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 |
授課大綱 Course Plan
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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
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上課時間 Course Time:Friday/6,7[M438]
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授課教師 Teacher:俞一唐
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修課班級 Class:統計博4-7
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