scholarly journals Bivariate Nonlinear Diffusion Degradation Process Modeling via Copula and MCMC

2014 ◽  
Vol 2014 ◽  
pp. 1-11 ◽  
Author(s):  
Huibing Hao ◽  
Chun Su
Keyword(s):  
Nonlinear Diffusion ◽  
Goodness Of Fit ◽  
Real Data ◽  
Degradation Process ◽  
Copula Function ◽  
Assessment Method ◽  
Unknown Parameters ◽  
Degradation Data ◽  
Proposed Model ◽  
Frank Copula

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.

scholarly journals Poisson Shifted Gompertz Distribution: Properties and Applications

2021 ◽  
Vol 9 (5) ◽  
pp. 202-208
Author(s):  
Arun Kumar Chaudhary ◽  
Vijay Kumar
Keyword(s):  
Goodness Of Fit ◽  
Likelihood Estimation ◽  
Gompertz Model ◽  
Real Data ◽  
Graphical Methods ◽  
Test Statistics ◽  
Unknown Parameters ◽  
R Software ◽  
Gompertz Distribution ◽  
Proposed Model

A novel distribution using Poisson-Generating family of distribution with parent distribution as shifted Gompertz distribution called Poisson shifted Gompertz distribution with relevant properties has been introduced. The estimation of unknown parameters is carried out via established methods including Maximum likelihood estimation (MLE). R software is applied for computational purposes. The application of the proposed model has been illustrated considering a real set of data and investigated the goodness-of-fit attained by the Poisson shifted Gompertz model through different graphical methods and test statistics where better fit was observed for the set of real data.

An alternative distribution to Lindley and Power Lindley distributions with characterizations, different estimation methods and data applications

2020 ◽  
Vol 70 (4) ◽  
pp. 953-978
Author(s):  
Mustafa Ç. Korkmaz ◽  
G. G. Hamedani
Keyword(s):  
Hazard Function ◽  
Mixture Distribution ◽  
Real Data ◽  
Quantile Function ◽  
Estimation Methods ◽  
Data Sets ◽  
Unknown Parameters ◽  
Lorenz Curves ◽  
Proposed Model ◽  
New Distribution

AbstractThis paper proposes a new extended Lindley distribution, which has a more flexible density and hazard rate shapes than the Lindley and Power Lindley distributions, based on the mixture distribution structure in order to model with new distribution characteristics real data phenomena. Its some distributional properties such as the shapes, moments, quantile function, Bonferonni and Lorenz curves, mean deviations and order statistics have been obtained. Characterizations based on two truncated moments, conditional expectation as well as in terms of the hazard function are presented. Different estimation procedures have been employed to estimate the unknown parameters and their performances are compared via Monte Carlo simulations. The flexibility and importance of the proposed model are illustrated by two real data sets.

scholarly journals Bayesian Estimation of Archimedean Copula-Based SUR Quantile Models

Complexity ◽  
2020 ◽  
Vol 2020 ◽  
pp. 1-15
Author(s):  
Nachatchapong Kaewsompong ◽  
Paravee Maneejuk ◽  
Woraphon Yamaka
Keyword(s):  
Bayesian Estimation ◽  
Bayesian Method ◽  
Real Data ◽  
Copula Function ◽  
Dependence Structure ◽  
Simulation Studies ◽  
Multivariate Normal ◽  
Empirical Comparison ◽  
Proposed Model ◽  
Conventional Models

We propose a high-dimensional copula to model the dependence structure of the seemingly unrelated quantile regression. As the conventional model faces with the strong assumption of the multivariate normal distribution and the linear dependence structure, thus, we apply the multivariate exchangeable copula function to relax this assumption. As there are many parameters to be estimated, we consider the Bayesian Markov chain Monte Carlo approach to estimate the parameter interests in the model. Four simulation studies are conducted to assess the performance of our proposed model and Bayesian estimation. Satisfactory results from simulation studies are obtained suggesting the good performance and reliability of the Bayesian method used in our proposed model. The real data analysis is also provided, and the empirical comparison indicates our proposed model outperforms the conventional models in all considered quantile levels.

