Degradation modeling for reliability analysis with time-dependent structure based on the inverse gaussian distribution

Detalhes bibliográficos
Autor(a) principal: Morita, Lia Hanna Martins
Data de Publicação: 2017
Tipo de documento: Tese
Idioma: eng
Título da fonte: Repositório Institucional da UFSCAR
Texto Completo: https://repositorio.ufscar.br/handle/ufscar/9120
Resumo: Conventional reliability analysis techniques are focused on the occurrence of failures over time. However, in certain situations where the occurrence of failures is tiny or almost null, the estimation of the quantities that describe the failure process is compromised. In this context the degradation models were developed, which have as experimental data not the failure, but some quality characteristic attached to it. Degradation analysis can provide information about the components lifetime distribution without actually observing failures. In this thesis we proposed different methodologies for degradation data based on the inverse Gaussian distribution. Initially, we introduced the inverse Gaussian deterioration rate model for degradation data and a study of its asymptotic properties with simulated data. We then proposed an inverse Gaussian process model with frailty as a feasible tool to explore the influence of unobserved covariates, and a comparative study with the traditional inverse Gaussian process based on simulated data was made. We also presented a mixture inverse Gaussian process model in burn-in tests, whose main interest is to determine the burn-in time and the optimal cutoff point that screen out the weak units from the normal ones in a production row, and a misspecification study was carried out with the Wiener and gamma processes. Finally, we considered a more flexible model with a set of cutoff points, wherein the misclassification probabilities are obtained by the exact method with the bivariate inverse Gaussian distribution or an approximate method based on copula theory. The application of the methodology was based on three real datasets in the literature: the degradation of LASER components, locomotive wheels and cracks in metals.
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spelling Morita, Lia Hanna MartinsTomazella, Vera Lucia Damascenohttp://lattes.cnpq.br/8870556978317000http://lattes.cnpq.br/8952048121396398134a629e-1c45-49a6-a121-5cafcffd374b2017-09-25T18:27:54Z2017-09-25T18:27:54Z2017-04-07MORITA, Lia Hanna Martins. Degradation modeling for reliability analysis with time-dependent structure based on the inverse gaussian distribution. 2017. Tese (Doutorado em Estatística) – Universidade Federal de São Carlos, São Carlos, 2017. Disponível em: https://repositorio.ufscar.br/handle/ufscar/9120.https://repositorio.ufscar.br/handle/ufscar/9120Conventional reliability analysis techniques are focused on the occurrence of failures over time. However, in certain situations where the occurrence of failures is tiny or almost null, the estimation of the quantities that describe the failure process is compromised. In this context the degradation models were developed, which have as experimental data not the failure, but some quality characteristic attached to it. Degradation analysis can provide information about the components lifetime distribution without actually observing failures. In this thesis we proposed different methodologies for degradation data based on the inverse Gaussian distribution. Initially, we introduced the inverse Gaussian deterioration rate model for degradation data and a study of its asymptotic properties with simulated data. We then proposed an inverse Gaussian process model with frailty as a feasible tool to explore the influence of unobserved covariates, and a comparative study with the traditional inverse Gaussian process based on simulated data was made. We also presented a mixture inverse Gaussian process model in burn-in tests, whose main interest is to determine the burn-in time and the optimal cutoff point that screen out the weak units from the normal ones in a production row, and a misspecification study was carried out with the Wiener and gamma processes. Finally, we considered a more flexible model with a set of cutoff points, wherein the misclassification probabilities are obtained by the exact method with the bivariate inverse Gaussian distribution or an approximate method based on copula theory. The application of the methodology was based on three real datasets in the literature: the degradation of LASER components, locomotive wheels and cracks in metals.As técnicas convencionais de análise de confiabilidade são voltadas para a ocorrência de falhas ao longo do tempo. Contudo, em determinadas situações nas quais a ocorrência de falhas é pequena ou quase nula, a estimação das quantidades que descrevem os tempos de falha fica comprometida. Neste contexto