################################################################### # # # This program estimates the Natvig importance measure # # for components in a threshold system using Monte Carlo # # simulations. # # # ################################################################### from math import * from random import * import matplotlib.pyplot as plt import numpy as np # Number of simulations num_sims = 100000 # Weibull-parameters for the components alpha = [2.0, 2.5, 3.0, 1.0, 1.5] beta = [50.0, 60.0, 70.0, 40.0, 50.0] # Threshold system weights and threshold w = [2.0, 4.0, 2.3, 3.5, 1.9] threshold = 5.0 # Number of components and minimal paths num_comps = 5 # Component state vector x = np.zeros(num_comps) # The structure function of the threshold system def phi(xx): wsum = 0.0 for i in range(num_comps): wsum += w[i] * xx[i] if wsum >= threshold: return 1 else: return 0 # Calculate the system lifetime given the component lifetimes def sys_lifetime(tt): # Initialize component states for i in range(num_comps): x[i] = 1 # Initialize system state and lifetime sys_state = phi(x) sys_life = 0.0 # Determine the ordering of the failure times order = tt.argsort() # Initialize failure counter c = 0 # Switch off one component at a time in the order of the failure times while (sys_state == 1) and (c < num_comps): x[order[c]] = 0 sys_life = tt[order[c]] sys_state = phi(x) c += 1 if sys_state == 0: return sys_life else: # This happens only for trivial systems where phi(0,...,0) = 1. return np.inf # The improvement in system lifetimes # due to minimal repairs z = np.zeros(num_comps) # The simulated lifetimes of the components t = np.zeros(num_comps) # The simulated lifetimes of the components # sampled from the conditional distribution # given that they exceed the corresponding t v = np.zeros(num_comps) for k in range(num_sims): for i in range(num_comps): t[i] = weibullvariate(beta[i], alpha[i]) v[i] = 0.0 while v[i] < t[i]: v[i] = weibullvariate(beta[i], alpha[i]) s = sys_lifetime(t) for i in range(num_comps): temp = t[i] t[i] = v[i] z[i] += (sys_lifetime(t) - s) t[i] = temp # Calculate the unstandardized Natvig measure z_sum = 0.0 z_imp = np.zeros(num_comps) for i in range(num_comps): z_imp[i] = z[i] / num_sims z_sum += z_imp[i] # Standardize the measure so that it adds up to 1 nat_imp = np.zeros(num_comps) for i in range(num_comps): nat_imp[i] = z_imp[i] / z_sum comp = np.linspace(1, num_comps, num_comps) fig = plt.figure(figsize = (7, 4)) plt.bar(comp, nat_imp, color ='gray', width = 0.4) plt.xlabel("Components") plt.ylabel("Importance") plt.title("Natvig importance") plt.show()