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tma4275:2019v:lecture_plan_and_progress [2019-02-21]
bo [Tabell] |
tma4275:2019v:lecture_plan_and_progress [2019-04-05]
bo [Tabell] |
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| R&H refers to relevant sections in Rausand & Høyland: System Reliability Theory: Models, Statistical Methods, and Applications, 2nd Edition. Wiley 2004. | R&H refers to relevant sections in Rausand & Høyland: System Reliability Theory: Models, Statistical Methods, and Applications, 2nd Edition. Wiley 2004. |
| ^ Date ^ R&H ^ Topic ^ Slides ^ Notes/Supplementary reading ^ | ^ Date ^ R&H ^ Topic ^ Slides ^ Notes/Supplementary reading | | |
| | 07.01 | 2.3-2.5, 2.6, 2.9-2.14 | Introduction and motivation. General concepts for lifetime modeling. Parametric families of lifetime distributions. | [[http://www.math.ntnu.no/~bo/TMA4275/2015v/TMA4275-Slides1-2015.pdf|Slides 1]], [[http://www.math.ntnu.no/~bo/TMA4275/2015v/TMA4275-Slides2-2015.pdf|Slides 2]], [[http://www.math.ntnu.no/~bo/TMA4275/2015v/TMA4275-Slides3-2015.pdf|Slides 3]] | | | | 07.01 | 2.3-2.5, 2.6, 2.9-2.14 | Introduction and motivation. General concepts for lifetime modeling. Parametric families of lifetime distributions. | [[http://www.math.ntnu.no/~bo/TMA4275/2015v/TMA4275-Slides1-2015.pdf|Slides 1]], [[http://www.math.ntnu.no/~bo/TMA4275/2015v/TMA4275-Slides2-2015.pdf|Slides 2]], [[http://www.math.ntnu.no/~bo/TMA4275/2015v/TMA4275-Slides3-2015.pdf|Slides 3]] | | | |
| | 10.01 | | //No ordinary lecture. Installation and information of MINITAB// 10:15-11:00 in MA24 | | | | | 10.01 | | //No ordinary lecture. Installation and information of MINITAB// 10:15-11:00 in MA24 | | | | |
| | 14.01 | 2.6, 2.9-2.14, 2.17 | Parametric families of lifetime distributions (cont.). Gumbel distribution. | Slides 3, [[http://www.math.ntnu.no/~bo/TMA4275/2015v/TMA4275-Slides4-2015.pdf|Slides 4]] | [[https://www.weibull.com/hotwire/issue128/relbasics128.htm| Extreme value distribution]], [[http://www.math.ntnu.no/~bo/TMA4275/Download/Log-location-scale.pdf|More on log-location-scale families]] | | | 14.01 | 2.6, 2.9-2.14, 2.17 | Parametric families of lifetime distributions (cont.). Gumbel distribution. | Slides 3, [[http://www.math.ntnu.no/~bo/TMA4275/2015v/TMA4275-Slides4-2015.pdf|Slides 4]] | [[https://www.weibull.com/hotwire/issue128/relbasics128.htm| Extreme value distribution]], [[http://www.math.ntnu.no/~bo/TMA4275/Download/Log-location-scale.pdf|More on log-location-scale families]] | | |
| | 17.01 | 11.1-11.3.3, 11.3.5 | Log-location-scale families (cont.). Censoring; empirical survival function; Kaplan-Meier estimator. | Slides 4, [[http://www.math.ntnu.no/~bo/TMA4275/2015v/TMA4275-Slides5-2015.pdf|Slides 5]] | | | | 17.01 | 11.1-11.3.3, 11.3.5 | Log-location-scale families (cont.). Censoring; empirical survival function; Kaplan-Meier estimator. | Slides 4, [[http://www.math.ntnu.no/~bo/TMA4275/2015v/TMA4275-Slides5-2015.pdf|Slides 5]] | | | |
| | **22.01** | 11.3.6 | Kaplan-Meier estimator (cont.). Nelson-Aalen estimator. | Slides 5, [[http://www.math.ntnu.no/~bo/TMA4275/2015v/TMA4275-Slides6-2015.pdf|Slides 6]] | | | | **22.01** | 11.3.6 | Kaplan-Meier estimator (cont.). Nelson-Aalen estimator. | Slides 5, [[http://www.math.ntnu.no/~bo/TMA4275/2015v/TMA4275-Slides6-2015.pdf|Slides 6]] | | | |
| | 24.01 | 11.3.7 | Properties of the exponential distribution. Derivation of the Nelson-Aalen estimator, TTT-plot | Slides 6 | [[http://www.math.ntnu.no/~bo/TMA4275/2005v/Exponential.pdf|About the Exponential Distribution, Poisson Process, Total Time on Test and Barlow-Proschan's Test.]] | | | 24.01 | 11.3.7 | Properties of the exponential distribution. Derivation of the Nelson-Aalen estimator, TTT-plot | Slides 6 | [[http://www.math.ntnu.no/~bo/TMA4275/2005v/Exponential.pdf|About the Exponential Distribution, Poisson Process, Total Time on Test and Barlow-Proschan's Test.]] | | |
