IDEAS home Printed from https://ideas.repec.org/a/eee/reensy/v219y2022ics0951832021006797.html
   My bibliography  Save this article

A common random effect induced bivariate gamma degradation process with application to remaining useful life prediction

Author

Listed:
  • Song, Kai
  • Cui, Lirong

Abstract

Due to the complex structures and the multi-functionality of modern products, there are usually two or more performance characteristics which can reflect a product’s degradation states. The degradation processes corresponding to these performance characteristics are dependent in general, which brings challenges to the degradation data analysis. In this paper, a gamma process based degradation model is developed for the bivariate dependent degradation data, where the dependency between the two degradation processes is captured by a common random effect naturally. The expectation maximization algorithm is employed to estimate the model parameters. Then, a real-time prediction method for a product’s remaining useful life is proposed using the Bayesian method. Finally, both the simulation study and the case study are provided for illustration, whose results demonstrate that the proposed model as well as the corresponding inference methods does work well.

Suggested Citation

  • Song, Kai & Cui, Lirong, 2022. "A common random effect induced bivariate gamma degradation process with application to remaining useful life prediction," Reliability Engineering and System Safety, Elsevier, vol. 219(C).
    • Handle: RePEc:eee:reensy:v:219:y:2022:i:c:s0951832021006797
    DOI: 10.1016/j.ress.2021.108200
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0951832021006797
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.ress.2021.108200?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. Hao, Songhua & Yang, Jun & Berenguer, Christophe, 2019. "Degradation analysis based on an extended inverse Gaussian process model with skew-normal random effects and measurement errors," Reliability Engineering and System Safety, Elsevier, vol. 189(C), pages 261-270.
    2. Li, Zan & Wang, Fengming & Wang, Chengjie & Hu, Qingpei & Yu, Dan, 2021. "Reliability modeling and evaluation of lifetime delayed degradation process with nondestructive testing," Reliability Engineering and System Safety, Elsevier, vol. 208(C).
    3. Zhang, Zhengxin & Si, Xiaosheng & Hu, Changhua & Lei, Yaguo, 2018. "Degradation data analysis and remaining useful life estimation: A review on Wiener-process-based methods," European Journal of Operational Research, Elsevier, vol. 271(3), pages 775-796.
    4. Christian Paroissin & Ali Salami, 2014. "Failure Time of Non Homogeneous Gamma Process," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 43(15), pages 3148-3161, August.
    5. Dong, Qinglai & Cui, Lirong, 2019. "A study on stochastic degradation process models under different types of failure Thresholds," Reliability Engineering and System Safety, Elsevier, vol. 181(C), pages 202-212.
    6. Sun, Fuqiang & Fu, Fangyou & Liao, Haitao & Xu, Dan, 2020. "Analysis of multivariate dependent accelerated degradation data using a random-effect general Wiener process and D-vine Copula," Reliability Engineering and System Safety, Elsevier, vol. 204(C).
    7. Song, Kai & Shi, Jian, 2020. "A gamma process based in-play prediction model for National Basketball Association games," European Journal of Operational Research, Elsevier, vol. 283(2), pages 706-713.
    8. Yan, Tao & Lei, Yaguo & Li, Naipeng & Wang, Biao & Wang, Wenting, 2021. "Degradation modeling and remaining useful life prediction for dependent competing failure processes," Reliability Engineering and System Safety, Elsevier, vol. 212(C).
    9. Luis Alberto Rodríguez‐Picón & Anna Patricia Rodríguez‐Picón & Alejandro Alvarado‐Iniesta, 2019. "Degradation modeling of 2 fatigue‐crack growth characteristics based on inverse Gaussian processes: A case study," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 35(3), pages 504-521, May.
    10. Palayangoda, Lochana K. & Ng, Hon Keung Tony, 2021. "Semiparametric and nonparametric evaluation of first-passage distribution of bivariate degradation processes," Reliability Engineering and System Safety, Elsevier, vol. 205(C).
