Belief Reliability
for Uncertain Random Systems
Rui Kang
Center for Resilience and Safety of Critical Infrastructures School of Reliability and Systems Engineering Beihang University, Beijing, China
Belief Reliability for Uncertain Random Systems Rui Kang Center - - PowerPoint PPT Presentation
Belief Reliability for Uncertain Random Systems Rui Kang Center for Resilience and Safety of Critical Infrastructures School of Reliability and Systems Engineering Beihang University, Beijing, China A short introduction School of Reliability
Rui Kang
Center for Resilience and Safety of Critical Infrastructures School of Reliability and Systems Engineering Beihang University, Beijing, China
Education
90 undergraduates every year 150 graduate students every year 40 Phd. candidates every year 120 faculty members
Research
More than 100 scientific research and hi-tech projects every year
Engineering
Provide a large number of technical services for industry
Consultation
As a national think tank, provides policy advice to the government on reliability technology and engineering
➢ National Key Laboratory for Reliability and Environmental Engineering ➢ Department of Systems Engineering of Engineering Technology ➢ Department of System Safety and Reliability Engineering ➢ Center for Product Environment Engineering ➢ Center for Components Quality Engineering ➢ Center for Software Dependability Engineering
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Failurology
Abstract Objects Methodology
Research Background Requirements Analysis Theoretical Framework Conclusion & Future
Research Background Requirements Analysis Theoretical Framework Conclusion & Future
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Definition: Reliability refers to the ability of a component or a system to perform its required functions under stated operating conditions for a specified period of time. Four basic problems: Reliability metric, analysis, design and verification
How to describe uncertainty?
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Classification: Aleatory uncertainty & Epistemic uncertainty
Aleatory uncertainty Epistemic uncertainty
Inherent randomness
the physical world and can not be eliminated. This kind of uncertainty is also called random uncertainty. Uncertainty due to lack of knowledge. It can be reduced through scientific and engineering practices.
[1] Kiureghian, Armen Der, and O. Ditlevsen. Aleatory or epistemic? Does it matter?. Structural Safety 31.2(2009): 105-112.
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Example - Software
Users Developers Complex requirements Scheme & proposals Programmers Code
Epistemic uncertainty Epistemic uncertainty
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Probability Theory(Kolmogorov,1933)
events {𝐵𝑗}, we have Pr ⋃
𝑙=1 ∞
𝐵𝑗 = ∑
𝑙=1 ∞
Pr 𝐵𝑗 . Product Probability Theorem: For any probability space Ω𝑙, 𝑙, Pr𝑙 , 𝑙 = 1,2, … , Pr ∏
𝑙=1 ∞
𝐵𝑙 = ∏
𝑙=1 ∞
Pr𝑙 𝐵𝑙 . where 𝐵𝑙 are arbitrarily chosen events from 𝑙, 𝑙 = 1,2, …
Probability measure
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The law of large numbers
Bernoulli’s Law of Large Numbers(Bernoulli,1713)
Let 𝜈 be the occurrence times of event 𝐵 in 𝑜 independent experiments. If the probability that event 𝐵 occurs in each test is 𝑞, then for any positive number 𝜁: lim
𝑜→∞Pr | 𝜈
𝑜 − 𝑞| < 𝜁 = 1.
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At the very beginning…
the probability product rule
R.
sser (1899-1969)
System reliability is the product of the reliability of each subsystem.
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× × × ×
Failure time data Frequency Probability density function Reliability function
This method doesn’t separate aleatory and epistemic uncertainty
It is hard to indicate how to improve reliability
[1] W. Q. Meeker and L. Escobar, Statistical methods for reliability data. New York: Wiley, 1998.
Black box method: Probabilistic metric based on failure data
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A PoF model is a mathematical model that quantifies the relationship between failure time or performance and product’s features, such as material, structure, load, stress, etc. It is developed for one specific failure mechanism based on physics and chemistry theories.
White box method: Probabilistic metric based on physics of failure
◼ Physics-of-failure models (PoF models) ◼ A simple example – Archard’s model (wear life model)
𝑂 = ℎ𝑡𝐼𝐵 𝜈𝑋
𝑏𝑀𝑛
Failure time Structure Load Material Threshold
𝑂:Wearing times 𝐼:Hardness 𝜈:Dynamic friction coefficient 𝐵:Contact area of two wear surfaces 𝑋
𝑏:Contact pressure
ℎ𝑡:The max acceptable wear volume
14 Variability of the model parameters PoF model Probability density function Reliability function
𝑈𝐺 = 𝑔(𝑦1, 𝑦2, … )
[1] M. JW, Reliability physics and engineering: Time-to-failure modeling, 2nd ed. New York: Springer, 2013.
White box method: Probabilistic metric based on physics of failure
The uncertainty only comes from the variability of model parameters This method is able to measure reliability when there’s few data The results can guide design improvements
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[1] T. Aven and E. Zio, Model output uncertainty in risk assessment, Int. J. Perform. Eng., 9(5):475-486, 2013. [2] T. Bjerga, T. Aven and E. Zio, An illustration of the use of an approach for treating model uncertainties in risk assessment, Rel.
PoF model 𝑈𝐺 = 𝑔(𝑦1, 𝑦2, … ) Lack of knowledge about the product function and failure mechanism Functional principle
Reliability metric considering epistemic uncertainty
White box method: Source of epistemic uncertainty
Failure mechanism Variability of parameters Lack of knowledge about the product working conditions
Model uncertainty Parameter uncertainty
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Imprecise probabilistic reliability metric
Bayes theory — Bayesian reliability Evidence theory — Evidence reliability Interval analysis — Interval reliability
Fuzzy reliability metric
Fuzzy theory — Fuzzy reliability
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Imprecise probabilistic reliability metric
Bayes theory — Bayesian reliability Evidence theory — Evidence reliability Interval analysis — Interval reliability
Posbist reliability metric
Possibility theory — Posbist reliability
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[1] MS. Hamada, AG. Wilson, CS. Reese and HG. Martz, Bayesian Reliability, Spinger, 2008.
