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Lifetime analysis with monotonic degradation: a boosted first hitting time model based on a homogeneous gamma process

Author

Listed:
  • Clara Bertinelli Salucci

    (University of Oslo)

  • Azzeddine Bakdi

    (Corvus Energy)

  • Ingrid Kristine Glad

    (University of Oslo)

  • Bo Henry Lindqvist

    (Norwegian University of Science and Technology)

  • Erik Vanem

    (University of Oslo
    DNV Group Technology and Research)

  • Riccardo De Bin

    (University of Oslo)

Abstract

In the context of time-to-event analysis, First hitting time methods consider the event occurrence as the ending point of some evolving process. The characteristics of the process are of great relevance for the analysis, which makes this class of models interesting and particularly suitable for applications where something about the degradation path is known. In cases where the degradation can only worsen, a monotonic process is the most suitable choice. This paper proposes a boosting algorithm for first hitting time models based on an underlying homogeneous gamma process to account for the monotonicity of the degradation trend. The predictive power and versatility of the algorithm are shown with real data examples from both engineering and biomedical applications, as well as with simulated examples.

Suggested Citation

  • Clara Bertinelli Salucci & Azzeddine Bakdi & Ingrid Kristine Glad & Bo Henry Lindqvist & Erik Vanem & Riccardo De Bin, 2025. "Lifetime analysis with monotonic degradation: a boosted first hitting time model based on a homogeneous gamma process," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 31(2), pages 300-339, April.
    • Handle: RePEc:spr:lifeda:v:31:y:2025:i:2:d:10.1007_s10985-025-09648-z
    DOI: 10.1007/s10985-025-09648-z
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