Z. Bluvband & S. Porotsky

PARAMETER ESTIMATIONS FOR AVAILABILITY GROWTH

 

The reliability growth process applied to a complex system undergoing development and field test involves surfacing failure modes, analyzing the modes, and, in addition to repair, in some cases implementing corrective actions to the surfaced modes. In such a manner, the system configuration is matured with respect to reliability. The conventional procedure of reliability growth implies evaluation of two principal parameters of the NHPP process only for failure rate. Since standard NHPP does not take into account parameters of repairs, it is necessary to develop expanded procedure as the basis for the Availability Growth. It implies evaluation of both: a) the parameters of failure rate and, b) the parameters of repair rate. Authors suggest a model and numerical method to search these parameters.

 

Farhadzadeh E.M., Muradaliyev A.Z., Farzaliyev Y.Z.

CONTROL THE IMPORTANCE OBSERVABLE LAWS OF CHANGE RELIABILITY OVER OPERATION

 

The problem of the control of the importance of observable laws of change of parameters of reliability (PR) at small statistical data of operating experience or experiment in conditions when the argument has a serial or nominal scale of measurement, concerns to number of the most difficult and insufficiently developed. In particular, at operation of electro installations the important role-played with data on reliability of units of the same equipment, on the reasons of occurrence and character of their damage, law of change PR of the equipment for various classes of a pressure and so forth

 

A. I. Pereguda, D. A. Timashov

A FUZZY RELIABILITY MODEL FOR “SAFETY SYSTEM-PROTECTED OBJECT” COMPLEX

 

The paper presents a new fuzzy reliability model for automated “safety system-protected object” complex. It is supposed that parameters of reliability model and reliability indices are fuzzy variables. Scheduled periodic inspections of safety system are also taken into account. Asymptotic estimates of mean time to accident membership function are proposed.

 

A. I. Pereguda, D. A. Timashov

AN ADVANCED RELIABILITY MODEL FOR AUTOMATED “SAFETY SYSTEM-PROTECTED OBJECT” COMPLEX WITH TIME REDUNDANCY

 

The paper presents a new reliability model for an automated “safety system-protected object” complex with time redundancy. It is supposed that the time redundancy is caused by a protected object inertia. Scheduled periodic inspections of the safety system are also taken into account. Two-sided estimates of the mean time to accident are proposed.

 

Armen S. Stepanyants, Valentina S. Victorova

RELIABILITY AND CAPABILITY MODELING OF TECHNOLOGICAL SYSTEMS WITH BUFFER STORAGE

 

The paper is devoted to reliability and capability investigation of technological systems, inclusive of development of dynamic reliability model for two-phase product line with buffer storages and multiphase line decomposition

 

G.Tsitsiashvili

COMPARISON ANALYSIS OF RELIABILITY OF NETWORKS WITH IDENTICAL EDGES

 

Efficient and fast algorithms of parameters calculation in Burtin-Pittel asymptotic formula for networks with identical and high reliable edges are constructed. These algorithms are applied to a procedure of a comparison of networks obtained from a radial-circle network by a cancelling of some edges or their collapsing into nodes or by a separate reservation of these edges.

 

G.Tsitsiashvili

ASYMPTOTIC FORMULAS IN DISCRETE TIME RISK MODEL WITH DEPENDENCE OF FINANCIAL AND INSURANCE RISKS

 

Asymptotic formulas for a ruin probability in discrete time risk model with a dependence of financial and insurance risks are obtained. These formulas are constructed in a suggestion which is adequate to economical crisis: the larger is a financial risk the larger is an insurance risk.

 

Heinz-Peter Berg

QUANTITATIVE SAFETY GOALS AND CRITERIA AS A BASIS FOR DECISION MAKING

 

Internationally, probabilistic safety analyses represent the state of the art in the licensing process for new industrial facilities, but increasingly also for evaluating the safety level of older industrial plants, e. g. as part of periodic safety reviews of nuclear power plants. Quantitative safety goals have not yet reached the same level of acceptance. However, this depends on the type of industry. Most of the countries consider those criteria as safety targets rather than as sharply defined boundary values. The Netherlands and the United Kingdom are exceptions, they require demonstration of compliance with legally binding safety goals in the licensing procedure.

 

Heinz-Peter Berg

RISK MANAGEMENT: PROCEDURES, METHODS AND EXPERIENCES

 

Risk management is an activity which integrates recognition of risk, risk assessment, developing strategies to manage it, and mitigation of risk using managerial resources. Some traditional risk managements are focused on risks stemming from physical or legal causes (e.g. natural disasters or fires, accidents, death). Financial risk management, on the other hand, focuses on risks that can be managed using traded financial instruments. Objective of risk management is to reduce different risks related to a pre-selected domain to an acceptable. It may refer to numerous types of threats caused by environment, technology, humans, organizations and politics. The paper describes the different steps in the risk management process which methods are used in the different steps, and provides some examples for risk and safety management.

