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Page 1: Quick Review from - Iowa State Universityhome.eng.iastate.edu/.../wesep594/CzahorSlidesSpring2014.pdf · 2014-05-09 · Quick Review from Semester 1 Prevent unplanned maintenance
Page 2: Quick Review from - Iowa State Universityhome.eng.iastate.edu/.../wesep594/CzahorSlidesSpring2014.pdf · 2014-05-09 · Quick Review from Semester 1 Prevent unplanned maintenance

Quick Review from

Semester 1

Prevent unplanned maintenance via the use of

statistical analysis

“Big Data”

Failure Modes/Detection

Begin Analysis Non-Parametrically

Page 3: Quick Review from - Iowa State Universityhome.eng.iastate.edu/.../wesep594/CzahorSlidesSpring2014.pdf · 2014-05-09 · Quick Review from Semester 1 Prevent unplanned maintenance

Benefits of Early Detection

Limit downtower repairs

Eliminate expedited crane charges

Minimize downtime and optimize planning for low wind repairs

Page 4: Quick Review from - Iowa State Universityhome.eng.iastate.edu/.../wesep594/CzahorSlidesSpring2014.pdf · 2014-05-09 · Quick Review from Semester 1 Prevent unplanned maintenance

Semester 2 Overview

Statistics 533 (Reliability) in relation to research

Strategy for Data Analysis, Modeling and Inference

Bootstrapping with Non- Integer Weights

Relate small simulation study to Wind Energy through

estimation of quantiles.

Page 5: Quick Review from - Iowa State Universityhome.eng.iastate.edu/.../wesep594/CzahorSlidesSpring2014.pdf · 2014-05-09 · Quick Review from Semester 1 Prevent unplanned maintenance

Reasons for Collecting

Reliability Data

Assessing characteristics of materials

Predict product reliability in design stage

Assessing the effect of a proposed design change

Comparing 2 or more different manufacturers

Assess product reliability in field

Checking the veracity of an advertising claim

Predict product warranty costs

Slide: 1-5 From Dr. Meeker’s

Statistics 533 at Iowa State

Page 6: Quick Review from - Iowa State Universityhome.eng.iastate.edu/.../wesep594/CzahorSlidesSpring2014.pdf · 2014-05-09 · Quick Review from Semester 1 Prevent unplanned maintenance

Probability Plotting

Slide 6-10 from Dr.

Meeker Stat 533 at

Iowa State

Page 7: Quick Review from - Iowa State Universityhome.eng.iastate.edu/.../wesep594/CzahorSlidesSpring2014.pdf · 2014-05-09 · Quick Review from Semester 1 Prevent unplanned maintenance

Functions of the

Parameters

Cumulative distribution function (cdf) of T

F(t;θ)=Pr(T ≤t), t>0.

The p quantile of T is the smallest value tp such that

F(tp;θ) ≥ p.

Estimating quantiles (fraction failing as a function of

time) The estimation will provide the corresponding

time scale value

Page 8: Quick Review from - Iowa State Universityhome.eng.iastate.edu/.../wesep594/CzahorSlidesSpring2014.pdf · 2014-05-09 · Quick Review from Semester 1 Prevent unplanned maintenance

Reliability in Wind

Turbines

High repair cost

Analyze stresses affecting the critical components

Use of sensors to send data to centralized locations

System Retirement

Detect unsafe operating conditions

Prognostic Purposes

Page 9: Quick Review from - Iowa State Universityhome.eng.iastate.edu/.../wesep594/CzahorSlidesSpring2014.pdf · 2014-05-09 · Quick Review from Semester 1 Prevent unplanned maintenance

Component Reliability I

Wind energy statistics in Finland:

http://www.vtt.fi/proj/windenergystatistics/?lang=en [accessed 06/11/2013].

Page 10: Quick Review from - Iowa State Universityhome.eng.iastate.edu/.../wesep594/CzahorSlidesSpring2014.pdf · 2014-05-09 · Quick Review from Semester 1 Prevent unplanned maintenance

Component Reliability II

Wind energy statistics in Finland:

http://www.vtt.fi/proj/windenergystatistics/?lang=en [accessed 06/11/2013].

Page 11: Quick Review from - Iowa State Universityhome.eng.iastate.edu/.../wesep594/CzahorSlidesSpring2014.pdf · 2014-05-09 · Quick Review from Semester 1 Prevent unplanned maintenance

Converting Data Into

Information

• Reliability Management

• Reactive: Trending, Analysis, Troubleshooting

• Proactive: Failure predictors, Reliability Centered Maintenance

Data: Provided by

Shell Corporation

Page 12: Quick Review from - Iowa State Universityhome.eng.iastate.edu/.../wesep594/CzahorSlidesSpring2014.pdf · 2014-05-09 · Quick Review from Semester 1 Prevent unplanned maintenance

Data: Provided by

Shell Corporation

Converting Data Into

Information

Page 13: Quick Review from - Iowa State Universityhome.eng.iastate.edu/.../wesep594/CzahorSlidesSpring2014.pdf · 2014-05-09 · Quick Review from Semester 1 Prevent unplanned maintenance

Brief Statistics Review

When estimating something the estimate will have uncertainty

due to limited amounts of data.

The estimate will be within some amount of the true parameter

value.

