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Immune Clone Maximum Likelihood Estimation of Improved Non-homogeneous Poisson Process Model Parameters
Authors:REN Li-na  RUI Zhi-yuan  LEI Chun-li
Abstract:
Aiming at the solving problem of improved nonhomogeneous Poisson process( NHPP) model in engineering application,the immune clone maximum likelihood estimation( MLE)method for solving model parameters was proposed. The minimum negative log-likelihood function was used as the objective function to optimize instead of using iterative method to solve complex system of equations,and the problem of parameter estimation of improved NHPP model was solved by immune clone algorithm. And the interval estimation of reliability indices was given by using fisher information matrix method and delta method. An example of failure truncated data from multiple numerical control( NC) machine tools was taken to prove the method. and the results show that the algorithm has a higher convergence rate and computational accuracy, which demonstrates the feasibility of the method.
Keywords:improved non-homogeneous Poisson process  immune clone algorithm  maximum likelihood estimation(MLE)  interval estimation  multiple NC machine tools
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