foram desenvolvidos os modelos de degradação, que possuem como dado experimental não a falha, mas sim alguma característica mensurável a ela atrelada. A análise de degradação pode fornecer informações sobre a distribuição de vida dos componentes sem realmente observar falhas. Assim, nesta tese nós propusemos diferentes metodologias para dados de degradação baseados na distribuição gaussiana inversa. Inicialmente, nós introduzimos o modelo de taxa de deterioração gaussiana inversa para dados de degradação e um estudo de suas propriedades assintóticas com dados simulados. Em seguida, nós apresentamos um modelo de processo gaussiano inverso com fragilidade considerando que a fragilidade é uma boa ferramenta para explorar a influência de covariáveis não observadas, e um estudo comparativo com o processo gaussiano inverso usual baseado em dados simulados foi realizado. Também mostramos um modelo de mistura de processos gaussianos inversos em testes de burn-in, onde o principal interesse é determinar o tempo de burn-in e o ponto de corte ótimo para separar os itens bons dos itens ruins em uma linha de produção, e foi realizado um estudo de má especificação com os processos de Wiener e gamma. Por fim, nós consideramos um modelo mais flexível com um conjunto de pontos de corte, em que as probabilidades de má classificação são estimadas através do método exato com distribuição gaussiana inversa bivariada ou em um método aproximado baseado na teoria de cópulas. A aplicação da metodologia foi realizada com três conjuntos de dados reais de degradação de componentes de LASER, rodas de locomotivas e trincas em metais.Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)engUniversidade Federal de São CarlosCâmpus São CarlosPrograma Interinstitucional de Pós-Graduação em Estatística - PIPGEsUFSCarAnálise de degradaçãoDistribuição gaussiana inversaProcesso gaussiano inversoFragilidadeTestes de burn-inDegradation analysisInverse gaussian distributionInverse gaussian processFrailtyBurn-in testsCIENCIAS EXATAS E DA TERRA::PROBABILIDADE E ESTATISTICADegradation modeling for reliability analysis with time-dependent structure based on the inverse gaussian distributionModelagem de degradação para análise de confiabilidade com estrutura dependente do tempo baseada na distribuição gaussiana inversainfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/doctoralThesisOnline600600ceb2c79a-7b68-4784-a3a7-b6fb90af1437info:eu-repo/semantics/openAccessreponame:Repositório Institucional da UFSCARinstname:Universidade Federal de São Carlos (UFSCAR)instacron:UFSCARORIGINALTeseLHMM.pdfTeseLHMM.pdfapplication/pdf2605456https://repositorio.ufscar.br/bitstream/ufscar/9120/1/TeseLHMM.pdfb07c268a8fc9a1af8f14ac26deeec97eMD51LICENSElicense.txtlicense.txttext/plain; charset=utf-81957https://repositorio.ufscar.br/bitstream/ufscar/9120/2/license.txtae0398b6f8b235e40ad82cba6c50031dMD52TEXTTeseLHMM.pdf.txtTeseLHMM.pdf.txtExtracted texttext/plain249425https://repositorio.ufscar.br/bitstream/ufscar/9120/3/TeseLHMM.pdf.txt8ac6fd967e3a85ccc4cf96055d536628MD53THUMBNAILTeseLHMM.pdf.jpgTeseLHMM.pdf.jpgIM Thumbnailimage/jpeg5410https://repositorio.ufscar.br/bitstream/ufscar/9120/4/TeseLHMM.pdf.jpg87a7f8c413ed44f4cc2d41fa3973c9c2MD54ufscar/91202023-09-18 18:31:26.37oai:repositorio.ufscar.br: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Repositório InstitucionalPUBhttps://repositorio.ufscar.br/oai/requestopendoar:43222023-09-18T18:31:26Repositório Institucional da UFSCAR - Universidade Federal de São Carlos (UFSCAR)false
dc.title.eng.fl_str_mv Degradation modeling for reliability analysis with time-dependent structure based on the inverse gaussian distribution
dc.title.alternative.por.fl_str_mv Modelagem de degradação para análise de confiabilidade com estrutura dependente do tempo baseada na distribuição gaussiana inversa
title Degradation modeling for reliability analysis with time-dependent structure based on the inverse gaussian distribution
spellingShingle Degradation modeling for reliability analysis with time-dependent structure based on the inverse gaussian distribution
Morita, Lia Hanna Martins
Análise de degradação
Distribuição gaussiana inversa
Processo gaussiano inverso
Fragilidade
Testes de burn-in
Degradation analysis
Inverse gaussian distribution
Inverse gaussian process
Frailty
Burn-in tests
CIENCIAS EXATAS E DA TERRA::PROBABILIDADE E ESTATISTICA
title_short Degradation modeling for reliability analysis with time-dependent structure based on the inverse gaussian distribution
title_full Degradation modeling for reliability analysis with time-dependent structure based on the inverse gaussian distribution
title_fullStr Degradation modeling for reliability analysis with time-dependent structure based on the inverse gaussian distribution
title_full_unstemmed Degradation modeling for reliability analysis with time-dependent structure based on the inverse gaussian distribution
