Residual life estimation based on bivariate Wiener degradation process with time-scale transformations

DOI10.1080/00949655.2012.719026zbMath1453.62700OpenAlexW1974741912MaRDI QIDQ5219281

Zhijun Cheng, Xiao-Lin Wang, Bo Guo

Publication date: 9 March 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2012.719026

zbMATH Keywords

residual lifeperformance characteristicsbivariate Wiener processBayesian MCMC methodFrank copula function

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Markov processes: estimation; hidden Markov models (62M05) Reliability and life testing (62N05)

Related Items (9)

Bayesian Analysis of a New Bivariate Wiener Degradation Process ⋮ Degradation data analysis and remaining useful life estimation: a review on Wiener-process-based methods ⋮ Degradation-Based Reliability Modeling of Complex Systems in Dynamic Environments ⋮ Residual life estimation under time-varying conditions based on a Wiener process ⋮ Reliability modeling for systems with multiple degradation processes using inverse Gaussian process and copulas ⋮ Objective Bayesian analysis for competing risks model with Wiener degradation phenomena and catastrophic failures ⋮ Optimal constant-stress accelerated degradation test plans using nonlinear generalized Wiener process ⋮ Optimal step-stress accelerated degradation test plans for inverse Gaussian process based on proportional degradation rate model ⋮ Reliability assessment for products with two performance characteristics based on marginal stochastic processes and copulas

Uses Software

• WinBUGS

Cites Work

• Unnamed Item
• Mis-specification analyses of gamma and Wiener degradation processes
• An introduction to copulas.
• A model for real-time failure prognosis based on hidden Markov model and belief rule base
• Wiener processes with random effects for degradation data
• Explicit results for wear processes in a Markovian environment
• Threshold regression for survival analysis: modeling event times by a stochastic process reaching a boundary
• A model to predict the residual life of rolling element bearings given monitored condition information to date
• Strong tracking filtering of nonlinear time-varying stochastic systems with coloured noise: application to parameter estimation and empirical robustness analysis
• On a cumulative damage process and resulting first passages times
• Bivariate degradation analysis of products based on Wiener processes and copulas

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