Inference of Intensity-Based Models for Load-Sharing Systems With Damage Accumulation

Abstract

To model damage accumulation for load-sharing systems, two models given by intensity functions of self-exciting point processes are proposed: a model with additive damage accumulation and a model with multiplicative damage accumulation. Both models include the model without damage accumulation as a special case. For both models, the likelihood functions are derived and maximum likelihood estimators and likelihood ratio tests are given in a scale-invariant version and a scale-dependent version. Furthermore, a Bayesian approach using Markov chain Monte Carlo methods for posterior computation is provided. The frequentist and Bayesian methods are applied to a data set of failures of tension wires of concrete beams where a significant damage accumulation effect is confirmed by both additive and multiplicative damage accumulation models. This is all the more remarkable as a simulation study indicates that the tests for an existing damage accumulation effect are rather conservative. Moreover, prediction intervals for the failure times of the tension wires in a new experiment are given, which improve former prediction intervals derived without damage accumulation. The simulation study considers a scenario with a fixed time horizon and one with fixed numbers of failed components of the systems.