Reliability Evaluation Using Monte Carlo Simulation and Support Vector Machine

  • Authors:
  • Claudio M. Rocco Sanseverino;José Ali Moreno

  • Affiliations:
  • -;-

  • Venue:
  • ICCS '02 Proceedings of the International Conference on Computational Science-Part I
  • Year:
  • 2002

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Abstract

In this paper we propose the use of Support Vector Machine (SVM) to evaluate system reliability. The main idea is to develop an estimation algorithm by training a SVM on a restricted data set, replacing the system performance model evaluation by a simpler calculation. The proposed approach is illustrated by an example. System reliability is properly emulated by training a SVM with a small amount of information.