Modeling Operational Risk Using Linear Algebra and Monte Carlo Simulation: Enabling Innovative Service Concepts with Simulated Throughput Computations

Abstract: Industrial maintenance as a service provided by the plant manufacturer is receiving increasing attention throughout the community of plant operators, notably in the cement and mining industry. The main reason is the fact that manufacturers have the deepest knowledge of their own plants. Furthermore, plant operators do not want to worry about maintenance issues and are rather willing to outsource this task to a service provider. The question then is, at what price the operator and the manufacturer are willing to close a service contract. The service provider must make sure that the price covers his expected cost including an eventual insurance fee against extreme damage and that the risk of outliers can be managed. The operator, in turn, must make sure that the price is covered by his income leaving an appropriate profit. Furthermore, the maintenance service provider can ask an insurance company for protection against very large damages. And finally, the investor, granting a loan to the operator, is interested in his own risk.

Autoren: Larissa Laumann, Daniel Jaroszewski, Benedikt Sturm, Kathrin Rose, Wolfgang Mergenthaler and Gunnar Markert

Veröffentlichung: Rivers Publishers (12/2018)

Ausfallprognose als Baustein der Condition based maintenance im Instandhaltungssystem eines EmU

Abstract: Das Feld der Datenanalyse hat im industriellen maßstab in den letzten 15 Jahren massiv an bedeutung gewonnen. Experten finden dabei immer stärker auch funktionale Anwendungen in der Instandhaltung. Eine naheliegende Anwendung aus der Sicht der Deutschen bahn ist eine technisch abgesicherte Ausfallprognose für Komponenten, die als baustein zur Integration in die Condition based maintenance (Cbm) im Instandhaltungssystem (IH-System) dient.

Autoren: Dipl.-Ing. Patrick Linke, Dipl.-Math. Daniel Jaroszewski, Dipl.-Ing. Christian Hocke

Veröffentlichung: Eisenbahntechnische Rundschau (11/2018)

Power Consumption Forecast using Nonlinear Regression Methodologies

Abstract: In this paper, we present an innovating method to forecast time series. We focus on a long-term forecasting model dealing with main periodicities in addition to short term effects. The consolidation of Fourier Transformations, which covers the basic oscillation of a time series, with machine learning algorithms approximating the error term, is at the heart of our forecasting model. Later on, we compare different regressions such as kernel and logistic regression, a combinatorial technique on sparse grids and finally a special representative of neural networks. Thereby we are able to forecast power consumption in certain locations of a given network and we show the results of those forecasts as functions of various inputs. The results presented are used for power demand planning of cities and are consequently prognostic in nature. In the context of Health Management, however, one usually works with anomaly detection and supervised learning methods. Nevertheless, a time series forecast in neighboring applications, e.g. the power consumption of a traction system in railway vehicles, could substantially benefit from these prognosis functionalities. This also means that deviations of physical quantities measured under real-time conditionsfromtheirexpectedbehaviorindicatealikelyprevailing malfunction.

Autoren: Dipl.-Math. Daniel Jaroszewski, M. Sc. Benedikt Sturm

Veröffentlichung: PHM Society (07/2018)

Vorbeugende Instandhaltung

Abstract: Die vorbeugende Instandhaltung (VI) im Zeitalter von Industrie 4.0 ist ein immer noch schwer zu realisierendes Konzept aus verschiedensten Fachgebieten der Naturwissenschaften, welches die klassische Instandsetzung erst noch ernsthaft von ihrer Daseinsberechtigung überzeugen muss.

Autoren: Dipl.-Math. Daniel Jaroszewski, M. Sc. Larissa Laumann

Veröffentlichung: fmPro Service (04/2016)

A Joint Renewal Process Used to Model Event Based Data

Abstract:In many industrial situations, where systems must be monitored using data recorded throughout a historical period of observation, one cannot fully rely on sensor data, but often only has event data to work with. This, in particular, holds for legacy data, whose evaluation is of interest to systems analysts, reliability planners, maintenance engineers etc. Event data, herein defined as a collection of triples containing a time stamp, a failure code and eventually a descriptive text, can best be evaluated by using the paradigm of joint renewal processes. The present paper formulates a model of such a process, which proceeds by means of state dependent event rates. The system state is defined, at each point in time, as the vector of backward times, whereby the backward time of an event is the time passed since the last occurrence of this event. The present paper suggests a mathematical model relating event rates linearly to the backward times. The parameters can then be estimated by means of the method of moments. In a subsequent step, these event rates can be used in a Monte-Carlo simulation to forecast the numbers of occurrences of each failure in a future time interval, based on the current system state. The model is illustrated by means of an example. As forecasting system malfunctions receives increasingly more attention in light of modern conditionbased maintenance policies, this approach enables decision makers to use existing event data to implement state dependent maintenance measures.

