Abstract
AbstractTraditionally a change point model has been used for detection of change points and estimation of parameters, as an off line change detection procedure. A segmented point process model has been used to identify the changes off‐line in the failure process of a maintained system, with the process domain divided into segments at the points of change in the failure process, the individual segments being modelled by any of the usual point process models with unknown parameters. This paper proposes the use of the segmented point process model for sequentially identifying a change in the failure process of a maintained system due to a change in it's operating/maintenance environment. This method is demonstrated with field data from an industrial setting and its implications for the maintenance of the systems is brought out. Copyright © 2009 John Wiley & Sons, Ltd.
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