题目: The Inverse Gaussian Process as a Degradation Model
讲演者：Dr. Nan Chen（新加坡国立大学教授）
时间：2013年11月11日（周一）上午9:00
地点：机电所老楼四楼会议室
Abstract:
This talk systematically investigates the inverse Gaussian (IG) process as an effective degradation model. The IG process is shown to be a limiting compound Poisson process, which gives it a meaningful physical interpretation for modeling degradation of products deteriorating in random environments. Treated as the first passage process of a Wiener process, the IG process is flexible in incorporating random effects or covariates that account for heterogeneities commonly observed in degradations. This flexibility makes the class of IG process models much more attractive compared with the Gamma process, which has been thoroughly investigated in the literature of degradation modeling. The paper also discusses the statistical inference of the three random effects models and their model selections. It concludes with a real world example to demonstrate the applicability of the IG process in degradation modeling.
作者简介
Nan Chen is an Assistant Professor in the Department of Industrial and Systems Engineering at National University of Singapore. He obtained his B.S. degree in Automation from Tsinghua University, and M.S. degree in Computer Science, M.S. degree in Statistics, and Ph.D. degree in Industrial Engineering from University of Wisconsin–Madison. His research interests include statistical modeling and surveillance of service systems, simulation design and modeling, quality control and improvement. He is a member of INFORMS, IEEE and IIE.