Search results for: User acceptance testing. Software reliability growth modelling. Split Poisson process. Bayesian methods.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 13330

Search results for: User acceptance testing. Software reliability growth modelling. Split Poisson process. Bayesian methods.

13210 Working Mode and Key Technology of Thermal Vacuum Test Software for Spacecraft Test

Authors: Zhang Lei, Zhan Haiyang, Gu Miao

Abstract:

A universal software platform is developed for improving the defects in the practical one. This software platform has distinct advantages in modularization, information management, and the interfaces. Several technologies such as computer technology, virtualization technology, network technology, etc. are combined together in this software platform, and four working modes are introduced in this article including single mode, distributed mode, cloud mode, and the centralized mode. The application area of the software platform is extended through the switch between these working modes. The software platform can arrange the thermal vacuum test process automatically. This function can improve the reliability of thermal vacuum test.

Keywords: Software platform, thermal vacuum test, control and measurement, work mode.

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13209 Informal Inferential Reasoning Using a Modelling Approach within a Computer-Based Simulation

Authors: Theodosia Prodromou

Abstract:

The article investigates how 14- to 15- year-olds build informal conceptions of inferential statistics as they engage in a modelling process and build their own computer simulations with dynamic statistical software. This study proposes four primary phases of informal inferential reasoning for the students in the statistical modeling and simulation process. Findings show shifts in the conceptual structures across the four phases and point to the potential of all of these phases for fostering the development of students- robust knowledge of the logic of inference when using computer based simulations to model and investigate statistical questions.

Keywords: Inferential reasoning, learning, modelling, statistical inference, simulation.

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13208 A Goal-Oriented Social Business Process Management Framework

Authors: Mohammad Ehson Rangiha, Bill Karakostas

Abstract:

Social Business Process Management (SBPM) promises to overcome limitations of traditional BPM by allowing flexible process design and enactment through the involvement of users from a social community. This paper proposes a meta-model and architecture for socially driven business process management systems. It discusses the main facets of the architecture such as goalbased role assignment that combines social recommendations with user profile, and process recommendation, through a real example of a charity organization.

Keywords: Business Process Management, Goal-Based Modelling, Process Recommendation Social Collaboration, Social BPM.

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13207 A New Divide and Conquer Software Process Model

Authors: Hina Gull, Farooque Azam, Wasi Haider Butt, Sardar Zafar Iqbal

Abstract:

The software system goes through a number of stages during its life and a software process model gives a standard format for planning, organizing and running a project. The article presents a new software development process model named as “Divide and Conquer Process Model", based on the idea first it divides the things to make them simple and then gathered them to get the whole work done. The article begins with the backgrounds of different software process models and problems in these models. This is followed by a new divide and conquer process model, explanation of its different stages and at the end edge over other models is shown.

Keywords: Process Model, Waterfall, divide and conquer, Requirements.

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13206 Statistical Modeling of Local Area Fading Channels Based on Triply Stochastic Filtered Marked Poisson Point Processes

Authors: Jihad S. Daba, J. P. Dubois

Abstract:

Fading noise degrades the performance of cellular communication, most notably in femto- and pico-cells in 3G and 4G systems. When the wireless channel consists of a small number of scattering paths, the statistics of fading noise is not analytically tractable and poses a serious challenge to developing closed canonical forms that can be analysed and used in the design of efficient and optimal receivers. In this context, noise is multiplicative and is referred to as stochastically local fading. In many analytical investigation of multiplicative noise, the exponential or Gamma statistics are invoked. More recent advances by the author of this paper utilized a Poisson modulated-weighted generalized Laguerre polynomials with controlling parameters and uncorrelated noise assumptions. In this paper, we investigate the statistics of multidiversity stochastically local area fading channel when the channel consists of randomly distributed Rayleigh and Rician scattering centers with a coherent Nakagami-distributed line of sight component and an underlying doubly stochastic Poisson process driven by a lognormal intensity. These combined statistics form a unifying triply stochastic filtered marked Poisson point process model.

Keywords: Cellular communication, femto- and pico-cells, stochastically local area fading channel, triply stochastic filtered marked Poisson point process.

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13205 A Study on User Authentication Method Using Haptic Actuator and Security Evaluation

Authors: YoHan Choi, HeeSuk Seo, SeungHwan Ju, SungHyu Han

Abstract:

As currently various portable devices were launched, smart business conducted using them became common. Since smart business can use company-internal resources in an exlternal remote place, user authentication that can identify authentic users is an important factor. Commonly used user authentication is a method of using user ID and Password. In the user authentication using ID and Password, the user should see and enter authentication information him or her. In this user authentication system depending on the user’s vision, there is the threat of password leaks through snooping in the process which the user enters his or her authentication information. This study designed and produced a user authentication module using an actuator to respond to the snooping threat.

