{"title":"Reliability analysis of δ-shock models based on the Markovian arrival process","authors":"Dheeraj Goyal, Ramjan Ali, 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":"40 5","pages":"1291-1312"},"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}
Riccardo De Blasis, Graziella Pacelli, Salvatore Vergine
{"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":"10.1002/asmb.2860","url":null,"abstract":"<p>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.</p>","PeriodicalId":55495,"journal":{"name":"Applied Stochastic Models in Business and Industry","volume":"40 6","pages":"1612-1634"},"PeriodicalIF":1.3,"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":"A study on two-dimensional warranty with a preventive maintenance policy under burn-in or run-in","authors":"Yeu-Shiang Huang, Chih-Chiang Fang, 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":"40 4","pages":"979-995"},"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}
Wei Chen, Chunfeng Huang, Haimeng Zhang, Matthew Schaffer
{"title":"Spectral density estimation for random processes with stationary increments","authors":"Wei Chen, Chunfeng Huang, Haimeng Zhang, 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":"40 4","pages":"960-978"},"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":"40 4","pages":"945-959"},"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}
Tim Pesch, Erhard Cramer, Adriano Polpo, Edward Cripps
{"title":"Estimation with extended sequential order statistics: A link function approach","authors":"Tim Pesch, Erhard Cramer, Adriano Polpo, Edward Cripps","doi":"10.1002/asmb.2855","DOIUrl":"10.1002/asmb.2855","url":null,"abstract":"<p>The model of extended sequential order statistics (ESOS) comprises of two valuable characteristics making the model powerful when modelling multi-component systems. First, components can be assumed to be heterogeneous and second, component lifetime distributions can change upon failure of other components. This degree of flexibility comes at the cost of a large number of parameters. The exact number depends on the system size and the observation depth and can quickly exceed the number of observations available. Consequently, the model would benefit from a reduction in the dimension of the parameter space to make it more readily applicable to real-world problems. In this article, we introduce link functions to the ESOS model to reduce the dimension of the parameter space while retaining the flexibility of the model. These functions model the relation between model parameters of a component across levels. By construction the proposed ‘link estimates’ conveniently yield ordered model estimates. We demonstrate how those ordered estimates lead to better results compared to their unordered counterparts, particularly when sample sizes are small.</p>","PeriodicalId":55495,"journal":{"name":"Applied Stochastic Models in Business and Industry","volume":"40 5","pages":"1313-1336"},"PeriodicalIF":1.3,"publicationDate":"2024-03-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1002/asmb.2855","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140302212","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":"Robust estimation of dependent competing risk model under interval monitoring and determining optimal inspection intervals","authors":"Shanya Baghel, Shuvashree Mondal","doi":"10.1002/asmb.2854","DOIUrl":"10.1002/asmb.2854","url":null,"abstract":"<p>Recently, a growing interest is evident in modelling dependent competing risks in lifetime prognosis problems. In this work, we propose to model the dependent competing risks by Marshal-Olkin bivariate exponential distribution. The observable data consists of a number of failures due to different causes across different time intervals. The failure count data is common in instances like one-shot devices where the state of the subjects is inspected at different inspection times rather than the exact failure times. The point estimation of the lifetime distribution in the presence of competing risk has been studied through a divergence-based robust estimation method called minimum density power divergence estimation (MDPDE) with and without constraint. The optimal value of the tuning parameter has been obtained. The testing of the hypothesis is performed based on a Wald-type test statistic. The influence function is derived for the point estimator and the test statistic, reflecting the degree of robustness. Another key contribution of this work is determining the optimal inspection times based on predefined objectives. This article presents the determination of multi-criteria-based optimal design. Population-based heuristic algorithm nondominated sorting-based multiobjective Genetic algorithm is exploited to solve this optimization problem.