Traditional structural reliability analysis methods adopt precise probabilities to quantify uncertainties and they are suitable for systems with sufficient statistical data.However,the problem of insufficient data is ...Traditional structural reliability analysis methods adopt precise probabilities to quantify uncertainties and they are suitable for systems with sufficient statistical data.However,the problem of insufficient data is often encountered in practical engineering.Thus,structural reliability analysis methods under insufficient data have caught more and more attentions in recent years and a lot of nonprobabilistic reliability analysis methods are put forward to deal with the problem of insufficient data.Non-probabilistic structural reliability analysis methods based on fuzzy set,Dempster-Shafer theory,interval analysis and other theories have got a lot of achievements both in theoretical and practical aspects and they have been successfully applied in structural reliability analysis of largescale complex systems with small samples and few statistical data.In addition to non-probabilistic structural reliability analysis methods,structural reliability analysis based on imprecise probability theory is a new method proposed in recent years.Study on structural reliability analysis using imprecise probability theory is still at the start stage,thus the generalization of imprecise structural reliability model is very important.In this paper,the imprecise probability was developed as an effective way to handle uncertainties,the detailed procedures of imprecise structural reliability analysis was introduced,and several specific imprecise structural reliability models which are most effective for engineering systems were given.At last,an engineering example of a cantilever beam was given to illustrate the effectiveness of the method emphasized here.By comparing with interval structural reliability analysis,the result obtained from imprecise structural reliability model is a little conservative than the one resulted from interval structural reliability analysis for imprecise structural reliability analysis model considers that the probability of each value is taken from an interval.展开更多
Although wind power ramp events(WPREs)are relatively scarce,they can inevitably deteriorate the stability of power system operation and bring risks to the trading of electricity market.In this paper,an imprecise condi...Although wind power ramp events(WPREs)are relatively scarce,they can inevitably deteriorate the stability of power system operation and bring risks to the trading of electricity market.In this paper,an imprecise conditional probability estimation method for WPREs is proposed based on the Bayesian network(BN)theory.The method uses the maximum weight spanning tree(MWST)and greedy search(GS)to build a BN that has the highest fitting degree with the observed data.Meanwhile,an extended imprecise Dirichlet model(IDM)is developed to estimate the parameters of the BN,which quantificationally reflect the ambiguous dependencies among the random ramp event and various meteorological variables.The BN is then applied to predict the interval probability of each possible ramp state under the given meteorological conditions,which is expected to cover the target probability at a specified confidence level.The proposed method can quantify the uncertainty of the probabilistic ramp event estimation.Meanwhile,by using the extracted dependencies and Bayesian rules,the method can simplify the conditional probability estimation and perform reliable prediction even with scarce samples.Test results on a real wind farm with three-year operation data illustrate the effectiveness of the proposed method.展开更多
We present a new nonparametric predictive inference(NPI)method using a power-normal model for accelerated life testing(ALT).Combined with the accelerating link function and imprecise probability theory,the proposed me...We present a new nonparametric predictive inference(NPI)method using a power-normal model for accelerated life testing(ALT).Combined with the accelerating link function and imprecise probability theory,the proposed method is a feasible way to predict the life of the product using ALT failure data.To validate the method,we run a series of simulations and conduct accelerated life tests with real products.The NPI lower and upper survival functions show the robustness of our method for life prediction.This is a continuous research,and some progresses have been made by updating the link function between different stress levels.We also explain how to renew and apply our model.Moreover,discussions have been made about the performance.展开更多
In traditional Bayesian software reliability models, it was assume that all probabilities are precise. In practical applications the parameters of the probability distributions are often under uncertainty due to stron...In traditional Bayesian software reliability models, it was assume that all probabilities are precise. In practical applications the parameters of the probability distributions are often under uncertainty due to strong dependence on subjective information of experts＇ judgments on sparse statistical data. In this paper, a quasi-Bayesian software reliability model using interval-valued probabilities to clearly quantify experts＇ prior beliefs on possible intervals of the parameters of the probability distributions is presented. The model integrates experts＇ judgments with statistical data to obtain more convincible assessments of software reliability with small samples. For some actual data sets, the presented model yields better predictions than the Jelinski-Moranda （JM） model using maximum likelihood （ML）.展开更多
