A parametric lifetime model for a multicomponents system with spatial interactions. (8th April 2019)

• Record Type: Journal Article
• Authors: Corset, F.; Fouladirad, M.; Paroissin, C.; Remy, E.
• Is Part Of: Applied stochastic models in business and industry. Volume 35:Number 2(2019)
• Page Start: 221
• Page End: 233
• Publication Date: 2019-04-08
• Subjects: parameter estimation -- pseudo‐likelihood -- SEM algorithm -- spatial physical interaction; Stochastic analysis -- Periodicals; Stochastic processes -- Periodicals; Business mathematics -- Periodicals; Finance -- Mathematical models -- Periodicals; Industrial management -- Mathematical models -- Periodicals; 338.00151923
• DOI: 10.1002/asmb.2449
• Languages: English
• ISSNs: 1524-1904

Abstract

Abstract: In this paper, we consider a system made of n components displayed on a structure (eg, a steel plate). We define a parametric model for the hazard function, which includes covariates and spatial interaction between components. The state (nonfailed or failed) of each component is observed at some inspection times. From these data, we consider the problem of model parameter estimation. To achieve this, we suggest to use the SEM algorithm based on a pseudo‐likelihood function. A definition for the time‐to‐failure of the system is given, generalizing the classical cases. A study based on numerical simulations is provided to illustrate the proposed approach.