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Real-time reliability evaluation of two-phase Wiener degradation process
Authors:Wei-an Yan  Bao-wei Song  Gui-lin Duan  Yi-min Shi
Institution:1. School of Mechatronics Engineering, East China Jiaotong University, Nanchang, China;2. School of Marine Science and Technology, Northwestern Polytechnical University, Xi'an, China;3. Department of Applied Mathematics, Northwestern Polytechnical University, Xi'an, China
Abstract:Reliability modeling and evaluation for the two-phase Wiener degradation process are studied. For many devices, the degradation rates could possibly increase or decrease in a non smooth manner at some point in time due to the change of degradation mechanism. A two-phase Wiener degradation process with an unobserved change point is used to model the degradation process. And we assume that the change point varies randomly from device to device. Furthermore, we integrate historical data and up-to-date observation data to improve the degradation modeling and evaluation based on Bayesian method. The change point between the two phases was obtained based on the Akaike information criterion (AIC) and the criterion of the residual sum of squares. Finally, a real example of liquid coupling devices (LCDs) and a numeric example are discussed to demonstrate the effectiveness of the proposed method. The results show that the proposed method is effective and efficient.
Keywords:Akaike information criterion  Bayesian evaluation  Change point  Real-time reliability  Two-phase Wiener degradation process  
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