基于泊松冲击过程的带变化点的极端冲击模型

IF 1.3 4区数学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS

Applied Stochastic Models in Business and Industry Pub Date : 2024-06-15 DOI:10.1002/asmb.2881

Dheeraj Goyal, Min Xie

{"title":"基于泊松冲击过程的带变化点的极端冲击模型","authors":"Dheeraj Goyal, Min Xie","doi":"10.1002/asmb.2881","DOIUrl":null,"url":null,"abstract":"<p>In this article, we introduce and study an extreme shock model in which the distribution of magnitude of shocks can change due to environmental effects. A new decision parameter is used to model the change point, and the non-homogeneous Poisson process is employed to model the arrival of shocks. We derive the reliability function and mean time to system failure for the defined model. Furthermore, we propose an optimal age replacement policy. The results are illustrated when the change point follows the Erlang distribution.</p>","PeriodicalId":55495,"journal":{"name":"Applied Stochastic Models in Business and Industry","volume":"40 6","pages":"1635-1650"},"PeriodicalIF":1.3000,"publicationDate":"2024-06-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Extreme shock model with change point based on the Poisson process of shocks\",\"authors\":\"Dheeraj Goyal, Min Xie\",\"doi\":\"10.1002/asmb.2881\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p>In this article, we introduce and study an extreme shock model in which the distribution of magnitude of shocks can change due to environmental effects. A new decision parameter is used to model the change point, and the non-homogeneous Poisson process is employed to model the arrival of shocks. We derive the reliability function and mean time to system failure for the defined model. Furthermore, we propose an optimal age replacement policy. The results are illustrated when the change point follows the Erlang distribution.</p>\",\"PeriodicalId\":55495,\"journal\":{\"name\":\"Applied Stochastic Models in Business and Industry\",\"volume\":\"40 6\",\"pages\":\"1635-1650\"},\"PeriodicalIF\":1.3000,\"publicationDate\":\"2024-06-15\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Applied Stochastic Models in Business and Industry\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://onlinelibrary.wiley.com/doi/10.1002/asmb.2881\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Applied Stochastic Models in Business and Industry","FirstCategoryId":"100","ListUrlMain":"https://onlinelibrary.wiley.com/doi/10.1002/asmb.2881","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS","Score":null,"Total":0}

引用次数: 0

摘要

在本文中，我们介绍并研究了一种极端冲击模型，在该模型中，冲击大小的分布会因环境影响而发生变化。我们使用一个新的决策参数来模拟变化点，并使用非均质泊松过程来模拟冲击的到来。我们得出了定义模型的可靠性函数和系统平均故障时间。此外，我们还提出了一种最优的机龄替换策略。当变化点服从厄朗分布时，我们将对结果进行说明。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

Extreme shock model with change point based on the Poisson process of shocks

In this article, we introduce and study an extreme shock model in which the distribution of magnitude of shocks can change due to environmental effects. A new decision parameter is used to model the change point, and the non-homogeneous Poisson process is employed to model the arrival of shocks. We derive the reliability function and mean time to system failure for the defined model. Furthermore, we propose an optimal age replacement policy. The results are illustrated when the change point follows the Erlang distribution.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

Applied Stochastic Models in Business and Industry 数学-数学跨学科应用

CiteScore

2.70

自引率

0.00%

发文量

审稿时长

>12 weeks

期刊介绍： ASMBI - Applied Stochastic Models in Business and Industry (formerly Applied Stochastic Models and Data Analysis) was first published in 1985, publishing contributions in the interface between stochastic modelling, data analysis and their applications in business, finance, insurance, management and production. In 2007 ASMBI became the official journal of the International Society for Business and Industrial Statistics (www.isbis.org). The main objective is to publish papers, both technical and practical, presenting new results which solve real-life problems or have great potential in doing so. Mathematical rigour, innovative stochastic modelling and sound applications are the key ingredients of papers to be published, after a very selective review process. The journal is very open to new ideas, like Data Science and Big Data stemming from problems in business and industry or uncertainty quantification in engineering, as well as more traditional ones, like reliability, quality control, design of experiments, managerial processes, supply chains and inventories, insurance, econometrics, financial modelling (provided the papers are related to real problems). The journal is interested also in papers addressing the effects of business and industrial decisions on the environment, healthcare, social life. State-of-the art computational methods are very welcome as well, when combined with sound applications and innovative models.