Nonparametric estimation and bootstrap confidence intervals for the optimal maintenance time of a repairable system

Consider a repairable system operating under a maintenance strategy that calls for complete preventive repair actions at pre-scheduled times and minimal repair actions whenever a failure occurs. Under minimal repair, the failures are assumed to follow a nonhomogeneous Poisson process with an increasing intensity function. This paper departs from the usual power-law-process parametric approach by using the constrained nonparametric maximum likelihood estimate of the intensity function to estimate the optimum preventive maintenance policy. Several strategies to bootstrap the failure times and construct confidence intervals for the optimal maintenance periodicity are presented and discussed. The methodology is applied to a real data set concerning the failure histories of a set of power transformers.

[1]  Tzong-Ru Tsai,et al.  Optimal maintenance time for imperfect maintenance actions on repairable product , 2011, Comput. Ind. Eng..

[2]  H. Ramlau-Hansen Smoothing Counting Process Intensities by Means of Kernel Functions , 1983 .

[3]  Michael S. Hamada,et al.  A Bayesian Hierarchical Power Law Process Model for Multiple Repairable Systems with an Application to Supercomputer Reliability , 2011 .

[4]  O. Aalen,et al.  Survival and Event History Analysis: A Process Point of View , 2008 .

[5]  Monika Manglik Reliability Analysis for Complex Systems under Operating Conditions and Coverage Factor , 2014 .

[6]  C. Field,et al.  Bootstrapping clustered data , 2007 .

[7]  Calyampudi R. Rao,et al.  Linear statistical inference and its applications , 1965 .

[8]  Steven E. Rigdon,et al.  Bayes Inference for General Repairable Systems , 2009 .

[9]  Thomas W. Sloan,et al.  Simultaneous determination of production and maintenance schedules using in‐line equipment condition and yield information , 2008 .

[10]  Stanley P. Azen,et al.  Computational Statistics and Data Analysis (CSDA) , 2006 .

[11]  F. W. Scholz,et al.  Towards a unified definition of maximum likelihood , 1980 .

[12]  Asit P. Basu,et al.  Statistical Methods for the Reliability of Repairable Systems , 2000 .

[13]  Enrico A. Colosimo,et al.  Optimal Maintenance Time for Repairable Systems , 2007 .

[14]  Man-Lai Tang,et al.  Predictive analyses for nonhomogeneous Poisson processes with power law using Bayesian approach , 2007, Comput. Stat. Data Anal..

[15]  M. T. Boswell Estimating and Testing Trend in a Stochastic Process of Poisson Type , 1966 .

[16]  Man-Lai Tang,et al.  Statistical inference and prediction for the Weibull process with incomplete observations , 2008, Comput. Stat. Data Anal..

[17]  Ilya B. Gertsbakh,et al.  Models of Preventive Maintenance , 1977 .

[18]  Gustavo L. Gilardoni,et al.  On the superposition of overlapping Poisson processes and nonparametric estimation of their intensit , 2011 .

[19]  Mei-Cheng Wang,et al.  Kernel Estimation of Rate Function for Recurrent Event Data , 2005, Scandinavian journal of statistics, theory and applications.

[20]  P. Hall,et al.  NONPARAMETRIC KERNEL REGRESSION SUBJECT TO MONOTONICITY CONSTRAINTS , 2001 .

[21]  Peter Hall,et al.  Bootstrap Confidence Regions for the Intensity of a Poisson Point Process , 1996 .

[22]  Calyampudi Radhakrishna Rao,et al.  Linear Statistical Inference and its Applications , 1967 .

[23]  Gianpaolo Pulcini A Bounded Intensity Process for the Reliability of Repairable Equipment , 2001 .

[24]  Gerald S. Rogers,et al.  Mathematical Statistics: A Decision Theoretic Approach , 1967 .

[25]  Wei-Yann Tsai,et al.  Estimation of the survival function with increasing failure rate based on left truncated and right censored data , 1988 .

[26]  James R. Thompson,et al.  Some Nonparametric Techniques for Estimating the Intensity Function of a Cancer Related Nonstationary Poisson Process , 1981 .

[27]  Gustavo L. Gilardoni,et al.  Optimal Maintenance Time for Repairable Systems Under Two Types of Failures , 2010 .

[28]  O. Aalen Nonparametric Inference for a Family of Counting Processes , 1978 .

[29]  H. D. Brunk,et al.  Statistical inference under order restrictions : the theory and application of isotonic regression , 1973 .

[30]  R. Barlow,et al.  Optimum Preventive Maintenance Policies , 1960 .