Template:Grp model: Difference between revisions
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===The GRP Model=== | === The GRP Model === | ||
In this model, the concept of virtual age is introduced. | |||
In this model, the concept of virtual age is introduced. Let <math>{{t}_{1}},{{t}_{2}},\cdots ,{{t}_{n}}</math> represent the successive failure times and let <math>{{x}_{1}},{{x}_{2}},\cdots ,{{x}_{n}}</math> represent the time between failures ( <math>{{t}_{i}}=\sum_{j=1}^{i}{{x}_{j}})</math> . Assume that after each event, actions are taken to improve the system performance. Let <span class="texhtml">''q''</span> be the action effectiveness factor. There are two GRP models: | |||
Type I: | Type I: | ||
Type II: | ::<span class="texhtml">''v''<sub>''i''</sub> = ''v''<sub>''i'' − 1</sub> + ''q''''x'''''<b><sub>''i''</sub> = ''q'''</b>''t''<sub>''i''</sub></span> | ||
Type II: | |||
::<math>{{v}_{i}}=q({{v}_{i-1}}+{{x}_{i}})={{q}^{i}}{{x}_{1}}+{{q}^{i-1}}{{x}_{2}}+\cdots +{{x}_{i}}</math> | ::<math>{{v}_{i}}=q({{v}_{i-1}}+{{x}_{i}})={{q}^{i}}{{x}_{1}}+{{q}^{i-1}}{{x}_{2}}+\cdots +{{x}_{i}}</math> | ||
where | where <span class="texhtml">''v''<sub>''i''</sub></span> is the virtual age of the system right after <span class="texhtml">''i''</span> th repair. The Type I model assumes that the <span class="texhtml">''i''</span> th repair cannot remove the damage incurred before the ith failure. It can only reduce the additional age <span class="texhtml">''x''<sub>''i''</sub></span> to <span class="texhtml">''q''''x'''''<b><sub>''i''</sub></b></span> . The Type II model assumes that at the <span class="texhtml">''i''</span> th repair, the virtual age has been accumulated to <span class="texhtml">''v''<sub>''i'' − 1</sub> + ''x''<sub>''i''</sub></span> . The <span class="texhtml">''i''</span> th repair will remove the cumulative damage from both current and previous failures by reducing the virtual age to <span class="texhtml">''q''(''v''<sub>''i'' − 1</sub> + ''x''<sub>''i''</sub>)</span> . | ||
The power law function is used to model the rate of recurrence, which is: | The power law function is used to model the rate of recurrence, which is: | ||
::< | ::<span class="texhtml">λ(''t'') = λβ''t''<sup>β − 1</sup></span> | ||
The conditional | The conditional <span class="texhtml">''p''''d''''f''</span> is: | ||
::<math>f({{t}_{i}}|{{t}_{i-1}})=\lambda \beta {{({{x}_{i}}+{{v}_{i-1}})}^{\beta -1}}{{e}^{-\lambda \left[ {{\left( {{x}_{i}}+{{v}_{i-1}} \right)}^{\beta }}-v_{i-1}^{\beta } \right]}}</math> | ::<math>f({{t}_{i}}|{{t}_{i-1}})=\lambda \beta {{({{x}_{i}}+{{v}_{i-1}})}^{\beta -1}}{{e}^{-\lambda \left[ {{\left( {{x}_{i}}+{{v}_{i-1}} \right)}^{\beta }}-v_{i-1}^{\beta } \right]}}</math> | ||
MLE method is used to estimate model parameters. The log likelihood function is [28]: | MLE method is used to estimate the model parameters. The log likelihood function is [[[Appendix: Weibull References|28]]]: | ||
::<math>\begin{align} | ::<math>\begin{align} | ||
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\end{align}</math> | \end{align}</math> | ||
where | where <span class="texhtml">''n''</span> is the total number of events during the entire observation period. <span class="texhtml">''T''</span> is the stop time of the observation. <span class="texhtml">''T'' = ''t''<sub>''n''</sub></span> if the observation stops right after the last event. | ||
Revision as of 16:21, 8 March 2012
The GRP Model
In this model, the concept of virtual age is introduced. Let [math]\displaystyle{ {{t}_{1}},{{t}_{2}},\cdots ,{{t}_{n}} }[/math] represent the successive failure times and let [math]\displaystyle{ {{x}_{1}},{{x}_{2}},\cdots ,{{x}_{n}} }[/math] represent the time between failures ( [math]\displaystyle{ {{t}_{i}}=\sum_{j=1}^{i}{{x}_{j}}) }[/math] . Assume that after each event, actions are taken to improve the system performance. Let q be the action effectiveness factor. There are two GRP models:
Type I:
- vi = vi − 1 + q''xi = qti
Type II:
- [math]\displaystyle{ {{v}_{i}}=q({{v}_{i-1}}+{{x}_{i}})={{q}^{i}}{{x}_{1}}+{{q}^{i-1}}{{x}_{2}}+\cdots +{{x}_{i}} }[/math]
where vi is the virtual age of the system right after i th repair. The Type I model assumes that the i th repair cannot remove the damage incurred before the ith failure. It can only reduce the additional age xi to q'xi . The Type II model assumes that at the i th repair, the virtual age has been accumulated to vi − 1 + xi . The i th repair will remove the cumulative damage from both current and previous failures by reducing the virtual age to q(vi − 1 + xi) .
The power law function is used to model the rate of recurrence, which is:
- λ(t) = λβtβ − 1
The conditional p'd'f is:
- [math]\displaystyle{ f({{t}_{i}}|{{t}_{i-1}})=\lambda \beta {{({{x}_{i}}+{{v}_{i-1}})}^{\beta -1}}{{e}^{-\lambda \left[ {{\left( {{x}_{i}}+{{v}_{i-1}} \right)}^{\beta }}-v_{i-1}^{\beta } \right]}} }[/math]
MLE method is used to estimate the model parameters. The log likelihood function is [[[Appendix: Weibull References|28]]]:
- [math]\displaystyle{ \begin{align} & \ln (L)= n(\ln \lambda +\ln \beta )-\lambda \left[ {{\left( T-{{t}_{n}}+{{v}_{n}} \right)}^{\beta }}-v_{n}^{\beta } \right] \\ & -\lambda \underset{i=1}{\overset{n}{\mathop \sum }}\,\left[ {{\left( {{x}_{i}}+{{v}_{i-1}} \right)}^{\beta }}-v_{i}^{\beta } \right]+(\beta -1)\underset{i=1}{\overset{n}{\mathop \sum }}\,\ln ({{x}_{i}}+{{v}_{i-1}}) \end{align} }[/math]
where n is the total number of events during the entire observation period. T is the stop time of the observation. T = tn if the observation stops right after the last event.