IDEAS home Printed from https://ideas.repec.org/a/eee/reensy/v190y2019ic8.html
   My bibliography  Save this article

Reliability and optimal replacement policy for an extreme shock model with a change point

Author

Listed:
  • Eryilmaz, Serkan
  • Kan, Cihangir

Abstract

An extreme shock model when there is a change in the distribution of the magnitudes of shocks is defined and studied. Such a model is useful in practice since a sudden change in environmental conditions may cause a larger shock. In particular, the reliability and mean time to failure of the system is obtained by assuming that the times between arrivals of shocks follow phase-type distribution. The optimal replacement policy that is based on a control limit is also proposed. The results are illustrated when the number of shocks until the change point follows geometric distribution.

Suggested Citation

  • Eryilmaz, Serkan & Kan, Cihangir, 2019. "Reliability and optimal replacement policy for an extreme shock model with a change point," Reliability Engineering and System Safety, Elsevier, vol. 190(C), pages 1-1.
    • Handle: RePEc:eee:reensy:v:190:y:2019:i:c:8
    DOI: 10.1016/j.ress.2019.106513
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0951832019300092
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.ress.2019.106513?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. Zarezadeh, Somayeh & Asadi, Majid, 2019. "Coherent systems subject to multiple shocks with applications to preventative maintenance," Reliability Engineering and System Safety, Elsevier, vol. 185(C), pages 124-132.
    2. Huang, Xianzhen & Jin, Sujun & He, Xuefeng & He, David, 2019. "Reliability analysis of coherent systems subject to internal failures and external shocks," Reliability Engineering and System Safety, Elsevier, vol. 181(C), pages 75-83.
    3. Ranjkesh, Somayeh Hamed & Hamadani, Ali Zeinal & Mahmoodi, Safieh, 2019. "A new cumulative shock model with damage and inter-arrival time dependency," Reliability Engineering and System Safety, Elsevier, vol. 192(C).
    4. Cirillo, Pasquale & Hüsler, Jürg, 2011. "Extreme shock models: An alternative perspective," Statistics & Probability Letters, Elsevier, vol. 81(1), pages 25-30, January.
    5. 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.
    6. Gao, Hongda & Cui, Lirong & Qiu, Qingan, 2019. "Reliability modeling for degradation-shock dependence systems with multiple species of shocks," Reliability Engineering and System Safety, Elsevier, vol. 185(C), pages 133-143.
    7. 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.
    8. Eryilmaz, Serkan & Devrim, Yilser, 2019. "Reliability and optimal replacement policy for a k-out-of-n system subject to shocks," Reliability Engineering and System Safety, Elsevier, vol. 188(C), pages 393-397.
    9. Li, Xiang-Yu & Li, Yan-Feng & Huang, Hong-Zhong & Zio, Enrico, 2018. "Reliability assessment of phased-mission systems under random shocks," Reliability Engineering and System Safety, Elsevier, vol. 180(C), pages 352-361.
    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. Xiaoyue Wang & Ru Ning & Xian Zhao, 2023. "Generalized mixed shock model for multi-component systems in the shock environment with a change point," Journal of Risk and Reliability, , vol. 237(4), pages 619-635, August.
    2. Levitin, Gregory & Xing, Liudong & Dai, Yanshun, 2021. "Joint optimal mission aborting and replacement and maintenance scheduling in dual-unit standby systems," Reliability Engineering and System Safety, Elsevier, vol. 216(C).
    3. Levitin, Gregory & Xing, Liudong & Xiang, Yanping, 2021. "Optimal multiple replacement and maintenance scheduling in two-unit systems," Reliability Engineering and System Safety, Elsevier, vol. 213(C).
    4. Levitin, Gregory & Xing, Liudong & Dai, Yuanshun, 2021. "Optimal operation and maintenance scheduling in m-out-of-n standby systems with reusable elements," Reliability Engineering and System Safety, Elsevier, vol. 211(C).
    5. Wu, Bei & Ding, Dong, 2022. "A gamma process based model for systems subject to multiple dependent competing failure processes under Markovian environments," Reliability Engineering and System Safety, Elsevier, vol. 217(C).