Autoren: Dr. Wolfgang Mergenthaler, Dipl.-Math. Daniel Jaroszewski, Dr. Sebastian Feller, M. Sc. Larissa Laumann

Veröffentlichung: Open Springer (02/2016)

Verfahren der Mustererkennung in der Instandhaltung von Schienenfahrzeugen

Abstract: Die laufenden Entwicklungen und Einführungen neuer Schienenfahrzeuge zeigen einen unaufhaltsamen Trend zu Systemvielfalt und Komplexitätssteigerung. Aufgrund der gesetzlichen und normativen Anforderungen einerseits und der betrieblichen Kapazitäts- und Leistungsanforderungen andererseits haben die aus Einzel-Triebfahrzeugen und –Personenwagen gebildeten Zugskompositionen bis in ca. 20 Jahren ausgedient; an ihrer Stelle werden sich die in sich geschlossenen Triebzüge durchgesetzt haben [1]. Dieser Systemwechsel ist praktisch in allen Schienenfahrzeug-Transportbereichen festzustellen, bei den Straßenbahnen, im Regionalverkehr und im nationalen/internationalen Fernverkehr. Zusammen mit den ebenfalls immer höher gesetzten Erwartungen an Zuverlässigkeit und Verfügbarkeit sowie an sinkende Instandhaltungskosten ergeben sich für die Schienenfahrzeugentwickler und ganz besonders für die Eisenbahnverkehrsunternehmen und Straßenbahn-Verkehrsbetriebe große Herausforderungen.

Autoren: Dr. Wolfgang Mergenthaler, Dipl. Masch- Ing. Hans Käser

Veröffentlichung: Schweizer Eisenbahn Revue (2014)

Journal Papers

Analysis of the Time Relationship for the Interaction of X-ray-induced Primary Breaks in the Formation of Dicentric Chromosomes; Int. J. Radiat. Biol., 1976, Vol. 30, No. 4, 339 - 346, in cooperation with M. Bauchinger and E. Schmid

A Sufficient Criterion for Particles Performing a Diffusive Motion with State-Dependent Death Rate to Die with Probability One; Adv. Appl. Prob., 11, 510 - 526 (1979)

A State-Dependent Lifetime-Process of Individuals Subject to External Perturbations; J. Appl. Prob., 17, 922 - 938 (1980)

The Total Repair Cost in a Defective Coherent Binary System; Cybernetics and Systems: An International Journal, 13, 219 - 243 (1982)

Markovian Systems with State-Dependent Component Sets and Linear Damage Accumulation; OR Spektrum, 11, 89 - 95 (1989)

Optimizing Automotive Manufacturing Sequences Using Simulated Annealing and Genetic Algorithms. Control Eng. Practice, 3, 569-573 (1995). In cooperation with W. Stadler, H. Wilbertz, N. Zimmer

Zufälle kalkulieren. Automobilproduktion, Moderne Industrie, Landsberg/Lech, October 5, 2001, Vol. B 30470, in cooperation with G. Lampe

Application of the Metropolis-Algorithm to Problems of Redundancy Elimination in Functional and Parametric Tests of Integrated Circuits. Computers in Simulation, Vol. 47, No. 2-5 and Vol. 55, No. 1-3). In cooperation with J. Feller, B. Mauersberg, J. Stuehler, W. T. O'Grady, J. S. Ledford

Verfahren der Mustererkennung in der Instandhaltung von Schienenfahrzeugen; Accepted for publication in: Schweizer Eisenbahn-Revue, Juni 2014. In cooperation with Hans Käser

A joint renewal process used to model event based data; Decision Analytics, 3(1), 1-18 (2016) DOI: 10.1186/s40165-016-0019-9. In cooperation with S.Feller, L. Laumann and D. Jaroszewski

Technical Reports

Signalbasierte Schadensfrüherkennung in Systemen und Komponenten auf Basis eines statischen Methodenbündels (Hazard Predictor) : Schlussbericht ; Verbundvorhaben im Spitzencluster ; Laufzeit: 01.02.2009 - 31.03.2012 / [Autor: Sebastian Feller] ; Wolfgang Mergenthaler (Projektleitung); Förderkennzeichen BMBF 03CL02L. - Verbund-Nr. 01071599. - Unterschiede zwischen dem gedruckten Dokument und der elektronischen Ressource können nicht ausgeschlossen werden. - Auch als gedr. Ausg. vorh. Angaben über Schrift, Sprache u. Vollständigk. d. Vorlage: Mit dt. Zsfassung; Flörsheim : Frankfurt Consulting Engineers (FCE)

Conference Papers

Computerverfahren zur Bestimmung der Gesamtschadenverteilung und ihre Anwendung zur Abschätzung der Großschadenentwicklung (A numerical method to determine the distri-bution of large insurance claims); 20-th International Congress of Actuaries, Tokyo 1976; in cooperation with H. Wilde and J. Strauss

Sequential Reconfiguration of Coherent Binary Systems; Proceedings of the First International Conference on Applied Modelling and Simulation, Vol. 1, 182 - 187 (1981), Lyon, France

Markovian Systems with State-Dependent Component Sets; Charlotte Mathematics Conference at the 829-th Meeting of the American Mathematical Society, Charlotte, NC, USA (1986)

Einsatz Wissensbasierter Systeme in der Volkswagen AG (Knowledge Based Systems at Volkswagen); Seminar Wissensbasierter Systeme im Industriebetrieb, Fraunhofer-Institut für Produktionsanlagen und Konstruktionstechnik, Berlin, Q1 - Q23 (1990)