A nonlinear Wiener degradation model integrating degradation data under accelerated stresses and real operating environment

2020 ◽  
pp. 1748006X2097809
Author(s):  
Li Sun ◽  
Fangchao Zhao ◽  
Narayanaswamy Balakrishnan ◽  
Honggen Zhou ◽  
Xiaohui Gu
Keyword(s):  
Remaining Useful Life ◽  
Normal Stresses ◽  
Operating Environment ◽  
Unknown Parameters ◽  
Step Method ◽  
Degradation Model ◽  
Accelerated Degradation ◽  
Degradation Data ◽  
Proposed Model ◽  
The Difference

Remaining useful life (RUL) prediction in real operating environment (ROE) plays an important role in condition-based maintenance. However, the life information in ROE is limited, especially for some long-life products. In such cases, accelerated degradation test (ADT) is an effective method to collect data and then the accelerated degradation data are converted to normal level of accelerated stresses through acceleration factors. However, the stresses in ROE are different from normal stresses since there are some other stresses except normal stresses, which cannot be accelerated, but still have impact on the degradation. To predict the RUL in ROE, a nonlinear Wiener degradation model is proposed based on failure mechanism invariant principle which is the precondition and requirement of an ADT and a calibration factor is introduced to calibrate the difference between ROE and normal stresses. Moreover, the unit-to-unit variability is considered in the concern model. Based upon the proposed approach, the RUL distribution is derived in closed form. The unknown parameters in the model are obtained by a new two-step method through fuzing converted degradation data in normal stresses and degradation data in ROE. Finally, the validity of the proposed model is demonstrated through several simulation data and a case study.

scholarly journals Discriminating between the normal inverse Gaussian and generalized hyperbolic skew-t distributions with a follow-up the stock exchange data

2018 ◽  
Vol 28 (2) ◽  
pp. 185-199
Author(s):  
Hanieh Panahi
Keyword(s):  
Maximum Likelihood ◽  
Goodness Of Fit ◽  
Stock Exchange ◽  
Maximum Likelihood Estimators ◽  
Real Data ◽  
Information Criteria ◽  
Inverse Gaussian ◽  
Unknown Parameters ◽  
Normal Inverse Gaussian ◽  
Exchange Data

The statistical methods for the financial returns play a key role in measuring the goodness-of-fit of a given distribution to real data. As is well known, the normal inverse Gaussian (NIG) and generalized hyperbolic skew-t (GHST) distributions have been found to successfully describe the data of the returns from financial market. In this paper, we mainly consider the discrimination between these distributions. It is observed that the maximum likelihood estimators (MLEs) cannot be obtained in closed form. We propose to use the EM algorithm to compute the maximum likelihood estimators. The approximate confidence intervals of the unknown parameters have been constructed. We then perform a number of goodness-of-fit tests to compare the NIG and GHST distributions for the stock exchange data. Moreover, the Vuong type test, based on the Kullback-Leibler information criteria, has been considered to select the most appropriate candidate model. An important implication of the present study is that the GHST distribution function, in contrast to NIG distribution, may describe more appropriate for the proposed data.

scholarly journals Estimating the Parameters of Degradation Models when Error Terms are Autocorrelated

2016 ◽  
Vol 40 (3) ◽  
Author(s):  
Jehad Al-Jararha ◽  
Mohammed Al-Haj Ebrahem ◽  
Abedel-Qader Al-Masri
Keyword(s):  
Measurement Errors ◽  
Real Data ◽  
Degradation Process ◽  
Model Parameters ◽  
Ambient Conditions ◽  
Data Set ◽  
Degradation Data ◽  
Error Terms ◽  
The Times ◽  
Cyclic Changes

The need of autocorrelation models for degradation data comes from the facts that the degradation measurements are often correlated, since such measurements are taken over time. Time series can exhibit autocorrelation caused by modeling error or cyclic changes in ambient conditions in the measurement errors or in degradation process itself. Generally, autocorrelation becomes stronger when the times between measurements are relativelyshort and becomes less noticeable when the times between process are longer. In this paper, we assume that the error terms are autocorrelated and have an autoregressive of order one, AR(1). This case is a more general case of the assumption that the error terms are identically and independently normally distributed. Since when the error terms are uncorrelated over the time, the estimate of the parameter of AR(1) is approximately zero.If the parameter of AR(1) is unknown, one can estimate it from the data set. Using two real data sets, the model parameters are estimated and compared with the case when the error terms are independent and identically distributed. Such computations are available by using procedures AUTOREG and model in SAS. Computations show that an AR(1) can be used as a useful tool to remove the autocorrelation between the residuals.

scholarly journals On a new generalized lindley distribution: Properties, estimation and applications

PLoS ONE ◽  
2021 ◽  
Vol 16 (2) ◽  
pp. e0244328
Author(s):  
Ali Algarni
Keyword(s):  
Asymptotic Variance ◽  
Real Data ◽  
Lifetime Data ◽  
Unknown Parameters ◽  
Data Set ◽  
Lindley Distribution ◽  
New Family ◽  
Proposed Model ◽  
The Subject ◽  
Mean Square Error Criterion

