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)

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),Y _(t-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。

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.