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    A note on optimal price, warranty length and production rate for free replacement policy in static demand markets

    , Article Omega ; Volume 40, Issue 6 , 2012 , Pages 805-806 ; 03050483 (ISSN) Faridimehr, S ; Niaki, S. T. A ; Sharif University of Technology
    2012
    Abstract
    This note provides some extensions on optimal policies on price, warranty length and production rate proposed by Wu et al. (2009) . [1] (Wu, C.C.; Chou, C.Y.; Huang C. Optimal price, warranty length and production rate for free replacement policy in the static demand market. Omega 2009; 37: 29-39.) More specifically, the assumptions of the original paper is extended in this note from the production rate being positive and the second derivative of the demand function with respect to price and warranty-length being negative to no restrictions on both  

    Estimating parameters of the three-parameter Weibull distribution using a neural network

    , Article European Journal of Industrial Engineering ; Volume 2, Issue 4 , 2008 , Pages 428-445 ; 17515254 (ISSN) Abbasi, B ; Rabelo, L ; Hosseinkouchack, M ; Sharif University of Technology
    Inderscience Publishers  2008
    Abstract
    Weibull distributions play an important role in reliability studies and have many applications in engineering. It normally appears in the statistical scripts as having two parameters, making it easy to estimate its parameters. However, once you go beyond the two parameter distribution, things become complicated. For example, estimating the parameters of a three-parameter Weibull distribution has historically been a complicated and sometimes contentious line of research since classical estimation procedures such as Maximum Likelihood Estimation (MLE) have become almost too complicated to implement. In this paper, we will discuss an approach that takes advantage of Artificial Neural Networks... 

    An analytical method for the reliability evaluation of wind energy systems

    , Article TENCON 2005 - 2005 IEEE Region 10 Conference, Melbourne, 21 November 2005 through 24 November 2005 ; Volume 2007 , 2005 ; 21593442 (ISSN); 0780393112 (ISBN); 9780780393110 (ISBN) Ehsani, A ; Fotuhi, M ; Abbaspour, A ; Ranjbar, A. M ; Sharif University of Technology
    Institute of Electrical and Electronics Engineers Inc  2005
    Abstract
    Wind generation is one of the most successful sources of renewable energy for the production of electrical energy. The technical characteristics of wind generation make existing conventional generation models not directly applicable. This paper presents an analytical method for the reliability assessment of the flat-rated wind turbine generation systems. An example of flat rating is that of the MOD-2, a second-generation class of wind turbines. The power-velocity characteristic of the flat-rated wind turbines is employed in this paper to model the operating behavior of the installed wind turbine generators. For wind-power potential estimation, the Weibull distribution model is used. The... 

    Soft decision m-pulse CFAR detection in weibull clutter

    , Article IEEE 2007 Radar Conference, Waltham, MA, 17 April 2007 through 20 April 2007 ; 2007 , Pages 487-490 ; 1424402840 (ISBN); 9781424402847 (ISBN) Sheikholeslami, A ; Norouzi, Y ; Nayebi, M. M ; Sharif University of Technology
    2007
    Abstract
    CFAR detector is an essential component in any radar system. This component ensures that the system may not be overloaded by false targets. In the past it was common to model the interfering signal (clutter) in a radar system with a Rayleigh distribution. But as a progress in the radar systems, nowadays the Rayleigh model is insufficient, therefore some other models such as Weibull and lognormal are proposed and CFAR detectors for these models are developed through the papers. But majority of these proposed CFAR detectors are derived for single pulse operation. When more than one pulse exists, it is proposed to use binary integrator to improve the performance. It is mentioned through... 

    Network Traffic Analysis & Anomaly Detection based on Benford’s Law

    , Ph.D. Dissertation Sharif University of Technology Arshadi, Laleh (Author) ; Jahangir, Amir Hossein (Supervisor)
    Abstract
    The attempt of this project is to propose a simple model for traffic analysis which eventually leads to the presentation of an online classifier for network traffic anomaly detection. In this research, e show empirically that despite the variety of data networks in size, number of users, applications, and load, the inter-arrival times of normal TCP flows comply with the Weibull distribution whereas specific irregularities (anomalies) causes deviations from the distribution. Consequently, any type of anomalies affecting TCP flows, including intentional intrusions or unintended faults and network failures in general, can be detected by analyzing the discrepancy of TCP flow inter-arrival times... 

