IDEAS home Printed from https://ideas.repec.org/a/sae/risrel/v232y2018i6p754-765.html
   My bibliography  Save this article

Reliability modeling for systems degrading in K cyclical regimes based on gamma processes

Author

Listed:
  • Jingyuan Shen
  • Alaa Elwany
  • Lirong Cui

Abstract

Regime switching models represent an important research direction in reliability engineering and degradation modeling. In practice, complex engineering systems typically operate under variable environmental conditions or mission requirements, each having distinct influence of system degradation. In this article, we study a system deteriorating in K cyclical regimes, where the degradation behavior of the system during each regime is governed by a distinct gamma process. We first derive the cumulative distribution function of the first passage time under this setting. Next, we determine system availability when maintenance actions are taken into consideration under the scenario where regime switching only takes place during the system uptime. Finally, we give some numerical examples to demonstrate and validate the proposed framework.

Suggested Citation

  • Jingyuan Shen & Alaa Elwany & Lirong Cui, 2018. "Reliability modeling for systems degrading in K cyclical regimes based on gamma processes," Journal of Risk and Reliability, , vol. 232(6), pages 754-765, December.
  • Handle: RePEc:sae:risrel:v:232:y:2018:i:6:p:754-765
    DOI: 10.1177/1748006X18758798
    as

    Download full text from publisher

    File URL: https://journals.sagepub.com/doi/10.1177/1748006X18758798
    Download Restriction: no

    File URL: https://libkey.io/10.1177/1748006X18758798?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
    ---><---

    References listed on IDEAS

    as
    1. Zhang, Jian-Xun & Hu, Chang-Hua & He, Xiao & Si, Xiao-Sheng & Liu, Yang & Zhou, Dong-Hua, 2017. "Lifetime prognostics for deteriorating systems with time-varying random jumps," Reliability Engineering and System Safety, Elsevier, vol. 167(C), pages 338-350.
    2. Cui, Lirong & Chen, Jianhui & Wu, Bei, 2017. "New interval availability indexes for Markov repairable systems," Reliability Engineering and System Safety, Elsevier, vol. 168(C), pages 12-17.
    3. Caballé, N.C. & Castro, I.T. & Pérez, C.J. & Lanza-Gutiérrez, J.M., 2015. "A condition-based maintenance of a dependent degradation-threshold-shock model in a system with multiple degradation processes," Reliability Engineering and System Safety, Elsevier, vol. 134(C), pages 98-109.
    4. Jingyuan Shen & Lirong Cui, 2016. "Reliability performance for dynamic systems with cycles of regimes," IISE Transactions, Taylor & Francis Journals, vol. 48(4), pages 389-402, April.
    5. Alan Hawkes & Lirong Cui & Zhihua Zheng, 2011. "Modeling the evolution of system reliability performance under alternative environments," IISE Transactions, Taylor & Francis Journals, vol. 43(11), pages 761-772.
    6. D. P. Gaver, 1966. "Observing Stochastic Processes, and Approximate Transform Inversion," Operations Research, INFORMS, vol. 14(3), pages 444-459, June.
    7. Saassouh, B. & Dieulle, L. & Grall, A., 2007. "Online maintenance policy for a deteriorating system with random change of mode," Reliability Engineering and System Safety, Elsevier, vol. 92(12), pages 1677-1685.
    8. Zhao, Xian & Guo, Xiaoxin & Wang, Xiaoyue, 2018. "Reliability and maintenance policies for a two-stage shock model with self-healing mechanism," Reliability Engineering and System Safety, Elsevier, vol. 172(C), pages 185-194.
    9. Alain Bensoussan & SingRu Hoe & ZhongFeng Yan & George Yin, 2017. "Real Options With Competition And Regime Switching," Mathematical Finance, Wiley Blackwell, vol. 27(1), pages 224-250, January.
    10. Cavicchioli, Maddalena, 2017. "Higher Order Moments Of Markov Switching Varma Models," Econometric Theory, Cambridge University Press, vol. 33(6), pages 1502-1515, December.
    11. Ponchet, Amélie & Fouladirad, Mitra & Grall, Antoine, 2010. "Assessment of a maintenance model for a multi-deteriorating mode system," Reliability Engineering and System Safety, Elsevier, vol. 95(11), pages 1244-1254.
    12. Jingyuan Shen & Lirong Cui, 2017. "Reliability performance for dynamic multi-state repairable systems with regimes," IISE Transactions, Taylor & Francis Journals, vol. 49(9), pages 911-926, September.
    13. Bae, Geum Il & Kim, Woo Chang & Mulvey, John M., 2014. "Dynamic asset allocation for varied financial markets under regime switching framework," European Journal of Operational Research, Elsevier, vol. 234(2), pages 450-458.
    14. van Noortwijk, J.M., 2009. "A survey of the application of gamma processes in maintenance," Reliability Engineering and System Safety, Elsevier, vol. 94(1), pages 2-21.
    15. Chih-chun Tsai & Chien-tai Lin, 2014. "Optimal Selection of the Most Reliable Design Based on Gamma Degradation Processes," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 43(10-12), pages 2419-2428, May.
    16. Kong, Yaonan & Ye, Zhisheng, 2017. "Goodness-of-fit tests in the multi-state Markov model," Reliability Engineering and System Safety, Elsevier, vol. 166(C), pages 16-24.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Shen, Jingyuan & Cui, Lirong & Ma, Yizhong, 2019. "Availability and optimal maintenance policy for systems degrading in dynamic environments," European Journal of Operational Research, Elsevier, vol. 276(1), pages 133-143.

