Éder S. Brito, Vera L. D. Tomazella, Paulo H. Ferreira, Francisco Louzada
{"title":"不完全修复下可修复系统共享脆弱性模型的贝叶斯分析","authors":"Éder S. Brito, Vera L. D. Tomazella, Paulo H. Ferreira, Francisco Louzada","doi":"10.1002/asmb.70039","DOIUrl":null,"url":null,"abstract":"<div>\n \n <p>Repairable systems, crucial in reliability studies, are characterized by recurrent failure times modeled as counting processes with intensity functions. This paper explores models for these failure times incorporating imperfect repairs, addressing unobserved heterogeneity via shared frailty models. In this context, our approach involves scenarios with general imperfect repairs, which offer a more realistic perspective compared to the minimal or perfect repair assumptions commonly employed in the reliability literature. We propose hierarchical Bayesian methods to estimate parameters, leveraging the Power-Law Process for initial intensities and gamma distributions for frailty terms. Bayesian methods are highly flexible and can accommodate complex shared frailty models that include random effects and dependencies between units. Applying Bayesian inference with gamma and beta distribution priors, coupled with Monte Carlo simulations, provides a robust methodology for estimating unknown parameters and deriving posterior distributions. This flexibility is crucial for capturing the underlying structure of the data in repairable systems with imperfect repairs. Our hierarchical Bayesian framework accommodates multiple systems, providing insights into failure processes and supporting enhanced maintenance strategies. We demonstrate our approach using a real failure times dataset and evaluate its performance through simulation studies, showcasing its applicability and relevance in practical settings.</p>\n </div>","PeriodicalId":55495,"journal":{"name":"Applied Stochastic Models in Business and Industry","volume":"41 5","pages":""},"PeriodicalIF":1.5000,"publicationDate":"2025-08-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Bayesian Analysis of Shared Frailty Models for Repairable Systems Subject to Imperfect Repair\",\"authors\":\"Éder S. Brito, Vera L. D. Tomazella, Paulo H. Ferreira, Francisco Louzada\",\"doi\":\"10.1002/asmb.70039\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div>\\n \\n <p>Repairable systems, crucial in reliability studies, are characterized by recurrent failure times modeled as counting processes with intensity functions. This paper explores models for these failure times incorporating imperfect repairs, addressing unobserved heterogeneity via shared frailty models. In this context, our approach involves scenarios with general imperfect repairs, which offer a more realistic perspective compared to the minimal or perfect repair assumptions commonly employed in the reliability literature. We propose hierarchical Bayesian methods to estimate parameters, leveraging the Power-Law Process for initial intensities and gamma distributions for frailty terms. Bayesian methods are highly flexible and can accommodate complex shared frailty models that include random effects and dependencies between units. Applying Bayesian inference with gamma and beta distribution priors, coupled with Monte Carlo simulations, provides a robust methodology for estimating unknown parameters and deriving posterior distributions. This flexibility is crucial for capturing the underlying structure of the data in repairable systems with imperfect repairs. Our hierarchical Bayesian framework accommodates multiple systems, providing insights into failure processes and supporting enhanced maintenance strategies. We demonstrate our approach using a real failure times dataset and evaluate its performance through simulation studies, showcasing its applicability and relevance in practical settings.</p>\\n </div>\",\"PeriodicalId\":55495,\"journal\":{\"name\":\"Applied Stochastic Models in Business and Industry\",\"volume\":\"41 5\",\"pages\":\"\"},\"PeriodicalIF\":1.5000,\"publicationDate\":\"2025-08-28\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Applied Stochastic Models in Business and Industry\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://onlinelibrary.wiley.com/doi/10.1002/asmb.70039\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Applied Stochastic Models in Business and Industry","FirstCategoryId":"100","ListUrlMain":"https://onlinelibrary.wiley.com/doi/10.1002/asmb.70039","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS","Score":null,"Total":0}
Bayesian Analysis of Shared Frailty Models for Repairable Systems Subject to Imperfect Repair
Repairable systems, crucial in reliability studies, are characterized by recurrent failure times modeled as counting processes with intensity functions. This paper explores models for these failure times incorporating imperfect repairs, addressing unobserved heterogeneity via shared frailty models. In this context, our approach involves scenarios with general imperfect repairs, which offer a more realistic perspective compared to the minimal or perfect repair assumptions commonly employed in the reliability literature. We propose hierarchical Bayesian methods to estimate parameters, leveraging the Power-Law Process for initial intensities and gamma distributions for frailty terms. Bayesian methods are highly flexible and can accommodate complex shared frailty models that include random effects and dependencies between units. Applying Bayesian inference with gamma and beta distribution priors, coupled with Monte Carlo simulations, provides a robust methodology for estimating unknown parameters and deriving posterior distributions. This flexibility is crucial for capturing the underlying structure of the data in repairable systems with imperfect repairs. Our hierarchical Bayesian framework accommodates multiple systems, providing insights into failure processes and supporting enhanced maintenance strategies. We demonstrate our approach using a real failure times dataset and evaluate its performance through simulation studies, showcasing its applicability and relevance in practical settings.
期刊介绍:
ASMBI - Applied Stochastic Models in Business and Industry (formerly Applied Stochastic Models and Data Analysis) was first published in 1985, publishing contributions in the interface between stochastic modelling, data analysis and their applications in business, finance, insurance, management and production. In 2007 ASMBI became the official journal of the International Society for Business and Industrial Statistics (www.isbis.org). The main objective is to publish papers, both technical and practical, presenting new results which solve real-life problems or have great potential in doing so. Mathematical rigour, innovative stochastic modelling and sound applications are the key ingredients of papers to be published, after a very selective review process.
The journal is very open to new ideas, like Data Science and Big Data stemming from problems in business and industry or uncertainty quantification in engineering, as well as more traditional ones, like reliability, quality control, design of experiments, managerial processes, supply chains and inventories, insurance, econometrics, financial modelling (provided the papers are related to real problems). The journal is interested also in papers addressing the effects of business and industrial decisions on the environment, healthcare, social life. State-of-the art computational methods are very welcome as well, when combined with sound applications and innovative models.