Using degradation-with-jump measures to estimate life characteristics of lithium-ion battery
Author
Abstract
Suggested Citation
DOI: 10.1016/j.ress.2019.106515
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Vališ, David & Žák, Libor & Pokora, Ondřej & Lánský, Petr, 2016. "Perspective analysis outcomes of selected tribodiagnostic data used as input for condition based maintenance," Reliability Engineering and System Safety, Elsevier, vol. 145(C), pages 231-242.
- Ole E. Barndorff-Nielsen & Neil Shephard, 2006.
"Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation,"
Journal of Financial Econometrics, Oxford University Press, vol. 4(1), pages 1-30.
- Neil Shephard & Ole Barndorff-Nielsen, 2003. "Econometrics of testing for jumps in financial economics using bipower variation," Economics Series Working Papers 2004-FE-01, University of Oxford, Department of Economics.
- Ole E. Barndorff-Nielsen & Neil Shephard, 2004. "Econometrics of testing for jumps in financial economics using bipower variationÂ," OFRC Working Papers Series 2004fe01, Oxford Financial Research Centre.
- Ole E. Barndorff-Nielsen & Neil Shephard, 2003. "Econometrics of testing for jumps in financial economics using bipower variation," Economics Papers 2003-W21, Economics Group, Nuffield College, University of Oxford.
- Ole E. Barndorff‐Nielsen & Neil Shephard, 2002.
"Econometric analysis of realized volatility and its use in estimating stochastic volatility models,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(2), pages 253-280, May.
- Ole E. Barndorff-Nielsen & Neil Shephard, 2000. "Econometric analysis of realised volatility and its use in estimating stochastic volatility models," Economics Papers 2001-W4, Economics Group, Nuffield College, University of Oxford, revised 05 Jul 2001.
- Neil Shephard & Ole E. Barndorff-Nielsen & University of Aarhus, 2001. "Econometric Analysis of Realised Volatility and Its Use in Estimating Stochastic Volatility Models," Economics Series Working Papers 71, University of Oxford, Department of Economics.
- Gareth O. Roberts & Omiros Papaspiliopoulos & Petros Dellaportas, 2004. "Bayesian inference for non‐Gaussian Ornstein–Uhlenbeck stochastic volatility processes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(2), pages 369-393, May.
- Preve, Daniel, 2015.
"Linear programming-based estimators in nonnegative autoregression,"
Journal of Banking & Finance, Elsevier, vol. 61(S2), pages 225-234.
- Daniel Preve, "undated". "Linear programming-based estimators in nonnegative autoregression," GRU Working Paper Series GRU_2016_001, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Ole E. Barndorff-Nielsen & Neil Shephard, 2012.
"Basics of Levy processes,"
Economics Papers
2012-W06, Economics Group, Nuffield College, University of Oxford.
- Neil Shephard & Ole E. Barndorff-Nielsen, 2012. "Basics of Levy processes," Economics Series Working Papers 610, University of Oxford, Department of Economics.
- Taufer, Emanuele & Leonenko, Nikolai, 2009.
"Simulation of Lvy-driven Ornstein-Uhlenbeck processes with given marginal distribution,"
Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2427-2437, April.
- Emanuele Taufer & Nikolai Leonenko, 2007. "Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution," Quaderni DISA 123, Department of Computer and Management Sciences, University of Trento, Italy, revised 23 May 2007.
- Geurt Jongbloed & Frank H. Van Der Meulen, 2006. "Parametric Estimation for Subordinators and Induced OU Processes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 33(4), pages 825-847, December.
- Griffin, J.E. & Steel, M.F.J., 2006.
"Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility,"
Journal of Econometrics, Elsevier, vol. 134(2), pages 605-644, October.
- James E. Griffin & Mark F.J. Steel, 2002. "Inference With Non-Gaussian Ornstein-Uhlenbeck Processes for Stochastic Volatility," Econometrics 0201002, University Library of Munich, Germany, revised 04 Apr 2003.
- Brouste, Alexandre & Fukasawa, Masaaki & Hino, Hideitsu & Iacus, Stefano & Kamatani, Kengo & Koike, Yuta & Masuda, Hiroki & Nomura, Ryosuke & Ogihara, Teppei & Shimuzu, Yasutaka & Uchida, Masayuki & Y, 2014. "The YUIMA Project: A Computational Framework for Simulation and Inference of Stochastic Differential Equations," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 57(i04).
