Hide metadata

dc.date.accessioned2013-03-12T08:18:07Z
dc.date.available2013-03-12T08:18:07Z
dc.date.issued2008en_US
dc.date.submitted2011-07-14en_US
dc.identifier.urihttp://hdl.handle.net/10852/10373
dc.description.abstractIn the present paper we use discrete event simulation in order to analyze a binary monotone system of repairable components. Asymptotic statistical properties of such a system, e.g., the asymptotic system availability and component criticality, can easily be estimated by running a single discrete event simulation on the system over a sufficiently long time horizon, or by working directly on the stationary component availabilities. Sometimes, however, one needs to estimate how the statistical properties of the system evolve over time. In such cases it is necessary to run many simulations to obtain a stable curve estimate. At the same time one needs to store much more information from each simulation. A crude approach to this problem is to sample the system state at fixed points of time, and then use the mean values of the states at these points as estimates of the curve. Using a sufficiently high sampling rate a satisfactory estimate of the curve can be obtained. Still, all information about the process between the sampling points is thrown away. To handle this issue, we propose an alternative sampling procedure where we utilize process data between the sampling points as well. This simulation method is particularly useful when estimating various kinds of component importance measures for repairable systems. As explained in Natvig and Gåsemyr (2009) such measures can often be expressed as weighted integrals of the time-dependent Birnbaum measure of importance. By using the proposed simulation methods, stable estimates of the Birnbaum measure as a function of time are obtained. Combined with the appropriate weight function the importance measures of interest can be estimated.eng
dc.language.isoengen_US
dc.publisherMatematisk Institutt, Universitetet i Oslo
dc.relation.ispartofPreprint series. Statistical Research Report http://urn.nb.no/URN:NBN:no-23420en_US
dc.relation.urihttp://urn.nb.no/URN:NBN:no-23420
dc.titleAdvanced discrete event simulation methods with application to importance measure estimationen_US
dc.typeResearch reporten_US
dc.date.updated2011-07-14en_US
dc.creator.authorHuseby, Arne Bangen_US
dc.creator.authorEide, Kristina A.en_US
dc.creator.authorIsaksen, Stefan L.en_US
dc.creator.authorNatvig, Benten_US
dc.creator.authorGåsemyr, Jørunden_US
dc.subject.nsiVDP::410en_US
dc.identifier.urnURN:NBN:no-28494en_US
dc.type.documentForskningsrapporten_US
dc.identifier.duo132639en_US
dc.identifier.fulltextFulltext https://www.duo.uio.no/bitstream/handle/10852/10373/1/stat-res-11-08.pdf


Files in this item

Appears in the following Collection

Hide metadata