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Lifetime analysis with monotonic degradation: a boosted first hitting time model based on a homogeneous gamma process
Clara Bertinelli Salucci1, Azzeddine Bakdi2, Ingrid Kristine Glad3
1Department of Mathematics, University of Oslo, Moltke Moes vei 35, 0851, Oslo, Norway. clarabe@math.uio.no.
This study introduces a new boosting algorithm for first hitting time models, using a homogeneous gamma process to analyze monotonic degradation trends. The method demonstrates strong predictive power in engineering and biomedical applications.
Area of Science:
- Statistics
- Survival Analysis
- Machine Learning
Background:
- First hitting time (FHT) methods are valuable in time-to-event analysis, modeling events as the endpoint of evolving processes.
- These models are particularly useful when the degradation path is known, especially for monotonic processes where degradation only worsens.
Purpose of the Study:
- To propose a novel boosting algorithm for FHT models.
- To incorporate a homogeneous gamma process to ensure monotonicity in degradation trends.
- To demonstrate the algorithm's predictive power and versatility across diverse applications.
Main Methods:
- Development of a boosting algorithm tailored for FHT models.
- Utilizing an underlying homogeneous gamma process to model monotonic degradation.
- Validation using real-world data from engineering and biomedical fields, alongside simulated data.
Main Results:
- The proposed boosting algorithm effectively accounts for monotonic degradation trends.
- The algorithm exhibits strong predictive performance in both real and simulated datasets.
- Successful application demonstrated in engineering (e.g., component lifetime) and biomedical (e.g., disease progression) contexts.
Conclusions:
- The novel boosting algorithm provides a robust approach for FHT analysis with monotonic degradation.
- The method's versatility makes it applicable to a wide range of time-to-event problems.
- This work enhances the utility of FHT models in analyzing processes with inherent monotonicity.
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