    6. Lyu, Hao & Qu, Hongchen & Yang, Zaiyou & Ma, Li & Lu, Bing & Pecht, Michael, 2023. "Reliability analysis of dependent competing failure processes with time-varying δ shock model," Reliability Engineering and System Safety, Elsevier, vol. 229(C).
    7. Zhao, Xian & He, Zongda & Wu, Yaguang & Qiu, Qingan, 2022. "Joint optimization of condition-based performance control and maintenance policies for mission-critical systems," Reliability Engineering and System Safety, Elsevier, vol. 226(C).
    8. Levitin, Gregory & Xing, Liudong & Dai, Yuanshun, 2021. "Influence of storage on mission success probability of m-out-of-n standby systems with reusable elements," Reliability Engineering and System Safety, Elsevier, vol. 216(C).
    9. Wang, Xiaoyue & Ning, Ru & Zhao, Xian & Zhou, Jian, 2022. "Reliability analyses of k-out-of-n: F capability-balanced systems in a multi-source shock environment," Reliability Engineering and System Safety, Elsevier, vol. 227(C).
    10. Levitin, Gregory & Xing, Liudong & Dai, Yanshun, 2022. "Minimum cost replacement and maintenance scheduling in dual-dissimilar-unit standby systems," Reliability Engineering and System Safety, Elsevier, vol. 218(PA).
    11. Vasileios M. Koutras & Markos V. Koutras & Spiros D. Dafnis, 2022. "A Family of Induced Distributions," Methodology and Computing in Applied Probability, Springer, vol. 24(3), pages 1833-1848, September.
    12. Mohsen Bohlooli-Zefreh & Afshin Parvardeh & Majid Asadi, 2023. "On the occurrence time of an extreme damage in a general shock model," Journal of Risk and Reliability, , vol. 237(6), pages 1100-1113, December.
    13. Wu, Bei & Wei, Xiaohua & Zhang, Yamei & Bai, Sijun, 2023. "Modeling dynamic environment effects on dependent failure processes with varying failure thresholds," Reliability Engineering and System Safety, Elsevier, vol. 229(C).
    14. 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).
    15. Wang, Xiaoyue & Zhao, Xian & Wu, Congshan & Wang, Siqi, 2022. "Mixed shock model for multi-state weighted k-out-of-n: F systems with degraded resistance against shocks," Reliability Engineering and System Safety, Elsevier, vol. 217(C).
    16. Xian Zhao & Rong Li & Yu Fan & Qingan Qiu, 2022. "Reliability modeling for multi-state systems with a protective device considering multiple triggering mechanism," Journal of Risk and Reliability, , vol. 236(1), pages 173-193, February.
    17. Wang, Xiaoyue & Zhao, Xian & Wang, Siqi & Sun, Leping, 2020. "Reliability and maintenance for performance-balanced systems operating in a shock environment," Reliability Engineering and System Safety, Elsevier, vol. 195(C).
    18. Liu, Baoliang & Wen, Yanqing & Qiu, Qingan & Shi, Haiyan & Chen, Jianhui, 2022. "Reliability analysis for multi-state systems under K-mixed redundancy strategy considering switching failure," Reliability Engineering and System Safety, Elsevier, vol. 228(C).
    19. 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).
    20. Xu, Qinqin & Zhu, Yuanguo, 2022. "Reliability modeling of uncertain random fractional differential systems with competitive failures," Chaos, Solitons & Fractals, Elsevier, vol. 162(C).
    21. Chadjiconstantinidis, Stathis & Eryilmaz, Serkan, 2023. "Reliability of a mixed δ-shock model with a random change point in shock magnitude distribution and an optimal replacement policy," Reliability Engineering and System Safety, Elsevier, vol. 232(C).
    22. Zhao, Xian & Qi, Xin & Wang, Xiaoyue, 2023. "Reliability assessment for coherent systems operating under a generalized mixed shock model with multiple change points of the environment," Reliability Engineering and System Safety, Elsevier, vol. 239(C).
    23. Zhao, Xian & Dong, Bingbing & Wang, Xiaoyue, 2023. "Reliability analysis of a two-dimensional voting system equipped with protective devices considering triggering failures," Reliability Engineering and System Safety, Elsevier, vol. 232(C).
    24. Yu, Xiaoyun & Hu, Linmin & Ma, Mengrao, 2023. "Reliability measures of discrete time k-out-of-n: G retrial systems based on Bernoulli shocks," Reliability Engineering and System Safety, Elsevier, vol. 239(C).

