A parametric lifetime model for a multicomponents system with spatial interactions

Franck Corset (1) , Mitra Fouladirad (2) , Christian Paroissin (3) , Emmanuel Remy (4)

1 FIGAL - Fiabilité et Géométrie Aléatoire
2 LM2S - Laboratoire Modélisation et Sûreté des Systèmes
3 LMAP - Laboratoire de Mathématiques et de leurs Applications [Pau]
4 EDF R&D - EDF R&D

In this paper, we consider a system made of n components displayed on a structure (eg, a steel plate). We define a parametric model for the hazard function, which includes covariates and spatial interaction between components. The state (nonfailed or failed) of each component is observed at some inspection times. From these data, we consider the problem of model parameter estimation. To achieve this, we suggest to use the SEM algorithm based on a pseudo‐likelihood function. A definition for the time‐to‐failure of the system is given, generalizing the classical cases. A study based on numerical simulations is provided to illustrate the proposed approach.

Mots clés: Parameter estimation Pseudo-likelihood SEM algorithm Spatial physical interaction; Parameter estimation; Pseudo-likelihood; SEM algorithm; Spatial physical interaction

Domaines: Performance et fiabilité [cs.PF]; Statistiques [math.ST]

Franck Corset, Mitra Fouladirad, Christian Paroissin, Emmanuel Remy. A parametric lifetime model for a multicomponents system with spatial interactions. Applied Stochastic Models in Business and Industry, 2018, 35 (2), pp.221-233. ⟨10.1002/asmb.2449⟩. ⟨hal-02290382⟩