Abstract: Higher ground-level ozone (GLO) concentration adversely affects human health, vegetations as well as activities in the ecosystem. In Malaysia, most of the analysis on GLO concentration are carried out using the average value of GLO concentration, which refers to the centre of distribution to make a prediction or estimation. However, analysis which focuses on the higher value or extreme value in GLO concentration is rarely explored. Hence, the objective of this study is to classify the tail behaviour of GLO using generalized extreme value (GEV) distribution estimation the return level using the corresponding modelling (Gumbel, Weibull, and Frechet) of GEV distribution. The results show that Weibull distribution which is also known as short tail distribution and considered as having less extreme behaviour is the best-fitted distribution for four selected air monitoring stations in Peninsular Malaysia, namely Larkin, Pelabuhan Kelang, Shah Alam, and Tanjung Malim; while Gumbel distribution which is considered as a medium tail distribution is the best-fitted distribution for Nilai station. The return level of GLO concentration in Shah Alam station is comparatively higher than other stations. Overall, return levels increase with increasing return periods but the increment depends on the type of the tail of GEV distribution’s tail. We conduct this study by using maximum likelihood estimation (MLE) method to estimate the parameters at four selected stations in Peninsular Malaysia. Next, the validation for the fitted block maxima series to GEV distribution is performed using probability plot, quantile plot and likelihood ratio test. Profile likelihood confidence interval is tested to verify the type of GEV distribution. These results are important as a guide for early notification on future extreme ozone events.
Abstract: Lithium ion batteries are currently used for many applications including satellites, electric vehicles and mobile electronics. Their ability to store relatively large amount of energy in a limited space make them most appropriate for critical applications. Evaluation of the life of these batteries and their reliability becomes crucial to the systems they support. Reliability of Li-Ion batteries has been mainly considered based on its lifetime. However, another important factor that can be considered critical in many applications such as in electric vehicles is the cycle duration. The present work presents the results of an experimental investigation on the degradation behavior of a Laptop Li-ion battery (type TKV2V) and the effect of applied load on the battery cycle time. The reliability was evaluated using an accelerated life test. Least squares linear regression with median rank estimation was used to estimate the Weibull distribution parameters needed for the reliability functions estimation. The probability density function, failure rate and reliability function under each of the applied loads were evaluated and compared. An inverse power model is introduced that can predict cycle time at any stress level given.
Abstract: Goals and Objectives: A typical analysis of survival data involves the modeling of time-to-event data, such as the time till death. A frailty model is a random effect model for time-to-event data, where the random effect has a multiplicative influence on the baseline hazard function. This article aims to investigate the use of gamma frailty model with concomitant variable in order to individualize the prognostic factors that influence the liver cirrhosis patients’ survival times. Methods: During the one-year study period (May 2008-May 2009), data have been used from the recorded information of patients with liver cirrhosis who were scheduled for liver transplantation and were followed up for at least seven years in Imam Khomeini Hospital in Iran. In order to determine the effective factors for cirrhotic patients’ survival in the presence of latent variables, the gamma frailty distribution has been applied. In this article, it was considering the parametric model, such as Exponential and Weibull distributions for survival time. Data analysis is performed using R software, and the error level of 0.05 was considered for all tests. Results: 305 patients with liver cirrhosis including 180 (59%) men and 125 (41%) women were studied. The age average of patients was 39.8 years. At the end of the study, 82 (26%) patients died, among them 48 (58%) were men and 34 (42%) women. The main cause of liver cirrhosis was found hepatitis 'B' with 23%, followed by cryptogenic with 22.6% were identified as the second factor. Generally, 7-year’s survival was 28.44 months, for dead patients and for censoring was 19.33 and 31.79 months, respectively. Using multi-parametric survival models of progressive and regressive, Exponential and Weibull models with regard to the gamma frailty distribution were fitted to the cirrhosis data. In both models, factors including, age, bilirubin serum, albumin serum, and encephalopathy had a significant effect on survival time of cirrhotic patients. Conclusion: To investigate the effective factors for the time of patients’ death with liver cirrhosis in the presence of latent variables, gamma frailty model with parametric distributions seems desirable.