    Network Traffic Analyzer

    , M.Sc. Thesis Sharif University of Technology Silavi, Ehsan (Author) ; Jahangir, Amir Hossein (Supervisor)
    Abstract
    In order to increase the network performance, to discover network security threats, to guarantee the quality of services, to simulate networks and develop new network protocols, network designers and operators need software tools to analyze the network traffic. The first step to do this analysis is network monitoring. This can be done by using various software and hardware tools.
    In this research we developed a tool which analyzes the network traffic using appropriate statistical methods. The models which are analyzed in this application are: Poisson, Self-similar and Weibull. This application analyzes the network traffic based on this statistical models and calculates their parameters.... 

    Estimation of Three Parameters of Weibull Distribution Using Tabu Search Method: Implementation in Maintenance Program

    , M.Sc. Thesis Sharif University of Technology (Author) ; Eshraghniaye Jahromi, Abdolhamid (Supervisor)
    Abstract
    Knowing the shape and type of the breakdown of a system or the system components, for a maintenance manager or maintenance engineer is significantly important. It is also important that the existing information concerning the system performance predict and prevent a sudden failure to be probably taken place. Maintenance has gained in importance as a support function for ensuring equipment availability, quality products, on-time deliveries, and plant safety. Cost effectiveness and accuracy are two basic criteria for good maintenance. Many studies in the area of equipment maintenance, replacement, and reliability require that the failure characteristic of a component to be estimated from... 

    An empirical study on TCP flow interarrival time distribution for normal and anomalous traffic

    , Article International Journal of Communication Systems ; 2015 ; 10745351 (ISSN) Arshadi, L ; Jahangir, A. H ; Sharif University of Technology
    Abstract
    SUMMARY: In this paper, we study the effects of anomalies on the distribution of TCP flow interarrival time process. We show empirically that despite the variety of data networks in size, number of users, applications, and load, the interarrival times of normal flows comply with the Weibull distribution, whereas specific irregularities (anomalies) causes deviations from the distribution. We first estimate the scale and shape parameters and then check the discrepancy of the data from a Weibull distribution with the estimated parameters. We also utilize the Weibull counting model to recheck the conformance of small flow interarrival times with the distribution. We perform our experiments on a... 

    Weighted order statistic and fuzzy rules CFAR detector for Weibull clutter

    , Article Signal Processing ; Volume 88, Issue 3 , 2008 , Pages 558-570 ; 01651684 (ISSN) Zaimbashi, A ; Taban, M. R ; Nayebi, M. M ; Norouzi, Y ; Sharif University of Technology
    2008
    Abstract
    Order statistic (OS) CFAR processor is a powerful detector, but similar to many other CFAR detectors, suffers from clutter edge as well as interfering targets. To overcome these problems, two derivations of this detector have been developed. These are order statistic greatest of (OSGO) and order statistic smallest of (OSSO) CFAR processors. The cost, paid for this improvement, is a considerable decrease in detection probability for homogenous Weibull clutter. Furthermore, a substantial performance degradation of OSGO in interfering target (high target masking effect) and an excessive false alarm of OSSO in clutter edge, also, occur. This behavior is a result of non-soft rules used in these... 

    Distributed fuzzy CFAR detection for Weibull clutter

    , Article IEICE Transactions on Communications ; Volume E91-B, Issue 2 , 2008 , Pages 543-552 ; 09168516 (ISSN) Zaimbashi, A ; Taban, M. R ; Nayebi, M. M ; Sharif University of Technology
    Institute of Electronics, Information and Communication, Engineers, IEICE  2008
    Abstract
    In Distributed detection systems, restricting the output of the local decision to one bit certainly implies a substantial information loss. In this paper, we consider the fuzzy detection, which uses a function called membership function for mapping the observation space of each local detector to a value between 0 and 1, indicating the degree of assurance about presence or absence of a signal. In this case, we examine the problem of distributed Maximum Likelihood (ML) and Order Statistic (OS) constant false alarm rate (CFAR) detections using fuzzy fusion rules such as "Algebraic Product"(AP), "Algebraic Sum"(AS), "Union"(Un) and " Intersection"(IS) in the fusion centre. For the Weibull... 

