Distribution Based Change-Point Problem with Two Types of Imperfect Debugging in. Software Reliability

Size: px
Start display at page:

Download "Distribution Based Change-Point Problem with Two Types of Imperfect Debugging in. Software Reliability"

Transcription

1 BIJIT - BVICAM s Inernaional Journal of Informaion Technology Bharai Vidyapeeh s Insiue of Compuer Applicaions and Managemen (BVICAM, New Delhi Disribuion Based Change-Poin Problem wih Two Types of Imperfec Debugging in Absrac - Sofware esing is an imporan phase of sofware developmen life cycle. I conrols he qualiy of sofware produc. Due o he complexiy of sofware sysem and incomplee undersanding of sofware, he esing eam may no be able o remove/correc he faul perfecly on observaion/deecion of a failure and he original faul may remain resuling in a phenomenon known as imperfec debugging, or ge replaced by anoher faul causing faul generaion. In case of imperfec debugging, he faul conen of he sofware remains same while in case of faul generaion, he faul conen increases as he esing progresses and removal/correcion resuls in inroducion of new fauls while removing/correcing old ones. During sofware esing faul deecion /correcion rae may no be same hroughou he whole esing process, bu i may change a any ime momen. In he lieraure various sofware reliabiliy models have been proposed incorporaing changepoin concep. In his paper we propose a disribuion based change-poin problem wih wo ypes of imperfec debugging in sofware reliabiliy. The models developed have been validaed and verified using real daa ses. Esimaed Parameers and comparison crieria resuls have also been presened Index Terms - Non-homogenous Poisson process, sofware reliabiliy growh model, hazard rae, imperfec debugging. NOTATION m( : he mean value funcion or he expeced number of fauls deeced or removed by ime. a( : oal faul conen of sofware dependen on ime. p : he probabiliy of faul removal on a failure (i.e., he probabiliy of perfec debugging. α : he rae a which he fauls/errors may be inroduced during he debugging process. b : faul removal/correcion rae. λ( : inensiy funcion for NHPP models or faul deecion rae per uni ime. F( : disribuion funcions for faul removal/correcion imes. f( : densiy funcions for faul removal/correcion imes. z( : hazard rae funcion. β : learning parameer in logisic funcion. Deparmen of Operaional Research, Universiy of Delhi, India S. S. College of Business Sudies, Universiy of Delhi, India 3 Delhi College of Ars & Commerce, Universiy of Delhi, India pkkapur@gmail.com, sanand_or@yahoo.com and 3 singh_vb@rediffmail.com Sofware Reliabiliy P. K. Kapur, Sameer Anand and V. B. Singh 3. INTRODUCTION Compuer sofware is embedded in sysems of all kinds: ransporaion, medical, elecommunicaions, miliary, indusrial processes, enerainmen, office producs.he lis is almos endless. Sofware is virually inescapable in a modern world. And as we move ino he weny-firs cenury, i will become he driver for new advances in everyhing from elemenary educaion o geneic engineering. Sofware developmen consiss of differen phases: requiremen analysis, design, coding, esing, implemenaion and mainenance called SDLC. Research has been conduced in sofware reliabiliy engineering over he pas hree decades and many sofware reliabiliy growh models (SRGM have been proposed. The Sofware Reliabiliy Growh Model (SRGM is he ool, which can be used o evaluae he sofware quaniaively, develop es saus, schedule saus and monior he changes in reliabiliy performance. Research has been conduced in sofware reliabiliy engineering over he pas hree decades and many sofware reliabiliy growh models (SRGM have been proposed. The pioneering aemp in non-homogenous Poisson process based on SRGM was made by Goel and Okumoo (G-O []. The model describes he failure observaion phenomenon by an exponenial curve. There are also SRGM ha describe eiher S- shaped curves or a mixure of exponenial and S-shaped curves (flexible. Some of he imporan conribuions of hese ype of models are due o Yamada e al. [7], Ohba [8], Biani e al. [3], Kapur and Garg [6], Kapur e al. [7], Pham [4] ec. In mos of he models discussed above i is assumed ha whenever an aemp is made o remove a faul, i is removed wih cerainy i.e. a case of perfec debugging. Bu he debugging aciviy is no always perfec because of number of facors like eser s skill/experise ec. In pracical sofware developmen scenario, he number of failures observed/deeced may no be necessarily same as he number of errors removed/correced. Kapur and Garg [6] have discussed in heir error removal phenomenon model ha as esing grows and esing eam gains experience, addiional numbers of fauls are removed wihou hem causing any failure. The esing eam, however, may no be able o remove/correc faul perfecly on observaion/deecion of a failure and he original faul may remain leading o a phenomenon known as imperfec debugging, or replaced by anoher faul resuling in faul generaion. In case of imperfec debugging he faul conen of he sofware is no changed, bu because of incomplee undersanding of he sofware, he original deeced faul is no removed perfecly. Bu in case of faul generaion, he oal faul conen increases as he esing progresses Copy Righ BIJIT 009; July December, 009; Vol. No. ; ISSN

2 Disribuion Based Change-Poin Problem wih Two Types of Imperfec Debugging in Sofware Reliabiliy because new fauls are inroduced in he sysem while removing he old original fauls. Model due o Obha and Chou [8] is an faul generaion model applied on G-O model and has been also named as Imperfec debugging model. Kapur and Garg [] inroduced he imperfec debugging in G-O model. They assumed ha he FDR per remaining fauls is reduced due o imperfec debugging. Thus he number of failures observed/deeced by ime infiniy is more han he iniial faul conen. Alhough hese wo models describe he imperfec debugging phenomenon ye he sofware reliabiliy growh curve of hese models is always exponenial. Moreover, hey assume ha he probabiliy of imperfec debugging is independen of he esing ime. Thus, hey ignore he role of he learning process during he esing phase by no accouning for he experience gained wih he progress of sofware esing. Pham [4] developed an SRGM for muliple failure ypes incorporaing faul generaion. Zhang e al. [6] proposed a esing efficiency model which includes boh imperfec debugging and faul generaion, modeling i on he number of failures experienced/observed/deeced, however boh imperfec debugging and faul generaion are acually seen during faul removal/correcion. Recenly, Kapur e al. [] proposed a flexible SRGM wih imperfec debugging and faul generaion using a logisic funcion for faul deecion rae which reflecs he efficiency of he esing/removal eam. We execue he program in specific environmen and improve is qualiy by deecing and correcing fauls. Many SRGM assume ha, during he faul deecion process, each failure caused by a faul occurs independenly and randomly in ime according o he same disribuion Musa e al. []. Bu he failure disribuion can be affeced by many facors such as running environmen, esing sraegy, defec densiy and resource allocaion. On he oher hand, in pracice, if we wan o deec more fauls for a shor period of ime, we may inroduce new echniques or ools ha are no ye used, or bring in consulans o make a radical sofware risk analysis. In addiion, here are newly proposed auomaed esing ools for increasing es coverage and can be used o replace radiional manual sofware esing regularly. The benefis o sofware developers/esers include increased sofware qualiy, reduced esing coss, improved release ime o marke, repeaable es seps, and improved esing produciviy. These echnologies can make sofware esing and correcion easier, deec more bugs, save more ime, and reduce much expense. Alogeher, we wish ha he consulans, new auomaed es ools or echniques could grealy help us in deecing addiional fauls ha are difficul o find during regular esing and usage, in idenifying and correcing fauls mos cos effecively and in assising cliens o improve heir sofware developmen process. Thus, he faul deecion rae may no be smooh and can be changed a some ime momen called change-poin. Many researchers have incorporaed change poin in sofware reliabiliy growh modeling. Firsly Zhao [8] incorporaed change-poin in sofware and hardware reliabiliy. Huang e al. [7] used change-poin in sofware reliabiliy growh modeling wih esing effor funcions. The imperfec debugging wih change-poin has been inroduced in sofware reliabiliy growh modeling by Shyur [5]. Kapur e al. [9,4] inroduced various esing effor funcions and esing effor conrol wih changepoin in sofware reliabiliy growh modeling. Goswami e al.[6] and Kapur e al.[5] proposed a sofware reliabiliy growh model for errors of differen severiy using changepoin. The muliple change-poins in sofware reliabiliy growh modeling for fielded sofware has been proposed by Kapur e al. []. Laer on SRGM based on sochasic differenial equaions incorporaing change-poin concep has been proposed by Kapur e al. [0].. BASIC ASSUMPTION The NHPP models are based on he assumpion ha he sofware sysem is subjec o failures a random imes caused by manifesaion of remaining fauls in he sysem. Hence NHPP are used o describe he failure phenomenon during he esing phase. The couning process { N(, 0} of an NHPP process is given as follows. Pr and { N ( = k} = ( m( k! k e m(, k = 0,,... m ( = λ ( x dx 0 ( The inensiy funcion λ(x (or he mean value funcion m( is he basic building block of all he NHPP models exising in he sofware reliabiliy engineering lieraure. The proposed models are based upon he following basic assumpions:. Failure faul removal phenomenon is modeled by NHPP.. Sofware is subjec o failures during execuion caused by fauls remaining in he sofware. 3. Failure rae is equally affeced by all he fauls remaining in he sofware. 4. When a sofware failure occurs, an insananeous repair effor sars and he following may occur: (a Faul conen is reduced by one wih probabiliy p (b Faul conen remains unchanged wih probabiliy -p. 5. During he faul removal process, wheher he faul is removed successfully or no, new fauls are generaed wih a consan probabiliyα. 6. Faul deecion / removal rae may change a any ime momen. Assumpion 4 and 5 capures he effec of imperfec debugging and faul generaion respecively. 3. MODEL DEVELOPMENT In his secion, we formulae disribuion based sofware reliabiliy growh models incorporaing change-poin and wo ypes of imperfec debugging. Since he fauls in he sofware ( Copy Righ BIJIT 009; July December, 009; Vol. No. ; ISSN

