ENBIS-18 in Nancy

2 – 25 September 2018; Ecoles des Mines, Nancy (France) Abstract submission: 20 December 2017 – 4 June 2018

A New Age and State-Dependent Degradation Process with Possibly Negative Increments

5 September 2018, 10:50 – 11:10


Submitted by
massimiliano Giorgio
Massimiliano Giorgio (Università della Campania "Luigi Vanvitelli"), Gianpaolo Pulcini (Istituto Motori, National Research Council (CNR))
A new age and state-dependent degradation process is proposed that can be used in the case the degradation phenomenon under study is not necessarily monotonic increasing. In particular, the degradation increments of the proposed model are assumed to be possibly dependent on each other and negative. The model is obtained by generalizing the well-known and largely applied Wiener process and partially preserves the mathematically tractability of the Wiener process. In the paper, the main features and properties of the proposed model are first discussed and the maximum likelihood estimators of its parameters are derived. An applicative example is finally developed which shows the feasibility and the effectiveness of the proposed approach.

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