Generalized Renewal Process: Models, Parameter Estimation and Applications to Maintenance Problems
نویسندگان
چکیده
Kijima and Sumita have proposed a stochastic model called the generalized renewal process (GRP) to describe the availability characteristics of repairable systems by introducing the notion of the virtual age of the system. Yanez et al. offer maximum likelihood estimation (MLE) approach for estimating parameters of the GRP models. Due to the complexity of the equations, a close solution is not available, and numerical solutions are proposed with limited success. This paper describes an alternative for calculating the parameters of GRP models using a Genetic Algorithm (GA) approach to solve complex MLE equations. The results using this approach confirm and extend conclusions of the Kijima and Sumita, and Yanez et al. works. Examples of applications of GA have been presented. The paper also concludes that under certain conditions, application of the minimal repair assumption provide a reasonable answer for the availability of repairable units.
منابع مشابه
Bayesian Inference for Spatial Beta Generalized Linear Mixed Models
In some applications, the response variable assumes values in the unit interval. The standard linear regression model is not appropriate for modelling this type of data because the normality assumption is not met. Alternatively, the beta regression model has been introduced to analyze such observations. A beta distribution represents a flexible density family on (0, 1) interval that covers symm...
متن کاملExtended Geometric Processes: Semiparametric Estimation and Application to ReliabilityImperfect repair, Markov renewal equation, replacement policy
Lam (2007) introduces a generalization of renewal processes named Geometric processes, where inter-arrival times are independent and identically distributed up to a multiplicative scale parameter, in a geometric fashion. We here envision a more general scaling, not necessar- ily geometric. The corresponding counting process is named Extended Geometric Process (EGP). Semiparametric estimates are...
متن کاملParameter Estimation in Spatial Generalized Linear Mixed Models with Skew Gaussian Random Effects using Laplace Approximation
Spatial generalized linear mixed models are used commonly for modelling non-Gaussian discrete spatial responses. We present an algorithm for parameter estimation of the models using Laplace approximation of likelihood function. In these models, the spatial correlation structure of data is carried out by random effects or latent variables. In most spatial analysis, it is assumed that rando...
متن کاملLarge-scale Inversion of Magnetic Data Using Golub-Kahan Bidiagonalization with Truncated Generalized Cross Validation for Regularization Parameter Estimation
In this paper a fast method for large-scale sparse inversion of magnetic data is considered. The L1-norm stabilizer is used to generate models with sharp and distinct interfaces. To deal with the non-linearity introduced by the L1-norm, a model-space iteratively reweighted least squares algorithm is used. The original model matrix is factorized using the Golub-Kahan bidiagonalization that proje...
متن کاملGeneralized Ridge Regression Estimator in Semiparametric Regression Models
In the context of ridge regression, the estimation of ridge (shrinkage) parameter plays an important role in analyzing data. Many efforts have been put to develop skills and methods of computing shrinkage estimators for different full-parametric ridge regression approaches, using eigenvalues. However, the estimation of shrinkage parameter is neglected for semiparametric regression models. The m...
متن کامل