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Forum: Reliability & Maintainability Questions and Answers

Topic: Reliability & Maintainability Questions and Answers

Topic Posted by: Reliability & Maintainability Forum (src_forum@alionscience.com )
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
Message:
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.


Reply:

Subject: Error Bars
Reply Posted by: Joe Dzekevich
Date Posted: Wed Apr 21 12:51:56 US/Eastern 2004
Message:
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


Reply:

Subject: markov chains error bars
Reply Posted by: swami
Organization: sun microsystems
Date Posted: Thu Jul 22 19:55:47 US/Eastern 2004
Message:
1. you can provide ranges or uncertainty distributions for all the rates and run a monte carlo over the system of markovian equations 2. http://www.ee.duke.edu/~kst 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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