Comparative Study of Heuristic Hybrid of Markov Chain Monte Carlo and Dynamic Programming Methodologies for Network Fault Analysis
نویسندگان
چکیده
Modeling of network-faults based time-sequence data by piecewise constant intensity function has been carried out using a heuristic approach that employs both Markov Chain Monte Carlo approach (MCMC) and Dynamic Programming algorithm (DPA) methodologies. The results for synthetic as well as for real data show that both MCMC and DPA have close agreement between predicted and actual values. Remarkable speedup (4 to 5 times) has been observed by augmentation of the heuristic method. Due to higher efficiency the proposed approach is well suited for cases with larger data sets requiring near-optimal solution.
منابع مشابه
Designing a new multi-objective fuzzy stochastic DEA model in a dynamic environment to estimate efficiency of decision making units (Case Study: An Iranian Petroleum Company)
This paper presents a new multi-objective fuzzy stochastic data envelopment analysis model (MOFS-DEA) under mean chance constraints and common weights to estimate the efficiency of decision making units for future financial periods of them. In the initial MOFS-DEA model, the outputs and inputs are characterized by random triangular fuzzy variables with normal distribution, in which ...
متن کاملSpatial count models on the number of unhealthy days in Tehran
Spatial count data is usually found in most sciences such as environmental science, meteorology, geology and medicine. Spatial generalized linear models based on poisson (poisson-lognormal spatial model) and binomial (binomial-logitnormal spatial model) distributions are often used to analyze discrete count data in which spatial correlation is observed. The likelihood function of these models i...
متن کاملRare-Event Estimation for Dynamic Fault Trees
Article describes the results of the development and using of Rare-Event Monte-Carlo Simulation Algorithms for Dynamic Fault Trees Estimation. For Fault Trees estimation usually analytical methods are used (Minimal Cut sets, Markov Chains, etc.), but for complex models with Dynamic Gates it is necessary to use Monte-Carlo simulation with combination of Importance Sampling method. Proposed artic...
متن کاملBayesian Methods in Biological Sequence Analysis
Hidden Markov models, the expectation–maximization algorithm, and the Gibbs sampler were introduced for biological sequence analysis in early 1990s. Since then the use of formal statistical models and inference procedures has revolutionized the field of computational biology. This chapter reviews the hidden Markov and related models, as well as their Bayesian inference procedures and algorithms...
متن کاملProbabilistic Safety Assessment and Management PSAM 12, June 2014, Honolulu, Hawaii Degradation Modeling and Algorithm for On-line System Health Management using Dynamic Hybrid Bayesian Network
This paper presents a new modeling method and computational algorithm for reliability inference with dynamic hybrid Bayesian network. It features a component-based algorithm and structure to represent complex engineering systems characterized by discrete functional states (including degraded states), and models of underlying physics of failure, with continuous variables. The methodology is desi...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2007