氏名

ハヤカワ ユウ

早川 有

職名

教授 (https://researchmap.jp/read0206069/)

所属

(国際教養学部)

連絡先

メールアドレス

メールアドレス
yu.hayakawa@waseda.jp

URL等

研究者番号
80398916

本属以外の学内所属

兼担

理工学術院(大学院基幹理工学研究科)

学歴・学位

学歴

-1983年 広島大学 学校教育学部 小学校教育
-1986年 イリノイ州立大学 数学研究科 数学
-1992年 カリフォルニア大学バークレー校 工学研究科 オペレーションズリサーチ

学位

博士号 課程 カリフォルニア大学バークレー校

所属学協会

日本オペレーションズ・リサーチ学会

日本統計学会

応用統計学会

日本信頼性学会

委員歴・役員歴(学外)

2006年-2011年日本信頼性学会−論文審査委員()、理事(2008年〜2011年)、総務委員(2010年〜2011年)

研究分野

キーワード

オペレーションズリサーチ

論文

On warranty cost analysis: on modelling warranty repairs

Chukova, S. and Hayakawa, Y.

Proceedings of the 7th International Conference on Mathematical Methods in Reliability: Theory, Methods and Applications (MMR 2011)p.7 - 132011年06月-

Failure model for multicomponent systems with damage accumulation

Anastasiadis, S., Arnold, R., Chukova, S. and Hayakawa, Y.

Advanced Reliability Modeling IV: Beyond the Traditional Reliability and Maintainability Approaches, eds. Chukova, S., Haywood, J. and Dohi, T.p.9 - 162010年12月-

Capture-recapture estimation using finite mixtures of arbitrary dimension

Arnold, R., Hayakawa, Y. and Yip, P.

Biometrics66p.644 - 6552010年06月-

DOI

Schur-concavity, aging and a new model for damage accumulation in multi-component systems

Arnold, R., Chukova, S. and Hayakawa, Y.

Advanced Reliability Modelling III: Global Aspect of Reliability and Maintainability, eds. Sheu, S.-H. and Dohi, T.p.627 - 6342008年-

Warranty Analysis: Estimation of the Degree of Imperfect Repair via a Bayesian Approach

Chukova, S., Hayakawa, Y. and Arnold, R.

Recent Advances in Stochastic Operations Researchp.3 - 212007年-

The effect of Bayesian and frequentist methods on reliability studies

Chukova, S. and Hayakawa, Y.

Proceedings of the 57th Symposium of the Operations Research Society of Japanp.19 - 332007年03月-

信頼性理論の研究におけるベイズ的方法と頻度論的方法の影響

Stefanka Chukova, 早川 有

オペレーションズ・リサーチ52(7)p.390 - 3962007年07月-

Optimal two-dimensional warranty repair strategy

Chukova, S., Hayakawa, Y. and Johnston, M.R.

Journal of Risk and Reliability221(4)p.265 - 2732007年-

DOI

A beta-binomial model for estimating the size of a heterogeneous population

Yip, P.S.F., Liqun, X., Arnold, R. and Hayakawa, Y.

Australian & New Zealand Journal of Statistics47(3)p.299 - 3082005年09月-

Warranty cost analysis: quasi-renewal inter-repair times

Chukova, S. and Hayakawa, Y.

International Journal of Quality & Reliability Management22(7)p.687 - 6982005年-

Warranty Cost Analysis: Renewing Warranty with Non-Zero Repair Time

Chukova, S. and Hayakawa, Y.

International Journal of Reliability, Quality and Safety Engineering11(2)p.93 - 1122004年-

Warranty cost analysis: non-renewing warranty with repair time

Chukova, S. and Hayakawa, Y.

Applied Stochastic Models in Business and Industry20p.59 - 712004年-

Warranty and Imperfect Repairs

Chukova, S. and Hayakawa, Y.

Advanced Reliability Modeling (Proceedings of the 2004 Asian International Workshop)p.81 - 882004年-

Bayesian inference for a stochastic epidemic model with uncertain numbers of susceptibles of several types

Hayakawa, Y., O'Neill, P.D., Upton, D. and Yip, P.S.F.

