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Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董董董 ), Ph.D

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Page 1: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Planning 2-Stage Accelerated Life Tests

Department of Industrial and Systems Engineering

National University of Singapore

LC Tang (董润楨 ), Ph.D

Page 2: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Overview

• Planning a sequential Accelerated Life Test (ALT)

• Motivation of using an Auxiliary Stress (AS)

• An integrated planning framework for sequential ALT with an AS

• Numerical illustrations

Page 3: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

A Constant-Stress ALT

Low Stress

Mid Stress

High Stress

Time

Stress LevelUse Stress

Maximum Test Duration

Probability distributions

Life-stress relationship

Page 4: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

A Scale-Accelerated Weibull Lifetime Model

• Standardization of stress

• Weibull lifetime distribution at any stress

• A scale-accelerated failure time model

1

0

0 : use stress : the highest stressk k

k

x x s s s s s

s s

SEV

log -T

0 1 1, 0

is a constant independent of stress

x

Page 5: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Motivations of Sequential ALT Planning

• ALT planning based on the Maximum Likelihood theory

• Locally optimal for specified model parameters

• Problems:– There often exists a high margin of specification error

– Developed plans are usually sensitive to the specified value

Step 1:

Specify ALT model parameter values

Step 1:

Specify ALT model parameter values

Step 2:

Minimize the asymptotic variance of ML estimator

Step 2:

Minimize the asymptotic variance of ML estimator

Step 3:

Evaluate the plan using simulations

Step 3:

Evaluate the plan using simulations

0 1, ,

Page 6: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

A Framework of Sequential ALT Planning

• Tang, L.C. and Liu, X. (2010) “Planning for Sequential Accelerated Life Tests”, Journal of Quality Technology, 42, 103-118.

• Liu, X. and Tang, L.C. (2009) “A Sequential Constant-Stress Accelerated Life Testing Scheme and Its Bayesian Inference”, Quality and Reliability Engineering International, 25, 91-109.

Information on the slope parameter

Preliminary information on

Plan the tests at lower stress levels

Planning information

e.g. test duration, specified parameter values, etc.

Planning information

e.g. test duration, number of stress levels, sample sizes, etc.

0( , )

Information Planning Procedure

Plan & Perform the test at the highest stress to quickly obtain failures

1

Page 7: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Part IPlanning Sequential Constant-Stress Accelerated Life Tests

Page 8: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Page 8

Sample Size at the Highest Stress Level

0

Specify

the values of (or ) and

the censoring time

the expected number of failures

H

H

H

c

R

1/1 exp / exp( )H

H HH

Rp p c

n

Sample Size:

Page 9: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Page 9

Inference at the Highest Stress Level

Stress

Time in log-scale

Low UseHigh0 1

; ,H H H H Hl θ θ D θ

Page 10: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Page 10

Inference at the Highest Stress Level

1

2 2ˆ

ˆ ˆ ˆ | ~ ( , )

where

ˆ arg max ( )

ˆ ˆ

ˆ [ ( ; ) / ] H H

H H H H

H H

H H

H H H H

N

lθ θ

θ y θ Σ

θ θ

Σ I

I θ D θ

Generalized MLE

Covariance matrix

Observed information

Page 11: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

1

Information on

the value of

,H

,k

1

is a constanti k ix

, for 0,1i ix

Construction of Prior Distributions

Page 12: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Page 12

Construction of Priors at Low Stresses

1

1

1 1 1

11 1

2~ ( , )

3/ 2 1/ 2

1/ 21 1 1

( )( ) ( , ) ( )

ˆerf ( ) erf ( ) ( )exp

ˆ ˆ2 ( var( )) ( ) 2 var( )

where

ˆ ˆ ˆ ˆ ˆ ˆ, , , cov( , ) / var (

i ii i i

i

Ui i i H

H i i H

i H i i H i i H i H H

xx dF

x x x

θ

1/ 2

1/ 2 1/ 2 1/ 2

2 1/ 2

1/ 2 1/ 2 1/ 2

2 1/ 2

ˆ) var ( )

ˆ ˆ ˆ ˆvar ( ) var ( ) ( ) var ( )ˆ ˆ(2 var( ) var( )(1 ))

