The Experts below are selected from a list of 99 Experts worldwide ranked by ideXlab platform
Xiaowei Chen - One of the best experts on this subject based on the ideXlab platform.
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variation analysis of uncertain stationary Independent Increment processes
European Journal of Operational Research, 2012Co-Authors: Xiaowei ChenAbstract:A stationary Independent Increment process is an uncertain process with stationary and Independent Increments. This paper aims to calculate the variance of stationary Independent Increment processes, and gains that, for each fixed time, the variance is a constant multiplying the square of time. Based on this result, it is proved that the total variation of stationary Independent Increment process with finite variance is bounded almost surely. Besides, the quadratic variation of stationary Independent Increment process with finite variance is 0 almost surely and in mean.
Qiong Wu - One of the best experts on this subject based on the ideXlab platform.
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degradation reliability modeling based on an Independent Increment process with quadratic variance
Mechanical Systems and Signal Processing, 2016Co-Authors: Zhihua Wang, Huimin Fu, Yongbo Zhang, Qiong Wu, Sridhar KrishnaswamyAbstract:Abstract Degradation testing is an important technique for assessing life time information of complex systems and highly reliable products. Motivated by fatigue crack growth (FCG) data and our previous study, this paper develops a novel degradation modeling approach, in which degradation is represented by an Independent Increment process with linear mean and general quadratic variance functions of test time or transformed test time if necessary. Based on the constructed degradation model, closed-form expressions of failure time distribution (FTD) and its percentiles can be straightforwardly derived and calculated. A one-stage method is developed to estimate model parameters and FTD. Simulation studies are conducted to validate the proposed approach, and the results illustrate that the approach can provide reasonable estimates even for small sample size situations. Finally, the method is verified by the FCG data set given as the motivating example, and the results show that it can be considered as an effective degradation modeling approach compared with the multivariate normal model and graphic approach.
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reliability analysis of degradation with a new Independent Increment process
Journal of Mechanical Science and Technology, 2014Co-Authors: Qiong Wu, Jianzhong Yang, Jingyan WangAbstract:Degradation test is an important method to assess the reliability of complex systems and highly reliable products. The effectiveness of a degradation model depends strongly on the suitability of the model to describe the process. This paper proposes a new degradation model in which the characteristics of the widely used stochastic process and degradation path models are considered simultaneously. According to the proposed model, closed-form expressions of the performance distribution, failure time distribution and their percentiles, as well as reliability, can be obtained easily. A one-stage procedure is then developed to estimate the model parameters, based on which, estimations of the performance distribution, failure time distribution, and reliability are also presented in the paper. Finally, simulation studies are conducted to validate the proposed method. Results suggest that the method provides precise estimates even for zero-failure cases or an extremely small sample size of approximately five.
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Notice of Retraction: Modeling degradation with a new Independent Increment process
2013 International Conference on Quality Reliability Risk Maintenance and Safety Engineering (QR2MSE), 2013Co-Authors: Qiong Wu, Jianzhong Yang, Jingyan WangAbstract:This article has been retracted by the publisher.
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notice of retraction modeling degradation with a new Independent Increment process
International Conference on Quality Reliability Risk Maintenance and Safety Engineering, 2013Co-Authors: Qiong Wu, Jianzhong Yang, Jingyan WangAbstract:Degradation test is an important technique to assess the failure time distribution of complex systems and high reliable products. The effectiveness of a degradation model depends strongly on the appropriateness of the model describing the degradation process. In this paper, a new degradation model is proposed, in which the characteristics of the widely-used stochastic process model and degradation path model are considered simultaneously. Using the proposed degradation model, closed-form expressions of performance distribution, failure time distribution and their percentiles can be obtained easily. Then a one-stage procedure is developed to estimate the model parameters, the performance distribution and failure time distribution. Furthermore, simulation studies are conducted to validate the proposed method, results show that the method provides much precise estimates even for very small sample size of about 5.
Yaxin Zhang - One of the best experts on this subject based on the ideXlab platform.