- Nan Chen & Kwok Tsui, 2013. "Condition monitoring and remaining useful life prediction using degradation signals: revisited," IISE Transactions, Taylor & Francis Journals, vol. 45(9), pages 939-952.
- Yin Shu & Qianmei Feng & Edward P.C. Kao & Hao Liu, 2016. "Lévy-driven non-Gaussian Ornstein–Uhlenbeck processes for degradation-based reliability analysis," IISE Transactions, Taylor & Francis Journals, vol. 48(11), pages 993-1003, November.
- Ole E. Barndorff‐Nielsen & Neil Shephard, 2003. "Integrated OU Processes and Non‐Gaussian OU‐based Stochastic Volatility Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 30(2), pages 277-295, June.
- Yin Shu & Qianmei Feng & David W. Coit, 2015. "Life distribution analysis based on Lévy subordinators for degradation with random jumps," Naval Research Logistics (NRL), John Wiley & Sons, vol. 62(6), pages 483-492, September.
- Davis, Richard A. & McCormick, William P., 1989. "Estimation for first-order autoregressive processes with positive or bounded innovations," Stochastic Processes and their Applications, Elsevier, vol. 31(2), pages 237-250, April.
- Ole E. Barndorff‐Nielsen & Neil Shephard, 2001. "Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(2), pages 167-241.
- Feigin, Paul D. & Resnick, Sidney I., 1994. "Limit distributions for linear programming time series estimators," Stochastic Processes and their Applications, Elsevier, vol. 51(1), pages 135-165, June.
- Joseph Abate & Ward Whitt, 1995. "Numerical Inversion of Laplace Transforms of Probability Distributions," INFORMS Journal on Computing, INFORMS, vol. 7(1), pages 36-43, February.
- Matthew P. S. Gander & David A. Stephens, 2007. "Simulation and inference for stochastic volatility models driven by Lévy processes," Biometrika, Biometrika Trust, vol. 94(3), pages 627-646.
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.- Emanuele Taufer, 2008. "Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes," DISA Working Papers 0805, Department of Computer and Management Sciences, University of Trento, Italy, revised 07 Jul 2008.
- Taufer, Emanuele & Leonenko, Nikolai & Bee, Marco, 2011.
"Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models,"
Computational Statistics & Data Analysis, Elsevier, vol. 55(8), pages 2525-2539, August.
- Emanuele Taufer & Nikolai Leonenko & Marco Bee, 2009. "Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models," DISA Working Papers 0907, Department of Computer and Management Sciences, University of Trento, Italy, revised 02 Dec 2009.
- Dassios, Angelos & Qu, Yan & Zhao, Hongbiao, 2018. "Exact simulation for a class of tempered stable," LSE Research Online Documents on Economics 86981, London School of Economics and Political Science, LSE Library.
- Piotr Szczepocki, 2020. "Application of iterated filtering to stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck process," Statistics in Transition New Series, Polish Statistical Association, vol. 21(2), pages 173-187, June.
- Szczepocki Piotr, 2020. "Application of iterated filtering to stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck process," Statistics in Transition New Series, Polish Statistical Association, vol. 21(2), pages 173-187, June.
- Creal, Drew D., 2008. "Analysis of filtering and smoothing algorithms for Lévy-driven stochastic volatility models," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 2863-2876, February.
- Raknerud, Arvid & Skare, Øivind, 2012. "Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein–Uhlenbeck processes," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3260-3275.
- Almut Veraart & Luitgard Veraart, 2012.
"Stochastic volatility and stochastic leverage,"
Annals of Finance, Springer, vol. 8(2), pages 205-233, May.
- Almut E. D. Veraart & Luitgard A. M. Veraart, 2009. "Stochastic volatility and stochastic leverage," CREATES Research Papers 2009-20, Department of Economics and Business Economics, Aarhus University.
- Anders Eriksson & Daniel P. A. Preve & Jun Yu, 2019.
"Forecasting Realized Volatility Using a Nonnegative Semiparametric Model,"
JRFM, MDPI, vol. 12(3), pages 1-23, August.
- Daniel Preve & Anders Eriksson & Jun Yu, "undated". "Forecasting Realized Volatility Using A Nonnegative Semiparametric Model," Working Papers CoFie-02-2007, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
- Daniel Preve & Anders Eriksson & Jun Yu, 2009. "Forecasting Realized Volatility Using A Nonnegative Semiparametric Model," Finance Working Papers 23049, East Asian Bureau of Economic Research.