The distribution-free P-box process serves as an effective quantification model for timevarying uncertainties in dynamical systems when only imprecise probabilistic information is available.However,its application to ...The distribution-free P-box process serves as an effective quantification model for timevarying uncertainties in dynamical systems when only imprecise probabilistic information is available.However,its application to nonlinear systems remains limited due to excessive computation.This work develops an efficient method for propagating distribution-free P-box processes in nonlinear dynamics.First,using the Covariance Analysis Describing Equation Technique(CADET),the dynamic problems with P-box processes are transformed into interval Ordinary Differential Equations(ODEs).These equations provide the Mean-and-Covariance(MAC)bounds of the system responses in relation to the MAC bounds of P-box-process excitations.They also separate the previously coupled P-box analysis and nonlinear-dynamic simulations into two sequential steps,including the MAC bound analysis of excitations and the MAC bounds calculation of responses by solving the interval ODEs.Afterward,a Gaussian assumption of the CADET is extended to the P-box form,i.e.,the responses are approximate parametric Gaussian P-box processes.As a result,the probability bounds of the responses are approximated by using the solutions of the interval ODEs.Moreover,the Chebyshev method is introduced and modified to efficiently solve the interval ODEs.The proposed method is validated based on test cases,including a duffing oscillator,a vehicle ride,and an engineering black-box problem of launch vehicle trajectory.Compared to the reference solutions based on the Monte Carlo method,with relative errors of less than 3%,the proposed method requires less than 0.2% calculation time.The proposed method also possesses the ability to handle complex black-box problems.展开更多
Two types of uncertainty co-exist in the theory of evidence： discord and non-specificity.From 90s, many mathematical expressions have arisen to quantify these two parts in an evidence.An important aspect of each meas...Two types of uncertainty co-exist in the theory of evidence： discord and non-specificity.From 90s, many mathematical expressions have arisen to quantify these two parts in an evidence.An important aspect of each measure presented is the verification of a coherent set of properties.About non-specificity, so far only one measure verifies an important set of those properties. Very recently, a new measure of non-specificity based on belief intervals has been presented as an alternative measure that quantifies a similar set of properties（Yang et al., 2016）. It is shown that the new measure really does not verify two of those important properties. Some errors have been found in their corresponding proofs in the original publication.展开更多
基金Joint Funds of the National Natual Foundation of China(NSAF)(No.U1330130)
文摘Traditional structural reliability analysis methods adopt precise probabilities to quantify uncertainties and they are suitable for systems with sufficient statistical data.However,the problem of insufficient data is often encountered in practical engineering.Thus,structural reliability analysis methods under insufficient data have caught more and more attentions in recent years and a lot of nonprobabilistic reliability analysis methods are put forward to deal with the problem of insufficient data.Non-probabilistic structural reliability analysis methods based on fuzzy set,Dempster-Shafer theory,interval analysis and other theories have got a lot of achievements both in theoretical and practical aspects and they have been successfully applied in structural reliability analysis of largescale complex systems with small samples and few statistical data.In addition to non-probabilistic structural reliability analysis methods,structural reliability analysis based on imprecise probability theory is a new method proposed in recent years.Study on structural reliability analysis using imprecise probability theory is still at the start stage,thus the generalization of imprecise structural reliability model is very important.In this paper,the imprecise probability was developed as an effective way to handle uncertainties,the detailed procedures of imprecise structural reliability analysis was introduced,and several specific imprecise structural reliability models which are most effective for engineering systems were given.At last,an engineering example of a cantilever beam was given to illustrate the effectiveness of the method emphasized here.By comparing with interval structural reliability analysis,the result obtained from imprecise structural reliability model is a little conservative than the one resulted from interval structural reliability analysis for imprecise structural reliability analysis model considers that the probability of each value is taken from an interval.
