R.GuoAn univariate DEMR modell<strong>in</strong>g on repair effects - RTA # 3-4, 2007, December - Special Issue⎧ ( δ + β ) α⎪ A0=22⎪ω + ( β + δ )⎨⎪αω⎪B0= −2⎩ ω + ( β + δ )2(21)In theory, the expressions of A0and B0willdeterm<strong>in</strong>e the particular solutionxpδt= A0es<strong>in</strong>( ωt+ ϖ )x pδ+ B et cos( ωt+ )(22)0ϖwhich will result <strong>in</strong> the general solution to Eq. (14) as−βtδtx = c1e+ A0es<strong>in</strong>( ωt+ ϖ )δ+ B et cos( ωt+ )(23)0ϖNote that for the unequal-gapped data sequence,( ) ( ) (( ) ) (X 0 = ( x 0 t 0 ( ) 0)1 , x t2, L , x ( tn)), the coupl<strong>in</strong>g (ortranslation) rule is slightly different from the equalgappeddata sequence.Table 2. Coupl<strong>in</strong>g Pr<strong>in</strong>ciple <strong>in</strong> unequal gappedGM(1,1) Model.Term Motivated DE Coupl<strong>in</strong>g REGModel FormationIntr<strong>in</strong>sic Cont<strong>in</strong>uousDiscretefeatureIndependenttVariablet kResponse ( 0x) ( t)1 st -orderDerivative2 nd -orderDerivativePrimitivefunction( 0x ) ( t k )dx (1) ( t)/dt ( 0 ) ( )x t k0 02 (1) 2d x ( t)/dt x( )( ) − x( ) ( t )x(1) () tParameter ( )DynamiclawDynamics(Solution)Filter<strong>in</strong>g(Prediction)t ktk− tk−1(1) ( ) z t kData Assimilation <strong>in</strong> Modelα, β( a,b)dxδt+β x =αe s<strong>in</strong>( ω t+ϖ)dt( 1 ) ( )δt0δt0−βt1x t = ce( t )( t )+ A e s<strong>in</strong> ω +ϖ+ B e cos ω +ϖ( 0 ) −βtx ( t)= −βce1δt+ ( A0ω+ B0δ) e cos( ω t+ϖ)δt+ ( A δ−B ω) e s<strong>in</strong>( ω t+ϖ)0 0The coupl<strong>in</strong>g regression isx(0)( tk)=kα δ tke s<strong>in</strong>( ωt+ ϖ )k −1( )( 0x )( tk) =αe ( 1s<strong>in</strong>( ω t ) )k+ϖ +β −z ( tk)δt k( 1 ) ( )kδtk0δtk0−βtk1x t = ce( tk)( t )+ A e s<strong>in</strong> ω +ϖ+ B e cos ω +ϖ( 0 ) −βt x ( t )kk = −βce1δt+ ( A0ω+ B0δ) e cos( ω tk+ϖ)δt+ ( A δ−B ω) e s<strong>in</strong>( ω t +ϖ)0 0kkwherez =z(1)( −z( )) ε ,+ β + k = 2,3,4,K,n ,(24)(1)(0)( t1)z ( t1)t1t kk( t − t )(1)(1)(0)( tk) = z ( tk−1) + z ( tk)k k −1k = 2,3,4,K,n . (25)The parameter pair ( αβ , ) is obta<strong>in</strong>ed by least-squareestimation ( , ) ( ) −1⎡e⎢⎢eX =⎢⎢⎢⎣e⎡z⎢⎢zY =⎢⎢⎢⎣zδt2δt3δtn(0)(0)(0)T T Ta b = X X X Y , wheres<strong>in</strong>( ωts<strong>in</strong>( ωtMs<strong>in</strong>( ωt( t( tM(12t n) ⎤⎥) ⎥⎥⎥) ⎥⎦12n+ ϖ )+ ϖ )+ ϖ )− z− z− z(1)(1)M(1)( t( t( t12n) ⎤⎥) ⎥,⎥⎥) ⎥⎦(26)s<strong>in</strong>ce δ and ω are given (<strong>in</strong> a manner by trials anderrors).Formally, we have a DEMR model as⎧dx⎪ + βx= αedt⎨⎪(0)⎪⎩x ( tk) = αeδtδts<strong>in</strong>( ωt+ ϖ )s<strong>in</strong>( ωt+ ϖ ) + β4. Fuzzy repair effect structure(1)( − z ( t ))k+ ε .k(27)In standard regression modell<strong>in</strong>g exercises, it is oftento assume that the error terms εi, i= 1,2, L , n arerandom with zero mean and constant variance, i.e.,2E ε = 0 and VAR [ ε ] =σ , i= 1,2, L , n. It is[ ]iitypically assum<strong>in</strong>g a normal distribution with zero2mean and constant variance, i.e., ( 0, )N σ .Furthermore, as we po<strong>in</strong>ted out that a grey differentialequation model is a motivated differential equationmotivated regression, which takes the form translatedfrom the motivated differential equation, as shown <strong>in</strong>Table 1 for GM(1,1) case. However, we should befully aware that translation back and forward betweenthe motivated differential equation and the coupl<strong>in</strong>g- 92 -
R.GuoAn univariate DEMR modell<strong>in</strong>g on repair effects - RTA # 3-4, 2007, December - Special Issueregression will br<strong>in</strong>g <strong>in</strong> new error which is different2from the random sampl<strong>in</strong>g error ( 0, )N σ . The errorsbrought <strong>in</strong> come from the steps of the usage of0 1 1difference x k = x k −x k −1to replace the( )( )derivative ( dx dt ) t = k( )( )accumulated partial sum( )( )and the usage of the average( )( )( 1 )( )z t to replace the1primitive function x tkdur<strong>in</strong>g the translationbetween the motivated differential equation and thecoupl<strong>in</strong>g regression.Our simulation studies have shown that the coupl<strong>in</strong>g<strong>in</strong>troducederror is dependent upon the grids size ∆ , orequivalent to the total number of approximation N.The simulation evidences have shown that the largerthe number of approximat<strong>in</strong>g grid, or equivalently, thesmaller the approximat<strong>in</strong>g grid, the coupl<strong>in</strong>gtranslation error is smaller. However, the coupl<strong>in</strong>gtranslation error and the approximat<strong>in</strong>g grid do nothold a determ<strong>in</strong>istic functional relation. What we cansee is the functional relation has a certa<strong>in</strong> degree ofbelong<strong>in</strong>gness. In other words, the coupl<strong>in</strong>gtranslation process <strong>in</strong>duces a fuzzy error term, denotedas ς with a membership function.We perform a simulation study of the error occurrencecos π 2 byfrequencies of approximat<strong>in</strong>g ( )( s<strong>in</strong> ( π 2) − s<strong>in</strong> ( π 2 +∆x)) ∆ x.frequencyerror's frequency Chart0.60.40.20-1 -0.5 -0.2 0 0.5 1errorFigure 