Imprecise probabilistic metric: Bayesian reliability
◼ Theoretical basis – Bayes theorem
𝒒 𝜾|𝒛 = 𝒈 𝒛|𝜾 𝒒 𝜾 𝒏 𝒛 Likelihood Function Prior Distribution Function (Subjective Information) Posterior Distribution Function Sampling density function
◼ How to consider EU?
Our knowledge on the failure process is reflected in the different forms of prior distribution.
19 𝑔
𝑈(𝑢|𝜾): pdf of failure
time T 𝑞(𝜾): prior distribution
𝒖 : some failure time data
+ +
𝜄𝒋
—— posterior
𝑞(𝜾|𝑢): posterior distribution of 𝜾 𝑆 𝑢 =
𝑢 ∞ 𝑔 𝑈 𝜊|𝜾 𝑒𝜊
𝑢 𝑆𝑛(𝑢)
Use the median reliability 𝑆𝑛 𝑢 as the reliability index
[1] MS. Hamada, AG. Wilson, CS. Reese and HG. Martz, Bayesian Reliability, Spinger, 2008.
Imprecise probabilistic metric: Bayesian reliability
◼ Method to obtain reliability
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Imprecise probabilistic metric: Evidence reliability
◼ Theoretical basis – Evidence theory
𝐶𝑓𝑚:measures the evidence that supports 𝐵 𝑄𝑚 :measures the evidence that refutes 𝐵
Fig. . Belief and Plausibility
𝐶𝑓𝑚(𝐵) ≤ 𝑄(𝐵) ≤ 𝑄𝑚(𝐵)
◼ How to consider EU?
[1] G. Shafer, A mathematical theory of evidence, Princeton: Princeton University Press, 1976.
Experts may set basic probability assignment (BPA) to different values of the model parameters based on experience or similar product information, reflecting the belief degree of the corresponding values.
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[1] ZP. Mourelatos and J. Zhou, A design optimization method using evidence theory, Journal of Mechanical Design, 2006, 128(4): 901-908.
Construct a performance model 𝑧 = (𝑦1, 𝑦2, … ) Identify the failure region {𝑧 < 𝑧𝑢ℎ} Event 𝐵: system is working Define the frame of discernment and assign BPAs to possible values of parameters Calculate probability interval 𝐶𝑓𝑚 𝐵 , 𝑄𝑚(𝐵)
Θ = { 𝟑, 𝟓 × [𝟑, 𝟓]} 𝑦1 Intervals BPA 𝑦2 Intervals BPA [2.0, 2.5] 0.0478 [2.0, 2.5] 0.0478 [2.5, 3.0] 0.4522 [2.5, 3.0] 0.4522 [3.0, 3.5] 0.4522 [3.0, 3.5] 0.4522 [3.5, 4.0] 0.0478 [3.5, 4.0] 0.0478
For example, 𝑧 represents output voltage and 𝑧 = 𝑦1, 𝑦2 = Τ 𝑦1
2𝑦2 20
Let 𝑧𝑢ℎ = 1𝑊, then 𝐵 ={y ≥ 1𝑊} denotes working state 0.5 ≤ 𝑄(𝐵) ≤ 0.976
Imprecise probabilistic metric: Evidence reliability
◼ Method to obtain reliability
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Imprecise probabilistic metric: Interval reliability
◼ Theoretical basis – Interval analysis
Input parameter 𝑦𝑀 ≤ 𝑦 ≤ 𝑦𝑉 Model 𝑧 = 𝑔(𝑦) Model output 𝑧𝑀 ≤ 𝑧 ≤ 𝑧𝑉 Interval algorithm or optimization algorithm
◼ How to consider EU?
[1] RE. Moore, Methods and applications of interval analysis. Philadelphia: Siam, 1979.
The expert may give the upper and lower bounds of the model parameters based
the given interval. The width of the interval reflects the degree of epistemic uncertainty.
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Imprecise probabilistic metric: Interval reliability
◼ Method to obtain reliability
Construct a performance model 𝑧 = 𝑔(𝑦1, 𝑦2, … ) The upper and lower bounds of distributions are given by experts 𝜈𝑗𝑀, 𝜈𝑗𝑉 , 𝜏𝑗𝑀, 𝜏𝑗𝑉 , …
+
𝒛 ) 𝐺
𝑍(𝑧
Construct a p-box of 𝑧 Algorithm: Cartesian product method[1] Optimization method[2] 𝑞 = 𝑄 𝑧 ≤ 𝑧𝑢ℎ = 𝐺𝑍(𝑧𝑢ℎ) Then we have 𝒒𝑴, 𝒒𝑽 and 𝑺𝑴, 𝑺𝑽
[1] DR. Karanki, HS. Kushwaha, AK. Verma et al. , Uncertainty analysis based on probability bounds (P-Box) approach in probabilistic safety assessment, Risk Analysis, 2009, 29(5): 662-675. [2] H. Zhang, RL. Mullen, RL. Muhanna, Interval Monte Carlo methods for structural reliability, Structural Safety, 2010, 32(3): 183-190.
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Shortages of Imprecise probabilistic metric
◼ Interval extension problem
Example
Consider a series system composed of 30 components. Suppose that the reliability interval for each component is 0.9,1 . Then, the system’s reliability metric will be 0.930, 130 = [0.04,1] ,which is obviously too wide to provide any valuable information in practical applications.
···
30 Independent Components
◼ Disconnection between macro and micro
The metrics doesn’t show the relationship between reliability and product design
limited.
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Imprecise probabilistic reliability metric
Bayes theory — Bayesian reliability Evidence theory — Evidence reliability Interval analysis — Interval reliability Fuzzy set theory — Fuzzy interval reliability
Posbist reliability metric
Possibility theory — Posbist reliability
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[1] L.A. Zadeh, Fuzzy sets, Information and Control, 1965, 8: 338-353.