    11. Zhi‐Sheng Ye & Min Xie, 2015. "Rejoinder to ‘Stochastic modelling and analysis of degradation for highly reliable products’," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 31(1), pages 35-36, January.
    12. Pan, Zhengqiang & Balakrishnan, Narayanaswamy, 2011. "Reliability modeling of degradation of products with multiple performance characteristics based on gamma processes," Reliability Engineering and System Safety, Elsevier, vol. 96(8), pages 949-957.
    13. Si, Xiao-Sheng & Wang, Wenbin & Hu, Chang-Hua & Zhou, Dong-Hua, 2011. "Remaining useful life estimation - A review on the statistical data driven approaches," European Journal of Operational Research, Elsevier, vol. 213(1), pages 1-14, August.
    14. An, Zongwen & Sun, Daoming, 2017. "Reliability modeling for systems subject to multiple dependent competing failure processes with shock loads above a certain level," Reliability Engineering and System Safety, Elsevier, vol. 157(C), pages 129-138.
    15. Zhi‐Sheng Ye & Min Xie, 2015. "Stochastic modelling and analysis of degradation for highly reliable products," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 31(1), pages 16-32, January.
    16. van Noortwijk, J.M., 2009. "A survey of the application of gamma processes in maintenance," Reliability Engineering and System Safety, Elsevier, vol. 94(1), pages 2-21.
    17. Fang, Guanqi & Pan, Rong & Hong, Yili, 2020. "Copula-based reliability analysis of degrading systems with dependent failures," Reliability Engineering and System Safety, Elsevier, vol. 193(C).
    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. Asgari, Ali & Si, Wujun & Yuan, Liang & Krishnan, Krishna & Wei, Wei, 2024. "Multivariable degradation modeling and life prediction using multivariate fractional Brownian motion," Reliability Engineering and System Safety, Elsevier, vol. 248(C).
    2. Jiang, Deyin & Chen, Tianyu & Xie, Juanzhang & Cui, Weimin & Song, Bifeng, 2023. "A mechanical system reliability degradation analysis and remaining life estimation method——With the example of an aircraft hatch lock mechanism," Reliability Engineering and System Safety, Elsevier, vol. 230(C).
    3. Ma, Jie & Cai, Li & Liao, Guobo & Yin, Hongpeng & Si, Xiaosheng & Zhang, Peng, 2023. "A multi-phase Wiener process-based degradation model with imperfect maintenance activities," Reliability Engineering and System Safety, Elsevier, vol. 232(C).
    4. Dai, Xinliang & Qu, Sheng & Sui, Hao & Wu, Pingbo, 2022. "Reliability modelling of wheel wear deterioration using conditional bivariate gamma processes and Bayesian hierarchical models," Reliability Engineering and System Safety, Elsevier, vol. 226(C).
    5. Barui, Sandip & Mitra, Debanjan & Balakrishnan, Narayanaswamy, 2024. "Flexible modelling of a bivariate degradation process with a shared frailty and an application to fatigue crack data," Reliability Engineering and System Safety, Elsevier, vol. 242(C).
    6. Liang, Qingzhu & Yang, Yinghao & Peng, Changhong, 2023. "A reliability model for systems subject to mutually dependent degradation processes and random shocks under dynamic environments," Reliability Engineering and System Safety, Elsevier, vol. 234(C).
    7. Wu, Xin & Huang, Tingting & Liu, Jie, 2023. "Common stochastic effects induced multivariate degradation process with temporal dependency in degradation characteristic and unit dimensions," Reliability Engineering and System Safety, Elsevier, vol. 239(C).
    8. Li, Yang & Gao, Haifeng & Chen, Hongtian & Liu, Chun & Yang, Zhe & Zio, Enrico, 2024. "Accelerated degradation testing for lifetime analysis considering random effects and the influence of stress and measurement errors," Reliability Engineering and System Safety, Elsevier, vol. 247(C).
    9. Zuo, Jian & Cadet, Catherine & Li, Zhongliang & Bérenguer, Christophe & Outbib, Rachid, 2024. "A deterioration-aware energy management strategy for the lifetime improvement of a multi-stack fuel cell system subject to a random dynamic load," Reliability Engineering and System Safety, Elsevier, vol. 241(C).

