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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MDPI AG
2025-02-01
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| author | Jiahua Qiao Xia Cai Meiqi Zhang |
| author_facet | Jiahua Qiao Xia Cai Meiqi Zhang |
| author_sort | Jiahua Qiao |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-145b8fce7bb343d2a31e97df8da64676 |
| institution | DOAJ |
| issn | 2227-7390 |
| language | English |
| publishDate | 2025-02-01 |
| publisher | MDPI AG |
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| series | Mathematics |
| spelling | doaj-art-145b8fce7bb343d2a31e97df8da646762025-08-20T03:12:09ZengMDPI AGMathematics2227-73902025-02-0113466310.3390/math13040663Modified Information Criterion for Testing Changes in the Inverse Gaussian Degradation ProcessJiahua Qiao0Xia Cai1Meiqi Zhang2School of Science, Hebei University of Science and Technology, Shijiazhuang 050018, ChinaSchool of Science, Hebei University of Science and Technology, Shijiazhuang 050018, ChinaSchool of Science, Hebei University of Science and Technology, Shijiazhuang 050018, ChinaThe 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.https://www.mdpi.com/2227-7390/13/4/663degradationinverse Gaussian processchange-point modelmodified information criterion |
| spellingShingle | Jiahua Qiao Xia Cai Meiqi Zhang Modified Information Criterion for Testing Changes in the Inverse Gaussian Degradation Process Mathematics degradation inverse Gaussian process change-point model modified information criterion |
| title | Modified Information Criterion for Testing Changes in the Inverse Gaussian Degradation Process |
| title_full | Modified Information Criterion for Testing Changes in the Inverse Gaussian Degradation Process |
| title_fullStr | Modified Information Criterion for Testing Changes in the Inverse Gaussian Degradation Process |
| title_full_unstemmed | Modified Information Criterion for Testing Changes in the Inverse Gaussian Degradation Process |
| title_short | Modified Information Criterion for Testing Changes in the Inverse Gaussian Degradation Process |
| title_sort | modified information criterion for testing changes in the inverse gaussian degradation process |
| topic | degradation inverse Gaussian process change-point model modified information criterion |
| url | https://www.mdpi.com/2227-7390/13/4/663 |
| work_keys_str_mv | AT jiahuaqiao modifiedinformationcriterionfortestingchangesintheinversegaussiandegradationprocess AT xiacai modifiedinformationcriterionfortestingchangesintheinversegaussiandegradationprocess AT meiqizhang modifiedinformationcriterionfortestingchangesintheinversegaussiandegradationprocess |