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Accelerated degradation tests are used to provide accurate estimation of lifetime characteristics of highly reliable products within a relatively short testing time. Data from particular tests at high levels of stress (e.g., temperature,…

Applications · Statistics 2021-06-07 Helmi Shat , Rainer Schwabe

This paper proposes a gamma process for modelling the damage that accumulates over time in the lumber used in structural engineering applications when stress is applied. The model separates the stochastic processes representing features…

Applications · Statistics 2017-08-25 Samuel W. K. Wong , James V. Zidek

Industrial sensor data provides significant insights into the failure risks of microgrid generation assets. In traditional applications, these sensor-driven risks are used to generate alerts that initiate maintenance actions without…

Systems and Control · Electrical Eng. & Systems 2024-10-30 Farnaz Fallahi , Murat Yildirim , Jeremy Lin , Caisheng Wang

In this paper, we present a unified and general framework for analyzing the batch updating approach to nonlinear, high-dimensional optimization. The framework encompasses all the currently used batch updating approaches, and is applicable…

Optimization and Control · Mathematics 2023-01-30 Tadipatri Uday Kiran Reddy , M. Vidyasagar

In many engineering systems, proper predictive maintenance and operational control are essential to increase efficiency and reliability while reducing maintenance costs. However, one of the major challenges is that many sensors are used for…

Applications · Statistics 2025-12-09 Boyang Xu , Yunyi Kang , Xinyu Zhao , Hao Yan , Feng Ju

We consider the single machine scheduling problem with job-dependent machine deterioration. In the problem, we are given a single machine with an initial non-negative maintenance level, and a set of jobs each with a non-preemptive…

Data Structures and Algorithms · Computer Science 2017-02-23 Wenchang Luo , Yao Xu , Weitian Tong , Guohui Lin

Optimizing inspection and maintenance (I&M) plans for a large deteriorating structure is a computationally challenging task, in particular if one considers interdependences among its components. This is due to the sheer number of possible…

Systems and Control · Electrical Eng. & Systems 2021-07-14 Elizabeth Bismut , Daniel Straub

As contemporary software-intensive systems reach increasingly large scale, it is imperative that failure detection schemes be developed to help prevent costly system downtimes. A promising direction towards the construction of such schemes…

Applications · Statistics 2016-09-27 Alexey Artemov , Evgeny Burnaev

In this work, a single-unit multi-state system is considered. The system is subject to internal failures, as well as external shocks with multiple consequences. It also incorporates a preventive maintenance strategy and a Bernoulli vacation…

Methodology · Statistics 2025-10-14 Juan Eloy Ruiz-Castro , Hugo Alaín Zapata-Ceballos

Infrastructure deterioration poses significant challenges for asset management, yet existing approaches rely on population-averaged models that overlook equipment-specific heterogeneity. We present a novel framework that combines Bayesian…

Applications · Statistics 2026-05-21 Takato Yasuno

In this paper, we develop a method to model and estimate several, _dependent_ count processes, using granular data. Specifically, we develop a multivariate Cox process with shot noise intensities to jointly model the arrival process of…

Risk Management · Quantitative Finance 2021-08-19 Benjamin Avanzi , Gregory Clive Taylor , Bernard Wong , Xinda Yang

An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…

Statistical Mechanics · Physics 2021-08-04 Piero Olla

A new discrete-time shot noise Cox process for spatiotemporal data is proposed. The random intensity is driven by a dependent sequence of latent gamma random measures. Some properties of the latent process are derived, such as an…

Methodology · Statistics 2023-08-17 Federico Bassetti , Roberto Casarin , Matteo Iacopini

Properties of arrival times are studied for a Cox process with independent (and stationary) increments. Under a reasonable setting the directing random measure is shown to take over independent (and stationary) increments of the process,…

Probability · Mathematics 2017-12-07 Muneya Matsui

In this paper a multi-component system is studied where each component can be repaired within the system. We consider that each component is subject to two dependent competing failure processes due to degradation and random shocks and each…

Dynamical Systems · Mathematics 2019-03-05 Nooshin Yousefi , David W. Coit

Data-informed predictive maintenance planning largely relies on stochastic deterioration models. Monitoring information can be utilized to update sequentially the knowledge on time-invariant deterioration model parameters either within an…

Computation · Statistics 2023-08-02 Antonios Kamariotis , Luca Sardi , Iason Papaioannou , Eleni Chatzi , Daniel Straub

This paper investigates the modeling of an important class of degradation data, which are collected from a spatial domain over time; for example, the surface quality degradation. Like many existing time-dependent stochastic degradation…

Methodology · Statistics 2017-12-29 Xiao Liu , Kyongmin Yeo , Jayant Kalagnanam

Battery degradation is governed by complex and randomized cyclic conditions, yet existing modeling and prediction frameworks usually rely on rigid, unchanging protocols that fail to capture real-world dynamics. The stochastic electrical…

Signal Processing · Electrical Eng. & Systems 2025-04-08 Yuqi Li , Han Zhang , Xiaofan Gui , Zhao Chen , Yu Li , Xiwen Chi , Quan Zhou , Shun Zheng , Ziheng Lu , Wei Xu , Jiang Bian , Liquan Chen , Hong Li

In many real-life scenarios, system failure depends on dynamic stress-strength interference, where strength degrades and stress accumulates concurrently over time. In this paper, we consider the problem of finding an optimal replacement…

Applications · Statistics 2022-01-04 Phalguni Nanda , Prajamitra Bhuyan , Anup Dewanji

A combination of reaction-diffusion models with moving-boundary problems yields a system in which the diffusion (spreading and penetration) and reaction (transformation) evolve the system's state and geometry over time. These systems can be…

Computational Engineering, Finance, and Science · Computer Science 2020-08-26 Mojtaba Barzegari , Liesbet Geris