A Bayesian framework for accelerated reliability growth testing with multiple sources of uncertainty

Reliability growth tests are often used for achieving a target reliability for complex systems via multiple test‐fix stages with limited testing resources. Such tests can be sped up via accelerated life testing (ALT) where test units are exposed to harsher‐than‐normal conditions. In this paper, a Bayesian framework is proposed to analyze ALT data in reliability growth. In particular, a complex system with components that have multiple competing failure modes is considered, and the time to failure of each failure mode is assumed to follow a Weibull distribution. We also assume that the accelerated condition has a fixed time scaling effect on each of the failure modes. In addition, a corrective action with fixed ineffectiveness can be performed at the end of each stage to reduce the occurrence of each failure mode. Under the Bayesian framework, a general model is developed to handle uncertainty on all model parameters, and several special cases with some parameters being known are also studied. A simulation study is conducted to assess the performance of the proposed models in estimating the final reliability of the system and to study the effects of unbiased and biased prior knowledge on the system‐level reliability estimates.     

Remaining Life Prediction Based on Wiener Processes with ADT Prior Information

Precisely predicting the remaining life for an individual plays an important role in condition‐based maintenance, so Bayesian inference method, which can integrate useful data from several sources to improve the prediction accuracy, has became a research hot. Aiming at the situation that accelerated degradation tests have been widely applied to assess the reliability of products, a remaining life prediction method based on Bayesian inference by taking accelerated degradation data as prior information is proposed. A Wiener process with random drift, diffusion parameters is used to model degradation data, and conjugate prior distributions of random parameters are adopted. To solve the problem that it is hard to estimate the hyper parameters from accelerated degradation data using an Expectation Maximization algorithm, a data extrapolation method is developed. With acceleration factors, degradation data are extrapolated from accelerated stress levels to the normal use stress level. Acceleration factor constant hypothesis is used to deduce the expression of acceleration factor for a Wiener degradation model. Besides, simulation tests are designed to validate the proposed method. The method of constructing the confidence levels for the remaining life predictions is also provided. Finally, a case study is used to illustrate the application of our developed method. Copyright © 2015 John Wiley & Sons, Ltd.     

A general Bayes weibull inference model for accelerated life testing

This article presents the development of a general Bayes inference model for accelerated life testing. The failure times at a constant stress level are assumed to belong to a Weibull distribution, but the specification of strict adherence to a parametric time-transformation function is not required. Rather, prior information is used to indirectly define a multivariate prior distribution for the scale parameters at the various stress levels and the common shape parameter. Using the approach, Bayes point estimates as well as probability statements for use-stress (and accelerated) life parameters may be inferred from a host of testing scenarios. The inference procedure accommodates both the interval data sampling strategy and type I censored sampling strategy for the collection of ALT test data. The inference procedure uses the well-known MCMC (Markov Chain Monte Carlo) methods to derive posterior approximations. The approach is illustrated with an example.     

Accelerated Life Testing (ALT) Design Based on Computational Reliability Analysis

Accelerated life testing (ALT) design is usually performed based on assumptions of life distributions, stress–life relationship, and empirical reliability models. Time‐dependent reliability analysis on the other hand seeks to predict product and system life distribution based on physics‐informed simulation models. This paper proposes an ALT design framework that takes advantages of both types of analyses. For a given testing plan, the corresponding life distributions under different stress levels are estimated based on time‐dependent reliability analysis. Because both aleatory and epistemic uncertainty sources are involved in the reliability analysis, ALT data is used in this paper to update the epistemic uncertainty using Bayesian statistics. The variance of reliability estimation at the nominal stress level is then estimated based on the updated time‐dependent reliability analysis model. A design optimization model is formulated to minimize the overall expected testing cost with constraint on confidence of variance of the reliability estimate. Computational effort for solving the optimization model is minimized in three directions: (i) efficient time‐dependent reliability analysis method; (ii) a surrogate model is constructed for time‐dependent reliability under different stress levels; and (iii) the ALT design optimization model is decoupled into a deterministic design optimization model and a probabilistic analysis model. A cantilever beam and a helicopter rotor hub are used to demonstrate the proposed method. The results show the effectiveness of the proposed ALT design optimization model. Copyright © 2015 John Wiley & Sons, Ltd.     