Australian and New Zealand Journal of Statistics45(4)p.491 - 5022003年-

A frailty model for detecting number of faults in a system

Wang, Y., Yip, P.S.F. and Hayakawa, Y.

Statistica Sinica12(4)p.1001 - 10132002年-

Bayesian Nonparametric Testing of Constant versus Nondecreasing Hazard Rates, Chapter 23 in "System and Bayesian Reliability: Essays in Honor of Professor Richard E. Barlow for his 70th Birthday"

Hayakawa, Y., Zukerman, J., Paul, S. and Vignaux, G.A.

World Scientific Publishing2001年-

Characterizing failure duration in 2-terminal network problems

Smith, P.J., Silby, H.W., Hayakawa, Y. and Carlisle, C.

International Journal of Reliability, Quality and Safety Engineering8(2)p.137 - 1582001年-

A new characterisation property of mixed Poisson processes via Berman's theorem

Hayakawa, Y.

Journal of Applied Probability37(1)p.261 - 2682000年-

A Gibbs-sampler approach to estimate the number of faults in a system using capture-recapture sampling

Hayakawa, Y. and Yip, P.S.F.

IEEE Transactions on Reliability49(3)p.342 - 3502000年-

Mixed Poisson-type Processes with Application in software Reliability

Hayakawa, Y. and Telfar, G.

Mathematical and Computer Modelling31p.151 - 1562000年-

The total time on test statistics and l1-isotropy

Hayakawa, Y.

International Journal of Reliability, Quality and Safety Engineering7(2)p.143 - 1512000年-

When a large earthquake occurs, what can we say about the aftershocks? A real-life use of probability forecasts (translation from the Japanese)

Vere-Jones, D., Vere-Jones, M. and Hayakawa, Y.

School of Mathematical and Computing Sciences, Victoria University of Wellington, Wellington, New Zealand(6)2000年-

Sensitivity analysis and estimating number of faults in removal debugging

Yip, P.S.F., Liqun, X., Fong, D.Y.T. and Hayakawa, Y.

IEEE Transactions on Reliability48(3)p.300 - 3051999年-

Characterisation properties of mixtures of exponential distributions

Hayakawa, Y.

Proceedings of the First Western Pacific and Third Australia-Japan Workshop on Stochastic Models in Engineering, Technology and Managementp.127 - 1361999年-

A Bayesian positive dependence of survival times based on the multivariate arrangement increasing property

Hayakawa, Y.

Journal of Statistical Planning and Inference70p.225 - 2401998年-

Bayesian classification of satellite imagery with spatio-temporal dependence applied to low cloud detection

Hayakawa, Y., Houston, G. and Hume, T.

School of Mathematical and Computing Sciences, Victoria University of Wellington, Wellington, New Zealand(45)1997年-

The construction of new bivariate exponential distributions from a Bayesian perspective

Hayakawa, Y.

Journal of the American Statistical Association89(427)p.1044 - 10491994年-

Operational Bayesian models for designed experiments

Hayakawa, Y.

Institute of Statistics and Operations Research, Victoria University of Wellington, Wellington, New Zealand(36)1994年-

Interrelationships between lp-isotropic densities and lp-isotropic survival functions, and de Finetti representations of Schur-concave survival functions

Yu Hayakawa

The Australian Journal of Statistics35(3)p.327 - 3321993年-

Derivation of conjugate priors for continuous exponential-type families and l1-isotropic models with right censorship

Hayakawa, Y.

Proceedings of the 29th Annual Conference of the Operational Research Society of New Zealandp.334 - 3411993年-

Bayesian Parametric Models for Lifetimes from a Subjectivistic Viewpoint: Model Construction and Characterizations of Aging

Hayakawa, Y.

