Remaining useful life prediction for multi-phase deteriorating process based on Wiener process

Guobo Liao, Hongpeng Yin, Min Chen and Zheng Lin

Reliability Engineering and System Safety, 2021, vol. 207, issue C

Abstract: Owing to the environmental stress and internal materials, the degradation signals show multiple phases characteristics, which have frequently been encountered in practice. In this paper, a multi-phase degradation model with jumps based on Wiener process is formulated to describe the multi-phase degradation pattern. The modified information criterion is adopted to determine the change-point number, and a simple yet effective algorithm is proposed for obtaining the change-point locations, which are critical for remaining useful life prediction. In the proposed model, to take into account the unit heterogeneity, all model parameters are assumed to be random variables. A Bayesian approach is used for integrating historical data and real-time data, which involves two stages, the off-line stage and on-line stage. Meanwhile, by treating the drift parameter and the diffusion parameter of each phase as latent parameters, the corresponding hyper-parameters are estimated based on the expectation maximization (EM) algorithm. The model parameters are updated under Bayesian rule at the on-line stage. Then, considering the multiple random change points and the corresponding jumps, the expressions of remaining useful life are derived under the concept of first passage time. Finally, a numerical simulation and a practical case study are provided for demonstrating the effectiveness.

Keywords: Bayesian approach; Expectation maximization (EM) algorithm; Multi-phase model; Modified information criterion (MIC); Remaining useful life (RUL) (search for similar items in EconPapers)
Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (20)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0951832020308504
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:207:y:2021:i:c:s0951832020308504

DOI: 10.1016/j.ress.2020.107361

Access Statistics for this article

Reliability Engineering and System Safety is currently edited by Carlos Guedes Soares

More articles in Reliability Engineering and System Safety from Elsevier
Bibliographic data for series maintained by Catherine Liu ().