弧k/n(G)与节点k/n(G)网络模型可靠性估计的对偶变量蒙特罗洛方法

针对弧k/n(G)网络无法刻画网络节点对上游节点输入需求的问题,提出了节点k/n(G)网络模型.在节点k/n(G)网络中,通过设定网络节点工作条件为接收工作输入点集中n个节点里的至少k个输入,节点k/n(G)性质被进一步延伸至对上游任意节点.为采用蒙特卡洛方法对弧与节点k/n(G)网络的可靠性进行估计,分别对两类k/n(G)网络设计了基于随机邻接矩阵的网络连通性算法.并结合k/n(G)网络结构函数的单调性,将对偶变量方差缩减技术应用于两类k/n(G)网络的蒙特卡洛方法,仿真实验表明:所设计的仿真方案能够有效地对两类k/n(G)网络的可靠性进行估计,对偶变量方法提高了蒙特卡洛方法的计算精度并减少了计算时间.     

集成DEMATEL/ISM的复杂系统安全事故致因因素分析

致因因素间复杂的非线性交互作用是造成复杂系统安全事故成因复杂性的主要原因.在提取出复杂系统安全事故的致因因素后,给出了集成DEMATEL/ISM方法分析事故致因因素的算法步骤.基于航空复杂系统实例,采用集成DEMA-TEL/ISM方法求得了致因因素间的综合影响关系、关键致因因素及致因因素多级递阶结构模型,通过复杂网络理论分析节点度,度数大的节点与关键致因因素吻合.所提方法可以用于提取事故关键致因因素和分析因素间的层次关系.     

PH/M/1排队系统驱动的流模型

在流模型的研究中,传统的谱分析方法计算量极大,经常导致病态的数值结果.首先把PH/M/1排队系统的队长过程作为外部驱动环境,建立了一个新的流模型.其次,根据平衡条件给出流模型的稳态联合分布满足的矩阵微分方程,利用经典的Laplace变换(LT)方法给出稳态下缓冲器(库)的容量分布,进一步导出了稳态下的主要性能指标——平均缓冲器容量和空库概率的简洁表达式.最后,提出了数值例子展示了系统参数对性能指标的影响.     

带有止步和状态相依的M/Ej/1/N排队系统的矩阵解法

研究了带有止步和服务率依赖于状态的M/Ej/1/N排队系统.顾客到达系统时,以一定的概率选择进人系统或止步(不进人系统).顾客接受服务的服务率依赖于系统中的顾客数,当系统中的顾客数不超过临界值k时,服务员慢速服务;否则,服务员快速服务.利用分块矩阵的方法,推出了稳态概率向量所满足的矩阵形式的迭代公式,给出了稳态概率的表达式和计算过程.作为特例,考虑了N=4时系统稳态概率的计算.在此基础上,还求出了系统的一些性能指标,并建立了以临界值k为控制变量的费用模型.通过数值分析,求出了使费用函数最小的最优临界值k*,并进一步研究了模型参数对最优临界值和最优费用的影响.     

考虑蠕虫传播风险的信任度更新模型

基于网络节点信任度的评估机制是一种有效防御蠕虫传播的方法。针对现有节点信任度计算模型对蠕虫攻击行为不敏感,对恶意节点识别不全面的问题,本文提出了一种考虑蠕虫传播风险的信任度更新模型。通过蠕虫传播模型中STIDR状态定义,对节点信任度和传播概率的关系进行了定量刻画;建立了直接风险、间接风险和传播性风险三种条件下的信任度更新模型。仿真结果表明,与基本信任模型相比,本文考虑蠕虫传播风险的信任度更新模型使网络中感染状态节点的信任度更低,感染状态节点数目更少,隔离状态节点数目更多,表明信任度的更新使节点对感染状态节点的识别更加有效,在一定程度上达到了抵御蠕虫攻击,抑制蠕虫在网络中传播的目的。     

带有止步和状态相依的M/Ej/1/N排队系统的矩阵解法

研究了带有止步和服务率依赖于状态的M/Ej/1/N排队系统.顾客到达系统时,以一定的概率选择进入系统或止步(不进入系统).顾客接受服务的服务率依赖于系统中的顾客数,当系统中的顾客数不超过临界值k时,服务员慢速服务;否则,服务员快速服务.利用分块矩阵的方法,推出了稳态概率向量所满足的矩阵形式的迭代公式,给出了稳态概率的表达式和计算过程.作为特例,考虑了N=4时系统稳态概率的计算.在此基础上,还求出了系统的一些性能指标,并建立了以临界值k为控制变量的费用模型.通过数值分析,求出了使费用函数最小的最优临界值k*,并进一步研究了模型参数对最优临界值和最优费用的影响.     

