Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “Value at Risk”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 37 records · Page 2
All sourcesNASA NTRSDOE OSTI
NASA NTRS1990

Hierarchical classification in high dimensional numerous class cases

As progress in new sensor technology continues, increasingly high resolution imaging sensors are being developed. These sensors give more detailed and complex data for each picture element and greatly increase the dimensionality of data over past systems. Three methods for designing a decision tree classifier are discussed: a top down approach, a bottom up approach, and a hybrid approach. Three feature extraction techniques are implemented. Canonical and extended canonical techniques are mainly dependent upon the mean difference between two classes. An autocorrelation technique is dependent upon the correlation differences. The mathematical relationship between sample size, dimensionality, and risk value is derived.

Kim, Byungyong↗
NASA NTRS1991

Hierarchical classifier design in high-dimensional, numerous class cases

As progress in new sensor technology continues, increasingly high spectral resolution sensors are being developed. These sensors give more detailed and complex data for each picture element and greatly increase the dimensionality of data over past systems. Three methods for designing a decision tree classifier are discussed; a top down approach, a bottom up approach, and a hybrid approach. Three feature extraction techniques are implemented. Canonical and extended canonical techniques are mainly dependent on the mean difference between two classes. An autocorrelation technique is dependent on the correlation differences. The mathematical relationship among sample size, dimensionality, and risk value is derived.

Kim, Byungyong↗
NASA NTRS2002

Rapid Spacecraft Development: Results and Lessons Learned

The Rapid Spacecraft Development Office (RSDO) at NASA's Goddard Space Flight Center is responsible for the management and direction of a dynamic and versatile program for the definition, competition, and acquisition of multiple indefinite delivery and indefinite quantity contracts - resulting in a catalog of spacecraft buses. Five spacecraft delivery orders have been placed by the RSDO and one spacecraft has been launched. Numerous concept and design studies have been performed, most with the intent of leading to a future spacecraft acquisition. A collection of results and lessons learned is recorded to highlight management techniques, methods and processes employed in the conduct of spacecraft acquisition. Topics include working relationships under fixed price delivery orders, price and value, risk management, contingency reserves, and information restrictions.

Watson, William A.↗
NASA NTRS1990

An application of multiattribute decision analysis to the Space Station Freedom program. Case study: Automation and robotics technology evaluation

The results are described of an application of multiattribute analysis to the evaluation of high leverage prototyping technologies in the automation and robotics (A and R) areas that might contribute to the Space Station (SS) Freedom baseline design. An implication is that high leverage prototyping is beneficial to the SS Freedom Program as a means for transferring technology from the advanced development program to the baseline program. The process also highlights the tradeoffs to be made between subsidizing high value, low risk technology development versus high value, high risk technology developments. Twenty one A and R Technology tasks spanning a diverse array of technical concepts were evaluated using multiattribute decision analysis. Because of large uncertainties associated with characterizing the technologies, the methodology was modified to incorporate uncertainty. Eight attributes affected the rankings: initial cost, operation cost, crew productivity, safety, resource requirements, growth potential, and spinoff potential. The four attributes of initial cost, operations cost, crew productivity, and safety affected the rankings the most.

Smith, Jeffrey H.↗
NASA NTRS2007

Application of Risk within Net Present Value Calculations for Government Projects

In January 2004, President Bush announced a new vision for space exploration. This included retirement of the current Space Shuttle fleet by 2010 and the development of new set of launch vehicles. The President's vision did not include significant increases in the NASA budget, so these development programs need to be cost conscious. Current trade study procedures address factors such as performance, reliability, safety, manufacturing, maintainability, operations, and costs. It would be desirable, however, to have increased insight into the cost factors behind each of the proposed system architectures. This paper reports on a set of component trade studies completed on the upper stage engine for the new launch vehicles. Increased insight into architecture costs was developed by including a Net Present Value (NPV) method and applying a set of associated risks to the base parametric cost data. The use of the NPV method along with the risks was found to add fidelity to the trade study and provide additional information to support the selection of a more robust design architecture.