3 BIJIT - BVICAM s Inernaional Journal of Informaion Technology sysems are deeced and eliminaed during he esing phase, he number of fauls remaining in he sofware sysem gradually decreases as he esing procedure goes on. Thus under he common assumpions for sofware reliabiliy growh modeling, we consider he following linear differenial equaion. dm( = b (( a m ( (3 d Where b( is a faul deecion rae per remaining fauls a esing ime. Here we consider he faul deecion rae as hazard rae z(, iniial faul is no he consan bu he funcion of ime and incorporaing he imperfec debugging. So he above equaion can be wrien as dm( = z ( p a m ( ( ( d We assume ha fauls can be inroduced during he debugging phase wih a consan faul inroducion raeα. Therefore, he faul conen rae funcion, a(, is a linear funcion of he expeced number of fauls deeced by ime. Tha is a ( = a+ αm, above equaion becomes ( ( dm = zpa ( ( + αm ( m ( (4 d In he proposed model we assume ha he hazard f ( rae z ( =, he faul inroducion rae α and F( probabiliy of perfec debugging p, may be changed a some ime momen called change poin. Afer incorporaing change-poin, we ge he following form of faul deecion /removal, probabiliy of perfec debugging and faul generaion rae. f( for F ( z ( = (5 f( for > F ( Where F, f and F, fare he disribuions, densiy funcions before and afer change poin respecively. The equaion (5 can be rewrien as Probabiliy of perfec debugging rae will be p for p = (6 p for > and faul conen rae a+ αm( for a ( = a + αm( + α( m( m( for > (7 The Equaion (5 can be rewrien as f ( f ( z U U ( = ( + ( F( F( Using uni sep funcion give by 0 if x < 0 U( x = if x > Similarly equaion (6 & (7 can also be rewrien as p= pu + pu ( ( ( ( ( ( ( ( ( & a ( = a+ αmu ( + a+ αm + α m m U Now using equaion (5, (6 and (7, he equaion (4 can be rewrien as, f ( p( a+ αm ( m ( for dm( F ( = (8 d f( p( a+ αm( + α( m( m( m ( for> F ( Afer solving he above equaions, we ge he following soluions a p ( ( ( α F for ( α m ( = p( α (9 a p ( ( ( ( ( F α ( α α F + m( for> ( α F ( ( α SRGM- The following exponenial disribuion funcion is used o model SRGM-: Le T~ exp(b for ie. F( = exp( b for (0 and Le T~ exp(b for > F ( = exp ( b for > ( Subsiuing he value of F( and F ( from Equaion (0 and ( ino Equaion (9, we ge: a exp( bp ( α for ( α a m ( = exp( bp ( α bp ( α( ( ( α ( α α + m( for > ( α The above model can be reduced o he model given by Shyur [5] if we consider he perfec debugging and no faul generaion. Copy Righ BIJIT 009; July December, 009; Vol. No. ; ISSN

4 Disribuion Based Change-Poin Problem wih Two Types of Imperfec Debugging in Sofware Reliabiliy SRGM- For furher simplifying he esimaion procedure we may Le F( be a wo-sage Erlangian disribuion funcion i.e., assumeα = α = α and p = p = p. T~ Erlang-(b for ie.. F( = ( + b exp( b for (3 4. MODEL VALIDATION, (3 COMPARISON CRITERIA AND DATA ANALYSES And Model Validaion T~ Erlang-(b for > To illusrae he esimaion procedure and applicaion of he ie.. F( = ( + b exp ( b for > (4 SRGM (exising as well as proposed we have carried ou he Subsiuing he value of F( and F ( daa analysis of real sofware daa se. The parameers of he from Equaion (3 models have been esimaed using saisical package SPSS and and (4 ino Equaion (9, we ge: he change-poin of he daa ses have been judged by using change-poin analyzer. a p (( ( ( α b Daa se (DS- + exp b for ( α The firs daa se (DS- had been colleced during 35 monhs of esing a radar sysem of size 4 KLOC and 30 fauls p ( ( ( α a p α + b were deeced during esing. This daa is cied from Brooks m ( = ( + b exp( bp ( α bp ( α( ( α ( + b and Moley [4]. The change-poin for his daa se is 7 h monh. Daa se (DS- The second daa se (DS- had been colleced during 9 weeks ( α α + m( for > of esing a real ime command and conrol sysem and 38 ( α fauls were deeced during esing. This daa is cied from Ohba [9]. The change-poin for his daa se is 6 h week. (5 The above model can be reduced o he model given by Archana [] if we consider he perfec debugging and no faul generaion. SRGM-3 Le F( be a logisic disribuion funcion i.e., T~ logisic disribuion (b, β for exp b ie.. F( = ( ( + β ( b ( exp for And T~ logisic disribuion (b, β for ( exp( b ie.. F ( = for ( + βexp( b Subsiuing he value of F( and F ( from Equaion (6 and (7 ino Equaion (9, we ge: p ( α ( a + β exp( bp ( α for 0 ( α ( + βexp( b p ( α p ( ( ( ( α a + β + βexp b m ( = ( α ( + βexp( b ( + βexp( b *xp e ( b p ( α bp( α( ( α α + m( for > ( α 5. COMPARISON CRITERIA FOR SRGM The performance of SRGM are judged by heir abiliy o fi he pas sofware faul daa (goodness of fi and predicing he fuure behavior of he faul. Goodness of Fi crieria The erm goodness of fi is used in wo differen conexs. In one conex, i denoes he quesion if a sample of daa came from a populaion wih a specific disribuion. In anoher conex, i denoes he quesion of How good does a (6 mahemaical model (for example a linear regression model fi o he daa? The Mean Square -Error (MSE: The model under comparison is used o simulae he faul daa, he difference beween he expeced values, mˆ ( i and he > (7 observed daa y i is measured (7 by MSE as follows. MSE = k = i ( mˆ ( y i i k where k is he number of observaions. The lower MSE indicaes less fiing error, hus beer goodness of fi [7]. Coefficien of Muliple Deerminaion (R: We define his coefficien as he raio of he sum of squares resuling from he rend (8 model o ha from consan model subraced from. residual SS i.e. R = -. correced SS R measures he percenage of he oal variaion abou he mean accouned for he fied curve. I ranges in value from 0 o. Small values indicae ha he model does no fi he daa well. The larger R, he beer he model explains he variaion in he daa [7]. Copy Righ BIJIT 009; July December, 009; Vol. No. ; ISSN

