A failure process model with the exponential smoothing of intensity functions

This paper proposes a new model and investigates its special case model, both of which model the failure process of a series system composed of multiple components. We make the following assumption: (1) once the system fails, the failed component can be immediately identified and replaced with a new identical one, and (2) once the system fails, only the time of the failure is recorded; but the component that causes the system to fail is not known. The paper derives a parameter estimation method and compares the performance of the proposed models with nine other models on artificially generated data and fifteen real-world datasets. The results show that the two new models outperform the nine models in terms of the three most commonly used penalised model selection criteria, the Akaike's information criterion (AIC), corrected Akaike's information criterion (AICc) and Bayesian information criterion (BIC), respectively

Multivariate reliability modelling with empirical Bayes inference

Recent developments in technology permit detailed descriptions of system performance to be collected and stored. Consequently, more data are available about the occurrence, or non-occurrence, of events across a range of classes through time. Typically this implies that reliability analysis has more information about the exposure history of a system within different classes of events. For highly reliable systems, there may be relatively few failure events. Thus there is a need to develop statistical inference to support reliability estimation when there is a low ratio of failures relative to event classes. In this paper we show how Empirical Bayes methods can be used to estimate a multivariate reliability function for a system by modelling the vector of times to realise each failure root cause

Radiation-induced growth and isothermal decay of infrared-stimulated luminescence from feldspar

Optically stimulated luminescence (OSL) ages can determine a wide range of geological events or processes, such as the timing of sediment deposition, the exposure duration of a rock surface, or the cooling rate of bedrock. The accuracy of OSL dating critically depends on our capability to describe the growth and decay of laboratory-regenerated luminescence signals. Here we review a selection of common models describing the response of infrared stimulated luminescence (IRSL) of feldspar to constant radiation and temperature as administered in the laboratory. We use this opportunity to introduce a general-order kinetic model that successfully captures the behaviour of different materials and experimental conditions with a minimum of model parameters, and thus appears suitable for future application and validation in natural environments. Finally, we evaluate all the presented models by their ability to accurately describe a recently published feldspar multi-elevated temperature post-IR IRSL (MET-pIRIR) dataset, and highlight each model's strengths and shortfalls

Analysis of time-to-event for observational studies: Guidance to the use of intensity models

This paper provides guidance for researchers with some mathematical background on the conduct of time-to-event analysis in observational studies based on intensity (hazard) models. Discussions of basic concepts like time axis, event definition and censoring are given. Hazard models are introduced, with special emphasis on the Cox proportional hazards regression model. We provide check lists that may be useful both when fitting the model and assessing its goodness of fit and when interpreting the results. Special attention is paid to how to avoid problems with immortal time bias by introducing time-dependent covariates. We discuss prediction based on hazard models and difficulties when attempting to draw proper causal conclusions from such models. Finally, we present a series of examples where the methods and check lists are exemplified. Computational details and implementation using the freely available R software are documented in Supplementary Material. The paper was prepared as part of the STRATOS initiative.Comment: 28 pages, 12 figures. For associated Supplementary material, see http://publicifsv.sund.ku.dk/~pka/STRATOSTG8