355 resultados para Weibull


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Proper maintenance of plant items is crucial for the safe and profitable operation of process plants, The relevant maintenance policies fall into the following four categories: (i) preventivejopportunistic/breakdown replacement policies, (ii) inspection/inspection-repair-replacernent policies, (iii) restorative maintenance policies, and (iv) condition based maintenance policies, For correlating failure times of component equipnent and complete systems, the Weibull failure distribution has been used, A new powerful method, SEQLIM, has been proposed for the estimation of the Weibull parameters; particularly, when maintenance records contain very few failures and many successful operation times. When a system consists of a number of replaceable, ageing components, an opporturistic replacernent policy has been found to be cost-effective, A simple opportunistic rrodel has been developed. Inspection models with various objective functions have been investigated, It was found that, on the assumption of a negative exponential failure distribution, all models converge to the same optimal inspection interval; provided the safety components are very reliable and the demand rate is low, When deterioration becomes a contributory factor to same failures, periodic inspections, calculated from above models, are too frequent, A case of safety trip systems has been studied, A highly effective restorative maintenance policy can be developed if the performance of the equipment under this category can be related to some predictive modelling. A novel fouling model has been proposed to determine cleaning strategies of condensers, Condition-based maintenance policies have been investigated. A simple gauge has been designed for condition monitoring of relief valve springs. A typical case of an exothermic inert gas generation plant has been studied, to demonstrate how various policies can be applied to devise overall maintenance actions.

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Our understanding of early spatial vision owes much to contrast masking and summation paradigms. In particular, the deep region of facilitation at low mask contrasts is thought to indicate a rapidly accelerating contrast transducer (eg a square-law or greater). In experiment 1, we tapped an early stage of this process by measuring monocular and binocular thresholds for patches of 1 cycle deg-1 sine-wave grating. Threshold ratios were around 1.7, implying a nearly linear transducer with an exponent around 1.3. With this form of transducer, two previous models (Legge, 1984 Vision Research 24 385 - 394; Meese et al, 2004 Perception 33 Supplement, 41) failed to fit the monocular, binocular, and dichoptic masking functions measured in experiment 2. However, a new model with two-stages of divisive gain control fits the data very well. Stage 1 incorporates nearly linear monocular transducers (to account for the high level of binocular summation and slight dichoptic facilitation), and monocular and interocular suppression (to fit the profound 42 Oral presentations: Spatial vision Thursday dichoptic masking). Stage 2 incorporates steeply accelerating transduction (to fit the deep regions of monocular and binocular facilitation), and binocular summation and suppression (to fit the monocular and binocular masking). With all model parameters fixed from the discrimination thresholds, we examined the slopes of the psychometric functions. The monocular and binocular slopes were steep (Weibull ߘ3-4) at very low mask contrasts and shallow (ߘ1.2) at all higher contrasts, as predicted by all three models. The dichoptic slopes were steep (ߘ3-4) at very low contrasts, and very steep (ß>5.5) at high contrasts (confirming Meese et al, loco cit.). A crucial new result was that intermediate dichoptic mask contrasts produced shallow slopes (ߘ2). Only the two-stage model predicted the observed pattern of slope variation, so providing good empirical support for a two-stage process of binocular contrast transduction. [Supported by EPSRC GR/S74515/01]

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Contrast sensitivity is better with two eyes than one. The standard view is that thresholds are about 1.4 (v2) times better with two eyes, and that this arises from monocular responses that, near threshold, are proportional to the square of contrast, followed by binocular summation of the two monocular signals. However, estimates of the threshold ratio in the literature vary from about 1.2 to 1.9, and many early studies had methodological weaknesses. We collected extensive new data, and applied a general model of binocular summation to interpret the threshold ratio. We used horizontal gratings (0.25 - 4 cycles deg-1) flickering sinusoidally (1 - 16 Hz), presented to one or both eyes through frame-alternating ferroelectric goggles with negligible cross-talk, and used a 2AFC staircase method to estimate contrast thresholds and psychometric slopes. Four naive observers completed 20 000 trials each, and their mean threshold ratios were 1.63, 1.69, 1.71, 1.81 - grand mean 1.71 - well above the classical v2. Mean ratios tended to be slightly lower (~1.60) at low spatial or high temporal frequencies. We modelled contrast detection very simply by assuming a single binocular mechanism whose response is proportional to (Lm + Rm) p, followed by fixed additive noise, where L,R are contrasts in the left and right eyes, and m, p are constants. Contrast-gain-control effects were assumed to be negligible near threshold. On this model the threshold ratio is 2(?1/m), implying that m=1.3 on average, while the Weibull psychometric slope (median 3.28) equals 1.247mp, yielding p=2.0. Together, the model and data suggest that, at low contrasts across a wide spatiotemporal frequency range, monocular pathways are nearly linear in their contrast response (m close to 1), while a strongly accelerating nonlinearity (p=2, a 'soft threshold') occurs after binocular summation. [Supported by EPSRC project grant GR/S74515/01]

