We present a model for correlated failures in multicomponent systems where failed components are repaired. Due to these repairs multiple failures of each component are observable. Repair is instantaneous, but imperfect: in general the component is not returned to the good-as-new condition. Correlation amongst failures and the overall ageing of the system are modelled by treating each component failure as a shock which damages the other components in the system. We construct the likelihood for observations generated by such a system, and show how to simulate from this model. We demonstrate inference of the model parameters with simulated data and two real-world examples.
|ジャーナル||Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability|
|出版物ステータス||Published - 2016 2 1|
ASJC Scopus subject areas
- Safety, Risk, Reliability and Quality