Abstract: The fatigue of ship structural details is of major concern in the maritime industry as it can generate fracture issues that may compromise structural integrity. In the present study, a fatigue analysis of the lower hopper knuckle connection of a bulk carrier was conducted using the Finite Element Method by means of ABAQUS/CAE software. The fatigue life was calculated using Miner’s Rule and the long-term distribution of stress range by the use of the two-parameter Weibull distribution. The cumulative damage ratio was estimated using the fatigue damage resulting from the stress range occurring at each load condition. For this purpose, a cargo hold model was first generated, which extends over the length of two holds (the mid-hold and half of each of the adjacent holds) and transversely over the full breadth of the hull girder. Following that, a submodel of the area of interest was extracted in order to calculate the hot spot stress of the connection and to estimate the fatigue life of the structural detail. Two hot spot locations were identified; one at the top layer of the inner bottom plate and one at the top layer of the hopper plate. The IACS Common Structural Rules (CSR) require that specific dynamic load cases for each loading condition are assessed. Following this, the dynamic load case that causes the highest stress range at each loading condition should be used in the fatigue analysis for the calculation of the cumulative fatigue damage ratio. Each load case has a different effect on ship hull response. Of main concern, when assessing the fatigue strength of the lower hopper knuckle connection, was the determination of the maximum, i.e. the critical value of the stress range, which acts in a direction normal to the weld toe line. This acts in the transverse direction, that is, perpendicularly to the ship's centerline axis. The load cases were explored both theoretically and numerically in order to establish the one that causes the highest damage to the location examined. The most severe one was identified to be the load case induced by beam sea condition where the encountered wave comes from the starboard. At the level of the cargo hold model, the model was assumed to be simply supported at its ends. A coarse mesh was generated in order to represent the overall stiffness of the structure. The elements employed were quadrilateral shell elements, each having four integration points. A linear elastic analysis was performed because linear elastic material behavior can be presumed, since only localized yielding is allowed by most design codes. At the submodel level, the displacements of the analysis of the cargo hold model to the outer region nodes of the submodel acted as boundary conditions and applied loading for the submodel. In order to calculate the hot spot stress at the hot spot locations, a very fine mesh zone was generated and used. The fatigue life of the detail was found to be 16.4 years which is lower than the design fatigue life of the structure (25 years), making this location vulnerable to fatigue fracture issues. Moreover, the loading conditions that induce the most damage to the location were found to be the various ballasting conditions.
Abstract: Stochastic modeling concerns the use of probability
to model real-world situations in which uncertainty is present.
Therefore, the purpose of stochastic modeling is to estimate the
probability of outcomes within a forecast, i.e. to be able to predict
what conditions or decisions might happen under different situations.
In the present study, we present a model of a stochastic diffusion
process based on the bi-Weibull distribution function (its trend
is proportional to the bi-Weibull probability density function). In
general, the Weibull distribution has the ability to assume the
characteristics of many different types of distributions. This has
made it very popular among engineers and quality practitioners, who
have considered it the most commonly used distribution for studying
problems such as modeling reliability data, accelerated life testing,
and maintainability modeling and analysis. In this work, we start
by obtaining the probabilistic characteristics of this model, as the
explicit expression of the process, its trends, and its distribution by
transforming the diffusion process in a Wiener process as shown in
the Ricciaardi theorem. Then, we develop the statistical inference of
this model using the maximum likelihood methodology. Finally, we
analyse with simulated data the computational problems associated
with the parameters, an issue of great importance in its application to
real data with the use of the convergence analysis methods. Overall,
the use of a stochastic model reflects only a pragmatic decision on
the part of the modeler. According to the data that is available and
the universe of models known to the modeler, this model represents
the best currently available description of the phenomenon under
consideration.
Abstract: The Markov decision process (MDP) based
methodology is implemented in order to establish the optimal
schedule which minimizes the cost. Formulation of MDP problem
is presented using the information about the current state of pipe,
improvement cost, failure cost and pipe deterioration model. The
objective function and detailed algorithm of dynamic programming
(DP) are modified due to the difficulty of implementing the
conventional DP approaches. The optimal schedule derived from
suggested model is compared to several policies via Monte
Carlo simulation. Validity of the solution and improvement in
computational time are proved.
Abstract: A forecasting model for steel demand uncertainty in Thailand is proposed. It consists of trend, autocorrelation, and outliers in a hierarchical Bayesian frame work. The proposed model uses a cumulative Weibull distribution function, latent first-order autocorrelation, and binary selection, to account for trend, time-varying autocorrelation, and outliers, respectively. The Gibbs sampling Markov Chain Monte Carlo (MCMC) is used for parameter estimation. The proposed model is applied to steel demand index data in Thailand. The root mean square error (RMSE), mean absolute percentage error (MAPE), and mean absolute error (MAE) criteria are used for model comparison. The study reveals that the proposed model is more appropriate than the exponential smoothing method.
Abstract: This paper presents a nonparametric method to obtain the hazard rate “Bathtub curve” for power system components. The model is a mixture of the three known phases of a component life, the decreasing failure rate (DFR), the constant failure rate (CFR) and the increasing failure rate (IFR) represented by three parametric Weibull models. The parameters are obtained from a simultaneous fitting process of the model to the Kernel nonparametric hazard rate curve. From the Weibull parameters and failure rate curves the useful lifetime and the characteristic lifetime were defined. To demonstrate the model the historic time-to-failure of distribution transformers were used as an example. The resulted “Bathtub curve” shows the failure rate for the equipment lifetime which can be applied in economic and replacement decision models.
