IDEAS home Printed from https://ideas.repec.org/a/eee/reensy/v145y2016icp124-135.html
   My bibliography  Save this article

Bayesian inference with overlapping data: Reliability estimation of multi-state on-demand continuous life metric systems with uncertain evidence

Author

Listed:
  • Jackson, Chris
  • Mosleh, Ali

Abstract

A Bayesian system reliability estimation methodology for multiple overlapping uncertain data sets within complex multi-state on-demand and continuous life metric systems is presented in this paper. Data sets are overlapping if they are drawn from the same process at the same time, with reliability data from sensors attached to a system at different functional and physical levels being a prime example. Treating overlapping data as non-overlapping loses or incorrectly infers information on system reliability. Methodologies for system reliability analysis of certain overlapping data sets have previously been proposed. These methodologies, and the approach presented in this paper, are able to incorporate overlapping uncertain evidence from systems with a detailed understanding of the system logic represented using fault-trees, reliability block diagrams or equivalent representations. The method presented here builds on approaches that have already been developed by the authors that allow incorporation of exact or certain data sets.

Suggested Citation

  • Jackson, Chris & Mosleh, Ali, 2016. "Bayesian inference with overlapping data: Reliability estimation of multi-state on-demand continuous life metric systems with uncertain evidence," Reliability Engineering and System Safety, Elsevier, vol. 145(C), pages 124-135.
  • Handle: RePEc:eee:reensy:v:145:y:2016:i:c:p:124-135
    DOI: 10.1016/j.ress.2015.09.006
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0951832015002707
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.ress.2015.09.006?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Eugene Y. Chang & William E. Thompson, 1976. "Bayes Analysis of Reliability for Complex Systems," Operations Research, INFORMS, vol. 24(1), pages 156-168, February.
    2. C Jackson & A Mosleh, 2012. "Downwards inference: Bayesian analysis of overlapping higher-level data sets of complex binary-state on-demand systems," Journal of Risk and Reliability, , vol. 226(2), pages 182-193, April.
    3. Graves, T.L. & Hamada, M.S. & Klamann, R. & Koehler, A. & Martz, H.F., 2007. "A fully Bayesian approach for combining multi-level information in multi-state fault tree quantification," Reliability Engineering and System Safety, Elsevier, vol. 92(10), pages 1476-1483.
    4. Jackson, Chris & Mosleh, Ali, 2012. "Bayesian inference with overlapping data for systems with continuous life metrics," Reliability Engineering and System Safety, Elsevier, vol. 106(C), pages 217-231.
    5. Graves, T.L. & Hamada, M.S. & Klamann, R.M. & Koehler, A.C. & Martz, H.F., 2008. "Using simultaneous higher-level and partial lower-level data in reliability assessments," Reliability Engineering and System Safety, Elsevier, vol. 93(8), pages 1273-1279.
    6. Bani Mallick & F. Owen Hoffman & Raymond J. Carroll, 2002. "Semiparametric Regression Modeling with Mixtures of Berkson and Classical Error, with Application to Fallout from the Nevada Test Site," Biometrics, The International Biometric Society, vol. 58(1), pages 13-20, March.
    7. David V. Mastran & Nozer D. Singpurwalla, 1978. "A Bayesian Estimation of the Reliability of Coherent Structures," Operations Research, INFORMS, vol. 26(4), pages 663-672, August.
    8. David V. Mastran, 1976. "Incorporating Component and System Test Data into the Same Assessment: A Bayesian Approach," Operations Research, INFORMS, vol. 24(3), pages 491-499, June.
    9. C Jacksonn & A Mosleh, 2012. "Bayesian inference with overlapping data: methodology for reliability estimation of multi-state on-demand systems," Journal of Risk and Reliability, , vol. 226(3), pages 283-294, June.
    10. Frederick L. Hulting & Jeffrey A. Robinson, 1994. "The reliability of a series system of repairable subsystems: A bayesian approach," Naval Research Logistics (NRL), John Wiley & Sons, vol. 41(4), pages 483-506, June.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Jiang, Tao & Liu, Yu, 2017. "Parameter inference for non-repairable multi-state system reliability models by multi-level observation sequences," Reliability Engineering and System Safety, Elsevier, vol. 166(C), pages 3-15.
    2. Yang, Lechang & Wang, Pidong & Wang, Qiang & Bi, Sifeng & Peng, Rui & Behrensdorf, Jasper & Beer, Michael, 2021. "Reliability analysis of a complex system with hybrid structures and multi-level dependent life metrics," Reliability Engineering and System Safety, Elsevier, vol. 209(C).
