Abstract #300050

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JSM 2003 Abstract #300050
Activity Number: 241
Type: Contributed
Date/Time: Tuesday, August 5, 2003 : 10:30 AM to 12:20 PM
Sponsor: Business & Economics Statistics Section
Abstract - #300050
Title: On Modeling Data from Degradation Sample Paths over Time
Author(s): Jack C. Lee*+ and Tsung-I Lin
Companies: National Chiao Tung University and National Chiao Tung University
Address: Institute of Statistics, Hsinchu 30050, , , Taiwan
Keywords: ARMA(p,q) dependence ; Box-Cox transformation ; ECME ; Maximum likelihood estimation ; Semi-variogram
Abstract:

In this paper we are mainly concerned with modeling data from degradation sample paths over time. We devote ourselves to a general growth curve model with Box-Cox transformation, random effects, and ARMA(p,q) dependence to analyze a set of such data from Bogdanoff and Kozin (1985). Maximum likelihood estimation procedure for the proposed model using ECME algorithm is then derived. The prediction of future values based on the best linear unbiased prediction is also considered. The main purpose of this paper is to compare the proposed model with the nonlinear degradation model of Lu and Meeker (1993) from a prediction point of view. We will also compare the forecast of failure times with various data lengths in the sample.

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