5 BIJIT - BVICAM s Inernaional Journal of Informaion Technology Bias The difference beween he observaion and predicion of number of failures a any insan of ime i is known as PE i. (predicion error. The average of PEs is known as bias. Lower he value of Bias beer is he goodness of fi [8]. Variaion The sandard deviaion of predicion error is known as variaion. Variaion = ( ( PE N Bias i Lower he value of Variaion beer is he goodness of fi [8]. Roo Mean Square Predicion Error I is a measure of closeness wih which a model predics he observaion. ( RMSPE = Bias + Variaion Lower he value of Roo Mean Square Predicion Error beer is he goodness of fi [8]. Daa Analyses For DS- The parameer esimaion and comparison crieria resuls for DS- of all he models under consideraion can be viewed hrough Table I(a and I(b. I is clear from he able ha he value of R for SRGM-3 is higher and value of MSE is lower in comparison wih oher models and provides beer goodness of fi for DS-. For DS- The parameer esimaion and comparison crieria resuls for DS- of all he models under consideraion can be viewed hrough Table II(a and II(b. I is clear from he able ha he value of R for SRGM-3 is higher and value of MSE is lower in comparison wih oher models and provides beer goodness of fi for DS-. Models a b b β β p α SRGM SRGM SRGM Table I(a: Model Parameer Esimaion Resuls (DS- Models R MSE SRGM SRGM SRGM Table I(b: Model Comparison Resuls (DS- Models a b b β β p α SRGM SRGM SRGM Table II(a: Model Parameer Esimaion Resuls (DS- Models R MSE SRGM SRGM SRGM Table II(b: Model Comparison Resuls (DS- 6. GOODNESS OF FIT CURVES For DS- Cumulaive fauls For DS- Cumulaive fauls Goodness of fi curves Time(monhs Acual SRGM- SRGM- SRGM-3 0 Goodness of fi curves Time(weeks Acual SRGM- SRGM- SRGM-3 7. CONCLUSION In his paper we have developed a disribuion based changepoin problem wih wo ypes of imperfec debugging in sofware reliabiliy. Wih his approach, we can derive exising models and propose new model. All hese models have been validaed and verified using real daa ses. Parameer esimaes, comparison resuls and goodness of fi curves have also been presened. 8. FUTURE SCOPE In fuure, we will ry o develop more models in he same line by using Erlang normal, weibull and gamma disribuion funcions. Models can be exended for muliple change-poins problem.. Copy Righ BIJIT 009; July December, 009; Vol. No. ; ISSN

6 Disribuion Based Change-Poin Problem wih Two Types of Imperfec Debugging in Sofware Reliabiliy REFERENCES [] A.L. Goel, Sofware Reliabiliy Models: Assumpions, Limiaions and Applicabiliy, IEEE Transacions on Sofware Engineering; SE-, pp. 4-43, 985. [] Archana Kumar, Ph.D. Thesis A Sudy in Sofware Reliabiliy Growh Modelling Under Disribued Developmen Environmen, Deparmen of Operaional Research, Universiy of Delhi, Delhi, 007. [3] Biani S., Bolzern, P., Pedroi, E., Pozzi, N. and Scaolini R., A flexible modeling approach for sofware reliabiliy growh, Goos, G., and Harmanis, J., (Ed., Sofware Reliabiliy Modelling and Idenificaion, Springer Verlag, Berlin, pp. 0-40, 988. [4] Brooks W. D. and Moley R.W., Analysis of Discree Sofware Reliabiliy Models-Technical Repor (RADC- TR-80-84, Rome Air Developmen Cener, New York, 980. [5] Goel, A.L. and Okumoo, K, Time dependen error deecion rae model for sofware reliabiliy and oher performance measure, IEEE Transacions on Reliabiliy, 979. [6] Goswami D.N., Khari Sunil K, and Kapur Reecha Discree Sofware Reliabiliy Growh Modeling for Errors of Differen Severiy incorporaing Change-Poin Concep Inernaional Journal of Auomaion and Compuing Vol. 4(4 pp ,007. [7] Huang Yu Chin Performance Analysis of Sofware Reliabiliy Growh Models wih Tesing Effor and Change-Poin, Journal of Sysems and Sofware Vol. 76, Issue, pp 8-94, 005. [8] K. Pillai and V.S.S. Nair, A Model for Sofware Developmen effor and Cos Esimaion, IEEE Transacions on Sofware Engineering; vol. 3(8, pp , 997. [9] Kapur P. K, Singh V. B, Anand Sameer and Yadavalli V.S.S., Sofware Reliabiliy Growh Model wih Change- Poin and Effor Conrol Using a Power Funcion of Tesing Time Inernaional Journal of Producion Research, Vol. 46 Issue no. 3 pp ,008. [0] Kapur P. K, Singh V. B, Anand Sameer Effec of Change-Poin on Sofware Reliabiliy Growh Models Using Sochasic Differenial Equaions published in he proceedings of 3rd Inernaional Conference on Reliabiliy and Safey Engineering, (Eds. R.B.Misra, V.N.A. Naikan, S.K.Chaurvedi, and N.K.Goyal, (INCRESE-007, Udaipur, pp , 007. [] Kapur P. K, Singh V. B, Anand Sameer, Sofware Reliabiliy Growh Model of Fielded Sofware Based on Muliple Change-Poin Concep Using a Power Funcion of Tesing Time, Qualiy Reliabiliy and Infocom Technology, (Eds. P.K.Kapur and A.K.Verma, MacMillan India Ld., pp.7-78, 007. [] Kapur P. K., Kumar D., Gupa A. and Jha P. C., On How To Model sofware Reliabiliy Growh in he Presence Of Imperfec Debugging and error Generaion, Proceedings of nd Inernaional Conference on Reliabiliy and safey Engineering, pp , 006. [3] Kapur P. K., Pham H., Anand S. and Yadav K. A Unified Approach for Developing Sofware Reliabiliy Growh Models in he Presence of Imperfec Debugging and Error Generaion, communicaed in IEEE Transacions on Reliabiliy, 008. [4] Kapur P.K, Gupa A., Shanawi O, and Yadavalli V.S.S Tesing Effor Conrol Using Flexible Sofware Reliabiliy Growh Model wih Change Poin Inernaional Journal of Performabiliy Engineering- Special issue on Dependabiliy of Sofware/ Compuing Sysems, Vol., No. 3, pp 45-63, 006 [5] Kapur P.K. Kumar Archana,Yadav Kalpana and Khari Sunil Sofware Reliabiliy Growh Modelling for Errors of Differen Severiy using Change Poin Inernaional Journal of Qualiy,Reliabiliy and Safey Engineering,Vol.4,No.4, pp 3-36,007 Coninued on page no. 4 Copy Righ BIJIT 009; July December, 009; Vol. No. ; ISSN

Unified Framework For Developing Testing Effort Dependent Software Reliability Growth Models With Change Point And Imperfect Debugging

Unified Framework For Developing Testing Effort Dependent Software Reliability Growth Models With Change Point And Imperfect Debugging Proceedings of he 4 h Naional Conference; INDIACom-00 Compuing For Naion Developmen, February 5 6, 00 Bharai Vidyapeeh s Insiue of Compuer Applicaions and Managemen, New Delhi Unified Framework For Developing

More information

Shiva Akhtarian MSc Student, Department of Computer Engineering and Information Technology, Payame Noor University, Iran

Shiva Akhtarian MSc Student, Department of Computer Engineering and Information Technology, Payame Noor University, Iran Curren Trends in Technology and Science ISSN : 79-055 8hSASTech 04 Symposium on Advances in Science & Technology-Commission-IV Mashhad, Iran A New for Sofware Reliabiliy Evaluaion Based on NHPP wih Imperfec

More information

SOFTWARE RELIABILITY GROWTH MODEL WITH LOGISTIC TESTING-EFFORT FUNCTION CONSIDERING LOG-LOGISTIC TESTING-EFFORT AND IMPERFECT DEBUGGING

SOFTWARE RELIABILITY GROWTH MODEL WITH LOGISTIC TESTING-EFFORT FUNCTION CONSIDERING LOG-LOGISTIC TESTING-EFFORT AND IMPERFECT DEBUGGING Inernaional Journal of Compuer Science and Communicaion Vol. 2, No. 2, July-December 2011, pp. 605-609 SOFTWARE RELIABILITY GROWTH MODEL WITH LOGISTIC TESTING-EFFORT FUNCTION CONSIDERING LOG-LOGISTIC TESTING-EFFORT