Possibility theory(Zadeh,1978)
In possibility theory, the possibility measure 𝛲 satisfies three axioms:
𝛲 𝛭1 ∪ 𝛭2 = max(𝛲 𝛭1 , 𝛲(𝛭2))
Posbist reliability metric
◼ Theoretical basis – Possibility theory
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Fuzzy reliability metric
Mathematical measure System state
PRObability measure POSsibility measure BInary STate FUzzy STate Probist reliability Profust reliability Posbist reliability Posfust reliability
[1] Kaiyuan Cai, Introduction to fuzzy reliability, Spinger, 1991.
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Posbist reliability metric
◼ Basic assumption
System failure behavior can be characterized under possibility
The system demonstrates only two crisp states: functioning or failed
◼ Definition
Posbist Reliability(Cai , 1991)
Suppose the system failure time 𝑈 is a fuzzy variable. Then the posbist reliability at time 𝑢 is defined as the possibility measure that 𝑈 is greater than 𝑢: 𝑆 𝑢 = 𝛲 𝑈 ≥ 𝑢
[1] Kaiyuan Cai, Introduction to fuzzy reliability, Spinger, 1991.
◼ How to consider EU?
The failure time is modeled as a fuzzy variable, and the possibility distribution of failure time describes the epistemic uncertainty.
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[1] Rui Kang, Qingyuan Zhang, Zhiguo Zeng, Enrico Zio, Xiaoyang Li. “Measuring reliability under epistemic uncertainty: Review on non-probabilistic reliability metrics ”. Chinese Journal of Aeronautics 29(3):571-579, 2016.
Example
Consider two exclusive events: 𝛭1 ={The system is working},𝛭2 ={The system fails}. Obviously, the universal set Γ = 𝛭1, 𝛭2 . Then, we have the posbist reliability and posbist unreliability to be 𝑆𝑞𝑝𝑡 = 𝛲 𝛭1 and𝑆𝑞𝑝𝑡 = 𝛲 𝛭2 . According to Axiom 2 and Axiom 3, it can be proved that: 𝜬 𝜟 = 𝜬 𝜧𝟐 ∪ 𝜧𝟑 = 𝐧𝐛𝐲 𝜬 𝜧𝟐 , 𝜬 𝜧𝟑 = 𝐧𝐛𝐲 𝑺𝒒𝒑𝒕, 𝑺𝒒𝒑𝒕 = 𝟐 Therefore, if 𝑆𝑞𝑝𝑡 = 0.8, then 𝑆𝑞𝑝𝑡 = 1, and if 𝑆𝑞𝑝𝑡 = 0.8, then 𝑆𝑞𝑝𝑡 = 1. This result is counterintuitive.
Shortages of posbist reliability metric
◼ Non-duality
Research Background Requirements Analysis Theoretical Framework Conclusion & Future
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[1] Rui Kang, Qingyuan Zhang, Zhiguo Zeng, Enrico Zio, Xiaoyang Li. “Measuring reliability under epistemic uncertainty: Review on non-probabilistic reliability metrics ”. Chinese Journal of Aeronautics 29(3):571-579, 2016.
Normality
A reliability metric must satisfy the normality principle, i.e., the sum of measurement of all states should be equal to 1. Specially, reliability plus unreliability must be 1. This is mathematically consistent, also logically consistent. It can avoid the bug of fuzzy reliability.
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[1] Rui Kang, Qingyuan Zhang, Zhiguo Zeng, Enrico Zio, Xiaoyang Li. “Measuring reliability under epistemic uncertainty: Review on non-probabilistic reliability metrics ”. Chinese Journal of Aeronautics 29(3):571-579, 2016.
Slow decrease
A reliability metric should be able to be used not only for the reliability evaluation of components and simple systems, but also for that of complex
interval-based method, i.e., it should be able to compensate the conservatism in the component level.
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[1] Rui Kang, Qingyuan Zhang, Zhiguo Zeng, Enrico Zio, Xiaoyang Li. “Measuring reliability under epistemic uncertainty: Review on non-probabilistic reliability metrics ”. Chinese Journal of Aeronautics 29(3):571-579, 2016.
Multiscale analysis
A reliability metric must enable multiscale
product
system design elements can be established through multiscale analysis. This can provide more feedback on improving product or system reliability and avoids the embarrassment in statistical methods because statistical methods only give the results but don't know why.
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[1] Rui Kang, Qingyuan Zhang, Zhiguo Zeng, Enrico Zio, Xiaoyang Li. “Measuring reliability under epistemic uncertainty: Review on non-probabilistic reliability metrics ”. Chinese Journal of Aeronautics 29(3):571-579, 2016.
Uncertain information fusion
A reliability metric should be able to support the uncertain information fusion. The reliability information is available early in the design phase of a product. At this time, the degree of epistemic uncertainty is very high. As the design process advances, epistemic uncertainty will gradually decrease with a relative increase
aleatory
integrate these different information.
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Theoretical Completeness
R1: Normality R2: Slow decrease
Engineering Practicability
R3: Multiscale analysis R4: Information fusion
Research Background Requirements Analysis Theoretical Framework Conclusion & Future
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Theoretical basis: Uncertainty theory
Uncertainty Theory(Liu,2007)
In uncertainty theory, the uncertainty measure ℳ satisfies the following 4 axioms:
ℳ ⋃
𝑙=1 ∞
𝛭𝑗 ≤ ∑
𝑙=1 ∞
ℳ 𝛭𝑗 .
𝑙, ℒ𝑙, ℳ𝑙 , 𝑙 = 1,2, … ,
ℳ ∏
𝑙=1 ∞
𝛭𝑙 = ⋀
𝑙=1 ∞
ℳ𝑙 𝛭𝑙 . where 𝛭𝑙 are arbitrarily chosen events from ℒ𝑙, 𝑙 = 1,2, …
[1] Baoding Liu. Uncertainty theory., Spinger-Verlag, 2007.
