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A switching diffusion model for lifetime estimation in randomly varying environments

Author

Listed:
  • John A. Flory
  • Jeffrey P. Kharoufeh
  • Nagi Z. Gebraeel

Abstract

This article presents a switching diffusion model for estimating the useful lifetime of a component that operates in a randomly varying environment. The component’s degradation process is unobservable; therefore, a signal of degradation is observed to estimate the environment parameters using a Markov chain Monte Carlo statistical procedure. These parameter estimates serve as key inputs to an analytical stochastic model that approximates the first passage time of the degradation process to a critical threshold. Several numerical examples involving simulated and real degradation data are presented to illustrate the quality of these approximations.

Suggested Citation

  • John A. Flory & Jeffrey P. Kharoufeh & Nagi Z. Gebraeel, 2014. "A switching diffusion model for lifetime estimation in randomly varying environments," IISE Transactions, Taylor & Francis Journals, vol. 46(11), pages 1227-1241, November.
    • Handle: RePEc:taf:uiiexx:v:46:y:2014:i:11:p:1227-1241
    DOI: 10.1080/0740817X.2014.893400
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    Cited by:

    1. 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.
    2. John A. Flory & Jeffrey P. Kharoufeh & David T. Abdul‐Malak, 2015. "Optimal replacement of continuously degrading systems in partially observed environments," Naval Research Logistics (NRL), John Wiley & Sons, vol. 62(5), pages 395-415, August.
    3. 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.
    4. Li, Naipeng & Gebraeel, Nagi & Lei, Yaguo & Bian, Linkan & Si, Xiaosheng, 2019. "Remaining useful life prediction of machinery under time-varying operating conditions based on a two-factor state-space model," Reliability Engineering and System Safety, Elsevier, vol. 186(C), pages 88-100.
    5. 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.
    6. Shen, Jingyuan & Hu, Jiawen & Ma, Yizhong, 2020. "Two preventive replacement strategies for systems with protective auxiliary parts subject to degradation and economic dependence," Reliability Engineering and System Safety, Elsevier, vol. 204(C).

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