2006, VOLUME 7 #1. "TRANSPORT AND TELECOMMUNICATION". SCIENTIFIC & RESEARCH JOURNAL OF TTI, ISSN 1407-6160
The aim of the journal is to acquaint the readers with the national experience and research activities of various countries in the fields of transport and telematics as well as with the working materials of the European thematic networks and the research projects in this area. This special edition is devoted to the International Conference "Reliability and Statistics in Transportation and Communication" (October 13-14, 2005, Riga, Latvia). The edition includes texts of conference reports written by the authors in a special journal version. The authors have submitted the material in English or Russian in accordance with the official languages of the Conference. Therefore, for the convenience of readers the editorial board has divided the selected materials into three editions - English (Vol.7, No1, No2, 2006) and Russian (Vol.7, No3, 2006).
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Session 1. Statistical Methods and Their Applications
Inferences concerning the location and scale parameters of a two-parameter exponential distribution of time to crack initiation due to fatigue, when crack is repaired, are discussed for samples censored at a fixed value. The procedures considered are uniformly most powerful unbiased if the tests are performed with repair. An example is given.
Keywords: fatigue crack, repair, two-parameter exponential distribution, censored sampling
Probabilistic assessments are a useful supplement to deterministic analyses and can also be used as an aid to decision making in areas such as safety analyses, design studies and deployment of resources on maintenance, inspection and repair. Because the initial crack size, the stress, the material properties and other factors that may affect the fatigue crack growth are statistically distributed, the first-order second-moment technique is often adopted to calculate the fatigue reliability of industrial structures. In this paper, a second-order third-moment technique is presented and a three-parameter Weibull distribution is adopted to reflect the influences of skewness of the probability density function. The proposed method that has more characteristics of those random variables that are concerned in reliability analysis is obviously more accurate than the traditional first-order second-moment technique.
Keywords: Paris-Erdogan law, fatigue reliability, Weibull distribution
The goal of this paper is to develop the dynamic classification algorithm. This algorithm might be applied to any object whose state is described by a vector parameter with coordinates changing in time. This algorithm combines from standard clustering algorithms and Fisher discriminant analysis. The application of this algorithm allows transforming the vector process to scalar process. In article this algorithm is demonstrated in application to the economic development of EU countries and an Economic Welfare Growth Index to the EU countries is worked out in the research.
Keywords: Economic Welfare Growth Index, cluster analysis, Fisher discriminant function
Purpose of the offered work is the construction of a multi-product inventory control model with random demand for goods, random lead-time and random deviation of prices and structural constraints on the resources (stock capacity, capital and others). It is proposed, that distributions of these random variables are known. Considered task has been solved as the problem of stochastic programming in E-statement.
Keywords: inventory control, multi-product order, demand, lead-time, optimisation, constraints on resources
A procedure for estimating potential damage to buildings induced by accidental explosions on railway is developed. By the damage are meant failures of nearby structures due to actions generated by the accidental explosions. This damage is measured in terms of probabilities of potential failures caused by the explosions. The estimation of the damage probabilities is based on a stochastic simulation of railway accident involving an explosion. The proposed simulation-based procedure quantifies epistemic (state-of-knowledge) uncertainties in the damage probabilities. These uncertainties are expressed in terms of Bayesian prior and posterior distributions. A foundation of the procedure is a computer intensive method known as a Bayesian bootstrap. It is used for approximating the posterior distributions of damage probabilities. An application of the Bayesian bootstrap makes the proposed procedure highly automatic and convenient for assessing structures subjected to the hazard of the accidental actions. In addition, it can be used for specifying safe distances between the railway and nearby buildings. Structures of these buildings can be designed for tolerable probabilities of failures induced by the accidental explosions.
Keywords: railway, accident, damage, explosion, Monte Carlo simulation, Bayesian bootstrap
Based on a random sample from the Weibull distribution with unknown shape and scale parameters, lower and upper prediction limits on a set of m future observations from the same distribution are constructed. The procedures, which arise from considering the distribution of future observations given the observed value of an ancillary statistic, do not require the construction of any tables, and are applicable whether the data are complete or Type II censored. The results have direct application in reliability theory, where the time until the first failure in a group of m items in service provides a measure regarding the operation of the items, as well as in service of fatigue-sensitive structures to construct strategies of inspection of these structures.
