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Failure modeling of an electrical N-component framework by the non-stationary Markovian arrival process

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  • Rodríguez, Joanna
  • Lillo, Rosa E.
  • Ramírez-Cobo, Pepa

Abstract

This paper considers the non-stationary version of the Markovian arrival process to model the failures of N electrical components that are considered to be identically distributed, but for which it is not reasonable to assume that the operational times related to each component are independent or identically distributed. We propose a moment matching estimation approach to fit the data via a non-stationary Markovian arrival process. A simulated and a real data set provided by the Spanish electrical group Iberdrola are presented to illustrate the approach.

Suggested Citation

  • Rodríguez, Joanna & Lillo, Rosa E. & Ramírez-Cobo, Pepa, 2015. "Failure modeling of an electrical N-component framework by the non-stationary Markovian arrival process," Reliability Engineering and System Safety, Elsevier, vol. 134(C), pages 126-133.
    • Handle: RePEc:eee:reensy:v:134:y:2015:i:c:p:126-133
    DOI: 10.1016/j.ress.2014.10.020
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    References listed on IDEAS

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    8. Pepa Ramírez-Cobo & Rosa Lillo & Michael Wiper, 2014. "Identifiability of the MAP 2 /G/1 queueing system," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(1), pages 274-289, April.
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    1. Montoro-Cazorla, Delia & Pérez-Ocón, Rafael, 2016. "A warmstandby system under shocks and repair governed by MAPs," Reliability Engineering and System Safety, Elsevier, vol. 152(C), pages 331-338.
    2. Ramírez-Cobo, Pepa, 2017. "Findings about the two-state BMMPP for modeling point processes in reliability and queueing systems," DES - Working Papers. Statistics and Econometrics. WS 24622, Universidad Carlos III de Madrid. Departamento de Estadística.
    3. Ramírez-Cobo, Pepa & Carrizosa, Emilio & Lillo, Rosa E., 2021. "Analysis of an aggregate loss model in a Markov renewal regime," Applied Mathematics and Computation, Elsevier, vol. 396(C).
    4. Belén García-Mora & Cristina Santamaría & Gregorio Rubio, 2020. "A Phase-Type Distribution for the Sum of Two Concatenated Markov Processes Application to the Analysis Survival in Bladder Cancer," Mathematics, MDPI, vol. 8(12), pages 1-15, November.
    5. Rodríguez, Joanna & Lillo, Rosa E. & Ramírez-Cobo, Pepa, 2016. "Dependence patterns for modeling simultaneous events," Reliability Engineering and System Safety, Elsevier, vol. 154(C), pages 19-30.
    6. Yera, Yoel G. & Lillo, Rosa E. & Ramírez-Cobo, Pepa, 2019. "Fitting procedure for the two-state Batch Markov modulated Poisson process," European Journal of Operational Research, Elsevier, vol. 279(1), pages 79-92.
    7. Yera, Yoel G. & Lillo, Rosa E. & Nielsen, Bo F. & Ramírez-Cobo, Pepa & Ruggeri, Fabrizio, 2021. "A bivariate two-state Markov modulated Poisson process for failure modeling," Reliability Engineering and System Safety, Elsevier, vol. 208(C).

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