Department of Industrial Engineering and Operations Research, University of California at Berkeley, California, U.S.A.1992年-

Capture Recapture Estimation Using Finite Mixtures of Arbitrary Dimension

Arnold, Richard;Hayakawa, Yu;Yip, Paul

BIOMETRICS66(2)p.644 - 6552010年-2010年

DOI

詳細

ISSN:0006-341X

Multicomponent Systems With Multiplicative Aging and Dependent Failures

Anastasiadis, Simon;Arnold, Richard;Chukova, Stefanka;Hayakawa, Yu

IEEE TRANSACTIONS ON RELIABILITY62(1)p.286 - 2952013年-2013年

DOI

詳細

ISSN:0018-9529

講演・口頭発表等

Schur-concavity, aging and a new model for damage accumulation in multi-component systems (Arnold, R., Chukova, S. and Hayakawa, Y.)

3rd Asian International Workshop on Advanced Reliability Modeling (AIWARM 2008)2008年10月

詳細

口頭発表(一般)

Capture Recapture estimation using finite mixtures of arbitrary dimension (Arnold, R. and Hayakawa, Y.) presented by Arnold, R.

9th World Conference of the International Society for Bayesian Analysis (ISBA)2008年07月

詳細

ポスター発表

外部研究資金

研究資金の受入れ状況

実施形態:共同研究

Robustness measures for telecomunication networks1993年-1994年

提供機関:日本学術振興会制度名:科学研究費助成事業実施形態:共同研究

Non-parametric Bayesian approach to modelling system reliability2018年04月-2020年03月

代表

学内研究制度

特定課題研究

Warranty Cost Analysis with Non-zero Repair Times: Models and Inference

2013年度

研究成果概要:A summary of research outcomes:Research team of Waseda University Grant for Special Research Projects (2013B-246) c...A summary of research outcomes:Research team of Waseda University Grant for Special Research Projects (2013B-246) consisted of the following members:Principal researcher: Dr Yu Hayakawa, Waseda UniversityResearch collaborator: Dr Stefanka Chukova, Victoria University of WellingtonResearch collaborator: Yimo Xu, Waseda University (undergraduate student)Research assistant: Yan Liu, Waseda University (PhD student)In our research plan submitted for this grant, we stated that the main focus is on the modeling of the warranty claims and evaluation of the warranty servicing costs under non-renewing free replacement warranty policy. Our model is based the generalised alternating renewal process and we derive new results on this stochastic process with a finite time horizon. We also employ simulation methods to obtain numerical results. We report that we have made good progress on this project and on some related projects as well.Dr Stefanka Chukova visited the School of International Liberal Studies (SILS), Waseda University, during 12-19 December 2013. Dr Richard Arnold, her colleague from Victoria University of Wellington, was also visiting SILS on sabbatical from November 2013 to February 2014. Throughout the period of this grant, we worked together on the project described above and a few other related topics described below.1) We model the warranty claims process and evaluate the warranty servicing costs under non-renewing and renewing free replacement warranties. We use an increasing geometric process to model the consecutive repair times. This model is based on the generalised alternating renewal process (GAR) and we derive new results on GAR process with a finite time horizon. This work is in the manuscript [1] whose details are given in the next section. This manuscript will be presented at the 6th Asia-Pacific International Symposium on Advanced Reliability and Maintenance Modelling (APARM 2014, August 2014, Sapporo, Japan).Yan Liu conducted a simulation study on the above model under non-renewing replacement warranty and obtained numerical results. Yimo Xu wrote a set of notes on the relevant technical details and proofs of the theorems. We are working on an extended version of the manuscript [1] by incorporating the simulation results under both non-renewing and renewing warranty replacement policies (the manuscript [5]).2) We have constructed a model for correlated failures in multicomponent systems where failed components are repaired. Due to these repairs multiple failures of each component are observable. We assume that repair is instantaneous, but imperfect. Correlation amongst failures and the overall ageing of the system are modeled by treating each component failure as a shock which damages the other components in the system. Our results are in the manuscript [2]. This manuscript will be presented at the 6th Asia-Pacific International Symposium on Advanced Reliability and Maintenance Modelling (APARM 2014).3) Reliability data may incorporate a failure severity measure as well as the time of each failure. Such severities may however be qualitative ordinal data. We apply finite mixture methods to group units into fuzzy clusters, in order to model the joint distribution of failure times and severities. This work is in the manuscript [3]. This manuscript will be presented at the 6th Asia-Pacific International Symposium on Advanced Reliability and Maintenance Modelling (APARM 2014).4) We develop inference procedures for the shock models that we had previously published. We introduce a new type of grouping of subunits which allow for common cause failures, i.e., all the components within a subunit failure simultaneously. A paper on this project is in preparation.

