A covariate-dependent Markov jump process with application to the propagation of rail defect severity

Albert Skovgaard Bisgaard, Steven Harrod, Møller, Jan Kloppenborg, Bo Friis Nielsen, Rasmussen, Carsten Jørn, Bjørge, Thomas Vatn and Vatn, Jørn

Reliability Engineering and System Safety, 2025, vol. 264, issue PA

Abstract: Rail defects pose a significant threat to railway safety and efficiency. Refined modeling of the propagation of rail defect severity has the potential of informing maintenance activities for circumvention of dangerous rail degradation. We consider discretely observed degradation trajectories for defects discovered on the Norwegian rail network with the impact from tonnage and line speed, as well as rail curvature, profile and grade. The propagation of defect severity is modeled using a continuous-time Markov chain regressed on covariates. We propose two estimation approaches: (1) direct maximization of the discrete data log-likelihood using analytical gradient information, and (2) Monte Carlo simulation of fully observed defect trajectories, which informs an Expectation–Maximization algorithm Both methodologies give rise to fast convergence of model estimates with similar estimates, indicating a favorable local optimum. The covariate parameters are statistically significant and align with their expected physical effects. Model checking is performed by cross-validation. Experiments with indicator variables demonstrate that the included exogenous information satisfactorily accounts for the structural variability between the different rail lines. We compute expected transition times for defects on selected rail lines and demonstrate how spatially varying track conditions affect defect propagation.

Keywords: Continuous-time Markov chain; Rail defects; Degradation modeling; Regression; Likelihood inference; Data censoring (search for similar items in EconPapers)
Date: 2025
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0951832025004582
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:264:y:2025:i:pa:s0951832025004582

DOI: 10.1016/j.ress.2025.111257

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 ().