A time-discrete and zero-adjusted gamma process model with application to degradation analysis
文献类型：期刊论文
| 作者 | Song, Kai3,4; Shi, Jian3,4; Yi, Xiaojian1,2,4 |
| 刊名 | PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
 |
| 出版日期 | 2020-12-15 |
| 卷号 | 560页码:10 |
| 关键词 | Gamma process Zero-adjusted Time-discrete Goodness-of-fit Predictive performance |
| ISSN号 | 0378-4371 |
| DOI | 10.1016/j.physa.2020.125180 |
| 英文摘要 | The standard gamma process is widely used for degradation modelling when the degradation paths are always positive and strictly increasing. Nevertheless, the standard gamma process is considered inappropriate if the observed sample paths are horizontal over several time intervals. Motivated by this phenomenon, we develop a time-discrete and zero-adjusted gamma process model. Statistical inference method of this model is then proposed. To illustrate our proposed model, both simulation study and real data analysis are conducted, whose results demonstrate that the proposed model has satisfactory fit performance and predictive performance. (c) 2020 Elsevier B.V. All rights reserved. |
| 资助项目 | National Natural Science Foundation of China[71801196] ; National Major Project from Shanghai Nuclear Engineering Research & Design Institute, China[2017ZX06002006] ; China Postdoctoral Science Foundation[2018M631606] |
| WOS研究方向 | Physics |
| 语种 | 英语 |
| WOS记录号 | WOS:000580429800034 |
| 出版者 | ELSEVIER |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/52328]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Shi, Jian; Yi, Xiaojian |
| 作者单位 | 1.Beijing Inst Technol, Sch Mechatron Engn, Beijing, Peoples R China 2.China North Vehicle Res Inst, Dept Overall Technol, Beijing, Peoples R China 3.Univ Chinese Acad Sci, Sch Math Sci, Beijing, Peoples R China 4.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China |
| 推荐引用方式 GB/T 7714 | Song, Kai,Shi, Jian,Yi, Xiaojian. A time-discrete and zero-adjusted gamma process model with application to degradation analysis[J]. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS,2020,560:10. |
| APA | Song, Kai,Shi, Jian,&Yi, Xiaojian.(2020).A time-discrete and zero-adjusted gamma process model with application to degradation analysis.PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS,560,10. |
| MLA | Song, Kai,et al."A time-discrete and zero-adjusted gamma process model with application to degradation analysis".PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 560(2020):10. |
入库方式： OAI收割
来源：数学与系统科学研究院
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