Modeling Time Scales of Multivariate Lifetime Data

• Project/Area Number: 15K00042
• Research Category: Grant-in-Aid for Scientific Research (C)
• Allocation Type: Multi-year Fund
• Section: 一般
• Research Field: Statistical science
• Research Institution: The University of Electro-Communications
• Principal Investigator: Yamamoto Watalu 電気通信大学, 大学院情報理工学研究科, 准教授 (30303027)
• Project Period (FY): 2015-04-01 – 2020-03-31
• Project Status: Completed (Fiscal Year 2019)
• Budget Amount: ¥4,550,000 (Direct Cost: ¥3,500,000、Indirect Cost: ¥1,050,000); Fiscal Year 2019: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000); Fiscal Year 2018: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000); Fiscal Year 2017: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000); Fiscal Year 2016: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000); Fiscal Year 2015: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
• Keywords: 多変量寿命データ / 時間尺度関数 / セミパラメトリック法 / 信頼性工学 / オンラインモニタリングデータ / オンラインモニタリング / 寿命分布 / 時間尺度 / 再生過程 / 累積曝露モデル

Outline of Final Research Achievements

This project begins with an improvement of the analysis of multivariate lifetime data using time scale functions. The existing procedure has a certain advantage that it doesn't assume parametric models for joint distributions. We propose to standardize marginal distributions using mean estimates from Kaplan-Meier estimates. We also establish the relationships among multiplicative time scale functions and cumulative exposure models. The former is an approximation to the joint moment generating function of the latter. This fact can be used to provide the initial values to the iterative estimation procedure of cumulative exposure models. We proposed also an algorithm for sparse estimation on cumulative exposure models.

Academic Significance and Societal Importance of the Research Achievements

多変量の寿命データに同時分布を仮定して解析するアプローチは、変量間の関係を柔軟に定式化できる多変量寿命分布が少なく、一定の限界を迎えていた。また監視技術のコモディティ化と情報通信ネットワークの普及により、オンラインモニタリングを導入する敷居がとても低くなり、常時稼働する製品やシステムを中心に、多くのオンラインモニタリングデータが得られるようになってきた。そこで本研究では、周辺分布にパラメトリックな分布を仮定せずに、多変量の寿命データに対して、時間尺度関数を仮定した解析を行うことができる推定方法に着目し、その適用範囲の拡大や、オンラインモニタリングデータの解析についての研究を行いたいと考えた。