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Optimal Filtering for Time-Varying Stochastic System With Delay and Multiplicative Noise
IEEE Access, 2019Co-Authors: Shulan Kong, Yaxin ZhangAbstract:This paper pays attention to the problem of optimal filtering for linear continuous time-varying It ô stochastic system with multiple delayed measurements and multiplicative noise. The stochastic analysis and calculus of stochastic variables are employed to analyze and design the optimal filtering. For the It ô stochastic continuous-time system with multiple delayed measurements and multiplicative noise, a delay is first transferred from the state to integral term with the Brownian motion in measurements by solving the stochastic equation of multiplicative noise. Then, based on the delay-free state in measurements and the Independent Increment characteristics of the Brownian motion the optimal filter is derived through the calculation of the conditional expectation. It should be stressed that the optimal filter follows directly from the manipulation of the performance. Finally, a price-volatility feedback rate model in mathematical finance is chosen to demonstrate the design of the optimal filter via the proposed approach in this paper.
Meghan G Donaldson - One of the best experts on this subject based on the ideXlab platform.
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On reporting results from randomized controlled trials with recurrent events
BMC Medical Research Methodology, 2008Co-Authors: Lisa Kuramoto, Boris G Sobolev, Meghan G DonaldsonAbstract:Background Evidence-based medicine has been advanced by the use of standards for reporting the design and methodology of randomized controlled trials (RCT). Indeed, without this information it is difficult to assess the quality of evidence from an RCT. Although a variety of statistical methods are available for the analysis of recurrent events, reporting the effect of an intervention on outcomes that recur is an area that remains poorly understood in clinical research. The purpose of this paper is to outline guidelines for reporting results from RCTs where the outcome of interest is a recurrent event. Methods We used a simulation study to relate an event process and results from analyses of the gamma-Poisson, Independent-Increment, conditional, and marginal Cox models. We reviewed the utility of regression models for the rate of a recurrent event by articulating the associated study questions, preenting the risk sets, and interpreting the regression coefficients. Results Based on a single data set produced by simulation, we reported and contrasted results from statistical methods for evaluating treatment effect from an RCT with a recurrent outcome. We showed that each model has different study questions, assumptions, risk sets, and rate ratio interpretation, and so inferences should consider the appropriateness of the model for the RCT. Conclusion Our guidelines for reporting results from an RCT involving a recurrent event suggest that the study question and the objectives of the trial, such as assessing comparable groups and estimating effect size, should determine the statistical methods. The guidelines should allow clinical researchers to report appropriate measures from an RCT for understanding the effect of intervention on the occurrence of a recurrent event.
Jingyan Wang - One of the best experts on this subject based on the ideXlab platform.
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reliability analysis of degradation with a new Independent Increment process
Journal of Mechanical Science and Technology, 2014Co-Authors: Qiong Wu, Jianzhong Yang, Jingyan WangAbstract:Degradation test is an important method to assess the reliability of complex systems and highly reliable products. The effectiveness of a degradation model depends strongly on the suitability of the model to describe the process. This paper proposes a new degradation model in which the characteristics of the widely used stochastic process and degradation path models are considered simultaneously. According to the proposed model, closed-form expressions of the performance distribution, failure time distribution and their percentiles, as well as reliability, can be obtained easily. A one-stage procedure is then developed to estimate the model parameters, based on which, estimations of the performance distribution, failure time distribution, and reliability are also presented in the paper. Finally, simulation studies are conducted to validate the proposed method. Results suggest that the method provides precise estimates even for zero-failure cases or an extremely small sample size of approximately five.
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Notice of Retraction: Modeling degradation with a new Independent Increment process
2013 International Conference on Quality Reliability Risk Maintenance and Safety Engineering (QR2MSE), 2013Co-Authors: Qiong Wu, Jianzhong Yang, Jingyan WangAbstract:This article has been retracted by the publisher.
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notice of retraction modeling degradation with a new Independent Increment process
International Conference on Quality Reliability Risk Maintenance and Safety Engineering, 2013Co-Authors: Qiong Wu, Jianzhong Yang, Jingyan WangAbstract:Degradation test is an important technique to assess the failure time distribution of complex systems and high reliable products. The effectiveness of a degradation model depends strongly on the appropriateness of the model describing the degradation process. In this paper, a new degradation model is proposed, in which the characteristics of the widely-used stochastic process model and degradation path model are considered simultaneously. Using the proposed degradation model, closed-form expressions of performance distribution, failure time distribution and their percentiles can be obtained easily. Then a one-stage procedure is developed to estimate the model parameters, the performance distribution and failure time distribution. Furthermore, simulation studies are conducted to validate the proposed method, results show that the method provides much precise estimates even for very small sample size of about 5.