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Chance theory
Chance theory(Liu, 2013)
Chance theory defines chance measure Ch, which can be regarded as a mixture of probability measure and uncertainty measure. Let 𝛥, ℒ, ℳ ) × (𝛻, , Pr be a chance space, and 𝛪 ∈ ℒ × is an event over this space. Then, the chance measure of 𝛪 is defined to be: Ch{𝛪} = න
1
Pr {𝜕 ∈ 𝛻|ℳ{𝛿 ∈ 𝛥|(𝛿, 𝜕) ∈ 𝛻} ≥ 𝑦}𝑒𝑦
[1] Yuhan Liu. Uncertain random variables: a mixture of uncertainty and randomness. Soft Computing, 4(17): 625-634, 2013.
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Chance measure(Liu, 2013)
Let 𝛥, ℒ, ℳ ) × (𝛻, , Pr be a chance space, and 𝛪 ∈ ℒ × is an event over this space. Then, the chance measure of 𝛪 is defined to be: Ch{𝛪} = න
1
Pr {𝜕 ∈ 𝛻|ℳ{𝛿 ∈ 𝛥|(𝛿, 𝜕) ∈ 𝛻} ≥ 𝑦}𝑒𝑦
[1] Yuhan Liu. Uncertain random variables: a mixture of uncertainty and randomness. Soft Computing, 4(17): 625-634, 2013.
Theorem
Let 𝛥, ℒ, ℳ ) × (𝛻, , Pr be a chance space, then for any Λ ∈ ℒ and A ∈ :
} Ch{𝛭 × 𝐵} = ℳ{𝛭} × Pr{𝐵 .
Especially we have Ch{∅} = 0, Ch{𝛥 × 𝛻} = 1. ℳ{Θ𝜜}
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Definition(Uncertain random variable)
An uncertain random variable is a function 𝜊 from a chance space 𝛥, ℒ, ℳ ) × (𝛻, , Pr to the set of real numbers such that 𝜊 ∈ 𝐶 is an event in ℒ × for any Borel set 𝐶 of real numbers.
𝛥 × 𝛻 ℜ ) 𝜊(𝛿, 𝜕
variable if ) 𝜊(𝛿, 𝜕 does not vary with 𝛿.
variable if ) 𝜊(𝛿, 𝜕 does not vary with 𝜕.
Basic concepts and theorems
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Definition(Chance distribution)
Let 𝜊 be an uncertain random variable, then its chance distribution is defined by } 𝛸(𝑦) = Ch{𝜊 ≤ 𝑦 for any 𝑦 ∈ ℜ. It can also degenerate to either probability or uncertainty distribution.
Definition(Expected value and variance)
Let 𝜊 be an uncertain random variable, then its expected value is defined by 𝐹 𝜊 = න
+∞
Ch 𝜊 ≥ 𝑦 𝑒𝑦 − න
−∞
Ch 𝜊 ≤ 𝑦 𝑒𝑦 , provided that at least one of the two integrals is finite. Suppose 𝜊 has an finite expected value 𝑓, the variance of 𝜊 is defined as ] 𝑊[𝜊] = 𝐹[ 𝜊 − 𝑓 2 .
Basic concepts and theorems
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Real systems are usually uncertain random systems!
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Random components Uncertain components
Definition: The system composed of uncertain and random components
Their reliability can be described by uncertainty theory.
sufficient failure data. Their reliability should be modeled by probability theory.
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FW1 GTM1 CSW1 SW1 SAN1K SLB1
AS11J1
OTV OTV OTV
Site I
SVC11
AM111 AM112
AS11JNs1J
DM111 DM112
ST11
Servers On-demand access
AM11Nm1 DS11J2 DS11J1 AS1KJ1 AM1K1 AM1K2
AS1KJNsKJ
DM1K1 DM1K2
AM1KNmK
DS1KJ2 DS1KJ1
Cluster 1 Cluster K Storage
FW2 CSW2 SW2 SAN21
AS21J1 AM211 AM212
AS21JNs1J
DM212
ST21
AM21NAm
1DS21J2 DS21J1 AS2KJ1 AM2k1 AM2k2
AS2KJNsKJ
DM2K1 DM2K2
AM2kNAm
kDS2KJ2 DS2KJ1
Cluster 1 Cluster K
DM211
Site II
SVC2K GTM2 SLB2
AS1111 AS111Ns11 DS1112 DS1111 AS1K11
AS1K1NsK1
DS1K12 DS1K11 AS2111 AS211Ns11 DS2112 DS2111 AS2K11
AS2K1NsK1
DS2K12 DS2K11
Sub-Cluster 1 Sub-Cluster J Sub-Cluster 1 Sub-Cluster J Sub-Cluster 1 Sub-Cluster 1 Sub-Cluster J Sub-Cluster J
ST12 ST22 SAN11 SAN2K SVC1K SVC21
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Parameter Setting - Certain Parameters
Parameters Setting Function of Protocol and Routing Rules FPR According to the construction Number of Clusters and Sub-Clusters K, J Number of Subtasks YkA1, YkA1, YkD Number of VMs for Each Physical Machine NVM Number of Active Redundancy for Each Node NR Number of Hot Standby for Each Node NHS
Parameters Related to the Design of CDC
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Parameters Setting Uncertainty Working Probability pr Evaluated through monitoring data Aleatory Uncertainty Distribution Parameter of Processing Time λs Buffer Size Q Estimated by experts Epistemic Uncertainty Recovery Time Δtr Distribution Parameter of Arrival Time λak Evaluated through monitoring data Aleatory Uncertainty Parameters Related to the Operation and Maintenance of CDC
Parameter Setting - Uncertain Parameters
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Definition(Belief reliability)
Let a system state variable 𝜊 be an uncertain random variable, and Ξ be the feasible domain of the system state. Then the belief reliability is defined as the chance that the system state is within the feasible domain, i.e.,
𝑆𝐶 = 𝐷ℎ 𝜊 ∈ 𝛰
[1] Qingyuan Zhang, Rui Kang, Meilin Wen. Belief reliability for uncertain random systems. IEEE Transactions on Fuzzy Systems, 2018. (Online)
behavior (function or failure behavior), and the feasible domain Ξ is a reflection of failure criteria.
belief reliability is a function of 𝑢, called belief reliability function 𝑆𝐶 𝑢 .
