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Activity Number:
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359
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Type:
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Contributed
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Date/Time:
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Wednesday, August 6, 2008 : 8:30 AM to 10:20 AM
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Sponsor:
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Section on Quality and Productivity
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| Abstract - #301792 |
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Title:
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Estimating Performance Degradation Using Intervals Between Upcrossings of a Threshold
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Author(s):
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Brock E. Osborn*+ and Thomas R. Willemain and Hui Fan and Pasquale Sullo
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Companies:
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GE Global Research and Rensselaer Polytechnic Institute and Moody's Investors Services and Rensselaer Polytechnic Institute
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Address:
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Applied Statistics Laboratory, Niskayuna, NY, 12309,
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Keywords:
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upcrossing ; level crossing ; censoring ; reliability ; degradation
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Abstract:
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We consider the problem of estimating the rate of degradation of a system with severely censored data. Specifically, we consider the problem of deriving a consistent estimator of degradation when we can only observe the times at with an unobserved performance measurement exceeds a given threshold. Such problems arise, for example, in the operation of complex systems where exceeding a predefined level multiple times drives repair actions, in security applications for which only entry into a secured facility is recorded, and in sensor networks where data acquisition and transmission is limited. We consider the relative efficiency of the resulting estimator compared to the MLE estimators derived from the full unobserved process and from unobserved binary high-low data.
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