IDEAS home Printed from https://ideas.repec.org/a/eee/reensy/v130y2014icp175-189.html
   My bibliography  Save this article

Inverse Gaussian process models for degradation analysis: A Bayesian perspective

Author

Listed:
  • Peng, Weiwen
  • Li, Yan-Feng
  • Yang, Yuan-Jian
  • Huang, Hong-Zhong
  • Zuo, Ming J.

Abstract

This paper conducts a Bayesian analysis of inverse Gaussian process models for degradation modeling and inference. Novel features of the Bayesian analysis are the natural manners for incorporating subjective information, pooling of random effects information among product population, and a straightforward way of coping with evolving data sets for on-line prediction. A general Bayesian framework is proposed for degradation analysis with inverse Gaussian process models. A simple inverse Gaussian process model and three inverse Gaussian process models with random effects are investigated using Bayesian method. In addition, a comprehensive sensitivity analysis of prior distributions and sample sizes is carried out through simulation. Finally, a classic example is presented to demonstrate the applicability of the Bayesian method for degradation analysis with the inverse Gaussian process models.

Suggested Citation

  • Peng, Weiwen & Li, Yan-Feng & Yang, Yuan-Jian & Huang, Hong-Zhong & Zuo, Ming J., 2014. "Inverse Gaussian process models for degradation analysis: A Bayesian perspective," Reliability Engineering and System Safety, Elsevier, vol. 130(C), pages 175-189.
    • Handle: RePEc:eee:reensy:v:130:y:2014:i:c:p:175-189
    DOI: 10.1016/j.ress.2014.06.005
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0951832014001276
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.ress.2014.06.005?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Haitao Liao & Elsayed A. Elsayed, 2006. "Reliability inference for field conditions from accelerated degradation testing," Naval Research Logistics (NRL), John Wiley & Sons, vol. 53(6), pages 576-587, September.
    2. Pan, Zhengqiang & Balakrishnan, Narayanaswamy, 2011. "Reliability modeling of degradation of products with multiple performance characteristics based on gamma processes," Reliability Engineering and System Safety, Elsevier, vol. 96(8), pages 949-957.
    3. Santanu Chakraborty & Nagi Gebraeel & Mark Lawley & Hong Wan, 2009. "Residual-life estimation for components with non-symmetric priors," IISE Transactions, Taylor & Francis Journals, vol. 41(4), pages 372-387.
    4. Wang, Lizhi & Pan, Rong & Li, Xiaoyang & Jiang, Tongmin, 2013. "A Bayesian reliability evaluation method with integrated accelerated degradation testing and field information," Reliability Engineering and System Safety, Elsevier, vol. 112(C), pages 38-47.
    5. Wang, Wenbin, 2012. "A simulation-based multivariate Bayesian control chart for real time condition-based maintenance of complex systems," European Journal of Operational Research, Elsevier, vol. 218(3), pages 726-734.
    6. Mohammadian, S. Hossein & Aït-Kadi, Daoud & Routhier, François, 2010. "Quantitative accelerated degradation testing: Practical approaches," Reliability Engineering and System Safety, Elsevier, vol. 95(2), pages 149-159.
    7. Valen Johnson, 2004. "A Bayesian Chi-Squared Test for Goodness of Fit," The University of Michigan Department of Biostatistics Working Paper Series 1000, Berkeley Electronic Press.
    8. Bae, Suk Joo & Kuo, Way & Kvam, Paul H., 2007. "Degradation models and implied lifetime distributions," Reliability Engineering and System Safety, Elsevier, vol. 92(5), pages 601-608.
    9. Guida, M. & Pulcini, G., 2013. "The inverse Gamma process: A family of continuous stochastic models for describing state-dependent deterioration phenomena," Reliability Engineering and System Safety, Elsevier, vol. 120(C), pages 72-79.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Peng, Weiwen & Li, Yan-Feng & Mi, Jinhua & Yu, Le & Huang, Hong-Zhong, 2016. "Reliability of complex systems under dynamic conditions: A Bayesian multivariate degradation perspective," Reliability Engineering and System Safety, Elsevier, vol. 153(C), pages 75-87.
    2. Wang, Huan & Wang, Guan-jun & Duan, Feng-jun, 2016. "Planning of step-stress accelerated degradation test based on the inverse Gaussian process," Reliability Engineering and System Safety, Elsevier, vol. 154(C), pages 97-105.