    3. Wang, Lizhi & Pan, Rong & Wang, Xiaohong & Fan, Wenhui & Xuan, Jinquan, 2017. "A Bayesian reliability evaluation method with different types of data from multiple sources," Reliability Engineering and System Safety, Elsevier, vol. 167(C), pages 128-135.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Jackson, Chris & Mosleh, Ali, 2012. "Bayesian inference with overlapping data for systems with continuous life metrics," Reliability Engineering and System Safety, Elsevier, vol. 106(C), pages 217-231.
    2. Jiang, Tao & Liu, Yu, 2017. "Parameter inference for non-repairable multi-state system reliability models by multi-level observation sequences," Reliability Engineering and System Safety, Elsevier, vol. 166(C), pages 3-15.
    3. C Jacksonn & A Mosleh, 2012. "Bayesian inference with overlapping data: methodology for reliability estimation of multi-state on-demand systems," Journal of Risk and Reliability, , vol. 226(3), pages 283-294, June.
    4. Yang, Lechang & Wang, Pidong & Wang, Qiang & Bi, Sifeng & Peng, Rui & Behrensdorf, Jasper & Beer, Michael, 2021. "Reliability analysis of a complex system with hybrid structures and multi-level dependent life metrics," Reliability Engineering and System Safety, Elsevier, vol. 209(C).
    5. Yontay, Petek & Pan, Rong, 2016. "A computational Bayesian approach to dependency assessment in system reliability," Reliability Engineering and System Safety, Elsevier, vol. 152(C), pages 104-114.
    6. C Jackson & A Mosleh, 2012. "Downwards inference: Bayesian analysis of overlapping higher-level data sets of complex binary-state on-demand systems," Journal of Risk and Reliability, , vol. 226(2), pages 182-193, April.
    7. Jen Tang & Kwei Tang & Herbert Moskowitz, 1997. "Exact bayesian estimation of system reliability from component test data," Naval Research Logistics (NRL), John Wiley & Sons, vol. 44(1), pages 127-146, February.
    8. Jørgen Vitting Andersen & Roy Cerqueti & Jessica Riccioni, 2023. "Rational expectations as a tool for predicting failure of weighted k-out-of-n reliability systems," Post-Print hal-03634370, HAL.
    9. Wang, Lizhi & Pan, Rong & Li, Xiaoyang & Jiang, Tongmin, 2013. "A Bayesian reliability evaluation method with integrated accelerated degradation testing and field information," Reliability Engineering and System Safety, Elsevier, vol. 112(C), pages 38-47.
    10. Jorgen-Vitting Andersen & Roy Cerqueti & Jessica Riccioni, 2023. "Rational expectations as a tool for predicting failure of weighted k-out-of-n reliability systems," Annals of Operations Research, Springer, vol. 326(1), pages 295-316, July.
    11. Roger Zoh & Alyson Wilson & Scott Vander Wiel & Earl Lawrence, 2018. "The negative log-gamma prior distribution for Bayesian assessment of system reliability," Journal of Risk and Reliability, , vol. 232(3), pages 308-319, June.
    12. Jørgen Vitting Andersen & Roy Cerqueti & Jessica Riccioni, 2023. "Rational expectations as a tool for predicting failure of weighted k-out-of-n reliability systems," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03634370, HAL.
    13. Yan-Feng Li & Jinhua Mi & Yu Liu & Yuan-Jian Yang & Hong-Zhong Huang, 2015. "Dynamic fault tree analysis based on continuous-time Bayesian networks under fuzzy numbers," Journal of Risk and Reliability, , vol. 229(6), pages 530-541, December.
    14. Raymond J. Carroll, 2003. "Variances Are Not Always Nuisance Parameters," Biometrics, The International Biometric Society, vol. 59(2), pages 211-220, June.
    15. Chenxi Liu & Nan Chen & Jianing Yang, 2015. "New method for multi-state system reliability analysis based on linear algebraic representation," Journal of Risk and Reliability, , vol. 229(5), pages 469-482, October.
    16. Farzin Salehpour-Oskouei & Mohammad Pourgol-Mohammad, 2018. "Sensor placement determination in system health monitoring process based on dual information risk and uncertainty criteria," Journal of Risk and Reliability, , vol. 232(1), pages 65-81, February.
    17. Wang, Lizhi & Pan, Rong & Wang, Xiaohong & Fan, Wenhui & Xuan, Jinquan, 2017. "A Bayesian reliability evaluation method with different types of data from multiple sources," Reliability Engineering and System Safety, Elsevier, vol. 167(C), pages 128-135.
    18. Yin, Zanhua & Gao, Wei & Tang, Man-Lai & Tian, Guo-Liang, 2013. "Estimation of nonparametric regression models with a mixture of Berkson and classical errors," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 1151-1162.
    19. Duchwan Ryu & Erning Li & Bani K. Mallick, 2011. "Bayesian Nonparametric Regression Analysis of Data with Random Effects Covariates from Longitudinal Measurements," Biometrics, The International Biometric Society, vol. 67(2), pages 454-466, June.
    20. Yingchun Xu & Xiaohu Zheng & Wen Yao & Ning Wang & Xiaoqian Chen, 2021. "A sequential multi-prior integration and updating method for complex multi-level system based on Bayesian melding method," Journal of Risk and Reliability, , vol. 235(5), pages 863-876, October.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:reensy:v:145:y:2016:i:c:p:124-135. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/reliability-engineering-and-system-safety .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.