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In experiments reported elsewhere at this conference, we have revealed two striking results concerning binocular interactions in a masking paradigm. First, at low mask contrasts, a dichoptic masking grating produces a small facilitatory effect on the detection of a similar test grating. Second, the psychometric slope for dichoptic masking starts high (Weibull ß~4) at detection threshold, becomes low (ß~1.2) in the facilitatory region, and then unusually steep at high mask contrasts (ß~5.5). Neither of these results is consistent with Legge's (1984 Vision Research 24 385 - 394) model of binocular summation, but they are predicted by a two-stage gain control model in which interocular suppression precedes binocular summation. Here, we pose a further challenge for this model by using a 'twin-mask' paradigm (cf Foley, 1994 Journal of the Optical Society of America A 11 1710 - 1719). In 2AFC experiments, observers detected a patch of grating (1 cycle deg-1, 200 ms) presented to one eye in the presence of a pedestal in the same eye and a spatially identical mask in the other eye. The pedestal and mask contrasts varied independently, producing a two-dimensional masking space in which the orthogonal axes (10X10 contrasts) represent conventional dichoptic and monocular masking. The resulting surface (100 thresholds) confirmed and extended the observations above, and fixed the six parameters in the model, which fitted the data well. With no adjustment of parameters, the model described performance in a further experiment where mask and test were presented to both eyes. Moreover, in both model and data, binocular summation was greater than a factor of v2 at detection threshold. We conclude that this two-stage nonlinear model, with interocular suppression, gives a good account of early binocular processes in the perception of contrast. [Supported by EPSRC Grant Reference: GR/S74515/01]

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The literature relating to haze formation, methods of separation, coalescence mechanisms, and models by which droplets <100 μm are collected, coalesced and transferred, have been reviewed with particular reference to particulate bed coalescers. The separation of secondary oil-water dispersions was studied experimentally using packed beds of monosized glass ballotini particles. The variables investigated were superficial velocity, bed depth, particle size, and the phase ratio and drop size distribution of inlet secondary dispersion. A modified pump loop was used to generate secondary dispersions of toluene or Clairsol 350 in water with phase ratios between 0.5-6.0 v/v%.Inlet drop size distributions were determined using a Malvern Particle Size Analyser;effluent, coalesced droplets were sized by photography. Single phase flow pressure drop data were correlated by means of a Carman-Kozeny type equation. Correlations were obtained relating single and two phase pressure drops, as (ΔP2/μc)/ΔP1/μd) = kp Ua Lb dcc dpd Cine A flow equation was derived to correlate the two phase pressure drop data as, ΔP2/(ρcU2) = 8.64*107 [dc/D]-0.27 [L/D]0.71 [dp/D]-0.17 [NRe]1.5 [e1]-0.14 [Cin]0.26  In a comparison between functions to characterise the inlet drop size distributions a modification of the Weibull function provided the best fit of experimental data. The general mean drop diameter was correlated by: q_p q_p p_q /β      Γ ((q-3/β) +1) d qp = d fr  .α        Γ ((P-3/β +1 The measured and predicted mean inlet drop diameters agreed within ±15%. Secondary dispersion separation depends largely upon drop capture within a bed. A theoretical analysis of drop capture mechanisms in this work indicated that indirect interception and London-van der Waal's mechanisms predominate. Mathematical models of dispersed phase concentration m the bed were developed by considering drop motion to be analogous to molecular diffusion.The number of possible channels in a bed was predicted from a model in which the pores comprised randomly-interconnected passage-ways between adjacent packing elements and axial flow occured in cylinders on an equilateral triangular pitch. An expression was derived for length of service channels in a queuing system leading to the prediction of filter coefficients. The insight provided into the mechanisms of drop collection and travel, and the correlations of operating parameters, should assist design of industrial particulate bed coalescers.