Generalised alternating renewal process: Bayesian statistical inference with applications

2014年度

研究成果概要:A summaryof research outcomes: Research team of Waseda University Grantfor Special Research Projects (2014B-44...A summaryof research outcomes: Research team of Waseda University Grantfor Special Research Projects (2014B-443) consisted of the following members: Principal researcher: Dr Yu Hayakawa,Waseda UniversityResearch collaborator: Dr Richard Arnold,Victoria University of WellingtonResearch collaborator: Dr Stefanka Chukova,Victoria University of WellingtonResearch collaborator: Ms Ting Ying Chen,Waseda University (undergraduate and masters student) In our research plan submitted for thisgrant, we stated that the main focus is on the modeling of the warranty costsbased on the generalised alternating renewal (GAR) process of type 1 (renewaloperating times followed by geometric repair times) and the GAR of type 2(geometric operating times followed by geometric repair times) under both thenon-renewing and renewing free replacement policies. We also obtain numericalresults by employing simulation methods.  We report that we have made good progresson this project and on some related projects as well. Dr Richard Arnold attended the 6th Asia-Pacific InternationalSymposium on Advanced Reliability and Maintenance Modelling held in Sapporoand visited the School of International Liberal Studies (SILS), WasedaUniversity in August 2014.  Yu Hayakawavisited Victoria University of Wellington from 23 February 2015 to 11 March2015, with which both Drs Richard Arnold and Stefanka Chukova are affiliated.  Throughout the period of this grant, we workedtogether on the project described above and a few other related topicsdescribed below.  We also worked on theproject with Dr Sarah Marshall, Auckland University of Technology, who joinedthe team in December 2014. 1)   We model the warranty claimsprocess and evaluate the warranty servicing costs under non-renewing andrenewing free replacement warranties.  Westudy two models which are based on the generalised alternating renewal processof type 1 (renewal operating times followed by geometric repair times – GAR I)and that of type 2 (geometric operating times followed by geometric repairtimes – GAR II) under both the non-renewing and renewing free replacementpolicies. We derive new results on GAR I & II with a finite time horizon.   Some results are in the manuscripts [1] & [5].  The manuscript [1] was presented by YuHayakawa at the 6th Asia-Pacific International Symposium on AdvancedReliability and Maintenance Modelling (APARM 2014, August 2014, Sapporo, Japan).  The manuscript [5] will be presented by YuHayakawa at The Ninth InternationalConference on Mathematical Methods in Reliability (MMR 2015) in Tokyo on 1-4June 2015. Dr Stefanka Chukova delivered an invited talk on this project atthe  International Statistical InstituteRegional Statistics Conference 2014 (ISI-RSC 2014) held in Kuala Lumpur,Malaysia, on 16-20 November 2014.  Thetalk title was "Warranty cost analysis: geometric operational and repairtimes." Dr Sarah Marshall will present some results on this project at the 27thEuropean Conference on Operational Research held in Glasgow, United Kingdom, 12-15thJuly 2015.  The talk title will be “Modellingwarranty costs using geometric repair times.” Ms Ting Ying Chen created some graphs to summarise simulationresults for this project. We are working on extended versions of the manuscripts [1] & [5]by incorporating the simulation results under both non-renewing and renewingwarranty replacement policies using GAR I and GAR II.  Also we are working on a numerical procedurerelated to some results included in the manuscript [1].   2)   We have constructed a model forcorrelated failures in multicomponent systems where failed components arerepaired.  Our results are in themanuscript [2].  This manuscript waspresented by Dr Richard Arnold at the 6th Asia-Pacific InternationalSymposium on Advanced Reliability and Maintenance Modelling (APARM 2014) inAugust 2014.  An expanded version of thepaper has been accepted for publication in the Journal of Risk and Reliability[4]. 3)   We apply finite mixture methodsto group units into fuzzy clusters, in order to model the joint distribution offailure times and severities.  This workis in the manuscript [3].  Thismanuscript was presented by Dr Richard Arnold at the 6thAsia-Pacific International Symposium on Advanced Reliability and MaintenanceModelling (APARM 2014) in August 2014. 4)   We develop inference proceduresfor multicomponent systems where the system is viewed as being made up ofindependent overlapping subsystems that we had previously published. Weintroduce a new type of grouping of subunits which allow for common causefailures, i.e., all the components within a subunit failuresimultaneously.  We extend our resultsand a paper on this project [6] is close to completion.  