    3. Baussaron, Julien & Mihaela, Barreau & Léo, Gerville-Réache & Fabrice, Guérin & Paul, Schimmerling, 2014. "Reliability assessment based on degradation measurements: How to compare some models?," Reliability Engineering and System Safety, Elsevier, vol. 131(C), pages 236-241.
    4. Peihua Jiang, 2022. "Statistical Inference of Wiener Constant-Stress Accelerated Degradation Model with Random Effects," Mathematics, MDPI, vol. 10(16), pages 1-18, August.
    5. Wang, Lizhi & Pan, Rong & Li, Xiaoyang & Jiang, Tongmin, 2013. "A Bayesian reliability evaluation method with integrated accelerated degradation testing and field information," Reliability Engineering and System Safety, Elsevier, vol. 112(C), pages 38-47.
    6. Zhang, Zhengxin & Si, Xiaosheng & Hu, Changhua & Lei, Yaguo, 2018. "Degradation data analysis and remaining useful life estimation: A review on Wiener-process-based methods," European Journal of Operational Research, Elsevier, vol. 271(3), pages 775-796.
    7. Dejing Kong & Lirong Cui, 2016. "Bayesian inference of multi-stage reliability for degradation systems with calibrations," Journal of Risk and Reliability, , vol. 230(1), pages 18-33, February.
    8. Si, Xiao-Sheng & Wang, Wenbin & Hu, Chang-Hua & Zhou, Dong-Hua, 2011. "Remaining useful life estimation - A review on the statistical data driven approaches," European Journal of Operational Research, Elsevier, vol. 213(1), pages 1-14, August.
    9. Pang, Zhenan & Si, Xiaosheng & Hu, Changhua & Du, Dangbo & Pei, Hong, 2021. "A Bayesian Inference for Remaining Useful Life Estimation by Fusing Accelerated Degradation Data and Condition Monitoring Data," Reliability Engineering and System Safety, Elsevier, vol. 208(C).
    10. Le Liu & Xiao-Yang Li & Enrico Zio & Rui Kang & Tong-Min Jiang, 2017. "Model Uncertainty in Accelerated Degradation Testing Analysis," Post-Print hal-01652218, HAL.
    11. Liu, Di & Wang, Shaoping & Zhang, Chao & Tomovic, Mileta, 2018. "Bayesian model averaging based reliability analysis method for monotonic degradation dataset based on inverse Gaussian process and Gamma process," Reliability Engineering and System Safety, Elsevier, vol. 180(C), pages 25-38.
    12. Wen, Yuxin & Wu, Jianguo & Das, Devashish & Tseng, Tzu-Liang(Bill), 2018. "Degradation modeling and RUL prediction using Wiener process subject to multiple change points and unit heterogeneity," Reliability Engineering and System Safety, Elsevier, vol. 176(C), pages 113-124.
    13. Zhang, Jianchun & Zhao, Yu & Ma, Xiaobing, 2020. "Reliability modeling methods for load-sharing k-out-of-n system subject to discrete external load," Reliability Engineering and System Safety, Elsevier, vol. 193(C).
    14. Finkelstein, Maxim & Cha, Ji Hwan & Langston, Amy, 2023. "Improving classical optimal age-replacement policies for degrading items," Reliability Engineering and System Safety, Elsevier, vol. 236(C).
    15. Xu, Qinqin & Zhu, Yuanguo, 2022. "Reliability modeling of uncertain random fractional differential systems with competitive failures," Chaos, Solitons & Fractals, Elsevier, vol. 162(C).
    16. Chang, Miaoxin & Huang, Xianzhen & Coolen, Frank PA & Coolen-Maturi, Tahani, 2023. "New reliability model for complex systems based on stochastic processes and survival signature," European Journal of Operational Research, Elsevier, vol. 309(3), pages 1349-1364.
    17. Tianyu Liu & Zhengqiang Pan & Quan Sun & Jing Feng & Yanzhen Tang, 2017. "Residual useful life estimation for products with two performance characteristics based on a bivariate Wiener process," Journal of Risk and Reliability, , vol. 231(1), pages 69-80, February.
    18. Zhai, Qingqing & Chen, Piao & Hong, Lanqing & Shen, Lijuan, 2018. "A random-effects Wiener degradation model based on accelerated failure time," Reliability Engineering and System Safety, Elsevier, vol. 180(C), pages 94-103.
    19. Giorgio, Massimiliano & Pulcini, Gianpaolo, 2018. "A new state-dependent degradation process and related model misidentification problems," European Journal of Operational Research, Elsevier, vol. 267(3), pages 1027-1038.
    20. Wang, Pingping & Tang, Yincai & Joo Bae, Suk & He, Yong, 2018. "Bayesian analysis of two-phase degradation data based on change-point Wiener process," Reliability Engineering and System Safety, Elsevier, vol. 170(C), pages 244-256.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:reensy:v:130:y:2014:i:c:p:175-189. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/reliability-engineering-and-system-safety .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.