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The slope of the two-interval, forced-choice psychometric function (e.g. the Weibull parameter, ß) provides valuable information about the relationship between contrast sensitivity and signal strength. However, little is known about how or whether ß varies with stimulus parameters such as spatiotemporal frequency and stimulus size and shape. A second unresolved issue concerns the best way to estimate the slope of the psychometric function. For example, if an observer is non-stationary (e.g. their threshold drifts between experimental sessions), ß will be underestimated if curve fitting is performed after collapsing the data across experimental sessions. We measured psychometric functions for 2 experienced observers for 14 different spatiotemporal configurations of pulsed or flickering grating patches and bars on each of 8 days. We found ß ˜ 3 to be fairly constant across almost all conditions, consistent with a fixed nonlinear contrast transducer and/or a constant level of intrinsic stimulus uncertainty (e.g. a square law transducer and a low level of intrinsic uncertainty). Our analysis showed that estimating a single ß from results averaged over several experimental sessions was slightly more accurate than averaging multiple estimates from several experimental sessions. However, the small levels of non-stationarity (SD ˜ 0.8 dB) meant that the difference between the estimates was, in practice, negligible.

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In the area of stress-strength models there has been a large amount of work as regards estimation of the reliability R = Pr(X2 < X1 ) when X1 and X2 are independent random variables belonging to the same univariate family of distributions. The algebraic form for R = Pr(X2 < X1 ) has been worked out for the majority of the well-known distributions including Normal, uniform, exponential, gamma, weibull and pareto. However, there are still many other distributions for which the form of R is not known. We have identified at least some 30 distributions with no known form for R. In this paper we consider some of these distributions and derive the corresponding forms for the reliability R. The calculations involve the use of various special functions.

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2000 Mathematics Subject Classification: 60G70, 60F05.

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2000 Mathematics Subject Classification: 60G70, 60F12, 60G10.

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Extreme stock price movements are of great concern to both investors and the entire economy. For investors, a single negative return, or a combination of several smaller returns, can possible wipe out so much capital that the firm or portfolio becomes illiquid or insolvent. If enough investors experience this loss, it could shock the entire economy. An example of such a case is the stock market crash of 1987. Furthermore, there has been a lot of recent interest regarding the increasing volatility of stock prices. ^ This study presents an analysis of extreme stock price movements. The data utilized was the daily returns for the Standard and Poor's 500 index from January 3, 1978 to May 31, 2001. Research questions were analyzed using the statistical models provided by extreme value theory. One of the difficulties in examining stock price data is that there is no consensus regarding the correct shape of the distribution function generating the data. An advantage with extreme value theory is that no detailed knowledge of this distribution function is required to apply the asymptotic theory. We focus on the tail of the distribution. ^ Extreme value theory allows us to estimate a tail index, which we use to derive bounds on the returns for very low probabilities on an excess. Such information is useful in evaluating the volatility of stock prices. There are three possible limit laws for the maximum: Gumbel (thick-tailed), Fréchet (thin-tailed) or Weibull (no tail). Results indicated that extreme returns during the time period studied follow a Fréchet distribution. Thus, this study finds that extreme value analysis is a valuable tool for examining stock price movements and can be more efficient than the usual variance in measuring risk. ^

