Statistical Methods for Degradation Data With Dynamic Covariates Information and an Application to Outdoor Weathering Data
Statistical Methods for Degradation Data With Dynamic Covariates Information and an Application to Outdoor Weathering Data
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DOI：
10.1080/00401706.2014.915891
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发表时间：
2015-04
期刊：
影响因子：
2.5
通讯作者：
Yili Hong;Yuanyuan Duan;W. Meeker;D. Stanley;X. Gu
中科院分区：
文献类型：
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作者：
Yili Hong;Yuanyuan Duan;W. Meeker;D. Stanley;X. Gu
退化数据为获取一些高可靠性产品和系统的可靠性信息提供了有用的资源。除了产品/系统降级测量之外，如今还经常动态记录产品/系统的使用情况以及其他影响生命的环境变量，如负载、使用量、温度和湿度。我们将这些变量称为动态协变量信息。本文介绍了一类具有动态协变量信息的退化数据分析模型。我们使用具有个体随机效应的一般路径模型来描述退化路径，并使用向量时间序列模型来描述协变量过程。形状约束样条法被用来估计动态协变量对退化过程的影响。利用极大似然法对退化数据模型和协变量过程模型中的未知参数进行估计。我们还描述了计算由所提出的退化路径模型引起的寿命分布估计的算法。通过一个在复杂的动态环境(即变化的紫外光谱和强度、温度和湿度)中预测有机涂层寿命的应用，说明了所提出的方法。这篇文章在网上有补充材料。
Degradation data provide a useful resource for obtaining reliability information for some highly reliable products and systems. In addition to product/system degradation measurements, it is common nowadays to dynamically record product/system usage as well as other life-affecting environmental variables, such as load, amount of use, temperature, and humidity. We refer to these variables as dynamic covariate information. In this article, we introduce a class of models for analyzing degradation data with dynamic covariate information. We use a general path model with individual random effects to describe degradation paths and a vector time series model to describe the covariate process. Shape-restricted splines are used to estimate the effects of dynamic covariates on the degradation process. The unknown parameters in the degradation data model and the covariate process model are estimated by using maximum likelihood. We also describe algorithms for computing an estimate of the lifetime distribution induced by the proposed degradation path model. The proposed methods are illustrated with an application for predicting the life of an organic coating in a complicated dynamic environment (i.e., changing UV spectrum and intensity, temperature, and humidity). This article has supplementary material online.