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題名:運用層級貝氏方法建構以失效測量為基礎的可靠度預測模式
書刊名:中山管理評論
作者:邱志洲游濬遠 引用關係廖子毅高淩菁
作者(外文):Chiu, Chih-chouYu, Chun YuanLiaw, Chih-yiKao, Ling Jing
出版日期:2006
卷期:14:4
頁次:頁995-1025+1035
主題關鍵詞:層級貝氏模式衰退過程失效時間Hierarchical Bayesian modelDegradation processFailure timeMarkov chain Monte Carlo
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(1) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:1
  • 共同引用共同引用:0
  • 點閱點閱:17
隨著現今科技的快速發展,顧客對產品品質的要求亦隨之不斷的提升,生產者必須在有限的時間內,評估並改善產品的可靠度,是以如何選擇一個適當的可靠度量測方法,對業界而言,是一個相當重要的問題。截至目前為止不管是業界或學界在進行資料分析時,大多採用傳統的統計分析技術,在本研究中,我們嘗試提出一個更一般化的資料分析技術--層級貝氏模式(Hierarchical Bayesian Model)--來量測產品衰退的過程。而在模式建構的過程中,我們利用 Markov Chain Monte Carlo (MCMC)來進行模式參數的估計。此外,論文中亦將 針對可靠度模式的失效時間分配型態進行建構並驗證該分配之適合度及其產品壽命預測值的準確性。
The reliability for some devices with few or no failures in their life tests becomes very hard to access if a traditional life test which records only time-to-failure was utilized. To solve this problem, the analysis of the over time degradation processes is always considered in the practical cases. In this paper, a degradation model was constructed by hierarchical Bayesian approach to represent the realization of the degradation processes. Based on the developed model, the failure times and the time-to-failure distribution can be estimated. For finding the appropriate estimates of model's parameters, the Markov Chain Monte Carlo (MCMC) algorithm is applied. A fatigue crack growth data is used as an example for illustrating the modeling procedure. By specifying the coefficients, we successfully identify the heterogeneity varying across individual products. Moreover, the time-to-failure distribution is further estimated and the reliability bounds were constructed.
期刊論文
1.Lu, J. C.、Meeker, W. Q.(1993)。Using Degradation Measures to Estimate a Time-to-Failure Distribution。Technometrics,35(2),161-174。  new window
2.Gelfand, Alan E.、Smith, Adrian F. M.(1990)。Sampling-Based Approaches to Calculating Marginal Densities。Journal of the American Statistical Association,85(410),398-409。  new window
3.Geman, S.、Geman, D.(1984)。Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images。IEEE Transactions on Pattern Analysis and Machine Intelligence,6(6),721-741。  new window
4.Metropolis, N.、Rosenbluth, A. W.、Rosenbluth, M. N.、Teller, A. H.、Teller, E.(1953)。Equations of State Calculations by Fast Computing Machines。The Journal of Chemical Physics,21(6),1087-1092。  new window
5.Akama, M.(2002)。Bayesian Analysis for the Results of Fatigue Test Using Full-scale Models to Obtain the Accurate Failure Probabilities of the Shinkansen Vehicle Axle。Reliability Engineering and System Safety,75,321-332。  new window
6.Doksum, K. A.、Hoyland, A.(1992)。Models for Variable-stress Accelerated Life Testing Experiments based on Wiener Processes and the Inverse Gaussian Distribution。Technometrics,34,74-82。  new window
7.Liski, E. P.、Nummi, T.(1996)。Prediction in Repeated-measures Models with Engineering Applications。Technometrics,38,25-36。  new window
8.Lu, J. C.、Meeker, W. Q.、Escobar, L. A.(1996)。A Comparison of Degradation and Failure Distribution Analysis Methods of Estimating a Time-to-failure Distribution。Statistica Sinica,6,531-546。  new window
9.Meeker, W. Q.、Escobar, L. A.(1993)。A Review of Recent Research and Current Issue in Accelerated Testing。International Statistical Review,61,147-168。  new window
10.Meeker, W. Q.、Hamada, M.(1995)。Statistical Tools for the Rapid Development & Evaluation of High Reliability Product。IEEE Transactions on Reliability,44,187-198。  new window
11.Tang, L. C.、Chang, D. S.(1995)。Reliability Prediction Using Nondestructive Accelerated-degradation Data: Case Study on Power Supplies。IEEE Transactions on Reliability,44,562-566。  new window
12.Padgett, W. J.(1979)。Confidence Bounds on Reliability for the Inverse Gaussian Model。IEEE Transactions on Reliability,28,165-168。  new window
13.Zhang, R.、Mahadevan, S.(2000)。Model Uncertainty and Bayesian Updating in Reliability-based Inspection。Structural Safety,22,145-160。  new window
學位論文
1.邱建賢(2003)。使用初始衰變資料對高可靠度產品壽命分配及其參數估計之比較,0。  延伸查詢new window
圖書
1.Bogdanoff, J. L.、Kozin, F.(1984)。Probabilistic Models of Cumulative Damage。New York, NY:John Wiley & Sons, Inc。  new window
2.Meeker, W. Q.、Escobar, L. A.(1998)。Statistical Methods for Reliability Data。New York, NY:John Wiley and Sons。  new window
3.Carlin, B. P.、Louis, T. A.(2000)。Bayes and Empirical Bayes Methods for Data Analysis。Bayes and Empirical Bayes Methods for Data Analysis。London, UK。  new window
4.Nelson, W.(1990)。Accelerated Testing: Statistical Models, Test Plans, and Data Analyses。Accelerated Testing: Statistical Models, Test Plans, and Data Analyses。New York, NY。  new window
 
 
 
 
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