</p>","PeriodicalId":55495,"journal":{"name":"Applied Stochastic Models in Business and Industry","volume":"40 4","pages":"926-944"},"PeriodicalIF":1.3,"publicationDate":"2024-03-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140168267","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":"The censored delta shock model with non-identical intershock times distribution and an optimal replacement policy","authors":"Stathis Chadjiconstantinidis","doi":"10.1002/asmb.2852","DOIUrl":"10.1002/asmb.2852","url":null,"abstract":"<p>In this article, we consider the censored <span></span><math>\u0000 <semantics>\u0000 <mrow>\u0000 <mi>δ</mi>\u0000 <mo>−</mo>\u0000 <mtext>shock</mtext>\u0000 </mrow>\u0000 <annotation>$$ delta -mathrm{shock} $$</annotation>\u0000 </semantics></math> model in which the distribution of intershock times do not have the same distribution, but it is assumed that a change occurs in the distribution of the intershock times due to an environmental effect and hence this distribution changes after a random number of shocks. For this shock model, several reliability characteristics are evaluated by assuming that the random change point has a discrete phase-type distribution. Analytical results for evaluating the reliability function of the system for several continuous as well discrete distributions of the interarrival times, are also given. Also, the optimal replacement policy that is based on a control limit is proposed for a mixed censored <span></span><math>\u0000 <semantics>\u0000 <mrow>\u0000 <mi>δ</mi>\u0000 </mrow>\u0000 <annotation>$$ delta $$</annotation>\u0000 </semantics></math>-shock model in which both the distributions of the magnitudes of shocks and the distributions of the interarrival times of shocks change after a random number of shocks. Finally, several numerical examples are given to illustrate our results.</p>","PeriodicalId":55495,"journal":{"name":"Applied Stochastic Models in Business and Industry","volume":"40 4","pages":"895-925"},"PeriodicalIF":1.3,"publicationDate":"2024-03-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140116747","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":"Preface to the special issue on degradation and maintenance, modelling and analysis","authors":"Laurent Doyen, Inma T. Castro","doi":"10.1002/asmb.2853","DOIUrl":"10.1002/asmb.2853","url":null,"abstract":"<p>The 13th spring meeting of the ENBIS society was held in Grenoble, France, on May 19–20 2022. ENBIS is the European Network for Business and Industrial Statistics. Its objective is to connect people and organisations throughout Europe to improve statistical methods and their applications in the field of business and industry. ENBIS organizes each year a one-week congress and a 2- or 3-days spring meeting.</p><p>The topic of the 13th spring meeting in Grenoble has been “Degradation and Maintenance, Modelling and Analysis”. In fact, in the field of reliability studies, the multiplication of equipment control and monitoring systems implies that degradation models become more and more prominent over lifetime models. The modelling of degradation processes, the statistical analysis of the corresponding data and their use for the predictive maintenance of industrial systems are important and challenging issues.</p><p>The aim of this Special Issue of ASMBI is not only to publish selected extended versions of papers presented during ENBIS 2022 spring meeting, but also to promote high-quality, innovative, and original works relevant to the application of statistical methods and probability models to the field of degradation and maintenance and more generally reliability analysis.</p><p>After an exhaustive peer review process, this Special Issue includes nine papers that contribute significantly to advance of the knowledge in the reliability and maintenance field. Here we introduce this collection of papers which cover both mathematical developments and practical applications.