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A failure process model with the exponential smoothing of intensity functions

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  • Wu, Shaomin

Abstract

This paper proposes a new model and investigates its special case model, both of which model the failure process of a series system composed of multiple components. We make the following assumption: (1) once the system fails, the failed component can be immediately identified and replaced with a new identical one, and (2) once the system fails, only the time of the failure is recorded; but the component that causes the system to fail is not known. The paper derives a parameter estimation method and compares the performance of the proposed models with nine other models on artificially generated data and fifteen real-world datasets. The results show that the two new models outperform the nine models in terms of the three most commonly used penalised model selection criteria, the Akaike’s information criterion (AIC), corrected Akaike’s information criterion (AICc) and Bayesian information criterion (BIC), respectively.

Suggested Citation

  • Wu, Shaomin, 2019. "A failure process model with the exponential smoothing of intensity functions," European Journal of Operational Research, Elsevier, vol. 275(2), pages 502-513.
  • Handle: RePEc:eee:ejores:v:275:y:2019:i:2:p:502-513
    DOI: 10.1016/j.ejor.2018.11.045
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    References listed on IDEAS

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    Citations

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    Cited by:

    1. Reza Ahmadi, 2024. "Reliability and maintenance modeling for a production system by means of point process observations," Annals of Operations Research, Springer, vol. 340(1), pages 3-26, September.
    2. Yevkin, Alexander & Krivtsov, Vasiliy, 2020. "A generalized model for recurrent failures prediction," Reliability Engineering and System Safety, Elsevier, vol. 204(C).
    3. Wang, Xiaolin & Zhao, Xiujie & Liu, Bin, 2020. "Design and pricing of extended warranty menus based on the multinomial logit choice model," European Journal of Operational Research, Elsevier, vol. 287(1), pages 237-250.
    4. Deprez, Laurens & Antonio, Katrien & Boute, Robert, 2021. "Pricing service maintenance contracts using predictive analytics," European Journal of Operational Research, Elsevier, vol. 290(2), pages 530-545.
    5. Zhang, Chao & Xu, Xin & Dui, Hongyan, 2020. "Analysis of network cascading failure based on the cluster aggregation in cyber-physical systems," Reliability Engineering and System Safety, Elsevier, vol. 202(C).
    6. Zhu, Mixin & Zhou, Xiaojun, 2022. "Hypergraph-based joint optimization of spare part provision and maintenance scheduling for serial-parallel multi-station manufacturing systems," Reliability Engineering and System Safety, Elsevier, vol. 225(C).
    7. Syamsundar, A. & Naikan, V.N.A. & Wu, Shaomin, 2020. "Alternative scales in reliability models for a repairable system," Reliability Engineering and System Safety, Elsevier, vol. 193(C).
    8. Wu, Shaomin, 2024. "A copula-based approach to modelling the failure process of items under two-dimensional warranty and applications," European Journal of Operational Research, Elsevier, vol. 314(3), pages 854-866.
    9. Wu, Shaomin, 2021. "Two methods to approximate the superposition of imperfect failure processes," Reliability Engineering and System Safety, Elsevier, vol. 207(C).
    10. Levitin, Gregory & Finkelstein, Maxim & Dai, Yuanshun, 2020. "Mission abort and rescue for multistate systems operating under the Poisson process of shocks," Reliability Engineering and System Safety, Elsevier, vol. 202(C).
    11. Jiang, R., 2020. "A novel two-fold sectional approximation of renewal function and its applications," Reliability Engineering and System Safety, Elsevier, vol. 193(C).
    12. Renyan Jiang, 2022. "A novel parameter estimation method for the Weibull distribution on heavily censored data," Journal of Risk and Reliability, , vol. 236(2), pages 307-316, April.
    13. Tingting Huang & Songming Chen & Yuepu Zhao & Wei Dai, 2023. "Reliability assessment of degradation processes with random shocks considering recoverable shock damages," Journal of Risk and Reliability, , vol. 237(6), pages 1150-1162, December.

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