 

A. Blokus-Roszkowska, K. Kołowrocki

RELIABILITY AND AVAILABILITY OF A SHIPYARD SHIP-ROPE ELEVATOR IN VARIABLE OPERATION CONDITIONS

 

In the paper the environment and infrastructure influence of the ship-rope elevator operating  in Naval Shipyard in Gdynia on its operation processes is considered. The results are presented on the basis of a general model of technical systems operation processes related to their environment and infrastructure. The elevator operation process is described and its statistical identification is given. Next, the elevator is considered in varying in time operation conditions with different its components’ reliability functions in different operation states. Finally, the reliability, risk and availability evaluation of the elevator in variable operation conditions is presented.

 

F. Cadini, D. Avram, E. Zio

A MONTE CARLO-BASED TECHNIQUE FOR ESTIMATING THE OPERATION MODES OF HYBRID DYNAMIC SYSTEMS

 

Many real systems are characterized by a hybrid dynamics of transitions among discrete modes of operation, each one giving rise to a specific continuous dynamics of evolution. The estimation of the state of these hybrid dynamic systems is difficult because it requires keeping track of the transitions among the multiple modes of system dynamics corresponding to the different modes of operation. A Monte Carlo-based estimation method is here illustrated through an application to a case study of literature.

 

F. Grabski, A. Załęska-Fornal

BOOTSTRAP METHODS  FOR THE CENSORED DATA IN EMPIRICAL BAYES ESTIMATION OF THE RELIABILITY PARAMETERS

 

Bootstrap and resampling methods are the computer methods used in applied statistics. They are types of the Monte Carlo method based on the observed data. Bradley Efron described the bootstrap method in 1979 and he has written a lot about it and its generalizations since then. Here we apply these methods in an empirical Bayes estimation using bootstrap copies of the censored data to obtain an empirical prior distribution.

 

R. Guo, D. Guo, T. Dunne

RANDOM FUZZY CONTINUOUS-TIME MARKOV JUMP PROCESSES

 

Continuous-time Markov chains are an important subclass in stochastic processes, which have facilitated many applications in business decisions, investment risk analysis, insurance policy making and reliability modeling.  One should be fully aware that the existing continuous-time Markov chains theory is merely a framework under which the random uncertainty governs the phenomena. However, the real world phenomena often reveal a reality in which randomness and vagueness co-exist, and thus probabilistic continuous-time Markov chains modeling practices may be not wholly adequate. In this paper, we define random fuzzy continuous-time Markov chains, explore the related average chance distributions, and propose both a scheme for parameter estimation and a simulation scheme. It is expected that a foundational base can be established for reliability modeling and risk analysis, particularly, repairable system modeling.

 

S. Guze, B, Kwiatuszewska-Sarnecka, J. Soszyńska

THE COMPUTER PROGRAM  TO VERIFY THE HYPOTHESIZES AND TO PREDICT OF THE PARAMETERS FOR OPERATIONAL PROCESS

 

The theoretical background and technical information for the program are presented. Further, the components of the program are described and user manual is given.

 

O. Hryniewicz

CONFIDENCE BOUNDS FOR THE RELIABILITY OF A SYSTEM FROM SUBSYSTEM DATA

 

The paper is concerned with the construction of lower bounds for the reliability of a system when statistical data come from independent tests of its elements. The overview of results known from literature and obtained under the assumption that elements in a system are independent is given. It has been demonstrated using a Monte Carlo experiment that in case when these elements are dependent and when their dependence is described by Clayton and Gumbel copulas these confidence bounds are not satisfactory. New simple bounds have been proposed which in some practical cases perform better than the classical ones.

 

M. Jurdziński, S. Guze, P. Kamiński

TIME DIFFERENCES IN PERATION STATES OF STENA BALTICA FERRY DURING THE OPEN WATER AREAS PASSAGE

 

The paper deals with analysis of ships operation stages in open water areas effected by environmental constraints influencing on ship sea keeping parameters in application to ferry “Stena Baltica” operated in the Baltic Sea between Gdynia and Karlskrona harbors.

