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基于Wiener退化过程的动车组部件状态-机会维修模型分析与研究
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作者 皇甫兰兰 苏宏升 林俊亭 《铁道学报》 EI CAS CSCD 北大核心 2024年第2期36-44,共9页
针对动车组多部件存在运行维修成本高、欠维修或过维修的现象以及故障影响范围大等问题,提出一种基于Wiener退化过程的部件状态-机会维修优化模型。该模型利用Wiener过程描述部件在运行过程中的劣化程度,通过基于指数分布的随机几何过... 针对动车组多部件存在运行维修成本高、欠维修或过维修的现象以及故障影响范围大等问题,提出一种基于Wiener退化过程的部件状态-机会维修优化模型。该模型利用Wiener过程描述部件在运行过程中的劣化程度,通过基于指数分布的随机几何过程反映不完全维修后部件的劣化损伤,同时利用定期检测获取部件的实际劣化值。从随机过程和拓扑的角度,分析不同类型维修策略之间的区别与联系。结合单部件状态维修优化策略,求得各部件的最优状态阈值和维修检测周期。引入机会阈值与状态阈值的比值,结合部件退化过程与状态阈值、机会阈值之间的关系,推导部件状态、机会维修次数期望值的数学表达式,建立状态-机会维修策略模型,采用蒙特卡洛算法进行模拟,确定各部件的最佳机会阈值,达到优化维修费用率的目标。以某型号动车组牵引供电系统为例,通过仿真验证,表明采取状态-机会维修模型,可以有效减少停机次数,降低维修费用率。 展开更多
关键词 动车组 机会阈值 状态-机会维修 Wiener退化过程 随机几何过程 蒙特卡洛算法
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金融资产定价中一类几何随机过程的条件期望
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作者 胡晶文 韩琦 《数学教学研究》 2010年第2期48-48,共1页
本文主要讨论了金融资产定价过程中几何随机过程的奈件期望,并给出了具体表达式.
关键词 几何随机过程 条件期望 价格过程
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An electricity price model with consideration to load and gas price effects
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作者 黄民翔 陶小虎 韩祯祥 《Journal of Zhejiang University Science》 CSCD 2003年第6期666-671,共6页
Some characteristics of the electricity load and prices are studied, and the relationship between electricity prices and gas (fuel) prices is analyzed in this paper. Because electricity prices are strongly dependent o... Some characteristics of the electricity load and prices are studied, and the relationship between electricity prices and gas (fuel) prices is analyzed in this paper. Because electricity prices are strongly dependent on load and gas prices, the authors constructed a model for electricity prices based on the effects of these two factors; and used the Geometric Mean Reversion Brownian Motion (GMRBM) model to describe the electricity load process, and a Geometric Brownian Motion(GBM) model to describe the gas prices; deduced the price stochastic process model based on the above load model and gas price model. This paper also presents methods for parameters estimation, and proposes some methods to solve the model. 展开更多
关键词 Electricity market Stochastic process Electricity price GAS
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Capacity analysis for cognitive heterogeneous networks with ideal/non-ideal sensing 被引量:1
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作者 Tao HUANG Ying-lei TENG Meng-ting LIU Jiang LIU 《Frontiers of Information Technology & Electronic Engineering》 SCIE EI CSCD 2015年第1期1-11,共11页
Due to irregular deployment of small base stations (SBSs), the interference in cognitive heterogeneous networks (CHNs) becomes even more complex; in particular, the uncertainty of spectrum mobility aggravates the ... Due to irregular deployment of small base stations (SBSs), the interference in cognitive heterogeneous networks (CHNs) becomes even more complex; in particular, the uncertainty of spectrum mobility aggravates the interference context. In this case, how to analyze system capacity to obtain a closed-form expression becomes a crucial problem. In this paper we employ stochastic methods to formulate the capacity of CHNs and achieve a closed-form expression. By using discrete-time Markov chains (DTMCs), the spectrum mobility with respect to the arrival and departure of macro base station (MBS) users is modeled. Then an integral method is proposed to derive the interference based on stochastic geometry (SG). Also, the effect of sensing accuracy on network capacity is discussed by concerning false-alarm and miss-detection events. Simulation results are illustrated to show that the proposed capacity analysis method for CHNs can approximate the conventional sum methods without rigorous requirement for channel station information (CSI). Therefore, it turns out to be a feasible and efficient way to capture the network capacity in CHNs. 展开更多
关键词 Cognitive heterogeneous networks Markov chain Stochastic geometry Homogeneous Poisson point process (HPPP)
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