A time-discrete extended Gamma process for deterioration processes (Contributo in volume (capitolo o saggio))

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Label
  • A time-discrete extended Gamma process for deterioration processes (Contributo in volume (capitolo o saggio)) (literal)
Anno
  • 2010-01-01T00:00:00+01:00 (literal)
Alternative label
  • Guida M. 1, Postiglione F. 1, Pulcini G. 2 (2010)
    A time-discrete extended Gamma process for deterioration processes
    Taylor & Francis Ltd., Abingdon (Regno Unito) in Reliability, Risk and Safety, 2010
    (literal)
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  • Guida M. 1, Postiglione F. 1, Pulcini G. 2 (literal)
Pagina inizio
  • 746 (literal)
Pagina fine
  • 753 (literal)
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  • London (UK) (literal)
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  • Reliability, Risk and Safety (literal)
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  • pp. 746–753 (ISBN 978-0-415-60427-7). (literal)
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  • A widely used model to describe deterioration processes, whose growth rate depends only on the age of the item and not on the accumulated damage, is the non-stationary Gamma process. This process, however, is not a proper choice when there is an empirical evidence that the variance-to-mean ratio of the process varies with time. In this paper, we propose a generalization of the non-stationary Gamma process which can be viewed as a time discretization of the extended Gamma process. The proposed model allows one to describe time-dependent deterioration processes whose variance varies with time, not necessarily in proportion to the mean. Both an estimation procedure of the model parameters and a test for assessing whether the assumption of the Gamma process can be rejected or not are discussed. The proposed model has been applied to a real dataset consisting of the sliding wear data of four metal alloy specimens. (literal)
Note
  • Google Scholar (literal)
  • Scopu (literal)
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  • 1) Università di Salerno, Fisciano (SA); 2) Istituto Motori, CNR, Napoli. (literal)
Titolo
  • A time-discrete extended Gamma process for deterioration processes (literal)
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  • Reliability, Risk and Safety (literal)
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  • 978-0-415-60427-7 (literal)
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  • Ale, Papazoglou & Zio (literal)
Abstract
  • A widely used model to describe deterioration processes, whose growth rate depends only on the age of the item and not on the accumulated damage, is the non-stationary Gamma process. This process, however, is not a proper choice when there is an empirical evidence that the variance-to-mean ratio of the process varies with time. In this paper, we propose a generalization of the non-stationary Gamma process which can be viewed as a time discretization of the extended Gamma process. The proposed model allows one to describe time-dependent deterioration processes whose variance varies with time, not necessarily in proportion to the mean. Both an estimation procedure of the model parameters and a test for assessing whether the assumption of the Gamma process can be rejected or not are discussed. The proposed model has been applied to a real dataset consisting of the sliding wear data of four metal alloy specimens. (literal)
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