Crude approximation via normal interval

More sophisticated methods through simulation

(e.g. bootstrapping)

Page 14: Quick Review from - Iowa State Universityhome.eng.iastate.edu/.../wesep594/CzahorSlidesSpring2014.pdf · 2014-05-09 · Quick Review from Semester 1 Prevent unplanned maintenance

Brief Statistics Review

Coverage probability: This term refers to the probability that a procedure for constructing

random regions will produce an interval containing, or covering, the true value. It is a property

of the interval producing procedure, and is independent of the particular sample to which such

a procedure is applied. We can think of this quantity as the chance that the interval

constructed by such a procedure will contain the parameter of interest.

Confidence level: The interval produced for any particular sample, using a procedure with

coverage probability p, is said to have a confidence level of p; hence the term ‘confidence

interval’. Note that, by this definition, the confidence level and coverage probability are

equivalent before we have obtained our sample. After, of course, the parameter is either in or

not in the interval, and hence the ‘chance’ that the interval contains the parameter is either 0 or

1.

Page 15: Quick Review from - Iowa State Universityhome.eng.iastate.edu/.../wesep594/CzahorSlidesSpring2014.pdf · 2014-05-09 · Quick Review from Semester 1 Prevent unplanned maintenance

Background on

Bootstrapping

Step 1: When given n data objects, how can we

estimate the parameter of the population?

Step 2: Resampling the data B times with replacement.

From here we can get many resampling data.

Step 3: Regard X1, X2,…., Xn as the new population

and resample it B times with replacement, X1*,X2

*,..

Xn*~Fn(x). We can then calculate statistics.

Page 16: Quick Review from - Iowa State Universityhome.eng.iastate.edu/.../wesep594/CzahorSlidesSpring2014.pdf · 2014-05-09 · Quick Review from Semester 1 Prevent unplanned maintenance

BCa Percentile Method

The bootstrap bias-corrected accelerated (BCa)

interval is a modification of the percentile method that

adjusts the percentiles to correct for bias and skewness.

Page 17: Quick Review from - Iowa State Universityhome.eng.iastate.edu/.../wesep594/CzahorSlidesSpring2014.pdf · 2014-05-09 · Quick Review from Semester 1 Prevent unplanned maintenance

BCa Percentile Method

(Reference Material)

Page 18: Quick Review from - Iowa State Universityhome.eng.iastate.edu/.../wesep594/CzahorSlidesSpring2014.pdf · 2014-05-09 · Quick Review from Semester 1 Prevent unplanned maintenance

BCa Percentile Method

(Reference Material)

Page 19: Quick Review from - Iowa State Universityhome.eng.iastate.edu/.../wesep594/CzahorSlidesSpring2014.pdf · 2014-05-09 · Quick Review from Semester 1 Prevent unplanned maintenance

BCa Percentile Method

(Reference Material)

Page 20: Quick Review from - Iowa State Universityhome.eng.iastate.edu/.../wesep594/CzahorSlidesSpring2014.pdf · 2014-05-09 · Quick Review from Semester 1 Prevent unplanned maintenance

BCa Percentile Method

(Reference Material)

Page 21: Quick Review from - Iowa State Universityhome.eng.iastate.edu/.../wesep594/CzahorSlidesSpring2014.pdf · 2014-05-09 · Quick Review from Semester 1 Prevent unplanned maintenance

BCa Percentile Method

Page 22: Quick Review from - Iowa State Universityhome.eng.iastate.edu/.../wesep594/CzahorSlidesSpring2014.pdf · 2014-05-09 · Quick Review from Semester 1 Prevent unplanned maintenance

Warnings on Non-Parametric

Bootstrap Methods

Does not require on to assume a statistical distribution

underlying observed data.

Observations come from a distribution with a finite

variance.

Observations are independent.

Number of observations in the dataset is sufficiently

large.

STATISTICAL INTERVALS

A Guide for Practitioners

Second Edition

Copyright 2014 G. J. Hahn, W. Q. Meeker, and L. A.

Escobar.

To be published by John Wiley & Sons Inc. in 2015.

Page 23: Quick Review from - Iowa State Universityhome.eng.iastate.edu/.../wesep594/CzahorSlidesSpring2014.pdf · 2014-05-09 · Quick Review from Semester 1 Prevent unplanned maintenance

Conclusion

Need to:

Review more papers

Keep working in R

Acquire Data

Summer Plans

Masters written Exam

Research

Prepare for PhD Qualifier

Stay in touch with GH

Page 24: Quick Review from - Iowa State Universityhome.eng.iastate.edu/.../wesep594/CzahorSlidesSpring2014.pdf · 2014-05-09 · Quick Review from Semester 1 Prevent unplanned maintenance
Page 25: Quick Review from - Iowa State Universityhome.eng.iastate.edu/.../wesep594/CzahorSlidesSpring2014.pdf · 2014-05-09 · Quick Review from Semester 1 Prevent unplanned maintenance

References

G. J. Hahn, W. Q. Meeker, and L. A. Escobar. STATISTICAL INTERVALS A Guide for Practitioners Second Edition Copyright 2014.To be published by John Wiley & Sons Inc. in 2015.

PAGANO, M., and GAUVREAU, K. (1993) Principles of Biostatistics. Wadsworth Belmont California, USA.

Shell Corporation: 2013 Sandia National Laboratories Wind Plant Reliability Workshop

Wind energy statistics in Finland: http://www.vtt.fi/proj/windenergystatistics/?lang=en [accessed 06/11/2013].