Keywords: Actuator, User Authentication, Security Evaluation.

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13204 Software to Encrypt Messages Using Public-Key Cryptography

Authors: E. Inzunza-González, C. Cruz-Hernández, R. M. López-Gutiérrez, E. E. García-Guerrero, L. Cardoza- Avendaño, H. Serrano-Guerrero

Abstract:

In this paper the development of a software to encrypt messages with asymmetric cryptography is presented. In particular, is used the RSA (Rivest, Shamir and Adleman) algorithm to encrypt alphanumeric information. The software allows to generate different public keys from two prime numbers provided by the user, the user must then select a public-key to generate the corresponding private-key. To encrypt the information, the user must provide the public-key of the recipient as well as the message to be encrypted. The generated ciphertext can be sent through an insecure channel, so that would be very difficult to be interpreted by an intruder or attacker. At the end of the communication, the recipient can decrypt the original message if provide his/her public-key and his/her corresponding private-key.

Keywords: Asymmetric cryptography, Prime number, Publickey, Private-key, Software.

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13203 Statistical Description of Wave Interactions in 1D Defect Turbulence

Authors: Yusuke Uchiyama, Hidetoshi Konno

Abstract:

We have investigated statistical properties of the defect turbulence in 1D CGLE wherein many body interaction is involved between local depressing wave (LDW) and local standing wave (LSW). It is shown that the counting number fluctuation of LDW is subject to the sub-Poisson statistics (SUBP). The physical origin of the SUBP can be ascribed to pair extinction of LDWs based on the master equation approach. It is also shown that the probability density function (pdf) of inter-LDW distance can be identified by the hyper gamma distribution. Assuming a superstatistics of the exponential distribution (Poisson configuration), a plausible explanation is given. It is shown further that the pdf of amplitude of LDW has a fattail. The underlying mechanism of its fluctuation is examined by introducing a generalized fractional Poisson configuration.

Keywords: sub-Poisson statistics, hyper gamma distribution, fractional Poisson configuration.

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13202 Probabilistic Bayesian Framework for Infrared Face Recognition

Authors: Moulay A. Akhloufi, Abdelhakim Bendada

Abstract:

Face recognition in the infrared spectrum has attracted a lot of interest in recent years. Many of the techniques used in infrared are based on their visible counterpart, especially linear techniques like PCA and LDA. In this work, we introduce a probabilistic Bayesian framework for face recognition in the infrared spectrum. In the infrared spectrum, variations can occur between face images of the same individual due to pose, metabolic, time changes, etc. Bayesian approaches permit to reduce intrapersonal variation, thus making them very interesting for infrared face recognition. This framework is compared with classical linear techniques. Non linear techniques we developed recently for infrared face recognition are also presented and compared to the Bayesian face recognition framework. A new approach for infrared face extraction based on SVM is introduced. Experimental results show that the Bayesian technique is promising and lead to interesting results in the infrared spectrum when a sufficient number of face images is used in an intrapersonal learning process.

Keywords: Face recognition, biometrics, probabilistic imageprocessing, infrared imaging.

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13201 A System for Performance Evaluation of Embedded Software

Authors: Yong-Yoon Cho, Jong-Bae Moon, Young-Chul Kim

Abstract:

Developers need to evaluate software's performance to make software efficient. This paper suggests a performance evaluation system for embedded software. The suggested system consists of code analyzer, testing agents, data analyzer, and report viewer. The code analyzer inserts additional code dependent on target system into source code and compiles the source code. The testing agents execute performance test. The data analyzer translates raw-level results data to class-level APIs for reporting viewer. The report viewer offers users graphical report views by using the APIs. We hope that the suggested tool will be useful for embedded-related software development,because developers can easily and intuitively analyze software's performance and resource utilization.

