Related papers: On the Statistical Modeling and Analysis of Repair…
Performance estimation aims at estimating the loss that a predictive model will incur on unseen data. These procedures are part of the pipeline in every machine learning project and are used for assessing the overall generalisation ability…
We consider here together the inference questions and the change-point problem in Poisson autoregressions (see Tj{\o}stheim, 2012). The conditional mean (or intensity) of the process is involved as a non-linear function of it past values…
The aim of this article is to analyze data from multiple repairable systems under the presence of dependent competing risks. In order to model this dependence structure, we adopted the well-known shared frailty model. This model provides a…
Existing well investigated Predictive Process Monitoring techniques typically construct a predictive model based on past process executions, and then use it to predict the future of new ongoing cases, without the possibility of updating it…
Most practical data science problems encounter missing data. A wide variety of solutions exist, each with strengths and weaknesses that depend upon the missingness-generating process. Here we develop a theoretical framework for training and…
Point process models have been used to analyze interaction event times on a social network, in the hope to provides valuable insights for social science research. However, the diagnostics and visualization of the modeling results from such…
The Markov-modulated Poisson process is utilised for count modelling in a variety of areas such as queueing, reliability, network and insurance claims analysis. In this paper, we extend the Markov-modulated Poisson process framework through…
This chapter covers methodological issues related to estimation, testing and computation for models involving structural changes. Our aim is to review developments as they relate to econometric applications based on linear models.…
This paper considers a point process model with a monotonically decreasing or increasing ROCOF and the underlying distributions from the location-scale family, known as the geometric process (Lam, 1988). In terms of repairable system…
The analysis of system reliability has often benefited from graphical tools such as fault trees and Bayesian networks. In this article, instead of conventional graphical tools, we apply a probabilistic graphical model called the chain event…
Software reliability growth models (SRGM) enable failure data collected during testing. Specifically, nonhomogeneous Poisson process (NHPP) SRGM are the most commonly employed models. While software reliability growth models are important,…
The article is focused on studying how to predict the failure times of coherent systems from the early failure times of their components. Both the cases of independent and dependent components are considered by assuming that they are…
A new type of robust estimation problem is introduced where the goal is to recover a statistical model that has been corrupted after it has been estimated from data. Methods are proposed for "repairing" the model using only the design and…
This paper considers the problem of predicting the number of events that have occurred in the past, but which are not yet observed due to a delay. Such delayed events are relevant in predicting the future cost of warranties, pricing…
Cyber-physical systems come with increasingly complex architectures and failure modes, which complicates the task of obtaining accurate system reliability models. At the same time, with the emergence of the (industrial) Internet-of-Things,…
In the modern world, we are permanently using, leveraging, interacting with, and relying upon systems of ever higher sophistication, ranging from our cars, recommender systems in e-commerce, and networks when we go online, to integrated…
We illustrate a class of conditional models for the analysis of longitudinal data suffering attrition in random effects models framework, where the subject-specific random effects are assumed to be discrete and to follow a time-dependent…
Condition-Based Maintenance is pivotal in enabling the early detection of potential failures in engineering systems, where precise prediction of the Remaining Useful Life is essential for effective maintenance and operation. However, a…
Successful modeling of degradation performance data is essential for accurate reliability assessment and failure predictions of highly reliable product units. The degradation performance measurements over time are highly heterogeneous. Such…
Data in the real world often has an evolving distribution. Thus, machine learning models trained on such data get outdated over time. This phenomenon is called model drift. Knowledge of this drift serves two purposes: (i) Retain an accurate…