Remark 1:𝝄 and 𝚶
degenerate to a random variable, and the belief reliability becomes 𝑆𝐶
𝑄 = Pr 𝜊 ∈ 𝛰
degenerate to an uncertain variable, and the belief reliability becomes 𝑆𝐶
𝑉 = ℳ 𝜊 ∈ 𝛰
Remark 2:Two special cases
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Connotation 1: The state variable represents failure time
Example(Belief reliability based on failure time)
The system state variable can represent system failure time 𝑈 which describes system failure behaviors. Therefore, the system belief reliability at 𝑢 can be obtained by letting the feasible domain of 𝑈 to be Ξ = 𝑢, +∞ , i.e.,
𝑆𝐶 𝑢 = Ch 𝑈 > 𝑢 .
Two Special cases If the system is mainly affected by AU, the failure time will be modeled as a random variable 𝑈 𝑄 , and we have 𝑆𝐶(𝑢) = 𝑆𝐶
𝑄 (𝑢) = Pr 𝑈 𝑄 > 𝑢 .
If the system is mainly affected by EU, the failure time will be modeled as an uncertain variable 𝑈 𝑉 , and we have 𝑆𝐶(𝑢) = 𝑆𝐶
𝑉 (𝑢) = ℳ 𝑈 𝑉 > 𝑢 .
[1] Qingyuan Zhang, Rui Kang, Meilin Wen. Belief reliability for uncertain random systems. IEEE Transactions on Fuzzy Systems, 2018. (Online)
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Connotation 2: The state variable represents performance margin
Example(Belief reliability based on performance margin)
The system state variable can represent the performance margin 𝑛 which describes system function behaviors. Let the feasible domain of 𝑛 be Ξ = (0, +∞), and the system belief reliability can be written as:
𝑆𝐶 = Ch 𝑛 > 0 .
If we consider the degradation process of 𝑛, then the belief reliability function is
𝑆𝐶 𝑢 = Ch 𝑛 𝑢 > 0 . 𝑛 𝑢
Uncertain random process
𝑈 = 𝑢0 = inf 𝑢 ≥ 0|𝑛(𝑢) = 0 𝑆𝐶 𝑢 = Ch 𝑛(𝑢) > 0 = Ch 𝑢0 > 𝑢 = Ch 𝑈 > 𝑢
Failure time is just the first hitting time of uncertain random process
[1] Qingyuan Zhang, Rui Kang, Meilin Wen. Belief reliability for uncertain random systems. IEEE Transactions on Fuzzy Systems, 2018. (Online)
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Connotation 3: The state variable represents function level
Example(Belief reliability based on function level)
The system state variable can represent the function level 𝐻 which describes both system function and failure behaviors, then it can measure the reliability of multi-state systems. Assume the system has 𝑙 different function levels with a lowest acceptable level of 𝐻 = 𝑡. Let the feasible domain to be Ξ = 𝑡, 𝑡 + 1, ⋯ , 𝑙 , then the system belief reliability is
𝑆𝐶 = 𝐷ℎ 𝐻 ∈ 𝑡, 𝑡 + 1, ⋯ , 𝑙 .
Special case If the system has only two function levels, namely, complete failure with 𝐻 = 0 and perfectly function with 𝐻 = 1, then the belief reliability will be
𝑆𝐶 = 𝐷ℎ 𝐻 = 1 .
[1] Qingyuan Zhang, Rui Kang, Meilin Wen. Belief reliability for uncertain random systems. IEEE Transactions on Fuzzy Systems, 2018. (Online)
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Belief reliability Failure time Function level Performance margin
Chance theory Big data Spare data Model uncertainty Parameter uncertainty Boolean system Multi-state system Probability theory Uncertainty theory
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[1] Qingyuan Zhang, Rui Kang, Meilin Wen. Belief reliability for uncertain random systems. IEEE Transactions on Fuzzy Systems, 2018. (Online)
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Definition(Belief reliability distribution)
Assume that a system state variable 𝜊 is an uncertain random variable, then the chance distribution of 𝜊, i.e., } 𝛸(𝑦) = Ch{𝜊 ≤ 𝑦 is defined as the belief reliability distribution.
Belief reliability distribution
If the state variable represents the system failure time, the BRD will be the chance distribution of 𝑈 , denoted as Φ(𝑢). It can degenerate to either probability or uncertainty distribution. If the state variable represents the system performance margin, the RBD will be the chance distribution of 𝑛, denoted as Φ(𝑦). It can degenerate to either probability
uncertainty distribution.
55
Belief reliable life
Definition(Belief reliable life)
Assume the system failure time 𝑈 is an uncertain random variable with a belief reliability function 𝑆𝐶 𝑢 . Let 𝛽 be a real number from (0,1). The system belief reliable life 𝑈(𝛽) is defined as 𝑈 𝛽 = sup 𝑢 𝑆𝐶 𝑢 ≥ 𝛽 .
𝛽 𝑈(𝛽) 𝑢 𝑆𝐶 𝑢
56
Mean time to failure (MTTF)
Definition(Mean time to failure)
Assume the system failure time 𝑈 is an uncertain random variable with a belief reliability function 𝑆𝐶 𝑢 . The mean time to failure (MTTF) is defined as MTTF = 𝐹[𝑈] = න
∞
Ch{𝑈 > 𝑢}𝑒𝑢 = න
∞
𝑆𝐶(𝑢)𝑒𝑢 .
Theorem
Let 𝑆𝐶 𝑢 be a continuous and strictly decreasing function with respect to 𝑢 at which 0 < 𝑆𝐶 𝑢 < 𝑆𝐶 0 ≤ 1 and lim
𝑢→+∞ 𝑆𝐶 𝑢 = 0. Then we have
MTTF = න
1
𝑈(𝛽)𝑒𝛽 .
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Belief life variance (BLV)
Definition(Belief life variance)
Assume the system failure time 𝑈 is an uncertain random variable and the mean time to failure is MTTF. The belief life variance (BLV) is defined as BLV = 𝑊 𝑈 = 𝐹 𝑈 − 𝑁𝑈𝑈𝐺 2 .
