A simulation-based multivariate Bayesian control chart for real time condition-based maintenance of complex systems

When complex systems are monitored, multi-observations from several sensors or sources may be available. These observations can be fused through Bayesian theory to give a posterior probabilistic estimate of the underlying state which is often not directly observable. This forms the basis of a Bayesian control chart where the estimated posterior probability of the state can be compared with a preset threshold level to assess whether a full inspection is needed or not. Maintenance can then be carried out if indicated as necessary by the inspection. This paper considers the design of such multivariate Bayesian control chart where both the transition between states and the relationship between observed information and the state are not Markovian. Since analytical or numerical solutions are difficult for the case considered in this paper, Monte Carlo simulation is used to obtain the optimal control chart parameters, which are the monitoring interval and the upper control limit. A two-stage failure process characterised by the delay time concept is used to describe the underlying state transition process and Bayesian theory is used to compute the posterior probability of the underlying state, which is embedded in the simulation algorithm. Extensive examples are shown to demonstrate the modelling idea.     

基于情景推演与网络图技术的应急处置模式研究

突发事件应急处置工作时间紧、任务重、压力大,要求工作人员分秒必争,传统的"兵来将挡,水来土淹"的应急处置模式已不再适用,时间压力要求以一种新型、高效的处置模式来代替传统模式.研究在有关突发事件情景演变的研究基础之上,结合项目计划与控制中的网络图技术,提出了一种基于情景推演与网络图技术的应急实时处置模式,确定了这种处置模式的流程.以2010年大连输油管道爆炸事件为例,对传统的处置模式与基于情景推演与网络图技术的应急处置模式做了比较分析,分析结果证明,基于情景推演与网络图技术的应急处置可有效节省时间45小时40分钟,这对于分秒必争的应急处置工作意义非常重大.     

Comparative Thermodynamic Investigation of the Bi–GaSb System

Results of the thermodynamic investigations in the Bi–GaSb system are presented in this paper. Thermodynamic characteristics experimentally determined by Oelsen's calorimetric method were compared with values predicted by different thermodynamic predicting methods (general solution model, Kohler, Muggianu, Toop, Hillert) at the temperature of 1073 K. Also, based on the obtained cooling curves and microstructure analysis of the investigated samples by optical microscopy, phase diagram of the Bi–GaSb system was investigated and compared with literature data. This revised version was published online in July 2006 with corrections to the Cover Date.     

Hotelling’s T charts with variable sample size and control limit

The ideas of variable sampling interval (VSI), variable sample size (VSS), variable sample size and sampling interval (VSSI), and variable parameters (VP) in the univariate case have been successfully applied to the multivariate case to improve the efficiency of Hotelling’s T² chart with fixed sampling rate (FSR) in detecting small process shifts. However, the main disadvantage in using most of these control schemes is an increasing in the complexity due to the adaptive changes in sampling intervals. In this paper, retaining the lengths of sampling intervals constant, a variable sample size and control limit (VSSC) T² chart is proposed and described. The statistical efficiency of the VSSC T² chart in terms of the average time to signal a shift in process mean vector is compared with that of the VP, VSSI, VSS, VSI, and FSR T² charts. From the results of comparison, it shows that the VSSC T² chart for a (very) small shift in the process mean vector gives a better performance than the VSSI, VSS, VSI, and FSR T² charts; meanwhile, it presents a similar performance to the VP T² chart. Furthermore, from the viewpoint of practicability, it is more convenient for administrating the control chart than the VSI, VSSI, and VP T² chart. Thus, it may provide a good option for quick response to small shifts in a multivariate process.     

基于尺度赋权方差的有偏总体EWMA均值控制图

基于尺度赋权方差法给出总体分布有偏并假定总体分布未知情况下休哈特均值控制图的控制限.基于此研究结果,将其推广到EWMA均值控制图,给出总体分布有偏并假定总体分布未知情况下EWMA均值控制图的控制界限,并以质量特性值服从对数正态分布为例,给出EWMA均值控制图的控制效果的模拟分析.     

声源作圆周运动时的多普勒效应

利用自制装置演示了声源作圆周运动的多普勒效应，并应用图谱分析软件得到频率分布图。     

软岩巷道开巷初期围岩变形灰色模型预测的研究

应用灰色系统理论对软岩巷道开巷初期围岩变形进行了预测，通过实例说明用GM（1，1）模型和双向差分模型预测巷道的围岩变形都是简单可行的。对GM（1，1）模型进行了改进，建立了具有较小原点误差的改进的GM（1，1）的模型，并且给出了双向差分模型，GM（1，1）模型与其改进模型对软巷道围岩变形预测结果的比较，为灰色系统理论用于软岩巷道开巷初始围岩及支扩变形预测的实践进行了新的探讨，它将在软岩工程未来行为的预测方面起着重要的参考作用。     

Comparative Thermodynamic Analysis of the Bi-Ga0.1Sb0.9 Section in the Bi-Ga-Sb System

Results of the comparative thermodynamic analysis of the Bi-Ga_0.1Sb_0.9 section in theBi-Ga-Sb system are given in this paper. Experimental calorimetric investigations were done according to Oelsen's method, while for the thermodynamic prediction Chou's general solution model was applied. Activities, activity coefficients, partial molar quantities for bismuth and integral molar quantities were obtained at a temperature of 1073 K. Based on obtained cooling curves, DTA and SEM results for the investigated samples, phase diagram of the investigated section is constructed and presented in this paper, too. This revised version was published online in July 2006 with corrections to the Cover Date.     

Monitoring change point for diffusion parameter based on discretely observed sample from stochastic differential equation models

Stochastic differential equation (SDE) models are useful in describing complex dynamical systems in science and engineering. In this study, we consider a monitoring procedure for an early detection of dispersion parameter change in SDE models. The proposed scheme provides a useful diagnostic analysis for phase I retrospective study and develops a flexible and effective control chart for phase II prospective monitoring. A standardized control chart is constructed, and a bootstrap method is used to estimate the mean and variance of the monitoring statistic. The control limit is obtained as an upper percentile of the maximum value of a standard Wiener process. The proposed procedure appears to have a manageable computational complexity for online implementation and also to be effective in detecting changes. We also investigate the performance of the exponentially weighted mean squared control charts for the continuous SDE processes. A simulation method is used to study the empirical sizes and the average run length characteristics of the proposed scheme, which also demonstrates the effectiveness of our method. Finally, we provide an empirical example for illustration. Copyright © 2014 John Wiley & Sons, Ltd.     

Simulation of correlated Poisson variables

Generating correlated Poisson random variables is fundamental in many applications in the management and engineering fields, and in many others where multivariate count data arise. Multivariate Poisson data are often approximately simulated by either independent univariate Poisson or multivariate Normal data, whose implementation is provided by the most common statistical software packages such as R . However, such simulated data are often not satisfactory. Alternatively, methods for simulating multivariate Poisson data can be used, but they are adversely affected by limitations ranging from computational complexity to restrictions on the correlation matrix, which dramatically reduce their practical applicability. In this work, we propose a new method that is highly accurate and computationally efficient and can be usefully employed even by non‐expert users in generating correlated Poisson data (and, more generally, any discrete variable), with assigned marginal distributions and correlation matrix. Copyright © 2014 John Wiley & Sons, Ltd.