{"title":"不完善维护条件下基于双变量维纳过程的退化系统相关性分析","authors":"Lucía Bautista, Inma T. Castro, Christophe Bérenguer, Olivier Gaudoin, Laurent Doyen","doi":"10.1002/asmb.2883","DOIUrl":null,"url":null,"abstract":"This article focuses on the correlation between the degradation levels of the two components that form a system. The degradation evolution of each component is modeled using Wiener processes. Both components are dependent and this dependence is described using the trivariate reduction method. To reduce the degradation and extend the system lifetime, preventive maintenance actions are periodically performed. These preventive maintenance actions are imperfect and they are modeled by using an arithmetic reduction of degradation of infinite order model with a determined maintenance efficiency parameter. The evolution of the maintained system is analysed by assessing the expectation and variance of both degradation processes at successive maintenance times. The novelty of this work is the analysis of the Pearson correlation coefficient between the degradation levels of the two components. Different properties of the monotonicity of the Pearson correlation coefficient between the two degradation paths are obtained by considering equal maintenance efficiency and equal general time scales functions for the two Wiener degradation processes associated to each degrading component.","PeriodicalId":55495,"journal":{"name":"Applied Stochastic Models in Business and Industry","volume":null,"pages":null},"PeriodicalIF":1.3000,"publicationDate":"2024-07-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Correlation analysis of degrading systems based on bivariate Wiener processes under imperfect maintenance\",\"authors\":\"Lucía Bautista, Inma T. Castro, Christophe Bérenguer, Olivier Gaudoin, Laurent Doyen\",\"doi\":\"10.1002/asmb.2883\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This article focuses on the correlation between the degradation levels of the two components that form a system. The degradation evolution of each component is modeled using Wiener processes. Both components are dependent and this dependence is described using the trivariate reduction method. To reduce the degradation and extend the system lifetime, preventive maintenance actions are periodically performed. These preventive maintenance actions are imperfect and they are modeled by using an arithmetic reduction of degradation of infinite order model with a determined maintenance efficiency parameter. The evolution of the maintained system is analysed by assessing the expectation and variance of both degradation processes at successive maintenance times. The novelty of this work is the analysis of the Pearson correlation coefficient between the degradation levels of the two components. Different properties of the monotonicity of the Pearson correlation coefficient between the two degradation paths are obtained by considering equal maintenance efficiency and equal general time scales functions for the two Wiener degradation processes associated to each degrading component.\",\"PeriodicalId\":55495,\"journal\":{\"name\":\"Applied Stochastic Models in Business and Industry\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":1.3000,\"publicationDate\":\"2024-07-02\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Applied Stochastic Models in Business and Industry\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1002/asmb.2883\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Applied Stochastic Models in Business and Industry","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1002/asmb.2883","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS","Score":null,"Total":0}
Correlation analysis of degrading systems based on bivariate Wiener processes under imperfect maintenance
This article focuses on the correlation between the degradation levels of the two components that form a system. The degradation evolution of each component is modeled using Wiener processes. Both components are dependent and this dependence is described using the trivariate reduction method. To reduce the degradation and extend the system lifetime, preventive maintenance actions are periodically performed. These preventive maintenance actions are imperfect and they are modeled by using an arithmetic reduction of degradation of infinite order model with a determined maintenance efficiency parameter. The evolution of the maintained system is analysed by assessing the expectation and variance of both degradation processes at successive maintenance times. The novelty of this work is the analysis of the Pearson correlation coefficient between the degradation levels of the two components. Different properties of the monotonicity of the Pearson correlation coefficient between the two degradation paths are obtained by considering equal maintenance efficiency and equal general time scales functions for the two Wiener degradation processes associated to each degrading component.
期刊介绍:
ASMBI - Applied Stochastic Models in Business and Industry (formerly Applied Stochastic Models and Data Analysis) was first published in 1985, publishing contributions in the interface between stochastic modelling, data analysis and their applications in business, finance, insurance, management and production. In 2007 ASMBI became the official journal of the International Society for Business and Industrial Statistics (www.isbis.org). The main objective is to publish papers, both technical and practical, presenting new results which solve real-life problems or have great potential in doing so. Mathematical rigour, innovative stochastic modelling and sound applications are the key ingredients of papers to be published, after a very selective review process.
The journal is very open to new ideas, like Data Science and Big Data stemming from problems in business and industry or uncertainty quantification in engineering, as well as more traditional ones, like reliability, quality control, design of experiments, managerial processes, supply chains and inventories, insurance, econometrics, financial modelling (provided the papers are related to real problems). The journal is interested also in papers addressing the effects of business and industrial decisions on the environment, healthcare, social life. State-of-the art computational methods are very welcome as well, when combined with sound applications and innovative models.