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Series System (series + system)

Distribution by Scientific Domains
Mathematics and Statistics71%

Selected Abstracts

A Robust Algorithm in Sequentially Selecting Subset Time Series Systems Using Neural Networks

JOURNAL OF TIME SERIES ANALYSIS, Issue 4 2000
J. H. W. Penm
In this paper a numerically robust lattice-ladder learning algorithm is presented that sequentially selects the best specification of a subset time series system using neural networks. We have been able to extend the relevance of multilayered neural networks and so more effectively model a greater array of time series situations. We have recognized that many connections between nodes in layers are unnecessary and can be deleted. So we have introduced inhibitor arcs, reflecting inhibitive synapses. We also allow for connections between nodes in layers which have variable strengths at different points of time by introducing additionally excitatory arcs, reflecting excitatory synapses. The resolving of both time and order updating leads to optimal synaptic weight updating and allows for optimal dynamic node creation/deletion within the extended neural network. The paper presents two applications that demonstrate the usefulness of the process. [source]

Some new results involving general standby systems

APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, Issue 5 2009
Xiaohu Li
Abstract This article presents a stochastic comparison on the total lifetime of the general standby system and a discussion of the optimal allocation of a general standby component in a series system with two independent components. Several examples are also presented to justify the main results, which provide nice generalizations of some existing conclusions in the literature. Copyright © 2009 John Wiley & Sons, Ltd. [source]

On the weak IFR aging of bivariate lifetime distributions

APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, Issue 3 2005
Maxim Finkelstein
Abstract A new notion of bivariate aging in a competitive risk framework is introduced. Aging properties of bivariate distributions are defined by aging properties of a series system with possibly dependent components. A case of exponential marginals is considered. Sufficient conditions for a weak IFR aging (weak DFR negative aging) are derived and a number of simple examples are considered. Copyright © 2005 John Wiley & Sons, Ltd. [source]

ON THE CHANGE POINT OF THE MEAN RESIDUAL LIFE OF SERIES AND PARALLEL SYSTEMS

AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS, Issue 1 2010
Yan Shen
Summary This paper considers the mean residual life in series and parallel systems with independent and identically distributed components and obtains relationships between the change points of the mean residual life of systems and that of their components. Compared with the change point for single components, should it exists, the change point for a series system occurs later. For a parallel system, however, the change point is located before that for the components, if it exists at all. Moreover, for both types of systems, the distance between the change points of the mean residual life for systems and for components increases with the number of components. These results are helpful in the determination of optimal burn-in time and related decision making in reliability analysis. [source]

Normalization in cointegrated time series systems

CANADIAN JOURNAL OF ECONOMICS, Issue 4 2009
Robert J. Rossana
Abstract A method for normalizing cointegrating vectors is proposed for cointegrated time series systems containing multiple cointegrating vectors, a method requiring that an identity matrix appear in the normalized cointegrating matrix with unit coefficients attached to the endogenous or choice variables. The preferred method causes the normalized cointegrating matrix and the adjustment matrix to be consistent with the implications of static and dynamic economic theory. Alternative normalizations generate cointegrating and adjustment matrices that do not match up well with economic theory and do not reveal the testable restrictions implied by static economic theory. On propose une méthode pour normaliser les vecteurs co-intégrants pour des systèmes de séries chronologiques co-intégrées contenant de multiples vecteurs co-intégrants. Cette méthode requiert qu'une matrice identitaire apparaisse dans la matrice co-intégrante normalisée avec des coefficients unitaires attachés aux variables endogènes et de choix. La méthode préférée assure que la matrice co-intégrante normalisée et la matrice d'ajustement soient consistantes avec les implications de la théorie économique statique et dynamique. Des normalisations de rechange engendrent des matrices qui s'arriment mal à la théorie économique et ne révèlent pas les restrictions vérifiables impliquées par la théorie statique. [source]