| Presentation | 2010-11-19 Inference of Reliability for Degradation Data Based on Stochastic Process Models Toru KAISE, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(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 Levy process. It is shown that the application of the information criterion EIC make the effects for degradation process analysis, becanse EIC is possible to treat uniformity the selections of the models and the estimations. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Stochastic process / Maximum likelihood / Generalized moment method / Bayes / EIC |
| Paper # | R2010-36 |
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| Committee | R |
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| Conference Date | 2010/11/12(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Paper Information | |
| Registration To | Reliability(R) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Inference of Reliability for Degradation Data Based on Stochastic Process Models |
| Sub Title (in English) | |
| Keyword(1) | Stochastic process |
| Keyword(2) | Maximum likelihood |
| Keyword(3) | Generalized moment method |
| Keyword(4) | Bayes |
| Keyword(5) | EIC |
| 1st Author's Name | Toru KAISE |
| 1st Author's Affiliation | Graduate School of Business, University of Hyogo() |
| Date | 2010-11-19 |
| Paper # | R2010-36 |
| Volume (vol) | vol.110 |
| Number (no) | 298 |
| Page | pp.pp.- |
| #Pages | 4 |
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