More information

Testing Domain Dependent Software Reliability Growth Models

Testing Domain Dependent Software Reliability Growth Models Inernaional Journal of Mahemaical, Engineering and Managemen Sciences Tesing Domain Dependen Sofware Reliabiliy Growh Models Deepika 1, Ompal Singh 2, Adarsh Anand * Deparmen of Operaional Research Universiy

More information

A New Insight into Software Reliability Growth Modeling

A New Insight into Software Reliability Growth Modeling Inernaional Journal of Performabiliy Engineering, Vol. 5, No. 3, April, 29, pp. 267-274. RAMS Consulans Prined in India A New Insigh ino Sofware Reliabiliy Growh Modeling P.K. KAPUR 1, ANU G. AGGARWAL

More information

Vehicle Arrival Models : Headway

Vehicle Arrival Models : Headway Chaper 12 Vehicle Arrival Models : Headway 12.1 Inroducion Modelling arrival of vehicle a secion of road is an imporan sep in raffic flow modelling. I has imporan applicaion in raffic flow simulaion where

More information

Inventory Control of Perishable Items in a Two-Echelon Supply Chain

Inventory Control of Perishable Items in a Two-Echelon Supply Chain Journal of Indusrial Engineering, Universiy of ehran, Special Issue,, PP. 69-77 69 Invenory Conrol of Perishable Iems in a wo-echelon Supply Chain Fariborz Jolai *, Elmira Gheisariha and Farnaz Nojavan

More information

Reliability of Technical Systems

Reliability of Technical Systems eliabiliy of Technical Sysems Main Topics Inroducion, Key erms, framing he problem eliabiliy parameers: Failure ae, Failure Probabiliy, Availabiliy, ec. Some imporan reliabiliy disribuions Componen reliabiliy

More information

20. Applications of the Genetic-Drift Model

20. Applications of the Genetic-Drift Model 0. Applicaions of he Geneic-Drif Model 1) Deermining he probabiliy of forming any paricular combinaion of genoypes in he nex generaion: Example: If he parenal allele frequencies are p 0 = 0.35 and q 0

More information

Chapter 2. Models, Censoring, and Likelihood for Failure-Time Data

Chapter 2. Models, Censoring, and Likelihood for Failure-Time Data Chaper 2 Models, Censoring, and Likelihood for Failure-Time Daa William Q. Meeker and Luis A. Escobar Iowa Sae Universiy and Louisiana Sae Universiy Copyrigh 1998-2008 W. Q. Meeker and L. A. Escobar. Based

More information

Econ107 Applied Econometrics Topic 7: Multicollinearity (Studenmund, Chapter 8)

Econ107 Applied Econometrics Topic 7: Multicollinearity (Studenmund, Chapter 8) I. Definiions and Problems A. Perfec Mulicollineariy Econ7 Applied Economerics Topic 7: Mulicollineariy (Sudenmund, Chaper 8) Definiion: Perfec mulicollineariy exiss in a following K-variable regression

More information

Stochastic Model for Cancer Cell Growth through Single Forward Mutation

Stochastic Model for Cancer Cell Growth through Single Forward Mutation Journal of Modern Applied Saisical Mehods Volume 16 Issue 1 Aricle 31 5-1-2017 Sochasic Model for Cancer Cell Growh hrough Single Forward Muaion Jayabharahiraj Jayabalan Pondicherry Universiy, jayabharahi8@gmail.com

More information

Biol. 356 Lab 8. Mortality, Recruitment, and Migration Rates

Biol. 356 Lab 8. Mortality, Recruitment, and Migration Rates Biol. 356 Lab 8. Moraliy, Recruimen, and Migraion Raes (modified from Cox, 00, General Ecology Lab Manual, McGraw Hill) Las week we esimaed populaion size hrough several mehods. One assumpion of all hese

More information

It is important to be able to. during the development. management models. Software Reliability Models

It is important to be able to. during the development. management models. Software Reliability Models SENG 637 Dependabiliy, Reliabiliy & Tesing of Sofware Sysems Sofware Reliabiliy Models (Chaper 2) Deparmen of Elecrical & Compuer Engineering, Universiy of Calgary B.H. ar (far@ucalgary.ca) hp://www.enel.ucalgary.ca/people/far/lecures/seng637/

More information

International Journal of Computer Science Trends and Technology (IJCST) Volume 3 Issue 6, Nov-Dec 2015

International Journal of Computer Science Trends and Technology (IJCST) Volume 3 Issue 6, Nov-Dec 2015 Inernaional Journal of Compuer Science Trends and Technology (IJCST) Volume Issue 6, Nov-Dec 05 RESEARCH ARTICLE OPEN ACCESS An EPQ Model for Two-Parameer Weibully Deerioraed Iems wih Exponenial Demand

More information

Chapter 2. First Order Scalar Equations

Chapter 2. First Order Scalar Equations Chaper. Firs Order Scalar Equaions We sar our sudy of differenial equaions in he same way he pioneers in his field did. We show paricular echniques o solve paricular ypes of firs order differenial equaions.

More information

On a Discrete-In-Time Order Level Inventory Model for Items with Random Deterioration

On a Discrete-In-Time Order Level Inventory Model for Items with Random Deterioration Journal of Agriculure and Life Sciences Vol., No. ; June 4 On a Discree-In-Time Order Level Invenory Model for Iems wih Random Deerioraion Dr Biswaranjan Mandal Associae Professor of Mahemaics Acharya

More information

Simulation-Solving Dynamic Models ABE 5646 Week 2, Spring 2010

Simulation-Solving Dynamic Models ABE 5646 Week 2, Spring 2010 Simulaion-Solving Dynamic Models ABE 5646 Week 2, Spring 2010 Week Descripion Reading Maerial 2 Compuer Simulaion of Dynamic Models Finie Difference, coninuous saes, discree ime Simple Mehods Euler Trapezoid

More information

Evaluation of Mean Time to System Failure of a Repairable 3-out-of-4 System with Online Preventive Maintenance

Evaluation of Mean Time to System Failure of a Repairable 3-out-of-4 System with Online Preventive Maintenance American Journal of Applied Mahemaics and Saisics, 0, Vol., No., 9- Available online a hp://pubs.sciepub.com/ajams/// Science and Educaion Publishing DOI:0.69/ajams--- Evaluaion of Mean Time o Sysem Failure

More information

STRUCTURAL CHANGE IN TIME SERIES OF THE EXCHANGE RATES BETWEEN YEN-DOLLAR AND YEN-EURO IN

STRUCTURAL CHANGE IN TIME SERIES OF THE EXCHANGE RATES BETWEEN YEN-DOLLAR AND YEN-EURO IN Inernaional Journal of Applied Economerics and Quaniaive Sudies. Vol.1-3(004) STRUCTURAL CHANGE IN TIME SERIES OF THE EXCHANGE RATES BETWEEN YEN-DOLLAR AND YEN-EURO IN 001-004 OBARA, Takashi * Absrac The

More information

On Measuring Pro-Poor Growth. 1. On Various Ways of Measuring Pro-Poor Growth: A Short Review of the Literature

On Measuring Pro-Poor Growth. 1. On Various Ways of Measuring Pro-Poor Growth: A Short Review of the Literature On Measuring Pro-Poor Growh 1. On Various Ways of Measuring Pro-Poor Growh: A Shor eview of he Lieraure During he pas en years or so here have been various suggesions concerning he way one should check

More information

A new flexible Weibull distribution

A new flexible Weibull distribution Communicaions for Saisical Applicaions and Mehods 2016, Vol. 23, No. 5, 399 409 hp://dx.doi.org/10.5351/csam.2016.23.5.399 Prin ISSN 2287-7843 / Online ISSN 2383-4757 A new flexible Weibull disribuion

More information

Single-Pass-Based Heuristic Algorithms for Group Flexible Flow-shop Scheduling Problems

Single-Pass-Based Heuristic Algorithms for Group Flexible Flow-shop Scheduling Problems Single-Pass-Based Heurisic Algorihms for Group Flexible Flow-shop Scheduling Problems PEI-YING HUANG, TZUNG-PEI HONG 2 and CHENG-YAN KAO, 3 Deparmen of Compuer Science and Informaion Engineering Naional

