Dynamic general path models for degradation data

Detalhes bibliográficos
Autor(a) principal: Guilherme Augusto Veloso
Data de Publicação: 2022
Tipo de documento: Tese
Idioma: eng
Título da fonte: Repositório Institucional da UFMG
Texto Completo: http://hdl.handle.net/1843/40486
https://orcid.org/0000-0002-5348-3793
Resumo: The general degradation path models assume that there is a regular functional form common to all experimental units relating time and degradation. The random effects of the environment can affect the degradation trajectories of these units and, consequently, the assumed functional form becomes a very abrupt approximation of reality and biased estimates for failure times are obtained. Considering the temporal nature of degradation data, dynamic models emerge as an alternative to model such data, as they make an approximation by parts for the true form of the degradation path. The present doctoral thesis begins by presenting the datasets that motivate our work, together with a brief review of the degradation models that recur in the literature. The introduction also provides a detailed description of the contributions of the three models proposed in this text. The first one introduces a dynamic linear degradation model to address situations where degradation paths do not evolve regularly over time. This model is an extension of what was developed in my master's, as it assumes the presence of an intercept that dynamically evolves over time. The second model is aimed at describing the behavior of positive degradation data. Degradation measures are modeled according to a gamma distribution and the degradation rate is dependent on two components. The first quantifies the physical characteristics of each unit and the other is dynamic and represents the random effects of the common environment. As in the first model, the last proposed model assumes that degradation measures are normally distributed. Extending the first proposal, this model assumes that the degradation rate breaks down into the same two factors considered in the second model. However, it assumes that the effect that quantifies the physical characteristics of the device is a function of covariates. This approach introduces more flexibility to the analysis since, in some degradation tests, multiple characteristics are observed to understand different aspects of system reliability. The text ends with a compact summary of the methods and results obtained in the studies carried out throughout the thesis, together with relevant topics for future research.
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spelling Rosangela Helena Loschihttp://lattes.cnpq.br/8443300958745785Thiago Rezende dos SantosFábio Nogueira DemarquiGustavo Leonel Gilardone AvalleHedibert Freitas LopesMagda Carvalho Pireshttp://lattes.cnpq.br/7520289716113534Guilherme Augusto Veloso2022-03-25T20:26:49Z2022-03-25T20:26:49Z2022-02-11http://hdl.handle.net/1843/40486https://orcid.org/0000-0002-5348-3793The general degradation path models assume that there is a regular functional form common to all experimental units relating time and degradation. The random effects of the environment can affect the degradation trajectories of these units and, consequently, the assumed functional form becomes a very abrupt approximation of reality and biased estimates for failure times are obtained. Considering the temporal nature of degradation data, dynamic models emerge as an alternative to model such data, as they make an approximation by parts for the true form of the degradation path. The present doctoral thesis begins by presenting the datasets that motivate our work, together with a brief review of the degradation models that recur in the literature. The introduction also provides a detailed description of the contributions of the three models proposed in this text. The first one introduces a dynamic linear degradation model to address situations where degradation paths do not evolve regularly over time. This model is an extension of what was developed in my master's, as it assumes the presence of an intercept that dynamically evolves over time. The second model is aimed at describing the behavior of positive degradation data. Degradation measures are modeled according to a gamma distribution and the degradation rate is dependent on two components. The first quantifies the physical characteristics of each unit and the other is dynamic and represents the random effects of the common environment. As in the first model, the last proposed model assumes that degradation measures are normally distributed. Extending the first proposal, this model assumes that the degradation rate breaks down into the same two factors considered in the second model. However, it assumes