A time-discrete and zero-adjusted gamma process model with application to degradation analysis

doi:10.1016/j.physa.2020.125180

CSpace

	A time-discrete and zero-adjusted gamma process model with application to degradation analysis
	Song, Kai 1,2; Shi, Jian 1,2; Yi, Xiaojian 1,3,4
	2020-12-15
发表期刊	PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
ISSN	0378-4371
卷号	560 页码:10
摘要	The 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.
关键词	Gamma process Zero-adjusted Time-discrete Goodness-of-fit Predictive performance
DOI	10.1016/j.physa.2020.125180
收录类别	SCI
语种	英语
资助项目	National Natural Science Foundation of China[71801196] ; National Major Project from Shanghai Nuclear Engineering Research & Design Institute, China[2017ZX06002006] ; China Postdoctoral Science Foundation[2018M631606]
WOS研究方向	Physics
WOS类目	Physics, Multidisciplinary
WOS记录号	WOS:000580429800034
出版者	ELSEVIER
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/52329
专题	中国科学院数学与系统科学研究院
通讯作者	Shi, Jian; Yi, Xiaojian
作者单位	1.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
推荐引用方式 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.