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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
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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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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)  
Keyword(1) Uncertainty propagation  
Keyword(2) phase-type distribution  
Keyword(3) phase expanded model  
Keyword(4) moment-based approximation  
Keyword(5) local sensitivity analysis  
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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
Date of Issue 2020-06-04 (R) 


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