/asmb.2861","url":null,"abstract":"Short-term residential load forecasting plays an increasingly important role in modern smart grids, with its main challenge being the high volatility and uncertainty of load curves. This article proposes a hybrid Symplectic Geometry Mode Decomposition-Gated Recurrent Unit with Attention Mechanism (SGMD-GRUAM) model for hourly residential load forecasting. First, SGMD is used to decompose the residential load and obtain a series of stable subsequences. Then, the Pearson correlation coefficient is used to select features related to each subsequence, such as weather factors. Next, a GRUAM prediction model is constructed for each subsequence. Finally, the final load prediction value is obtained by superimposing the previous component sequences and eliminating the noise sequence. The experiment uses the public dataset from UMass for a case study and compares it with benchmark models such as ARIMA and EEDM-GRUAM. The experimental results show that the proposed SGMD-GRUAM model has significant advantages in terms of prediction performance.","PeriodicalId":55495,"journal":{"name":"Applied Stochastic Models in Business and Industry","volume":null,"pages":null},"PeriodicalIF":1.4,"publicationDate":"2024-04-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140596857","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Energy community with shared photovoltaic and storage systems: influence of power demand in cost optimization","authors":"Riccardo De Blasis, Graziella Pacelli, Salvatore Vergine","doi":"10.1002/asmb.2860","DOIUrl":"https://doi.org/10.1002/asmb.2860","url":null,"abstract":"Energy management of distributed energy resources has gradually become a complex problem because of the intermittent nature of renewable energy sources, such as photovoltaic power, and the large use of energy storage systems. A way to deal with these issues is to operate within an energy community. However, the efficient management of the community in terms of costs is particularly relevant. Specifically, the minimization of the energy community costs, which consists of properly utilizing shared energy storage and renewable energy sources, becomes an important objective. In this context, a fundamental role is played by demand power characteristics which strongly influence the benefits brought by this energy management scheme. This work investigates the influence of the variability of power demand on the minimization of the operating cost problem of an energy community while determining the optimal capacity of the energy storage system that increases the self‐consumption potential of the photovoltaic source. Two main scenarios are implemented where the effects of considering the community photovoltaic capacity as a variable or a parameter on costs and energy storage system size are investigated. This analysis consists of a multi‐objective optimization coupled with a Monte Carlo framework. The community management is conducted by considering random power demand profiles of each unit belonging to the same community, and different sizes, categories of users and users' aggregations. A comparison is led among different users' categories in terms of costs, photovoltaic unit and energy storage system size. The results provide an overview of how each category benefits from taking part in an energy community both in terms of cost and energy storage and photovoltaic sizes and show how these aspects change within a multi‐category aggregation where each category makes a different contribution to the community. In particular, we find evidence of the “synergy effect” brought by multi‐category aggregations capable of exploiting differences in consumption profiles. Each building category, with its numerosity, has a different effect on the energy community, resulting in a different impact on total costs and cost savings. We also investigate how the energy storage system capacity is affected by both the available photovoltaic capacity and the consumption profiles of the categories within the energy community.","PeriodicalId":55495,"journal":{"name":"Applied Stochastic Models in Business and Industry","volume":null,"pages":null},"PeriodicalIF":1.4,"publicationDate":"2024-04-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140596297","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Reliability analysis of δ-shock models based on the Markovian arrival process","authors":"Dheeraj Goyal,&nbsp;Ramjan Ali,&nbsp;Nil Kamal Hazra","doi":"10.1002/asmb.2858","DOIUrl":"10.1002/asmb.2858","url":null,"abstract":"<p>The Markovian arrival process (MAP) is a versatile counting process with dependent and non-identically distributed inter-arrival times following the phase-type distribution. In this article, we study the classical <span></span><math>\u0000 <semantics>\u0000 <mrow>\u0000 <mi>δ</mi>\u0000 </mrow>\u0000 <annotation>$$ delta $$</annotation>\u0000 </semantics></math>-shock model and a mixed <span></span><math>\u0000 <semantics>\u0000 <mrow>\u0000 <mi>δ</mi>\u0000 </mrow>\u0000 <annotation>$$ delta $$</annotation>\u0000 </semantics></math>-shock model by assuming the MAP of shocks. We derive explicit expressions for the reliability and the mean lifetime of the system. Further, we study an optimal replacement policy based on the MAP. We illustrate the developed results through several numerical examples.