Presentation 2020-06-11
A Note on Uncertainty Propagation for Phase Expanded Models
Jiahao Zhang, Junjun Zheng, Hiroyuki Okamura, Tadashi Dohi,
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Abstract(in Japanese) (See Japanese page)
Abstract(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 PHdistribution estimation are discussed.
Keyword(in Japanese) (See Japanese page)
Keyword(in English) Uncertainty propagation / phase-type distribution / phase expanded model / moment-based approximation / local sensitivity analysis
Paper # R2020-3
Date of Issue 2020-06-04 (R)

Conference Information
Committee R
Conference Date 2020/6/11(1days)
Place (in Japanese) (See Japanese page)
Place (in English) Kikai-Shinko-Kaikan Bldg.
Topics (in Japanese) (See Japanese page)
Topics (in English) Reliability General
Chair Akira Asato(Fujitsu)
Vice Chair Tadashi Dohi(Hiroshima Univ.)
Secretary Tadashi Dohi(Hosei Univ.)
Assistant Hiroyuki Okamura(Hiroshima Univ.) / Shinji Yokogawa(Univ. of Electro-Comm.)

Paper Information
Registration To Technical Committee on Reliability
Language ENG
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
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.)
Date 2020-06-11
Paper # R2020-3
Volume (vol) vol.120
Number (no) R-60
Page pp.pp.13-19(R),
#Pages 7
Date of Issue 2020-06-04 (R)