Article
Engineering, Industrial
Junjun Zheng, Hiroyuki Okamura, Tadashi Dohi
Summary: This paper focuses on age replacement problems under the assumption of a stochastic point process for the arrival of opportunities. By extending existing models, the relationship between replacement opportunities and arrival processes is considered, leading to a comprehensive evaluation of opportunity-based age replacement policies in a generalized modeling framework.
RELIABILITY ENGINEERING & SYSTEM SAFETY
(2021)
Article
Engineering, Industrial
M. L. Gamiz, F. Navas-Gomez, R. Raya-Miranda, M. C. Segovia-Garcia
Summary: The main objective of this paper is to build stochastic models to describe the time evolution of a system and estimate its characteristics in the absence of direct observations of the system state. It focuses on the application of sensor networks in industrial equipment observation and control. The model uses hidden Markov processes where observations depend on both the current hidden state and previous observations. Reliability measures are defined to control false positive (negative) signals. The paper also considers system maintenance and introduces the concept of signal-runs. A simulation study and a real application related to a water-pump system are discussed.
RELIABILITY ENGINEERING & SYSTEM SAFETY
(2023)
Article
Environmental Sciences
Liming Xing, Diogo Bolster, Haifei Liu, Thomas Sherman, David H. Richter, Kyle Rocha-Brownell, Zhiming Ru
Summary: This study investigates the transport of microplastics in open-channel flows by implementing three Markov models. The models are validated using numerical simulations and laboratory experiments, demonstrating their effectiveness and high efficiency. The research provides new insights into preventing and reducing the environmental hazards of microplastics.
WATER RESOURCES RESEARCH
(2022)
Article
Biology
Brian Fralix, Mark Holmes, Andreas Loepker
Summary: We analyze a generalization of the stochastic gene expression model that tracks the production of mRNA and protein molecules. This model uses techniques from point process theory and matrix-analytic methods. The gene activity and mRNA creation are modeled with a Markovian Arrival Process, and each mRNA molecule gives rise to protein molecules according to a Poisson process. This modification is important as it allows us to relax the assumptions on the transcription process.
JOURNAL OF MATHEMATICAL BIOLOGY
(2023)
Article
Computer Science, Information Systems
Qamar Abbas, Syed Ali Hassan, Haris Pervaiz, Qiang Ni
Summary: This paper investigates the uplink of an Internet-of-Thing (IoT) network using a discrete time Markov chain (MC) model to study the effects of packet arrival rate, number of nodes, and queue length on Age of Information (AoI) and packet drop probability. The results indicate that AoI increases with the increase in queue length, number of nodes, and arrival rate.
IEEE WIRELESS COMMUNICATIONS LETTERS
(2021)
Article
Engineering, Industrial
Bei Wu, Dong Ding
Summary: The article proposes a reliability model for systems subject to multiple dependent competing failure processes affected by Markovian environments, with a maintenance model developed for distinct gamma processes controlling the natural wear behavior of the system in different environments. Analytically derived explicit formulas for system reliability indexes and a simulation algorithm are used to verify the correctness of the models and results. The applicability of the proposed models and the validity of obtained results are illustrated through a study case of a micro-engine system.
RELIABILITY ENGINEERING & SYSTEM SAFETY
(2022)
Article
Geochemistry & Geophysics
Q. J. Gutierrez Pena, F. A. Nava Pichardo, E. Glowacka, R. R. Castro Escamilla, V. H. Marquez Ramirez
Summary: The study proposes the use of statistical measures to quantify the robustness, uncertainty, and significance of seismic systems modeled by Markovian models. A method for selecting the best model using normalized measures is also suggested. Testing on earthquake data from Japan showed that seismic events within a specific magnitude range exhibit Markovian behavior.
PURE AND APPLIED GEOPHYSICS
(2021)
Article
Operations Research & Management Science
Alexander Dudin, Achyutha Krishnamoorthy, Sergei Dudin, Olga Dudina
Summary: This study focuses on a multi-server retrial queuing model using the Markov arrival process (MAP) to model the arrival process. The aim is to increase the probability of immediate access for arriving requests by controlling the admission of retrying requests. A control strategy is determined by the thresholds defined for each value of the underlying Markov chain of the MAP. The dynamics of the system are described by a three-dimensional Markov chain, and steady-state probabilities and formulas for computing certain performance measures are provided.
