Publication Type
Journal Article
Version
publishedVersion
Publication Date
10-2025
Abstract
Multivariate degradation data are increasingly common due to advances in sensor technology. They provide rich information for reliability analysis and remaining useful life (RUL) prediction. The multivariate measurement typically contains actual degradation of multiple performance characteristics (PCs) and measurement errors. The multiple PCs often have different physical meanings with different orders of magnitude, making the associated measurement errors vary in the orders of magnitude as well. It is highly desirable to have a parsimonious model accounting for the possible correlation in degradation measurements, so that more flexibility can be reserved for modeling the actual multivariate degradation. This study proposes a statistical framework that uses multiplicative bias factor for multivariate degradation modeling. The framework is applicable to many existing univariate and multivariate degradation models, including general path models and various stochastic degradation processes. Statistical inference for the resulting models can be readily done using EM-type algorithms. When the framework is applied to a univariate monotone degradation process, statistical inference for the resulting models is easier than the existing additive measurement error models for these processes. To mitigate model misspecification, a Bayesian model averaging scheme is developed to dynamically predict the system RUL when new degradation data are available. The advantages of our model are demonstrated through extensive simulation studies and three real-life datasets.
Keywords
Bayesian model averaging, MCEM algorithm, multivariate degradation, remaining useful life
Discipline
Management Sciences and Quantitative Methods | Operations Research, Systems Engineering and Industrial Engineering
Research Areas
Integrative Research Areas
Publication
Journal of Quality Technology
Volume
57
Issue
4
First Page
331
Last Page
349
ISSN
0022-4065
Identifier
10.1080/00224065.2025.2522412
Publisher
Asqc American Society for Quality Control
Citation
YAN, Bingxin; SUN, Qiuzhuang; and YE, Zhisheng.
On modeling of multiplicative bias factor for multivariate degradation data. (2025). Journal of Quality Technology. 57, (4), 331-349.
Available at: https://ink.library.smu.edu.sg/cis_research/432
Copyright Owner and License
Authors
Creative Commons License

This work is licensed under a Creative Commons Attribution-NonCommercial-No Derivative Works 4.0 International License.
Additional URL
https://doi.org/10.1080/00224065.2025.2522412
Included in
Management Sciences and Quantitative Methods Commons, Operations Research, Systems Engineering and Industrial Engineering Commons