    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. Eryilmaz, Serkan & Devrim, Yilser, 2019. "Reliability and optimal replacement policy for a k-out-of-n system subject to shocks," Reliability Engineering and System Safety, Elsevier, vol. 188(C), pages 393-397.
    2. Wang, Xiaoyue & Zhao, Xian & Wu, Congshan & Wang, Siqi, 2022. "Mixed shock model for multi-state weighted k-out-of-n: F systems with degraded resistance against shocks," Reliability Engineering and System Safety, Elsevier, vol. 217(C).
    3. Zhao, Xian & Dong, Bingbing & Wang, Xiaoyue, 2023. "Reliability analysis of a two-dimensional voting system equipped with protective devices considering triggering failures," Reliability Engineering and System Safety, Elsevier, vol. 232(C).
    4. Kang, Fengming & Cui, Lirong & Ye, Zhisheng & Zhou, Yu, 2024. "Reliability analysis for systems with self-healing mechanism in degradation-shock dependence processes with changing degradation rate," Reliability Engineering and System Safety, Elsevier, vol. 241(C).
    5. Zhao, Xian & Wang, Siqi & Wang, Xiaoyue & Fan, Yu, 2020. "Multi-state balanced systems in a shock environment," Reliability Engineering and System Safety, Elsevier, vol. 193(C).
    6. Wang, Xiaoyue & Ning, Ru & Zhao, Xian & Zhou, Jian, 2022. "Reliability analyses of k-out-of-n: F capability-balanced systems in a multi-source shock environment," Reliability Engineering and System Safety, Elsevier, vol. 227(C).
    7. Zarezadeh, Somayeh & Ashrafi, Somayeh, 2019. "On preventive maintenance of networks with components subject to external shocks," Reliability Engineering and System Safety, Elsevier, vol. 191(C).
    8. Wang, Xiaoyue & Zhao, Xian & Wang, Siqi & Sun, Leping, 2020. "Reliability and maintenance for performance-balanced systems operating in a shock environment," Reliability Engineering and System Safety, Elsevier, vol. 195(C).
    9. Yang, Shunkun & Shao, Qi & Bian, Chong, 2022. "Reliability analysis of ensemble fault tolerance for soft error mitigation against complex radiation effect," Reliability Engineering and System Safety, Elsevier, vol. 217(C).
    10. Zhao, Xian & Qi, Xin & Wang, Xiaoyue, 2023. "Reliability assessment for coherent systems operating under a generalized mixed shock model with multiple change points of the environment," Reliability Engineering and System Safety, Elsevier, vol. 239(C).
    11. Lyu, Hao & Qu, Hongchen & Yang, Zaiyou & Ma, Li & Lu, Bing & Pecht, Michael, 2023. "Reliability analysis of dependent competing failure processes with time-varying δ shock model," Reliability Engineering and System Safety, Elsevier, vol. 229(C).
    12. Wu, Bei & Ding, Dong, 2022. "A gamma process based model for systems subject to multiple dependent competing failure processes under Markovian environments," Reliability Engineering and System Safety, Elsevier, vol. 217(C).
    13. Ye, Kewei & Wang, Han & Ma, Xiaobing, 2023. "A generalized dynamic stress-strength interference model under δ-failure criterion for self-healing protective structure," Reliability Engineering and System Safety, Elsevier, vol. 229(C).
    14. Xian Zhao & Rong Li & Yu Fan & Qingan Qiu, 2022. "Reliability modeling for multi-state systems with a protective device considering multiple triggering mechanism," Journal of Risk and Reliability, , vol. 236(1), pages 173-193, February.
    15. Kong, Xuefeng & Yang, Jun, 2020. "Reliability analysis of composite insulators subject to multiple dependent competing failure processes with shock duration and shock damage self-recovery," Reliability Engineering and System Safety, Elsevier, vol. 204(C).
    16. Chadjiconstantinidis, Stathis & Eryilmaz, Serkan, 2023. "Reliability of a mixed δ-shock model with a random change point in shock magnitude distribution and an optimal replacement policy," Reliability Engineering and System Safety, Elsevier, vol. 232(C).
    17. Liu, Bin & Shi, Yimin & Ng, Hon Keung Tony & Shang, Xiangwen, 2021. "Nonparametric Bayesian reliability analysis of masked data with dependent competing risks," Reliability Engineering and System Safety, Elsevier, vol. 210(C).
    18. Alkaff, Abdullah & Qomarudin, Mochamad Nur & Bilfaqih, Yusuf, 2021. "Network reliability analysis: matrix-exponential approach," Reliability Engineering and System Safety, Elsevier, vol. 212(C).
    19. Yu, Xiaoyun & Hu, Linmin & Ma, Mengrao, 2023. "Reliability measures of discrete time k-out-of-n: G retrial systems based on Bernoulli shocks," Reliability Engineering and System Safety, Elsevier, vol. 239(C).
    20. Qiu, Qingan & Kou, Meng & Chen, Ke & Deng, Qiao & Kang, Fengming & Lin, Cong, 2021. "Optimal stopping problems for mission oriented systems considering time redundancy," Reliability Engineering and System Safety, Elsevier, vol. 205(C).

    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:190:y:2019:i:c:8. 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.