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An Integrated Approach to Condition-Based Maintenance Decision-Making of Planetary Gearboxes: Combining Temporal Convolutional Network Auto Encoders with Wiener Process
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作者 Bo Zhu Enzhi Dong +3 位作者 Zhonghua Cheng Xianbiao Zhan Kexin Jiang Rongcai Wang 《Computers, Materials & Continua》 2026年第1期661-686,共26页
With the increasing complexity of industrial automation,planetary gearboxes play a vital role in largescale equipment transmission systems,directly impacting operational efficiency and safety.Traditional maintenance s... With the increasing complexity of industrial automation,planetary gearboxes play a vital role in largescale equipment transmission systems,directly impacting operational efficiency and safety.Traditional maintenance strategies often struggle to accurately predict the degradation process of equipment,leading to excessive maintenance costs or potential failure risks.However,existing prediction methods based on statistical models are difficult to adapt to nonlinear degradation processes.To address these challenges,this study proposes a novel condition-based maintenance framework for planetary gearboxes.A comprehensive full-lifecycle degradation experiment was conducted to collect raw vibration signals,which were then processed using a temporal convolutional network autoencoder with multi-scale perception capability to extract deep temporal degradation features,enabling the collaborative extraction of longperiod meshing frequencies and short-term impact features from the vibration signals.Kernel principal component analysis was employed to fuse and normalize these features,enhancing the characterization of degradation progression.A nonlinear Wiener process was used to model the degradation trajectory,with a threshold decay function introduced to dynamically adjust maintenance strategies,and model parameters optimized through maximum likelihood estimation.Meanwhile,the maintenance strategy was optimized to minimize costs per unit time,determining the optimal maintenance timing and preventive maintenance threshold.The comprehensive indicator of degradation trends extracted by this method reaches 0.756,which is 41.2%higher than that of traditional time-domain features;the dynamic threshold strategy reduces the maintenance cost per unit time to 55.56,which is 8.9%better than that of the static threshold optimization.Experimental results demonstrate significant reductions in maintenance costs while enhancing system reliability and safety.This study realizes the organic integration of deep learning and reliability theory in the maintenance of planetary gearboxes,provides an interpretable solution for the predictive maintenance of complex mechanical systems,and promotes the development of condition-based maintenance strategies for planetary gearboxes. 展开更多
关键词 Temporal convolutional network autoencoder full lifecycle degradation experiment nonlinear wiener process condition-based maintenance decision-making fault monitoring
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System reliability assessment based on Wiener process and competing failure analysis 被引量:3
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作者 苏春 张烨 《Journal of Southeast University(English Edition)》 EI CAS 2010年第4期554-557,共4页
Considering the dependence and competitive relation-ship between traumatic failure and degradation,the reliability assessment of products based on competing failure analysis is studied.The hazard rate of traumatic fai... Considering the dependence and competitive relation-ship between traumatic failure and degradation,the reliability assessment of products based on competing failure analysis is studied.The hazard rate of traumatic failure is regarded as a Weibull distribution of the degradation performance,and the Wiener process is used to describe the degradation process.The parameters are estimated with the maximum likelihood estimation(MLE)method.A reliability model based on competing failure analysis is proposed.A case study of the GaAs lasers is given to validate the effectiveness of the model and its solving method.The results indicate that if only the degradation failure is considered,the estimated result will be comparably optimistic.Meanwhile,the correlation between the degradation and traumatic failure has a great influence on the accuracy of reliability assessment. 展开更多
关键词 degradation data wiener process competing failure reliability assessment
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Remaining useful life prediction based on the Wiener process for an aviation axial piston pump 被引量:32
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作者 WangXingjian LinSiru +2 位作者 Wang Shaoping HeZhaomin ZhangChao 《Chinese Journal of Aeronautics》 SCIE EI CAS CSCD 2016年第3期779-788,共10页
