JSM 2005 - Toronto

Abstract #303351

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Legend: = Applied Session, = Theme Session, = Presenter
Activity Number: 128
Type: Topic Contributed
Date/Time: Monday, August 8, 2005 : 10:30 AM to 12:20 PM
Sponsor: Section on Physical and Engineering Sciences
Abstract - #303351
Title: A Class of Degradation Models for Reliability Inference Based on Nonhomogeneous Gaussian Processes
Author(s): Xiao Wang*+ and Vijayan Nair
Companies: University of Michigan and University of Michigan
Address: 439 West Hall 550 East University, Ann Arbor, MI, 48109, United States
Keywords: Degradation Analysis ; Wiener Process ; Nonparametric Estimation ; First passage time ; Time-to-failure ; Reliability
Abstract:

Degradation data are a rich source of reliability information and offer many advantages over time-to-failure data. We propose a class of models based on time-transformed Wiener process to analyze degradation data. This model is flexible, accommodates a variety of degradation shapes, and has a tractable form for the time-to-failure distribution. Parametric and nonparametric methods are developed. Asymptotic properties of these estimators are discussed.


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