Abstract

Degradation-with-jump measures are time series data sets containing the information of both continuous and randomly jumping degradation evolution of a system. Traditional maximum likelihood estimation and Bayesian estimation are not convenient for such general jump processes without closed-form distributions. Based on general degradation models derived using Lévy driven non-Gaussian Ornstein-Uhlenbeck (OU) processes, we propose a systematic statistical method using linear programing estimators and empirical characteristic functions. The point estimates of reliability function and lifetime moments are obtained by deriving their explicit expressions. We also construct bootstrap procedures for the confidence intervals. Simulation studies for a stable process and a stable driven OU process are performed. In the case study, we use a general Lévy process to fit the Li-ion battery life data, and then estimate the reliability and lifetime moments of the battery. By integrally analyzing degradation data series embedded with jump measures, our work provides the efficient and precise estimation for life characteristics.

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