that the effect that quantifies the physical characteristics of the device is a function of covariates. This approach introduces more flexibility to the analysis since, in some degradation tests, multiple characteristics are observed to understand different aspects of system reliability. The text ends with a compact summary of the methods and results obtained in the studies carried out throughout the thesis, together with relevant topics for future research.Os modelos gerais para perfis de degradação assumem que existe uma forma funcional regular comum a todas as unidades experimentais relacionando o tempo e a degradação. Os efeitos aleatórios do ambiente podem afetar as trajetórias de degradação dessas unidades e, consequentemente, a forma funcional assumida se torna uma aproximação muito abrupta da realidade e estimativas viciadas para os tempos de falha são obtidas. Considerando a natureza temporal dos dados de degradação, os modelos dinâmicos surgem como uma alternativa para modelar tais dados, uma vez que fazem uma aproximação por partes para a forma verdadeira do caminho de degradação. A presente tese de doutorado inicia apresentando os conjuntos de dados que motivam nosso trabalho juntamente com uma breve revisão dos modelos de degradação recorrentes na literatura. A introdução também traz uma descrição detalhada das contribuições dos três modelos propostos neste texto. O primeiro deles introduz um modelo de degradação linear dinâmico para abordar situações onde os caminhos de degradação não evoluem regularmente ao longo do tempo. Esse modelo é uma extensão do que foi desenvolvido no meu mestrado, por assumir a presença de um intercepto que evolui dinamicamente ao longo do tempo. O segundo modelo está voltado para descrever o comportamento de dados de degradação positivos. As medidas de degradação são modeladas de acordo com uma distribuição gama e a taxa de degradação é dependente de duas componentes. A primeira quantifica as características físicas de cada unidade e a outra é dinâmica e representa os efeitos aleatórios do ambiente comum. Assim como no primeiro modelo, o último modelo proposto assume que as medidas de degradação são normalmente distribuidas. Estendendo a primeira proposta, este modelo assume que a taxa de degradação se decompõe nos mesmos dois fatores conisderados no segundo modelo. No entanto, assume que o efeito que quantifica as caracteristicas fisicas do dispositivo é função de covariáveis. Esta abordagem introduz mais flexibilidade à análise uma vez que, em alguns testes de degradação, múltiplas caracterísitcas são observadas para entender os diferentes aspectos da confiabilidade do sistema. O texto termina trazendo um resumo compacto dos métodos e resultados obtidos nos estudos desenvolvidos ao longo da tese, juntamente com tópicos relevantes para pesquisas futuras.CNPq - Conselho Nacional de Desenvolvimento Científico e TecnológicoFAPEMIG - Fundação de Amparo à Pesquisa do Estado de Minas GeraisCAPES - Coordenação de Aperfeiçoamento de Pessoal de Nível SuperiorengUniversidade Federal de Minas GeraisPrograma de Pós-Graduação em EstatísticaUFMGBrasilICX - DEPARTAMENTO DE ESTATÍSTICAEstatística – TesesDegradação - Modelos – TesesSistemas dinâmicos – TesesAnálise do tempo de falha – TesesDegradation modelsDynamic modelsFailure time distributionDynamic general path models for degradation datainfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/doctoralThesisinfo:eu-repo/semantics/openAccessreponame:Repositório Institucional da UFMGinstname:Universidade Federal de Minas Gerais (UFMG)instacron:UFMGORIGINALTese_GuilhermeVeloso.pdfTese_GuilhermeVeloso.pdfapplication/pdf3287335https://repositorio.ufmg.br/bitstream/1843/40486/3/Tese_GuilhermeVeloso.pdf1f94114d3f71e6a5d92084e7003a2bf9MD53LICENSElicense.txtlicense.txttext/plain; charset=utf-82118https://repositorio.ufmg.br/bitstream/1843/40486/4/license.txtcda590c95a0b51b4d15f60c9642ca272MD541843/404862022-03-25 17:26:49.862oai:repositorio.ufmg.br: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ório de PublicaçõesPUBhttps://repositorio.ufmg.br/oaiopendoar:2022-03-25T20:26:49Repositório Institucional da UFMG - Universidade Federal de Minas Gerais (UFMG)false
dc.title.pt_BR.fl_str_mv Dynamic general path models for degradation data
title Dynamic general path models for degradation data
spellingShingle Dynamic general path models for degradation data
Guilherme Augusto Veloso
Degradation models
Dynamic models
Failure time distribution
Estatística – Teses
Degradação - Modelos – Teses
Sistemas dinâmicos – Teses
Análise do tempo de falha – Teses
title_short Dynamic general path models for degradation data
title_full Dynamic general path models for degradation data
title_fullStr Dynamic general path models for degradation data
