Bayesian inference for power law processes with applications in repairable systems

Detalhes bibliográficos
Autor(a) principal: Oliveira, Maristela Dias de
Data de Publicação: 2012
Outros Autores: Colosimo, Enrico A., Gilardoni, Gustavo L.
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Institucional da UFBA
Texto Completo: http://repositorio.ufba.br/ri/handle/ri/15571
Resumo: Texto completo: acesso restrito. p. 1151–1160
id UFBA-2_7b5b3f45542d803e3d14b5001a1c14b7
oai_identifier_str oai:repositorio.ufba.br:ri/15571
network_acronym_str UFBA-2
network_name_str Repositório Institucional da UFBA
repository_id_str 1932
spelling Oliveira, Maristela Dias deColosimo, Enrico A.Gilardoni, Gustavo L.Oliveira, Maristela Dias deColosimo, Enrico A.Gilardoni, Gustavo L.2014-08-12T13:04:50Z20120378-3758http://repositorio.ufba.br/ri/handle/ri/15571v. 142, n. 5Texto completo: acesso restrito. p. 1151–1160Statistical models for recurrent events are of great interest in repairable systems reliability and maintenance. The adopted model under minimal repair maintenance is frequently a nonhomogeneous Poisson process with the power law process (PLP) intensity function. Although inference for the PLP is generally based on maximum likelihood theory, some advantages of the Bayesian approach have been reported in the literature. In this paper it is proposed that the PLP intensity be reparametrized in terms of (β,η)(β,η), where ββ is the elasticity of the mean number of events with respect to time and ηη is the mean number of events for the period in which the system was actually observed. It is shown that ββ and ηη are orthogonal and that the likelihood becomes proportional to a product of gamma densities. Therefore, the family of natural conjugate priors is also a product of gammas. The idea is extended to the case that several realizations of the same PLP are observed along overlapping periods of time. Some Monte Carlo simulations are provided to study the frequentist behavior of the Bayesian estimates and to compare them with the maximum likelihood estimates. The results are applied to a real problem concerning the determination of the optimal periodicity of preventive maintenance for a set of power transformers. Prior distributions are elicited for ββ and ηη based on their operational interpretation and engineering expertise.Submitted by Edileide Reis (leyde-landy@hotmail.com) on 2014-08-12T13:04:50Z No. of bitstreams: 1 Maristela Dias de Oliveira.pdf: 276757 bytes, checksum: b8e7b3e3d289a05a81e94178a8202112 (MD5)Made available in DSpace on 2014-08-12T13:04:50Z (GMT). No. of bitstreams: 1 Maristela Dias de Oliveira.pdf: 276757 bytes, checksum: b8e7b3e3d289a05a81e94178a8202112 (MD5) Previous issue date: 2012http://dx.doi.org/ 10.1016/j.jspi.2011.11.016reponame:Repositório Institucional da UFBAinstname:Universidade Federal da Bahia (UFBA)instacron:UFBAConjugate priorOptimal maintenancePoisson ProcessPosterior distributionReference priorsBayesian inference for power law processes with applications in repairable systemsJournal of Statistical Planning and Inferenceinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/article10000-01-01info:eu-repo/semantics/openAccessengORIGINALMaristela Dias de Oliveira.pdfMaristela Dias de Oliveira.pdfapplication/pdf276757https://repositorio.ufba.br/bitstream/ri/15571/1/Maristela%20Dias%20de%20Oliveira.pdfb8e7b3e3d289a05a81e94178a8202112MD51LICENSElicense.txtlicense.txttext/plain1345https://repositorio.ufba.br/bitstream/ri/15571/2/license.txtff6eaa8b858ea317fded99f125f5fcd0MD52TEXTMaristela Dias de Oliveira.pdf.txtMaristela Dias de Oliveira.pdf.txtExtracted texttext/plain40661https://repositorio.ufba.br/bitstream/ri/15571/3/Maristela%20Dias%20de%20Oliveira.pdf.txtcfda2efa478f2d0994a9c247a2952d2bMD53ri/155712022-07-05 14:03:30.986oai:repositorio.ufba.br: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Repositório InstitucionalPUBhttp://192.188.11.11:8080/oai/requestopendoar:19322022-07-05T17:03:30Repositório Institucional da UFBA - Universidade Federal da Bahia (UFBA)false
