Failure distributions in multicomponent systems with imperfect repairs

Abstract

We present a model for correlated failures in multicomponent systems where failed components are repaired. Due to these repairs multiple failures of each component are observable. Repair is instantaneous, but imperfect: in general the component is not returned to the good-as-new condition. Correlation amongst failures and the overall ageing of the system are modelled by treating each component failure as a shock which damages the other components in the system. We construct the likelihood for observations generated by such a system, and show how to simulate from this model. We demonstrate inference of the model parameters with simulated data and two real-world examples.

Keywords

Multi-component system dependent components imperfect repairs simulation inference

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