Multiple-Steps Step-Stress Accelerated Degradation Modeling Based on Wiener and Gamma Processes

During the step-stress accelerated degradation test (SSADT) experiment, the operator usually elevates the stress level at a predetermined time-point for all tested products that had not failed. This time-point is determined by the experience of the operator and the test is carried on until the performance degradation value of the product crosses the threshold value. In fact, this mode only works when a lot of products have been used in the experiment. But in the SSADT experiment, the number of products is relatively few, and so the test control to the products should be done more carefully. Considering the differences in products, we think the time-point of elevating stress level varies randomly from product-to-product. We consider a situation in which when the degradation value crosses a pre-specified value, the stress level is elevated. Under the circumstances, the time at which the degradation path crosses the pre-specified value is uncertain, and so we may regard it as a random variable. We discuss multiple-steps step-stress accelerated degradation models based on Wiener and gamma processes, respectively, and we apply the Bayesian Markov chain Monte Carlo (MCMC) method for such analytically intractable models to obtain the maximum likelihood estimates (MLEs) efficiently and present some computational results obtained from our implementation.     

Optimal step-stress accelerated degradation test plans for inverse Gaussian process based on proportional degradation rate model

The purpose of this paper is to address the optimal design of the step-stress accelerated degradation test (SSADT) issue when the degradation process of a product follows the inverse Gaussian (IG) process. For this design problem, an important task is to construct a link model to connect the degradation magnitudes at different stress levels. In this paper, a proportional degradation rate model is proposed to link the degradation paths of the SSADT with stress levels, in which the average degradation rate is proportional to an exponential function of the stress level. Two optimization problems about the asymptotic variances of the lifetime characteristics' estimators are investigated. The optimal settings including sample size, measurement frequency and the number of measurements for each stress level are determined by minimizing the two objective functions within a given budget constraint. As an example, the sliding metal wear data are used to illustrate the proposed model.     

Designing a Degradation Test with a Two-Parameter Exponential Lifetime Distribution

Degradation testing (DT) is a useful approach to assessing the reliability of highly reliable products which are not likely to fail under the traditional life tests or accelerated life tests. There have been a great number of excellent studies investigating the estimation of the failure time distribution and the optimal design (e.g., the optimal setting of the inspection frequency, the number of measurement, and the termination time) for DTs. However, the lifetime distributions considered in the studies mentioned above are all those without failure-free life. Here, failure-free life is characterized by a threshold parameter below which no failure is possible. The main purpose of this article is to deal with the optimal design of a DT with a two-parameter exponential lifetime distribution. More specifically, with respect to a DT where a linearized degradation model is used to model the degradation process and the lifetime is assumed to follow a two-parameter exponential distribution, under the constraint that the total experimental cost does not exceed a predetermined budget, the optimal combination of the inspection frequency, the sample size, and the termination time are determined by minimizing the mean squared error of the estimated 100p-th percentile of the lifetime distribution of the product. An example is provided to illustrate the proposed method and the corresponding sensitivity analysis is also discussed.     

Optimal Selection of the Most Reliable Design Based on Gamma Degradation Processes

Manufacturers are often faced with the problem of how to select the most reliable design among several competing designs in the stage of development. It becomes complicated if products are highly reliable. Under the circumstances, recent work has focused on the study with degradation data by assuming that degradation paths follow Wiener processes or random-effect models. However, it is more appropriate to use gamma processes to model degradation data with monotone-increasing pattern. This article deals with the selection problem for such processes. With a minimum probability of correct decision, optimal test plans can be obtained by minimizing the total cost.     

Mis-specification analyses of gamma and Wiener degradation processes

Degradation models are widely used these days to assess the lifetime information of highly reliable products if there exist some quality characteristics (QC) whose degradation over time can be related to the reliability of the product. In this study, motivated by a laser data, we investigate the mis-specification effect on the prediction of product's MTTF (mean-time-to-failure) when the degradation model is wrongly fitted. More specifically, we derive an expression for the asymptotic distribution of quasi-MLE (QMLE) of the product's MTTF when the true model comes from gamma degradation process, but is wrongly assumed to be Wiener degradation process. The penalty for the model mis-specification can then be addressed sequentially. The result demonstrates that the effect on the accuracy of the product's MTTF prediction strongly depends on the ratio of critical value to the scale parameter of the gamma degradation process. The effects on the precision of the product's MTTF prediction are observed to be serious when the shape and scale parameters of the gamma degradation process are large. We then carry out a simulation study to evaluate the penalty of the model mis-specification, using which we show that the simulation results are quite close to the theoretical ones even when the sample size and termination time are not large. For the reverse mis-specification problem, i.e., when the true degradation is a Wiener process, but is wrongly assumed to be a gamma degradation process, we carry out a Monte Carlo simulation study to examine the effect of the corresponding model mis-specification. The obtained results reveal that the effect of this model mis-specification is negligible.     

