Algorithm and Implementation Write by R Software for Estimating the Transition Matrix of Homogeneous Markov Chain in Reliability Predictions

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Abstract:

Markov prediction is an important method predicts availability of repairable system. How to estimate the transition matrix and profit matrix (if it has) play a fundamental role in Markov prediction. This article introduced briefly homogeneous Markov chain prediction method, study on estimation and algorithm which calculate the transition matrix and profit matrix accompany with transition on the base of historical data about system state and profit. Finally, according to algorithm, we write a customized functions utilizing R software and provide the calling method more details. It did fundamental work on utilizing data about system failure and maintenance to estimate the rate of system failure and the effective degree of steady-state, which enrich the theory and technology of decision models for reliability-centered maintenance and system maintainability modeling.

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Advanced Materials Research (Volumes 479-481)

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971-976

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February 2012

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© 2012 Trans Tech Publications Ltd. All Rights Reserved

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