一类推广的双险种复合Poisson风险模型的破产概率

本文研究了一类索赔计数过程相关的双险种Poisson风险模型.利用模型转化首先将该复杂模型转化为经典的风险模型,获得该模型破产概率所满足的积分方程,Lundberg上界表达式,及Cramér-Lundberg渐近估计式.当个体索赔具有指数分布时,推得了破产概率所满足的方程,并给出了具体的数值计算的实例.     

度量尾部风险的剩余熵模型

本文研究了尾部风险的度量问题.首先从信息熵的角度给出累积剩余熵模型和其计算方法,并将该模型与标准差、VaR等常见尾部风险度量方法比较.结果证明该模型计算简单;不需要假设先验分布形式,而只依赖经验数据.     

后到先服务的Geom/G/1（Ex,Mv）排队模型的等待时间

给出了Geom/G/1（Ex,Mv）排队模型的等待时间.通过对假时间,启动期,服务时间,关闭期的平均长度的计算,并结合它们的剩余寿命的概率母函数,给出了该模型等待时间的分布函数的概率母函数.     

基于攻击传播性的分布式网络信任模型

根据分布式网络的特点及现有网络节点信任模型的不足,提出了基于攻击传播性的分布式网络信任模型。根据恶意节点攻击行为及其攻击传播性的特点,给出了在攻击具有传播性条件下的信任度更新计算方法,结合直接信任度和间接信任度计算出总体信任度,最后给出模型的计算协议及仿真实验。实验结果表明,该模型更逼近真实网络运行情况,并有效地避免恶意节点的攻击,提高文件成功传输的比率。该模型对于分布式网络环境下提高网络节点信任度评价的准确性,建立可信网络传输路径具有重要意义。     

基于Markov的模块化电传操纵系统软件可靠性模型

电传操纵系统是影响飞行安全的关键系统,建立有效的电传操纵系统软件可靠性模型是软件可靠性测试和验证的基础.针对某型飞机系统安全性设计中横向通道电传操纵系统软件可靠性建模问题,建立了模块化的基于Markov的电传操纵系统软件可靠性模型.提出了综合考虑重要度和复杂度的软件可靠性指标分配方法,将可靠性目标分配到子模块.最后,通过实例验证了所建立的模型和指标分配方法的有效性.     

考虑n中连续取k失效准则的树状系统可靠性求解方法

树状网络系统在管道运输,网络通信中较为常见,对其进行可靠性评估对系统设计及优化具有重要意义。针对树状冗余系统,在n中连续取k失效准则下,通过有限马尔可夫嵌入法并对其进行变形,研究了树状系统可靠性求解方法。本文对树状系统建模加以定义,提出了基于层数参数,层-节点向量,父-子节点矩阵三元参数的树状系统表示方法,研究了变形有限马尔可夫嵌入法的树状系统n中连续取k失效准则下的可靠性求解方法,给出了三个数值算例应用并分析了算法的运算复杂度。最后,本文对比讨论了基于概率母函数法的树状系统在n中连续取k准则下系统可靠性求解方法的研究,得出结论本文算法针对树状冗余系统n中连续取k失效准则下系统可靠性求解应用范围更广,求解效率较高。     

NHPP software reliability model considering the uncertainty of operating environments with imperfect debugging and testing coverage

In this paper, we propose a testing-coverage software reliability model that considers not only the imperfect debugging (ID) but also the uncertainty of operating environments based on a non-homogeneous Poisson process (NHPP). Software is usually tested in a given control environment, but it may be used in different operating environments by different users, which are unknown to the developers. Many NHPP software reliability growth models (SRGMs) have been developed to estimate the software reliability measures, but most of the underlying common assumptions of these models are that the operating environment is the same as the developing environment. But in fact, due to the unpredictability of the uncertainty in the operating environments for the software, environments may considerably influence the reliability and software's performance in an unpredictable way. So when a software system works in a field environment, its reliability is usually different from the theory reliability, and also from all its similar applications in other fields. In this paper, a new model is proposed with the consideration of the fault detection rate based on the testing coverage and examined to cover ID subject to the uncertainty of operating environments. We compare the performance of the proposed model with several existing NHPP SRGMs using three sets of real software failure data based on seven criteria. Improved normalized criteria distance (NCD) method is also used to rank and select the best model in the context of a set of goodness-of-fit criteria taken all together. All results demonstrate that the new model can give a significant improved goodness-of-fit and predictive performance. Finally, the optimal software release time based on cost and reliability requirement and its sensitivity analysis are discussed.     