Bivariate degradation analysis of products based on Wiener processes and copulas

Modern highly reliable products usually have complex structure and many functions. This means that they may have two or more performance characteristics. All the performance characteristics can reflect the product's performance degradation over time, and they may be independent or dependent. If the performance characteristics are independent, they can be modelled separately. But if they are not independent, it is very important to find the joint distribution function of the performance characteristics for estimating the reliability of the product as accurately as possible. Here, we suppose that a product has two performance characteristics and the degradation paths of these two performance characteristics can be governed by a Wiener process with a time-scale transformation, and that the dependency of the performance characteristics can be described by a copula function. The parameters of the two performance characteristics and the copula function can be estimated jointly. The model in such a situation is very complicated and analytically intractable and becomes cumbersome from a computational viewpoint. For this reason, the Bayesian Markov chain Monte Carlo method is developed for this problem that allows the maximum-likelihood estimates of the parameters to be determined in an efficient manner. For an illustration of the proposed model, a numerical example about fatigue cracks is presented.     

Bivariate Constant-Stress Accelerated Degradation Model and Inference

To assess the reliability of highly reliable products that have two or more performance characteristics (PCs) in an accurate manner, relations between the PCs should be taken duly into account. If they are not independent, it would then become important to describe the dependence of the PCs. For many products, the constant-stress degradation test cannot provide sufficient data for reliability evaluation and for this reason, accelerated degradation test is usually performed. In this article, we assume that a product has two PCs and that the PCs are governed by a Wiener process with a time scale transformation, and the relationship between the PCs is described by the Frank copula function. The copula parameter is dependent on stress and assumed to be a function of stress level that can be described by a logistic function. Based on these assumptions, a bivariate constant-stress accelerated degradation model is proposed here. The direct likelihood estimation of parameters of such a model becomes analytically intractable, and so the Bayesian Markov chain Monte Carlo (MCMC) method is developed here for this model for obtaining the maximum likelihood estimates (MLEs) efficiently. For an illustration of the proposed model and the method of inference, a simulated example is presented along with the associated computational results.     

Inference and Optimal Design Based on Step—Partially Accelerated Life Tests for the Generalized Pareto Distribution under Progressive Type-I Censoring

Various types of failure, censored and accelerated life tests, are commonly employed for life testing in some manufacturing industries and products that are highly reliable. In this article, we consider the tampered failure rate model as one of such types that relate the distribution under use condition to the distribution under accelerated condition. It is assumed that the lifetimes of products under use condition have generalized Pareto distribution as a lifetime model. Some estimation methods such as graphical, moments, probability weighted moments, and maximum likelihood estimation methods for the parameters are discussed based on progressively type-I censored data. The determination of optimal stress change time is discussed under two different criteria of optimality. Finally, a Monte Carlo simulation study is carried out to examine the performance of the estimation methods and the optimality criteria.     

Zuverlässigkeitsmodelle auf der Grundlage stochastischer Modelle von Verschleiß prozessen

Reliability of products of mechanical engineering is often decided by wear processes.

Suitable stcohastic precesses (cumulative stochastic precesses, Wiener-process with drift and related multiplicative processes) are applied to modelling of such wear processes. Then the lifetime is the random time to first crossing a given limiting wear level or wear reserve. Some lifetime distributions which are founded in such a wag for constant and random wear reserves are discussed (Birnbaum-Saunders-distribution, Inverse-Gaussian-distribution, special mixtures of distributions).

For some of these models a favourable statistical approach to lifetime distribution arises from samples of the wear process. Process. Possibilities to calculate characteristics or ordinary renewal processes are dealt with. In essential cases such characteristics can be expressed explicity.

By an example the application of the results is demonstrated beginning with samples from the wear process followed by choosing a wear model, estimating the parameters, testing goodness of fit, calculating characteristics of reliability up to optimal designing of block replacement in preventive maintenance and calculating the technical-founded demand for replacement parts.     

Failure Inference and Optimization for Step Stress Model Based on Bivariate Wiener Model

In this article, we consider the situation under a life test, in which the failure time of the test units are not related deterministically to an observable stochastic time varying covariate. In such a case, the joint distribution of failure time and a marker value would be useful for modeling the step stress life test. The problem of accelerating such an experiment is considered as the main aim of this article. We present a step stress accelerated model based on a bivariate Wiener process with one component as the latent (unobservable) degradation process, which determines the failure times and the other as a marker process, the degradation values of which are recorded at times of failure. Parametric inference based on the proposed model is discussed and the optimization procedure for obtaining the optimal time for changing the stress level is presented. The optimization criterion is to minimize the approximate variance of the maximum likelihood estimator of a percentile of the products’ lifetime distribution.     

