Statistical indicators for the optimal prediction of failure times of stochastic reliability systems: A rational expectations-based approach - Université d'Angers
Article Dans Une Revue Information Sciences Année : 2025

Statistical indicators for the optimal prediction of failure times of stochastic reliability systems: A rational expectations-based approach

Indicateurs statistiques pour la prédiction optimale des temps de défaillance des systèmes de fiabilité stochastique : une approche rationnelle basée sur les attentes

Résumé

We introduce a method to estimate the failure time of a class of weighted k-out-of-n systems using the idea of rational expectations, which to the best of our knowledge is a new approach, not found elsewhere in the existing literature. This paper explores the predictive power of several statistical indicators (variance, skewness, kurtosis, Gini coefficient, entropy) and shows how they perform differently as the system approaches global failure. The proposed method is shown to outperform a benchmark prediction model obtained without rational expectations, and our results offer a panoramic view of the predictive power of the statistical indicators under different assumptions about the initial weight distributions.
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Dates et versions

hal-04723579 , version 1 (07-10-2024)

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Jessica Riccioni, Jørgen Vitting Andersen, Roy Cerqueti. Statistical indicators for the optimal prediction of failure times of stochastic reliability systems: A rational expectations-based approach. Information Sciences, In press, 689, pp.121483. ⟨10.1016/j.ins.2024.121483⟩. ⟨hal-04723579⟩
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