OOFP - Object Oriented Flow Planning in: Balci, Osman (Ed.), Computer Science and Operations Research - New Developments in Their Interfaces, Pergamon Press, Oxford 1992. In cooperation with H. Nord, H. Quecke, U. Straubel, O. Wolter

Optimal Spare Parts Allocation and Industrial Applications in: Nash, Stephen G. and Ariela Sofer (Eds.): The Impact of Emerging Technology On Computer Science and Operations Research. Kluwer Press, Boston 1994

Dynamic Scheduling and Job Assignment in an Automotive Manufacturing Process. The 10th ISPE/IFAC International Conference on CAD/CAM, Robotics and Factories of The Future: CARs & FOF '94, M. Zaremba, Editor (OCRI, Ottawa, Ontario, Canada 1994), pp 478-483. In cooperation with W. Stadler and N. Zimmer

Advanced Applications of the Simulated Annealing Combinatorial Optimization Method to the Automotive Distribution and Sequencing Problem. Proceedings of the 1ST DAIMLERCHRYSLER QUALITY SYMPOSIUM, Auburn Hills, MI, USA, October 16, 2000. In cooperation with H. Mussgnug, B. Mauersberg, J. Feller, P. Hurtado

Application of the Metropolis-Algorithm to Problems of Redundancy Elimination in Functional and Parametric Tests of Integrated Circuits. Contributed talk to the 3rd IMACS Seminar on Monte-Carlo Methods, September 10-14, 2001, Salzburg, Austria. In cooperation with B. Mauersberg, J. Feller, L. Stuehler, W.T. O'Grady Jr., J. Stephen Ledford

Quantitative Methodology as a Means to Ensure Supply Continuity of Service Parts for Automotive Electronics. Proceedings of the 2004 International Congress on Transport Electronics. Society of Automotive Engineers, Inc., Warrendale, PA, USA. ISBN 0-7680-1543-X, ISSN 98-86269. In cooperation with G. Lampe

Markov Mills, Reliable Rolls and Monte-Carlo Mines: Minimizing the Operating Costs of Grinding Mills. In: Simos, T.E.: ICNAAM International Conference on Numerical Analysis and Applied Mathematics 2005. Wiley-VCH, Weinheim 2005. In cooperation with M. Rupp, B. Mauersberg and J. Feller

Advanced Aircraft Initial Provisioning Methods Using Local Search Algorithms and Monte Carlo Simulation. In: Simos, T.E.: ICNAAM International Conference on Numerical Analysis and Applied Mathematics 2006. Wiley-VCH, Weinheim 2006. In cooperation with Bernahrd Mauersberg, Jens Feller and Peter Buchfeld

Monitoring Gas Turbines Via Their N-Dimensional Analog Signal Representation, In: Proceedings of the SIAM Annual Meeting, Boston, Massachusetts, US, Society for Industrial and Applied Mathematics, Philadelphia, 2006. In cooperation with D. Pauli, B. Mauersberg, R. Chevalier, L. Coudert

Using Pattern Recognition and Discriminance Analysis to Predict Critical Events in Large Signal Databases. ICNAAM 2009 18.-22. Sept 2009, accepted for publication in AIP Conference Proceedings. In cooperation with Jens Feller, Sebastian Feller and Bernhard Mauersberg

Multi-Classification for Fault Diagnosis. Speech delivered to Electric Power Research Institute (EPRI), October 21, 2010. In cooperation with Sebastian Feller, Nicolas Paul, Roger Chevalier

Generating Multidimensional Response Surfaces From Process Data - Finding Optimal Set Points For Machine Control. Published at the ICINCO 2011 8th International Conference on Informatics in Control, Automation and Robotics, 28-31 July, 2011, Nordwijkerhout, NL. In cooperation with Bernhard Mauersberg, Jens Feller and Roger Chevalier

Resorting Vehicles in an Automotive Manufacturing Environment; Proceedings of the 11th International Conference on Informatics in Control, Automation and Robotics. Editors: Joaquim Filipe, Oleg Gusikhin, Kurosh Madani and Jurek Sasiadek; ISBN 978-989-758-039-0; In cooperation with Jens Feller, Yvonne Feller and Bernhard Mauersberg


Verfahren zur Bestimmung der Verfügbarkeit einer technischen Anlage – Method for determining the availability of a technical facility – Procède pour determiner la disponibilité d'une installation technique; In cooperation with Siemens Aktiengesellschaft 80333 München (DE). European Patent No. 1032868, 06.11.1998

Engineering Standards Documents

Methoden der Punkt- und Bereichsschätzung von Zuverlässigkeitskenngrößen und Testen von Hypothesen (Methods of Point and Interval Estimation and Hypothesis Testing); VDI-Richtlinie 4009/Blatt 9 (Standards document of the German Association of Engineers)

Numerische Verfahren zur Bestimmung von Verteilungsparametern in der Zuverlässigkeitsrechnung (Numerical  determination of distribution parameters in reliability calculus); VDI-Richtlinie 4008/Blatt 7 (Standards document of the German Association of Engineers)