Research Products

• [Journal Article] Anomaly Detection from Online Monitoring of System Operations Using Recurrent Neural Network (2019)
  • Author(s): Taiki Kubota, Watalu Yamamoto
  • Journal Title: Procedia Manufacturing Volume: 30 Pages: 83-89
  • DOI: 10.1016/j.promfg.2019.02.013
  • Peer Reviewed / Open Access
• [Journal Article] Optimal policy for periodic inspections with flexible imperfect inspection frequencies (2019)
  • Author(s): Lu Jin, Naoaki Koyama, Watalu Yamamoto
  • Journal Title: Total Quality Science Volume: 4 Pages: 128-137
  • Peer Reviewed
• [Journal Article] Optimal Inspection Policy for Scheduled Maintenance of Aging Systems (2017)
  • Author(s): Jin, L. and Yamamoto, W.
  • Journal Title: International Journal of Industrial Engineering: Theory, Applications and Practice Volume: 24 Pages: 99-111
  • Peer Reviewed
• [Journal Article] Adaptive Age Replacement Using On-Line Monitoring (2017)
  • Author(s): Jin, L. and Yamamoto, W.
  • Journal Title: Procedia Engineering Volume: 174 Pages: 117-125
  • DOI: 10.1016/j.proeng.2017.01.177
  • Peer Reviewed / Open Access
• [Journal Article] Analyzing Claim Data for Detecting Major Quality Problems and Examining Effectiveness of Actions Taken (2016)
  • Author(s): Meena Watcharathiansakul, Watalu Yamamoto, Kazuyuki Suzuki
  • Journal Title: 信頼性 Volume: 6 Pages: 389-400
  • Peer Reviewed / Int'l Joint Research
• [Presentation] Estimation of Parameters of Heterogeneous Superimposed Renewal Processes (2019)
  • Author(s): Watalu Yamamoto, Yang Li
  • Organizer: International Conference on Mathematical Methods in Reliability
  • Int'l Joint Research / Invited
• [Presentation] 線形時間尺度関数の推定のためのスケール変換について (2019)
  • Author(s): 山本渉、金路
  • Organizer: ２０１９年度統計関連学会連合大会
• [Presentation] 品質管理と数学と統計と情報と (2019)
  • Author(s): 山本渉
  • Organizer: 日本品質管理学会第49回年次大会
• [Presentation] Integrated Inspection Policies for Systems with Increasing Failure Rates (2018)
  • Author(s): Lu Jin, Watalu Yamamoto
  • Organizer: 2018 Asia-Pacific International Symposium on Advanced Reliability and Maintenance Modeling & 2018 International Conference on Quality, Reliability, Risk, Maintenance, and Safety Engineering
  • Int'l Joint Research
• [Presentation] A Likelihood Inference on Superimposed Renewal Processes (2018)
  • Author(s): Watalu Yamamoto
  • Organizer: 2018 Asia-Pacific International Symposium on Advanced Reliability and Maintenance Modeling & 2018 International Conference on Quality, Reliability, Risk, Maintenance, and Safety Engineering
  • Int'l Joint Research
• [Presentation] Estimation of inter-event time distribution based on superimposed renewal processes (2018)
  • Author(s): Watalu Yamamoto, Kanako Fujita
  • Organizer: 16th Asian Network for Quality Congress 2018
  • Int'l Joint Research
• [Presentation] Anomaly Detection from Online Monitoring os System Operations Using Recurrent Neural Network (2018)
  • Author(s): Taiki Kubota, Watalu Yamamoto
  • Organizer: Global Congress on Manufacturing and Management 2018
  • Int'l Joint Research
• [Presentation] 重畳再生過程に基づくイベント発生間隔分布の推定 (2018)
  • Author(s): 山本渉、藤田奏子
  • Organizer: 第48回 信頼性・保全性シンポジウム
• [Presentation] 重畳再生過程の統計的推測 (2018)
  • Author(s): 藤田奏子、金路、山本渉
  • Organizer: 日本品質管理学会第116回研究発表会
• [Presentation] Automatic stratification for survival regression analysis based on clustering technique (2017)
  • Author(s): W. Yamamoto
  • Organizer: The 15th Asian Network for Quality Congress 2017 Kathmandu (ANQ 2017)
  • Int'l Joint Research
• [Presentation] Approximate log-linear cumulative exposure models (2017)
  • Author(s): W. Yamamoto and L. Jin
  • Organizer: , The 10th International Conference on Mathematical Methods in Reliability (MMR 2017)
  • Int'l Joint Research / Invited
• [Presentation] 累積曝露モデルと共変量過程の従属性 (2017)
  • Author(s): 山本渉
  • Organizer: 2017年度統計関連学会連合大会
• [Presentation] 累積曝露モデルのためのスパース推定法の提案 (2017)
  • Author(s): 李洋, 山本渉
  • Organizer: 日本品質管理学会 第113回研究発表会
• [Presentation] Cumulative Exposure Model and Adaptive Maintenance (2016)
  • Author(s): Watalu Yamamoto
  • Organizer: 2016 CSA & NCCU Joint Statistical Meetings
  • Place of Presentation: 台北, 台湾
  • Year and Date: 2016-12-09
  • Invited
• [Presentation] On time unit equivariance of linear time scale model, (2016)
  • Author(s): Watalu Yamamoto and Masaaki Tsumura
  • Organizer: The 14th Asian Network for Quality Congress 2016
  • Place of Presentation: ウラジオストク, ロシア
  • Year and Date: 2016-09-21
  • Int'l Joint Research
• [Presentation] On monitoring customer claims using CUSUM procedure for QCMM (2016)
  • Author(s): Meena Watchrathiansakul, Watalu Yamamoto, and Kazuyuki Suzuki
  • Organizer: The 14th Asian Network for Quality Congress 2016
  • Place of Presentation: ウラジオストク, ロシア
  • Year and Date: 2016-09-21
  • Int'l Joint Research
• [Presentation] Approximate cumulative exposure models (2016)
  • Author(s): Watalu Yamamoto
  • Organizer: Advanced Reliability and Maintenance Modeling VII
  • Place of Presentation: ソウル, 韓国
  • Year and Date: 2016-08-24
  • Int'l Joint Research
• [Presentation] A MGF Based Approximation to Cumulative Exposure Models (2016)
  • Author(s): Watalu Yamamoto and Lu Jin
  • Organizer: XIth International Workshop on Intelligent Statistical Quality Control 2016
  • Place of Presentation: ハンブルグ, ドイツ
  • Year and Date: 2016-08-16
  • Int'l Joint Research / Invited
• [Presentation] 累積曝露量モデルによる寿命分布の時間尺度の構築とその近似 (2015)
  • Author(s): 山本渉
  • Organizer: 2015年度統計関連学会連合大会
  • Place of Presentation: 岡山大学（岡山県岡山市）
  • Year and Date: 2015-09-07
• [Presentation] Time Scales for Online Monitoring Data (2015)
  • Author(s): Watalu Yamamoto
  • Organizer: The Ninth International Conference on Mathematical Methods in Reliability
  • Place of Presentation: 筑波大学東京キャンパス（東京都文京区）
  • Year and Date: 2015-06-01
  • Int'l Joint Research / Invited
• [Book] Frontiers in Statistical Quality Control 12 (2018)
  • Author(s): Watalu Yamamoto, Lu Jin (Knoth, Sven, Schmid, Wolfgang (Eds.))
  • Total Pages: 366
  • Publisher: Springer International Publishing
  • ISBN: 9783319752945
• [Book] Frontiers in Statistical Quality Control 11 (2015)
  • Author(s): Watalu Yamamoto , Kazuki Takeshita
  • Total Pages: 14
  • Publisher: Springer