1. Error occurrence frequencyTherefore, <strong>in</strong> general the error terms of a differentialequation motivated regression model (i.e., greydifferential equation <strong>in</strong> current grey theory literature)is fuzzy because the vague nature of the erroroccurrences.As a standard exercise, the fuzzy error componentmay be assumed as triangular fuzzy variable with amembership functionkei⎧s+ o if − o ≤ s < 0⎪⎪o⎪o− s if 0 ≤ s ≤ oµe( s)= ⎨(28)⎪ o⎪⎪0otherwise⎩which has a fuzzy mean zero.However, <strong>in</strong> the modell<strong>in</strong>g of system function<strong>in</strong>gtimes, we further note that the repair will reset thesystem dynamic rule so that the repair impact may beunderstood as a fuzzy variable hav<strong>in</strong>g a triangularmembership⎧ z − a⎪if a ≤ z < bb − a⎪c− zµr( z)= ⎨if b ≤ z < c (29)⎪c− b⎪0otherwise⎪⎩The fuzzy mean of the fuzzy repair effect is thus1Eµ( r)= ( a + 2b+ c), (30)4which provides a repair effect structure. Therefore, the“composite” fuzzy “error” term appear<strong>in</strong>g <strong>in</strong> thedifferential equation motivated regression formodell<strong>in</strong>g a system function time will beζi= e + r ,iii = 2,3,K,n , (31)with a triangular membership function, i.e.,⎧w− a + ϖ⎪if a −ϖ≤ w < bb − a + ϖ⎪c+ ϖ − wµ ζ ( w)= ⎨if b ≤ w < c + ϖ (32)⎪ c + ϖ − b⎪0otherwise⎪⎩because the sum of two triangular fuzzy variables isstill a triangular fuzzy variable. The total errorξ = ζ + ε = r + e ) + ε , i = 2,3,K,n , (33)iii(i i iwhich is a sequence of random fuzzy variablesbecause the summation nature of a random fuzzyvariable and a fuzzy variable accord<strong>in</strong>g to Liu [5].Now, we reach a po<strong>in</strong>t that the random fuzzy variableconcept is <strong>in</strong>volved and therefore it is necessary to- 93 -
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ISSN 1932-2321RELIABILITY:Theory &
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e‐journal “Reliability: Theory&
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e‐journal “Reliability: Theory&
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A.Blokus-Roszkowska Analysis of com
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A.Blokus-Roszkowska Analysis of com
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R. Bri Stochastic ageing models - e
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R. Bri Stochastic ageing models - e
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R. Bri Stochastic ageing models - e
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R. Bri Stochastic ageing models - e
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T.BudnyTwo various approaches to VT
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T.BudnyTwo various approaches to VT
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T.BudnyTwo various approaches to VT
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J.Duarte, C.Soares Optimisation of
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J.Duarte, C.Soares Optimisation of
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J.Duarte, C.Soares Optimisation of
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J.Soszyska, P.Dziula, M.Jurdziski,
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A. Kudzys Transformed conditional p
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A. Kudzys Transformed conditional p
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A. Kudzys Transformed conditional p
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B. Kwiatuszewska-Sarnecka On asympt
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B. Kwiatuszewska-Sarnecka On asympt
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B. Kwiatuszewska-Sarnecka On asympt
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B. Kwiatuszewska-Sarnecka On asympt
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B. Kwiatuszewska-Sarnecka On asympt
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U. Rakowsky Fundamentals of the Dem
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U. Rakowsky Fundamentals of the Dem
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J. Soszyska Systems reliability ana
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J. Soszyska Systems reliability ana
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J. Soszyska Systems reliability ana
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J. Soszyska Systems reliability ana
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J. Soszyska Systems reliability ana
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D. Vali Reliability of complex syst
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D. Vali Reliability of complex syst
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D. Vali Reliability of complex syst
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D. Vali Reliability of complex syst
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E. Zio Soft computing methods appli
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E.Zio, P.Baraldi, I.Popescu Optimiz
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NOTES