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A Bayesian Estimation Approach for the Age- and State-Dependent Transformed Wiener Degradation Process
- Source :
- 29th European Safety and Reliability Conference-ESREL 2019, pp. 707–714, Hannover (Germany), 22-26 September 2019, info:cnr-pdr/source/autori:Giorgio M. 1, Postiglione F. 2, Pulcini G. 3/congresso_nome:29th European Safety and Reliability Conference-ESREL 2019/congresso_luogo:Hannover (Germany)/congresso_data:22-26 September 2019/anno:2019/pagina_da:707/pagina_a:714/intervallo_pagine:707–714
- Publication Year :
- 2019
- Publisher :
- Research Publishing Services, 2019.
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Abstract
- Very recently, a new age and state-dependent degradation process, named the Transformed Wiener (TW) process, has been proposed to describe degradation phenomena when the degradation growth of the units under study is not necessarily monotonically increasing and depends stochastically on the current degradation level. This paper suggests a Bayesian estimation approach for such a process, based on informative priors of its parameters, which allows one to incorporate into the estimation procedure the prior information on meaningful physical characteristics of the observed degradation process that is generally available to the analyst. Several different prior distributions are proposed, reflecting different degrees of knowledge on the observed phenomenon. A Monte Carlo Markov Chain technique is adopted for estimating the TW process parameters and some functions thereof. Finally, in order to show the feasibility of the proposed Bayesian estimation procedure and the flexibility of the TW process an example of application is developed.
- Subjects :
- Bayes estimator
Negative increments
Monte Carlo Markov Chain
State dependent
Age- and state-dependent increments
Transformed Wiener process
Degradation phenomena, Transformed Wiener process, Age- and state-dependent increments, Negative increments, Bayesian estimation, Monte Carlo Markov Chain
Bayesian estimation
Degradation process
Degradation phenomena
Biological system
Mathematics
Subjects
Details
- Language :
- English
- Database :
- OpenAIRE
- Journal :
- 29th European Safety and Reliability Conference-ESREL 2019, pp. 707–714, Hannover (Germany), 22-26 September 2019, info:cnr-pdr/source/autori:Giorgio M. 1, Postiglione F. 2, Pulcini G. 3/congresso_nome:29th European Safety and Reliability Conference-ESREL 2019/congresso_luogo:Hannover (Germany)/congresso_data:22-26 September 2019/anno:2019/pagina_da:707/pagina_a:714/intervallo_pagine:707–714
- Accession number :
- edsair.doi.dedup.....4276be485b688ac568a3528753d4b6d5