Modified Information Criterion for Testing Changes in the Inverse Gaussian Degradation Process

Jiahua Qiao, Xia Cai () and Meiqi Zhang
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Jiahua Qiao: School of Science, Hebei University of Science and Technology, Shijiazhuang 050018, China
Xia Cai: School of Science, Hebei University of Science and Technology, Shijiazhuang 050018, China
Meiqi Zhang: School of Science, Hebei University of Science and Technology, Shijiazhuang 050018, China

Mathematics, 2025, vol. 13, issue 4, 1-16

Abstract: The Inverse Gaussian process is a useful stochastic process to model the monotonous degradation process of a certain component. Owing to the phenomenon that the degradation processes often exhibit multi-stage characteristics because of the internal degradation mechanisms and external environmental factors, a change-point Inverse Gaussian process is studied in this paper. A modified information criterion method is applied to illustrate the existence and estimate of the change point. A reliability function is derived based on the proposed method. The simulations are conducted to show the performance of the proposed method. As a result, the procedure outperforms the existing procedure with regard to test power and consistency. Finally, the procedure is applied to hydraulic piston pump data to demonstrate its practical application.

Keywords: degradation; inverse Gaussian process; change-point model; modified information criterion (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2025
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