TY - JOUR
T1 - Modeling multivariate degradation processes with time-variant covariates and imperfect maintenance effects
AU - Wang, Xiaolin
AU - Gaudoin, Olivier
AU - Doyen, Laurent
AU - Bérenguer, Christophe
AU - Xie, Min
N1 - Funding Information:
information National Natural Science Foundation of China, 71971181; PHC PROCORE - France/Hong Kong Joint Research Scheme, 42636VE; F-CityU103/18; Research Grants Council, University Grants Committee, CityU 11203519; T32-101/15-RThis work was supported by the PHC PROCORE - France/Hong Kong Joint Research Scheme (grant numbers 42636VE, F-CityU103/18), the Hong Kong Research Grants Council under a Theme-based Research Scheme (grant number T32-101/15-R) and a General Research Fund (grant number CityU 11203519), and the National Natural Science Foundation of China (grant number 71971181). The work was done while the first author was visiting the Univ. Grenoble Alpes, while at City University of Hong Kong.
Publisher Copyright:
© 2020 John Wiley & Sons, Ltd.
PY - 2021/5/1
Y1 - 2021/5/1
N2 - This article proposes two types of degradation models that are suitable for describing multivariate degrading systems subject to time-variant covariates and imperfect maintenance activities. A multivariate Wiener process is constructed as a baseline model, on top of which two types of models are developed to meaningfully characterize the time-variant covariates and imperfect maintenance effects. The underlying difference between the two models lies in the way of capturing the influences of covariates and maintenance: The first model reflects these impacts in the degradation rates/paths directly, whereas the second one describes the impacts by modifying the time scales governing the degradation processes. In each model, two particular imperfect maintenance models are presented, which differ in the extent of reduction in degradation level or virtual age. The two degradation models are then compared in certain special cases. The proposed multivariate degradation models pertain to complex industrial systems whose health deterioration can be characterized by multiple performance characteristics and can be altered or affected by maintenance activities and operating/environmental conditions.
AB - This article proposes two types of degradation models that are suitable for describing multivariate degrading systems subject to time-variant covariates and imperfect maintenance activities. A multivariate Wiener process is constructed as a baseline model, on top of which two types of models are developed to meaningfully characterize the time-variant covariates and imperfect maintenance effects. The underlying difference between the two models lies in the way of capturing the influences of covariates and maintenance: The first model reflects these impacts in the degradation rates/paths directly, whereas the second one describes the impacts by modifying the time scales governing the degradation processes. In each model, two particular imperfect maintenance models are presented, which differ in the extent of reduction in degradation level or virtual age. The two degradation models are then compared in certain special cases. The proposed multivariate degradation models pertain to complex industrial systems whose health deterioration can be characterized by multiple performance characteristics and can be altered or affected by maintenance activities and operating/environmental conditions.
KW - degradation path adjustment
KW - imperfect maintenance
KW - multivariate Wiener process
KW - piecewise constant covariates
KW - time scale adjustment
UR - http://www.scopus.com/inward/record.url?scp=85097398375&partnerID=8YFLogxK
U2 - 10.1002/asmb.2600
DO - 10.1002/asmb.2600
M3 - Journal article
AN - SCOPUS:85097398375
SN - 1524-1904
VL - 37
SP - 592
EP - 611
JO - Applied Stochastic Models in Business and Industry
JF - Applied Stochastic Models in Business and Industry
IS - 3
ER -