In this study, an extension of the generalized Lindley distribution using the Marshall-Olkin method and its own sub-models is presented. This new model for modelling survival and lifetime data is flexible. Several statistical properties and characterizations of the subject distribution along with its reliability analysis are presented. Statistical inference for the new family such as the Maximum likelihood estimators and the asymptotic variance covariance matrix of the unknown parameters are discussed. A simulation study is considered to compare the efficiency of the different estimators based on mean square error criterion. Finally, a real data set is analyzed to show the flexibility of our proposed model compared with the fit attained by some other competitive distributions.

scholarly journals Accelerated Degradation Process Analysis Based on the Nonlinear Wiener Process with Covariates and Random Effects

2016 ◽  
Vol 2016 ◽  
pp. 1-13 ◽  
Author(s):  
Li Sun ◽  
Xiaohui Gu ◽  
Pu Song
Keyword(s):  
Diffusion Coefficient ◽  
Wiener Process ◽  
Random Effects ◽  
Process Analysis ◽  
Likelihood Estimation ◽  
Degradation Process ◽  
Unknown Parameters ◽  
Accelerated Degradation ◽  
Degradation Data ◽  
Drift Parameter

It is assumed that the drift parameter is dependent on the acceleration variables and the diffusion coefficient remains the same across the whole accelerated degradation test (ADT) in most of the literature based on Wiener process. However, the diffusion coefficient variation would also become obvious in some applications with the stress increasing. Aiming at the phenomenon, the paper concludes that both the drift parameter and the diffusion parameter depend on stress variables based on the invariance principle of failure mechanism and Nelson assumption. Accordingly, constant stress accelerated degradation process (CSADP) and step stress accelerated degradation process (SSADP) with random effects are modeled. The unknown parameters in the established model are estimated based on the property of degradation and degradation increment, separately for CASDT and SSADT, by the maximum likelihood estimation approach with measurement error. In addition, the simulation steps of accelerated degradation data are provided and simulated step stress accelerated degradation data is designed to validate the proposed model compared to other models. Finally, a case study of CSADT is conducted to demonstrate the benefits of our model in the practical engineering.

scholarly journals Half Logistic Exponential Extension Distribution with Properties and Applications

2020 ◽  
Vol 9 (3) ◽  
pp. 506-512
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Hazard Rate ◽  
Goodness Of Fit ◽  
Likelihood Estimation ◽  
Real Data ◽  
Model Parameters ◽  
Type I ◽  
Proposed Model ◽  
New Distribution

In this article, we have introduced a new distribution based on type I half logistic-G family and exponential extension as a base distribution known as Half Logistic Exponential Extension (HLEE) distribution. The statistical properties of this model are also explored, such as the behavior of probability density, hazard rate, and quantile functions are investigated. The Maximum likelihood estimation (MLE) method is used to estimate model parameters. For the potentiality of the proposed model we have compared the goodness of fit with some others models. We have proven the importance and flexibility of the new distribution in modeling with real data applications empirically.

scholarly journals A Generalized Bridge Regression in Fuzzy Environment and Its Numerical Solution by a Capable Recurrent Neural Network

2020 ◽  
Vol 2020 ◽  
pp. 1-27
Author(s):  
Delara Karbasi ◽  
Mohammad Reza Rabiei ◽  
Alireza Nazemi
Keyword(s):  
Neural Network ◽  
Regression Model ◽  
Recurrent Neural Network ◽  
Goodness Of Fit ◽  
Optimization Problem ◽  
Real Data ◽  
Fuzzy Regression ◽  
Tuning Parameter ◽  
Fuzzy Environment ◽  
Proposed Model

Bridge regression is a special family of penalized regressions using a penalty function ∑ A j γ with γ ≥ 1 that for γ = 1 and γ = 2 , it concludes lasso and ridge regression, respectively. In case where the output variable in the regression model was imprecise, we developed a bridge regression model in a fuzzy environment. We also exhibited penalized fuzzy estimates for this model when the input variables were crisp. So, we perform the presented optimization problem for the model that leads to a multiobjective program. Also, we try to determine the shrinkage parameter and the tuning parameter from the same optimization problem. In order to estimate fuzzy coefficients of the proposed model, we introduce a hybrid scheme based on recurrent neural networks. The suggested neural network model is constructed based on some concepts of convex optimization and stability theory which guarantees to find the approximate parameters of the proposed model. We use a simulation study to depict the performance of the proposed bridge technique in the presence of multicollinear data. Furthermore, real data analysis is used to show the performance of the proposed method. A comparison between the fuzzy bridge regression model and several other shrinkage models is made with three different well-known fuzzy criteria. In this study, we visualize the performance of the model by Taylor’s diagram and Bubble plot. Also, we examine the predictive ability of the model, thus, obtained by cross validation. The numerical results clearly showed higher accuracy of the proposed fuzzy bridge method compared to the other existing fuzzy regression models: fuzzy bridge regression model, multiobjective optimization, recurrent neural network, stability convergence, and goodness-of-fit measure.

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