An aviation hydraulic axial piston pump's degradation fiom comprehensive wear is a typical gradual failure model. Accurate wear prediction is difficult as random and uncertain char- acteristics must be factored into ... An aviation hydraulic axial piston pump's degradation fiom comprehensive wear is a typical gradual failure model. Accurate wear prediction is difficult as random and uncertain char- acteristics must be factored into the estimation. The internal wear status of the axial piston pump is characterized by the return oil flow based on fault mechanism analysis of the main frictional pairs in the pump. The performance degradation model is described by the Wiener process to predict the remaining useful life (RUL) of the pump. Maximum likelihood estimation (MLE) is performed by utilizing the expectation maximization (EM) algorithm to estimate the initial parameters of the Wiener process while recursive estimation is conducted utilizing the Kalman filter method to estimate the drift coefficient of the Wiener process. The RUL of the pump is then calculated accord- ing to the performance degradation model based on the Wiener process. Experimental results indi- cate that the return oil flow is a suitable characteristic for reflecting the internal wear status of the axial piston pump, and thus the Wiener process-based method may effectively predicate the RUL of the pump. 展开更多
关键词 Axial piston pump Hydraulic system Remaining useful lifeReturn oil flow WEAR wiener process
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Remaining useful life prediction based on variation coefficient consistency test of a Wiener process 被引量:5
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作者 Juan LI Bo JING +2 位作者 Hongde DAI Xiaoxuan JIAO Xiaodong LIU 《Chinese Journal of Aeronautics》 SCIE EI CAS CSCD 2018年第1期107-116,共10页
High-cost equipment is often reused after maintenance, and whether the information before the maintenance can be used for the Remaining Useful Life (RUL) prediction after the maintenance is directly determined by th... High-cost equipment is often reused after maintenance, and whether the information before the maintenance can be used for the Remaining Useful Life (RUL) prediction after the maintenance is directly determined by the consistency of the degradation pattern before and after the maintenance. Aiming at this problem, an RUL prediction method based on the consistency test of a Wiener process is proposed. Firstly, the parameters of the Wiener process estimated by Maximum Likelihood Estimation (MLE) are proved to be biased, and a modified unbiased estimation method is proposed and verified by derivation and simulations. Then, the h statistic is constructed according to the reciprocal of the variation coefficient of the Wiener process, and the sampling distribution is derived. Meanwhile, a universal method for the consistency test is proposed based on the sampling distribution theorem, which is verified by simulation data and classical crack degradation data. Finally, based on the consistency test of the degradation model, a weighted fusion RUL prediction method is presented for the fuel pump of an airplane, and the validity of the presented method is verified by accurate computation results of real data, which provides a theoretical and practical guidance for engineers to predict the RUL of equipment after maintenance. 展开更多
关键词 DEGRADATION Fuel pumps Prognostic and health management Remaining useful life (RUL) wiener processes
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Functional sample path properties of subsequence's C-R increments for a Wiener process in Hlder norm 被引量:2
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作者 WEI Qi-cai 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2015年第2期217-226,共10页
In this paper, with the aid of large deviation formulas established in strong topology of functional space generated by HSlder norm, we discuss the functional sample path properties of subsequence's C-R increments fo... In this paper, with the aid of large deviation formulas established in strong topology of functional space generated by HSlder norm, we discuss the functional sample path properties of subsequence's C-R increments for a Wiener process in HSlder norm. The obtained results, generalize the corresponding results of Chen and the classic Strassen's law of iterated logarithm for a Wiener process. 展开更多
关键词 wiener process subsequence's C-R increments HSlder norm.
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A GENERAL FORM OF THE INCREMENTS OF A TWO-PARAMETER WIENER PROCESS 被引量:2
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作者 林正炎 陆传荣 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 1993年第1期54-63,共10页
In this paper, we consider a general form of the increments for a two-parameter Wiener process. Both the Csorgo-Revesz's increments and a class of the lag increments are the special cases of this general form of i... In this paper, we consider a general form of the increments for a two-parameter Wiener process. Both the Csorgo-Revesz's increments and a class of the lag increments are the special cases of this general form of increments. Our results imply the theorem that have been given by Csorgo and Revesz (1978), and some of their conditions are removed. 展开更多
关键词 Two-parameter wiener process Increments.
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A GENERAL FORM OF THE INCREMENTS OF TWO-PARAMETER FRACTIONAL WIENER PROCESS 被引量:1
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作者 Lu Chuanrong 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2005年第3期331-337,共7页
A general form of the increments of two-parameter fractional Wiener process is given. The results of Csoergo-Révész increments are a special case,and it also implies the results of the increments of the two-... A general form of the increments of two-parameter fractional Wiener process is given. The results of Csoergo-Révész increments are a special case,and it also implies the results of the increments of the two-parameter Wiener process. 展开更多
关键词 fractional wiener process general form of increment.
