The use of ARIMA models for reliability forecasting and analysis

The use of ARIMA models for reliability forecasting and analysis
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DOI:
10.1016/s0360-8352(98)00066-7
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发表时间:
1998-10-01
影响因子:
7.9
通讯作者:
Xie, M
Xie, M
中科院分区:
工程技术2区
文献类型:
--
作者:
Ho, SL;Xie, M

文献摘要

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研究了基于自回归积分滑动平均(ARIMA)模型的可修系统可靠性预测方法。这种时间序列技术的假设很少,而且非常灵活。它在理论上和统计学上是合理的,在分析失效数据时不需要先验的模型假设。给出了一个机械系统故障的实例。并与传统的Duane模型进行了比较。结果表明,ARIMA模型是一种可行的替代方法,其预测性能令人满意。(C)1998爱思唯尔科技有限公司版权所有。
This paper investigates the approach to repairable system reliability forecasting based on the Autoregressive Integrated Moving Average (ARIMA) models. This time series technique makes very few assumptions and is very flexible. It is theoretically and statistically sound in its foundation and no a priori postulation of models is required when analysing failure data. An illustrative example on a mechanical system failures is presented. Comparison is also made with the traditional Duane model. It is concluded that ARIMA model is a viable alternative that gives satisfactory results in terms of its predictive performance. (C) 1998 Elsevier Science Ltd. All rights reserved.