Degradation modeling applied to residual lifetime prediction using functional data analysis

Sensor-based degradation signals measure the accumulation of damage of an engineering system using sensor technology. Degradation signals can be used to estimate, for example, the distribution of the remaining life of partially degraded systems and/or their components. In this paper we present a nonparametric degradation modeling framework for making inference on the evolution of degradation signals that are observed sparsely or over short intervals of times. Furthermore, an empirical Bayes approach is used to update the stochastic parameters of the degradation model in real-time using training degradation signals for online monitoring of components operating in the field. The primary application of this Bayesian framework is updating the residual lifetime up to a degradation threshold of partially degraded components. We validate our degradation modeling approach using a real-world crack growth data set as well as a case study of simulated degradation signals.Comment: Published in at http://dx.doi.org/10.1214/10-AOAS448 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

Bayesian accelerated life tests: exponential and Weibull models

Reliability life testing is used for life data analysis in which samples are tested under normal conditions to obtain failure time data for reliability assessment. It can be costly and time consuming to obtain failure time data under normal operating conditions if the mean time to failure of a product is long. An alternative is to use failure time data from an accelerated life test (ALT) to extrapolate the reliability under normal conditions. In accelerated life testing, the units are placed under a higher than normal stress condition such as voltage, current, pressure, temperature, to make the items fail in a shorter period of time. The failure information is then transformed through an accelerated model commonly known as the time transformation function, to predict the reliability under normal operating conditions. The power law will be used as the time transformation function in this thesis. We will first consider a Bayesian inference model under the assumption that the underlying life distribution in the accelerated life test is exponentially distributed. The maximal data information (MDI) prior, the Ghosh Mergel and Liu (GML) prior and the Jeffreys prior will be derived for the exponential distribution. The propriety of the posterior distributions will be investigated. Results will be compared when using these non-informative priors in a simulation study by looking at the posterior variances. The Weibull distribution as the underlying life distribution in the accelerated life test will also be investigated. The maximal data information prior will be derived for the Weibull distribution using the power law. The uniform prior and a mixture of Gamma and uniform priors will be considered. The propriety of these posteriors will also be investigated. The predictive reliability at the use-stress will be computed for these models. The deviance information criterion will be used to compare these priors. As a result of using a time transformation function, Bayesian inference becomes analytically intractable and Markov Chain Monte Carlo (MCMC) methods will be used to alleviate this problem. The Metropolis-Hastings algorithm will be used to sample from the posteriors for the exponential model in the accelerated life test. The adaptive rejection sampling method will be used to sample from the posterior distributions when the Weibull model is considered

Expert Elicitation for Reliable System Design

This paper reviews the role of expert judgement to support reliability assessments within the systems engineering design process. Generic design processes are described to give the context and a discussion is given about the nature of the reliability assessments required in the different systems engineering phases. It is argued that, as far as meeting reliability requirements is concerned, the whole design process is more akin to a statistical control process than to a straightforward statistical problem of assessing an unknown distribution. This leads to features of the expert judgement problem in the design context which are substantially different from those seen, for example, in risk assessment. In particular, the role of experts in problem structuring and in developing failure mitigation options is much more prominent, and there is a need to take into account the reliability potential for future mitigation measures downstream in the system life cycle. An overview is given of the stakeholders typically involved in large scale systems engineering design projects, and this is used to argue the need for methods that expose potential judgemental biases in order to generate analyses that can be said to provide rational consensus about uncertainties. Finally, a number of key points are developed with the aim of moving toward a framework that provides a holistic method for tracking reliability assessment through the design process.Comment: This paper commented in: [arXiv:0708.0285], [arXiv:0708.0287], [arXiv:0708.0288]. Rejoinder in [arXiv:0708.0293]. Published at http://dx.doi.org/10.1214/088342306000000510 in the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org

Optimal Test Plan of Step Stress Partially Accelerated Life Testing for Alpha Power Inverse Weibull Distribution under Adaptive Progressive Hybrid Censored Data and Different Loss Functions