Modelling Accelerated Degradation Data Using Wiener Diffusion With A Time Scale Transformation

Engineering degradation tests allow industry to assess the potential life span of long-life products that do not fail readily under accelerated conditions in life tests. A general statistical model is presented here for performance degradation of an item of equipment. The degradation process in the model is taken to be a Wiener diffusion process with a time scale transformation. The model incorporates Arrhenius extrapolation for high stress testing. The lifetime of an item is defined as the time until performance deteriorates to a specified failure threshold. The model can be used to predict the lifetime of an item or the extent of degradation of an item at a specified future time. Inference methods for the model parameters, based on accelerated degradation test data, are presented. The model and inference methods are illustrated with a case application involving self-regulating heating cables. The paper also discusses a number of practical issues encountered in applications. This revised version was published online in July 2006 with corrections to the Cover Date.     

Storage Life Prediction for a High-Performance Capacitor Using Multi-Phase Wiener Degradation Model

Capacitance is a critical performance characteristic of high-voltage-pulse capacitor which is used to store and discharge electrical energy rapidly. The capacitors usually are stored for a long period of time before put into use. Experimental result and engineering experience indicate that the capacitance increases with storage time and will eventually exceed the failure threshold, which means that the capacitor may fail during storage. This is a typical mode of degradation failure for long storage products. Further, the capacitance degradation path can be extrapolated in several stages based on the shifting characteristics. That is, the capacitance increases slowly or fluctuates in the initial storage stage that lasts about three months. Then it increases sharply in the middle stage which lasts about four months. After the two stages, the capacitor enters into the third stage in which capacitance increases constantly. This degradation phenomenon motivates us to study the storage life prediction method based on multi-phase degradation path model. The storage performance degradation mechanism of high-voltage-pulse capacitor was investigated, which provides the physical basis for multi-phase Wiener degradation model. Identification procedure for the transition points in the degradation path was proposed using maximum likelihood principle (MLP). The result of Kruskal-Wallis test which is the method to test whether two populations are consistent or not in statistics showed that the transition points are statistically effective. Other parameters in the multi-phase degradation model are estimated with maximum likelihood estimation (MLE) after the transition points have been specified. The multi-phase Inverse Gaussian (IG) distribution for storage life was deduced for the capacitor, and the point and interval estimation procedure for reliable storage life are constructed with bootstrap method. The efficiency and effectiveness of the proposed multi-phase degradation model is compared with storage life prediction under single-phase condition.     

Optimal design for constant-stress accelerated degradation test based on gamma process

This paper addresses the optimal design problems for constant-stress accelerated degradation test (CSADT) based on gamma processes with fixed effect and random effect. For three optimization criteria, we prove that optimal CSADT plans with multiple stress levels degenerate to two-stress-level test plans only using the minimum and maximum stress levels under model assumptions. Under each optimization criterion, the optimal sample size allocation proportions for the minimum and maximum stress levels are determined theoretically. The effect of the stress level on the objective functions is also discussed. A numerical example and a simulation study are provided to illustrate the obtained results.     

A likelihood ratio test to discriminate exponential–Poisson and gamma distributions

The exponential–Poisson (EP) distribution with scale and shape parameters β>0 and λ∈?, respectively, is a lifetime distribution obtained by mixing exponential and zero-truncated Poisson models. The EP distribution has been a good alternative to the gamma distribution for modelling lifetime, reliability and time intervals of successive natural disasters. Both EP and gamma distributions have some similarities and properties in common, for example, their densities may be strictly decreasing or unimodal, and their hazard rate functions may be decreasing, increasing or constant depending on their shape parameters. On the other hand, the EP distribution has several interesting applications based on stochastic representations involving maximum and minimum of iid exponential variables (with random sample size) which make it of distinguishable scientific importance from the gamma distribution. Given the similarities and different scientific relevance between these models, one question of interest is how to discriminate them. With this in mind, we propose a likelihood ratio test based on Cox's statistic to discriminate the EP and gamma distributions. The asymptotic distribution of the normalized logarithm of the ratio of the maximized likelihoods under two null hypotheses – data come from EP or gamma distributions – is provided. With this, we obtain the probabilities of correct selection. Hence, we propose to choose the model that maximizes the probability of correct selection (PCS). We also determinate the minimum sample size required to discriminate the EP and gamma distributions when the PCS and a given tolerance level based on some distance are before stated. A simulation study to evaluate the accuracy of the asymptotic probabilities of correct selection is also presented. The paper is motivated by two applications to real data sets.     

