Paper Abstract and Keywords |
Presentation |
2020-06-11 14:50
A Note on Uncertainty Propagation for Phase Expanded Models Jiahao Zhang (Hiroshima Univ.), Junjun Zheng (Ritsumeikan Univ.), Hiroyuki Okamura, Tadashi Dohi (Hiroshima Univ.) R2020-3 |
Abstract |
(in Japanese) |
(See Japanese page) |
(in English) |
Uncertainty propagation is to investigate the effect of errors in model input parameters on the system output measure in probability models. Moment-based approximation method is to estimate the uncertainty propagation by using the parametric sensitivities. In this paper, we consider the moment-based uncertainty evaluation of the phase expanded model, where the non-exponential distributions are approximated by the phase-type (PH) distributions with high accuracy. In particular, two evaluation approaches according to the different means of PH
distribution estimation are discussed. |
Keyword |
(in Japanese) |
(See Japanese page) |
(in English) |
Uncertainty propagation / phase-type distribution / phase expanded model / moment-based approximation / local sensitivity analysis / / / |
Reference Info. |
IEICE Tech. Rep., vol. 120, no. 60, R2020-3, pp. 13-19, June 2020. |
Paper # |
R2020-3 |
Date of Issue |
2020-06-04 (R) |
ISSN |
Online edition: ISSN 2432-6380 |
Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) |
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R2020-3 |
Conference Information |
Committee |
R |
Conference Date |
2020-06-11 - 2020-06-11 |
Place (in Japanese) |
(See Japanese page) |
Place (in English) |
Online |
Topics (in Japanese) |
(See Japanese page) |
Topics (in English) |
Reliability General |
Paper Information |
Registration To |
R |
Conference Code |
2020-06-R |
Language |
English |
Title (in Japanese) |
(See Japanese page) |
Sub Title (in Japanese) |
(See Japanese page) |
Title (in English) |
A Note on Uncertainty Propagation for Phase Expanded Models |
Sub Title (in English) |
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Keyword(1) |
Uncertainty propagation |
Keyword(2) |
phase-type distribution |
Keyword(3) |
phase expanded model |
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moment-based approximation |
Keyword(5) |
local sensitivity analysis |
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Keyword(7) |
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1st Author's Name |
Jiahao Zhang |
1st Author's Affiliation |
Hiroshima University (Hiroshima Univ.) |
2nd Author's Name |
Junjun Zheng |
2nd Author's Affiliation |
Ritsumeikan University (Ritsumeikan Univ.) |
3rd Author's Name |
Hiroyuki Okamura |
3rd Author's Affiliation |
Hiroshima University (Hiroshima Univ.) |
4th Author's Name |
Tadashi Dohi |
4th Author's Affiliation |
Hiroshima University (Hiroshima Univ.) |
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Speaker |
Author-1 |
Date Time |
2020-06-11 14:50:00 |
Presentation Time |
25 minutes |
Registration for |
R |
Paper # |
R2020-3 |
Volume (vol) |
vol.120 |
Number (no) |
no.60 |
Page |
pp.13-19 |
#Pages |
7 |
Date of Issue |
2020-06-04 (R) |
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