When the degradation growth of a unit depends only on its age, a widely accepted model to describe the degradation phenomenon is the non-homogeneous gamma process, which proved to be suitable to model such degradation phenomena as wear, fatigue, corrosion, crack growth, erosion, and consumption. In this paper, a Bayesian inferential procedure using the Markov Chain Monte Carlo technique is proposed for the non-homogeneous gamma process with power-law shape function. All the process parameters are left to be assessed, and prior information is formalized on some quantities having a “physical” meaning. Both vague and informative priors are provided. Point and interval estimation of the process parameters and of some functions thereof are developed, as well prediction on some observable quantities that are useful in defining the maintenance strategy is proposed. Finally, the proposed procedure is applied to a real dataset consisting of the sliding wear data of four metal alloy specimens.

A Bayesian Estimation Procedure for the Non-Homogeneous Gamma Process

GUIDA, Maurizio;POSTIGLIONE, Fabio;
2015

Abstract

When the degradation growth of a unit depends only on its age, a widely accepted model to describe the degradation phenomenon is the non-homogeneous gamma process, which proved to be suitable to model such degradation phenomena as wear, fatigue, corrosion, crack growth, erosion, and consumption. In this paper, a Bayesian inferential procedure using the Markov Chain Monte Carlo technique is proposed for the non-homogeneous gamma process with power-law shape function. All the process parameters are left to be assessed, and prior information is formalized on some quantities having a “physical” meaning. Both vague and informative priors are provided. Point and interval estimation of the process parameters and of some functions thereof are developed, as well prediction on some observable quantities that are useful in defining the maintenance strategy is proposed. Finally, the proposed procedure is applied to a real dataset consisting of the sliding wear data of four metal alloy specimens.
File in questo prodotto:
Non ci sono file associati a questo prodotto.

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11386/4646847
 Attenzione

Attenzione! I dati visualizzati non sono stati sottoposti a validazione da parte dell'ateneo

Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus ND
  • ???jsp.display-item.citation.isi??? ND
social impact