ANNALS OF OPERATIONS RESEARCH
(2023)
Article
Operations Research & Management Science
Wei Sun, Xumeng Xie, Zhiyuan Zhang, Shiyong Li
Summary: This paper investigates customer joining strategies in single-server Markovian queues with batch limited service rule and multiple vacations. The study considers both fully observable and fully unobservable cases and derives equilibrium and socially optimal joining strategies. The results show that there may be multiple equilibria in both cases, but stable equilibria are not always present. For fully observable queues, the stable equilibrium thresholds are independent of the batch size F. However, for fully unobservable queues, customers' equilibrium behavior diverges from their socially optimal behavior, and there exists an optimal F to maximize social welfare. Hence, the system manager can achieve social optimization by controlling arrivals and the batch size F.
4OR-A QUARTERLY JOURNAL OF OPERATIONS RESEARCH
(2023)
Article
Automation & Control Systems
Yong Xu, Haoxiang Xiang, Lixin Yang, Renquan Lu, Daniel E. Quevedo
Summary: This paper investigates the optimal transmission strategy for remote state estimation over multiple Markovian fading channels. A new transmission strategy is proposed by co-designing the channel allocation and the transmission power control. The optimal stationary policy for the UMDP is obtained and the effectiveness of the developed methods is illustrated through a moving vehicle example.
Article
Automation & Control Systems
Jie Tao, Chaoyou Wei, Jun Wu, Xiaofeng Wang, Peng Shi
Summary: This paper addresses the resilient observer-based robust control problem for discrete-time Markov jump systems with asynchronous models and extended dissipativity. It introduces interval-type model uncertainty for more accurate parameter fluctuation description and utilizes a hidden Markov chain to represent system-observer mismatch. Conditions are given to ensure stability of the closed-loop system with desired dissipation performance, regardless of uncertainties. An example is provided to demonstrate the effectiveness and potential of the new design techniques proposed.
IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS
(2021)
Article
Computer Science, Artificial Intelligence
Xianchao Wang, Xianchuan Wang, Jie Zhang, Man Ling, Dayou Hou, Kai Song
Summary: This paper evaluates the performance of ternary optical computer (TOC) by proposing a three-staged service model, task scheduling algorithm, and optical processor allocation algorithm. The results show that asynchronous vacations can improve system performance.
Article
Mathematics, Applied
Athokpam Langlen Chanu, Jyoti Bhadana, R. K. Brojen Singh
Summary: The study presents a method to handle the non-Markovian character of memory by incorporating different forms of Mittag-Leffler (ML) function in the Generalized Kolmogorov-Feller Equation (GKFE). It is shown that there is a crossover from short time (stretched exponential) to long time (inverse power law) approximations of the ML function in the GKFE. The solutions of GKFE are equivalent for negative exponential and up to first order expansion of the stretched exponential function for very small tau -> 0.
RICERCHE DI MATEMATICA
(2021)
Article
Astronomy & Astrophysics
Khalid A. Alobaid, Yasser Abduallah, Jason T. L. Wang, Haimin Wang, Shen Fan, Jialiang Li, Huseyin Cavus, Vasyl Yurchyshyn
Summary: In this paper, a new method called DeepCME is proposed to estimate the mass and kinetic energy of coronal mass ejections (CMEs). The method combines three deep-learning models to extract features from images and jointly estimate the properties of CMEs. Experimental results show that the fusion model outperforms the best component model in estimating CME mass and kinetic energy.
ASTROPHYSICAL JOURNAL LETTERS
(2023)
Article
Automation & Control Systems
Morad Danishvar, Alireza Mousavi, Sebelan Danishvar
Summary: This paper proposes a technique for registering and relating events that cause a system state change. The approach utilizes event tracking and clustering to describe these discrete events. It has the potential to describe typical processes in industrial systems and contribute to quality assessment and control.
IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS
(2022)
Article
Operations Research & Management Science
Bei Wu, Lirong Cui, Qingan Qiu
Summary: This paper investigates systems subject to random shocks, develops two novel critical shock models, and provides failure mechanisms for the systems. Markov renewal processes are used to capture the magnitude and interarrival time dependency of environment-induced shocks. Explicit formulas for system reliability and mean time to failure are derived for the two critical shock models.
NAVAL RESEARCH LOGISTICS
(2022)
Article
Engineering, Multidisciplinary
Xian Zhao, Rong Li, Yu Fan, Qingan Qiu
Summary: This paper investigates the reliability of multi-state systems with competing failure patterns supported by a protective device. State-based and shock number-based triggering mechanisms of the protective device are developed, which can reduce external damage and enhance system reliability. Finite Markov chain imbedding approach is employed to derive reliability indices including distribution functions of system lifetime, residual lifetime, and expected operating time of the protective device.
PROCEEDINGS OF THE INSTITUTION OF MECHANICAL ENGINEERS PART O-JOURNAL OF RISK AND RELIABILITY
(2022)
Article
Statistics & Probability
Yanqing Wen, Baoliang Liu, Zhiqiang Zhang, Shugui Kang, Qingan Qiu, Haiyan Shi
Summary: This article proposes a modeling approach for DCFP systems with a change point that considers the uncertainty caused by small datasets, and obtains the system belief reliability using uncertainty theory.
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
(2023)
Article
Computer Science, Interdisciplinary Applications
Lijun Shang, Qingan Qiu, Xin Wang
Summary: This article investigates the design and optimization of warranty and maintenance policies by monitoring the working cycle of products using advanced sensor technologies. The authors propose two types of warranty policies and further explore post-warranty random maintenance policies. By establishing a warranty cost model and conducting numerical experiments, the authors demonstrate the effectiveness and feasibility of the proposed policies.
COMPUTERS & INDUSTRIAL ENGINEERING
(2022)
Article
Automation & Control Systems
Li Yang, Yi Chen, Qingan Qiu, Jiantai Wang
Summary: This article explores how to design mission abort policies in order to balance the possibility of mission success and system survivability in a mission environment. By considering the degradation degree of monitored health features and system age, operators can abort the mission at early system ages if the degradation reaches a preset control limit. The performance of some heuristic abort policies is analyzed for comparison. The contribution of this article lies in scheduling mission abort plans that utilize both condition monitoring and age information, which enhances the timeliness and robustness of risk control. A case study on inertial navigation systems of UAV executing line inspection missions is used to demonstrate the applicability and superiority of the proposed abort policies.
IEEE TRANSACTIONS ON INDUSTRIAL INFORMATICS
(2022)
Article
Engineering, Industrial
Lijun Shang, Qingan Qiu, Cang Wu, Yongjun Du
Summary: The study aims to design a limited number of random working cycles as warranty terms and propose two types of warranties to ensure product reliability during the warranty period. The authors also investigate two random maintenance policies, random replacement first and random replacement last, to sustain post-warranty reliability. By analyzing numerical experiments, the study shows that the warranty cost can be controlled by limiting the number of random working cycles, and the cost rate can be reduced by designing a greater warranty limit.
JOURNAL OF QUALITY IN MAINTENANCE ENGINEERING
(2023)
Article
Engineering, Industrial
Xian Zhao, Ying Dai, Qingan Qiu, Yaguang Wu
Summary: This paper studies the optimal mission abort and allocation of standby components policies for the k-out-of-(n+m):F system considering partial mission loss. By dynamically controlling the mission abort decision and using a recursive algorithm to calculate mission reliability and system survivability, the paper aims to minimize the expected cost and balance the mission reliability and the system survivability.
RELIABILITY ENGINEERING & SYSTEM SAFETY
(2022)
Article
Mathematics
Lijun Shang, Xiguang Yu, Yongjun Du, Anquan Zou, Qingan Qiu
Summary: This paper proposes a random free repair warranty with rebate and charge (RFRW-RC) and a random hybrid age replacement (RHAR) to ensure system reliability throughout the whole life cycle. The models consider factors in both the warranty stage and post-warranty stage, providing manufacturers with important decision-making insights.
