Estimation of System Reliability Using a Semiparametric Model

An important problem in reliability engineering is to predict the failure rate, that is, the frequency with which an engineered system or component fails. This paper presents a new method of estimating failure rate using a semiparametric model with Gaussian process smoothing. The method is able to provide accurate estimation based on historical data and it does not make strong a priori assumptions of failure rate pattern (e.g., constant or monotonic). Our experiments of applying this method in power system failure data compared with other models show its efficacy and accuracy. This method can be used in estimating reliability for many other systems, such as software systems or components

Estimation of system reliability using a semiparametric model

An important problem in reliability engineering is to predict the failure rate, that is, the frequency with which an engineered system or component fails. This paper presents a new method of estimating failure rate using a semiparametric model with Gaussian process smoothing. The method is able to provide accurate estimation based on historical data and it does not make strong a priori assumptions of failure rate pattern (e.g., constant or monotonic). Our experiments of applying this method in power system failure data compared with other models show its efficacy and accuracy. This method can be used in estimating reliability for many other systems, such as software systems or components

ISBIS 2016: Meeting on Statistics in Business and Industry

This Book includes the abstracts of the talks presented at the 2016 International Symposium on Business and Industrial Statistics, held at Barcelona, June 8-10, 2016, hosted at the Universitat Politècnica de Catalunya - Barcelona TECH, by the Department of Statistics and Operations Research. The location of the meeting was at ETSEIB Building (Escola Tecnica Superior d'Enginyeria Industrial) at Avda Diagonal 647. The meeting organizers celebrated the continued success of ISBIS and ENBIS society, and the meeting draw together the international community of statisticians, both academics and industry professionals, who share the goal of making statistics the foundation for decision making in business and related applications. The Scientific Program Committee was constituted by: David Banks, Duke University Amílcar Oliveira, DCeT - Universidade Aberta and CEAUL Teresa A. Oliveira, DCeT - Universidade Aberta and CEAUL Nalini Ravishankar, University of Connecticut Xavier Tort Martorell, Universitat Politécnica de Catalunya, Barcelona TECH Martina Vandebroek, KU Leuven Vincenzo Esposito Vinzi, ESSEC Business Schoo

Improving System Reliability for Cyber-Physical Systems

Cyber-physical systems (CPS) are systems featuring a tight combination of, and coordination between, the system's computational and physical elements. Cyber-physical systems include systems ranging from critical infrastructure such as a power grid and transportation system to health and biomedical devices. System reliability, i.e., the ability of a system to perform its intended function under a given set of environmental and operational conditions for a given period of time, is a fundamental requirement of cyber-physical systems. An unreliable system often leads to disruption of service, financial cost and even loss of human life. An important and prevalent type of cyber-physical system meets the following criteria: processing large amounts of data; employing software as a system component; running online continuously; having operator-in-the-loop because of human judgment and an accountability requirement for safety critical systems. This thesis aims to improve system reliability for this type of cyber-physical system. To improve system reliability for this type of cyber-physical system, I present a system evaluation approach entitled automated online evaluation (AOE), which is a data-centric runtime monitoring and reliability evaluation approach that works in parallel with the cyber-physical system to conduct automated evaluation along the workflow of the system continuously using computational intelligence and self-tuning techniques and provide operator-in-the-loop feedback on reliability improvement. For example, abnormal input and output data at or between the multiple stages of the system can be detected and flagged through data quality analysis. As a result, alerts can be sent to the operator-in-the-loop. The operator can then take actions and make changes to the system based on the alerts in order to achieve minimal system downtime and increased system reliability. One technique used by the approach is data quality analysis using computational intelligence, which applies computational intelligence in evaluating data quality in an automated and efficient way in order to make sure the running system perform reliably as expected. Another technique used by the approach is self-tuning which automatically self-manages and self-configures the evaluation system to ensure that it adapts itself based on the changes in the system and feedback from the operator. To implement the proposed approach, I further present a system architecture called autonomic reliability improvement system (ARIS). This thesis investigates three hypotheses. First, I claim that the automated online evaluation empowered by data quality analysis using computational intelligence can effectively improve system reliability for cyber-physical systems in the domain of interest as indicated above. In order to prove this hypothesis, a prototype system needs to be developed and deployed in various cyber-physical systems while certain reliability metrics are required to measure the system reliability improvement quantitatively. Second, I claim that the self-tuning can effectively self-manage and self-configure the evaluation system based on the changes in the system and feedback from the operator-in-the-loop to improve system reliability. Third, I claim that the approach is efficient. It should not have a large impact on the overall system performance and introduce only minimal extra overhead to the cyberphysical system. Some performance metrics should be used to measure the efficiency and added overhead quantitatively. Additionally, in order to conduct efficient and cost-effective automated online evaluation for data-intensive CPS, which requires large volumes of data and devotes much of its processing time to I/O and data manipulation, this thesis presents COBRA, a cloud-based reliability assurance framework. COBRA provides automated multi-stage runtime reliability evaluation along the CPS workflow using data relocation services, a cloud data store, data quality analysis and process scheduling with self-tuning to achieve scalability, elasticity and efficiency. Finally, in order to provide a generic way to compare and benchmark system reliability for CPS and to extend the approach described above, this thesis presents FARE, a reliability benchmark framework that employs a CPS reliability model, a set of methods and metrics on evaluation environment selection, failure analysis, and reliability estimation. The main contributions of this thesis include validation of the above hypotheses and empirical studies of ARIS automated online evaluation system, COBRA cloud-based reliability assurance framework for data-intensive CPS, and FARE framework for benchmarking reliability of cyber-physical systems. This work has advanced the state of the art in the CPS reliability research, expanded the body of knowledge in this field, and provided some useful studies for further research

