Multivariate Degradation Model with dependence due to Shocks - Archive ouverte HAL Accéder directement au contenu
Communication Dans Un Congrès Année : 2014

Multivariate Degradation Model with dependence due to Shocks

Résumé

The aim of this paper is to model degradation phenomena in a multi-unit context taking into account stochastic dependence between the units. Here, we intend to propose a model structure that allows in the same time enough complexity for the representation of phenomena and enough simplicity for the analytical calculations. More precisely, a multi-unit system is considered, which is submitted to a random stressing environment which arrives by shocks. The model takes into account two types of dependence between the components: firstly, a shock impacts all components at the same time; secondly, for a given shock, the deterioration increments of the different components are considered to be correlated. The intrinsic deterioration of the n (say) units is modeled through independent stochastic processes $(Z_t^{(i)})_{t \geq 0}$, with $1 \leq i \leq n$. Given the usual nature of the degradation phenomena, is it seems reasonable to suppose that each $(Z_t^{(i)})_{t \geq 0}$ should be a monotone process with continuous state space. Accordingly, the shocks are classically assumed to arrive independently, according to a Poisson process $(N_t)_{t \geq 0}$. The parameter estimation (moment method) and the reliability assessment are presented for any multi-unit systems with coherent structure. At last a numerical results is presented with a 3 units system.
Fichier principal
Vignette du fichier
ALT2014MercierBarrosGrall.pdf (270.04 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-01059780 , version 1 (12-09-2014)

Identifiants

  • HAL Id : hal-01059780 , version 1

Citer

Sophie Mercier, Anne Barros, Antoine Grall. Multivariate Degradation Model with dependence due to Shocks. ALT 2014 (5th International Conference on Accelerated Life Testing and Degradation Models), Jun 2014, Pau, France. 12 p. ⟨hal-01059780⟩
158 Consultations
107 Téléchargements

Partager

Gmail Facebook X LinkedIn More