    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. de Jonge, Bram & Scarf, Philip A., 2020. "A review on maintenance optimization," European Journal of Operational Research, Elsevier, vol. 285(3), pages 805-824.
    2. Shen, Jingyuan & Cui, Lirong & Ma, Yizhong, 2019. "Availability and optimal maintenance policy for systems degrading in dynamic environments," European Journal of Operational Research, Elsevier, vol. 276(1), pages 133-143.
    3. Alaswad, Suzan & Xiang, Yisha, 2017. "A review on condition-based maintenance optimization models for stochastically deteriorating system," Reliability Engineering and System Safety, Elsevier, vol. 157(C), pages 54-63.
    4. Wei, Xiaohua & Bai, Sijun & Wu, Bei, 2023. "A novel shock-dependent preventive maintenance policy for degraded systems subject to dynamic environments and N-critical shocks," Reliability Engineering and System Safety, Elsevier, vol. 239(C).
    5. Wu, Bei & Zhang, Yamei & Zhao, Songzheng, 2023. "Modeling coupled effects of dynamic environments and zoned shocks on systems under dependent failure processes," Reliability Engineering and System Safety, Elsevier, vol. 231(C).
    6. Ji Hwan Cha & Maxim Finkelstein, 2019. "On some characteristics of quality for systems operating in a random environment," Journal of Risk and Reliability, , vol. 233(2), pages 257-267, April.
    7. Cui, Lirong & Wu, Bei, 2019. "Extended Phase-type models for multistate competing risk systems," Reliability Engineering and System Safety, Elsevier, vol. 181(C), pages 1-16.
    8. de Jonge, Bram & Teunter, Ruud & Tinga, Tiedo, 2017. "The influence of practical factors on the benefits of condition-based maintenance over time-based maintenance," Reliability Engineering and System Safety, Elsevier, vol. 158(C), pages 21-30.
    9. Cui, Lirong & Chen, Jianhui & Wu, Bei, 2017. "New interval availability indexes for Markov repairable systems," Reliability Engineering and System Safety, Elsevier, vol. 168(C), pages 12-17.
    10. Huynh, K.T., 2021. "An adaptive predictive maintenance model for repairable deteriorating systems using inverse Gaussian degradation process," Reliability Engineering and System Safety, Elsevier, vol. 213(C).
    11. A Grall & M Fouladirad, 2008. "Maintenance decision rule with embedded online Bayesian change detection for gradually non-stationary deteriorating systems," Journal of Risk and Reliability, , vol. 222(3), pages 359-369, September.
    12. Fouladirad, Mitra & Grall, Antoine, 2011. "Condition-based maintenance for a system subject to a non-homogeneous wear process with a wear rate transition," Reliability Engineering and System Safety, Elsevier, vol. 96(6), pages 611-618.
    13. Mitra Fouladirad & Antoine Grall, 2015. "Monitoring and condition-based maintenance with abrupt change in a system’s deterioration rate," International Journal of Systems Science, Taylor & Francis Journals, vol. 46(12), pages 2183-2194, September.
    14. Peng, Hao & van Houtum, Geert-Jan, 2016. "Joint optimization of condition-based maintenance and production lot-sizing," European Journal of Operational Research, Elsevier, vol. 253(1), pages 94-107.
    15. Yi, He & Cui, Lirong, 2017. "Distribution and availability for aggregated second-order semi-Markov ternary system with working time omission," Reliability Engineering and System Safety, Elsevier, vol. 166(C), pages 50-60.
    16. Qinglai Dong & Lirong Cui & Hongda Gao, 2019. "A bivariate replacement policy for an imperfect repair system based on geometric processes," Journal of Risk and Reliability, , vol. 233(4), pages 670-681, August.
    17. Hamza Boudhar & Mohammed Dahane & Nidhal Rezg, 2017. "New dynamic heuristic for the optimization of opportunities to use new and remanufactured spare part in stochastic degradation context," Journal of Intelligent Manufacturing, Springer, vol. 28(2), pages 437-454, February.
    18. Wu, Bei & Cui, Lirong & Fang, Chen, 2019. "Reliability analysis of semi-Markov systems with restriction on transition times," Reliability Engineering and System Safety, Elsevier, vol. 190(C), pages 1-1.
    19. Yi, He & Cui, Lirong & Shen, Jingyuan & Li, Yan, 2018. "Stochastic properties and reliability measures of discrete-time semi-Markovian systems," Reliability Engineering and System Safety, Elsevier, vol. 176(C), pages 162-173.
    20. Ponchet, Amélie & Fouladirad, Mitra & Grall, Antoine, 2010. "Assessment of a maintenance model for a multi-deteriorating mode system," Reliability Engineering and System Safety, Elsevier, vol. 95(11), pages 1244-1254.

    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:sae:risrel:v:232:y:2018:i:6:p:754-765. 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: SAGE Publications (email available below). General contact details of provider: .

    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.