Reliability modeling of systems with two dependent degrading components based on gamma processes

Abstract

Many engineering systems have multiple components with more than one degradation measure which is dependent on each other due to their complex failure mechanisms, which results in some insurmountable difficulties for reliability work in engineering. To overcome these difficulties, the system reliability prediction approaches based on performance degradation theory develop rapidly in recent years, and show their superiority over the traditional approaches in many applications. This paper proposes reliability models of systems with two dependent degrading components. It is assumed that the degradation paths of the components are governed by gamma processes. For a parallel system, its failure probability function can be approximated by the bivariate Birnbaum–Saunders distribution. According to the relationship of parallel and series systems, it is easy to find that the failure probability function of a series system can be expressed by the bivariate Birnbaum–Saunders distribution and its marginal distributions. The model in such a situation is very complicated and analytically intractable, and becomes cumbersome from a computational viewpoint. For this reason, the Bayesian Markov chain Monte Carlo method is developed for this problem that allows the maximum likelihood estimates of the parameters to be determined in an efficient manner. After that, the confidence intervals of the failure probability of systems are given. For an illustration of the proposed model, a numerical example about railway track is presented.     

Bayesian Methods for a Growth-Curve Degradation Model with Repeated Measures

The increasingreliability of some manufactured products has led to fewer observedfailures in reliability testing. Thus, useful inference on thedistribution of failure times is often not possible using traditionalsurvival analysis methods. Partly as a result of this difficulty,there has been increasing interest in inference from degradationmeasurements made on products prior to failure. In the degradationliterature inference is commonly based on large-sample theoryand, if the degradation path model is nonlinear, their implementationcan be complicated by the need for approximations. In this paperwe review existing methods and then describe a fully Bayesianapproach which allows approximation-free inference. We focuson predicting the failure time distribution of both future unitsand those that are currently under test. The methods are illustratedusing fatigue crack growth data.     

Optimum reliability acceptance sampling plans under progressive type-I interval censoring with random removal using a cost model

A reliability acceptance sampling plan (RASP) is a variable sampling plan, which is used for lot sentencing based on the lifetime of the product under consideration. If a good lot is rejected then there is a loss of sales, whereas if a bad lot is accepted then the post sale cost increases and the brand image of the product is affected. Since cost is an important decision-making factor, adopting an economically optimal RASP is indispensable. This work considers the determination of an asymptotically optimum RASP under progressive type-I interval censoring scheme with random removal (PICR-I). We formulate a decision model for lot sentencing and a cost function is proposed that quantifies the losses. The cost function includes the cost of conducting the life test and warranty cost when the lot is accepted, and the cost of batch disposition when it is rejected. The asymptotically optimal RASP is obtained by minimizing the Bayes risk in a set of decision rules based on the maximum likelihood estimator of the mean lifetime of the items in the lot. For numerical illustration, we consider that lifetimes follow exponential or Weibull distributions.     

Applying locally optimal criterion for classifying highly-reliable products with a control

At the research and development stage, decision-makers may wish to classify several competing designs with respect to a control (or standard) one. The classification problem may become very difficult when the products are highly reliable, since only a few (or even no) failures may be observed under normal use condition. The accelerated life test model resolves this difficulty by shortening the time of life testing and quickly provides life data of products. For highly-reliable products with a Weibull log-linear model, we propose a classification rule based on a locally optimal criterion. A suitable sampling plan based on this rule is also developed. The performance of this rule is compared with a pairwise comparison classification rule. It is shown that the sample sizes needed for the new rule are considerably lower than those needed for the pairwise comparison rule.     

A two-phase method for controlling Erlang-failure processes with high reliability

Monitoring a failure process and measuring its performance are important issues for complex nonrepairable and repairable systems. For a highly reliable process, traditional methods for reliability monitoring and performance measuring become inapplicable. This paper proposes a new two-phase controlling method for monitoring and measuring an Erlang-failure process (EFP). In the first-phase controlling method, a control chart is used to monitor the EFP condition. When special causes of variation have been removed from the EFP and all of the failure times plotted on the control chart lie within the control limits, the EFP is considered to be in control. However, the in-control EFP still likely carries out bad or out-of-lifetime-specification conditions. Thus, its lifetime-specification limit is taken into consideration as the second-phase controlling method for measuring the in-control EFP performance. We propose a lifetime-capability index. Its value has a one-to-one corresponding relationship with the lifetime-conforming rate, which indicates the lifetime performance of this EFP. Without collecting additional data efforts, in-control data gathered from the control chart in the first phase is employed to estimate the lifetime-capability index. To realize main lifetime-capability of the EFP impacting on downstream customers, the lower confidence bound of the estimate of the lifetime-capability index, capturing its minimum lifetime capability, is considered. The advantage of this two-phase method for controlling the failure processes can motivate the manufacturer to develop a reliability-monitoring technique, establish an adequate reliability improvement program and implement an appropriate analysis to ensure its lifetime performance meeting the customers requirement.