Bivariate nonlinear diffusion degradation process modeling via copula and MCMC
Summary: A novel reliability assessment method for degradation product with two dependent performance characteristics (PCs) is proposed, which is different from existing work that only utilized one dimensional degradation data. In this model, the dependence of two PCs is described by the Frank copula function, and each PC is governed by a random effected nonlinear diffusion process where random effects capture the unit to unit differences. Considering that the model is so complicated and analytically intractable, Markov Chain Monte Carlo (MCMC) method is used to estimate the unknown parameters. A numerical example about LED lamp is given to demonstrate the usefulness and validity of the proposed model and method. Numerical results show that the random effected nonlinear diffusion model is very useful by checking the goodness of fit of the real data, and ignoring the dependence between PCs may result in different reliability conclusion.
- Reliability assessment for products with two performance characteristics based on marginal stochastic processes and copulas
- Bivariate degradation analysis of products based on Wiener processes and copulas
- Bivariate constant-stress accelerated degradation model and inference
- Reliability modeling for systems with multiple degradation processes using inverse Gaussian process and copulas
- Inference from two-variable degradation data using genetic algorithm and Markov chain Monte Carlo methods
- Accelerated degradation models for failure based on geometric Brownian motion and gamma processes
- Accelerated Testing
- An expectation maximization algorithm to model failure times by continuous-time Markov chains
- An introduction to copulas.
- Analysis of joint multiple failure mode and linear degradation data with renewals
- Bayesian Modeling Using WinBUGS
- Bivariate constant-stress accelerated degradation model and inference
- Bivariate degradation analysis of products based on Wiener processes and copulas
- Determination of burn-in parameters and residual life for highly reliable products
- Estimating failure time distribution and its parameters based on intermediate data from a Wiener degradation model
- scientific article; zbMATH DE number 1198868 (Why is no real title available?)
- scientific article; zbMATH DE number 472921 (Why is no real title available?)
- scientific article; zbMATH DE number 5263156 (Why is no real title available?)
- Modelling accelerated degradation data using Wiener diffusion with a time scale transformation
- Models for Variable-Stress Accelerated Life Testing Experiments Based on Wiener Processes and the Inverse Gaussian Distribution
- Monte Carlo sampling methods using Markov chains and their applications
- Statistical analysis of linear degradation and failure time data with multiple failure modes
- Time-variant reliability assessment and its sensitivity analysis of cutting tool under invariant machining condition based on Gamma process
- Wiener processes with random effects for degradation data
- Degradation data analysis and remaining useful life estimation: a review on Wiener-process-based methods
- Reliability modeling for systems with multiple degradation processes using inverse Gaussian process and copulas
- Bivariate constant-stress accelerated degradation model and inference
- Performance reliability analysis of meta-action unit based on gamma process and hybrid copula function
- Copula-based reliability analysis for a parallel system with a cold standby
- Identification of the coupling functions between the process and the degradation dynamics by means of the variational Bayesian inference: an application to the solid-oxide fuel cells
- Bivariate degradation modelling with marginal heterogeneous stochastic processes
- Inference from two-variable degradation data using genetic algorithm and Markov chain Monte Carlo methods
- Bivariate degradation analysis of products based on Wiener processes and copulas
- Residual life estimation based on bivariate non-stationary gamma degradation process
- Multi-failure mode reliability of monorail vehicle gear transmission system based on multi-index staged degradation
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