On Semi-Markov Modelling and Inference for Multi-State Systems

被引：2

作者：

Barbu, Vlad Stefan ^{[1
]}

Karagrigoriou, Alex ^{[2
]}

Makrides, Andreas ^{[3
]}

机构：

[1] Univ Rouen, Lab Math Raphael Salem, St Etienne, France

[2] Univ Aegean, Dept Math, Samos, Greece

[3] Univ Cyprus, Dept Math & Stat, Nicosia, Cyprus

来源：

2016 SECOND INTERNATIONAL SYMPOSIUM ON STOCHASTIC MODELS IN RELIABILITY ENGINEERING, LIFE SCIENCE AND OPERATIONS MANAGEMENT (SMRLO) | 2016年

关键词：

multi-state system; reliability theory; survival analysis; reliability indicators; semi-Markov processes; parameter estimation;

D O I：

10.1109/SMRLO.2016.20

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

In this work we focus on multi state systems that we model by means of semi-Markov processes. The sojourn times are seen to be independent not identically distributed random variables and assumed to belong to a general class of distributions that includes several popular reliability distributions like the exponential, Weibull, and Pareto. We obtain maximum likelihood estimators of the parameters of interest and for various quantities related to the system under study.

引用

页码：56 / 60

页数：5

共 50 条

[41] A Spectral Algorithm for Inference in Hidden semi-Markov Models
Melnyk, Igor
Banerjee, Arindam
JOURNAL OF MACHINE LEARNING RESEARCH, 2017, 18
[42] On Dependent Multi-State Semi-Coherent Systems Based on Multi-State Joint Signature
Yi, He
Balakrishnan, Narayanaswamy
Cui, Lirong
METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 2022, 24 (03) : 1717 - 1734
[43] On Dependent Multi-State Semi-Coherent Systems Based on Multi-State Joint Signature
He Yi
Narayanaswamy Balakrishnan
Lirong Cui
Methodology and Computing in Applied Probability, 2022, 24 : 1717 - 1734
[44] SAMPLING INSPECTION IN SEMI-MARKOV SYSTEMS
ANISIMOV, VV
SEREDA, VI
CYBERNETICS, 1989, 25 (03): : 400 - 408
[45] Prediction in Semi-Markov Repairable Systems
Fathizadeh, M.
Khorshidian, K.
Mansoori, H.
JOURNAL OF STATISTICAL THEORY AND PRACTICE, 2025, 19 (01)
[46] Dependability analysis of semi-Markov systems
Limnios, N
RELIABILITY ENGINEERING & SYSTEM SAFETY, 1997, 55 (03) : 203 - 207
[47] Stability and Control of Fuzzy Semi-Markov Jump Systems Under Unknown Semi-Markov Kernel
Ning, Zepeng
Cai, Bo
Weng, Rui
Zhang, Lixian
Su, Shun-Feng
IEEE TRANSACTIONS ON FUZZY SYSTEMS, 2022, 30 (07) : 2452 - 2465
[48] Assessing Renal Transplant Candidate Survival at Listing Using a Risk-Adjusted Multi-State Semi-Markov Model.
Mehrotra, S.
Kilambi, V.
AMERICAN JOURNAL OF TRANSPLANTATION, 2018, 18 : 656 - 656
[49] MARTINGALE INFERENCE OF MULTI-STATE MARKOV PROCESSES FOR APPLICATIONS IN SURVIVAL ANALYSIS AND EPIDEMIOLOGY
Hsieh, John J.
JP JOURNAL OF BIOSTATISTICS, 2009, 3 (02) : 109 - 144
[50] Blood Pressure States Transition Inference Based on Multi-State Markov Model
Yang, Jingmei
Liu, Feng
Wang, Boyu
Chen, Chaoyang
Church, Timothy
Dukes, Lee
Smith, Jeffrey O.
IEEE JOURNAL OF BIOMEDICAL AND HEALTH INFORMATICS, 2021, 25 (01) : 237 - 246

← 1 2 3 4 5 →