A Generalized Wiener Process Degradation Model with Two Transformed Time Scales

A Generalized Wiener Process Degradation Model with Two Transformed Time Scales

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Article ID: iaor20171543
Volume: 33
Issue: 4
Start Page Number: 693
End Page Number: 708
Publication Date: Jun 2017
Journal: Quality and Reliability Engineering International
Authors: , , , , ,
Keywords: simulation, stochastic processes
Abstract:

Degradation analysis is very useful in reliability assessment for complex systems and highly reliable products, because few or even no failures are expected in a reasonable life test span for them. In order to further our study on degradation analysis, a novel Wiener process degradation model subject to measurement errors is proposed. Two transformed time scales are involved to depict the statistical property evolution over time. A situation where one transformed time scale illustrates a linear form for the degradation trend and the other transformed time scale shows a generalized quadratic form for the degradation variance is discussed particularly. A one‐stage maximum likelihood estimation of parameters is constructed. The statistical inferences of this model are further discussed. The proposed method is illustrated and verified in a comprehensive simulation study and two real applications for indium tin oxide (ITO) conductive film and light emitting diode (LED). The Wiener process model with mixed effects is considered as a reference. Comparisons show that the proposed method is more general and flexible, and can provide reasonable results, even in considerably small sample size circumstance.

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