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Rolling Bearing Remaining Useful Life Prediction Based on Wiener Process 被引量:1
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作者 Wentao Zhao Chao Zhang +2 位作者 Shuai Wang Da Lv Oscar García Peyrano 《Journal of Dynamics, Monitoring and Diagnostics》 2022年第4期229-236,共8页
Rolling bearing is the key part of mechanical system.Accurate prediction of bearing life can reduce maintenance costs,improve availability,and prevent catastrophic consequences,aiming at solving the problem of the non... Rolling bearing is the key part of mechanical system.Accurate prediction of bearing life can reduce maintenance costs,improve availability,and prevent catastrophic consequences,aiming at solving the problem of the nonlinear,random and small sample problems faced by rolling bearings in actual operating conditions.In this work,the nonlinearWiener process with random effect and unbiased estimation of unknown parameters is used to predict the remaining useful life of rolling bearings.Firstly,random effects and nonlinear parameters are added to the traditional Wiener process,and a parameter unbiased estimation method is used to estimate the positional parameters of the constructed Wiener model.Finally,the model is validated using a common set of bearing datasets.Experimental results show that compared with the traditional maximum likelihood function estimation method,the parameter unbiased estimation method can effectively improve the accuracy and stability of the parameter estimation results.The model has a good fitting effect,which can accurately predict the remaining useful life of rolling bearing. 展开更多
关键词 parameter estimation remaining useful life rolling bearing wiener process
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OSS Effort Expense Optimization Based on Wiener Process Model and GA
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作者 Kodai Sugisaki Yoshinobu Tamura Shigeru Yamada 《Journal of Software Engineering and Applications》 2021年第1期11-25,共15页
<div style="text-align:justify;"> <span style="font-family:Verdana;">Various open source software are managed by using several bug tracking systems. In particular, the open source softw... <div style="text-align:justify;"> <span style="font-family:Verdana;">Various open source software are managed by using several bug tracking systems. In particular, the open source software extends to the cloud service and edge computing. Recently, OSF Edge Computing Group is launched by OpenStack. There are big data behind the internet services such as cloud and edge computing. Then, it is important to consider the impact of big data in order to assess the reliability of open source software. Various optimal software release problems have been proposed by specific researchers. In the typical optimal software release problems, the cost parameters are defined as the known parameter. However, it is difficult to decide the cost parameter because of the uncertainty. The purpose of our research is to estimate the effort parameters included in our models. In this paper, we propose an estimation method of effort parameter by using the genetic algorithm. Then, we show the estimation method in section 3. Moreover, we analyze actual data to show numerical examples for the estimation method of effort parameter. As the research results, we found that the OSS managers would be able to comprehend the human resources required before the OSS project in advance by using our method.</span> </div> 展开更多
关键词 Fault Big Data Cost Optimization Reliability Analysis wiener process Model Open Source Project
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Extended Wiener Process in Nonstandard Analysis 被引量:2
