Remaining useful life prediction for hard failures using joint model with extended hazard

In this paper, we investigate a joint modeling method for hard failures whereboth degradation signals and time‐to‐event data are available. The mixed‐effectsmodel is used to model degradation signals, and extended hazard model is usedfor the time‐to‐event data. The extended hazard is a general model whichincludes two well‐known hazard rate models, the Cox proportional hazardsmodel and accelerated failure time model, as special cases. A two‐stage estima-tion approach is used to obtain model parameters, based on which remaininguseful life for the in‐service unit can be predicted. The performance of themethod is demonstrated through both simulation studies and a real case study.