Keywords: Embedded Software, Performance EvaluationSystem, Testing Agents, Report Generator

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13200 Research on User Experience and Brand Attitudes of Chatbots

Authors: Shu-Yin Yu

Abstract:

With the advancement of artificial intelligence technology, most companies are aware of the profound potential of artificial intelligence in commercial marketing. Man-machine dialogue has become the latest trend in marketing customer service. However, chatbots are often considered to be lack of intelligent or unfriendly conversion, which instead reduces the communication effect of chatbots. To ensure that chatbots represent the brand image and provide a good user experience, companies and users attach great importance. In this study, customer service chatbot was used as the research sample. The research variables are based on the theory of artificial intelligence emotions, integrating the technology acceptance model and innovation diffusion theory, and the three aspects of pleasure, arousal, and dominance of the human-machine PAD (Pleasure, Arousal and Dominance) dimension. The results show that most of the participants have a higher acceptance of innovative technologies and are high pleasure and arousal in the user experience. Participants still have traditional gender (female) service stereotypes about customer service chatbots. Users who have high trust in using chatbots can easily enhance brand acceptance and easily accept brand messages, extend the trust of chatbots to trust in the brand, and develop a positive attitude towards the brand.

Keywords: Brand attitude, chatbot, emotional interaction, user experience.

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13199 Computer-Based Assessment of Pre-assigned Individual Education Plans in Special Education

Authors: Yasar Guneri Sahin, Mehmet Cudi Okur

Abstract:

Assessment of IEP (Individual Education Plan) is an important stage in the area of special education. This paper deals with this problem by introducing computer software which process the data gathered from application of IEP. The software is intended to be used by special education institution in Turkey and allows assessment of school and family trainings. The software has a user friendly interface and its design includes graphical developer tools.

Keywords: Disabled individual, software for education, assessment of education, special education.

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13198 Comparative Advantage of Mobile Agent Application in Procuring Software Products on the Internet

Authors: Michael K. Adu, Boniface K. Alese, Olumide S. Ogunnusi

Abstract:

This paper brings to fore the inherent advantages in application of mobile agents to procure software products rather than downloading software content on the Internet. It proposes a system whereby the products come on compact disk with mobile agent as deliverable. The client/user purchases a software product, but must connect to the remote server of the software developer before installation. The user provides an activation code that activates mobile agent which is part of the software product on compact disk. The validity of the activation code is checked on connection at the developer’s end to ascertain authenticity and prevent piracy. The system is implemented by downloading two different software products as compare with installing same products on compact disk with mobile agent’s application. Downloading software contents from developer’s database as in the traditional method requires a continuously open connection between the client and the developer’s end, a fixed network is not economically or technically feasible. Mobile agent after being dispatched into the network becomes independent of the creating process and can operate asynchronously and autonomously. It can reconnect later after completing its task and return for result delivery. Response Time and Network Load are very minimal with application of Mobile agent.

Keywords: Activation code, internet, mobile agent, software developer, software products.

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13197 Estimating Regression Effects in Com Poisson Generalized Linear Model

Authors: Vandna Jowaheer, Naushad A. Mamode Khan

Abstract:

Com Poisson distribution is capable of modeling the count responses irrespective of their mean variance relation and the parameters of this distribution when fitted to a simple cross sectional data can be efficiently estimated using maximum likelihood (ML) method. In the regression setup, however, ML estimation of the parameters of the Com Poisson based generalized linear model is computationally intensive. In this paper, we propose to use quasilikelihood (QL) approach to estimate the effect of the covariates on the Com Poisson counts and investigate the performance of this method with respect to the ML method. QL estimates are consistent and almost as efficient as ML estimates. The simulation studies show that the efficiency loss in the estimation of all the parameters using QL approach as compared to ML approach is quite negligible, whereas QL approach is lesser involving than ML approach.

Keywords: Com Poisson, Cross-sectional, Maximum Likelihood, Quasi likelihood

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13196 Multinomial Dirichlet Gaussian Process Model for Classification of Multidimensional Data

Authors: Wanhyun Cho, Soonja Kang, Sangkyoon Kim, Soonyoung Park

Abstract:

We present probabilistic multinomial Dirichlet classification model for multidimensional data and Gaussian process priors. Here, we have considered efficient computational method that can be used to obtain the approximate posteriors for latent variables and parameters needed to define the multiclass Gaussian process classification model. We first investigated the process of inducing a posterior distribution for various parameters and latent function by using the variational Bayesian approximations and important sampling method, and next we derived a predictive distribution of latent function needed to classify new samples. The proposed model is applied to classify the synthetic multivariate dataset in order to verify the performance of our model. Experiment result shows that our model is more accurate than the other approximation methods.

Keywords: Multinomial dirichlet classification model, Gaussian process priors, variational Bayesian approximation, Importance sampling, approximate posterior distribution, Marginal likelihood evidence.