Wind Power: The Economic Impact of Intermittency

Wind is the fastest growing renewable energy source for generating electricity, but economic research lags behind. In this study, therefore, we examine the economics of integrating large-scale wind energy into an existing electrical grid. Using a simple grid management model to investigate the impact of various levels of wind penetration on grid management costs, we show that costs of reducing CO2 emissions by relying more on wind power depend on the generation mix of the existing electricity grid and the degree of wind penetration, with costs ranging from $21 to well over$1000 per tonne of CO2 reduced. Costs are lowest if wind displaces large amounts of fossil fuel production and there is some hydroelectric power to act as a buffer. Hydro capacity has the ability to store wind generated power for use at more opportune times. If wind does nothing more than replace hydro or nuclear power then the environmental benefits (reduced CO2 emissions) of investing in wind power are small.Wind power, carbon costs, electricity grids, mathematical programming

Annual Report 2004: Econometric Institute

Annual Report (2004) of the Econometric Institute, Erasmus School of Economics, Erasmus University RotterdamThe year 2004 has been a year of extremes. The Erasmus School of Economics faced large deficits, and also the Econometric Institute had its share. For the first time in many years, temporary contracts could not be continued. Even some full time positions were cancelled or their requirements were changed. The new focus of the School (starting from 2005 onwards) dismissed a strong emphasis on mathematics and statistics as research areas, and it embraced areas as finance, marketing and economics in general. Much to our relief, it turned out that the focus of our Institute had already been diversified to these areas, so for many of us only few changes were required. On the other hand, our Institute kept its high level of teaching, culminating in being awarded the best programme in the country, and also many of its members kept their substantial research achievements at the usual top level. We had many visitors, reports and publications, and our conference participation was high. We also saw our first successful entries in the leading business and management journals, while maintaining a high level of contributions to the core journals in management science and econometrics. The year 2004 has been tough, for all of us, but without any doubt, I can say that we made it through. We have seen that even in hard times, the members of our Institute stand together, and there are many reasons to believe that we will continue to do so

Resilience, Reliability, and Recoverability (3Rs)

Recent natural and human-made disasters, mortgage derivatives crises, and the need for stable systems in different areas have renewed interest in the concept of resilience, especially as it relates to complex industrial systems with mechanical failures. This concept in the engineering systems (infrastructure) domain could be interpreted as the probability that system conditions exceed an irrevocable tipping point. But the probability in this subject covers the different areas that different approaches and indicators can evaluate. In this context, reliability engineering is used the reliability (uptime) and recoverability (downtime) indicators (or performance indicators) as the most useful probabilistic tools for performance measurement. Therefore, our research penalty area is the resilience concept in combination with reliability and recoverability. It must be said that the resilience evaluators must be considering a diversity of knowledge sources. In this thesis, the literature review points to several important implications for understanding and applying resilience in the engineering area and The Arctic condition. Indeed, we try to understand the application and interaction of different performance-based resilience concepts. In this way, a collection of the most popular performance-based resilience analysis methods with an engineering perspective is added as a state-of-the-art review. The performance indicators studies reveal that operational conditions significantly affect the components, industry activities, and infrastructures performance in various ways. These influential factors (or heterogeneity) can broadly be studied into two groups: observable and unobservable risk factors in probability analysis of system performance. The covariate-based models (regression), such as proportional hazard models (PHM), and their extent are the most popular methods for quantifying observable and unobservable risk factors. The report is organized as follows: After a brief introduction of resilience, chapters 2,3 priorly provide a comprehensive statistical overview of the reliability and recoverability domain research by using large scientific databases such as Scopus and Web of Science. As the first subsection, a detailed review of publications in the reliability and recoverability assessment of the engineering systems in recent years (since 2015) is provided. The second subsection of these chapters focuses on research done in the Arctic region. The last subsection presents covariate-based reliability and recoverability models. Finally, in chapter 4, the first part presents the concept and definitions of resilience. The literature reviews four main perspectives: resilience in engineering systems, resilience in the Arctic area, the integration of “Resilience, Reliability, and Recoverability (3Rs)”, and performance-based resilience models

Intertemporal Self-Selection with Multiple Buyers Under Complete and Incomplete Information

We consider a monopolist selling durable goods to consumers with unit demands but different preferences for quality. The seller can offer items of different quality at the same time to induce buyers to self-select, as in Mussa-Rosen (1978), but is not artifically constrained to offer only one such menu. Instead the seller can offer without precommitment a sequence of menus over time. In the two-buyer case where the seller has complete information about each buyer's marginal valuation for quality, the seller's profits exceed what can be obtained from a single menu and sometimes approximate the profits of a perfectly discriminating monopolist. This result is not mere artifact of the assumption of complete information. As we show, even if the seller has incomplete information about the realized distribution of buyer types, he still may obtain higher expected profits (smetimes the entire surplus) by making a sequence of offers rather than a single offer.Center for Research on Economic and Social Theory, Department of Economics, University of Michiganhttp://deepblue.lib.umich.edu/bitstream/2027.42/100831/1/ECON028.pd