</p><p>Another modelling framework discussed in this special issue, is Phase type distributions. Any lifetime distribution can be approximated arbitrarily close by a phase type distribution. This fact makes this distribution very attractive as parametric model to failure time data with degradation trend. In this sense, Lindqvist<span><sup>6</sup></span> shows how phase-type distributions can be used for modelling the effect of degradation and maintenance. The paper focuses on Phase-type models used in competing risks framework who consider multiple absorbing states on their continuous time Markov chain. Instantaneous transitions are added at certain stages to model repair actions bringing failed system into working conditions. Two different approaches are proposed, and their long run properties are studied in term of measure of reliability and maintenance efficiency.</p><p>The guest editors of this Special Issue thank all the persons who helped to make this issue possible. They are thankful to Fabrizio Ruggeri, the Editor in Chief of ASMBI, for giving them the opportunity of editing this Special Issue and for his support and guidance during the editorial process. They are also grateful to the reviewers for their careful work and constructive revisions that contribute to improve the papers. At last, they are very grateful to the authors, and more generally to all the participants of ","PeriodicalId":55495,"journal":{"name":"Applied Stochastic Models in Business and Industry","volume":"40 3","pages":"546-548"},"PeriodicalIF":1.4,"publicationDate":"2024-03-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1002/asmb.2853","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140116746","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":"Preventive maintenance for coherent systems considering postponed replacement","authors":"Majid Asadi","doi":"10.1002/asmb.2851","DOIUrl":"10.1002/asmb.2851","url":null,"abstract":"<p>One primary objective of reliability engineering is to achieve optimal maintenance of technical systems, which ensures they remain in good operating condition. This paper proposes an age-based preventive optimal maintenance policy for <span></span><math>\u0000 <semantics>\u0000 <mrow>\u0000 <mi>n</mi>\u0000 </mrow>\u0000 <annotation>$$ n $$</annotation>\u0000 </semantics></math>-component coherent systems. Under this proposed strategy, the system begins operating at <span></span><math>\u0000 <semantics>\u0000 <mrow>\u0000 <mi>t</mi>\u0000 <mo>=</mo>\u0000 <mn>0</mn>\u0000 </mrow>\u0000 <annotation>$$ t=0 $$</annotation>\u0000 </semantics></math> and undergoes preventative maintenance (PM) at a time <span></span><math>\u0000 <semantics>\u0000 <mrow>\u0000 <msub>\u0000 <mrow>\u0000 <mi>T</mi>\u0000 </mrow>\u0000 <mrow>\u0000 <mi>p</mi>\u0000 </mrow>\u0000 </msub>\u0000 </mrow>\u0000 <annotation>$$ {T}_p $$</annotation>\u0000 </semantics></math>. If the system fails before <span></span><math>\u0000 <semantics>\u0000 <mrow>\u0000 <msub>\u0000 <mrow>\u0000 <mi>T</mi>\u0000 </mrow>\u0000 <mrow>\u0000 <mi>p</mi>\u0000 </mrow>\u0000 </msub>\u0000 </mrow>\u0000 <annotation>$$ {T}_p $$</annotation>\u0000 </semantics></math>, it will be replaced with a new one. If the system is still functioning at time <span></span><math>\u0000 <semantics>\u0000 <mrow>\u0000 <msub>\u0000 <mrow>\u0000 <mi>T</mi>\u0000 </mrow>\u0000 <mrow>\u0000 <mi>p</mi>\u0000 </mrow>\u0000 </msub>\u0000 </mrow>\u0000 <annotation>$$ {T}_p $$</annotation>\u0000 </semantics></math>, an assessment is made based on the number of failed components to determine whether the system should be replaced or allowed to continue operating. If the number of failures at <span></span><math>\u0000 <semantics>\u0000 <mrow>\u0000 <msub>\u0000 <mrow>\u0000 <mi>T</mi>\u0000 </mrow>\u0000 <mrow>\u0000 <mi>p</mi>\u0000 </mrow>\u0000 </msub>\u0000 </mrow>\u0000 <annotation>$$ {T}_p $$</annotation>\u0000 </semantics></math> is below a predetermined threshold <span></span><math>\u0000 <semantics>\u0000 <mrow>\u0000 <mi>m</mi>\u0000 </mrow>\u0000 <annotation>$$ m $$</annotation>\u0000 </semantics></math>, the PM time","PeriodicalId":55495,"journal":{"name":"Applied Stochastic Models in Business and Industry","volume":"40 4","pages":"875-894"},"PeriodicalIF":1.3,"publicationDate":"2024-02-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140004124","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}