More information

Solutions to Odd Number Exercises in Chapter 6

Solutions to Odd Number Exercises in Chapter 6 1 Soluions o Odd Number Exercises in 6.1 R y eˆ 1.7151 y 6.3 From eˆ ( T K) ˆ R 1 1 SST SST SST (1 R ) 55.36(1.7911) we have, ˆ 6.414 T K ( ) 6.5 y ye ye y e 1 1 Consider he erms e and xe b b x e y e b

More information

not to be republished NCERT MATHEMATICAL MODELLING Appendix 2 A.2.1 Introduction A.2.2 Why Mathematical Modelling?

not to be republished NCERT MATHEMATICAL MODELLING Appendix 2 A.2.1 Introduction A.2.2 Why Mathematical Modelling? 256 MATHEMATICS A.2.1 Inroducion In class XI, we have learn abou mahemaical modelling as an aemp o sudy some par (or form) of some real-life problems in mahemaical erms, i.e., he conversion of a physical

More information

Expected Severity Model for FMEA under Weibull Failure and Detection Time Distributions with a Common Shape Parameter

Expected Severity Model for FMEA under Weibull Failure and Detection Time Distributions with a Common Shape Parameter Expeced Severiy Model for FMEA under Weibull and Deecion Time Disribuions wih a Common Shape Parameer Hyuck Moo Kwon Division of Sysems Managemen and Engineering Pukyong Naional Universiy, Busan 4853,

More information

Internet Traffic Modeling for Efficient Network Research Management Prof. Zhili Sun, UniS Zhiyong Liu, CATR

Internet Traffic Modeling for Efficient Network Research Management Prof. Zhili Sun, UniS Zhiyong Liu, CATR Inerne Traffic Modeling for Efficien Nework Research Managemen Prof. Zhili Sun, UniS Zhiyong Liu, CATR UK-China Science Bridge Workshop 13-14 December 2011, London Ouline Inroducion Background Classical

More information

Excel-Based Solution Method For The Optimal Policy Of The Hadley And Whittin s Exact Model With Arma Demand

Excel-Based Solution Method For The Optimal Policy Of The Hadley And Whittin s Exact Model With Arma Demand Excel-Based Soluion Mehod For The Opimal Policy Of The Hadley And Whiin s Exac Model Wih Arma Demand Kal Nami School of Business and Economics Winson Salem Sae Universiy Winson Salem, NC 27110 Phone: (336)750-2338

More information

Bias in Conditional and Unconditional Fixed Effects Logit Estimation: a Correction * Tom Coupé

Bias in Conditional and Unconditional Fixed Effects Logit Estimation: a Correction * Tom Coupé Bias in Condiional and Uncondiional Fixed Effecs Logi Esimaion: a Correcion * Tom Coupé Economics Educaion and Research Consorium, Naional Universiy of Kyiv Mohyla Academy Address: Vul Voloska 10, 04070

More information

STATE-SPACE MODELLING. A mass balance across the tank gives:

STATE-SPACE MODELLING. A mass balance across the tank gives: B. Lennox and N.F. Thornhill, 9, Sae Space Modelling, IChemE Process Managemen and Conrol Subjec Group Newsleer STE-SPACE MODELLING Inroducion: Over he pas decade or so here has been an ever increasing

More information

Time series Decomposition method

Time series Decomposition method Time series Decomposiion mehod A ime series is described using a mulifacor model such as = f (rend, cyclical, seasonal, error) = f (T, C, S, e) Long- Iner-mediaed Seasonal Irregular erm erm effec, effec,

More information

Robust estimation based on the first- and third-moment restrictions of the power transformation model

Robust estimation based on the first- and third-moment restrictions of the power transformation model h Inernaional Congress on Modelling and Simulaion, Adelaide, Ausralia, 6 December 3 www.mssanz.org.au/modsim3 Robus esimaion based on he firs- and hird-momen resricions of he power ransformaion Nawaa,

More information

Diebold, Chapter 7. Francis X. Diebold, Elements of Forecasting, 4th Edition (Mason, Ohio: Cengage Learning, 2006). Chapter 7. Characterizing Cycles

Diebold, Chapter 7. Francis X. Diebold, Elements of Forecasting, 4th Edition (Mason, Ohio: Cengage Learning, 2006). Chapter 7. Characterizing Cycles Diebold, Chaper 7 Francis X. Diebold, Elemens of Forecasing, 4h Ediion (Mason, Ohio: Cengage Learning, 006). Chaper 7. Characerizing Cycles Afer compleing his reading you should be able o: Define covariance

More information

Performability Analysis Considering Debugging Behaviors for Open Source Solution

Performability Analysis Considering Debugging Behaviors for Open Source Solution Inernaional Journal of Performabiliy Engineering Vol 9, No, January 03, pp 3- RAMS Consulans Prined in India Performabiliy Analysis Considering Debugging Behaviors for Open Source Soluion Inroducion YOSHINOBU

More information

Measurement Error 1: Consequences Page 1. Definitions. For two variables, X and Y, the following hold: Expectation, or Mean, of X.

Measurement Error 1: Consequences Page 1. Definitions. For two variables, X and Y, the following hold: Expectation, or Mean, of X. Measuremen Error 1: Consequences of Measuremen Error Richard Williams, Universiy of Nore Dame, hps://www3.nd.edu/~rwilliam/ Las revised January 1, 015 Definiions. For wo variables, X and Y, he following

More information

USP. Surplus-Production Models

USP. Surplus-Production Models USP Surplus-Producion Models 2 Overview Purpose of slides: Inroducion o he producion model Overview of differen mehods of fiing Go over some criique of he mehod Source: Haddon 2001, Chaper 10 Hilborn and

More information

A Specification Test for Linear Dynamic Stochastic General Equilibrium Models

A Specification Test for Linear Dynamic Stochastic General Equilibrium Models Journal of Saisical and Economeric Mehods, vol.1, no.2, 2012, 65-70 ISSN: 2241-0384 (prin), 2241-0376 (online) Scienpress Ld, 2012 A Specificaion Tes for Linear Dynamic Sochasic General Equilibrium Models

More information

Air Traffic Forecast Empirical Research Based on the MCMC Method

Air Traffic Forecast Empirical Research Based on the MCMC Method Compuer and Informaion Science; Vol. 5, No. 5; 0 ISSN 93-8989 E-ISSN 93-8997 Published by Canadian Cener of Science and Educaion Air Traffic Forecas Empirical Research Based on he MCMC Mehod Jian-bo Wang,

More information

Physics 235 Chapter 2. Chapter 2 Newtonian Mechanics Single Particle

Physics 235 Chapter 2. Chapter 2 Newtonian Mechanics Single Particle Chaper 2 Newonian Mechanics Single Paricle In his Chaper we will review wha Newon s laws of mechanics ell us abou he moion of a single paricle. Newon s laws are only valid in suiable reference frames,

More information

An Inventory Model for Time Dependent Weibull Deterioration with Partial Backlogging

An Inventory Model for Time Dependent Weibull Deterioration with Partial Backlogging American Journal of Operaional Research 0, (): -5 OI: 0.593/j.ajor.000.0 An Invenory Model for Time ependen Weibull eerioraion wih Parial Backlogging Umakana Mishra,, Chaianya Kumar Tripahy eparmen of

More information

Matlab and Python programming: how to get started

Matlab and Python programming: how to get started Malab and Pyhon programming: how o ge sared Equipping readers he skills o wrie programs o explore complex sysems and discover ineresing paerns from big daa is one of he main goals of his book. In his chaper,

More information

1 Differential Equation Investigations using Customizable

1 Differential Equation Investigations using Customizable Differenial Equaion Invesigaions using Cusomizable Mahles Rober Decker The Universiy of Harford Absrac. The auhor has developed some plaform independen, freely available, ineracive programs (mahles) for

More information

3.1.3 INTRODUCTION TO DYNAMIC OPTIMIZATION: DISCRETE TIME PROBLEMS. A. The Hamiltonian and First-Order Conditions in a Finite Time Horizon

3.1.3 INTRODUCTION TO DYNAMIC OPTIMIZATION: DISCRETE TIME PROBLEMS. A. The Hamiltonian and First-Order Conditions in a Finite Time Horizon 3..3 INRODUCION O DYNAMIC OPIMIZAION: DISCREE IME PROBLEMS A. he Hamilonian and Firs-Order Condiions in a Finie ime Horizon Define a new funcion, he Hamilonian funcion, H. H he change in he oal value of

More information

ACE 562 Fall Lecture 8: The Simple Linear Regression Model: R 2, Reporting the Results and Prediction. by Professor Scott H.

