Proceedings of the 30th European Safety and Reliability Conference and 15th Probabilistic Safety Assessment and Management Conf 2020
DOI: 10.3850/978-981-14-8593-0_4492-cd
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Degradation Modelling using a Phase Type Distribution (PHD)

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Cited by 2 publications
(4 citation statements)
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“…The model has been re-run with these extra states under the assumption τ 2aE = 0.5, and the result shows that the total failure probability is reduced from 2.5% to 2.2%. This is in accordance with Laskowska and Vatn (2020) where more deterministic behaviour typically gives better per-formance under a given maintenance strategy. Introducing more states will give even more exact results at a cost of a more complicated model.…”
Section: Phase Type Modellingsupporting
confidence: 88%
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“…The model has been re-run with these extra states under the assumption τ 2aE = 0.5, and the result shows that the total failure probability is reduced from 2.5% to 2.2%. This is in accordance with Laskowska and Vatn (2020) where more deterministic behaviour typically gives better per-formance under a given maintenance strategy. Introducing more states will give even more exact results at a cost of a more complicated model.…”
Section: Phase Type Modellingsupporting
confidence: 88%
“…The more states we use, the better could the approximation be. See e.g., Laskowska and Vatn (2020) for a description of the approach in a similar setting as used here.…”
Section: Phase Type Modellingmentioning
confidence: 99%
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“…In the merging, the transition rates to the absorbing state, i.e. the next macro state, are split according to the initial probability vector of the next states to ensure a good fitting (see proof in Laskowska and Vatn (2020)). Suppose there is a Markov chain with n macro states, where the sojourn times at state j ∈ {1, 2, ...n − 1} are approximated with PH distributions of m j phases.…”
Section: Ph Expansion Of Multi-state Markov Modelsmentioning
confidence: 99%