Warranty cost analysis with non-zero repair times through hierarchical stochastic processes

2017年度共同研究者:Richard Arnold, Stefanka Chukova, Yuuki Rikimaru

研究成果概要:1)    We model the warranty claims process and evaluate the warranty servicing costs under non-renew...1)    We model the warranty claims process and evaluate the warranty servicing costs under non-renewing and renewing free repair warranties.  We assume that the repair time for rectifying the claims is non-zero and the repair cost is a function of the length of the repair time.  To accommodate the ageing of the product and repair equipment, we use a decreasing geometric process to model the consecutive operational times and an increasing geometric process to model the consecutive repair times.  We identify and study the alternating geometric process (AGP), which is an alternating process with cycles consisting of the item’s operational time followed by the corresponding repair time.  We derive new results for the AGP in finite horizon and use them to evaluate the warranty costs over the warranty period and over the life cycle of the product under a non-renewing free repair warranty (NRFRW), a renewing free repair warranty (RFRW) and a restricted renewing free repair warranty (RRFRW(n)).  Properties of the model are demonstrated using a simulation study.Together with Dr Sarah Marshall, Auckland University of Technology, we wrote a paper on the results of this project and it was made a technical report (Research Report Series (ISSN:1174-2011), #18-1, Victoria University of Wellington School of Mathematics and Statistics (http://sms.victoria.ac.nz/Main/ResearchReportSeries) (2018)).  We submitted this paper to a joint conference: APARM2018 & QR2MSE2018.  We will present this paper at this conference in August 2018.2)    We present a model for the delayed reporting of faults: multiple non-fatal faults are accumulated and then simultaneously reported and repaired.  The reporting process is modelled as a stochastic process dependent on the underlying stochastic process generating the faults.  We have worked on the cases of multiple faults types, planned preventative maintenance and customer rush.  A manuscript has been written on the results and we plan to extend it by adding simulation studies and submit it to an international peer reviewed journal this year.

Stochastic process approaches to modelling system reliability

2015年度共同研究者:Richard Arnold, Stefanka Chukova, Fan Wang

研究成果概要:1) We present a model for the delayed reporting of faults: multiple sub-critical faults are accumulated and then si...1) We present a model for the delayed reporting of faults: multiple sub-critical faults are accumulated and then simultaneously reported and repaired. The reporting process is modelled as a stochastic process dependent on the underlying stochastic process generating the faults. The joint distribution of the reporting times and numbers of reported faults is derived.  We have submitted a manuscript for presentation at The 7th Asia-Pacific International Symposium on Advanced Reliability and Maintenance Modeling in Seoul, Korea, on 24-26 August 2016.2) We generalise existing approaches to inference in multicomponent systems by formulating the likelihood for systems made up of independent overlapping subsystems, and have shown how to apply this inference procedure to the models that we had previously published.   A paper on this project was finalised and submitted to IEEE Transaction on Reliability in February 2016.3) We model the warranty servicing costs by assuming non-zero increasing repair times.  We introduce the generalised alternating renewal process by using the geometric process.  Simulation is used to estimate the expected costs over the warranty period and life cycle.  We have written a manuscript summarising our results and plan to submit its finalised version to European Journal of Operational Research by August 2016.