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作者 Shuya Kanagawa Kiyoyuki Tchizawa 《Applied Mathematics》 2020年第3期247-254,共8页
Standing on a different view point from Anderson, we prove that the extended Wiener process defined by Anderson satisfies the definition of the Wiener process in standard analysis, for example the Wiener process at ti... Standing on a different view point from Anderson, we prove that the extended Wiener process defined by Anderson satisfies the definition of the Wiener process in standard analysis, for example the Wiener process at time t obeys the normal distribution N(0,t) by showing the central limit theorem. The essential theory used in the proof is the extended convolution property in nonstandard analysis which is shown by Kanagawa, Nishiyama and Tchizawa (2018). When processing the extension by non-standardization, we have already pointed out that it is needed to proceed the second extension for the convolution, not only to do the first extension for the delta function. In Section 2, we shall introduce again the extended convolution as preliminaries described in our previous paper. In Section 3, we shall provide the extended stochastic process using a hyper number N, and it satisfies the conditions being Wiener process. In Section 4, we shall give a new proof for the non-differentiability in the Wiener process. 展开更多
关键词 wiener process Ito’s process Stochastic DIFFERENTIAL EQUATION S-Continuity NONSTANDARD Analysis
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基于Wiener过程的高速列车车轮两阶段视情维修策略研究
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作者 王红 祁连山 何勇 《铁道科学与工程学报》 北大核心 2025年第8期3377-3386,共10页
为进一步提升高速列车轮对现行计划性维修策略的维修经济性,针对其退化过程中退化速率呈现差异化的特征,以及传统视情维修策略中等周期检测方式容易导致检测过度的问题,提出一种基于Wiener过程的非周期检测视情维修策略。该策略通过两阶... 为进一步提升高速列车轮对现行计划性维修策略的维修经济性,针对其退化过程中退化速率呈现差异化的特征,以及传统视情维修策略中等周期检测方式容易导致检测过度的问题,提出一种基于Wiener过程的非周期检测视情维修策略。该策略通过两阶段Wiener过程描述车轮的阶段性退化特征,并采用等周期检测与几何递减检测相结合的方法制定非周期检测策略。在退化的第1阶段,车轮状态退化较为缓慢,采用等周期检测方式;进入第2阶段后,退化速率上升,检测间隔按几何递减规则逐步缩短,可以更精准地捕捉车轮退化进入最佳维修时机的节点。基于更新酬劳理论,构建了以最小化更新周期内平均成本率为目标的视情维修决策模型,优化初始检测间隔以及间隔递减因子,并利用蒙特卡洛算法进行仿真求解。结果显示,在车轮退化进入第2阶段时,该策略可以及时响应其退化速率的变化,在达到故障阈值前提前进行预防性维修,进而减少进行事后维修的次数。所提策略与不同检测间隔缩短方法下的视情维修策略相比,检测成本和预防性维修成本虽有所上升,但显著降低了事后维修成本,从而有效降低了单位时间内的期望成本。研究结果对于探究高速列车轮对维保体系的降本增效具有一定的参考价值。 展开更多
关键词 高速列车车轮 非周期检测 两阶段退化 wiener过程 视情维修
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考虑状态增量的自适应Wiener过程剩余寿命预测 被引量:1
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作者 李军星 李文琪 +4 位作者 娄泰山 邱明 王治华 庞晓旭 尹若军 《计算机集成制造系统》 北大核心 2025年第1期306-315,共10页
针对传统自适应Wiener过程剩余寿命预测方法具有相邻两个时刻状态量相同隐含假设的问题,提出一种考虑状态增量的自适应Wiener过程剩余寿命预测方法。首先利用Wiener过程来表征产品性能退化过程,建立具有状态增量的Wiener过程状态空间方... 针对传统自适应Wiener过程剩余寿命预测方法具有相邻两个时刻状态量相同隐含假设的问题,提出一种考虑状态增量的自适应Wiener过程剩余寿命预测方法。首先利用Wiener过程来表征产品性能退化过程,建立具有状态增量的Wiener过程状态空间方程,推导出退化模型参数在线更新解析式;为了充分开发利用同类产品的历史退化数据,提出基于期望最大化(EM)算法的信息融合方法,用以估计状态空间方程参数初始值;其次,利用首达时概念,得到产品剩余寿命的分布函数和点估计。最后,结合红外发光二极管IRLED和关节轴承工程实例对所提方法进行验证,与传统方法相比,所提方法的预测精度分别提高了约40.07%和101.23%。 展开更多
关键词 剩余寿命预测 状态增量 自适应wiener过程 期望最大化算法 性能退化
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基于混合Wiener-ANN模型的轴承剩余使用寿命预测方法
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作者 叶新 苏少权 +2 位作者 尚伟 杨帆 文龙 《机械强度》 北大核心 2025年第9期233-240,共8页
轴承作为精密仪器中的关键旋转部件,其运行状态直接影响系统的安全性和稳定性,因此准确预测轴承剩余使用寿命尤为重要。现有的轴承剩余寿命预测方法可分为物理模型类和数据驱动类。物理模型方法具有较高的可解释性,所需样本量少,但预测... 轴承作为精密仪器中的关键旋转部件,其运行状态直接影响系统的安全性和稳定性,因此准确预测轴承剩余使用寿命尤为重要。现有的轴承剩余寿命预测方法可分为物理模型类和数据驱动类。物理模型方法具有较高的可解释性,所需样本量少,但预测精度较低,且不能在线预测;数据驱动方法则具有较高的预测精度和在线预测能力,但需要大量历史样本数据。为此,提出了结合物理模型和数据驱动方法的混合Wiener过程-人工神经网络(Wiener-Artificial Neural Network,Wiener-ANN)模型用于轴承剩余使用寿命预测。该模型通过时频域特征作为多源输入数据优化Wiener过程模型,使用优化后的模型进行第1阶段预测。随后,构建一个以第1阶段预测结果作为训练数据优化的三层ANN,将优化后的Wiener模型与ANN联合用于测试数据集的剩余寿命预测。与传统Wiener模型和ANN方法的预测结果对比表明,该方法在预测精度和应用性能上具有显著优势,具有较好的工程应用价值。 展开更多
