This article reviews recent work on testing for the presence of non!stationary unobserved components and presents it in a uni\_ed way[ Tests against random walk components and seasonal components are given and it is shown how the procedures may be extended to multivariate models and models with stru
A dynamic model for component testing
✍ Scribed by I. Kuban Altinel; Süleyman Özekici
- Publisher
- John Wiley and Sons
- Year
- 1997
- Tongue
- English
- Weight
- 75 KB
- Volume
- 44
- Category
- Article
- ISSN
- 0894-069X
No coin nor oath required. For personal study only.
✦ Synopsis
We consider the component testing problem of a system where the main feature is that the component failure rates are not constant parameters, but they change in a dynamic fashion with respect to time. More precisely, each component has a piecewise-constant failure-rate function such that the lifetime distribution is exponential with a constant rate over local intervals of time within the overall mission time. There are several such intervals, and the rates change dynamically from one interval to another. We note that these lifetime distributions can also be used in a more general setting to approximate arbitrary lifetime distributions. The optimal component testing problem is formulated as a semi-infinite linear program. We present an algorithmic procedure to compute optimal test times based on the column-generation technique and illustrate it with a numerical example.
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