Remaining useful life prediction for hard failures using joint model with extended hazard

In this paper, we investigate a joint modeling method for hard failures where both degradation signals and time‐to‐event data are available. The mixed‐effects model is used to model degradation signals, and extended hazard model is used for the time‐to‐event data. The extended hazard is a general model which includes two well‐known hazard rate models, the Cox proportional hazards model and accelerated failure time model, as special cases. A two‐stage estimation approach is used to obtain model parameters, based on which remaining useful life for the in‐service unit can be predicted. The performance of the method is demonstrated through both simulation studies and a real case study.