A nonparametric nonstationary procedure for failure prediction

Abstract

The time between failures is a very useful measurement to analyze reliability models for time-dependent systems. In many cases, the failure-generation process is assumed to be stationary, even though the process changes its statistics as time elapses. This paper presents a new estimation procedure for the probabilities of failures; it is based on estimating time-between-failures. The main characteristics of this procedure are that no probability distribution function is assumed for the failure process, and that the failure process is not assumed to be stationary. The model classifies the failures in Q different types, and estimates the probability of each type of failure s-independently from the others. This method does not use histogram techniques to estimate the probabilities of occurrence of each failure-type; rather it estimates the probabilities directly from the values of the time-instants at which the failures occur. The method assumes quasistationarity only in the interval of time between the last 2 occurrences of the same failure-type. An inherent characteristic of this method is that it assigns different sizes for the time-windows used to estimate the probabilities of each failure-type. For the failure-types with low probability, the estimator uses wide windows, while for those with high probability the estimator uses narrow windows. As an example, the model is applied to software reliability data.