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In this thesis used four different methods in order to diagnose the precipitation extremes on Northeastern Brazil (NEB): Generalized Linear Model s via logistic regression and Poisson, extreme value theory analysis via generalized extre me value (GEV) and generalized Pareto (GPD) distributions and Vectorial Generalized Linea r Models via GEV (MVLG GEV). The logistic regression and Poisson models were used to identify the interactions between the precipitation extremes and other variables based on the odds ratios and relative risks. It was found that the outgoing longwave radiation was the indicator variable for the occurrence of extreme precipitation on eastern, northern and semi arid NEB, and the relative humidity was verified on southern NEB. The GEV and GPD distribut ions (based on the 95th percentile) showed that the location and scale parameters were presented the maximum on the eastern and northern coast NEB, the GEV verified a maximum core on western of Pernambuco influenced by weather systems and topography. The GEV and GPD shape parameter, for most regions the data fitted by Weibull negative an d Beta distributions (ξ < 0) , respectively. The levels and return periods of GEV (GPD) on north ern Maranhão (centerrn of Bahia) may occur at least an extreme precipitation event excee ding over of 160.9 mm /day (192.3 mm / day) on next 30 years. The MVLG GEV model found tha t the zonal and meridional wind components, evaporation and Atlantic and Pacific se a surface temperature boost the precipitation extremes. The GEV parameters show the following results: a) location ( ), the highest value was 88.26 ± 6.42 mm on northern Maran hão; b) scale ( σ ), most regions showed positive values, except on southern of Maranhão; an d c) shape ( ξ ), most of the selected regions were adjusted by the Weibull negative distr ibution ( ξ < 0 ). The southern Maranhão and southern Bahia have greater accuracy. The level period, it was estimated that the centern of Bahia may occur at least an extreme precipitatio n event equal to or exceeding over 571.2 mm/day on next 30 years.

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Survival models deals with the modelling of time to event data. In certain situations, a share of the population can no longer be subjected to the event occurrence. In this context, the cure fraction models emerged. Among the models that incorporate a fraction of cured one of the most known is the promotion time model. In the present study we discuss hypothesis testing in the promotion time model with Weibull distribution for the failure times of susceptible individuals. Hypothesis testing in this model may be performed based on likelihood ratio, gradient, score or Wald statistics. The critical values are obtained from asymptotic approximations, which may result in size distortions in nite sample sizes. This study proposes bootstrap corrections to the aforementioned tests and Bartlett bootstrap to the likelihood ratio statistic in Weibull promotion time model. Using Monte Carlo simulations we compared the nite sample performances of the proposed corrections in contrast with the usual tests. The numerical evidence favors the proposed corrected tests. At the end of the work an empirical application is presented.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Conventional reliability models for parallel systems are not applicable for the analysis of parallel systems with load transfer and sharing. In this short communication, firstly, the dependent failures of parallel systems are analyzed, and the reliability model of load-sharing parallel system is presented based on Miner cumulative damage theory and the full probability formula. Secondly, the parallel system reliability is calculated by Monte Carlo simulation when the component life follows the Weibull distribution. The research result shows that the proposed reliability mathematical model could analyze and evaluate the reliability of parallel systems in the presence of load transfer.

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Eolian dust is a significant source of iron and other nutrients that are essential for the health of marine ecosystems and potentially a controlling factor of the high nutrient-low chlorophyll status of the Subarctic North Pacific. We map the spatial distribution of dust input using three different geochemical tracers of eolian dust, 4He, 232Th and rare earth elements, in combination with grain size distribution data, from a set of core-top sediments covering the entire Subarctic North Pacific. Using the suite of geochemical proxies to fingerprint different lithogenic components, we deconvolve eolian dust input from other lithogenic inputs such as volcanic ash, ice-rafted debris, riverine and hemipelagic input. While the open ocean sites far away from the volcanic arcs are dominantly composed of pure eolian dust, lithogenic components other than eolian dust play a more crucial role along the arcs. In sites dominated by dust, eolian dust input appears to be characterized by a nearly uniform grain size mode at ~4 µm. Applying the 230Th-normalization technique, our proxies yield a consistent pattern of uniform dust fluxes of 1-2 g/m**2/yr across the Subarctic North Pacific. Elevated eolian dust fluxes of 2-4 g/m**2/yr characterize the westernmost region off Japan and the southern Kurile Islands south of 45° N and west of 165° E along the main pathway of the westerly winds. The core-top based dust flux reconstruction is consistent with recent estimates based on dissolved thorium isotope concentrations in seawater from the Subarctic North Pacific. The dust flux pattern compares well with state-of-the-art dust model predictions in the western and central Subarctic North Pacific, but we find that dust fluxes are higher than modeled fluxes by 0.5-1 g/m**2/yr in the northwest, northeast and eastern Subarctic North Pacific. Our results provide an important benchmark for biogeochemical models and a robust approach for downcore studies testing dust-induced iron fertilization of past changes in biological productivity in the Subarctic North Pacific.