Development of actual risk costs based on estimated risk costs as well as probabilistic restriction of the actual risk costs

• US 7,805,329 B2
• Filed: 03/02/2007
• Issued: 09/28/2010
• Est. Priority Date: 03/02/2006
• Status: Expired due to Fees

• Current Assignee: Siemens AG
• Original Assignee: Siemens AG
• Inventors: Sutor, Ariane, Maeckel, Oliver
• Primary Examiner(s): Diaz; Susanna M
• Assistant Examiner(s): CHOU, ASHLEY
• Application Number:
  US11/681,540
• Publication Number:
  US 20070214027A1
• Time in Patent Office: 1,306 Days
• Field of Search: 705/7, 705/10
• US Class Current: 705/7.28
• CPC Class Codes: G06Q 10/06 Resources, workflows, human or project management; Enterprise or organisation planning; Enterprise or organisation modelling
• CPC Class Codes: G06Q 10/0635 Risk analysis of enterprise or organisation activities
• CPC Class Codes: G06Q 10/06375 Prediction of business process outcome or impact based on a proposed change

Abstract

An evaluation is performed for a device, an application and/or a method, in particular a method for establishing a technical system such as a power plant for instance, the assessment being carried out on the basis of costs for risks. In accordance with the method, the costs for specific risks are to be assessed. A risk costs interval is to be determined, which contains the actual risk costs with high probability. This is achieved by a regression of intuitive assignments to a straight line by an indirect linear regression by a non-linear regression in an intermediate diagram.

Claims

1. A method for evaluating at least one of a device and an application used in a technical system, and a method for establishing the technical system, with an assessment carried out based on costs for risks, comprising:

a calculating device determining risk costs causes in the technical system;

assessing possible risk costs depending on the risk costs causes,

intuitively assigning risk cost data values to intuitive risk costs assessment numbers for possible risk costs representing monetary waste of the technical system, respectively,

representing said intuitive assigning in an initial physical representation of the costs for risks using a first coordinate system of risk costs to risk costs assessment numbers and having a risk costs axis with a decadic logarithmic scale and a risk costs assessment number axis with a linear scale;

assuming that the risk cost data values have errors randomly and stochastically distributed, in particular normally distributed;

the device determining a variance and an expected value for the possible risk costs based on a probability to determine actual risk cost data values to which are assigned intuitive risk cost assessment numbers, respectively;

the device transforming the initial physical representation of the costs for risks into an intermediate diagram using a second coordinate system of intuitive risk assessment to risk costs in monetary units;

the device implementing regression of the intuitive assigning on a straight regression line by an indirect linear regression using a non-linear regression to produce a curve in the intermediate diagram;

the device reverse transforming the curve in the intermediate diagram back into a straight regression line in the initial physical representation of the costs for risks;

the device determining actual overall risk costs from a sum of the actual risk costs by the straight regression line of the actual risk cost data values in the initial physical representation of the costs for risks after the reverse transforming; and

the device assigning a probability such that the sum of the actual risk costs remains below an upper limit, with an assumption that the risk costs sum exhibits a probability distribution, in particular a normal distribution, such that quantiles are calculated for the data representing monetary waste of the technical system.

2. The method as claimed in claim 1, wherein in the intermediate diagram, the risk costs values are plotted along a y-axis forming a linear scale, and the intuitive risk costs assessment numbers are plotted along an x-axis forming a linear scale.

3. The method as claimed in claim 2, wherein the non-linear regression uses an exponential function with a base and a linear exponent ax+b.

4. The method as claimed in claim 3, wherein the base of the exponential function is base 10.

5. The method as claimed in claim 3, further comprising determining values a and b occurring by minimizing quadrats of intervals between determined actual risk costs values and the exponential function.

6. The method as claimed in claim 5, further comprising:

forming an inverse function of the exponential function; and

back transforming the inverse function in a risk costs coordinate system, the risk costs assessment number coordinate system having a risk costs axis with a decade logarithmic scale and a risk costs assessment number axis with a linear scale, with a straight line ax+b determined by the values a and b being determined.

7. The method as claimed in claim 6, wherein said determining determines risk costs causes from the system to be established, deadline difficulties, currency fluctuations, overtime hours and/or price increases.

8. The method as claimed in claim 1, wherein the technical system of claim 1 is a power plant.