基金supported by the National Key R&D Program of China“Technology and Application of Wind Power/Photovoltaic Power Prediction for Promoting Renewable Energy Consumption”(No.2018YFB0904200)。
文摘Although wind power ramp events(WPREs)are relatively scarce,they can inevitably deteriorate the stability of power system operation and bring risks to the trading of electricity market.In this paper,an imprecise conditional probability estimation method for WPREs is proposed based on the Bayesian network(BN)theory.The method uses the maximum weight spanning tree(MWST)and greedy search(GS)to build a BN that has the highest fitting degree with the observed data.Meanwhile,an extended imprecise Dirichlet model(IDM)is developed to estimate the parameters of the BN,which quantificationally reflect the ambiguous dependencies among the random ramp event and various meteorological variables.The BN is then applied to predict the interval probability of each possible ramp state under the given meteorological conditions,which is expected to cover the target probability at a specified confidence level.The proposed method can quantify the uncertainty of the probabilistic ramp event estimation.Meanwhile,by using the extracted dependencies and Bayesian rules,the method can simplify the conditional probability estimation and perform reliable prediction even with scarce samples.Test results on a real wind farm with three-year operation data illustrate the effectiveness of the proposed method.
基金the National Natural Science Foundation of China(No.11272082)the China Scholarship Council State Scholarship Fund(No.201506070017)
文摘We present a new nonparametric predictive inference(NPI)method using a power-normal model for accelerated life testing(ALT).Combined with the accelerating link function and imprecise probability theory,the proposed method is a feasible way to predict the life of the product using ALT failure data.To validate the method,we run a series of simulations and conduct accelerated life tests with real products.The NPI lower and upper survival functions show the robustness of our method for life prediction.This is a continuous research,and some progresses have been made by updating the link function between different stress levels.We also explain how to renew and apply our model.Moreover,discussions have been made about the performance.
基金supported by the National High-Technology Research and Development Program of China (Grant Nos.2006AA01Z187,2007AA040605)
文摘In traditional Bayesian software reliability models, it was assume that all probabilities are precise. In practical applications the parameters of the probability distributions are often under uncertainty due to strong dependence on subjective information of experts＇ judgments on sparse statistical data. In this paper, a quasi-Bayesian software reliability model using interval-valued probabilities to clearly quantify experts＇ prior beliefs on possible intervals of the parameters of the probability distributions is presented. The model integrates experts＇ judgments with statistical data to obtain more convincible assessments of software reliability with small samples. For some actual data sets, the presented model yields better predictions than the Jelinski-Moranda （JM） model using maximum likelihood （ML）.
基金supported by the major advanced research project of Civil Aerospace from State Administration of Science,Technology and Industry of China.
文摘The distribution-free P-box process serves as an effective quantification model for timevarying uncertainties in dynamical systems when only imprecise probabilistic information is available.However,its application to nonlinear systems remains limited due to excessive computation.This work develops an efficient method for propagating distribution-free P-box processes in nonlinear dynamics.First,using the Covariance Analysis Describing Equation Technique(CADET),the dynamic problems with P-box processes are transformed into interval Ordinary Differential Equations(ODEs).These equations provide the Mean-and-Covariance(MAC)bounds of the system responses in relation to the MAC bounds of P-box-process excitations.They also separate the previously coupled P-box analysis and nonlinear-dynamic simulations into two sequential steps,including the MAC bound analysis of excitations and the MAC bounds calculation of responses by solving the interval ODEs.Afterward,a Gaussian assumption of the CADET is extended to the P-box form,i.e.,the responses are approximate parametric Gaussian P-box processes.As a result,the probability bounds of the responses are approximated by using the solutions of the interval ODEs.Moreover,the Chebyshev method is introduced and modified to efficiently solve the interval ODEs.The proposed method is validated based on test cases,including a duffing oscillator,a vehicle ride,and an engineering black-box problem of launch vehicle trajectory.Compared to the reference solutions based on the Monte Carlo method,with relative errors of less than 3%,the proposed method requires less than 0.2% calculation time.The proposed method also possesses the ability to handle complex black-box problems.
基金supported by the Spanish ‘‘Ministerio de Economíay Competitividad"by ‘‘Fondo Europeo de Desarrollo Regional"(FEDER)(No.TEC2015-69496-R)
文摘Two types of uncertainty co-exist in the theory of evidence： discord and non-specificity.From 90s, many mathematical expressions have arisen to quantify these two parts in an evidence.An important aspect of each measure presented is the verification of a coherent set of properties.About non-specificity, so far only one measure verifies an important set of those properties. Very recently, a new measure of non-specificity based on belief intervals has been presented as an alternative measure that quantifies a similar set of properties（Yang et al., 2016）. It is shown that the new measure really does not verify two of those important properties. Some errors have been found in their corresponding proofs in the original publication.
