標題: On modelling data from degradation sample paths over time
作者: Lin, TI
Lee, JC
統計學研究所
資訊管理與財務金融系 註:原資管所+財金所
Institute of Statistics
Department of Information Management and Finance
關鍵字: ARMA(p, q) dependence;Box-Cox transformation;ECME;maximum likelihood estimation;semi-variogram
公開日期: 1-Sep-2003
摘要: This paper is mainly concerned with modelling data from degradation sample paths over time. It uses a general growth curve model with Box-Cox transformation, random effects and ARMA(p, q) dependence to analyse a set of such data. A maximum likelihood estimation procedure for the proposed model is derived and future values are predicted, based on the best linear unbiased prediction. The paper compares the proposed model with a nonlinear degradation model from a prediction point of view. Forecasts of failure times with various data lengths in the sample are also compared.
URI: http://hdl.handle.net/11536/27547
ISSN: 1369-1473
期刊: AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS
Volume: 45
Issue: 3
起始頁: 257
結束頁: 270
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