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13195 User-Perceived Quality Factors for Certification Model of Web-Based System

Authors: Jamaiah H. Yahaya, Aziz Deraman, Abdul Razak Hamdan, Yusmadi Yah Jusoh

Abstract:

One of the most essential issues in software products is to maintain it relevancy to the dynamics of the user’s requirements and expectation. Many studies have been carried out in quality aspect of software products to overcome these problems. Previous software quality assessment models and metrics have been introduced with strengths and limitations. In order to enhance the assurance and buoyancy of the software products, certification models have been introduced and developed. From our previous experiences in certification exercises and case studies collaborating with several agencies in Malaysia, the requirements for user based software certification approach is identified and demanded. The emergence of social network applications, the new development approach such as agile method and other varieties of software in the market have led to the domination of users over the software. As software become more accessible to the public through internet applications, users are becoming more critical in the quality of the services provided by the software. There are several categories of users in web-based systems with different interests and perspectives. The classifications and metrics are identified through brain storming approach with includes researchers, users and experts in this area. The new paradigm in software quality assessment is the main focus in our research. This paper discusses the classifications of users in web-based software system assessment and their associated factors and metrics for quality measurement. The quality model is derived based on IEEE structure and FCM model. The developments are beneficial and valuable to overcome the constraints and improve the application of software certification model in future.

Keywords: Software certification model, user centric approach, software quality factors, metrics and measurements, web-based system.

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13194 Choosing Search Algorithms in Bayesian Optimization Algorithm

Authors: Hao Wu, Jonathan L. Shapiro

Abstract:

The Bayesian Optimization Algorithm (BOA) is an algorithm based on the estimation of distributions. It uses techniques from modeling data by Bayesian networks to estimating the joint distribution of promising solutions. To obtain the structure of Bayesian network, different search algorithms can be used. The key point that BOA addresses is whether the constructed Bayesian network could generate new and useful solutions (strings), which could lead the algorithm in the right direction to solve the problem. Undoubtedly, this ability is a crucial factor of the efficiency of BOA. Varied search algorithms can be used in BOA, but their performances are different. For choosing better ones, certain suitable method to present their ability difference is needed. In this paper, a greedy search algorithm and a stochastic search algorithm are used in BOA to solve certain optimization problem. A method using Kullback-Leibler (KL) Divergence to reflect their difference is described.

Keywords: Bayesian optimization algorithm, greedy search, KL divergence, stochastic search.

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13193 Estimation of Component Reusability through Reusability Metrics

Authors: Aditya Pratap Singh, Pradeep Tomar

Abstract:

Software reusability is an essential characteristic of Component-Based Software (CBS). The component reusability is an important assess for the effective reuse of components in CBS. The attributes of reusability proposed by various researchers are studied and four of them are identified as potential factors affecting reusability. This paper proposes metric for reusability estimation of black-box software component along with metrics for Interface Complexity, Understandability, Customizability and Reliability. An experiment is performed for estimation of reusability through a case study on a sample web application using a real world component.

Keywords: Component-based software, component reusability, customizability, interface complexity, reliability, understandability.

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13192 Creation of a New Software used for Palletizing Process

Authors: Dušan Kravec, Ondrej Staš, Marián Tolnay, Michal Bachratý

Abstract:

This article gives a short preview of the new software created especially for palletizing process in automated production systems. Each chapter of this article is about problem solving in development of modules in Java programming language. First part describes structure of the software, its modules and data flow between them. Second part describes all deployment methods, which are implemented in the software. Next chapter is about twodimensional editor created for manipulation with objects in each layer of the load and gives calculations for collision control. Module of virtual reality used for three-dimensional preview and creation of the load is described in the fifth chapter. The last part of this article describes communication and data flow between control system of the robot, vision system and software.

Keywords: Palletizing, deployment methods, palletizing software, virtual reality in palletizing.

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13191 Unsupervised Segmentation by Hidden Markov Chain with Bi-dimensional Observed Process

Authors: Abdelali Joumad, Abdelaziz Nasroallah

Abstract:

In unsupervised segmentation context, we propose a bi-dimensional hidden Markov chain model (X,Y) that we adapt to the image segmentation problem. The bi-dimensional observed process Y = (Y 1, Y 2) is such that Y 1 represents the noisy image and Y 2 represents a noisy supplementary information on the image, for example a noisy proportion of pixels of the same type in a neighborhood of the current pixel. The proposed model can be seen as a competitive alternative to the Hilbert-Peano scan. We propose a bayesian algorithm to estimate parameters of the considered model. The performance of this algorithm is globally favorable, compared to the bi-dimensional EM algorithm through numerical and visual data.

