Two-Phase Degradation Process Model With Abrupt Jump at Change Point Governed by Wiener Process

2017 ◽  
Vol 66 (4) ◽  
pp. 1345-1360 ◽  
Author(s):  
Dejing Kong ◽  
Narayanaswamy Balakrishnan ◽  
Lirong Cui
Author(s):  
Zhiao Zhao ◽  
Yong Zhang ◽  
Guanjun Liu ◽  
Jing Qiu

Sample allocation and selection technology is of great significance in the test plan design of prognostics validation. Considering the existing researches, the importance of prognostics samples of different moments is not considered in the degradation process of a single failure. Normally, prognostics samples are generated under the same time interval mechanism. However, a prognostics system may have low prognostics accuracy because of the small quantity of failure degradation and measurement randomness in the early stage of a failure degradation process. Historical degradation data onto equipment failure modes are collected, and the degradation process model based on the multi-stage Wiener process is established. Based on the multi-stage Wiener process model, we choose four parameters to describe different degradation stages in a degradation process. According to four parameters, the sample selection weight of each degradation stage is calculated and the weight of each degradation stage is used to select prognostics samples. Taking a bearing wear fault of a helicopter transmission device as an example, its degradation process is established and sample selection weights are calculated. According to the sample selection weight of each degradation process, we accomplish the prognostics sample selection of the bearing wear fault. The results show that the prognostics sample selection method proposed in this article has good applicability.


2018 ◽  
Vol 170 ◽  
pp. 244-256 ◽  
Author(s):  
Pingping Wang ◽  
Yincai Tang ◽  
Suk Joo Bae ◽  
Yong He

Author(s):  
Chun Pang Lin ◽  
Man Ho Ling ◽  
Javier Cabrera ◽  
Fangfang Yang ◽  
Denis Yau Wai Yu ◽  
...  

Author(s):  
Sergey Smolyak

We propose a model describing the decrease in the market value of machines (depreciation) with age. Usually it is characterized by the percent good factor, i.e. the ratio of machine’s value to the value of similar new machinery item. Often, appraisers know about a used machinery item only by its age, but not its performance. Therefore, for the valuation of the machinery item of a known age, they have to use the mean (for machines of this age) of percent good factor. In the proposed model, the state of the machine is characterized by the intensity of the benefits it brings. In this case, the benefits from using the machine in a certain period are defined as the market value of the work performed by it minus operating costs. We describe the change in the intensity of benefits over time by the Wiener process with negative drift. This allows us to take into account the tendency for the performance of machine to deteriorate during operation. The market value of a machine is defined as the maximum mathematical expectation of the sum of discounted benefits from its use. It is shown that it corresponds to the moment the machine reaches a certain boundary state. The parameters of the Wiener process (drift and volatility) are expressed through the known characteristics of the machine's durability, namely the average value and the coefficient of variation of the service life. The dependences of the mean percent good factor of machines on the relative age (the ratio of age to the average service life) are found. It turned out that these dependencies are almost independent of the discount rate and average service life.


2021 ◽  
Vol 198 ◽  
pp. 109295
Author(s):  
Xi Liu ◽  
Rongqiao Wang ◽  
Dianyin Hu ◽  
Long Zhang ◽  
Gaoxiang Chen

Author(s):  
Bin Suo ◽  
Liang Zhao

There are always some difficulties in storage reliability evaluation of high-reliability, long-life, and high-value products, such as the test sample being small, degradation speed being slow, and failure data being inadequate. Temperature–humidity step-stress accelerated degradation test (THSS-ADT) is an effective method to evaluate the reliability of this type of products, but the test data processing is an extremely complex work. The motivation of this paper is to provide a clear, effective, and convenient method to evaluate the reliability on the basis of THSS-ADT data. Considering the stochastic volatility in degradation process, Wiener process is used to modeling the accelerated degradation process. The methods to estimate the parameters of Peck accelerated model and degradation model are discussed under temperature–humidity step-stress. As ordinary optimization algorithms (such as Newton Iteration Method and impelling function method) find it difficult to get the solutions, particle swarm optimization (PSO) method is used to solve the problem of maximum-likelihood estimation. Finally, the proposed methods are demonstrated for two examples, in which one is a numerical simulation, and another is an engineering practice of a microwave power amplifier.


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