Reliability Estimation for Accelerated Life Tests Based on a Cox Proportional Hazard Model with Error Effect

In this paper, a Cox proportional hazard model with error effect applied on the study of an accelerated life test is investigated. Statistical inference under Bayesian methods by using the Markov chain Monte Carlo techniques is performed in order to estimate the parameters involved in the model and predict reliability in an accelerated life testing. The proposed model is applied to the analysis of the knock sensor failure time data in which some observations in the data are censored. The failure times at a constant stress level are assumed to be from a Weibull distribution. The analysis of the failure time data from an accelerated life test is used for the posterior estimation of parameters and prediction of the reliability function as well as the comparisons with the classical results from the maximum likelihood estimation. Copyright © 2017 John Wiley & Sons, Ltd.     

Bayesian Analysis of Step‐Stress Accelerated Life Test with Exponential Distribution

In this article, we propose a general Bayesian inference approach to the step‐stress accelerated life test with type II censoring. We assume that the failure times at each stress level are exponentially distributed and the test units are tested in an increasing order of stress levels. We formulate the prior distribution of the parameters of life‐stress function and integrate the engineering knowledge of product failure rate and acceleration factor into the prior. The posterior distribution and the point estimates for the parameters of interest are provided. Through the Markov chain Monte Carlo technique, we demonstrate a nonconjugate prior case using an industrial example. It is shown that with the Bayesian approach, the statistical precision of parameter estimation is improved and, consequently, the required number of failures could be reduced. Copyright © 2011 John Wiley & Sons, Ltd.     

A Bayesian Predictive Analysis of Step‐Stress Accelerated Tests in Gamma Degradation‐Based Processes

Degradation modeling might be an alternative to the conventional life test in reliability assessment for high quality products. This paper develops a Bayesian approach to the step‐stress accelerated degradation test. Reliability inference of the population is made based on the posterior distribution of the underlying parameters with the aid of Markov chain Monte Carlo method. Further sequential reliability inference on individual product under normal condition is also proposed. Simulation study and an illustrative example are presented to show the appropriateness of the proposed method. Copyright © 2017 John Wiley & Sons, Ltd.     

Index to Volume 32

ABSTRACT

Most of the recently developed methods on optimum planning for accelerated life tests (ALT) involve “guessing” values of parameters to be estimated, and substituting such guesses in the proposed solution to obtain the final testing plan. In reality, such guesses may be very different from true values of the parameters, leading to inefficient test plans. To address this problem, we propose a sequential Bayesian strategy for planning of ALTs and a Bayesian estimation procedure for updating the parameter estimates sequentially. The proposed approach is motivated by ALT for polymer composite materials, but are generally applicable to a wide range of testing scenarios. Through the proposed sequential Bayesian design, one can efficiently collect data and then make predictions for the field performance. We use extensive simulations to evaluate the properties of the proposed sequential test planning strategy. We compare the proposed method to various traditional non-sequential optimum designs. Our results show that the proposed strategy is more robust and efficient, as compared to existing non-sequential optimum designs. Supplementary materials for this article are available online.     

Inference for step-stress plan with Khamis-Higgins model under type-II censored Weibull data

The accelerated life testing (ALT) is frequently used in examining the component reliability and acceptance testing. The ALT is carried out by exposing the unit to higher stress levels in order to observe data faster than those are producing under the normal conditions. The simple step-stress model based on type-II censoring Weibull lifetimes is studied here. In addition, the lifetimes satisfy Khamis-Higgins model assumption. In this paper, Bayesian approaches are developed for estimating the model parameters and predicting times to failure of future censored of the simple step-stress model from Weibull distribution using Khamis-Higgins model. The main goal of this work consists of two parts. First, the Bayesian estimation of the unknown parameters involved in the model is considered by adopting Devroye method to generate log-concave densities within sampling-based algorithm under different loss functions. The Bayes and highest posterior density credible intervals are then established. Second, the estimation of the posterior predictive density of the future lifetimes are discussed to obtain the point and prediction intervals with a given coverage probability. Monte Carlo simulation is performed to check the efficiency of the developed procedures and analyze a real data set for illustrative purposes.     