ˆ ˆ ˆ ˆvar ( ) var ( ) ( ) var ( )ˆ ˆ(2 var( ) var( )(1 ))

H H

i H i H i H Hi

H H

i H i H i H Hi

H H

for any 1,..., 1, there exists a one-one transformation ( )

with non-vanishing Jacobian / ,such thati H

H i

i H θ θ

θ θ

Page 13: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Page 13

Illustration of the Sequential ALT

Stress

Time in log-scale

Low UseHigh0 1

Plan & Run the test at the highest stress

Deduction of Prior Distributions

Pre-Posterior Analysis & Optimization

Page 14: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Page 14

The Bayesian Optimization Criterion

Given the information obtained under the highest stress, the optimum sample allocation and stress combinations for tests under lower stresses are chosen to minimize the pre-posterior expectation of the posterior variance of certain life percentile under use stress over the specified range of β1

1

1 0

Min ( ) = {var( (1))}

= { var( ) } [1, log( log(1 ))]

p

T

C E y

E p

ξ

c θ c c

Page 15: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Page 15

Problem Formulation

1 1

1 1 1T

H Hx x xX

1

1 1

11 2 1

1 2

Min (var( (1))) ( )

s.t. {( , ,..., ) : 0 1} and 0

{( , ,..., ) : 1 and 0 1}

T Tp

HH i H

HH i ii

E y

x x x x x

1 X Λ X 1

x

π

Design Matrix

1

1

1

1

(var( ( )))

(var( ( )))

var( (0))

p

p H

p

E y x

E y x

y

Λ

Page 16: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Page 16

Pre-Posterior Analysis

1

2 2

2 2

2

2

where

log log;

log

i

i

i

i

i

i i

i i

i

i

l lE y f y dy

θ

θ

Σ I I

θ θI

θ θ

θI

θ

Information contained in the prior density

Information expected to obtain at stress level i

1

11

11 1

1 (var( ( )))p i iE y x dcΣ c

Page 17: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Page 17

Adhesive Bond Test (Meeker and Escobar 1998)

5

1 10 1 0 1 0

log( ) ~ ,

Activation energy, 1log (Arrhenius)

Boltzmann constant, 8.6171 10

, log , ( )

is a constant

SEV

a

B

a B H a B H

T

EA

k T

x A E k s E k s s

• Total Sample Size: 300 • Total Testing Duration: 6 months =183days• Standardized Testing Region: • Assumptions:

0 1H Ux x x

Page 18: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Page 18

Planning at the Highest Temp

Planning

information:

4.72

0.6

15

60

H

H

H

R

c

50 samples are needed50 samples are needed H HR n p

Page 19: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Page 19

Posterior DensitySimulated Failure times:

33.3, 48.4, 39.3, 58.8, 47.4, 60.0, 33.6, 19.4, 38.0, 28.6, 60.0, 53.2, 17.7, 25.4, 44.5, 34.6, 16.9, 60.0, 31.7, 60.0 ,49.2, 60.0, 10.953, 60.0, 18.8, 3.3, 1.4, 17.3, 46.8, 40.9, 60.0, 28.4, 60.0, 4.2, 21.9, 49.6, 20.6, 60.0, 46.6, 6.4, 25.2, 60.0, 13.6, 29.5, 60.0, 60.0, 31.3, 29.4, 54.3, 34.0

Page 20: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Page 20

Normal Approximation

1 2 2ˆ

ˆ ˆ ˆ| data ~ ( , )

ˆ ˆ ˆ where and [ ( ) / ] H H

H H H

H H H H H

N

lθ θ

θ θ Σ

Σ I I θ θ

Page 21: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Page 21

Planning of an ALT with 2 Stress Levels

1

1

Sample size

300 250

Test duration

183 123

Posterior density at

ˆ ˆ | ~ ,

Specified range of

3.84,5.12

( . . 0.6,0.8 )

L H

L H

H

H H H H

a

n n

c c

x

N

i e E

θ y θ Σ

0. 01

0. 1

1

10

100

0. 1 0. 2 0. 3 0. 4 0. 5 0. 6 0. 7 0. 8 0. 9 1

1

var 1 in log-scalepE yPlanning Information:

LxHigh Low

Page 22: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Page 22

0. 01

0. 1

1

10

100

0. 1 0. 2 0. 3 0. 4 0. 5 0. 6 0. 7 0. 8 0. 9 1

Effects of the pre-specified slope parameter

Lx

Suppose we raise the expectation of the product reliability

Effect:

Run the test under a higher stress to produce more failures

Effect:

Run the test under a higher stress to produce more failures

1

var 1 in log-scalepE y

Beta1 ranges from 3.84 to 5.76

Beta1 ranges from 3.84 to 5.12

1 10.6,0.8 0.6,0.9 i.e. 3.84,5.12 3.84,5.76Ea Ea

High Low

Page 23: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Page 23

Plan an ALT with 3 stress levels

1

250, 123

, , 3.84,5.12L L

H

n c

250 (1 )

250 for 0 1

2Minimum number of failure

and

L

M

LM

L M

n

n

xx

R R

Planning Information:

Additional constraints:

1 0.1Min (var( (1)); , )

. .

(1 ) ( )

( )

0 2 1

0 1

L

L M L L

L M M M

H L M

E y x

s t

n p x R

n p x R

x x x

0

0

where

( ) (1 exp( exp( ))) ( , )

( ) (1 exp( exp( ))) ( , )

L L L L L L

M M M M M M

p x d d

p x d d

Page 24: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Page 24

The feasible region

Page 25: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Page 25

Interior Penalty Function Method

Page 26: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Page 26

Page 27: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Page 27

Inference from Test Results

Stress

Level

Sample

Size

Test

Duration

Expected

Failures

Simulated

Failure Times

Observed

Failures

High50 60 15

33.3, 48.4, 39.3, 58.8, 47.4, 60.0, 33.6, 19.4, 38.0, 28.6, 60.0, 53.2, 17.7, 25.4, 44.5, 34.6, 16.9, 60.0, 31.7, 60.0 ,49.2, 60.0, 10.953, 60.0, 18.8, 3.3, 1.4, 17.3, 46.8, 40.9, 60.0, 28.4, 60.0, 4.2, 21.9, 49.6, 20.6, 60.0, 46.6, 6.4, 25.2, 60.0, 13.6, 29.5, 60.0, 60.0, 31.3, 29.4, 54.3, 34.0

38

Mid20 123 5

46.1 62.5 86.2 98.9 101.7 123 (×224) 5

Low230 123 5

22.8 44.8 59.1 84.4 87.7105.2 123 (×224) 60.78Lx

0Hx

0 1(assume 4, 4, 4) Simulated failure times

0.39Mx

Page 28: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

0.0377 0.0060

~ 7.24,0.664 ,0.0060 0.0042

,L

N

0.0112 0.0003

~ 3.87,0.65 ,0.0003 0.0086

,H

N

• Results obtained under the high stress

• Results obtained under the mid and low stress

0.0156 0.0016

~ 5.28,0.594 ,0.0016 0.0080

,M

N

Decreasing

Increasing

Inference

Page 29: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Page 29

Planning information:

Total Sample Size: 300 Total Test Duration: 183 Pre-specified ALT model parameters: 9 scenarios are considered

*For sequential plans:We set the expected number of failures at the high stress level at 15 within 60 days

*For each simulation scenario:a. both sequential and non-sequential plans are generated;b. failure data are generate according to the optimum plans;c. 10th percentile are use stress are estimated;d. repeat b and c for 100 times, and move to another scenario

Simulation Study

Page 30: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Page 30

Simulation Design Table

Scenarios Pre-specified Pre-specified Pre-specified

(non-sequential)

Pre-specified

(sequential)

