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Forum: Reliability & Maintainability Questions and Answers

Topic: Reliability & Maintainability Questions and Answers

Topic Posted by: Reliability & Maintainability Forum ( )
Organization: System Reliability Center
Date Posted: Mon Aug 31 12:47:36 US/Eastern 1998

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Posted by: Sadat (sadath@nortelnetworks )
Organization:Nortel Networks
Date posted: Wed Apr 14 16:23:25 US/Eastern 2004
Subject: Error Bars on System Downtime Prediction
I am hoping that someone can help me. I am performing some Markov modeling to derive system downtime. I am supposed to derive error bars on my downtime predictions. I want to know how I can derive these error bars. Do they come from sensitivity analysis by varying for example the in service fault detection parameter in my availability model? I am looking at a system which is composed of many susbsystems that each require Markov modeling. How do I calculate the error bars for total system downtime which is the sum of all subsystems? I'm assuming things like fault detection (varying it from 80 to 95%), Switch over success probability etc.


Subject: Error Bars
Reply Posted by: Joe Dzekevich
Date Posted: Wed Apr 21 12:51:56 US/Eastern 2004
Sadath...I'm with you. If you are doing what we normally use as Markov models, there are no error bars. The models are just solved using a matrix or exponential poly's. However, I have seen some techniques here and there where Markov chains are solved using Monte Carlo techniques. Try investigating this approach. Unless you use a Monte Carlo simulation, I don't know how you are going to get error bars. Joe


Subject: markov chains error bars
Reply Posted by: swami
Organization: sun microsystems
Date Posted: Thu Jul 22 19:55:47 US/Eastern 2004
1. you can provide ranges or uncertainty distributions for all the rates and run a monte carlo over the system of markovian equations 2. click on markov chains on the left and you have links to papers on "sensitivity analysis in markov chains" and "importance analysis in markov chains" swami

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