    A fuzzy-monte carlo simulation approach for fault tree analysis

    , Article 2006 Annual Reliability and Maintainability Symposium, RAMS'06, Newport Beach, CA, 23 January 2006 through 26 January 2006 ; 2006 , Pages 428-433 ; 0149144X (ISSN); 1424400074 (ISBN); 9781424400072 (ISBN) Zonouz, S. A ; Miremadi, G ; Sharif University of Technology
    2006
    Abstract
    Fault tree analysis is one of the key approaches used to analyze the reliability of critical systems. Fault trees are usually analyzed using mathematical approaches or Monte Carlo simulation (MCS). This paper presents a Fuzzy-Monte Carlo simulation (FMCS) approach in which the uncertain data is generated by the MCS approach. The FMCS approach is applied to the Weibull probability distribution which is widely been used in the analysis of reliability, availability, maintainability and safety (RAMS). Using the fuzzy arithmetic, times to failure (TTF) of the components are generated. These results are processed by a kind of fault tree (e.g. time-to-failure tree) to produce the TTF of the whole... 

    A Weibull distributed deteriorating inventory model with all-unit discount, advance payment and variable demand via different variants of PSO

    , Article International Journal of Logistics Systems and Management ; Volume 40, Issue 2 , 2021 , Pages 145-170 ; 17427967 (ISSN) Duary, A ; Banerjee, T ; Shaikh, A. A ; Akhavan Niaki, S. T ; Bhunia, A. K ; Sharif University of Technology
    Inderscience Publishers  2021
    Abstract
    The goal of this research is to formulate an inventory control problem of a single item with variable demand dependent on displayed stock level and selling price of the commodity. The item deteriorates based on a three-parameter Weibull distribution and advance payment is needed to purchase the item with the all-unit discount policy. Shortages are allowed partially and backlogged with the rate dependent on the length of customers' waiting time. The corresponding problem is formulated as a profit maximisation model. For solving this problem, four different variants of particle swarm optimisation (PSO) are utilised. Then, the application of the model is illustrated with the help of a numerical... 

    A New Method for Constructing Confidence Intervals on the Parameters of Continuous Distributions

    , M.Sc. Thesis Sharif University of Technology Motaei, Amir (Author) ; Akhavan Niaki, Taghi (Supervisor)
    Abstract
    In this research, a new Bayesian method for constructing confidence intervals on the parameters of any continuous distribution is first developed. The main idea behind developing this method is to model uncertainty. As an application of the proposed methodology, confidence intervals for the two parameters of the Weibull distribution along with their joint confidence interval are then derived in which data can be of type I censored data, type II censored data or uncensored. The new confidence intervals are next compared to other existing exact confidence intervals in the literature and shown to have better performances. Furthermore, we show the lengths of the existing exact confidence... 

    Benford's law behavior of internet traffic

    , Article Journal of Network and Computer Applications ; Vol. 40, issue. 1 , April , 2014 , p. 194-205 Arshadi, L ; Jahangir, A. H ; Sharif University of Technology
    Abstract
    In this paper, we analyze the Internet traffic from a different point of view based on Benford's law, an empirical law that describes the distribution of leading digits in a collection of numbers met in naturally occurring phenomena. We claim that Benford's law holds for the inter-arrival times of TCP flows in case of normal traffic. Consequently, any type of anomalies affecting TCP flows, including intentional intrusions or unintended faults and network failures in general, can be detected by investigating the first-digit distributions of the inter-arrival times of TCP SYN packets. In this paper we apply our findings to the detection of intentional attacks, and leave other types of... 

    On the gaussian characteristics of aggregated short-lived flows on high-bandwidth links

    , Article Proceedings - 27th International Conference on Advanced Information Networking and Applications Workshops ; 2013 , Pages 860-865 ; 9780769549521 (ISBN) Kahe, G ; Jahangir, A. H ; Sharif University of Technology
    2013
    Abstract
    Traffic modeling, traffic decomposition, and traffic engineering are some of the applications of traffic characterization that are mainly based on statistical characteristics of the network traffic. Many empirical analyses on Internet traffic traces show that the flow inter-arrival time distribution generally follows the Weibull distribution. As the scale of the network becomes larger, the Weibull distribution degrades to the Poisson distribution and when the flow arrival rate is high, it asymptotically converges to the Normal distribution. The aggregated traffic on high bandwidth links is the result of statistical multiplexing of many traffic sources, and the flow arrival rate on these... 