</p>","PeriodicalId":55495,"journal":{"name":"Applied Stochastic Models in Business and Industry","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2024-04-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140596402","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"A study on two-dimensional warranty with a preventive maintenance policy under burn-in or run-in","authors":"Yeu-Shiang Huang,&nbsp;Chih-Chiang Fang,&nbsp;Chia-Yu Kuo","doi":"10.1002/asmb.2859","DOIUrl":"10.1002/asmb.2859","url":null,"abstract":"<p>Products are often offered with warranties, which have become a common marketing strategy intended to indicate that product quality is guaranteed by the firm. Warranties can attract consumer purchases, but they also incur warranty costs, especially when firms falsely claim that their products are high quality; therefore, the determination of an appropriate warranty policy is of particular importance. This study considers a two-dimensional warranty for complex repairable products, such as a vehicle, a lathe, or industrial machinery, with consideration of (1) burn-in (run-in), which is a supervised accelerating testing process performed before product launch to prevent defective products from being sold on the market, and (2) periodic preventive maintenance, which is performed during the usage period to prevent the occurrence of unexpected failures under normal usage conditions. The optimal burn-in (run-in) time and preventive maintenance intervals are determined with the aim of minimizing warranty costs for firms. The results of the study show that given a higher repair cost and a greater infant mortality failure rate, more frequent preventive maintenance is preferable, and the repair cost has the largest effect on the total warranty cost for the firm.</p>","PeriodicalId":55495,"journal":{"name":"Applied Stochastic Models in Business and Industry","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2024-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140596291","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Spectral density estimation for random processes with stationary increments","authors":"Wei Chen,&nbsp;Chunfeng Huang,&nbsp;Haimeng Zhang,&nbsp;Matthew Schaffer","doi":"10.1002/asmb.2857","DOIUrl":"10.1002/asmb.2857","url":null,"abstract":"<p>Spectral density analysis plays an important role in studying a stationary random process on a real line. In this paper, we extend this discussion for the random process with stationary increments. We investigate the properties of the method of moments structure function estimation, and propose a nonparametric spectral density function estimator. Our numerical results show that the proposed spectral density estimator performs comparable with the parametric counterpart when the underlying process is assumed to be band-limited. Additionally, this method is applied to analyze US Housing Starts Data, where the hidden periodicities are detected, providing consistent conclusions with previous economic studies.</p>","PeriodicalId":55495,"journal":{"name":"Applied Stochastic Models in Business and Industry","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2024-03-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1002/asmb.2857","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140325309","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Unsupervised tail modeling via noisy cross-entropy minimization","authors":"Marco Bee","doi":"10.1002/asmb.2856","DOIUrl":"10.1002/asmb.2856","url":null,"abstract":"<p>Estimation of dynamic mixture distributions is a difficult task, because the density contains an intractable normalizing constant. To overcome this difficulty, we develop an approach that maximizes, by means of the cross-entropy method, a Monte Carlo approximation of the log-likelihood function. The proposed noisy cross-entropy approach is unsupervised, since it does not require the specification of a threshold between the distributions. Moreover, it bypasses the evaluation of the normalizing constant, combining good statistical properties with a modest computational burden. Both simulation-based evidence and empirical applications suggest that noisy cross-entropy estimation is comparable or preferable to existing methods in terms of statistical efficiency, but is less demanding from the computational point of view.</p>","PeriodicalId":55495,"journal":{"name":"Applied Stochastic Models in Business and Industry","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2024-03-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140310952","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}