| | 29.01 | 11.3.7 | More on TTT-plot. Barlow-Proschans test. The logrank test. | Slides 6 (start p. 27) | [[https://www.math.ntnu.no/~bo/TMA4275/2009v/Logrank-Note-2009.pdf|Note on the logrank test]], [[http://www.math.ntnu.no/~bo/TMA4275/2016v/TMA4275-TTT-BPart.pdf|Algorithm for TTT and BP]] | | | 29.01 | 11.3.7 | More on TTT-plot. Barlow-Proschans test. The logrank test. | Slides 6 (start p. 27) | [[https://www.math.ntnu.no/~bo/TMA4275/2009v/Logrank-Note-2009.pdf|Note on the logrank test]], [[http://www.math.ntnu.no/~bo/TMA4275/2016v/TMA4275-TTT-BPart.pdf|Algorithm for TTT and BP]] | | |
| | 31.01 | 11.4.3, 11.4.4 | Introduction to parametric methods. Parametric inference for the exponential model. | [[http://www.math.ntnu.no/~bo/TMA4275/2015v/TMA4275-Slides7-2015-neww.pdf|Slides 7]] (replaced 31.01), [[http://www.math.ntnu.no/~bo/TMA4275/2015v/TMA4275-Slides8-2015.pdf|Slides 8]] | [[http://www.math.ntnu.no/~bo/TMA4275/2009v/StandardConfidenceInterval-Note-2009.pdf|The standard confidence interval for positive parameters.]] [[http://www.math.ntnu.no/~bo/TMA4275/2013v/TMA4275-likelihood-note-2013.pdf|Some likelihood theory.]] | | | 31.01 | 11.4.3, 11.4.4 | Introduction to parametric methods. Parametric inference for the exponential model. | [[http://www.math.ntnu.no/~bo/TMA4275/2015v/TMA4275-Slides7-2015-neww.pdf|Slides 7]] (replaced 31.01), [[http://www.math.ntnu.no/~bo/TMA4275/2015v/TMA4275-Slides8-2015.pdf|Slides 8]] | [[http://www.math.ntnu.no/~bo/TMA4275/2009v/StandardConfidenceInterval-Note-2009.pdf|The standard confidence interval for positive parameters.]] [[http://www.math.ntnu.no/~bo/TMA4275/2013v/TMA4275-likelihood-note-2013.pdf|Some likelihood theory.]] | | |
| | 05.02 | 11.4.5 | //Lecture from 15:15-16 only//. Extra: In Exam 2007, Problem 4 (b), do the logrank test. Do (a) if you have time. In lecture: Confidence intervals for the exponential distribution. | Slides 8 | | | | 05.02 | 11.4.5 | //Lecture from 15:15-16 only//. Extra: In Exam 2007, Problem 4 (b), do the logrank test. Do (a) if you have time. In lecture: Confidence intervals for the exponential distribution. | Slides 8 | | | |
| | 07.02 | 11.4.5 | Parametric inference for the Weibull model. | [[http://www.math.ntnu.no/~bo/TMA4275/2015v/TMA4275-Slides9-2015.pdf|Slides 9]] | | | | 07.02 | 11.4.5 | Parametric inference for the Weibull model. | [[http://www.math.ntnu.no/~bo/TMA4275/2015v/TMA4275-Slides9-2015.pdf|Slides 9]] | | | |
| | 12.02 | | //NO LECTURE (work on project)// | | | | | 12.02 | | //NO LECTURE (work on Obligatory I)// | | | | |
| | 14.02 | | Inference in log-location-scale models. Threshold models (3-parameter Weibull). | [[http://www.math.ntnu.no/~bo/TMA4275/2015v/TMA4275-Slides10-2015.pdf|Slides 10]] | | | | 14.02 | | Inference in log-location-scale models. Threshold models (3-parameter Weibull). | [[http://www.math.ntnu.no/~bo/TMA4275/2015v/TMA4275-Slides10-2015.pdf|Slides 10]] | | | |
| | 19.02 | | Parametric survival regression. | [[http://www.math.ntnu.no/~bo/TMA4275/2015v/TMA4275-Slides11-2015.pdf|Slides 11]] | [[http://www.math.ntnu.no/~bo/SIF5075/2003v/Notat.Regresjon.pdf|Book chapter on survival regression]], | | | 19.02 | | Parametric survival regression. | [[http://www.math.ntnu.no/~bo/TMA4275/2015v/TMA4275-Slides11-2015.pdf|Slides 11]] | [[http://www.math.ntnu.no/~bo/SIF5075/2003v/Notat.Regresjon.pdf|Book chapter on survival regression]], | | |