    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. Fang, Guanqi & Pan, Rong & Wang, Yukun, 2022. "Inverse Gaussian processes with correlated random effects for multivariate degradation modeling," European Journal of Operational Research, Elsevier, vol. 300(3), pages 1177-1193.
    2. Song, Kai & Shi, Jian & Yi, Xiaojian, 2020. "A time-discrete and zero-adjusted gamma process model with application to degradation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 560(C).
    3. Zhang, Ao & Wang, Zhihua & Bao, Rui & Liu, Chengrui & Wu, Qiong & Cao, Shihao, 2023. "A novel failure time estimation method for degradation analysis based on general nonlinear Wiener processes," Reliability Engineering and System Safety, Elsevier, vol. 230(C).
    4. Chang, Miaoxin & Huang, Xianzhen & Coolen, Frank PA & Coolen-Maturi, Tahani, 2023. "New reliability model for complex systems based on stochastic processes and survival signature," European Journal of Operational Research, Elsevier, vol. 309(3), pages 1349-1364.
    5. Liang, Qingzhu & Yang, Yinghao & Peng, Changhong, 2023. "A reliability model for systems subject to mutually dependent degradation processes and random shocks under dynamic environments," Reliability Engineering and System Safety, Elsevier, vol. 234(C).
    6. Xu, Jun & Liang, Zhenglin & Li, Yan-Fu & Wang, Kaibo, 2021. "Generalized condition-based maintenance optimization for multi-component systems considering stochastic dependency and imperfect maintenance," Reliability Engineering and System Safety, Elsevier, vol. 211(C).
    7. Pedersen, Tom Ivar & Vatn, Jørn, 2022. "Optimizing a condition-based maintenance policy by taking the preferences of a risk-averse decision maker into account," Reliability Engineering and System Safety, Elsevier, vol. 228(C).
    8. Dong, Qinglai & Cui, Lirong, 2019. "A study on stochastic degradation process models under different types of failure Thresholds," Reliability Engineering and System Safety, Elsevier, vol. 181(C), pages 202-212.
    9. Giovanni Rinaldi & Philipp R. Thies & Lars Johanning, 2021. "Current Status and Future Trends in the Operation and Maintenance of Offshore Wind Turbines: A Review," Energies, MDPI, vol. 14(9), pages 1-28, April.
    10. Jiang, Deyin & Chen, Tianyu & Xie, Juanzhang & Cui, Weimin & Song, Bifeng, 2023. "A mechanical system reliability degradation analysis and remaining life estimation method——With the example of an aircraft hatch lock mechanism," Reliability Engineering and System Safety, Elsevier, vol. 230(C).
    11. Sun, Fuqiang & Fu, Fangyou & Liao, Haitao & Xu, Dan, 2020. "Analysis of multivariate dependent accelerated degradation data using a random-effect general Wiener process and D-vine Copula," Reliability Engineering and System Safety, Elsevier, vol. 204(C).
    12. Wang, Xiaolin & Liu, Bin & Zhao, Xiujie, 2021. "A performance-based warranty for products subject to competing hard and soft failures," International Journal of Production Economics, Elsevier, vol. 233(C).
    13. Zhang, Jian-Xun & Si, Xiao-Sheng & Du, Dang-Bo & Hu, Chang-Hua & Hu, Chen, 2020. "A novel iterative approach of lifetime estimation for standby systems with deteriorating spare parts," Reliability Engineering and System Safety, Elsevier, vol. 201(C).
    14. Wang, Xiaofei & Wang, Bing Xing & Jiang, Pei Hua & Hong, Yili, 2020. "Accurate reliability inference based on Wiener process with random effects for degradation data," Reliability Engineering and System Safety, Elsevier, vol. 193(C).
    15. Ye, Xuerong & Hu, Yifan & Zheng, Bokai & Chen, Cen & Zhai, Guofu, 2022. "A new class of multi-stress acceleration models with interaction effects and its extension to accelerated degradation modelling," Reliability Engineering and System Safety, Elsevier, vol. 228(C).
    16. Ling, M.H. & Ng, H.K.T. & Tsui, K.L., 2019. "Bayesian and likelihood inferences on remaining useful life in two-phase degradation models under gamma process," Reliability Engineering and System Safety, Elsevier, vol. 184(C), pages 77-85.
    17. Sun, Xuxue & Cai, Wenjun & Li, Mingyang, 2021. "A hierarchical modeling approach for degradation data with mixed-type covariates and latent heterogeneity," Reliability Engineering and System Safety, Elsevier, vol. 216(C).
    18. Barui, Sandip & Mitra, Debanjan & Balakrishnan, Narayanaswamy, 2024. "Flexible modelling of a bivariate degradation process with a shared frailty and an application to fatigue crack data," Reliability Engineering and System Safety, Elsevier, vol. 242(C).
    19. Sun, Fuqiang & Li, Hao & Cheng, Yuanyuan & Liao, Haitao, 2021. "Reliability analysis for a system experiencing dependent degradation processes and random shocks based on a nonlinear Wiener process model," Reliability Engineering and System Safety, Elsevier, vol. 215(C).
    20. Liu, Bin & Zhao, Xiujie & Liu, Guoquan & Liu, Yiqi, 2020. "Life cycle cost analysis considering multiple dependent degradation processes and environmental influence," Reliability Engineering and System Safety, Elsevier, vol. 197(C).

    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:219:y:2022:i:c:s0951832021006797. 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.