BAYESIAN ESTIMATION OF MULTI-STAGE WEIBULL DETERIORATION HAZARD MODEL EMPLOYING QUASI MONTE CARLO METHOD
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- MIZUTANI Daijiro
- 大阪大学大学院工学研究科 地球総合工学専攻
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- SAKAGUCHI So
- 大阪大学大学院工学研究科 地球総合工学専攻
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- KAITO Kiyoyuki
- 大阪大学 大学院工学研究科 地球総合工学専攻
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- KOBAYASHI Kiyoshi
- 京都大学 経営管理大学院 経営管理講座
Bibliographic Information
- Other Title
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- 準モンテカルロ法を用いた多段階ワイブル劣化ハザードモデルのベイズ推定
- ジュンモンテカルロホウ オ モチイタ タダンカイ ワイブル レッカ ハザードモデル ノ ベイズ スイテイ
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Description
In asset management of infrastructures, it is important to forecast their deterioration conditions. A multistage Weibull deterioration hazard model and its maximum likelihood estimation were developed in 2005 as a deterioration forecasting method considering elapsed years from initial time points. However, this method requires enormous estimation time. Hence a Markov deterioration hazard model, which expresses the deterioration process assuming its time stationarity, has been employed in the majority of practical cases owing to smallness of a computational load. In this paper, the authors propose a Bayesian estimation method (MCMC method) of the multi-stage Weibull deterioration hazard model using a quasi Monte Carlo method in order to reduce the computational load. Lastly, the effectiveness of this study can be discussed in the case study targeting expansion joints.
Journal
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- Journal of Japan Society of Civil Engineers, Ser. F4 (Construction and Management)
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Journal of Japan Society of Civil Engineers, Ser. F4 (Construction and Management) 71 (4), I_23-I_34, 2015
Japan Society of Civil Engineers