Modified Information Criterion for Testing Changes in the Inverse Gaussian Degradation Process
The Inverse Gaussian process is a useful stochastic process to model the monotonous degradation process of a certain component. Owing to the phenomenon that the degradation processes often exhibit multi-stage characteristics because of the internal degradation mechanisms and external environmental f...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-02-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/13/4/663 |
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| Summary: | The Inverse Gaussian process is a useful stochastic process to model the monotonous degradation process of a certain component. Owing to the phenomenon that the degradation processes often exhibit multi-stage characteristics because of the internal degradation mechanisms and external environmental factors, a change-point Inverse Gaussian process is studied in this paper. A modified information criterion method is applied to illustrate the existence and estimate of the change point. A reliability function is derived based on the proposed method. The simulations are conducted to show the performance of the proposed method. As a result, the procedure outperforms the existing procedure with regard to test power and consistency. Finally, the procedure is applied to hydraulic piston pump data to demonstrate its practical application. |
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| ISSN: | 2227-7390 |