1 ( 0 ) ( 0 ) ( 0 ) - 20 % ~ + 20 %

2 - 25 % - 25 % - 20 % - 20 % ~ + 20 %

3 - 25 % - 25 % + 20 % - 20 % ~ + 20 %

4 - 25 % + 25 % - 20 % - 20 % ~ + 20 %

5 - 25 % + 25 % + 20 % - 20 % ~ + 20 %

6 + 25 % - 25 % - 20 % - 20 % ~ + 20 %

7 + 25 % - 25 % + 20 % - 20 % ~ + 20 %

8 + 25 % + 25 % - 20 % - 20 % ~ + 20 %

9 + 25 % + 25 % + 20 % - 20 % ~ + 20 %

110

- k %: the specified value is k% lower than the true value+k %: the specified value is k% higher than the true value(0): the specified value is the true value

Page 31: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Page 31

Simulation Results

Page 32: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Page 32

Precision1. Sequential plans yields more precise estimation

2. Sequential plans gives a conservative sense of statistical precision: Sample variance > Asymptotic variance

00. 1

0. 20. 30. 4

0. 50. 6

0. 70. 8

0 1 2 3 4 5 6 7 8 9 10Si mul ati on scenari os

Vari

ance

Sample variance (non-sequential plan)

Asymptotic variance (non-sequential plan)

Asymptotic variance (sequential plan)

Sample variance (sequential plan)

Page 33: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Page 33

For sequential plan:

Since

1. Model parameters and are estimated at stage one;

2. An interval value of is used

Hence, the plan robustness to the mis-specification of model parameters has been enhanced

Effect of Parameter Mis-specification on Precision

Effect on the

expected variance

Effect on the

observed variance

0.270 0.1945

0.016 -0.2075

0.044 0.043

-0.007 -0.1180

0.083 0.0655

0.035 0.0185

-0.031 -0.009

0

1

0 1*

0 *

1 *

0 1* *

Effect on the expected variance

Effect on the observed variance

-0.053 -0.038

(0, 0.0001) (- 0.0001,0)

(- 0.0001,0) (- 0.0001,0)

0

0 *

Non-sequential Plans Sequential Plans

For non-sequential plan:

Results are sensitive to the specified model parameters and .

0

0

1

1

Page 34: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Page 34

RobustnessDefine the Relative Error (RE) as:

3. Sequential plans is more robust to mis-specification of model parameters

sample variance - asymptotic variance asymptotic variance

0

0. 5

1

1. 5

2

2. 5

0 1 2 3 4 5 6 7 8 9 10

Si mul at i on scenar i os

RE

RE

(non-sequential plan)

RE

(sequential plan)

Page 35: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Page 35

For sequential plan:

Since

1. Model parameters and are estimated at stage one;

2. An interval value of is used

Hence, the plan robustness to the mis-specification of model parameters has been enhanced

Effect of Parameter Mis-specification on the Relative Error (RE)

Effect-0.7684

-0.7187

-0.2367

0.4905

0.1334

0.1201

-0.0532

0

1

0 1*

0 * 1 *

0 1* *

Effect0.0011

(0, 0.0001)

(0, 0.0001)

0

0 *

Non-sequential Plans Sequential Plans

For non-sequential plan:

RE is sensitive to the pre-specified model parameters and .

0

0

1

1

Page 36: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Page 36

0

20

40

60

80

100

120

0 1 2 3 4 5 6 7 8 9 10

Temp

erat

ure

Si mul ati on scenari os

Simulation Results4. Sequential plans reduce the degree of extropolation;

5. Sequential plans are especially robust to mis-specification of the intercept parameters (scenarios 6-9) due to the preliminary test under the high stress

Optimum low stress(non-sequential plan)

Optimum low stress(sequential plan)

Use stress

Page 37: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Page 37

For sequential plan:

Since

1. Model parameters and are estimated at stage one;

2. An interval value of is used

Hence, the plan robustness to the mis-specification of model parameters has been enhanced

Effect of Parameter Mis-specification on the Optimum Low Stress level

Effect12.25

-13.25

3.25

-1.25

3.25

1.75

0.75

0

1

0 1*

0 * 1 *

0 1* *

Effect-5

(- 0.0001,0)

(- 0.0001,0)

0

0 *

Non-sequential Plans Sequential Plans

For non-sequential plan:

RE is sensitive to the pre-specified model parameters and .