title_full_unstemmed Dynamic general path models for degradation data
title_sort Dynamic general path models for degradation data
author Guilherme Augusto Veloso
author_facet Guilherme Augusto Veloso
author_role author
dc.contributor.advisor1.fl_str_mv Rosangela Helena Loschi
dc.contributor.advisor1Lattes.fl_str_mv http://lattes.cnpq.br/8443300958745785
dc.contributor.advisor-co1.fl_str_mv Thiago Rezende dos Santos
dc.contributor.referee1.fl_str_mv Fábio Nogueira Demarqui
dc.contributor.referee2.fl_str_mv Gustavo Leonel Gilardone Avalle
dc.contributor.referee3.fl_str_mv Hedibert Freitas Lopes
dc.contributor.referee4.fl_str_mv Magda Carvalho Pires
dc.contributor.authorLattes.fl_str_mv http://lattes.cnpq.br/7520289716113534
dc.contributor.author.fl_str_mv Guilherme Augusto Veloso
contributor_str_mv Rosangela Helena Loschi
Thiago Rezende dos Santos
Fábio Nogueira Demarqui
Gustavo Leonel Gilardone Avalle
Hedibert Freitas Lopes
Magda Carvalho Pires
dc.subject.por.fl_str_mv Degradation models
Dynamic models
Failure time distribution
topic Degradation models
Dynamic models
Failure time distribution
Estatística – Teses
Degradação - Modelos – Teses
Sistemas dinâmicos – Teses
Análise do tempo de falha – Teses
dc.subject.other.pt_BR.fl_str_mv Estatística – Teses
Degradação - Modelos – Teses
Sistemas dinâmicos – Teses
Análise do tempo de falha – Teses
description The general degradation path models assume that there is a regular functional form common to all experimental units relating time and degradation. The random effects of the environment can affect the degradation trajectories of these units and, consequently, the assumed functional form becomes a very abrupt approximation of reality and biased estimates for failure times are obtained. Considering the temporal nature of degradation data, dynamic models emerge as an alternative to model such data, as they make an approximation by parts for the true form of the degradation path. The present doctoral thesis begins by presenting the datasets that motivate our work, together with a brief review of the degradation models that recur in the literature. The introduction also provides a detailed description of the contributions of the three models proposed in this text. The first one introduces a dynamic linear degradation model to address situations where degradation paths do not evolve regularly over time. This model is an extension of what was developed in my master's, as it assumes the presence of an intercept that dynamically evolves over time. The second model is aimed at describing the behavior of positive degradation data. Degradation measures are modeled according to a gamma distribution and the degradation rate is dependent on two components. The first quantifies the physical characteristics of each unit and the other is dynamic and represents the random effects of the common environment. As in the first model, the last proposed model assumes that degradation measures are normally distributed. Extending the first proposal, this model assumes that the degradation rate breaks down into the same two factors considered in the second model. However, it assumes that the effect that quantifies the physical characteristics of the device is a function of covariates. This approach introduces more flexibility to the analysis since, in some degradation tests, multiple characteristics are observed to understand different aspects of system reliability. The text ends with a compact summary of the methods and results obtained in the studies carried out throughout the thesis, together with relevant topics for future research.
publishDate 2022
dc.date.accessioned.fl_str_mv 2022-03-25T20:26:49Z
dc.date.available.fl_str_mv 2022-03-25T20:26:49Z
dc.date.issued.fl_str_mv 2022-02-11
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.uri.fl_str_mv http://hdl.handle.net/1843/40486
dc.identifier.orcid.pt_BR.fl_str_mv https://orcid.org/0000-0002-5348-3793
url http://hdl.handle.net/1843/40486
https://orcid.org/0000-0002-5348-3793
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.publisher.none.fl_str_mv Universidade Federal de Minas Gerais
dc.publisher.program.fl_str_mv Programa de Pós-Graduação em Estatística
dc.publisher.initials.fl_str_mv UFMG
dc.publisher.country.fl_str_mv Brasil
dc.publisher.department.fl_str_mv ICX - DEPARTAMENTO DE ESTATÍSTICA
publisher.none.fl_str_mv Universidade Federal de Minas Gerais
dc.source.none.fl_str_mv reponame:Repositório Institucional da UFMG
instname:Universidade Federal de Minas Gerais (UFMG)
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instname_str Universidade Federal de Minas Gerais (UFMG)
instacron_str UFMG
institution UFMG
reponame_str Repositório Institucional da UFMG
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