    An empirical study on TCP flow interarrival time distribution for normal and anomalous traffic

    , Article International Journal of Communication Systems ; Volume 30, Issue 1 , 2017 ; 10745351 (ISSN) Arshadi, L ; Jahangir, A. H ; Sharif University of Technology
    John Wiley and Sons Ltd  2017
    Abstract
    In this paper, we study the effects of anomalies on the distribution of TCP flow interarrival time process. We show empirically that despite the variety of data networks in size, number of users, applications, and load, the interarrival times of normal flows comply with the Weibull distribution, whereas specific irregularities (anomalies) causes deviations from the distribution. We first estimate the scale and shape parameters and then check the discrepancy of the data from a Weibull distribution with the estimated parameters. We also utilize the Weibull counting model to recheck the conformance of small flow interarrival times with the distribution. We perform our experiments on a diverse... 

    Estimating the parameters of weibull distribution using simulated annealing algorithm

    , Article Applied Mathematics and Computation ; Volume 183, Issue 1 , 2006 , Pages 85-93 ; 00963003 (ISSN) Abbasi, B ; Eshragh Jahromi, A. H ; Arkat, J ; Hosseinkouchack, M ; Sharif University of Technology
    2006
    Abstract
    Weibull distribution plays an important role in failure distribution modeling in reliability studies. It is a hard work to estimate the parameters of Weibull distribution. This distribution has three parameters, but for simplicity, a parameter is omitted and as a result, the estimation of the others will be easily done. When the three-parameter distribution is of interest, the estimation procedure will be quite boring. Maximum likelihood estimation is a good method, which is usually used to elaborate on the parameter estimation. The likelihood function formed for the parameter estimation of a three-parameter Weibull distribution is very hard to maximize. Many researchers have studied this... 

    Simultaneous calculation of pore size distribution, capillary pressure, and relative permeability from injection-fall off-production test data

    , Article Special Topics and Reviews in Porous Media ; Vol. 5, issue. 1 , 2014 , p. 41-51 Keshavarzi, B ; Jamshidi, S ; Salehi, S ; Sharif University of Technology
    Abstract
    This work concerns simultaneous determination of relative permeability, capillary pressure, pore size distribution (PSD), and residual oil saturation data by optimization of well testing data, and introduces a new capillary pressure relationship, based on the Weibull distribution function, for direct determination of the PSD function from capillary pressure parameters. Three consecutive injection, fall off, and production well tests are performed on a predefined synthetic reservoir through simulation, and an optimization algorithm is used to find the parameters of relative permeability and capillary pressure curves as well as the value of residual oil saturation. The PSD function is also... 

    A hybrid variable neighborhood search and simulated annealing algorithm to estimate the three parameters of the Weibull distribution

    , Article Expert Systems with Applications ; Volume 38, Issue 1 , January , 2011 , Pages 700-708 ; 09574174 (ISSN) Abbasi, B ; Niaki, S. T. A ; Khalife, M. A ; Faize, Y ; Sharif University of Technology
    2011
    Abstract
    The Weibull distribution plays an important role in failure distribution modeling of reliability research. While there are three parameters in the general form of this distribution, for simplicity, one of its parameters is usually omitted and as a result, the others are estimated easily. However, due to its more flexibility, when the general form of the Weibull distribution is of interest, the estimation procedure is not an easy task anymore. For example, in the maximum likelihood estimation method, the likelihood function that is formed for a three-parameter Weibull distribution is very hard to maximize. In this paper, a new hybrid methodology based on a variable neighborhood search and a... 

    Probabilistic Model to Forecast Activities Completion Time in Ongoing Mass Housing Projects Case Study: The 10,000-Unit Mass Housing Project Executed by Kayson Company in Venezuela

    , M.Sc. Thesis Sharif University of Technology Baqerin, Mohammad Hassan (Author) ; Shafahi, Yusef (Supervisor) ; Mortaheb, Mohammad Mehdi (Co-Advisor)
    Abstract
    Reliable forecasting is a fundamental element of successful project management. Construction managers regularly control and monitor their project in order to ensure that their project performance is under control and within the acceptable control limits. Conventionally, the earned value method (EVM) is used to monitor project cost performance. However, its application to schedule performance using schedule performance index (SPI) has been widely questioned both by practitioners and researchers particularly due to poor accuracy early in the project. This study presents a novel activity-based framework, namely Weibull Evaluation and Forecasting Method (WEFM), for stochastic evaluation and...