Delayed reporting of faults in warranty claims

2017年度共同研究者:Richard Arnold, Stefanka Chukova

研究成果概要:When a complex system is operated, it may experience multiple faults. If the system is operating under warranty the...When a complex system is operated, it may experience multiple faults. If the system is operating under warranty these faults may be claimed for and repaired at zero or minimal cost to the consumer.  However, if the faults do not lead to system failure the user may find it inconvenient to claim for each repair as it occurs and may instead delay making a report or claim until a sufficiently large number of faults has accumulated. We present a model for the delayed reporting of faults: multiple non-fatal faults are accumulated and then simultaneously reported and repaired. The reporting process is modelled as a stochastic process dependent on the underlying stochastic process generating the faults. The joint distribution of the reporting times and numbers of reported faults is derived.  We presented a paper on the project in the 10th International Conference on Mathematical Methods in Reliability held in France on 3-6 July 2017.  We also worked on a few extensions of the above model, which deal with multiple fault types, planned preventative maintenance and customer rush and wrote a manuscript on the results.  We have written a manuscript on the above results and plan to extend it by adding simulation results.  An extended version of the manuscript will be submitted to an international peer review journal later this year.

Modelling system reliability: Non-parametric Bayesian inference

2016年度共同研究者:Richard Arnold, Stefanka Chukova, Adam Rod

研究成果概要:1) We construct a model for the delayed reporting of non-fatal faults which are accumulated before being reported i...1) We construct a model for the delayed reporting of non-fatal faults which are accumulated before being reported in groups, which is applicable to warranty claim analysis. We extend this model to account for multiple fault types, planned preventative maintenance and customer rush. We have submitted a manuscript for presentation in an invited session at the 10th International Conference on Mathematical Methods in Reliability in Grenoble, France, on 3-6 July 2017. We also presented our paper at 2016 Joint NZSA+ORSNZ Conference (27-30 November 2016) and the Joint Workshop – New Development of Stochastic Models (15 October 2016). Our paper on this model was awarded a Best Paper award at the Asia-Pacific Workshop on Advanced Reliability and Maintenance Modelling (Seoul, August 2016).2) We present a general approach to inference in multicomponent systems where the system is viewed as being made up of Independent Overlapping Subsystems (IOS). We submitted a paper on this project to IEEE Transactions on Reliability in February 2016 and submitted a revision of the paper in December 2016.3) We present a unified model for multi-component systems with dependent failures and imperfect repairs. A paper on this project was finalised and submitted to “Stochastic Operations Research in Business and Industry,” World Scientific, for inclusion as a book chapter in December 2016.

Non-parametric Bayesian approach to modelling system reliability

2018年度共同研究者:Richard Arnold, Stefanka Chukova, Sarah Marshall

研究成果概要:Weare taking a nonparametric Bayesian approach to hazard function modelling. Thehigh level of complexity of this ap...Weare taking a nonparametric Bayesian approach to hazard function modelling. Thehigh level of complexity of this approach has meant we spent a significantamount of time on review of the literature and on model formulation.  We have created a draft technical reportsummarising our findings and have implanted simulation models for the GammaProcess methodology which we are using. We are also working on biclustering incapture-recapture experiments from a nonparametric Bayesian perspective and arepresenting our results at MMR 2019.  Wewrote a paper on delayed reporting of faults in warranty claims, in which thereporting process is modelled as a stochastic process dependent on theunderlying stochastic process generating the faults.  Our paper has been presented at seminars andconferences. This research inspired another project on nonzero repair timesdependent on the failure hazard.  Ourpaper on this project will be presented at MMR 2019. Wealso worked on a review paper and a book chapter on geometric-like processesand their applications in warranty analysis. Conference and workshop presentations have been given on this topic andwe also present our paper at MMR 2019. The book chapter has been accepted for publication.

海外研究活動

研究課題名: Modelling system reliability via stochastic process

2016年09月-2017年03月

機関: Victoria University of Wellington(New Zealand)

研究課題名: Studies on damage accumulation models

2011年09月-2012年03月

機関: Victoria University of Wellington(ニュージーランド)

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その他教育活動

現代GPにかかわる出張

詳細

概要:立命館 Asia Pacific University を視察 視察団メンバー:森川友義国際教養学部教授、片岡貞治国際教養学部客員助教授、早川有