Grandl, Paul R.↗
NASA NTRS2019

Valuing Rigor in the Risk Management Process

NASA, as an organization, takes risk management (RM) seriously, and for most projects, the risk management process is exemplar. There can be challenges, though, with defining RM processes. For example, many different risk analysis methodologies are available, they can be applied with varying degrees of rigor, and they can have different value depending on how projects use them. In particular, risk analysis methodologies vary considerably in the level of quantitative detail, with more probabilistic techniques encouraged in some situations. We discussed these processes and methodologies with ten project managers (PM) at the NASA Goddard Space Flight Center (GSFC). Our intent was not to prove with some level of statistical significance that some are more helpful than others, but rather to obtain a general understanding of how projects are identifying, and thinking, about risks. This paper describes some of the available risk processes and methodologies, and provides some insights about the benefits that can gained from their use. We provide an in-depth discussion of one quantitative methodology, Probabilistic Risk Assessments (PRAs), and conclude with a few insights from observed best practices.

Dillon, Robin L.↗
NASA NTRSDate not supplied

Data Driven UAM Flight Energy Consumption Prediction and Risk Assessment

With the current technological advancements revolutionizing the concept of Urban Air Mobility (UAM) and package delivery, there is also, a concurrent need to quantify the operational safety of these vehicles in terms of their associated risk. Conducting safe flight operations is critical for UAM vehicles which are electrically Vertical Takeoff and Landing (eVTOL) vehicles, to operate in current Air traffic control. In this paper, a data-driven method for UAM vehicle energy consumption prediction and risk quantification with conditional value-at-risk based on energy consumption distribution is presented. Significant factors affecting energy consumption, such as density altitude, aircraft design, airspeed, and collision avoidance algorithms, are considered in the data-driven based energy consumption prediction of different eVTOL

Data-driven↗
NASA NTRS2000

Commercial Off-The-Shelf (COTS) Program: Issues and Results of Upscreening COTS Parts for NASA Flight Hardware

This paper presents The Commercial Off-The-Shelf Program (COTS). The topics of discussion are: 1) Introduction of COTS; 2) MARS01 Program/Requirements; 3) MARS01 COTS Screening Flow; 4) Test Results-Electrical, C-Sam, Burn-In; 5) Value Added Analysis (Risk Reduction); 6) Value Added Analysis (Cost); 7) Impact of COTS ++ Screening; and 8) Summary. This paper is presented in viewgraph form.

Sandor, Mike↗
NASA NTRS1999

Electronic Packaging for Space Applications Workshop 1999

This paper presents viewgraphs on the Commercial Off-The-Shelf (COTS) Program. The topics include: 1) Advocacy for COTS; 2) MARS01 Program/Requirements; 3) MARS01 COTS Screening Flow; 4) Test Results-Electrical, C-Sam, Burn-In; 5) Value Added Analysis (Risk Reduction); 6) Value Added Analysis (Cost); 7) Impact of COTS ++ Screening and 8) Summary.

Sandor, Mike↗
NASA NTRS2016

Pitfalls and Precautions When Using Predicted Failure Data for Quantitative Analysis of Safety Risk for Human Rated Launch Vehicles

Launch vehicle reliability analysis is largely dependent upon using predicted failure rates from data sources such as MIL-HDBK-217F. Reliability prediction methodologies based on component data do not take into account risks attributable to manufacturing, assembly, and process controls. These sources often dominate component level reliability or risk of failure probability. While consequences of failure is often understood in assessing risk, using predicted values in a risk model to estimate the probability of occurrence will likely underestimate the risk. Managers and decision makers often use the probability of occurrence in determining whether to accept the risk or require a design modification. Due to the absence of system level test and operational data inherent in aerospace applications, the actual risk threshold for acceptance may not be appropriately characterized for decision making purposes. This paper will establish a method and approach to identify the pitfalls and precautions of accepting risk based solely upon predicted failure data. This approach will provide a set of guidelines that may be useful to arrive at a more realistic quantification of risk prior to acceptance by a program.