 

K. Kołowrocki, B. Kwiatuszewska-Sarnecka, J. Soszyńska

PRELIMINARY RELIABILITY, RISK AND AVAILABILITY ANALYSIS AND EVALUATION OF BULK CARGO TRANSPORTATION SYSTEM IN VARIABLE OPERATION CONDITIONS

 

In the paper, definitions and theoretical results on system operations process, multi-state system reliability, risk and availability modelling are illustrated by the example of their application to a bulk cargo transportation system operating in Gdynia Port Bulk Cargo Terminal. The bulk cargo transportation system is considered in varying in time operation conditions. The system reliability structure and its components reliability functions are changing in variable operation conditions. The system reliability structures are fixed with a high accuracy. Whereas, the input reliability characteristics of the bulk cargo transportation system components and the system operation process characteristics are not sufficiently exact because of the lack of statistical data. Anyway, the obtained evaluation may be a very useful example in simple and quick systems reliability characteristics evaluation, especially during the design and improving the transportation systems operating in ports.

 

K. Kolowrocki, J. Soszynska

METHODS AND ALGORITHMS FOR EVALUATING UNKNOWN PARAMETERS OF OPERATION PROCESSES OF COMPLEX TECHNICAL SYSTEMS (part 1)

 

The paper objectives are to present the methods and tools useful in the statistical identifying unknown parameters of the operation models of complex technical systems  and to apply them in the maritime industry. There are presented statistical methods of determining unknown parameters of the semi-markov model of the complex technical system operation processes. There is also presented the chi-square goodness-of-fit test applied to verifying the distributions of the system operation process conditional sojourn times in the particular operation states. Applications of these tools to identifying and predicting the  operation characteristics of a ferry operating at the Baltic Sea waters are presented as well.

 

K. Kolowrocki, J. Soszynska

METHODS AND ALGORITHMS FOR EVALUATING UNKNOWN PARAMETERS OF COMPONENTS RELIABILITY OF COMPLEX TECHNICAL SYSTEMS (part 2)

 

The paper objectives are to present the methods and tools useful in the statistical identifying the unknown parameters of the components reliability and safety of complex industrial systems and to apply them in the maritime industry. There are presented statistical methods of estimating the unknown intensities of departure from the reliability state subsets of the exponential distribution of the component lifetimes of the multistate systems operating in various operation states. The goodness-of-fit method applied to testing the hypotheses concerned with the exponential form of the multistate reliability function of the particular components of the complex technical system in variable operations conditions is suggested. An application of these tools to reliability characteristics of a ferry operating at the Baltic Sea waters is presented as well.

 

B. Kwiatuszewska-Sarnecka

MODELS OF RELIABILITY AND AVAILABILITY IMPROVEMENT OF SERIES AND PARALLEL SYSTEMS RELATED TO THEIR OPERATION PROCESSES

 

Integrated general models of approximate approaches of complex multi-state  series and parallel systems, linking their reliability and availability improvement models and their operation processes models caused changing reliability and safety structures and components reliability characteristics in different operation states, are constructed. These joint models are applied to determining improved reliability and availability  characteristics of the considered multi-state series and parallel systems related to their varying in time operation processes. The conditional reliability characteristics of the multi-state systems with hot, cold single reservation of component and the  conditional reliability characteristics of the multi-state systems with reduced rate of departure by a factor  of system components are defined.

 

M.S. Habibullah, Fu Xiuju, K. Kolowrocki, J. Soszynska

CORRELATION AND REGRESSION ANALYSIS OF SPRING STATISTICAL DATA OF MARITIME FERRY OPERATION PROCESS

 

These are presented statistical methods of correlation and regression analysis of the operation processes of complex technical systems. The collected statistical data from the Stena Baltica ferry operation process are analysed and used for determining correlation coefficients and linear and multiple regression equations, expressing the influence of the operation process conditional sojourn times in particular operation states on the ferry operation process total conditional sojourn time.

 

D. Valis, Z. Vintr, M. Koucky

CONTRIBUTION TO RELIABILITY ANALYSIS OF HIGHLY RELIABLE ITEMS

 

In recent years the intensive efforts in developing and producing electronic devices have more and more critical inference in many areas of human activity. Engineering is one of the areas which have been also importantly affected. The paper deals with dependability namely reliability analysis procedure of a highly reliable item. The data on manufacturing and operating of a few hundred thousands pieces of electronic item are available and they are statistically a very important collection/set. However, concerning some items the manufacturing procedure was not checked and controlled accurately. The procedure described in the paper is based on the thorough data analysis aiming at the operating and manufacturing of these electronic elements. The results indicate some behaviour differences between correctly and incorrectly made elements. It was proved by the analysis that dependability and safety of these elements was affected to a certain degree. Although there is a quite big set of data the issue regarding the statistical comparability is very important.