Theorem
Let the belief reliability function be 𝑆𝐶 𝑢 , then the BLV can be calculated by 𝐶𝑀𝑊 = න
∞
𝑆𝐶(MTTF + 𝑢) + 1 − 𝑆𝐶 MTTF − 𝑢 𝑒𝑢.
58
59
Minimal cut set theorem
Consider a coherent uncertain system comprising 𝑜 independent components with belief reliabilities 𝑆𝐶,𝑗
𝑉 𝑢 , 𝑗 = 1,2, … , 𝑜. If the system
contains 𝑛 minimal cut sets 𝐷1, 𝐷2, ⋯ , 𝐷𝑛, then the system belief reliability is
𝑆𝐶,𝑇(𝑢) = ሥ
1≤𝑗≤𝑛
ሧ
𝑘∈𝐷𝑗
𝑆𝐶,𝑘
𝑉
Minimal cut set theorem for uncertain system
Its belief reliability can be calculated using minimal cut set theorem
[1] Zhiguo Zeng, Rui Kang, Meilin Wen, Enrico Zio. Uncertainty theory as a basis for belief reliability. Information Sciences, 429: 26-36, 2018.
60
Some examples
[1] Zhiguo Zeng, Rui Kang, Meilin Wen, Enrico Zio. Uncertainty theory as a basis for belief reliability. Information Sciences, 429: 26-36, 2018.
1 2 n
…
An uncertain series system has 𝑜 minimal cut sets, i.e., 𝐷1 = 1 , 𝐷2 = 2 , ⋯ , 𝐷𝑜 = 𝑜 . Then the belief reliability is 𝑆𝐶,𝑇 = min
1≤𝑗≤𝑜max 𝑘∈𝐷𝑗 𝑆𝐶,𝑘 = min 1≤𝑗≤𝑜𝑆𝐶,𝑗
1 2 n
…
An uncertain parallel system only has 1 minimal cut sets, i.e., 𝐷1 = 1,2, … 𝑜 . Then the belief reliability is 𝑆𝐶,𝑇 = max
1≤𝑗≤𝑜𝑆𝐶,𝑗
1 2 n
…
k/n
An uncertain k-out-of-n system has 𝐷𝑜
𝑜−𝑙+1 minimal cut
sets and each set contains 𝑜 − 𝑙 + 1 components arbitrary chosen from the 𝑜 components. Assume 𝑆𝐶,1 ≥ 𝑆𝐶,2 ≥ ⋯ ≥ 𝑆𝐶,𝑜, then belief reliability is 𝑆𝐶,𝑇 = 𝑆𝐶,𝑙
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Uncertain fault tree analysis
Algorithm: BR analysis based on fault tree
𝑆𝐶,𝑝𝑣𝑢 = ሥ
1≤𝑗≤𝑜
𝑆𝐶,𝑗𝑜,𝑗 , for 𝑏𝑜 𝑃𝑆 𝑏𝑢𝑓 ሧ
1≤𝑗≤𝑜
𝑆𝐶,𝑗𝑜,𝑗 , for 𝑏𝑜 𝐵𝑂𝐸 𝑏𝑢𝑓
[1] Zhiguo Zeng, Rui Kang, Meilin Wen, Enrico Zio. Uncertainty theory as a basis for belief reliability. Information Sciences, 429: 26-36, 2018.
The algorithm is an application of the minimal cut set theorem
62
An example: BR analysis of the left leading edge flap of F-18
Flight control computer A Flight control computer B Hydraulic servo actuator A Hydraulic servo actuator B LLEF RLEF Left asymmetry control unit Right asymmetry control unit CH1 CH2 CH3 CH4
Fig.
[1] Zhiguo Zeng, Rui Kang, Meilin Wen, Enrico Zio. Uncertainty theory as a basis for belief reliability. Information Sciences, 429: 26-36, 2018.
63
An example: BR analysis of the left leading edge flap of F-18
Fig.
[1] Zhiguo Zeng, Rui Kang, Meilin Wen, Enrico Zio. Uncertainty theory as a basis for belief reliability. Information Sciences, 429: 26-36, 2018.
1 - HSA-A fail 3 - LLEF fail 8 - FCC-A fail 2 - Left asymmetry control unit fail 4~7 - CH 1~4 fail 9 - FCC-B fail The system belief reliability is: 𝑆𝐶,𝑇 = 𝑆𝐶,1 ∧ 𝑆𝐶,2 ∧ 𝑆𝐶,3 ∧ 𝑆𝐶,5 ∧ 𝑆𝐶,8 ∨ 𝑆𝐶,6 ∧ 𝑆𝐶,9 ∧ (𝑆𝐶,4 ∨ 𝑆𝐶,5 ∨ 𝑆𝐶,6 ∨ 𝑆𝐶,7)
64
65
Simple systems Complex systems
Random components Uncertain components Random subsystem Uncertain subsystem
66
Theorem (Simple system formula)
Assume an uncertain random system is simplified to be composed of a random subsystem with belief reliability 𝑆𝐶,𝑆
𝑄 (𝑢) and an uncertain subsystem with
belief reliability 𝑆𝐶,𝑉
𝑉 (𝑢). If the two subsystems are connected in series, the system
belief reliability will be
𝑆𝐶,𝑇 𝑢 = 𝑆𝐶,𝑆
𝑄 (𝑢) ∙ 𝑆𝐶,𝑉 𝑉 (𝑢).
If the two subsystems are connected in parallel, the system belief reliability will be
𝑆𝐶,𝑇 𝑢 = 1 − 1 − 𝑆𝐶,𝑆
𝑄
𝑢 ⋅ 1 − 𝑆𝐶,𝑉
𝑉 𝑢
.