Accelerated life tests are used to explore the lifetime of extremely reliable items by subjecting them to elevated stress levels from stressors to cause early failures, such as temperature, voltage, pressure, and so on. The alpha power inverse Weibull (APIW) distribution is of great significance and practical applications due to its appealing characteristics, such as its flexibilities in the probability density function and the hazard rate function. We analyze the step stress partially accelerated life testing model with samples from the APIW distribution under adaptive type II progressively hybrid censoring. We first obtain the maximum likelihood estimates and two types of approximate confidence intervals of the distributional parameters and then derive Bayes estimates of the unknownparameters under different loss functions. Furthermore, we analyze three probable optimum test techniques for identifying the best censoring under different optimality criteria methods. We conduct simulation studies to assess the finite sample performance of the proposed methodology. Finally, we provide a real data example to further demonstrate the proposed technique

Failure Inference and Optimization for Step Stress Model Based on Bivariate Wiener Model

In this paper, we consider the situation under a life test, in which the failure time of the test units are not related deterministically to an observable stochastic time varying covariate. In such a case, the joint distribution of failure time and a marker value would be useful for modeling the step stress life test. The problem of accelerating such an experiment is considered as the main aim of this paper. We present a step stress accelerated model based on a bivariate Wiener process with one component as the latent (unobservable) degradation process, which determines the failure times and the other as a marker process, the degradation values of which are recorded at times of failure. Parametric inference based on the proposed model is discussed and the optimization procedure for obtaining the optimal time for changing the stress level is presented. The optimization criterion is to minimize the approximate variance of the maximum likelihood estimator of a percentile of the products' lifetime distribution

Grey GERT Network Model of Equipment Lifetime Evaluation Based on Small Samples

The reliability evaluation of high reliability and long life equipment is widely concerned in recent decades. Enough failure samples of these kinds of equipment are not easy or economic to obtain in reliability test, in addition, experience information is sometimes inaccurate or uncertainty. To overcome the deficiency in traditional method which requires large numbers of samples, a quantitative analysis model of equipment reliability evaluation is proposed in this paper in view of the few failure data of equipment life tests. GERT network is introduced to describe the kinds of working states of the equipment system and random process of equipment state transition choice after stress impact of single component. Considering the uncertainty and inaccuracy of the statistical data and experience information, the parameters of GERT network are represented by interval grey number. The system equivalent transfer function could be obtained by GERT matrix solving algorithm, and the reliability evaluation of equipment system can be realized. The case study results show that the equipment reliability evaluation Grey-GERT model based on small samples would save much time with little accuracy losing. Besides, the study provides a new thinking for reliability accelerated life test

On A Truncated Accelerated Plan for Two Component Parallel Systems under Ramp-Stress Testing Using Masked Data for Weibull Distribution

Several studies on design of Acceptance Life Test (ALT) focused on a subsystem (single system) totally ignoring its internal design. In most cases, it is not always possible to identify the components that cause the system failure or the cause can only be identified by a subset of its component resulting in a masked observation. This paper therefore investigates into the development of ramp-stress accelerated life testing for a high reliability parallel system that consist of two dependent components using masked failure data. This type of testing may be very useful in a twin-engine plane or jet. A ramp-stress results when stress applied on the system increases linearly with time. A parallel system with two dependent components is taken with dependency modeled by G umbel-Hougaard copula. The stress-life relationship is modeled using inverse power law and cumulative exposure model is assumed to model the effect of changing stress. The method of maximum likelihood is thereafter used for estimating design parameters. This optimal plan consists in finding the optimal stress rate using D-optimality criterion by minimizing the reciprocal of the determinant of Fisher information matrix. The projected plan is also explained using a real life example and sensitivity analysis carried out. This formulated model can help guide and assist engineers to obtain reliability estimates quickly with high reliability products that are sustainable