Work

Modified Information Criterion for Testing Changes in the Inverse Gaussian Degradation Process

Year: 2025
Type: article
Abstract: The Inverse Gaussian process is a useful stochastic process to model the monotonous degradation process of a certain component. Owing to the phenomenon that the degradation processes often exhibit multi-stage characteristics because of the internal degradation mechanisms and external environmental factors, a change-point Inverse Gaussian process is studied in this paper. A modified information criterion method is applied to illustrate the existence and estimate of the change point. A reliability function is derived based on the proposed method. The simulations are conducted to show the performance of the proposed method. As a result, the procedure outperforms the existing procedure with regard to test power and consistency. Finally, the procedure is applied to hydraulic piston pump data to demonstrate its practical application.
Source: Mathematics
Language: English
Open Access status: gold
Estimated APC paid: $3,137
OpenAlex ID: W4407710079
FWCI: 1.748
Cites: 31
Cited by: 3
Related to: 10