Hatfield, Glen S.↗
NASA NTRS1999

Fractal analysis of heart rate dynamics as a predictor of mortality in patients with depressed left ventricular function after acute myocardial infarction. TRACE Investigators. TRAndolapril Cardiac Evaluation

A number of new methods have been recently developed to quantify complex heart rate (HR) dynamics based on nonlinear and fractal analysis, but their value in risk stratification has not been evaluated. This study was designed to determine whether selected new dynamic analysis methods of HR variability predict mortality in patients with depressed left ventricular (LV) function after acute myocardial infarction (AMI). Traditional time- and frequency-domain HR variability indexes along with short-term fractal-like correlation properties of RR intervals (exponent alpha) and power-law scaling (exponent beta) were studied in 159 patients with depressed LV function (ejection fraction <35%) after an AMI. By the end of 4-year follow-up, 72 patients (45%) had died and 87 (55%) were still alive. Short-term scaling exponent alpha (1.07 +/- 0.26 vs 0.90 +/- 0.26, p <0.001) and power-law slope beta (-1.35 +/- 0.23 vs -1.44 +/- 0.25, p <0.05) differed between survivors and those who died, but none of the traditional HR variability measures differed between these groups. Among all analyzed variables, reduced scaling exponent alpha (<0.85) was the best univariable predictor of mortality (relative risk 3.17, 95% confidence interval 1.96 to 5.15, p <0.0001), with positive and negative predictive accuracies of 65% and 86%, respectively. In the multivariable Cox proportional hazards analysis, mortality was independently predicted by the reduced exponent alpha (p <0.001) after adjustment for several clinical variables and LV function. A short-term fractal-like scaling exponent was the most powerful HR variability index in predicting mortality in patients with depressed LV function. Reduction in fractal correlation properties implies more random short-term HR dynamics in patients with increased risk of death after AMI.

Non-NASA Center↗
NASA NTRS2011

Independent Review of U.S. and Russian Probabilistic Risk Assessments for the International Space Station Mini Research Module #2 Micrometeoroid and Orbital Debris Risk

The Mini-Research Module-2 (MRM-2), a Russian module on the International Space Station, does not meet its requirements for micrometeoroid and orbital debris probability of no penetration (PNP). To document this condition, the primary Russian Federal Space Agency ISS contractor, S.P. Korolev Rocket and Space Corporation-Energia (RSC-E), submitted an ISS non-compliance report (NCR) which was presented at the 5R Stage Operations Readiness Review (SORR) in October 2009. In the NCR, RSC-E argued for waiving the PNP requirement based on several factors, one of which was the risk of catastrophic failure was acceptably low at 1 in 11,100. However, NASA independently performed an assessment of the catastrophic risk resulting in a value of 1 in 1380 and believed that the risk at that level was unacceptable. The NASA Engineering and Safety Center was requested to evaluate the two competing catastrophic risk values and determine which was more accurate. This document contains the outcome of the assessment.

Squire, Michael D.↗
NASA NTRS2022

The Mass Change Designated Observable Study: Overview and Results

The 2017–2027 United States National Academy of Sciences Decadal Survey (DS) for Earth Science and Applications from Space identified Mass Change (MC) as one of five Designated Observables (DOs) having the highest priority in terms of Earth observations required to advance Earth system science over the next decade. In response to this designation, NASA initiated several multi-center studies, with the goal of recommending observing system architectures for each DO for implementation within this decade. This paper provides an overview of the Mass Change Designated Observable (MCDO) Study along with key findings. The study process included: (a) generation of a Science and Applications Traceability Matrix (SATM) that maps required measurement parameters to the DS Science and Applications Objectives; (b) identification of three architecture classes relevant for measuring mass change: Precise Orbit Determination (POD), Satellite-Satellite-Tracking (SST) and Gravity Gradiometry (GG), along with variants within each architecture class; and (c) creation of a Value Framework process that considers science value, cost, risk, schedule, and partnership opportunities, to identify and recommend high value observing systems for further in-depth study. The study team recommended the implementation of an SST architecture, and identified variants that simultaneously (a) satisfy the baseline measurement parameters of the SATM; (b) maximize the probability of providing overlap with the Gravity Recovery and Climate Experiment Follow-On (GRACE-FO) mission currently in operation, accelerating science return from both missions; and (c) provide a pathway towards substantial improvements in resolution and accuracy of mass change data products relative to the program of record.