dc.title.pt_BR.fl_str_mv Bayesian inference for power law processes with applications in repairable systems
dc.title.alternative.pt_BR.fl_str_mv Journal of Statistical Planning and Inference
title Bayesian inference for power law processes with applications in repairable systems
spellingShingle Bayesian inference for power law processes with applications in repairable systems
Oliveira, Maristela Dias de
Conjugate prior
Optimal maintenance
Poisson Process
Posterior distribution
Reference priors
title_short Bayesian inference for power law processes with applications in repairable systems
title_full Bayesian inference for power law processes with applications in repairable systems
title_fullStr Bayesian inference for power law processes with applications in repairable systems
title_full_unstemmed Bayesian inference for power law processes with applications in repairable systems
title_sort Bayesian inference for power law processes with applications in repairable systems
author Oliveira, Maristela Dias de
author_facet Oliveira, Maristela Dias de
Colosimo, Enrico A.
Gilardoni, Gustavo L.
author_role author
author2 Colosimo, Enrico A.
Gilardoni, Gustavo L.
author2_role author
author
dc.contributor.author.fl_str_mv Oliveira, Maristela Dias de
Colosimo, Enrico A.
Gilardoni, Gustavo L.
Oliveira, Maristela Dias de
Colosimo, Enrico A.
Gilardoni, Gustavo L.
dc.subject.por.fl_str_mv Conjugate prior
Optimal maintenance
Poisson Process
Posterior distribution
Reference priors
topic Conjugate prior
Optimal maintenance
Poisson Process
Posterior distribution
Reference priors
description Texto completo: acesso restrito. p. 1151–1160
publishDate 2012
dc.date.issued.fl_str_mv 2012
dc.date.accessioned.fl_str_mv 2014-08-12T13:04:50Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://repositorio.ufba.br/ri/handle/ri/15571
dc.identifier.issn.none.fl_str_mv 0378-3758
dc.identifier.number.pt_BR.fl_str_mv v. 142, n. 5
identifier_str_mv 0378-3758
v. 142, n. 5
url http://repositorio.ufba.br/ri/handle/ri/15571
dc.language.iso.fl_str_mv eng
language eng
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.source.pt_BR.fl_str_mv http://dx.doi.org/ 10.1016/j.jspi.2011.11.016
dc.source.none.fl_str_mv reponame:Repositório Institucional da UFBA
instname:Universidade Federal da Bahia (UFBA)
instacron:UFBA
instname_str Universidade Federal da Bahia (UFBA)
instacron_str UFBA
institution UFBA
reponame_str Repositório Institucional da UFBA
collection Repositório Institucional da UFBA
bitstream.url.fl_str_mv https://repositorio.ufba.br/bitstream/ri/15571/1/Maristela%20Dias%20de%20Oliveira.pdf
https://repositorio.ufba.br/bitstream/ri/15571/2/license.txt
https://repositorio.ufba.br/bitstream/ri/15571/3/Maristela%20Dias%20de%20Oliveira.pdf.txt
bitstream.checksum.fl_str_mv b8e7b3e3d289a05a81e94178a8202112
ff6eaa8b858ea317fded99f125f5fcd0
cfda2efa478f2d0994a9c247a2952d2b
bitstream.checksumAlgorithm.fl_str_mv MD5
MD5
MD5
repository.name.fl_str_mv Repositório Institucional da UFBA - Universidade Federal da Bahia (UFBA)
repository.mail.fl_str_mv
_version_ 1801502543306555392

Registros relacionados