Efficient strategy for reliability-based optimization design of multidisciplinary coupled system with interval parameters

Non-probabilistic reliability based multidisciplinary design optimization has been widely acknowledged as an advanced methodology for complex system design when the data is insufficient. In this work, the uncertainty propagation analysis method in multidisciplinary system based on subinterval theory is firstly studied to obtain the uncertain responses. Then, based on the non-probabilistic set theory, the interval reliability based multidisciplinary design optimization model is established. Considering that the gradient information of interval reliability cannot be acquired in the whole design domain, which causes convergence difficulties and prohibitive computation, an interval reliability displacement based multidisciplinary design optimization method is proposed to address the issue. In the proposed method, the interval reliability displacement is introduced to measure the degree of interval reliability. By doing so, not only the connotation of the interval reliability is guaranteed, but more importantly, the partial gradient region for interval reliability is equivalently converted into full gradient region for reliability displacement. Consequently, the gradient information can be acquired under any circumstances and thus the convergence process is highly accelerated by utilizing the gradient optimization algorithms.     

Effect of change point and imperfect debugging in software reliability and its optimal release policy

This article presents a software reliability growth model based on non-homogeneous Poisson process. The main focus of this article is to deliver a method for software reliability modelling incorporating the concept of time-dependent fault introduction and fault removal rate with change point. Also in this article, a cost model with change point has been developed. Based on the cost model optimal release policy with change point has been discussed. Maximum likelihood technique has been applied to estimate the parameters of the model. The proposed model has been validated using some real software failure data. Comparison has been made with models incorporating change point and without change point. The application of the proposed cost model has been shown using some numerical examples.     

Reliability-based measures and prognostic analysis of a K-out-of-N system in a random environment

In this paper, we study reliability based measures and prognostic problems of a K-out-of-N system in which the failure process of each component depends not only on its intrinsic characteristic but also on its operating environment conditions. The system reliability and the expected remaining useful lifetime are calculated. Under the periodic inspection policy, the system asymptotic availability is derived. We aim at providing explicit expressions for these quantities. The model allows us to incorporate the observation information of the environment in the evaluation of the system performances. Numerical examples show the efficiency and accuracy of our method by comparing with the Monte-Carlo simulations. It is pointed out that the environment condition has significant effect on the system reliability based measures and the system prognostic analysis.     

An imperfect debugging model with two types of hazard rates for software reliability measurement and assessment

We propose a software reliability model which assumes that there are two types of software failures. The first type is caused by the faults latent in the system before the testing; the second type is caused by the faults regenerated randomly during the testing phase. The former and latter software failure-occurrence phenomena are described by a geometrically decreasing and a constant hazard rate, respectively. Further, this model describes the imperfect debugging environment in which the fault-correction activity corresponding to each software failure is not always performed perfectly. Defining a random variable representing the cumulative number of faults successfully corrected up to a specified time point, we use a Markov process to formulate this model. Several quantitative measures for software reliability assessment are derived from this model. Finally, numerical examples of software reliability analysis based on the actual testing data are presented.     

基于VaR-Copula的信息安全评价模型研究

近年来,我国信息安全面临的形势越来越严峻,而作为信息安全风险防范的最基础手段——风险评价理论和方法还没有得到有效发展和真正发挥作用.研究在深入分析信息安全风险理论基础上,采用VaR理论和Copula法,构建了一种信息安全评价模型,得到了从整体上来把握和衡量信息安全的VaR指标,解决了现有研究主要集中于构建指标体系及其基础上评价模型的弊端.最后,并采用实例验证了该模型的有效性.     

A practical non-parametric copula algorithm for system reliability with correlations

System reliability analysis involving correlated random variables is challenging because the failure probability cannot be uniquely determined under the given probability information. This paper proposes a system reliability evaluation method based on non-parametric copulas. The approximated joint probability distribution satisfying the constraints specified by correlations has the maximal relative entropy with respect to the joint probability distribution of independent random variables. Thus the reliability evaluation is unbiased from the perspective of information theory. The estimation of the non-parametric copula parameters from Pearson linear correlation, Spearman rank correlation, and Kendall rank correlation are provided, respectively. The approximated maximum entropy distribution is then integrated with the first and second order system reliability method. Four examples are adopted to illustrate the accuracy and efficiency of the proposed method. It is found that traditional system reliability method encodes excessive dependence information for correlated random variables and the estimated failure probability can be significantly biased.     

K/n(G)系统可靠性评定的多源验前信息融合方法

在多源验前信息的情况下,以k/n(G)系统为例,讨论了如何对系统的可靠性指标进行估计的问题.在多个验前信息源给出了系统可靠性指标点估计的情况下,利用多层Bayes方法及经验Bayes方法对这些数据进行融合,并给出系统可靠性指标的Bayes点估计,同时对系统可靠度的置信区间也作了讨论.仿真算例表明这种处理方法是合理有效的.