Modeling multivariate degradation processes with time-variant covariates and imperfect maintenance effects

Xiaolin Wang*, Olivier Gaudoin, Laurent Doyen, Christophe Bérenguer, Min Xie

*Corresponding author for this work

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    29 Citations (Scopus)
    114 Downloads (CityUHK Scholars)

    Abstract

    This article proposes two types of degradation models that are suitable for describing multivariate degrading systems subject to time-variant covariates and imperfect maintenance activities. A multivariate Wiener process is constructed as a baseline model, on top of which two types of models are developed to meaningfully characterize the time-variant covariates and imperfect maintenance effects. The underlying difference between the two models lies in the way of capturing the influences of covariates and maintenance: The first model reflects these impacts in the degradation rates/paths directly, whereas the second one describes the impacts by modifying the time scales governing the degradation processes. In each model, two particular imperfect maintenance models are presented, which differ in the extent of reduction in degradation level or virtual age. The two degradation models are then compared in certain special cases. The proposed multivariate degradation models pertain to complex industrial systems whose health deterioration can be characterized by multiple performance characteristics and can be altered or affected by maintenance activities and operating/environmental conditions.
    Original languageEnglish
    Pages (from-to)592-611
    Number of pages20
    JournalApplied Stochastic Models in Business and Industry
    Volume37
    Issue number3
    Online published10 Dec 2020
    DOIs
    Publication statusPublished - May 2021

    Research Keywords

    • degradation path adjustment
    • imperfect maintenance
    • multivariate Wiener process
    • piecewise constant covariates
    • time scale adjustment

    Publisher's Copyright Statement

    • COPYRIGHT TERMS OF DEPOSITED POSTPRINT FILE: This is the peer reviewed version of the following article: L., Bérenguer, C., & Xie, M. (2021). Modeling multivariate degradation processes with time-variant covariates and imperfect maintenance effects. Applied Stochastic Models in Business and Industry, 37(3), 592-611, which has been published in final form at https://doi.org/10.1002/asmb.2600.
    • This article may be used for non-commercial purposes in accordance with Wiley Terms and Conditions for Use of Self-Archived Versions. This article may not be enhanced, enriched or otherwise transformed into a derivative work, without express permission from Wiley or by statutory rights under applicable legislation. Copyright notices must not be removed, obscured or modified. The article must be linked to Wiley’s version of record on Wiley Online Library and any embedding, framing or otherwise making available the article or pages thereof by third parties from platforms, services and websites other than Wiley Online Library must be prohibited.

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