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A proportional intensity segmented model for maintained systems

机译:维护系统的比例强度分段模型

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摘要

The failure times of a maintained system are generally modelled using point processes, the most common being the homogeneous and the non-homogeneous point processes representing maximal and minimal repairs. Additional information obtained with regard to the maintained system which may have influenced the failure characteristics of the maintained system can be used in the form of covariates to ascertain their effect on the system's failure intensity. These covariates are deemed to act multiplicatively on the system's failure intensity using a suitable link function; the usual link function being the exponential. These processes are generally able to model maintained systems with a fair degree of accuracy. However, whenever there is a change in the environment of the maintained system these models are not able to exactly identify and take into account the corresponding change in the intensity unless the covariates chosen are able to totally account for the changes. Also, the covariates themselves may be subject to change, and then such systems need to be modelled by segmented models with the system domain divided into segments at the points of changes in the environment. The individual segments can then be modelled by a point process and/or proportional intensity model, and these can be combined to form a composite model. This paper develops a statistical model of the failure process of a maintained system in such an environment and applies it to the field data from an industrial setting to demonstrate that appropriate parameter estimates for such phenomena can be obtained, and such models are shown to more accurately describe the maintained system in a changing environment than the single point process/proportional intensity models usually used.
机译:维护系统的故障时间通常使用点过程进行建模,最常见的是代表最大和最小修复的同质和非同质点过程。可以以协变量的形式使用关于维护系统可能会影响维护系统故障特性的其他信息,以确定它们对系统故障强度的影响。使用适当的链接函数,这些协变量被认为对系统的故障强度起乘法作用。通常的链接函数是指数。这些过程通常能够以相当的准确度对维护的系统进行建模。但是,只要所维护系统的环境发生变化,这些模型就无法准确识别并考虑强度的相应变化,除非所选的协变量能够完全说明变化。同样,协变量本身可能会发生变化,然后需要通过分段模型对此类系统进行建模,并在环境变化点将系统域划分为多个分段。然后可以通过点过程和/或比例强度模型对各个段进行建模,然后可以将它们组合以形成复合模型。本文开发了一种在这种环境下维护系统故障过程的统计模型,并将其应用于工业环境中的现场数据,以证明可以获得针对此类现象的适当参数估计,并且可以更准确地显示此类模型。与通常使用的单点过程/比例强度模型相比,在不断变化的环境中描述维护系统。

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