Quality and Reliability Engineering International · 2015 · 23 citations · 22 references
ComputingOperations ManagementForecastingMaintenance EngineeringTime Series AnalysisForecast EvaluationForecasting MethodsReliability ModelingTime Series ForecastingTime Series ModelingTime Series PredictionArima ModelsAutoregressive Integrated Moving Average ForecastingBox-cox TransformationBox-jenkins MethodologyFailure ForecastingFailure PredictionReliability ForecastingReliability Prediction
Both the autoregressive integrated moving average (ARIMA or the Box–Jenkins technique) and artificial neural networks (ANNs) are viable alternatives to the traditional reliability analysis methods (e.g., Weibull analysis, Poisson processes, non-homogeneous Poisson processes, and Markov methods). Time series analysis of the times between failures (TBFs) via ARIMA or ANNs does not have the limitations of the traditional methods such as requirements/assumptions of a priori postulation and/or statistically independent and identically distributed observations for TBFs. The reliability of an LHD unit was investigated by analysis of TBFs. Seasonal autoregressive integrated moving average (SARIMA) was employed for both modeling and forecasting the failures. The results were compared with a genetic algorithm-based (ANNs) model. An optimal ARIMA model, after a Box–Cox transformation of the cumulative TBFs, outperformed ANNs in forecasting the LHD's TBFs. Copyright © 2015 John Wiley & Sons, Ltd.
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Time Series Analysis: Forecasting and Control
Michael D. Geurts, George E. P. Box, Gwilym M. Jenkins · Journal of Marketing Research · 1977 · 19.3K citations
Computing, Data Science, Forecasting +11
On a measure of lack of fit in time series models
Greta M. Ljung, George E. P. Box · Biometrika · 1978 · 6K citations