This paper introduces time-dependent covariates in the Transformed Gamma degradation process, a continuous, non decreasing Markovian process recently proposed to describe degradation phenomena with dependent increments. In general, the introduction of time-dependent covariates does not preserve the mathematical and statistical tractability of the Transformed Gamma process. However, in some specific situations, that are identified and discussed in this paper, the tractability properties are preserved. A real case study is considered, that is constituted by the wear process of the cylinder liners of a cargo ship’s diesel engine. The wear process underwent a sudden change on January 2004, when the diesel fuel used until then was changed to a new one with lower sulfur content. The type of fuel is modeled as a single-step time-dependent covariate, a situation where the mathematical tractability of the Transformed Gamma process is retained. The model parameters are then estimated and the effect of covariate is analyzed.

Time-dependent covariates in the Transformed Gamma degradation process

GUIDA, Maurizio;
2015-01-01

Abstract

This paper introduces time-dependent covariates in the Transformed Gamma degradation process, a continuous, non decreasing Markovian process recently proposed to describe degradation phenomena with dependent increments. In general, the introduction of time-dependent covariates does not preserve the mathematical and statistical tractability of the Transformed Gamma process. However, in some specific situations, that are identified and discussed in this paper, the tractability properties are preserved. A real case study is considered, that is constituted by the wear process of the cylinder liners of a cargo ship’s diesel engine. The wear process underwent a sudden change on January 2004, when the diesel fuel used until then was changed to a new one with lower sulfur content. The type of fuel is modeled as a single-step time-dependent covariate, a situation where the mathematical tractability of the Transformed Gamma process is retained. The model parameters are then estimated and the effect of covariate is analyzed.
2015
978-1-138-02879-1
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: https://hdl.handle.net/11386/4650748
 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