Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/161806
Authors: 
Mergenthaler, Wolfgang
Jaroszewski, Daniel
Feller, Sebastian
Laumann, Larissa
Year of Publication: 
2016
Citation: 
[Journal:] Decision Analytics [ISSN:] 2193-8636 [Volume:] 3 [Year:] 2016 [Issue:] 1 [Pages:] 1-18
Abstract: 
In many industrial situations, where systems must be monitored using data recorded throughout a historical period of observation, one cannot fully rely on sensor data, but often only has event data to work with. This, in particular, holds for legacy data, whose evaluation is of interest to systems analysts, reliability planners, maintenance engineers etc. Event data, herein defined as a collection of triples containing a time stamp, a failure code and eventually a descriptive text, can best be evaluated by using the paradigm of joint renewal processes. The present paper formulates a model of such a process, which proceeds by means of state dependent event rates. The system state is defined, at each point in time, as the vector of backward times, whereby the backward time of an event is the time passed since the last occurrence of this event. The present paper suggests a mathematical model relating event rates linearly to the backward times. The parameters can then be estimated by means of the method of moments. In a subsequent step, these event rates can be used in a Monte-Carlo simulation to forecast the numbers of occurrences of each failure in a future time interval, based on the current system state. The model is illustrated by means of an example. As forecasting system malfunctions receives increasingly more attention in light of modern conditionbased maintenance policies, this approach enables decision makers to use existing event data to implement state dependent maintenance measures.
Subjects: 
Renewal processes
Linear damage accumulation
Renewal equation
Moment method
Persistent Identifier of the first edition: 
Creative Commons License: 
http://creativecommons.org/licenses/by/4.0/
Document Type: 
Article
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