Keywords: likelihood, conditioning, Weibull distribution
Analysis of ultimate strength of strands (bundles) and specimens of composite material is considered with the use of simple goodness-of-fit test for cumulative distribution function (cdf) with location and scale parameters. The test, offered for preliminary analysis, is based on comparison of ordered statistics with their standard distribution expected values (when location parameter is equal to zero and scale parameter is equal to one). For specific W-L dilemma testing (Weibull against Lognormal distribution) some approximation of uniformly most powerful invariant test (UMPIT) is offered. The critical boundary of the region of rejection of null-hypothesis and power of the tests can be calculated using modern PC. Numerical examples (processing of ultimate strength dataset) are given. As a subject of further research new p-sev family distribution is offered for ultimate strength distribution description. The weakest link model can be combined in this family with lognormal or some other distribution law.
Keywords: distribution function, composite, static strength
This paper considers an analytical optimal solution to the mean-variance formulation of the problem of optimisation of multiperiod investment strategy for project portfolio. Specifically, analytical optimal multiperiod investment strategy for project portfolio is derived. An efficient algorithm is proposed in order to maximize the expected value of the terminal wealth under constraint that the variance of the terminal wealth is not greater than a pre-assigned risk level or to minimize the variance of the terminal wealth under constraint that the expected terminal wealth is not smaller than a pre-assigned level. A numerical example is given.
Keywords: project portfolio, multiperiod investment strategy, optimisation
In this paper, we propose a new information criterion for variable selection in the classical regression model based on F statistic with an added penalty term for penalizing over fitting (or informational complexity). The penalty function denoted by depends on the number of independently adjusted parameters and the sample size n. It is chosen to ensure the consistency in the selection of true model.
Keywords: multiple regression, variable selection, change detection, new approach
This paper presents some results of the "Research of a Statistical Process Control in Software Engineering Project", which was performed in Transport and Telecommunication Institute.The purpose of the research was evaluation of stability of Software Engineering processes of the Organization.
Keywords: software measurement, process management and improvement, statistical control
The primary aim of the paper is to estimate the extent of FDI influence on domestic investment processes in Latvia. Author analyses the theoretical issues of FDI effect on capital formation process in the host economy. The results of econometric analysis of the total investment model presented in this paper show the evidence of crowding out long-term effect of FDI on investment in Latvia.
Keywords: foreign direct investment, econometric analysis of the total investment model, crowding in/out effect
Session 2. Applications of Mathematical Methods in Logistics and Business
Profitable investments lead to the growth and prosperity of each corporation. Various objectives are usually taken into account when an engineering, construction or R&D projects are analysed, including economic desirability, technical issues, and environmental and social factors. As the decision maker tries to maximize or minimize outcomes associated with each objective depending on its nature, so a multicriteria decision problem arises. Criteria, according to which projects are compared, are usually of different nature. While some of them are quantitative ones, others are of qualitative type. When faced with the decision of selecting a project, the decision maker has also to face uncertainty.
The paper proposes a comprehensive methodology for project selection problem, that enables handling both quantitative and qualitative criteria, and takes into account risk associated with each objective. Monte Carlo simulation is used for generating alternatives' evaluations with respect to quantitative measures. Experts' assessments are taken into account when projects are appraised in relation to qualitative criteria. A multicriteria procedure presented in the paper is based on two concepts: stochastic dominance and interactive approach. The first is employed for comparing projects with respect to each criterion separately, the latter in used for generating final solution of the problem. A numerical example is presented to illustrate the applicability of the proposed technique.
Keywords: project selection, Monte Carlo simulation, stochastic dominance, multicriteria analysis
The requirements for transport services are exogenous and can be generated by the input-output model if it is available or determined from other sources observed needs or corrected previously observed needs. The choice of a particular transport facility or a group of facilities is exogenous and multimodal transhipments are admissible. A suggested mathematical model is aimed at optimising multimodal transportation allowing us choose the most suitable transport facilities in each particular case.
Keywords: logistic, model, multimodal transportation, optimisation
In the paper the application of mathematical modelling to evaluating the efficiency and risk of investment projects is discussed.
Keywords: apartment house, construction, investment, mathematical modelling
This article describes the operation mode for the trains gauge changing facilities. These facilities enables the trains specially constructed or adapted for the gauge changing to run on the two gauge systems that will coexist in Lithuania, namely European Standard (UIC) gauge 1435mm and Wide (Russian) gauge 1520mm.
Several gauge-changing systems are available in the international market. The description below is based on the Talgo system. This system is state of the art and well proven. It operates on the Spanish - French Border (Irun/Hendaye) as well as on the connections of the Madrid - Seville Highs Speed Line (1435 mm gauge) and Spanish conventional rail network (1668mm) in Cordoba and Seville.
