Document Type


Publication Date



Degradation modeling is critical for health condition monitoring and remaining useful life prediction (RUL). The prognostic accuracy highly depends on the capability of modeling the evolution of degradation signals. In many practical applications, however, the degradation signals show multiple phases, where the conventional degradation models are often inadequate. To better characterize the degradation signals of multiple-phase characteristics, we propose a multiple change-point Wiener process as a degradation model. To take into account the between-unit heterogeneity, a fully Bayesian approach is developed where all model parameters are assumed random. At the offline stage, an empirical two-stage process is proposed for model estimation, and a cross-validation approach is adopted for model selection. At the online stage, an exact recursive model updating algorithm is developed for online individual model estimation, and an effective Monte Carlo simulation approach is proposed for RUL prediction. The effectiveness of the proposed method is demonstrated through thorough simulation studies and real case study.


NOTICE: this is the author’s version of a work that was accepted for publication in Reliability Engineering & System Safety. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Reliability Engineering & System Safety, volume 176, in 2018.

The Creative Commons license below applies only to this version of the article.



Creative Commons License

Creative Commons License
This work is licensed under a Creative Commons Attribution-Noncommercial-No Derivative Works 4.0 License.