基于ARMAS(p,q)退化冲击模型可靠性的预测

doi:10.12005/orms.2022.0224

运筹与管理 ›› 2022, Vol. 31 ›› Issue (7): 114-118.DOI: 10.12005/orms.2022.0224

基于ARMAS(p,q)退化冲击模型可靠性的预测

张权, 莫祯祥, 李艳君, 韩旸

齐齐哈尔大学理学院,黑龙江齐齐哈尔 161006

收稿日期:2020-12-16 发布日期:2022-08-17
作者简介:张权(1978-),男,副教授,硕士生导师,博士研究生,研究方向:可靠性统计。
基金资助:
黑龙江省省属高等学校基本科研业务费科研项目(135509127);黑龙江省自然科学基金(LH2019A027)

The Forecasting of the Reliability Based on the Degradation Shock Model of ARMAS(p,q)

ZHANG Quan, MO Zhen-xiang, LI Yan-jun, HAN Yang

Science College, Qiqihaer University, Qiqihaer 161006, China

Received:2020-12-16 Published:2022-08-17

摘要/Abstract

摘要： 在实际的工程应用中,系统自身的许多因素和随机环境随着时间的影响,会引起系统的退化和损坏。在退化模型中,系统的可靠度是重要的研究指标,系统的退化达到预警前的预测也十分必要。基于此,提出了ARMAS(p,q)退化冲击模型,并用线性最小方差方法给出了冲击强度未来n步的预测值,并在正态假设下,推导出预测值Y_t-n｜Y_t,Yt-1, …的置信水平为1-α的置信区间。此模型的提出,为有效控制系统损坏带来的经济损失提供了预判。也为退化冲击模型的研究框架的进一步扩展提供了理论支撑,将在可靠性领域有广泛的应用。

关键词: RMAS(p,q)预测模型, 预警, 格林函数, 预测

Abstract: In practical engineering applications, many factors of system themselves and of random environments cause systems to suffer from degradation and shocks. The reliability of the system is an important index in the degration model. It is necessary for the prediction of the system to reach early warning system. In this paper, a forecasting model of the degradation shock is presented. Based on the available history of the strength series up to time t, we would forecast the valve of in the minimum mean square error forecasting. The confidence interval for the predicated valve is given in normality assumption. This model will have wide application in many fields and provide theoretical support for the further expansion of the research framework of shock model.

Key words: the forecast model of ARMAS(p,q), early warning, the green function, forecasting

中图分类号:

O213
O211.62

张权, 莫祯祥, 李艳君, 韩旸. 基于ARMAS(p,q)退化冲击模型可靠性的预测[J]. 运筹与管理, 2022, 31(7): 114-118.

ZHANG Quan, MO Zhen-xiang, LI Yan-jun, HAN Yang. The Forecasting of the Reliability Based on the Degradation Shock Model of ARMAS(p,q)[J]. Operations Research and Management Science, 2022, 31(7): 114-118.

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基于ARMAS(p,q)退化冲击模型可靠性的预测

The Forecasting of the Reliability Based on the Degradation Shock Model of ARMAS(p,q)

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