67
Some examples
1 m ···
Series system Parallel series system
1 n ··· 1 m ··· 1 n ··· 𝑆𝐶,𝑆
𝑄 (𝑢)
𝑆𝐶,𝑉
𝑉 (𝑢)
𝑆𝐶,𝑆
𝑄 (𝑢)
𝑆𝐶,𝑉
𝑉 (𝑢)
68
Some examples
Parallel system Series parallel system
𝑆𝐶,𝑆
𝑄 (𝑢)
𝑆𝐶,𝑉
𝑉 (𝑢)
1 m ··· 1 n ··· 1 m ··· 1 n ··· 𝑆𝐶,𝑆
𝑄 (𝑢)
𝑆𝐶,𝑉
𝑉 (𝑢)
69
Theorem (Complex system formula, Wen & Kang, 2016)
Assume an uncertain random system is a Boolean system. The system has a structure function 𝑔 and contains random components with belief reliabilities 𝑆𝐶,𝑗
𝑄 𝑢 , 𝑗 = 1,2, ⋯ , 𝑛 and uncertain components
with belief reliabilities 𝑆𝐶,𝑘
𝑉 𝑢 , 𝑘 = 1,2, ⋯ , 𝑜. Then the belief reliability of the system is
where
R B ; S ( t ) = X ( y 1 ; ¢ ¢ ¢ ; y m ) 2 f ; 1 g m à m Y i = 1 ¹ i ( y i ; t ) ! ¢ Z ( y 1 ; y 2 ; ¢ ¢ ¢ ; y m ; t ) ; R B ; S ( t ) = X ( y 1 ; ¢ ¢ ¢ ; y m ) 2 f ; 1 g m à m Y i = 1 ¹ i ( y i ; t ) ! ¢ Z ( y 1 ; y 2 ; ¢ ¢ ¢ ; y m ; t ) ; Z ( y 1 ; y 2 ; ¢ ¢ ¢ ; y m ; t ) = 8 > < > : s u p f ( y 1 ; ¢ ¢ ¢ ; y m ; z 1 ; ¢ ¢ ¢ ; z n ( t ) ) = 1 m i n 1 · j · n º j ( z j ; t ) ; i f s u p f ( y 1 ; ¢ ¢ ¢ ; y m ; z 1 ; ¢ ¢ ¢ ; z n ) = 1 m i n 1 · j · n º j ( z j ; t ) < : 5 ; 1 ¡ s u p f ( y 1 ; ¢ ¢ ¢ ; y m ; z 1 ; ¢ ¢ ¢ ; z n ) = m i n 1 · j · n º j ( z j ; t ) ; i f s u p f ( y 1 ; ¢ ¢ ¢ ; y m ; z 1 ; ¢ ¢ ¢ ; z n ) = 1 m i n 1 · j · n º j ( z j ; t ) ¸ : 5 ;ºj(zj;t) = ( R (U )
B ; i(t);
i fzj = 1; 1 ¡ R (U )
B ; i(t); i
fzj = 0; (j = 1;2;¢¢¢;n):
70
4 3 5 7 6 1 2
No. Components type Failure time distribution
1,3,4,5 Random ) 𝐹𝑦𝑞(𝜇 = 10−3ℎ−1 2 Uncertain ) 𝑀(500ℎ, 3000ℎ 6,7 Uncertain ) 𝑀(700ℎ, 2700ℎ
T able le. . Failure time distribution of components
Figur ure.
function
71
72
Performance margin model
Model uncertainty Parameter uncertainty
The model may not precisely describe the function behavior, thus we need to add an uncertain random variable to quantify epistemic uncertainty. Parameters in the model may be uncertain because
inherent variability and the uncertainty of real working conditions. Thus they are modeled as uncertain random variables.
) 𝑛 = (𝑦1(𝜃1), 𝑦2(𝜃2), ⋯ , 𝑦𝑜(𝜃𝑜) ) 𝑛 = (𝑦1, 𝑦2, ⋯ , 𝑦𝑜, 𝐹
) 𝑛 = (𝑦1, 𝑦2, ⋯ , 𝑦𝑜
73
Performance margin model
Model uncertainty Parameter uncertainty
The model may not precisely describe the function behavior, thus we need to add an uncertain random variable to quantify epistemic uncertainty. Parameters in the model may be uncertain because
inherent variability and the uncertainty of real working conditions. Thus they are modeled as uncertain random variables.
) 𝑛 = (𝑦1(𝜃1), 𝑦2(𝜃2), ⋯ , 𝑦𝑜(𝜃𝑜) ) 𝑛 = (𝑦1, 𝑦2, ⋯ , 𝑦𝑜, 𝐹
) 𝑛 = (𝑦1, 𝑦2, ⋯ , 𝑦𝑜
74
Performance margin
Definition(Performance margin)
Assume the critical performance parameter of a system or a component is 𝑞 , and its failure threshold is 𝑞𝑢ℎ, i.e., the system or the component will fail when 𝑞 > 𝑞𝑢ℎ. Then the performance margin is defined as:
𝑛 = 𝑞𝑢ℎ − 𝑞 Remark:
will be several cases:
[1] Qingyuan Zhang, Rui Kang, Meilin Wen, Tianpei Zu. A performance-margin-based belief reliability model considering parameter
75
Case 1: 𝑞 and 𝑞𝑢ℎ are both uncertain variables
Theorem 1
Suppose the system critical performance parameter 𝑞 and its associated failure threshold 𝑞𝑢ℎ are both uncertain variables, and their uncertainty distributions are 𝛸 𝑦 and 𝛺 𝑦 , respectively. Then the system belief reliability will be:
𝑆𝐶 = sup
𝑧∈ℜ
𝛸(𝑧) ∧ 1 − 𝛺(𝑧 . A special case
If 𝑞𝑢ℎ is a constant, then the belief reliability will be:𝑆𝐶 = 𝛸 𝑞𝑢ℎ .