| | 21.02 | | Parametric survival regression (cont.), Proportional hazards and Cox-regression | [[http://www.math.ntnu.no/~bo/TMA4275/2015v/TMA4275-Slides12-2015.pdf|Slides 12]] | [[http://www.math.ntnu.no/~bo/TMA4275/Download/Collett-modelling-regression.pdf| Modelling of covariates and factors]], [[http://www.math.ntnu.no/~bo/TMA4275/2005v/PBC.pdf| Case study in Cox regression: Medical data]] | | | 21.02 | | Parametric survival regression (cont.), Proportional hazards and Cox-regression | [[http://www.math.ntnu.no/~bo/TMA4275/2015v/TMA4275-Slides12-2015.pdf|Slides 12]], p. 1-31 | [[http://www.math.ntnu.no/~bo/TMA4275/Download/Collett-modelling-regression.pdf| Modelling of covariates and factors]], [[http://www.math.ntnu.no/~bo/TMA4275/2005v/PBC.pdf| Case study in Cox regression: Medical data]] | | |
| | | 26.02 | 12 | Model checking in Cox-regression. Case studies of Cox-regression. Accelerated life testing. | Slides 12, p. 32-48, [[http://www.math.ntnu.no/~bo/TMA4275/2015v/TMA4275-Slides13-2015.pdf|Slides 13]]. | [[http://www.math.ntnu.no/~bo/TMA4275/2009v/CoxReliabilityExample.pdf| Case study in Cox regression: Reliability - paper]], [[http://www.math.ntnu.no/~bo/TMA4275/2019v/Tire-paper-Krivtsov-slides.pdf| Case study in Cox regression: Reliability - slides]], [[http://www.math.ntnu.no/~bo/TMA4275/Data/TMA4275Insulate.MTW| Download INSULATE.MTW]]. | | |
| | | 28.02 | 7.3.1, 7.4.1, 7.4.2, 7.4.3 | Recurrent events and repairable systems. The nonhomogeneous Poisson process (NHPP) | [[http://www.math.ntnu.no/~bo/TMA4275/2015v/TMA4275-Slides14-2015.pdf|Slides 14]], p. 1-23 | | | |
| | | 05.03 | 7.3.1, 7.4.1, 7.4.2, 7.4.3 | Recurrent events and repairable systems. Nonparametric estimation of cumulative ROCOF. | Slides 14, p. 24-41 | | | |
| | | 07.03 | 7.4.4 | Parametric estimation in NHPPs. | [[http://www.math.ntnu.no/~bo/TMA4275/2015v/TMA4275-Slides15-2015.pdf|Slides 15]] | | | |
| | | 12.03 | 7.4.5 | Trend testing in NHPPs. | [[http://www.math.ntnu.no/~bo/TMA4275/2015v/TMA4275-Slides16-2015.pdf|Slides 16]], p. 1-22 | | | |
| | | 14.03 | 7.4.4, 7.4.5, 7.3.1, 7.3.2, 7.3.3 | Trend testing in NHPPs (cont.). TTT-plots for repairable systems. Renewal processes. | Slides 16, p. 23-31 | | | |
| | | 19.03 | | //NO LECTURE (Obligatory II)// | | | | |
| | | 21.03 | | //NO LECTURE (Obligatory II)// | | | | |
| | | 26.03 | | Unobserved heterogeneity in NHPPs | [[http://www.math.ntnu.no/~bo/TMA4275/2019v/TMA4275-Slides17-2019.pdf|Slides 17]], | [[http://www.math.ntnu.no/~bo/TMA4275/2019v/Unobserved-heterogeneity-NHPP.pdf|Article on unobserved heterogeneity]]. | | |
| | | 28.03 | | Case study and exercise on unobserved heterogeneity in NHPPs | | [[http://www.math.ntnu.no/~bo/TMA4275/2019v/BoLindqvistESRA-UiO.pdf|Seminar slides on wind turbine reliability]], [[http://www.math.ntnu.no/~bo/TMA4275/2019v/ExerciseFrailty.pdf|Exercise on heterogeneity in HPP]], | | |
| | | 02.04, 04.04 | | Go through and discuss topics from exam exercises (in this order, as far as we get): \\ \\ 2016, 1: Kaplan-Meier + cure model (02.04)\\ 2016, 3: log-logistic distribution (02.04)\\ 2009, 2: Nelson-Aalen for repairable system (02.04)\\ 2009, 3: Parametric estimation in NHPP (04.04)\\ 2010, 2: A new cdf F(t) (04.04)\\ 2012, 1: Parametric estimation with censored data (04.04)\\ 2012, 2: Kaplan-Meier, logrank, Cox (04.04) | | | | |
| | | 09.04, 11.04 | | 2014, 1: Weibull regression\\ 2008, 2: Hazard rate, renewal process\\ 2015, 1: Nelson-Aalen, Total Time on Test\\ 2005, 1: Cox-regression\\ 2014, 3: Construction of an F(t)\\ 2013, 1: Weibull-regression | | | | |
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