Keywords: gauge changing facility, auxiliary locomotives, draggers
It is popular to retrofit cargo van to passenger mini Bus. Such retrofitting is based on cargo vans, gross weight up to 5t and intended for 10 - 22 passenger seats. Usually the retrofitters in order to improve vehicle ride and passenger comfort are upgrading suspensions. The main aim of this investigation is to compare ride differences of the retrofitted rear vehicle suspension and to evaluate vehicle dynamic characteristic improvement. Three types of a quarter vehicle rear suspensions dynamic models are presented. The first one is a typical cargo van leaf spring suspension, the second most popular retrofitted suspension with additionally mounted air chamber; the third one has modified leaf spring at one end fixed to the vehicle body through an air chamber. As the road disturbance is used speed reduction bump. Mathematical simulation is made with Maple using Runge-Kutta method.
Paper presents variation of the different suspensions natural frequencies; quarter vehicle body accelerations and air spring pressure dependences on natural frequencies of quarter vehicle rear suspension; quarter vehicle vertical body accelerations in respect to time. Dynamic characteristics of all three vehicles rear suspensions are compared and the results are listed.
Keywords : vehicle, rear suspension, dynamics, numerical methods
Session 3. Intelligent Transport System
In the paper the establishment to create mathematical model of indirect visual transfer from car surroundings, transmitting by mirrors the vehicle equipped with is shown. It served to create an analytical program in C++ programming language, using Open GL library, operating under Microsoft Windows system. Research and cognitive possibilities are discussed which elaborated the computer program. Examples of calculations' results together with the graphic illustration of the received results are presented.
Keywords: modelling, visibility, indirect visual transfer
We found out that no relevant standard for ATC IT-Security do exist. An own Standard for IT Security Protection and Audit Concept to measure IT-Security for ATC Systems is developed. ATC Safety aspects are clearly defined. The idea of the paper is as follows - to be able to measure IT-Security based on a defined and uniform standard for basic and high level protection.
The goals and benefits of the IT Security Protection and Audit Concept for ATC IT-Systems are as follows:
Establishing a IT-Security Standard for ATC Systems
Differentiating between different categories of ATC Systems and Protection Level
Making IT-Security measurable and performing a regular benchmark process based on the IT Security Standard
Establishing IT Security Standard into the overall ATC System Life Cycle
Making IT-Security visible and showing a trend analysis during the life cycle.
The ATC IT Security Standard has to satisfy all possible requirements and to guarantee an overall ATC security level and to describe all related subject areas like: Technical Infrastructure, Facility Management and Building, IT-System, Networking, Telecommunication.
The IT Security Protection and Audit Concept for ATC IT-Systems are in operational use since year 2001. Now this process of IT Security Inspection is a strong established process in ATC and we have to collect data and experience over several years. All ATC Centre, Tower Locations, central function and most part of the surveillance and navigation installations are inspected. This database is important to calculate and to derive forecast information and possible trends in IT-Security. The database is also important to perform a risk analysis.
Keywords: ATC security standard, audit concept, measurement method, tool support, reporting
This paper presents several ideas of effective transport systems technologies, technological solutions in systems for identification objects on the road. In the article is theoretically shown the coherence of new technologies and new possibilities for location and control of cargo and vehicles with systems of navigation and positioning system. The expansion of Internet connectivity by GSM-GPRS network to transport elements allows using of new possibilities of differential GPS (GNSS) techniques and applications.
Keywords: cargo, technologies, location, vehicle, control
Based on the research, the current Lithuanian city passenger transport ticket system has not been changed for already several decades; therefore it has lots of drawbacks (inflexibility of ticket prices, no stored banks of data on carried passengers, no common tickets for all types of transport, etc.). Thus, this system cannot meet the increasing needs of the transport system administrator and the passengers. Consequently, a necessity to improve the city passenger transport ticket system has become inevitable.
In 2006, the electronic card system in the biggest Lithuanian cities, for instance, in Vilnius, Kaunas and Klaipeda it has been planned to install. For this purpose the contact-less electronic cards are foreseen. Implementation of this project will cost about 60 million Litas (i.e., about 17,6 Euro). For the process of implementation of this project, also sources from different European Union funds will be used.
Keywords: city passenger transport, ticket system, electronic cards
The article deals with the problem of city traffic modeling at microlevel. The most popular simulation software tools used to solve this problem are being reviewed in the article. The model of complex Riga TN (Transport Node) is used as an example that illustrates the Vissim package potential for traffic modeling. The expediency of the TN reconstruction and the results of the model execution within two different structures are being analyzed in the article.
Keywords: urban traffic, simulation, microscopic traffic simulators, road network, case studies, vehicle
The paper presents the approach of building Informational-Analytical Systems at the railway with the help of modern achievements in the sphere of Data Warehouse. Application of Data Warehouse technologies allows building a lot of system models on the basis of a huge accumulated quantity of data. The suggested conceptual scheme of building virtual models gives opportunity to have several analysed data models concurrently and to create quickly new ones. The offered approach can be applied to forecasting of railway transportation depending on the control action at the system with account of effect of the environment.
