Modeling Multivariate Degradation Data with Dynamic Covariates Under a Bayesian Framework

📅 2025-04-07
📈 Citations: 0
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Existing reliability modeling struggles to simultaneously capture the coupled effects of multiple degradation characteristics (DCs) and dynamic covariates (e.g., temperature, humidity, UV exposure). To address this, we propose a Bayesian degradation analysis framework that explicitly integrates dynamic covariates. Specifically, we formulate the first Bayesian mixed-effects nonlinear general path model unifying multiple DCs and time-varying covariates; we further introduce Bayesian shape-constrained P-splines to flexibly model the time-dependent effects of covariates. Parameter estimation and remaining useful life (RUL) prediction are achieved via Markov Chain Monte Carlo (MCMC) sampling and failure-time distribution inference. Simulation studies and empirical validation on organic coatings demonstrate that the proposed method significantly improves RUL prediction accuracy and reliability assessment fidelity under dynamic operating conditions.

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📝 Abstract
Degradation data are essential for determining the reliability of high-end products and systems, especially when covering multiple degradation characteristics (DCs). Modern degradation studies not only measure these characteristics but also record dynamic system usage and environmental factors, such as temperature, humidity, and ultraviolet exposures, referred to as the dynamic covariates. Most current research either focuses on a single DC with dynamic covariates or multiple DCs with fixed covariates. This paper presents a Bayesian framework to analyze data with multiple DCs, which incorporates dynamic covariates. We develop a Bayesian framework for mixed effect nonlinear general path models to describe the degradation path and use Bayesian shape-constrained P-splines to model the effects of dynamic covariates. We also detail algorithms for estimating the failure time distribution induced by our degradation model, validate the developed methods through simulation, and illustrate their use in predicting the lifespan of organic coatings in dynamic environments.
Problem

Research questions and friction points this paper is trying to address.

Model multivariate degradation data with dynamic covariates
Incorporate multiple degradation characteristics and dynamic factors
Predict product lifespan in dynamic environments using Bayesian methods
Innovation

Methods, ideas, or system contributions that make the work stand out.

Bayesian framework for multivariate degradation data
Mixed effect nonlinear general path models
Bayesian shape-constrained P-splines modeling
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Zhengzhi Lin
Department of Statistics, Virginia Tech, Blacksburg, VA 24060, USA
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Xiao Liu
H. Milton Stewart School of ISE, Georgia Tech, Atlanta, GA 30332, USA
Yisha Xiang
Yisha Xiang
University of Houston
Yili Hong
Yili Hong
Professor of Statistics, Virginia Tech
Engineering StatisticsReliabilityMachine LearningStatistical ComputingBiostatistics