关键词 轴承 剩余使用寿命 预测方法 wiener过程模型 人工神经网络
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基于非线性Wiener过程的多模式随机退化设备剩余使用寿命预测方法
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作者 李梦草 张正新 +2 位作者 司小胜 冯磊 张建勋 《机械强度》 北大核心 2025年第9期221-232,共12页
多模式随机退化设备剩余使用寿命(Remaining Useful Life, RUL)预测的难点在于建立一类能够刻画多种不同退化模式的随机退化模型,并求解多模式随机退化模型下设备的RUL分布。首先,建立了一类基于非线性Wiener过程的一般化随机退化模型,... 多模式随机退化设备剩余使用寿命(Remaining Useful Life, RUL)预测的难点在于建立一类能够刻画多种不同退化模式的随机退化模型,并求解多模式随机退化模型下设备的RUL分布。首先,建立了一类基于非线性Wiener过程的一般化随机退化模型,实现了多模式随机退化过程统一刻画。其次,提出了基于同类设备历史退化数据的模型参数极大似然估计(Maximum Likelihood Estimation, MLE)方法。再次,推导了首达时间意义下多模式随机退化设备RUL分布的概率密度函数(Probability Density Function, PDF)的解析近似解。最后,构建了模型参数更新的序贯贝叶斯架构,实现了在役设备RUL的在线预测。数值仿真分析及轴承RUL预测的应用实例表明,所提方法能够有效建模随机退化设备的多模式随机退化过程,并准确预测设备的RUL,为系统后续的维修决策提供预测信息依据。 展开更多
关键词 预测与健康管理 剩余使用寿命预测 多模式退化建模 非线性维纳过程 可靠性
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基于非线性双变量Wiener退化过程研究
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作者 肖蒙 信明江 +2 位作者 单苏苏 洪铭键 杨力臻 《五邑大学学报(自然科学版)》 2025年第1期38-45,共8页
工业设备发生故障前往往会表现出多个信号特征异常,为了更准确预测这些设备的使用寿命,防止事故发生,本文针对设备的双变量退化问题,提出非线性双变量Wiener过程模型.该模型通过随机漂移参数服从二元正态分布描述设备退化过程中的相关... 工业设备发生故障前往往会表现出多个信号特征异常,为了更准确预测这些设备的使用寿命,防止事故发生,本文针对设备的双变量退化问题,提出非线性双变量Wiener过程模型.该模型通过随机漂移参数服从二元正态分布描述设备退化过程中的相关性和个体差异性,随后利用马尔科夫链蒙特卡罗(MCMC)抽样方法对复杂参数结构进行参数估计,并通过数据仿真实验验证参数估计的准确性.最后,通过轴承实例将本文模型与其他模型进行比较,结果显示本文模型在寿命预测和可靠性评估方面具有更高的准确性.本文的非线性双变量Wiener过程能有效描述多变量设备的退化过程,可为设备寿命预测提供有力支持. 展开更多
关键词 双变量退化 wiener过程 马尔科夫链蒙特卡罗抽样方法 寿命预测
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Exact Convergence Rates of Functional Modulus of Continuity of a Wiener Process
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作者 王文胜 《Journal of Mathematical Research and Exposition》 CSCD 北大核心 2002年第4期507-514,共8页
Let {W(t),t > 0} be a standard Wiener process and S be the set of Strassen's functions. In this paper we investigate the exact rates of convergence to zero of the variables supp<t<1-h inff∈s sup0<x<... Let {W(t),t > 0} be a standard Wiener process and S be the set of Strassen's functions. In this paper we investigate the exact rates of convergence to zero of the variables supp<t<1-h inff∈s sup0<x<1 |(W(t + hx) - W(t))(2hlogh-1)-1/2 - f(x)| and inf0<t<1-h sup0<x<1|(W(t + hx) -W(t))(2hlogh-1)-1/2 - f(x)| for any f ∈ S. As a consequence, a relation between the modulus of non-differentiability and the functional modulus of continuity for a Wiener process is established. 展开更多
关键词 wiener process functional modulus of continuity modulus of non-differentiability
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基于Wiener过程水下连接器性能退化模型
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作者 薛羽馨 加东东 +1 位作者 贾亮升 袁向东 《机电工程技术》 2025年第16期50-55,共6页
在石油和天然气开采领域作为关键零部件的连接器,其密封性能与整个系统的安全性和稳定性有着直接的关系。油气环境中复杂的化学成分会对连接器产生腐蚀作用,严重影响其密封性能。为精确掌握连接器的腐蚀状况,采用修正后的De.Waard95模... 在石油和天然气开采领域作为关键零部件的连接器,其密封性能与整个系统的安全性和稳定性有着直接的关系。油气环境中复杂的化学成分会对连接器产生腐蚀作用,严重影响其密封性能。为精确掌握连接器的腐蚀状况,采用修正后的De.Waard95模型对连接器腐蚀速率进行预测。该模型充分考虑了油气中腐蚀性成分对连接器的影响,准确地反映连接器在不同时间点的腐蚀程度。同时,以密封件接触应力值作为衡量连接器密封性能的关键指标,使用Abaqus软件对腐蚀后的连接器进行有限元分析,模拟连接器在实际工况下的受力情况,从而实现对不同时刻连接器密封性能的准确评价。此外,考虑到连接器性能退化呈现多阶段性特点,使用Wiener过程构建腐蚀环境下连接器密封性能退化模型。以某型16 in水下采油树井口连接器为例,运用所提方法建立的性能退化模型,发现与实际退化情况高度吻合,且能够更细致地刻画连接器的多阶段退化过程,为保障连接器的可靠运行提供了有力支持。 展开更多
关键词 连接器 wiener模型 腐蚀速率 退化过程 退化模型
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Remaining useful life estimation based on Wiener degradation processes with random failure threshold 被引量:17
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作者 TANG Sheng-jin YU Chuan-qiang +3 位作者 FENG Yong-bao XIE Jian GAO Qin-he SI Xiao-sheng 《Journal of Central South University》 SCIE EI CAS CSCD 2016年第9期2230-2241,共12页