ACE 562 Fall Lecture 8: The Simple Linear Regression Model: R 2, Reporting the Results and Prediction. by Professor Scott H. ACE 56 Fall 5 Lecure 8: The Simple Linear Regression Model: R, Reporing he Resuls and Predicion by Professor Sco H. Irwin Required Readings: Griffihs, Hill and Judge. "Explaining Variaion in he Dependen

More information

Right tail. Survival function

Right tail. Survival function Densiy fi (con.) Lecure 4 The aim of his lecure is o improve our abiliy of densiy fi and knowledge of relaed opics. Main issues relaed o his lecure are: logarihmic plos, survival funcion, HS-fi mixures,

More information

Final Spring 2007

Final Spring 2007 .615 Final Spring 7 Overview The purpose of he final exam is o calculae he MHD β limi in a high-bea oroidal okamak agains he dangerous n = 1 exernal ballooning-kink mode. Effecively, his corresponds o

More information

Osipenko Denis, Retail Risk Management, Raiffeisen Bank Aval JSC, Kiev, Ukraine. Credit Scoring and Credit Control XII conference August 24-26, 2011

Osipenko Denis, Retail Risk Management, Raiffeisen Bank Aval JSC, Kiev, Ukraine. Credit Scoring and Credit Control XII conference August 24-26, 2011 Osipenko enis Reail Risk Managemen Raiffeisen Bank Aval JSC Kiev Ukraine Credi Scoring and Credi Conrol XII conference Augus - By he reason of risks inerpeneraion: Credi Risk => osses => Balance iquidiy

More information

GINI MEAN DIFFERENCE AND EWMA CHARTS. Muhammad Riaz, Department of Statistics, Quaid-e-Azam University Islamabad,

GINI MEAN DIFFERENCE AND EWMA CHARTS. Muhammad Riaz, Department of Statistics, Quaid-e-Azam University Islamabad, GINI MEAN DIFFEENCE AND EWMA CHATS Muhammad iaz, Deparmen of Saisics, Quaid-e-Azam Universiy Islamabad, Pakisan. E-Mail: riaz76qau@yahoo.com Saddam Akbar Abbasi, Deparmen of Saisics, Quaid-e-Azam Universiy

More information

18 Biological models with discrete time

18 Biological models with discrete time 8 Biological models wih discree ime The mos imporan applicaions, however, may be pedagogical. The elegan body of mahemaical heory peraining o linear sysems (Fourier analysis, orhogonal funcions, and so

More information

MATHEMATICAL DESCRIPTION OF THEORETICAL METHODS OF RESERVE ECONOMY OF CONSIGNMENT STORES

MATHEMATICAL DESCRIPTION OF THEORETICAL METHODS OF RESERVE ECONOMY OF CONSIGNMENT STORES MAHEMAICAL DESCIPION OF HEOEICAL MEHODS OF ESEVE ECONOMY OF CONSIGNMEN SOES Péer elek, József Cselényi, György Demeer Universiy of Miskolc, Deparmen of Maerials Handling and Logisics Absrac: Opimizaion

More information

Exponential Weighted Moving Average (EWMA) Chart Under The Assumption of Moderateness And Its 3 Control Limits

Exponential Weighted Moving Average (EWMA) Chart Under The Assumption of Moderateness And Its 3 Control Limits DOI: 0.545/mjis.07.5009 Exponenial Weighed Moving Average (EWMA) Char Under The Assumpion of Moderaeness And Is 3 Conrol Limis KALPESH S TAILOR Assisan Professor, Deparmen of Saisics, M. K. Bhavnagar Universiy,

More information

Kriging Models Predicting Atrazine Concentrations in Surface Water Draining Agricultural Watersheds

Kriging Models Predicting Atrazine Concentrations in Surface Water Draining Agricultural Watersheds 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Kriging Models Predicing Arazine Concenraions in Surface Waer Draining Agriculural Waersheds Paul L. Mosquin, Jeremy Aldworh, Wenlin Chen Supplemenal Maerial Number

More information

Mathematical Theory and Modeling ISSN (Paper) ISSN (Online) Vol 3, No.3, 2013

Mathematical Theory and Modeling ISSN (Paper) ISSN (Online) Vol 3, No.3, 2013 Mahemaical Theory and Modeling ISSN -580 (Paper) ISSN 5-05 (Online) Vol, No., 0 www.iise.org The ffec of Inverse Transformaion on he Uni Mean and Consan Variance Assumpions of a Muliplicaive rror Model

More information

The electromagnetic interference in case of onboard navy ships computers - a new approach

The electromagnetic interference in case of onboard navy ships computers - a new approach The elecromagneic inerference in case of onboard navy ships compuers - a new approach Prof. dr. ing. Alexandru SOTIR Naval Academy Mircea cel Bărân, Fulgerului Sree, Consanţa, soiralexandru@yahoo.com Absrac.

More information

Chapter 4. Location-Scale-Based Parametric Distributions. William Q. Meeker and Luis A. Escobar Iowa State University and Louisiana State University

Chapter 4. Location-Scale-Based Parametric Distributions. William Q. Meeker and Luis A. Escobar Iowa State University and Louisiana State University Chaper 4 Locaion-Scale-Based Parameric Disribuions William Q. Meeker and Luis A. Escobar Iowa Sae Universiy and Louisiana Sae Universiy Copyrigh 1998-2008 W. Q. Meeker and L. A. Escobar. Based on he auhors

More information

FITTING OF A PARTIALLY REPARAMETERIZED GOMPERTZ MODEL TO BROILER DATA

FITTING OF A PARTIALLY REPARAMETERIZED GOMPERTZ MODEL TO BROILER DATA FITTING OF A PARTIALLY REPARAMETERIZED GOMPERTZ MODEL TO BROILER DATA N. Okendro Singh Associae Professor (Ag. Sa.), College of Agriculure, Cenral Agriculural Universiy, Iroisemba 795 004, Imphal, Manipur

More information

Explaining Total Factor Productivity. Ulrich Kohli University of Geneva December 2015

Explaining Total Factor Productivity. Ulrich Kohli University of Geneva December 2015 Explaining Toal Facor Produciviy Ulrich Kohli Universiy of Geneva December 2015 Needed: A Theory of Toal Facor Produciviy Edward C. Presco (1998) 2 1. Inroducion Toal Facor Produciviy (TFP) has become

More information

Probabilistic Models for Reliability Analysis of a System with Three Consecutive Stages of Deterioration

Probabilistic Models for Reliability Analysis of a System with Three Consecutive Stages of Deterioration Yusuf I., Gaawa R.I. Volume, December 206 Probabilisic Models for Reliabiliy Analysis of a Sysem wih Three Consecuive Sages of Deerioraion Ibrahim Yusuf Deparmen of Mahemaical Sciences, Bayero Universiy,

More information

Errata (1 st Edition)

Errata (1 st Edition) P Sandborn, os Analysis of Elecronic Sysems, s Ediion, orld Scienific, Singapore, 03 Erraa ( s Ediion) S K 05D Page 8 Equaion (7) should be, E 05D E Nu e S K he L appearing in he equaion in he book does

More information

Introduction D P. r = constant discount rate, g = Gordon Model (1962): constant dividend growth rate.