D N Wiese↗
NASA NTRS2009

The Application of a Residual Risk Evaluation Technique Used for Expendable Launch Vehicles

This presentation provides a Residual Risk Evaluation Technique (RRET) developed by Kennedy Space Center (KSC) Safety and Mission Assurance (S&MA) Launch Services Division. This technique is one of many procedures used by S&MA at KSC to evaluate residual risks for each Expendable Launch Vehicle (ELV) mission. RRET is a straight forward technique that incorporates the proven methodology of risk management, fault tree analysis, and reliability prediction. RRET derives a system reliability impact indicator from the system baseline reliability and the system residual risk reliability values. The system reliability impact indicator provides a quantitative measure of the reduction in the system baseline reliability due to the identified residual risks associated with the designated ELV mission. An example is discussed to provide insight into the application of RRET.

Latimer, John A.↗
NASA NTRS2009

A Single Conjunction Risk Assessment Metric: the F-Value

The Conjunction Assessment Team at NASA Goddard Space Flight Center provides conjunction risk assessment for many NASA robotic missions. These risk assessments are based on several figures of merit, such as miss distance, probability of collision, and orbit determination solution quality. However, these individual metrics do not singly capture the overall risk associated with a conjunction, making it difficult for someone without this complete understanding to take action, such as an avoidance maneuver. The goal of this analysis is to introduce a single risk index metric that can easily convey the level of risk without all of the technical details. The proposed index is called the conjunction "F-value." This paper presents the concept of the F-value and the tuning of the metric for use in routine Conjunction Assessment operations.

Frigm, Ryan Clayton↗
NASA NTRSDate not supplied

Utilizing Earth Observations to Model Probable Coastal Wetland Extent, Sea-Level Rise Inundation Risk, and Assess Impacts on Historic Hawaiian Lands

Climate induced sea-level rise poses a risk to coastal areas on the Island of Hawai’i, and many of the island’s historic cultural lands are in danger of becoming overtaken by wetlands or inundation. In partnership with the County of Hawai’i, State of Hawai’i Department of Land and Natural Resources, and Arizona State University, NASA DEVELOP mapped wetland extent and short-term sea-level rise inundation risk. We utilized Earth observations over a 10-year span (2013 – 2022) that included the NASA MEaSUREs Gridded Sea Surface Height Anomalies and MEaSUREs Group for High Resolution Sea Surface Temperature datasets, United States Geological Survey (USGS) Hawaii Digital Elevation Models (DEM), and in situ tidal gauge data. Flood risk index values were acquired for 5 known Hawai’i flood events between 2019 – 2021 from the Global Flood Mapper tool on Google Earth Engine. We used a random forest model to predict short-term sea-level rise inundation risk along the entire coast of Hawai’i. Current wetland extents and probabilistic locations of new wetlands were modeled with the most recently available data from PlanetScope Surface Reflectance optical imagery (2022), USGS 3D Elevation Program (3DEP) 10m DEM (2020), temperature and precipitation data from the Hawai’i Climate Atlas, and soils data from the Hawai’i Soil Atlas (2014) using the Wetland Intrinsic Potential tool. Results indicated locations that had the highest probability of wetland creation. The end products aimed to help the partners prioritize efforts to meeting regulation requirements for wetlands protection, evaluate the inundation risk to historical features, and support decision-making for their Shoreline Setback and Climate Adaption plans.

Lisa Tanh↗
NASA NTRS2012

Factors Contributing to Unsuccessful Re-Proposed Missions

JPL often re-proposes unselected missions after technology advancement and mission concept development. Feedback given as major and minor weaknesses and strengths in prior rounds are addressed in later versions of proposals. This feedback provides insight into the factors that affect perceptions of risk and value. My research involved an in-depth case study of an original mission, Mission-A, and the re-proposed mission, Mission-B, after a multi-year technology development effort.In 2002, Mission-A was rated as Category III, with above average science merit (top score) and High Risk. To reduce risk, NASA invested technology development funds. In 2006 the re-formulated Mission-A mission, renamed Mission-B, was rated Category IV, good to very good science, and Medium Risk. While the risk rating improved from Mission-A to Mission-B, the overall results were worse.

risk↗