Discrimination between accelerated life models via Approximate Bayesian Computation

Accelerated life testing (ALT) is widely used in high-reliability product estimation to get relevant information about an item's performance and its failure mechanisms. To analyse the observed ALT data, reliability practitioners need to select a suitable accelerated life model based on the nature of the stress and the physics involved. A statistical model consists of (i) a lifetime distribution that represents the scatter in product life and (ii) a relationship between life and stress. In practice, several accelerated life models could be used for the same failure mode and the choice of the best model is far from trivial. For this reason, an efficient selection procedure to discriminate between a set of competing accelerated life models is of great importance for practitioners. In this paper, accelerated life model selection is approached by using the Approximate Bayesian Computation (ABC) method and a likelihood-based approach for comparison purposes. To demonstrate the efficiency of the ABC method in calibrating and selecting accelerated life model, an extensive Monte Carlo simulation study is carried out using different distances to measure the discrepancy between the empirical and simulated times of failure data. Then, the ABC algorithm is applied to real accelerated fatigue life data in order to select the most likely model among five plausible models. It has been demonstrated that the ABC method outperforms the likelihood-based approach in terms of reliability predictions mainly at lower percentiles particularly useful in reliability engineering and risk assessment applications. Moreover, it has shown that ABC could mitigate the effects of model misspecification through an appropriate choice of the distance function.     

A Bayes approach to reliability prediction utilizing data from accelerated life tests and field failure observations

A Bayes approach is proposed to improve product reliability prediction by integrating failure information from both the field performance data and the accelerated life testing data. It is found that a product's field failure characteristic may not be directly extrapolated from the accelerated life testing results because of the variation of field use condition that cannot be replicated in the lab‐test environment. A calibration factor is introduced to model the effect of uncertainty of field stress on product lifetime. It is useful when the field performance of a new product needs to be inferred from its accelerated life test results and this product will be used in the same environment where the field failure data of older products are available. The proposed Bayes approach provides a proper mechanism of fusing information from various sources. The statistical inference procedure is carried out through the Markov chain Monte Carlo method. An example of an electronic device is provided to illustrate the use of the proposed method. Copyright © 2008 John Wiley & Sons, Ltd.     

Bayesian optimized collection strategies for fatigue strength testing

A statistical framework is presented enabling optimal sampling and analysis of constant life fatigue data. Protocols using Bayesian maximum entropy sampling are built based on conventional staircase and stress step methods, reducing the requirement of prior knowledge for data collection. The Bayesian Staircase method shows improved parameter estimation efficiency, and the Bayesian Stress Step method shows equal accuracy to the standard method at larger step size allowing experimentalists to lessen concerns of loading history. Statistical methods for determining model suitability are shown, highlighting the influence of protocol. Experimental validation is performed, showing the applicability of the methods in laboratory testing.     

Sensibility of Bayesian inference methods for reliability prediction of ageing systems,case of Diesel locomotives

This paper addresses the problem of reliability analysis of in-service identical systems when a limited number of lifetime data is available compared to censored ones. Lifetime (resp. censored) data characterise the life of failed (resp. non-failed) systems in the sample. Because, censored data induce biassed estimators of reliability model parameters, a methodology approach is proposed to overcome this inconvenience and improve the accuracy of the parameter estimation based on Bayesian inference methods. These methods combine, in an effective way, system’s life data and expert opinions learned from failure diagnosis of similar systems. Three Bayesian inference methods are considered: Classical Bayesian, Extended Bayesian and Bayesian Restoration Maximisation methods. Given a sample of lifetime data, simulated according to prior opinions of maintenance expert, a sensibility analysis of each Bayesian method is performed. Reliability analysis of critical subsystems of Diesel locomotives is established under the proposed methodology approach. The relevance of each Bayesian inference methods with respect to collected reliability data of critical subsystems and expert opinions is discussed.     

A literature review on planning and analysis of accelerated testing for reliability assessment

Accelerated testing has been widely used for several decades. Started with accelerated life tests with constant‐stress loadings, more interest has been focused prominently on accelerated degradation tests and time‐varying stress loadings. Because accelerated testing is crucial to the assessment of product reliability and the design of warranty policy, it is important to develop an efficacious test plan that encompasses and addresses important issues, such as design of stress profiles, sample allocation, test duration, measurement frequency, and budget constraint. In recent years, extensive research has been conducted on the optimal design of accelerated testing plans, and the consideration of multiple stresses with interactions has become a big challenge in such experimental designs. The purpose of this study is to provide a comprehensive review of important methods for statistical inference and optimal design of accelerated testing plans by compiling the existing body of knowledge in the area of accelerated testing. In this work, different types of test planning strategies are categorized, and their drawbacks and the research trends are provided to assist researchers and practitioners in conducting new research in this area.     

