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Real-time reliability evaluation of two-phase Wiener degradation process

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Listed:
  • Wei-an Yan
  • Bao-wei Song
  • Gui-lin Duan
  • Yi-min Shi

Abstract

Reliability modeling and evaluation for the two-phase Wiener degradation process are studied. For many devices, the degradation rates could possibly increase or decrease in a non smooth manner at some point in time due to the change of degradation mechanism. A two-phase Wiener degradation process with an unobserved change point is used to model the degradation process. And we assume that the change point varies randomly from device to device. Furthermore, we integrate historical data and up-to-date observation data to improve the degradation modeling and evaluation based on Bayesian method. The change point between the two phases was obtained based on the Akaike information criterion (AIC) and the criterion of the residual sum of squares. Finally, a real example of liquid coupling devices (LCDs) and a numeric example are discussed to demonstrate the effectiveness of the proposed method. The results show that the proposed method is effective and efficient.

Suggested Citation

  • Wei-an Yan & Bao-wei Song & Gui-lin Duan & Yi-min Shi, 2017. "Real-time reliability evaluation of two-phase Wiener degradation process," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(1), pages 176-188, January.
    • Handle: RePEc:taf:lstaxx:v:46:y:2017:i:1:p:176-188
    DOI: 10.1080/03610926.2014.988262
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    Cited by:

    1. Si, Xiao-Sheng & Li, Tianmei & Zhang, Jianxun & Lei, Yaguo, 2022. "Nonlinear degradation modeling and prognostics: A Box-Cox transformation perspective," Reliability Engineering and System Safety, Elsevier, vol. 217(C).
    2. Wen, Yuxin & Wu, Jianguo & Das, Devashish & Tseng, Tzu-Liang(Bill), 2018. "Degradation modeling and RUL prediction using Wiener process subject to multiple change points and unit heterogeneity," Reliability Engineering and System Safety, Elsevier, vol. 176(C), pages 113-124.
    3. Zhao, Xian & Fan, Yu & Qiu, Qingan & Chen, Ke, 2021. "Multi-criteria mission abort policy for systems subject to two-stage degradation process," European Journal of Operational Research, Elsevier, vol. 295(1), pages 233-245.

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