Remaining useful life(RUL) estimation based on condition monitoring data is central to condition based maintenance(CBM). In the current methods about the Wiener process based RUL estimation, the randomness of the fail... Remaining useful life(RUL) estimation based on condition monitoring data is central to condition based maintenance(CBM). In the current methods about the Wiener process based RUL estimation, the randomness of the failure threshold has not been studied thoroughly. In this work, by using the truncated normal distribution to model random failure threshold(RFT), an analytical and closed-form RUL distribution based on the current observed data was derived considering the posterior distribution of the drift parameter. Then, the Bayesian method was used to update the prior estimation of failure threshold. To solve the uncertainty of the censored in situ data of failure threshold, the expectation maximization(EM) algorithm is used to calculate the posteriori estimation of failure threshold. Numerical examples show that considering the randomness of the failure threshold and updating the prior information of RFT could improve the accuracy of real time RUL estimation. 展开更多
关键词 condition based maintenance remaining useful life wiener process random failure threshold BAYESIAN EM algorithm
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Residual life estimation based on bivariate Wiener degradation process with measurement errors 被引量:13
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作者 王小林 郭波 +1 位作者 程志君 蒋平 《Journal of Central South University》 SCIE EI CAS 2013年第7期1844-1851,共8页
An adaptive method of residual life estimation for deteriorated products with two performance characteristics (PCs) was proposed, which was sharply different from existing work that only utilized one-dimensional degra... An adaptive method of residual life estimation for deteriorated products with two performance characteristics (PCs) was proposed, which was sharply different from existing work that only utilized one-dimensional degradation data. Once new degradation information was available, the residual life of the product being monitored could be estimated in an adaptive manner. Here, it was assumed that the degradation of each PC over time was governed by a Wiener degradation process and the dependency between them was characterized by the Frank copula function. A bivariate Wiener process model with measurement errors was used to model the degradation measurements. A two-stage method and the Markov chain Monte Carlo (MCMC) method were combined to estimate the unknown parameters in sequence. Results from a numerical example about fatigue cracks show that the proposed method is valid as the relative error is small. 展开更多
关键词 residual life performance characteristics bivariate wiener process Frank copula MCMC method
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On large increments of a two-parameter fractional Wiener process 被引量:4
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作者 张立新 陆传荣 王尧弘 《Science China Mathematics》 SCIE 2001年第9期1115-1125,共11页
In this paper, how big the increments are and some liminf behaviors are studied of a two-parameter fractional Wiener process. The results are based on some inequalities on the suprema of this process, which also are o... In this paper, how big the increments are and some liminf behaviors are studied of a two-parameter fractional Wiener process. The results are based on some inequalities on the suprema of this process, which also are of independent interest. 展开更多
关键词 fractional wiener process INCREMENTS liminfs
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