Non-parametric Bayesian approach to modelling system reliability
Project/Area Number |
18K04621
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Research Category |
Grant-in-Aid for Scientific Research (C)
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Allocation Type | Multi-year Fund |
Section | 一般 |
Review Section |
Basic Section 25010:Social systems engineering-related
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Research Institution | Waseda University |
Principal Investigator |
Hayakawa Yu 早稲田大学, 国際学術院, 教授 (80398916)
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Project Period (FY) |
2018-04-01 – 2023-03-31
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Project Status |
Completed (Fiscal Year 2022)
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Budget Amount *help |
¥2,860,000 (Direct Cost: ¥2,200,000、Indirect Cost: ¥660,000)
Fiscal Year 2020: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2019: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2018: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
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Keywords | System reliability / Bayesian non-parametrics / Gamma process / Bathtub hazard rate / Warranty analysis / Geometric-like process / Alpha-Series process / Gammpa process / Non-parametric Bayesian / Hazard rate function / Geometric-like processes / Alpha-Serice process / Mean value function / Mean value funciton / Capture-recapture / Biclustering / system reliability / non-parametric Bayesian / failure models / warranty analysis / capture-recapture / biclustering / non-parametric Bayes |
Outline of Final Research Achievements |
Richard Arnold, Stefanka Chukova and Yu Hayakawa have carried out a work on modelling system from a Bayesian non-parametric perspective. Hazard rate functions of natural and manufactured systems often show a bathtub shaped hazard rate. Parametric modelling of such hazard rate functions can lead to unnecessarily restrictive assumptions on the function shape. We have extended Lo and Weng (1989) approach and specified four non-parametric bathtub hazard rate functions drawn from Gamma Process Priors. We use a gamma-scaled Dirichlet Process prior to construct the Gamma Process Prior, and have implemented simulation and inference for these four models. We and Sarah Marshall also worked on other projects on geometric-like processes, the alternating alpha-series process, nonzero repair times dependent on the failure hazard, mean and variance of an alternating geometric process, and delayed reporting of faults in warranty claims. These projects are complementary to our original goals.
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Academic Significance and Societal Importance of the Research Achievements |
Based on work done by Lo and Weng (1989), we use Gamma process prior to specify non-parametric hazard rate functions. We have implemented simulation and inference for four bathtub hazard rate models. Our use of the translated Gamma Process prior for the log-convex hazard rate model is novel.
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Report
(6 results)
Research Products
(36 results)
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[Presentation] Alternating Alpha-Series Process2021
Author(s)
Yu Hayakawa (Authors: Richard Arnold, Stefanka Chukova, Yu Hayakawa and Sarah Marshall)
Organizer
4)Reliability and Maintenance Engineering Summit 2021 (RMES 2021)
Related Report
Int'l Joint Research
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