Abstract: This paper introduces a new generalization of the two parameter Weibull distribution. To this end, the quadratic rank transmutation map has been used. This new distribution is named exponentiated transmuted Weibull (ETW) distribution. The ETW distribution has the advantage of being capable of modeling various shapes of aging and failure criteria. Furthermore, eleven lifetime distributions such as the Weibull, exponentiated Weibull, Rayleigh and exponential distributions, among others follow as special cases. The properties of the new model are discussed and the maximum likelihood estimation is used to estimate the parameters. Explicit expressions are derived for the quantiles. The moments of the distribution are derived, and the order statistics are examined.
Abstract: This paper discusses the effects of using progressive Type-I right censoring on the design of the Simple Step Accelerated Life testing using Bayesian approach for Weibull life products under the assumption of cumulative exposure model. The optimization criterion used in this paper is to minimize the expected pre-posterior variance of the Pth percentile time of failures. The model variables are the stress changing time and the stress value for the first step. A comparison between the conventional and the progressive Type-I right censoring is provided. The results have shown that the progressive Type-I right censoring reduces the cost of testing on the expense of the test precision when the sample size is small. Moreover, the results have shown that using strong priors or large sample size reduces the sensitivity of the test precision to the censoring proportion. Hence, the progressive Type-I right censoring is recommended in these cases as progressive Type-I right censoring reduces the cost of the test and doesn't affect the precision of the test a lot. Moreover, the results have shown that using direct or indirect priors affects the precision of the test.
Abstract: Constant upgrading of Enterprise Resource Planning
(ERP) systems is necessary, but can cause new defects. This paper
attempts to model the likelihood of defects after completed upgrades
with Weibull defect probability density function (PDF). A case study
is presented analyzing data of recorded defects obtained for one ERP
subsystem. The trends are observed for the value of the parameters
relevant to the proposed statistical Weibull distribution for a given
one year period. As a result, the ability to predict the appearance of
defects after the next upgrade is described.
Abstract: The aim of this paper is to introduce a parametric
distribution model in fatigue life reliability analysis dealing with
variation in material properties. Service loads in terms of responsetime
history signal of Belgian pave were replicated on a multi-axial
spindle coupled road simulator and stress-life method was used to
estimate the fatigue life of automotive stub axle. A PSN curve was
obtained by monotonic tension test and two-parameter Weibull
distribution function was used to acquire the mean life of the
component. A Pearson system was developed to evaluate the fatigue
life reliability by considering stress range intercept and slope of the
PSN curve as random variables. Considering normal distribution of
fatigue strength, it is found that the fatigue life of the stub axle to
have the highest reliability between 10000 – 15000 cycles. Taking
into account the variation of material properties associated with the
size effect, machining and manufacturing conditions, the method
described in this study can be effectively applied in determination of
probability of failure of mass-produced parts.
Abstract: In this paper, Economic Order Quantity (EOQ) based model for non-instantaneous Weibull distribution deteriorating items with power demand pattern is presented. In this model, the holding cost per unit of the item per unit time is assumed to be an increasing linear function of time spent in storage. Here the retailer is allowed a trade-credit offer by the supplier to buy more items. Also in this model, shortages are allowed and partially backlogged. The backlogging rate is dependent on the waiting time for the next replenishment. This model aids in minimizing the total inventory cost by finding the optimal time interval and finding the optimal order quantity. The optimal solution of the model is illustrated with the help of numerical examples. Finally sensitivity analysis and graphical representations are given to demonstrate the model.
Abstract: A two-parameter fatigue model explicitly accounting for the cyclic as well as the mean stress was used to fit static and fatigue data available in literature concerning carbon fiber reinforced composite laminates subjected tension-tension fatigue. The model confirms the strength–life equal rank assumption and predicts reasonably the probability of failure under cyclic loading. The model parameters were found by best fitting procedures and required a minimum of experimental tests.
Abstract: In this paper, a Dynamic Economic Dispatch (DED) model is developed for the system consisting of both thermal generators and wind turbines. The inclusion of a significant amount of wind energy into power systems has resulted in additional constraints on DED to accommodate the intermittent nature of the output. The probability of stochastic wind power based on the Weibull probability density function is included in the model as a constraint; A Here-and-Now Approach. The Environmental Protection Agency-s hourly emission target, which gives the maximum emission during the day, is used as a constraint to reduce the atmospheric pollution. A 69-bus test system with non-smooth cost function is used to illustrate the effectiveness of the proposed model compared with static economic dispatch model with including the wind power.
