BAYESIAN ESTIMATION OF MULTI-STAGE WEIBULL DETERIORATION HAZARD MODEL EMPLOYING QUASI MONTE CARLO METHOD

Bibliographic Information

Other Title
  • 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

Search this article

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

Citations (1)*help

See more

References(4)*help

See more

Related Projects

See more

Details 詳細情報について

Report a problem

Back to top