Inverse Gaussian processRandom effectsThis paper conducts a Bayesian analysis for bivariate degradation models based on the inverse Gaussian (IG) process. Assume that a product has two quality characteristics (QCs) and each of the QCs is governed by an IG process. The dependence of the QCs is ...
This article incorporates a skew-normal distribution into an inverse Gaussian (IG) process to represent the unit-to-unit variability of the degradation rate, while a symmetrical distribution or approximately symmetrical distribution is commonly adopted in the IG process. Then we derive the corresponding...
SPRT and CUSUM results for the inverse gaussian process mean when the value of the shape parameter of the density is known are presented in this paper.doi:10.1080/03610929608831869Rick L. Edgeman, Professor & DirectorMarcel Dekker, Inc.Communications in Statistics...
2.6 The normal inverse gaussian process Barndorff and Nielsen (1998) proposed the normal inverse Gaussian (NIG) distribution as a possible model for the stock price. This process may also be represented as a time-changed Brownian motion, where the time change T(t) is the first passage time ...
The report proposes a new approach for inverse reinforcement learning based on deep Gaussian process (GP), which is capable of learning complicated reward structures with few demonstrations. The model stacks multiple latent GP layers to learn abstract representations of the state feature space, which ...
Planning of step-stress accelerated degradation test based on the inverse Gaussian process •We propose an optimal SSADT plan for the IG degradation process.•A CE model is assumed in describing the degradation path of the SSADT.•The asymp... H Wang,GJ Wang,FJ Duan - 《Reliability Eng...
Inverse Gaussian process models for bivariate degradation analysis: A Bayesian perspective 来自 国家科技图书文献中心 喜欢 0 阅读量: 22 作者:Duan,Fengjun,Wang,Guanjun,Huan 摘要: This article conducts a Bayesian analysis for biva 关键词: Bivariate degradation Bayesian MCMC method Copula function Inverse...
(2011). First-exit times of an inverse Gaussian process. ArXiv e-prints. (Cited on page 138.)Vellaisamy, P. and Kumar, A., 2018. First-exit times of an inverse Gaussian process, Stochastics, 1, 29-48.Vellaisamy, P. and Kumar, A.: First-exit times of an inverse Gaussian ...
Inverse Gaussian processstep-stress accelerated degradation testproportional degradation rate modeloptimal test planasymptotic variancetraversal search algorithmThe purpose of this paper is to address the optimal design of the step-stress accelerated degradation test (SSADT) issue when the degradation process...
Finally, the accuracy and effectiveness of the proposed model are demonstrated through two case studies. The results show that the improved IG process model can improve the RUL prediction accuracy. 展开 关键词: Hydraulic piston pump Inverse Gaussian process Prognostics Degradation modeling Remaining ...