Seminar: Statistical Analysis of Self-Exciting Processes: An Application to Reliability and Thunderstorm

Seminar annoucement: "Statistical Analysis of Self-Exciting Processes: An Application to Reliability and Thunderstorm"

  • Speaker: Associate Professor Evans GOUNO
  • Department of Mathematics, Université de Bretagne Sud, France.
  • Date and Time: Wednesday, April 17, 2013, at 9h00
  • Venue: Room A101, HSU Building, Quang Trung Software City.
In this talk we will present a statistical method to assess the reliability of a material exposed to electrical tension due to thunderstorm. The strategy developed relies on observation of dates and intensities of ligthning strikes collected in a given area. The time-to-failure of the material is supposed to follow a piecewise exponential model and an accelerated model is integrated to take in account degradation due to the thunderstorm. The latter is modelised according a self-exciting point process. A statistical analysis of the model is described. Maximum likelihood estimates of the parameters are obtained. Properties of the estimates are investigated through a simulation study. We will display applications on field data.
Keywords: Reliability, self-exciting process, piecewise failure rate, acceleration factor, maximum likelihood
All those interested are welcome to attend!
Contact for Information:
Tel: 0906 823 820


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