title_sort Degradation modeling for reliability analysis with time-dependent structure based on the inverse gaussian distribution
author Morita, Lia Hanna Martins
author_facet Morita, Lia Hanna Martins
author_role author
dc.contributor.authorlattes.por.fl_str_mv http://lattes.cnpq.br/8952048121396398
dc.contributor.author.fl_str_mv Morita, Lia Hanna Martins
dc.contributor.advisor1.fl_str_mv Tomazella, Vera Lucia Damasceno
dc.contributor.advisor1Lattes.fl_str_mv http://lattes.cnpq.br/8870556978317000
dc.contributor.authorID.fl_str_mv 134a629e-1c45-49a6-a121-5cafcffd374b
contributor_str_mv Tomazella, Vera Lucia Damasceno
dc.subject.por.fl_str_mv Análise de degradação
Distribuição gaussiana inversa
Processo gaussiano inverso
Fragilidade
Testes de burn-in
topic Análise de degradação
Distribuição gaussiana inversa
Processo gaussiano inverso
Fragilidade
Testes de burn-in
Degradation analysis
Inverse gaussian distribution
Inverse gaussian process
Frailty
Burn-in tests
CIENCIAS EXATAS E DA TERRA::PROBABILIDADE E ESTATISTICA
dc.subject.eng.fl_str_mv Degradation analysis
Inverse gaussian distribution
Inverse gaussian process
Frailty
Burn-in tests
dc.subject.cnpq.fl_str_mv CIENCIAS EXATAS E DA TERRA::PROBABILIDADE E ESTATISTICA
description Conventional reliability analysis techniques are focused on the occurrence of failures over time. However, in certain situations where the occurrence of failures is tiny or almost null, the estimation of the quantities that describe the failure process is compromised. In this context the degradation models were developed, which have as experimental data not the failure, but some quality characteristic attached to it. Degradation analysis can provide information about the components lifetime distribution without actually observing failures. In this thesis we proposed different methodologies for degradation data based on the inverse Gaussian distribution. Initially, we introduced the inverse Gaussian deterioration rate model for degradation data and a study of its asymptotic properties with simulated data. We then proposed an inverse Gaussian process model with frailty as a feasible tool to explore the influence of unobserved covariates, and a comparative study with the traditional inverse Gaussian process based on simulated data was made. We also presented a mixture inverse Gaussian process model in burn-in tests, whose main interest is to determine the burn-in time and the optimal cutoff point that screen out the weak units from the normal ones in a production row, and a misspecification study was carried out with the Wiener and gamma processes. Finally, we considered a more flexible model with a set of cutoff points, wherein the misclassification probabilities are obtained by the exact method with the bivariate inverse Gaussian distribution or an approximate method based on copula theory. The application of the methodology was based on three real datasets in the literature: the degradation of LASER components, locomotive wheels and cracks in metals.
publishDate 2017
dc.date.accessioned.fl_str_mv 2017-09-25T18:27:54Z
dc.date.available.fl_str_mv 2017-09-25T18:27:54Z
dc.date.issued.fl_str_mv 2017-04-07
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/doctoralThesis
format doctoralThesis
status_str publishedVersion
dc.identifier.citation.fl_str_mv MORITA, Lia Hanna Martins. Degradation modeling for reliability analysis with time-dependent structure based on the inverse gaussian distribution. 2017. Tese (Doutorado em Estatística) – Universidade Federal de São Carlos, São Carlos, 2017. Disponível em: https://repositorio.ufscar.br/handle/ufscar/9120.
dc.identifier.uri.fl_str_mv https://repositorio.ufscar.br/handle/ufscar/9120
identifier_str_mv MORITA, Lia Hanna Martins. Degradation modeling for reliability analysis with time-dependent structure based on the inverse gaussian distribution. 2017. Tese (Doutorado em Estatística) – Universidade Federal de São Carlos, São Carlos, 2017. Disponível em: https://repositorio.ufscar.br/handle/ufscar/9120.
url https://repositorio.ufscar.br/handle/ufscar/9120
dc.language.iso.fl_str_mv eng
language eng
dc.relation.confidence.fl_str_mv 600
600
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dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.publisher.none.fl_str_mv Universidade Federal de São Carlos
Câmpus São Carlos
dc.publisher.program.fl_str_mv Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs
dc.publisher.initials.fl_str_mv UFSCar
publisher.none.fl_str_mv Universidade Federal de São Carlos
Câmpus São Carlos
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instacron_str UFSCAR
institution UFSCAR
reponame_str Repositório Institucional da UFSCAR
collection Repositório Institucional da UFSCAR
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