6201 - 相關性增量模型專題(一)

Special Topics in Temporal Dependency Increment Degradation Model (I)

教育目標 Course Target

藉由學術論文學習相關性增量衰退量模型相關知識

Learn relevant knowledge about the correlation incremental decay model through academic papers

課程概述 Course Description

In degradation analysis, stochastic process–based models are classical tools that allow to make inferences about the lifetime of highly reliable products. These models rely on assumptions that can be restrictive in terms of the probability distributions imposed on stochastic increments and fail in describing complex dependence structures in real-world degradation datasets. By relaxing the restrictive assumptions, increment degradation models represent flexible and widely applicable extensions of traditional stochastic models. This course focuses on modeling dependencies among increments with particular emphasis on the use of pair-copula decompositions. This course also introduces general techniques to improve lifetime estimation and prediction.

In degradation analysis, stochastic process–based models are classical tools that allow to make inferences about the lifetime of highly reliable products. These models on assumptions that can be restrictive in terms of the probability distributions imposed on stochastic increments and fail in describing complex dependence structures in real-world degradation datasets. By relaxing the restrictive assumptions, increment degradation models represent flexible and widely applicable extensions of traditional stochastic models. This course focuses on modeling dependencies among increments with particular emphasis on the use of pair-copula decompositions. This course also introduces general techniques to improve lifetime estimation and prediction.

參考書目 Reference Books

Selected papers

Selected papers

評分方式 Grading

評分項目
Grading Method
配分比例
Percentage
說明
Description
Final report
Final report
100

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課程資訊 Course Information

基本資料 Basic Information

  • 課程代碼 Course Code: 6201
  • 學分 Credit: 2-0
  • 上課時間 Course Time:
    Friday/6,7[M438]
  • 授課教師 Teacher:
    俞一唐
  • 修課班級 Class:
    統計博4-7
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目前選課人數 Current Enrollment: 1 人

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