Semi-Markov reliability models with recurrence times and credit rating applications.
D'Amico, Guglielmo, Janssen, Jacques, Manca, Raimondo (2009)
Journal of Applied Mathematics and Decision Sciences
Similarity:
D'Amico, Guglielmo, Janssen, Jacques, Manca, Raimondo (2009)
Journal of Applied Mathematics and Decision Sciences
Similarity:
Rajmund Drenyovszki, Lóránt Kovács, Kálmán Tornai, András Oláh, István Pintér (2017)
Kybernetika
Similarity:
In our paper we investigate the applicability of independent and identically distributed random sequences, first order Markov and higher order Markov chains as well as semi-Markov processes for bottom-up electricity load modeling. We use appliance time series from publicly available data sets containing fine grained power measurements. The comparison of models are based on metrics which are supposed to be important in power systems like Load Factor, Loss of Load Probability. Furthermore,...
Guglielmo D'Amico (2014)
Applications of Mathematics
Similarity:
Markov chain usage models were successfully used to model systems and software. The most prominent approaches are the so-called failure state models Whittaker and Thomason (1994) and the arc-based Bayesian models Sayre and Poore (2000). In this paper we propose arc-based semi-Markov usage models to test systems. We extend previous studies that rely on the Markov chain assumption to the more general semi-Markovian setting. Among the obtained results we give a closed form representation...
Brahim Ouhbi, Ali Boudi, Mohamed Tkiouat (2007)
RAIRO - Operations Research
Similarity:
In this paper we, firstly, present a recursive formula of the empirical estimator of the semi-Markov kernel. Then a non-parametric estimator of the expected cumulative operational time for semi-Markov systems is proposed. The asymptotic properties of this estimator, as the uniform strongly consistency and normality are given. As an illustration example, we give a numerical application.
R. L. Disney, D. C. McNickle (1985)
Applicationes Mathematicae
Similarity:
Maria Jankiewicz (1978)
Applicationes Mathematicae
Similarity:
Ball, Frank G., Milne, Robin K., Yeo, Geoffrey F. (2007)
Journal of Applied Mathematics and Decision Sciences
Similarity:
Christiane Cocozza-Thivent, Michel Roussignol (2010)
ESAIM: Probability and Statistics
Similarity:
We study the evolution of a multi-component system which is modeled by a semi-Markov process. We give formulas for the avaibility and the reliability of the system. In the r-positive case, we prove that the quasi-stationary probability on the working states is the normalised left eigenvector of some computable matrix and that the asymptotic failure rate is equal to the absolute value of the convergence parameter r.
W. P. Cherry, R. L. Disney (1983)
Applicationes Mathematicae
Similarity:
Christiane Cocozza-Thivent, Michel Roussignol (1997)
ESAIM: Probability and Statistics
Similarity:
Margarita Karaliopoulou (2009)
ESAIM: Probability and Statistics
Similarity:
Let a finite alphabet . We consider a sequence of letters from generated by a discrete time semi-Markov process We derive the probability of a word occurrence in the sequence. We also obtain results for the mean and variance of the number of overlapping occurrences of a word in a finite discrete time semi-Markov sequence of letters under certain conditions.
Tilahun Ferede Asena, Ayele Taye Goshu (2017)
Biometrical Letters
Similarity:
An application of semi-Markov models to AIDS disease progression was utilized to find best sojourn time distributions. We obtained data on 370 HIV/AIDS patients who were under follow-up from September 2008 to August 2015, from Yirgalim General Hospital, Ethiopia. The study reveals that within the “good” states, the transition probability of moving from a given state to the next worst state has a parabolic pattern that increases with time until it reaches a maximum and then declines over...