Keywords: Image segmentation, Hidden Markov chain with a bi-dimensional observed process, Peano-Hilbert scan, Bayesian approach, MCMC methods, Bi-dimensional EM algorithm.

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13190 User-Based Cannibalization Mitigation in an Online Marketplace

Authors: Vivian Guo, Yan Qu

Abstract:

Online marketplaces are not only digital places where consumers buy and sell merchandise, and they are also destinations for brands to connect with real consumers at the moment when customers are in the shopping mindset. For many marketplaces, brands have been important partners through advertising. There can be, however, a risk of advertising impacting a consumer’s shopping journey if it hurts the use experience or takes the user away from the site. Both could lead to the loss of transaction revenue for the marketplace. In this paper, we present user-based methods for cannibalization control by selectively turning off ads to users who are likely to be cannibalized by ads subject to business objectives. We present ways of measuring cannibalization of advertising in the context of an online marketplace and propose novel ways of measuring cannibalization through purchase propensity and uplift modeling. A/B testing has shown that our methods can significantly improve user purchase and engagement metrics while operating within business objectives. To our knowledge, this is the first paper that addresses cannibalization mitigation at the user-level in the context of advertising.

Keywords: Cannibalization, machine learning, online marketplace, revenue optimization, yield optimization.

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13189 Representing Uncertainty in Computer-Generated Forces

Authors: Ruibiao J. Guo, Brad Cain, Pierre Meunier

Abstract:

The Integrated Performance Modelling Environment (IPME) is a powerful simulation engine for task simulation and performance analysis. However, it has no high level cognition such as memory and reasoning for complex simulation. This article introduces a knowledge representation and reasoning scheme that can accommodate uncertainty in simulations of military personnel with IPME. This approach demonstrates how advanced reasoning models that support similarity-based associative process, rule-based abstract process, multiple reasoning methods and real-time interaction can be integrated with conventional task network modelling to provide greater functionality and flexibility when modelling operator performance.

Keywords: Computer-Generated Forces, Human Behaviour Representation, IPME, Modelling and Simulation, Uncertainty Reasoning

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13188 A Bayesian Hierarchical 13COBT to Correct Estimates Associated with a Delayed Gastric Emptying

Authors: Leslie J.C.Bluck, Sarah J.Jackson, Georgios Vlasakakis, Adrian Mander

Abstract:

The use of a Bayesian Hierarchical Model (BHM) to interpret breath measurements obtained during a 13C Octanoic Breath Test (13COBT) is demonstrated. The statistical analysis was implemented using WinBUGS, a commercially available computer package for Bayesian inference. A hierarchical setting was adopted where poorly defined parameters associated with a delayed Gastric Emptying (GE) were able to "borrow" strength from global distributions. This is proved to be a sufficient tool to correct model's failures and data inconsistencies apparent in conventional analyses employing a Non-linear least squares technique (NLS). Direct comparison of two parameters describing gastric emptying ng ( tlag -lag phase, t1/ 2 -half emptying time) revealed a strong correlation between the two methods. Despite our large dataset ( n = 164 ), Bayesian modeling was fast and provided a successful fitting for all subjects. On the contrary, NLS failed to return acceptable estimates in cases where GE was delayed.

Keywords: Bayesian hierarchical analysis, 13COBT, Gastricemptying, WinBUGS.

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13187 Comparison Analysis of the Wald-s and the Bayes Type Sequential Methods for Testing Hypotheses

Authors: K. J. Kachiashvili

Abstract:

The Comparison analysis of the Wald-s and Bayestype sequential methods for testing hypotheses is offered. The merits of the new sequential test are: universality which consists in optimality (with given criteria) and uniformity of decision-making regions for any number of hypotheses; simplicity, convenience and uniformity of the algorithms of their realization; reliability of the obtained results and an opportunity of providing the errors probabilities of desirable values. There are given the Computation results of concrete examples which confirm the above-stated characteristics of the new method and characterize the considered methods in regard to each other.

Keywords: Errors of types I and II, likelihood ratio, the Bayes Type Sequential test, the Wald's sequential test, averaged number of observations.

