• DocumentCode
    3514090
  • Title

    Reliability growth evaluation for highly reliable products based on bayesian dynamic forecasting

  • Author

    Yan, Zhi-Qiang ; Jiang, Ying-Jie ; Xie, Hong-Wei

  • Author_Institution
    Coll. of Mechatron. Eng. & Autom., Nat. Univ. of Defense Technol., Changsha, China
  • fYear
    2009
  • fDate
    20-24 July 2009
  • Firstpage
    386
  • Lastpage
    390
  • Abstract
    For highly reliable products, the last stages of reliability growth tests usually have small sample size, which hampers the corresponding reliability evaluation. A generalized linear model (GLM) is established by the historical multistage samples, and then by Bayes-Monte Carlo method, the estimation of the hyper parameter is obtained to serve as the start point of the growth trend forecasting. In the following test stage, the expectation and variance estimations of the hyper parameter are converted to the prior distribution, and then the hierarchical Bayesian forecasting is carried out to obtain the prior distribution of the failure intensity of the current stage. The finite sample of the current stage is used to perform the Bayesian estimation to obtain the posterior of the hyper parameter, and the evaluation results are calculated recursively. The above Bayesian dynamic forecasting method can effectively make the historical information a supplement of the current stage sample, which is of concise computation form, is applicable to the multistage reliability growth test evaluation of highly reliable products.
  • Keywords
    Bayes methods; Monte Carlo methods; failure analysis; forecasting theory; parameter estimation; reliability theory; statistical distributions; testing; Bayes method; Monte Carlo method; failure intensity; generalized linear model; hierarchical Bayesian dynamic forecasting; highly reliable product; historical multistage sample; hyper parameter estimation; multistage reliability growth test evaluation; prior distribution; variance estimation; Automation; Bayesian methods; Educational institutions; Life testing; Mechatronics; Predictive models; Reliability engineering; Statistics; Technology forecasting; Vectors; Bayesian dynamic forecasting; generalized linear model; hierarchical Bayesian model; reliability growth;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Reliability, Maintainability and Safety, 2009. ICRMS 2009. 8th International Conference on
  • Conference_Location
    Chengdu
  • Print_ISBN
    978-1-4244-4903-3
  • Electronic_ISBN
    978-1-4244-4905-7
  • Type

    conf

  • DOI
    10.1109/ICRMS.2009.5270167
  • Filename
    5270167