[1] Qingyuan Zhang, Rui Kang, Meilin Wen, Tianpei Zu. A performance-margin-based belief reliability model considering parameter
76
Case 2: 𝑞 is random and 𝑞𝑢ℎ is uncertain
Theorem 2
Suppose the system critical performance parameter 𝑞 is a random variable with a probability distribution 𝛸 𝑦 , and the failure threshold 𝑞𝑢ℎ is an uncertain variable with an uncertainty distribution 𝛺 𝑦 . Then the system belief reliability is: 𝑆𝐶 = න
−∞ +∞
) 1 − 𝛺 𝑧 𝑒𝛸(𝑧
Case 3: 𝑞 is uncertain and 𝑞𝑢ℎ is random
Theorem 3
Suppose the system critical performance parameter 𝑞 is an uncertain variable with an uncertainty distribution 𝛸 𝑦 , and the failure threshold 𝑞𝑢ℎ is a random variable with a probability distribution 𝛺 𝑦 . Then the system belief reliability is: 𝑆𝐶 = න
−∞ +∞
) 𝛸 𝑧 𝑒𝛺(𝑧
77
Case study: Belief reliability analysis of a contact recording head
Input parameters Value or distribution Input parameters Value or distribution Specific wear amounts 𝑙𝑡 2.55 × 10−20 ( Τ 𝑛2 𝑂) Sliding width 𝐶 ) 0.015(𝑛 Running-in coefficient 𝑏 0.39 Contact area 𝐵 10−8(𝑛2) Standard sliding distance 𝑀𝑡 ) 1000(𝑛 Head width 𝑐 10−4(𝑛) Total sliding distance 𝑀 3.6 × 106(𝑛) Contact load 𝑋 ) 𝑋~𝒪(𝜈 = 0.7, 𝜏 = 0.03)(𝑛𝑂
The uncertainty distribution of 𝑊:𝑊~𝒪(𝜈𝑊 = 1.8606, 𝜏𝑊 = 0.07974)(10−17𝑛3) The uncertainty distribution of 𝑊
𝑢ℎ is estimated to be:𝑊 𝑢ℎ~ℒ(𝑏 = 2, 𝑐 = 2.5)(10−17𝑛3)
𝑆𝐶 = sup
𝑦∈ℜ
൯ 𝛸𝑊(𝑦) ∧ (1 − 𝛸𝑊𝑢ℎ(𝑦) = 0.97078
78
Performance margin model
Model uncertainty Parameter uncertainty
The model may not precisely describe the function behavior, thus we need to add an uncertain random variable to quantify epistemic uncertainty. Parameters in the model may be uncertain because
inherent variability and the uncertainty of real working conditions. Thus they are modeled as uncertain random variables.
) 𝑛 = (𝑦1(𝜃1), 𝑦2(𝜃2), ⋯ , 𝑦𝑜(𝜃𝑜) ) 𝑛 = (𝑦1, 𝑦2, ⋯ , 𝑦𝑜, 𝐹
) 𝑛 = (𝑦1, 𝑦2, ⋯ , 𝑦𝑜
Research Background Requirements Analysis Theoretical Framework Conclusion & Future
80
Belief reliability Failure time Function level Performance margin
Chance theory Big data Spare data Model uncertainty Parameter uncertainty Boolean system Multi-state system Probability theory Uncertainty theory
81 [1] Qingyuan Zhang, Rui Kang, Meilin Wen. Belief reliability for uncertain random systems. IEEE Transactions on Fuzzy Systems, 2018. (Q1, IF:8.415) (Online) [2] Zhiguo Zeng, Rui Kang, Meilin Wen, Enrico Zio. Uncertainty theory as a basis for belief reliability. Information Sciences, 429: 26-36, 2018. (Q1, IF:4.305) [3] Meilin Wen, Tianpei Zu, Miaomiao Guo, Rui Kang, Yi Yang. Optimization of spare parts varieties based on stochastic DEA model. IEEE Access, 2018. (Q1, IF:3.557) (Online) [4] Tianpei Zu, Rui Kang, Meilin Wen, Qingyuan Zhang. Belief Reliability Distribution Based on Maximum Entropy Principle . IEEE Access, 6(1): 1577-1582, 2017. (Q1, IF:3.557) [5] Zhiguo Zeng, Rui Kang, Meilin Wen, Enrico Zio. A model-based reliability metric considering aleatory and epistemic uncertainty. IEEE Access, 5: 15505-15515, 2017. (Q1, IF:3.557) [6] Qingyuan Zhang, Zhiguo Zeng, Enrico Zio, Rui Kang. Probability box as a tool to model and control the epistemic uncertainty in multiple dependent competing failure processes. Applied Soft Computing, 2017, 56: 570-579. (Q1, IF:3.907) [7] Meilin Wen, Qiao Han, Yi Yang, Rui Kang, Uncertain Optimization Model for Multi-echelon Spare Parts Supply System, Applied Soft Computing, 2017, 56:646-654. (Q1, IF:3.907)
Journal papers
82
[8] Tianpei Zu, Meilin Wen, Rui Kang. An optimal evaluating method for uncertainty metrics in reliability based on uncertain data envelopment analysis. Microelectronics Reliability, 2017, 75: 283-287. [9] Qingyuan Zhang, Rui Kang, Meilin Wen. A new method of level-2 uncertainty analysis in risk assessment based
[10] Rui Kang, Qingyuan Zhang, Zhiguo Zeng, Enrico Zio, Xiaoyang Li. Measuring reliability under epistemic uncertainty: A review on non-probabilistic reliability metrics. Chinese Journal of Aeronautics. 2016, 29(3): 571-579. [11] Meilin Wen, Rui Kang, Reliability analysis in uncertain random system. Fuzzy Optimization and Decision
[12] Zhiguo Zeng, Meilin Wen, Rui Kang. Belief reliability: a new metrics for products’ reliability. Fuzzy Optimization and Decision Making. 2013, 12(1): 15-27. [13] Xiaoyang Li, Jipeng Wu, Le Liu, Meilin Wen, Rui Kang. Modeling accelerated degradation data based on the uncertain process. IEEE Transactions on Fuzzy Systems, 2018. (Under Review) [14] Tianpei Zu, Rui Kang, Meilin Wen. Modeling epistemic uncertainty by technology readiness levels. Reliability Engineering and System Safety, 2018. (Under Review)
Journal papers
83
Failurology
Abstract Objects Methodology
kangrui@buaa.edu.cn