Article
Engineering, Industrial
Baoliang Liu, Yanqing Wen, Qingan Qiu, Haiyan Shi, Jianhui Chen
Summary: This paper proposes a three-component repairable system under K-mixed redundancy strategy with unreliable switching failure and studies the reliability performance of the system. By adopting a multiple vacation policy of the repairman, the human resources can be fully utilized. The reliability indexes of the system are obtained through matrix-analytic method, and the results are validated through numerical examples.
RELIABILITY ENGINEERING & SYSTEM SAFETY
(2022)
Article
Engineering, Industrial
Xian Zhao, Haoran Liu, Yaguang Wu, Qingan Qiu
Summary: This paper focuses on the optimization of condition-based mission abort policies and system structure in a work system with random task arrivals. Different decision criteria are considered and corresponding abort policies are proposed. Mission reliability and system survivability are derived using recursive methods, and the objective is to minimize the expected total cost while balancing mission reliability and system survivability by jointly optimizing the abort policies and system structure.
RELIABILITY ENGINEERING & SYSTEM SAFETY
(2023)
Article
Engineering, Industrial
Xian Zhao, Rong Li, Shuai Cao, Qingan Qiu
Summary: Failures of safety-critical systems can lead to significant economic losses and irreparable disasters. Evaluating and controlling the risk of system failure becomes more difficult in dynamic operating environments. This paper investigates the joint modeling of loading and mission abort policies to enhance system safety. Optimal loads, system degradation, and mission progress thresholds are determined to maximize the long-term average revenue rate of the system. Two heuristic policies are proposed and numerical examples are provided to illustrate the findings.
RELIABILITY ENGINEERING & SYSTEM SAFETY
(2023)
Article
Chemistry, Multidisciplinary
Liying Wang, Yushuang Song, Qingan Qiu, Li Yang
Summary: The implementation of lemon laws in America has greatly improved after-sales service quality. Lemon laws have been adopted in various industries in many countries including China, Canada, Europe, Australia, Singapore, and South Korea to protect consumer interests. This paper proposes two warranty models considering repair time and failure numbers, and uses Markov processes to model product degradation processes. The expected warranty cost rates under these models are derived and numerical examples are provided.
APPLIED SCIENCES-BASEL
(2023)
Article
Computer Science, Hardware & Architecture
Qingan Qiu, Lisa M. Maillart, Oleg A. Prokopyev, Lirong Cui
Summary: This study investigates the mission abort policies of safety-critical mission-based systems, such as aircraft and submarines, to enhance their survivability. The mission abort decisions are considered in a two-stage degradation process, aiming to minimize the expected total cost of mission failure and system failure. The study also evaluates heuristic policies and formulates a joint optimization problem to determine the optimal mission abort policy and investment for delaying system deterioration.
IEEE TRANSACTIONS ON RELIABILITY
(2023)
Article
Engineering, Industrial
Jiantai Wang, Shihan Zhou, Rui Peng, Qingan Qiu, Li Yang
Summary: Inspection is essential in asset management to uncover defects and monitor equipment health. However, imperfect inspections due to technical or human errors challenge decision-making optimality. This study investigates an inspection-based replacement strategy for continuous deteriorating systems, accounting for inspection errors. The non-steady evolution trajectory is captured using a piecewise stochastic process, with inspections equally spaced to reveal system state but with a probability of missing defects. Control limits are scheduled to adjust replacement frequencies, and a cost model is optimized. A case study on high-speed train bearings demonstrates the effectiveness of the proposed strategy, reducing costs by 39% and 4% compared to two conventional policies.
RELIABILITY ENGINEERING & SYSTEM SAFETY
(2023)
Article
Engineering, Industrial
Jiantai Wang, Xiaobing Ma, Li Yang, Qingan Qiu, Lijun Shang, Jingjing Wang
Summary: This paper investigates a hybrid inspection-replacement policy for two-stage continuously degrading assets subject to time-state-variant inspection errors. To mitigate loss due to errors, a hybrid replacement planning integrating three types of replacements is scheduled. The long run cost rate is minimized through the joint optimization of the inspection interval, degradation threshold and age limit.
