Statistical inference for Markov deterioration models of bridge conditions in The Netherlands
Statistical inference for Markov deterioration models of bridge conditions in The Netherlands
复制标题
荷兰桥梁状况马尔可夫恶化模型的统计推断
DOI：
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发表时间：
2006
期刊：
影响因子：
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通讯作者：
J. M. Noortwijk
中科院分区：
文献类型：
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作者：
M. Kallen;J. M. Noortwijk
本文的重点是利用荷兰的桥梁状况数据对各种类型的连续时间马尔可夫过程的参数进行统计估计。这些过程中的参数是离散条件状态之间的跃迁强度。这些强度可能取决于结构的当前状态和年龄。推导了观测到的跃迁的似然函数，并给出了确定最大化似然函数的参数的步骤。拟合过程的结果以预期桥梁状态随时间的变化和到最终状态的随机时间的形式给出。对于每种类型的马尔可夫过程，将其拟合质量与其他类型的拟合质量进行比较。还讨论了检查员对条件过程的影响。
The focus of this paper is on the statistical estimation of parameters in various types of continuous-time Markov processes using bridge condition data in the Netherlands. The parameters in these processes are transition intensities between discrete condition states. These intensities may depend on the current state and on the age of the structure. The likelihood function for the observed transitions is derived and an outline of the steps to determine the parameters which maximize the likelihood function is given. The results of the fitting procedure are presented in the form of the expected bridge condition over time and the random time to the final state. For each type of Markov process, the quality of fit is compared to that of the other types. The influence of the inspector on the condition process is also discussed.