The use of ARIMA models for reliability forecasting and analysis

被引：242

作者：

Ho, SL

Xie, M

机构：

[1] Ngee Ann Polytech, Ctr Qual, Singapore 599489, Singapore

[2] Natl Univ Singapore, Dept Ind & Syst Engn, Singapore 119260, Singapore

来源：

COMPUTERS & INDUSTRIAL ENGINEERING | 1998年 / 35卷 / 1-2期

关键词：

repairable system; time series; ARIMA models; Duane model; MAD; forecasting;

D O I：

10.1016/S0360-8352(98)00066-7

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

This paper investigates the approach to repairable system reliability forecasting based on the Autoregressive Integrated Moving Average (ARIMA) models. This time series technique makes very few assumptions and is very flexible. It is theoretically and statistically sound in its foundation and no a priori postulation of models is required when analysing failure data. An illustrative example on a mechanical system failures is presented. Comparison is also made with the traditional Duane model. It is concluded that ARIMA model is a viable alternative that gives satisfactory results in terms of its predictive performance. (C) 1998 Elsevier Science Ltd. All rights reserved.

引用

页码：213 / 216

页数：4

共 7 条

[1]

Ascher H., 1984, REPAIRABLE SYSTEMS R

[2]

Bowerman B.L., 1993, Forecasting and Time Series

[3]

BOX GEP, 1994, TIME SERIES ANAL

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