RELIABILITY ENGINEERING & SYSTEM SAFETY
(2024)
Article
Statistics & Probability
Siddhartha Chakraborty, Biswabrata Pradhan
Summary: This paper studies some properties of weighted survival extropy measure, introduces weighted extended survival extropy and its dynamic version, and investigates various properties of the proposed measures. Generalized inequalities related to weighted extended survival extropy are also studied. Non-parametric estimators of these measures are proposed and their asymptotic properties are investigated. The performance of the estimators is assessed through a simulation study. Finally, it is shown that the weighted survival extropy measure can be used in model discrimination and as an alternative risk measure.
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
(2024)
Article
Statistics & Probability
Xiaoliang Ling, Jiaojiao Zhang, Yinzhao Wei
Summary: This paper considers a reliability model for systems that fail due to degradation failure or catastrophic failure. The degradation process is modeled using a linear degradation path, and the catastrophic failure rate is dependent on the degradation rate. Firstly, stochastic comparisons are conducted between two systems with different stochastic orders for their respective degradation rate variables. Secondly, stochastic comparisons are conducted between two systems with different conditional catastrophic failure rates. Finally, examples are given using well-known models to demonstrate the validity of the results.
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
(2024)
Article
Statistics & Probability
Jie Zhang, Yang Li, Ni Zhao, Zemin Zheng
Summary: This article discusses the widespread issue of corrupted data in many contemporary applications. It proposes a sparse modeling method based on L-0 regularization and efficiently solves the regularization problem using projection techniques. It proves the statistical properties of the proposed method under certain conditions and demonstrates its effectiveness through simulation studies.
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
(2024)
Article
Statistics & Probability
Lin Zhu, Feifei Yan
Summary: An estimated quadratic inference function method is developed for the analysis of multivariate failure time data, where the primary covariates are incomplete but the auxiliary covariates for them are available for the whole cohort subjects. This method improves the estimation efficiency under the marginal hazard model with common baseline hazard function by incorporating both the auxiliary information and the intra-cluster correlation between the failure times. Simulation studies demonstrate that the proposed method gains noticeable efficiency compared to other existing methods when the intra-cluster correlation is strong or moderate.
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
(2024)
Article
Statistics & Probability
Longxiang Fang, Shuai Zhang, Jinling Lu
Summary: This paper investigates the k-out-of-n system with n independent parallel subsystems comprising dependent components drawn from a heterogeneous population consisting of m different subpopulations. The components within each subpopulation are assumed to be dependent, while the subpopulations are independent of each other. The study discusses the reliability of the k-out-of-n systems by comparing two selection probabilities or two allocation policies in the sense of majorization order. Numerical examples are provided to illustrate the obtained results. Finally, some concluding remarks are made.
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
(2024)
Article
Statistics & Probability
Amel Saidi, Abdelghani Hamaz, Ouerdia Arezki
Summary: This article presents new theoretical results on estimation in nonlinear random field models. The authors focus on a two dimensionally indexed random coefficients autoregressive model and develop a maximum likelihood estimation procedure for estimating the unknown parameters. The authors also prove the strong consistency of the estimates. The results are applied to construct efficient estimates in a specific model.
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
(2024)
Article
Statistics & Probability
Qiang Zhang, Lijun Wu
Summary: In this article, a robust optimal proportional reinsurance and investment problem is considered in a model with delay and dependent risks. The insurer aims to develop the optimal strategy by maximizing the expected exponential utility of the combination of historical performance and terminal wealth. The expressions of the optimal strategy and value function are explicitly obtained using stochastic dynamic programming technique.
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
(2024)
Article
Statistics & Probability
Jean-Claude Malela-Majika, Marien A. Graham
Summary: This study explores the idea of designing nonparametric charting schemes by using lower percentile points of the unconditional run-length distribution to restrict the probability of unconditional early false alarms. The research indicates that bias in the Phase-I sample may lead to remarkably high rates of early false alarms.
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
(2024)
Letter
Statistics & Probability
Reza Farhadian
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
(2024)
Article
Statistics & Probability
Qiang Wu, Paul Vos
Summary: The article introduces the application of permutation inference distribution in multiple regression, which can be used for hypothesis testing and confidence interval construction with relatively low computational burden. The results show that PID confidence regions are asymptotically ellipsoidal and exact.
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
(2024)
