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Paper Abstract and Keywords
Presentation 2020-11-30 15:20
Stochastic Modeling and Filtering for Reliability Predictions of Degradation Processes
Toru Kaise (Univ. of Hyogo) R2020-28
Abstract (in Japanese) (See Japanese page) 
(in English) Methodologies of reliability analysis using stochastic process models for degradation
data are proposed in many references. The Bownian motion and the gamma process are used for the analysis. It is possible to use estimation methods for the stochastic models.
For example, the methods to estimate parameters are the maximum likelihood,
the generalized moment, and the Bayesian methodologies. The information criteria are useful for the model selection. However it is difficult to make application of unified comparisons to the estimation methodologies.
In this paper, we handle stochastic process models and estimation methods based
on a view point of the L'{e}vy process. It is shown that the application of the information
criterion EIC make the effects for degradation process analysis, because EIC is possible to treat uniformity the selections of the models and the estimations. Moreover, it is mentioned that the method of filtering is necessary to estimate the degradation states based on observation values.
Keyword (in Japanese) (See Japanese page) 
(in English) Stochastic process / Maximum likelihood / EIC / / / / /  
Reference Info. IEICE Tech. Rep., vol. 120, no. 267, R2020-28, pp. 25-29, Nov. 2020.
Paper # R2020-28 
Date of Issue 2020-11-23 (R) 
ISSN Print edition: ISSN 0913-5685  Online edition: ISSN 2432-6380
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034)
Download PDF R2020-28

Conference Information
Committee R  
Conference Date 2020-11-30 - 2020-11-30 
Place (in Japanese) (See Japanese page) 
Place (in English) Online 
Topics (in Japanese) (See Japanese page) 
Topics (in English) Reliability of semiconductor and electronic devices, Reliability general 
Paper Information
Registration To R 
Conference Code 2020-11-R 
Language Japanese 
Title (in Japanese) (See Japanese page) 
Sub Title (in Japanese) (See Japanese page) 
Title (in English) Stochastic Modeling and Filtering for Reliability Predictions of Degradation Processes 
Sub Title (in English)  
Keyword(1) Stochastic process  
Keyword(2) Maximum likelihood  
Keyword(3) EIC  
1st Author's Name Toru Kaise  
1st Author's Affiliation University of Hyogo (Univ. of Hyogo)
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Date Time 2020-11-30 15:20:00 
Presentation Time 25 
Registration for R 
Paper # IEICE-R2020-28 
Volume (vol) IEICE-120 
Number (no) no.267 
Page pp.25-29 
#Pages IEICE-5 
Date of Issue IEICE-R-2020-11-23 

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