Abstract: One of the purposes of the robust method of
estimation is to reduce the influence of outliers in the data, on the
estimates. The outliers arise from gross errors or contamination from
distributions with long tails. The trimmed mean is a robust estimate.
This means that it is not sensitive to violation of distributional
assumptions of the data. It is called an adaptive estimate when the
trimming proportion is determined from the data rather than being
fixed a “priori-.
The main objective of this study is to find out the robustness
properties of the adaptive trimmed means in terms of efficiency, high
breakdown point and influence function. Specifically, it seeks to find
out the magnitude of the trimming proportion of the adaptive
trimmed mean which will yield efficient and robust estimates of the
parameter for data which follow a modified Weibull distribution with
parameter λ = 1/2 , where the trimming proportion is determined by a
ratio of two trimmed means defined as the tail length. Secondly, the
asymptotic properties of the tail length and the trimmed means are
also investigated. Finally, a comparison is made on the efficiency of
the adaptive trimmed means in terms of the standard deviation for the
trimming proportions and when these were fixed a “priori".
The asymptotic tail lengths defined as the ratio of two trimmed
means and the asymptotic variances were computed by using the
formulas derived. While the values of the standard deviations for the
derived tail lengths for data of size 40 simulated from a Weibull
distribution were computed for 100 iterations using a computer
program written in Pascal language.
The findings of the study revealed that the tail lengths of the
Weibull distribution increase in magnitudes as the trimming
proportions increase, the measure of the tail length and the adaptive
trimmed mean are asymptotically independent as the number of
observations n becomes very large or approaching infinity, the tail
length is asymptotically distributed as the ratio of two independent
normal random variables, and the asymptotic variances decrease as
the trimming proportions increase. The simulation study revealed
empirically that the standard error of the adaptive trimmed mean
using the ratio of tail lengths is relatively smaller for different values
of trimming proportions than its counterpart when the trimming
proportions were fixed a 'priori'.
Abstract: The objective of this study is to introduce estimators to the parameters and survival function for Weibull distribution using three different methods, Maximum Likelihood estimation, Standard Bayes estimation and Modified Bayes estimation. We will then compared the three methods using simulation study to find the best one base on MPE and MSE.
Abstract: Scatter behavior of fatigue life in die-cast AM60B
alloy was investigated. For comparison, those in rolled AM60B alloy
and die-cast A365-T5 aluminum alloy were also studied. Scatter
behavior of pore size was also investigated to discuss dominant
factors for fatigue life scatter in die-cast materials. Three-parameter
Weibull function was suitable to explain the scatter behavior of both
fatigue life and pore size. The scatter of fatigue life in die-cast
AM60B alloy was almost comparable to that in die-cast A365-T5
alloy, while it was significantly large compared to that in the rolled
AM60B alloy. Scatter behavior of pore size observed at fracture
nucleation site on the fracture surface was comparable to that
observed on the specimen cross-section and also to that of fatigue
life. Therefore, the dominant factor for large scatter of fatigue life in
die-cast alloys would be the large scatter of pore size. This
speculation was confirmed by the fracture mechanics fatigue life
prediction, where the pore observed at fatigue crack nucleation site
was assumed as the pre-existing crack.
Abstract: In this paper, the test purpose will be to assess
whether or not the accelerated model proposed by Eyring will be able
to translate results for the shape and scale parameters of an
underlying Weibull model, obtained under two accelerating using
conditions, to expected normal using condition results for these
parameters. The product being analyzed is a new type of insulate
fluid, and the accelerating factor is the voltage stresses applied to the
fluid at two different levels (30KV and 40KV). The normal operating
voltage is 25KV. In this case, it was possible to test the insulate fluid
at normal voltage using condition. Both results for the two
parameters of the Weibull model, obtained under normal using
condition and translated from accelerated using conditions to normal
conditions, will be compared to each other to assess the accuracy of
the Eyring model when the accelerating factor is only the voltage
stress.
Abstract: A model is presented to find the optimal design of the
mixed renewable warranty policy for non-repairable Weibull life
products. The optimal design considers the conflict of interests
between the customer and the manufacturer: the customer interests
are longer full rebate coverage period and longer total warranty
coverage period, the manufacturer interests are lower warranty cost
and lower risk. The design factors are full rebate and total warranty
coverage periods. Results showed that mixed policy is better than full
rebate policy in terms of risk and total warranty coverage period in all
of the three bathtub regions. In addition, results showed that linear
policy is better than mixed policy in infant mortality and constant
failure regions while the mixed policy is better than linear policy in
ageing region of the model. Furthermore, the results showed that
using burn-in period for infant mortality products reduces warranty
cost and risk.