Introduction D P. r = constant discount rate, g = Gordon Model (1962): constant dividend growth rate. Inroducion Gordon Model (1962): D P = r g r = consan discoun rae, g = consan dividend growh rae. If raional expecaions of fuure discoun raes and dividend growh vary over ime, so should he D/P raio. Since

More information

Application of a Stochastic-Fuzzy Approach to Modeling Optimal Discrete Time Dynamical Systems by Using Large Scale Data Processing

Application of a Stochastic-Fuzzy Approach to Modeling Optimal Discrete Time Dynamical Systems by Using Large Scale Data Processing Applicaion of a Sochasic-Fuzzy Approach o Modeling Opimal Discree Time Dynamical Sysems by Using Large Scale Daa Processing AA WALASZE-BABISZEWSA Deparmen of Compuer Engineering Opole Universiy of Technology

More information

A First Course on Kinetics and Reaction Engineering. Class 19 on Unit 18

A First Course on Kinetics and Reaction Engineering. Class 19 on Unit 18 A Firs ourse on Kineics and Reacion Engineering lass 19 on Uni 18 Par I - hemical Reacions Par II - hemical Reacion Kineics Where We re Going Par III - hemical Reacion Engineering A. Ideal Reacors B. Perfecly

More information

5. Stochastic processes (1)

5. Stochastic processes (1) Lec05.pp S-38.45 - Inroducion o Teleraffic Theory Spring 2005 Conens Basic conceps Poisson process 2 Sochasic processes () Consider some quaniy in a eleraffic (or any) sysem I ypically evolves in ime randomly

More information

CHAPTER 10 VALIDATION OF TEST WITH ARTIFICAL NEURAL NETWORK

CHAPTER 10 VALIDATION OF TEST WITH ARTIFICAL NEURAL NETWORK 175 CHAPTER 10 VALIDATION OF TEST WITH ARTIFICAL NEURAL NETWORK 10.1 INTRODUCTION Amongs he research work performed, he bes resuls of experimenal work are validaed wih Arificial Neural Nework. From he

More information

3.1 More on model selection

3.1 More on model selection 3. More on Model selecion 3. Comparing models AIC, BIC, Adjused R squared. 3. Over Fiing problem. 3.3 Sample spliing. 3. More on model selecion crieria Ofen afer model fiing you are lef wih a handful of

More information

INVERSE RESPONSE COMPENSATION BY ESTIMATING PARAMETERS OF A PROCESS COMPRISING OF TWO FIRST ORDER SYSTEMS

INVERSE RESPONSE COMPENSATION BY ESTIMATING PARAMETERS OF A PROCESS COMPRISING OF TWO FIRST ORDER SYSTEMS Inernaional Journal of Informaion Technology and nowledge Managemen July-December 0, Volume 5, No., pp. 433-438 INVERSE RESPONSE COMPENSATION BY ESTIMATING PARAMETERS OF A PROCESS COMPRISING OF TWO FIRST

More information

ACE 562 Fall Lecture 4: Simple Linear Regression Model: Specification and Estimation. by Professor Scott H. Irwin

ACE 562 Fall Lecture 4: Simple Linear Regression Model: Specification and Estimation. by Professor Scott H. Irwin ACE 56 Fall 005 Lecure 4: Simple Linear Regression Model: Specificaion and Esimaion by Professor Sco H. Irwin Required Reading: Griffihs, Hill and Judge. "Simple Regression: Economic and Saisical Model

More information

A unit root test based on smooth transitions and nonlinear adjustment

A unit root test based on smooth transitions and nonlinear adjustment MPRA Munich Personal RePEc Archive A uni roo es based on smooh ransiions and nonlinear adjusmen Aycan Hepsag Isanbul Universiy 5 Ocober 2017 Online a hps://mpra.ub.uni-muenchen.de/81788/ MPRA Paper No.

More information

Maintenance Models. Prof. Robert C. Leachman IEOR 130, Methods of Manufacturing Improvement Spring, 2011

Maintenance Models. Prof. Robert C. Leachman IEOR 130, Methods of Manufacturing Improvement Spring, 2011 Mainenance Models Prof Rober C Leachman IEOR 3, Mehods of Manufacuring Improvemen Spring, Inroducion The mainenance of complex equipmen ofen accouns for a large porion of he coss associaed wih ha equipmen

More information

Performance Analysis of Reliability Growth Models using Supervised Learning Techniques

Performance Analysis of Reliability Growth Models using Supervised Learning Techniques Inernaional Journal of Scienific & Technology Research Volume 1,Issue 1,Feb 2012 ISSN 2277 8616 Performance Analysis of Reliabiliy Growh Models using Supervised Learning Techniques Y Vamsidhar, P Samba

More information

Navneet Saini, Mayank Goyal, Vishal Bansal (2013); Term Project AML310; Indian Institute of Technology Delhi

Navneet Saini, Mayank Goyal, Vishal Bansal (2013); Term Project AML310; Indian Institute of Technology Delhi Creep in Viscoelasic Subsances Numerical mehods o calculae he coefficiens of he Prony equaion using creep es daa and Herediary Inegrals Mehod Navnee Saini, Mayank Goyal, Vishal Bansal (23); Term Projec

More information

Applying Genetic Algorithms for Inventory Lot-Sizing Problem with Supplier Selection under Storage Capacity Constraints

Applying Genetic Algorithms for Inventory Lot-Sizing Problem with Supplier Selection under Storage Capacity Constraints IJCSI Inernaional Journal of Compuer Science Issues, Vol 9, Issue 1, No 1, January 2012 wwwijcsiorg 18 Applying Geneic Algorihms for Invenory Lo-Sizing Problem wih Supplier Selecion under Sorage Capaciy

More information

Solutions to Exercises in Chapter 12

Solutions to Exercises in Chapter 12 Chaper in Chaper. (a) The leas-squares esimaed equaion is given by (b)!i = 6. + 0.770 Y 0.8 R R = 0.86 (.5) (0.07) (0.6) Boh b and b 3 have he expeced signs; income is expeced o have a posiive effec on

More information

A Generalized Poisson-Akash Distribution: Properties and Applications

A Generalized Poisson-Akash Distribution: Properties and Applications Inernaional Journal of Saisics and Applicaions 08, 8(5): 49-58 DOI: 059/jsaisics0808050 A Generalized Poisson-Akash Disribuion: Properies and Applicaions Rama Shanker,*, Kamlesh Kumar Shukla, Tekie Asehun

More information

Chapter 15. Time Series: Descriptive Analyses, Models, and Forecasting

Chapter 15. Time Series: Descriptive Analyses, Models, and Forecasting Chaper 15 Time Series: Descripive Analyses, Models, and Forecasing Descripive Analysis: Index Numbers Index Number a number ha measures he change in a variable over ime relaive o he value of he variable

More information

Comparing Theoretical and Practical Solution of the First Order First Degree Ordinary Differential Equation of Population Model

Comparing Theoretical and Practical Solution of the First Order First Degree Ordinary Differential Equation of Population Model Open Access Journal of Mahemaical and Theoreical Physics Comparing Theoreical and Pracical Soluion of he Firs Order Firs Degree Ordinary Differenial Equaion of Populaion Model Absrac Populaion dynamics

More information

Article from. Predictive Analytics and Futurism. July 2016 Issue 13

Article from. Predictive Analytics and Futurism. July 2016 Issue 13 Aricle from Predicive Analyics and Fuurism July 6 Issue An Inroducion o Incremenal Learning By Qiang Wu and Dave Snell Machine learning provides useful ools for predicive analyics The ypical machine learning

More information

Properties of Autocorrelated Processes Economics 30331

Properties of Autocorrelated Processes Economics 30331 Properies of Auocorrelaed Processes Economics 3033 Bill Evans Fall 05 Suppose we have ime series daa series labeled as where =,,3, T (he final period) Some examples are he dail closing price of he S&500,

More information

Exponentially Weighted Moving Average (EWMA) Chart Based on Six Delta Initiatives

Exponentially Weighted Moving Average (EWMA) Chart Based on Six Delta Initiatives hps://doi.org/0.545/mjis.08.600 Exponenially Weighed Moving Average (EWMA) Char Based on Six Dela Iniiaives KALPESH S. TAILOR Deparmen of Saisics, M. K. Bhavnagar Universiy, Bhavnagar-36400 E-mail: kalpesh_lr@yahoo.co.in

More information

Computer Simulates the Effect of Internal Restriction on Residuals in Linear Regression Model with First-order Autoregressive Procedures

Computer Simulates the Effect of Internal Restriction on Residuals in Linear Regression Model with First-order Autoregressive Procedures MPRA Munich Personal RePEc Archive Compuer Simulaes he Effec of Inernal Resricion on Residuals in Linear Regression Model wih Firs-order Auoregressive Procedures Mei-Yu Lee Deparmen of Applied Finance,

More information

Ensamble methods: Bagging and Boosting

Ensamble methods: Bagging and Boosting Lecure 21 Ensamble mehods: Bagging and Boosing Milos Hauskrech milos@cs.pi.edu 5329 Senno Square Ensemble mehods Mixure of expers Muliple base models (classifiers, regressors), each covers a differen par

More information

Nature Neuroscience: doi: /nn Supplementary Figure 1. Spike-count autocorrelations in time.