Keywords: forecasting, railway transportation, information system, data warehouse, virtual model
In the paper methodology is offered to increase reliability of logistic system of enterprise by its integration with statistics analysis systems that is made in cases when ERP system itself do not meet enterprise's logistics goals. This task is reviewed based on case studies of enterprises of Latvia, Lithuania and Estonia, which are using ERP-class information systems (SCALA [3,4,5]), while logistic systems are build on Supply Chain methods. System is analysed in tight connection with strategic and daily logistics tasks. Methodology offered is structured by problems put and level of automation of enterprise internal processes.
Keywords: ERP, reliability of logistic systems, inter-company integration, statistics in logistics
The main idea of this article is modelling of communication channel with Relay's fading by usage of adaptive filters, in order to get characteristics of signal's dependences at channels correspondent exits.
The channel simulation - it is a task for adaptive filter creation with variable weighting coefficients, where experimentally taken data of signal's statistical characteristics was used.
The multi beam channel model should have two equal filters with variable weighting coefficients. One of the filters should work in the regime of adaptation and it should set simultaneously the found value of weighting coefficients to the second filter through which the signal under testing is transferred.
Keywords: adaptive filtration, communication channel, signal processing, relay's fading
Session 4. Modern Technologies in Aviation
The paper first gives an overview on principles of traditional RM. The author outlines a RM approach suited to the pricing policy of low-cost airlines, where each flight only has one fare available at any point of time. In this context, effective RM boils down to a flight-by-flight dynamic price optimization. The paper emphasizes that some traditional RM principles remain valid. However, fare mix optimization and more sophisticated inventory control techniques do not apply for leg-based low-cost operations selling a single fare product at any one time during the booking period of a flight.
Keywords: transport economics, pricing and revenue management, low-cost airlines
Crew activity at overland flights is coupled to necessity of estimation and compensation of compass system error constant component. Usually this problem is solved by means of positional correction with usage of ground radio means and complex information handling mode (CIH), provided in a base navigational complex (NC). At flight above ocean where corresponding corrective action is impossible, the "residual" constant error in a heading causes linear growth in time of airplane crosses track deviation from the preset path (track). At insufficient efficiency of the CIH mode in NC, CIH functions a qualified operator (navigator) should undertake. Teaching of crews to ways of estimation and compensation of the constant component of compass system error is one of the major elements of navigational training for flights in Northern Atlantic entrusted on flight simulators (FS). Heading error constant component influence on cross-track deviation statistical performances are observed based on assumption that distribution of the heading "residual" errors is DE-distribution. Expressions for a variance of a cross track error are brought. The correction interval relationship with an availability factor of a positional corrector is observed. Requirements to NC modelling in flight simulators are formulated.
Keywords: navigational complex, complex information handling, flight simulator, cross-track deviation
At sufficient accuracy of modelling, flight simulators allow investigating algorithms of activity of skilled navigator. Knowledge of these algorithms gives a chance to reduce number of the test flights necessary to estimate the reliability of navigation. The aprioristic estimation of navigational complex (NC) conformity to the minimum navigation requirements of the ICAO is usually made by means of analytical methods with use of experimental data. These methods can be effective only at presence of qualitative models of NC functioning, including the navigator, i.e. NC models as ergatic systems of air navigation. Basing on inclusion of the pattern of navigator into flight management system, modelled in flight simulator, the basic algorithms of navigator activity are investigated. It is shown, that the simulator should be such that lacks of navigator could not be "compensated" by lacks of NC modelling. It means that the mandatory condition for replacing a part of the real test flights by simulated flights is modelled of possible refusals and failures in work of radio correction means, and also correct reproduction of workings coverage of radio aids used for correction.
Keywords: navigation complex, flight simulator, minimum navigation requirements, reliability of navigation, correction
The article deals with the commercial sector of Lithuanian aviation. It is a constituent part of Lithuanian economy that is open to novelties in the spheres of science and technologies; it does not require much stock and has qualified specialists. This article examines the particularities of the companies that provide transportation service, their interrelationship, the division of traffic flows according to the airlines companies, the routes of the airlines companies and parks for their planes. The data is compared with Latvian national airlines "Air Baltic" and Estonian State Airlines "Estonian Air". Attention is paid to the situation of Lithuanian airports and landing-fields, moreover the rates of Lithuanian, Middle and Eastern Europe airports are being analysed, as well as the demand for aviation specialists in Lithuania in the years 2004-2009.
Keywords: air transport, airlines companies, carriers of passengers, freight carriers, traffic flows, airport.