Singular spectrum analysis and forecasting of failure time series

Claudio M. Rocco S

Reliability Engineering and System Safety, 2013, vol. 114, issue C, 126-136

Abstract: Singular spectrum analysis (SSA) is a relatively recent approach used to model time series with no assumptions of the underlying process. SSA is able to make a decomposition of the original time series into the sum of independent components, which represent the trend, oscillatory behavior (periodic or quasi-periodic components) and noise. In this paper SSA is used to decompose and forecast failure behaviors using time series related to time-to-failure data. Results are compared with previous approaches and show that SSA is a promising approach for data analysis and for forecasting failure time series.

Keywords: Time-to-failure forecasting; Singular spectrum analysis; Time series decomposition (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (7)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:114:y:2013:i:c:p:126-136

DOI: 10.1016/j.ress.2013.01.007

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