0

0

1

1

Page 38: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Comparison with 4:2:1 Plan

|Ase Ase when model parameters are correctly specified| ASR

Ase when model parameters are correctly specified

: Test duration at the highest stress levelc

Page 39: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Extension from 2-Stage Planning to a Full Sequential Planning

2-Stage Planning

• Prior distributions for all low stresses are constructed simultaneously (all-at-one)

• Tests at all low stresses are planned simultaneously

Full Sequential Planning

• Only the prior distribution for one low stress is constructed

• Only the test at one low stresses are planned

• More tests at low stresses are planned iteratively

The basic framework still works !

Page 40: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Part IIPlanning Sequential Constant-Stress Accelerated

Life Tests with

Stepwise Loaded Auxiliary Stress

Liu X and Tang LC (2010), “Planning sequential constant-stress accelerated life tests with stepwise loaded auxiliary acceleration factor”, Journal of Statistical Planning and Inference, 140, 1968-1985.

Page 41: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Motivations of an Auxiliary Stress

• Testing more units near the use condition is intuitively appealing, because more testing is being done closer to the use condition

• Failures are elusive at low stress levels for highly reliable testing items – the lowest stress level is forced to be elevated, resulting in high,

sometimes intolerable, degree of extrapolation in estimating product reliability at use stress

Page 42: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Illustration

Candidate low stress 1

Candidate low stress 2

High Stress

Time

Stress LevelUse Stress

Maximum Test Duration

Low degree of extrapolation with zero failure

high degree of extrapolation with more failures

Page 43: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Auxiliary Stress

• An Auxiliary Stress (AS), with roughly known effect on product life, is introduced to further amplify the failure probability at low stress levels

• Examples of possible AS:– In the reliability test of micro relays operating at difference levels of

silicone vapor (ppm), the usage rate (Hz) might be used as an auxiliary factor (Yang 2005).

– In the temperature-accelerated life test, the humidity level controlled in the testing chamber might be used as an AS (Livingston 2000).

– Dimension of testing samples (Bai and Yun 1996)

• Joseph and Wu (2004) and Jeng et al. (2008) proposed a method known as the Failure Amplification Method (FAMe) for the Design of Experiments. – FAMe was developed for system optimization while ALT is used for

reliability estimation at user condition through extrapolation.

Page 44: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Model Extension

1use max use

use max

( ) ( )

: use stress : the highest stress

h v v v v

v v

0 1 2

is a constant independent of stress

x h

2[0,1]

Page 45: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

An Integrated Framework of Sequential ALT Planning with an Auxiliary Stress

Planning Information

e.g. Sample size; Test duration; Specified model parameters

Step 1: Plan and perform the life test at the highest stress level

Step 2: Compute the number of failures at low stresses

Is an AS needed?

Step 3a: Plan the tests at low stresses without an AS

i.e. optimize sample allocation, and stress combinations

Step 3b: Plan the tests at low stresses with an AS

i.e. optimize sample allocation, stress combinations, and the loading profile of AS

Is an AS available?

yes

No

yes

No

Page 46: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Step 1Planning & Inference

at the Highest Temperature Level

Page 47: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

To demontrate the 10% life quantile at use condition exceeds 2 years

Temperature (other factors, such as humidity, voltage, etc are set to use level)

Experiment Target:

Stress Factor:

Planning in

0

0

1). 120 sample units and 75 days are available.

2). The use temperature is 45 C 318

The highest temperature allowed in the test is 85 C 358

3). Failure t

formation and Assumptions:

K

K

ime follows Weibull distribution

log t

4). is a constant, independent of temperature; follows Arrhenius stress-life

relationship

T

F t

0 1

0 1

Activation energy, 1 log

Boltzmann constant,

where log 11605 /

i iB i

i i

EaA s

k T

A Ea s T

ALT for Electronic Controller

Page 48: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

1/

0

target number of failures:

censoring time: exp exp

parameter values: ( ),

confidence level:

k

kk

k

kkR c

r

c

kn

Planning Inputs:

Planning Output:

Testing Output: 0ˆˆ ˆ( ) o r H

1

0

1 1

(Binomial Bogey test, Yang 2007)

k

k

k

ri n ii

n k ki

C R R

Risk of see less failures than expected

Test Planning at the Highest Stress

Page 49: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Planning

information:

7.5

0.677

6

720hr

0.9

k

k

k

r

c

44 samples are needed

Results

Page 50: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Weibull Probability Plot for Observed Failure Data

Data Obtained at the Highest Stress

Time-to-failure (hours)

79.559 210.47 590.03 400.56 491.41 138.94 673.98 109.4 149.95 204.7 425.32 643.31 117.15 328.99 351.87 720×29

Note: This is just a particular run

Page 51: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

1

; ;

1exp log exp 1 exp

where ( , ); 0 if the data is censored, otherwise 1

k

k k

nj k j k k k

j jj

k k

y l

y y c

θ θ y

θ

Posterior distribution derived from a constant prior :

Normal Approximation to the Posterior distribution (Berger 1985)

1

2

1

ˆ ˆˆ ˆ~ ( , ) ( ,[ ] )

( ; ) ˆˆwhere = (observed Fisher information at )

0.1142 0.0529ˆ ˆ ˆ [7.35,0.90]symmetric 0.0489

k k

k k k k k

kk k

k

k k k

N N

l

θ θ

θ y θ Σ θ I

θ yI θ

θ

θ Σ I

Statistical Inference at the Highest Stress

Page 52: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

• The quality of the approximation needs to be checked e.g. Kolmogorov-Smirnov (K-S) test (Martz et.al 1988, Technometrics). • The posterior normality needs to be checked e.g. Kass and Slate 1994 Ann. Statist. ).

Illustration

Page 53: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Step 2Computation of the Expected

Number of Failures at Low Stress Levels

Page 54: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

1

Information on

the value of

,H

,k

1

is a constanti k ix

, for 0,1i ix

Construction of Prior Distributions

Page 55: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

1

1

11 1 1

2

3/ 2 1/ 2

1

( ), ( , ) ( )

ˆ1 ( ) exp erf ( ) erf ( ) 1,..., 1

ˆ ˆ2 ( var( )) ( ) 2 var( )

where ( ) is a uniform distribution defined on an interval

i ii i i

i

i ii i

xx d

i k

2

1 1

1/ 2

0

1

1/ 2 1/1 1

[ , ]

erf is the error function given by the definite integral erf ( ) 2

ˆ

ˆ ˆ ˆ ˆ ˆ , , cov( , ) / var ( ) var

z t

i k i

i k i i k i k k

z e dt

x

x x

2

1/ 2 1/ 2 1/ 2

2 1/ 2

1/ 2 1/ 2 1/ 2

2 1/ 2

ˆ( )

ˆ ˆ ˆ ˆvar ( ) var ( ) ( ) var ( )

ˆ ˆ(2 var( ) var( )(1 ))

ˆ ˆ ˆ ˆvar ( ) var ( ) ( ) var ( )

ˆ ˆ(2 var( ) var( )(1 ))

i i ki

k

i i ki

k

Density Function of the Constructed Prior

Page 56: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Uncertainty over becomes larger for lower testing temperatureUncertainty over becomes larger for lower testing temperature

1Let 0.8,1.2 , i.e ~ Uniform 0.8,1.2Ea

Illustration of the Constructed Priors at 65⁰C and 45⁰C

Page 57: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

In order to see 5 failures, the temperature is almost on the middle of the testing region !!

Expected Number of Failures at Low Stress

Page 58: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Another Point of View:Prior Information v.s Information To Be Obtained

2 2

2 2

det ( ) log ( ) where = and =

det i

i i ii i

i i

lE

I θ θ θI θ I θ

I θ θ

Information to be obtained by performing a test at stress level i

“Information” contained in the prior knowledge

Little Information obtained from low temp

Page 59: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Step 3Planning at the Lower

Temperature LevelWith Auxiliary Stress

•The choice of AS•The loading of AS•The integration of AS in test planning

Page 60: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

1). The effect of AS is well understood

2). The failure mode does NOT change after an AS is introduced

Assumpotions:

Auxiliary Stres Humidity

Hallberg-Peck Model (Livingston,

s:

2000

0

00 1

: use humidity level, 60%

: humidity level in test ( 90%

l

)

og

):

js p

R

RH

H

RH

RH

The Choice of AS

Page 61: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Constant-Stress Loading

Step-Stress Loading

A 2-step step-stress loading profile is preferred due to the following reasons:

• The initial loading will not be too harsh• The stress can be dynamically monitored given a target time

compression factor (only amplify the failure as needed)• The verification of the effect of the selected AS is possible

A 2-step step-stress loading profile is preferred due to the following reasons:

• The initial loading will not be too harsh• The stress can be dynamically monitored given a target time

compression factor (only amplify the failure as needed)• The verification of the effect of the selected AS is possible

The Choice of Loading Profile for AS

Page 62: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

( )equivalent test duration,

actual test duration, Time Compression Factor:

ei

ii

c

c

Setting a Target Acceleration Factor

LCEM Cumulative Exposure Model(Yeo and Tang 1999, Tang 2003)

Page 63: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

A Bayesian Planning Problem1

1 1

11 2 1

111 2 1 1

11 2 1

11 2 1

Min (var( (1))) ( )

s.t. target time compression , for 1,..., 1

( , ,..., ) [0,1]

( , ,..., ) [0,1] : 1

( , ,..., ) [0,1]

( , ,..., ) [0, ]

whe

T Tp

i

kk

kkk i ki

kk

kk

E y

i k

x x x

h h h

c

1 X Λ X 1

1

1

1 2

1

2

re

1 1 1

(var( ( ))) 0 0 0

0 (var( ( ))) 0 0

0 0 0 var( ( ))

T

k

p

p

p k

x x x

E y x

E y x

y x

X

Λ

Stress levels

Sample allocation

Initial level of AS

Stress changing time for AS

Page 64: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

1 2

1

12 2 2

1

Sample size

120 76

Test duration

1800 720 1080

Posterior density at

ˆ ˆ ~ ,

~ Uniform 0.8,1.2

3

Maximum RH = 90%

Use RH = 60%

3

H

n n

c

x

N

p

θ θ I θ

Planning Information:

Humidity Loading Profile at Low Temperature

Testing Condition

Temp(C)

RH(%)

Testing Duration

Sample Size

Use 45 60

Low 53 See Profile

1080hrs 76

High 85 60 720hrs 44

Low Humidity Level: 60%High Humidity Level: 90%Holding Time: 170.5 hrs Expected Failures: Interval [0, 170.5] : No failure Interval [170.5,1080]: 5 failures Interval [1080, ): 71 censored

Planning Results

Page 65: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Temperature

Relative Humidity

85 53

60%

Point A: (85, 60%)Failure Probability = 0.32Point A: (85, 60%)Failure Probability = 0.32

Point B: (53, 60%)Failure Probability < 0.01Point B: (53, 60%)Failure Probability < 0.01

Illustration: ALT without AS

Page 66: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Temperature

85 53

60%

90%

Point A: (85, 60%)Failure Probability = 0.32Point A: (85, 60%)Failure Probability = 0.32

Point C: (53, 60%)Failure Probability < 0.01Point C: (53, 60%)Failure Probability < 0.01

Point D: (53, 90%)Failure Probability = 0.08Point D: (53, 90%)Failure Probability = 0.08

Illustration: ALT with ASRelative Humidity

Page 67: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

RHT:Relative change of low humidity holding time

RT/RHRelative change of low humidity/low temperature

Sensitivity of the Optimal Plan to p

RSD:Relative change of Asymptotic SD

Page 68: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Sensitivity of the Plan to the Activation Energy

RHT:Relative change of low humidity holding time

RT/RHRelative change of low humidity/low temperature

RSD:Relative change of Asymptotic SD

Page 69: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

Evaluation of the Developed ALT Plan

Page 70: Planning 2-Stage Accelerated Life Tests Department of Industrial and Systems Engineering National University of Singapore LC Tang ( 董润楨 ), Ph.D

References of Part II

• Liu X and Tang LC (2010), “Planning sequential constant-stress accelerated life tests with stepwise loaded auxiliary acceleration factor”, Journal of Statistical Planning and Inference, 140, 1968-1985.