维纳过程
随机效应模型
最大化
随机过程
数学
降级(电信)
累积分布函数
期望最大化算法
过程(计算)
概率密度函数
统计
最大似然
计算机科学
应用数学
数学优化
医学
电信
荟萃分析
内科学
操作系统
作者
Fengjun Duan,Guanjun Wang,Wanmeng Wei,Mingye Jiang
摘要
Abstract This paper evaluates the remaining useful life (RUL) for the accelerated Wiener process with mixed random effects and measurement errors. In the discussed model, the random effects are included in both the drift and diffusion parameters of the Wiener process to model the heterogeneity among different degradation paths of products. The measurement errors are introduced to describe the inaccuracy during the measurement process. The effect of the accelerated stress level is included in the drift parameter. The expectation‐maximization (EM) algorithm is applied to obtain the estimation of the model parameters. The expressions of the probability density functions (PDFs) and cumulative distribution functions (CDFs) of the lifetime and RUL distributions of products under the normal usage stress level are derived theoretically. Finally, an example of stress relaxation data is used to illustrate the effectiveness of the developed model and method.
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