Title: Estimating performance degradation using intervals between upcrossings of a threshold

Authors: Brock E. Osborn; Hui Fan; Pasquale Sullo; Thomas R. Willemain

Addresses: Applied Statistics Laboratory, GE Global Research, Niskayuna, NY 12309, USA ' AIG Asset Management, 180 Maiden Lane New York, New York, 10038, USA ' Decision Sciences and Engineering Systems, Rensselaer Polytechnic Institute, Troy, NY 12180, USA ' Decision Sciences and Engineering Systems, Rensselaer Polytechnic Institute, Troy, NY 12180, USA

Abstract: We consider the problem of estimating the rate of degradation of a system when only limited data is available. Specifically, we consider the problem of deriving a consistent estimator of degradation when we can only observe the sequence of times when an unobserved performance measurement exceeds a given threshold. Such problems arise, for example, in the operation of complex systems where exceeding a predefined level multiple times drives repair actions, in security applications for which only entry into a secured facility is recorded, and in sensor networks where data acquisition and transmission are limited. We consider the relative efficiency of the resulting estimator when compared to the MLE estimators derived from the full unobserved continuous process and from unobserved binary high-low data.

Keywords: deterioration; exceedance data; level crossing; jet engine maintenance; exhaust gas temperature; EGT; time series; reliability; sensor networks; performance degradation; intervals; threshold upcrossings; degradation estimation; MLE estimators.

DOI: 10.1504/IJQET.2014.060433

International Journal of Quality Engineering and Technology, 2014 Vol.4 No.2, pp.144 - 160

Published online: 14 Apr 2014 *

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