Nature Neuroscience: doi: /nn Supplementary Figure 1. Spike-count autocorrelations in time. Supplemenary Figure 1 Spike-coun auocorrelaions in ime. Normalized auocorrelaion marices are shown for each area in a daase. The marix shows he mean correlaion of he spike coun in each ime bin wih he spike

More information

ACE 562 Fall Lecture 5: The Simple Linear Regression Model: Sampling Properties of the Least Squares Estimators. by Professor Scott H.

ACE 562 Fall Lecture 5: The Simple Linear Regression Model: Sampling Properties of the Least Squares Estimators. by Professor Scott H. ACE 56 Fall 005 Lecure 5: he Simple Linear Regression Model: Sampling Properies of he Leas Squares Esimaors by Professor Sco H. Irwin Required Reading: Griffihs, Hill and Judge. "Inference in he Simple

More information

Introduction to Probability and Statistics Slides 4 Chapter 4

Introduction to Probability and Statistics Slides 4 Chapter 4 Inroducion o Probabiliy and Saisics Slides 4 Chaper 4 Ammar M. Sarhan, asarhan@mahsa.dal.ca Deparmen of Mahemaics and Saisics, Dalhousie Universiy Fall Semeser 8 Dr. Ammar Sarhan Chaper 4 Coninuous Random

More information

The Optimal Stopping Time for Selling an Asset When It Is Uncertain Whether the Price Process Is Increasing or Decreasing When the Horizon Is Infinite

The Optimal Stopping Time for Selling an Asset When It Is Uncertain Whether the Price Process Is Increasing or Decreasing When the Horizon Is Infinite American Journal of Operaions Research, 08, 8, 8-9 hp://wwwscirporg/journal/ajor ISSN Online: 60-8849 ISSN Prin: 60-8830 The Opimal Sopping Time for Selling an Asse When I Is Uncerain Wheher he Price Process

More information

2.7. Some common engineering functions. Introduction. Prerequisites. Learning Outcomes

2.7. Some common engineering functions. Introduction. Prerequisites. Learning Outcomes Some common engineering funcions 2.7 Inroducion This secion provides a caalogue of some common funcions ofen used in Science and Engineering. These include polynomials, raional funcions, he modulus funcion

More information

Lecture 2-1 Kinematics in One Dimension Displacement, Velocity and Acceleration Everything in the world is moving. Nothing stays still.

Lecture 2-1 Kinematics in One Dimension Displacement, Velocity and Acceleration Everything in the world is moving. Nothing stays still. Lecure - Kinemaics in One Dimension Displacemen, Velociy and Acceleraion Everyhing in he world is moving. Nohing says sill. Moion occurs a all scales of he universe, saring from he moion of elecrons in

More information

2017 3rd International Conference on E-commerce and Contemporary Economic Development (ECED 2017) ISBN:

2017 3rd International Conference on E-commerce and Contemporary Economic Development (ECED 2017) ISBN: 7 3rd Inernaional Conference on E-commerce and Conemporary Economic Developmen (ECED 7) ISBN: 978--6595-446- Fuures Arbirage of Differen Varieies and based on he Coinegraion Which is under he Framework

More information

GMM - Generalized Method of Moments

GMM - Generalized Method of Moments GMM - Generalized Mehod of Momens Conens GMM esimaion, shor inroducion 2 GMM inuiion: Maching momens 2 3 General overview of GMM esimaion. 3 3. Weighing marix...........................................

More information

Notes on Kalman Filtering

Notes on Kalman Filtering Noes on Kalman Filering Brian Borchers and Rick Aser November 7, Inroducion Daa Assimilaion is he problem of merging model predicions wih acual measuremens of a sysem o produce an opimal esimae of he curren

More information

Production Inventory Model with Different Deterioration Rates Under Shortages and Linear Demand

Production Inventory Model with Different Deterioration Rates Under Shortages and Linear Demand Inernaional Refereed Journal of Engineering and Science (IRJES) ISSN (Online) 39-83X, (Prin) 39-8 Volume 5, Issue 3 (March 6), PP.-7 Producion Invenory Model wih Differen Deerioraion Raes Under Shorages

More information

The Implementation of Business Decision-Making Tools in Incident Rate Prediction

The Implementation of Business Decision-Making Tools in Incident Rate Prediction Session No. 750 The Implemenaion of Business Decision-Making Tools in Inciden Rae Predicion Samuel A. Oyewole, Ph.D. Deparmen of Energy and Mineral Engineering The Pennsylvania Sae Universiy Universiy

More information

Two Popular Bayesian Estimators: Particle and Kalman Filters. McGill COMP 765 Sept 14 th, 2017

Two Popular Bayesian Estimators: Particle and Kalman Filters. McGill COMP 765 Sept 14 th, 2017 Two Popular Bayesian Esimaors: Paricle and Kalman Filers McGill COMP 765 Sep 14 h, 2017 1 1 1, dx x Bel x u x P x z P Recall: Bayes Filers,,,,,,, 1 1 1 1 u z u x P u z u x z P Bayes z = observaion u =

More information

Empirical Computation of Reject Ratio in VLSI Testing

Empirical Computation of Reject Ratio in VLSI Testing Empirical Compuaion of Rejec Raio in VLI Tesing hashank K. Meha y harad C. eh Dep. of Compuer cience and Engineering Universiy of Nebraska-Lincoln Lincoln, NE 68588-115 smeha,seh @cse.unl.edu Absrac Among

More information

A Group Acceptance Sampling Plans Based on Truncated Life Tests for Type-II Generalized Log-Logistic Distribution

A Group Acceptance Sampling Plans Based on Truncated Life Tests for Type-II Generalized Log-Logistic Distribution ProbSa Forum, Volume 09, July 2016, Pages 88 94 ISSN 0974-3235 ProbSa Forum is an e-journal. For deails please visi www.probsa.org.in A Group Accepance Sampling Plans Based on Truncaed Life Tess for Type-II

More information

Vectorautoregressive Model and Cointegration Analysis. Time Series Analysis Dr. Sevtap Kestel 1

Vectorautoregressive Model and Cointegration Analysis. Time Series Analysis Dr. Sevtap Kestel 1 Vecorauoregressive Model and Coinegraion Analysis Par V Time Series Analysis Dr. Sevap Kesel 1 Vecorauoregression Vecor auoregression (VAR) is an economeric model used o capure he evoluion and he inerdependencies

More information

Types of Exponential Smoothing Methods. Simple Exponential Smoothing. Simple Exponential Smoothing

Types of Exponential Smoothing Methods. Simple Exponential Smoothing. Simple Exponential Smoothing M Business Forecasing Mehods Exponenial moohing Mehods ecurer : Dr Iris Yeung Room No : P79 Tel No : 788 8 Types of Exponenial moohing Mehods imple Exponenial moohing Double Exponenial moohing Brown s

More information

t is a basis for the solution space to this system, then the matrix having these solutions as columns, t x 1 t, x 2 t,... x n t x 2 t...

t is a basis for the solution space to this system, then the matrix having these solutions as columns, t x 1 t, x 2 t,... x n t x 2 t... Mah 228- Fri Mar 24 5.6 Marix exponenials and linear sysems: The analogy beween firs order sysems of linear differenial equaions (Chaper 5) and scalar linear differenial equaions (Chaper ) is much sronger

More information

Fractional Method of Characteristics for Fractional Partial Differential Equations

Fractional Method of Characteristics for Fractional Partial Differential Equations Fracional Mehod of Characerisics for Fracional Parial Differenial Equaions Guo-cheng Wu* Modern Teile Insiue, Donghua Universiy, 188 Yan-an ilu Road, Shanghai 51, PR China Absrac The mehod of characerisics

More information

Some Basic Information about M-S-D Systems

Some Basic Information about M-S-D Systems Some Basic Informaion abou M-S-D Sysems 1 Inroducion We wan o give some summary of he facs concerning unforced (homogeneous) and forced (non-homogeneous) models for linear oscillaors governed by second-order,

More information