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A time-discrete and zero-adjusted gamma process model with application to degradation analysis
Song, Kai1,2; Shi, Jian1,2; Yi, Xiaojian1,3,4
2020-12-15
Source PublicationPHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
ISSN0378-4371
Volume560Pages:10
AbstractThe standard gamma process is widely used for degradation modelling when the degradation paths are always positive and strictly increasing. Nevertheless, the standard gamma process is considered inappropriate if the observed sample paths are horizontal over several time intervals. Motivated by this phenomenon, we develop a time-discrete and zero-adjusted gamma process model. Statistical inference method of this model is then proposed. To illustrate our proposed model, both simulation study and real data analysis are conducted, whose results demonstrate that the proposed model has satisfactory fit performance and predictive performance. (c) 2020 Elsevier B.V. All rights reserved.
KeywordGamma process Zero-adjusted Time-discrete Goodness-of-fit Predictive performance
DOI10.1016/j.physa.2020.125180
Indexed BySCI
Language英语
Funding ProjectNational Natural Science Foundation of China[71801196] ; National Major Project from Shanghai Nuclear Engineering Research & Design Institute, China[2017ZX06002006] ; China Postdoctoral Science Foundation[2018M631606]
WOS Research AreaPhysics
WOS SubjectPhysics, Multidisciplinary
WOS IDWOS:000580429800034
PublisherELSEVIER
Citation statistics
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/52329
Collection中国科学院数学与系统科学研究院
Corresponding AuthorShi, Jian; Yi, Xiaojian
Affiliation1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
2.Univ Chinese Acad Sci, Sch Math Sci, Beijing, Peoples R China
3.China North Vehicle Res Inst, Dept Overall Technol, Beijing, Peoples R China
4.Beijing Inst Technol, Sch Mechatron Engn, Beijing, Peoples R China
Recommended Citation
GB/T 7714
Song, Kai,Shi, Jian,Yi, Xiaojian. A time-discrete and zero-adjusted gamma process model with application to degradation analysis[J]. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS,2020,560:10.
APA Song, Kai,Shi, Jian,&Yi, Xiaojian.(2020).A time-discrete and zero-adjusted gamma process model with application to degradation analysis.PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS,560,10.
MLA Song, Kai,et al."A time-discrete and zero-adjusted gamma process model with application to degradation analysis".PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 560(2020):10.
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