- Daniel PREVE & Anders ERIKSSON & Jun YU, 2009. "Forecasting Realized Volatility Using A Nonnegative Semiparametric Model," Working Papers 22-2009, Singapore Management University, School of Economics.
- Qu, Yan & Dassios, Angelos & Zhao, Hongbiao, 2021. "Random variate generation for exponential and gamma tilted stable distributions," LSE Research Online Documents on Economics 108593, London School of Economics and Political Science, LSE Library.
- Griffin, J.E. & Steel, M.F.J., 2010.
"Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes,"
Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2594-2608, November.
- Griffin, Jim & Steel, Mark F.J., 2008. "Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes," MPRA Paper 11071, University Library of Munich, Germany.
- N. Chopin & P. E. Jacob & O. Papaspiliopoulos, 2013. "SMC-super-2: an efficient algorithm for sequential analysis of state space models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(3), pages 397-426, June.
- Gonzalez, Jhonny & Moriarty, John & Palczewski, Jan, 2017. "Bayesian calibration and number of jump components in electricity spot price models," Energy Economics, Elsevier, vol. 65(C), pages 375-388.
- Yan-Feng Wu & Xiangyu Yang & Jian-Qiang Hu, 2024. "Method of Moments Estimation for Affine Stochastic Volatility Models," Papers 2408.09185, arXiv.org.
- Santos, Douglas G. & Candido, Osvaldo & Tófoli, Paula V., 2022. "Forecasting risk measures using intraday and overnight information," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
- Roberto León-González, 2019.
"Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility,"
Econometric Reviews, Taylor & Francis Journals, vol. 38(8), pages 899-920, September.
- Roberto Leon-Gonzalez, 2014. "Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility," GRIPS Discussion Papers 14-12, National Graduate Institute for Policy Studies.
- Roberto Leon-Gonzalez, 2018. "Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility," GRIPS Discussion Papers 17-16, National Graduate Institute for Policy Studies.
- Roberto Leon-Gonzalez, 2014. "Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility," Working Paper series 19_14, Rimini Centre for Economic Analysis.
- Roberto Leon-Gonzalez, 2015. "Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility," GRIPS Discussion Papers 15-17, National Graduate Institute for Policy Studies.
- Adam Aleksander Majewski & Giacomo Bormetti & Fulvio Corsi, 2014. "Smile from the Past: A general option pricing framework with multiple volatility and leverage components," Papers 1404.3555, arXiv.org.
- Ole Barndorff-Nielsen & Elisa Nicolato & Neil Shephard, 2002.
"Some recent developments in stochastic volatility modelling,"
Quantitative Finance, Taylor & Francis Journals, vol. 2(1), pages 11-23.
- Ole E. Barndorff-Nielsen & Elisa Nicolato & Neil Shephard, 2001. "Some recent developments in stochastic volatility modelling," Economics Papers 2001-W25, Economics Group, Nuffield College, University of Oxford.
- Ole E. Barndorff-Nielsen & Neil Shephard, 2005.
"Variation, jumps, market frictions and high frequency data in financial econometrics,"
OFRC Working Papers Series
2005fe08, Oxford Financial Research Centre.
- Ole E. Barndorff-Nielsen & Neil Shephard, 2005. "Variation, jumps, market frictions and high frequency data in financial econometrics," Economics Papers 2005-W16, Economics Group, Nuffield College, University of Oxford.
- Neil Shephard & Ole E. Barndorff-Nielsen & Department of Mathematical Sciences & University of Aarhus & Denmark, 2005. "Variation, jumps, market frictions and high frequency data in financial econometrics," Economics Series Working Papers 240, University of Oxford, Department of Economics.
- Almut E. D. Veraart, 2008. "Impact of time–inhomogeneous jumps and leverage type effects on returns and realised variances," CREATES Research Papers 2008-57, Department of Economics and Business Economics, Aarhus University.
More about this item
Keywords
Non-Gaussian Ornstein-Uhlenbeck; Autoregression (AR) models; Jump measures; Linear programing estimators; Empirical characteristic functions; Bootstrap; Li-ion battery;All these keywords.
Statistics
Access and download statisticsCorrections
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:191:y:2019:i:c:s0951832018311384. 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.