A general accelerated life model for step-stress testing

In this paper we propose a general accelerated life model for step-stress testing and present a general likelihood function formulation for step-stress models that use both Weibull and lognormal distributions. The proposed model is also applicable to any life distribution in which the stress level only changes the scale parameter of the distribution, and can also be extended to multiple-stress as well as profiled testing patterns. Algorithms for fitting and testing such models are described and illustrated. The model provides a convenient way to interpret the step-stress accelerated life testing results. The practical use of the proposed statistical inference model is demonstrated by a case study.     

An Automated Penetration Semantic Knowledge Mining Algorithm Based on Bayesian Inference

Mining penetration testing semantic knowledge hidden in vast amounts of raw penetration testing data is of vital importance for automated penetration testing. Associative rule mining, a data mining technique, has been studied and explored for a long time. However, few studies have focused on knowledge discovery in the penetration testing area. The experimental result reveals that the long-tail distribution of penetration testing data nullifies the effectiveness of associative rule mining algorithms that are based on frequent pattern. To address this problem, a Bayesian inference based penetration semantic knowledge mining algorithm is proposed. First, a directed bipartite graph model, a kind of Bayesian network, is constructed to formalize penetration testing data. Then, we adopt the maximum likelihood estimate method to optimize the model parameters and decompose a large Bayesian network into smaller networks based on conditional independence of variables for improved solution efficiency. Finally, irrelevant variable elimination is adopted to extract penetration semantic knowledge from the conditional probability distribution of the model. The experimental results show that the proposed method can discover penetration semantic knowledge from raw penetration testing data effectively and efficiently.     

Statistical inference on progressive-stress accelerated life testing for the logistic exponential distribution under progressive type-II censoring

The accelerated life testing (ALT) is an efficient approach and has been used in several fields to obtain failure time data of test units in a much shorter time than testing at normal operating conditions. In this article, a progressive-stress ALT under progressive type-II censoring is considered when the lifetime of test units follows logistic exponential distribution. We assume that the scale parameter of the distribution satisfying the inverse power law. First, the maximum likelihood estimates of the model parameters and their approximate confidence intervals are obtained. Next, we obtain Bayes estimators under squared error loss function with the help of Metropolis-Hasting (MH) algorithm. We also derive highest posterior density (HPD) credible intervals of the model parameters. Monte Carlo simulations are performed to compare the performances of the proposed methods of estimation. Finally, one data set has been analyzed for illustrative purposes.     

A Bayesian generalized Eyring-Weibull accelerated life testing model

In this paper, a novel approach to a Bayesian accelerated life testing model is presented. The Weibull distribution is used as the life distribution and the generalized Eyring model as the time transformation function. This is a model that allows for the use of more than one stressor, whereas other commonly used acceleration models, such as the Arrhenius and power law models, incorporate one stressor. The use of the generalized Eyring-Weibull model developed in this paper is demonstrated in a case study, where Markov chain Monte Carlo methods are utilized to generate samples for posterior inference.     

Markov Chains: Gibbs Fields,Monte Carlo Simulation,and Queues

In this work we will provide a monitoring scheme for the mean of an autocorrelated process which can experience bidirectional jumps of random size and occurrence and has a steady state. Our interest focuses in the start up phase and short-run scenarios, where traditional SPC techniques fail to provide formal testing. Furthermore, we will provide a framework where prior information regarding the process can be employed. These will be achieved by adopting a Bayesian sequentially updated scheme that will allow inference in an online fashion. The performance of the proposed model will be compared against other methods which can be applied in similar settings. A simulation study along with a real data application from the dairy business will conclude this work. Supplemental files are available online, with technical details and the code for applying the proposed methodology in R.     

An inference method for temperature step‐stress accelerated life testing

This paper deals with step‐stress accelerated life testing. It presents a practical method to analyse temperature step‐stress accelerated life test data. The Arrhenius model is considered. Activation energy and failure rate under operational conditions are estimated both graphically and using maximum likelihood. Applications on simulated data and on real data are presented. Copyright © 2001 John Wiley & Sons, Ltd.