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13186 The Use of Degradation Measures to Design Reliability Test Plans

Authors: Stephen V. Crowder, Jonathan W. Lane

Abstract:

With short production development times, there is an increased need to demonstrate product reliability relatively quickly with minimal testing. In such cases there may be few if any observed failures. Thus it may be difficult to assess reliability using the traditional reliability test plans that measure only time (or cycles) to failure. For many components, degradation measures will contain important information about performance and reliability. These measures can be used to design a minimal test plan, in terms of number of units placed on test and duration of the test, necessary to demonstrate a reliability goal. In this work we present a case study involving an electronic component subject to degradation. The data, consisting of 42 degradation paths of cycles to failure, are first used to estimate a reliability function. Bootstrapping techniques are then used to perform power studies and develop a minimal reliability test plan for future production of this component. 

Keywords: Degradation Measure, Time to Failure Distribution, Bootstrap.

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13185 SBTAR: An Enhancing Method for Automate Test Tools

Authors: Noppakit Nawalikit, Pattarasinee Bhattarakosol

Abstract:

Since Software testing becomes an important part of Software development in order to improve the quality of software, many automation tools are created to help testing functionality of software. There are a few issues about usability of these tools, one is that the result log which is generated from tools contains useless information that the tester cannot use result log to communicate efficiently, or the result log needs to use a specific application to open. This paper introduces a new method, SBTAR that improves usability of automated test tools in a part of a result log. The practice will use the capability of tools named as IBM Rational Robot to create a customized function, the function would generate new format of a result log which contains useful information faster and easier to understand than using the original result log which was generated from the tools. This result log also increases flexibility by Microsoft Word or WordPad to make them readable.

Keywords: Software Automation Testing, Automated test tool, IBM Rational Robot.

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13184 Bayesian Network Based Intelligent Pediatric System

Authors: Jagmohan Mago, Parvinder S. Sandhu, Neeru Chawla

Abstract:

In this paper, a Bayesian Network (BN) based system is presented for providing clinical decision support to healthcare practitioners in rural or remote areas of India for young infants or children up to the age of 5 years. The government is unable to appoint child specialists in rural areas because of inadequate number of available pediatricians. It leads to a high Infant Mortality Rate (IMR). In such a scenario, Intelligent Pediatric System provides a realistic solution. The prototype of an intelligent system has been developed that involves a knowledge component called an Intelligent Pediatric Assistant (IPA); and User Agents (UA) along with their Graphical User Interfaces (GUI). The GUI of UA provides the interface to the healthcare practitioner for submitting sign-symptoms and displaying the expert opinion as suggested by IPA. Depending upon the observations, the IPA decides the diagnosis and the treatment plan. The UA and IPA form client-server architecture for knowledge sharing.

Keywords: Network, Based Intelligent, Pediatric System

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13183 CASTE: a Cloud-Based Automatic Software Test Environment

Authors: Fuyang Peng, Bo Deng, Chao Qi

Abstract:

This paper presents the design and implementation of CASTE, a Cloud-based automatic software test environment. We first present the architecture of CASTE, then the main packages and classes of it are described in detail. CASTE is built upon a private Infrastructure as a Service platform. Through concentrated resource management of virtualized testing environment and automatic execution control of test scripts, we get a better solution to the testing resource utilization and test automation problem. Experiments on CASTE give very appealing results.

Keywords: Software testing, test environment, test script, cloud computing, IaaS, test automation.

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13182 An Optimal Bayesian Maintenance Policy for a Partially Observable System Subject to Two Failure Modes

Authors: Akram Khaleghei Ghosheh Balagh, Viliam Makis, Leila Jafari

Abstract:

In this paper, we present a new maintenance model for a partially observable system subject to two failure modes, namely a catastrophic failure and a failure due to the system degradation. The system is subject to condition monitoring and the degradation process is described by a hidden Markov model. A cost-optimal Bayesian control policy is developed for maintaining the system. The control problem is formulated in the semi-Markov decision process framework. An effective computational algorithm is developed, illustrated by a numerical example.

Keywords: Partially observable system, hidden Markov model, competing risks, multivariate Bayesian control.

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13181 A Hyperexponential Approximation to Finite-Time and Infinite-Time Ruin Probabilities of Compound Poisson Processes

Authors: Amir T. Payandeh Najafabadi

Abstract:

This article considers the problem of evaluating infinite-time (or finite-time) ruin probability under a given compound Poisson surplus process by approximating the claim size distribution by a finite mixture exponential, say Hyperexponential, distribution. It restates the infinite-time (or finite-time) ruin probability as a solvable ordinary differential equation (or a partial differential equation). Application of our findings has been given through a simulation study.

Keywords: Ruin probability, compound Poisson processes, mixture exponential (hyperexponential) distribution, heavy-tailed distributions.

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