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In reliability analysis, the models used to aggregate the effect of time-varying stresses are generally invariant to the order of stress application, or stress sequence. A model is referred to as being insensitive to the stress sequence if the application of stress for units of time followed by stress for units of time is equivalent to applying stress for units of time followed by stress for units of time in terms of the estimated reliability at the end of the test. The use of such insensitive models may lead to inaccurate reliability estimation when units are subject to stress sequencing. This paper proposes new classes of reliability models that have the ability to account for the stress sequence effect based on Exponential and Weibull models. This effect has been extensively investigated in the analysis of fatigue testing, and models from this area are first reviewed. The optimal design of a test plan for the estimation of the parameters of reliability models subject to stress sequence is examined under type I censoring. General guidelines for conducting the test are also discussed.

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doi: 10.14355/jmmf.2014.0301.01

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Michael Koskulics, Elsayed A. Elsayed

Department of Industrial and Systems Engineering, Rutgers, The State University of New Jersey

96 Frelinghuysen Road, Piscataway, NJ 08854 USA

mkoskuli@eden.rutgers.edu; elsayed@rci.rutgers.edu

Abstract

In reliability analysis, the models used to aggregate the effect

of time-varying stresses are generally invariant to the order

of stress application, or stress sequence. A model is referred

to as being insensitive to the stress sequence if the

application of stress z1 for t1 units of time followed by stress

terms of the estimated reliability at the end of the test. The

use of such insensitive models may lead to inaccurate

reliability estimation when units are subject to stress

sequencing. This paper proposes new classes of reliability

models that have the ability to account for the stress

sequence effect based on Exponential and Weibull models.

This effect has been extensively investigated in the analysis

of fatigue testing, and models from this area are first

reviewed. The optimal design of a test plan for the

estimation of the parameters of reliability models subject to

stress sequence is examined under type I censoring. General

guidelines for conducting the test are also discussed.

Keywords

Stress Sequence; Loading Sequence; Stress Loading History; Stepstress Accelerated Life Test; Damage Accumulation Models;

Cumulative Damage Model

Introduction

Reliability analysis may involve the application of a

model for the effect of time-varying stress on the

lifetime of units, as in Accelerated Life Testing (ALT).

The models that describe how a failure inducing

damage is accumulated during the tests are referred to

as damage accumulation, or cumulative damage

models.

A deficiency of the typical models used in ALT is the

inability to account for the effect of stress sequence on

reliability estimation. In other words, the prediction of

the lifetime after the application of a sequence of stress

levels (or types) is unaffected by the possible different

sequences that these stresses may be applied, since

each sequence yields the same prediction of reliability.

found to have a substantial impact on the lifetime

prediction. This has been extensively demonstrated in

the area of fatigue analysis, as an example.

Gamstedt and Sjgren (2002) compared the lifetime of

units under high-to-low and low-to-high stress

sequences using a composite cross-ply laminate

material. This form of stress application is known as

block amplitude loading which implies that the load is

varying under sequential steps. The Marco-Starkey

damage model is applied to measure the magnitude of

the sequence effect. In their experiment, fatigue life

was assessed using tension-tension fatigue tests and

results indicated a high-low sequence yields shorter

lifetimes when compared with a low-high sequence.

Pereira et al. (2008) showed the opposite effect in their

study of fatigue damage behavior in a P355NL1 steel

block under uniaxial block fatigue loading. Fatigue life

is modelled using the Marco-Starkey model, and the

authors concluded that fatigue damage evolves

nonlinearly with the number of loading cycles, the

load sequence, stress levels and ratios between stress

levels. They showed that the high-low sequence

results in overall longer lifetimes for the steel

components.

The applications of multiple types of stresses have

been investigated by Perkins and Sitaraman (2008)

who studied the sequence effect on solder joint

reliability using thermal and vibration stresses. They

concluded that the application of thermal stress

followed by vibration stress causes more damage than

vibration followed by thermal. Van Paepegem and

Degrieck (2002) showed that the fatigue analysis and

modeling community is divided regarding the stress

sequence effect on the damage accumulation. Some

experiments support the hypothesis that a high-low

sequence is more damaging than a low-high sequence

while other experiments suggest the opposite. In either

case, this effect is an important aspect that needs to be

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at design conditions.

The design and planning of optimum single and

multiple stress ALT plans using models that account

for the stress sequence effect has not been investigated.

Typically, the design of an optimum step stress ALT

plans assumes a fixed sequence and optimizes the

remaining decision variables of the test plan

accordingly. This is considered in the research of stepstress ALT models by Miller and Nelson (1983), Bai et

al. (1989), Bai and Chun (1991), Khamis and Higgins

(1996), Xiong (1998), Xiong and Milliken (1999), and

Xiong and Ji (2004). The models used in these plans

are insensitive to the stress sequence.

The sequence effect has been thoroughly investigated

in fatigue testing, however, traditional reliability

models using in ALT generally do not account for this

effect. This paper proposes reliability models that

consider the effect of stress sequence and investigates

the design of optimal stress-sequence test plans to

estimate parameters of the model. Models used in

fatigue analysis have the ability to account for the

effect of the stress sequence, therefore we firstly

provide a review of these models; then present the

new class of models that consider the stress-sequence

effect. Finally, we present the design of optimal stresssequence test plans.

Stress Sequence Insensitivity

Originating from the analysis of fatigue test data,

Miners (1945) linear damage accumulation model (1)

is one of the first models to explain the aggregation of

an application of a sequence of stress levels specified

by (2).

k n

(1)

Dtotal = i

i =1 Ni

Miners model defines the total damage Dtotal resulting

from the application of k stresses as a linear function of

the number of applied cycles or time exposed to a

stress ni and the average total number of cycles or

time until failure N i . The drawback of this linear

damage model is its insensitivity to the stress sequence

application since the total damage is the sum of

independent terms. In (1), the order in which these

terms are added, determined from the order o fstress

application, does not change the resulting total

damage.

Miners linear damage accumulation is analogous to

cumulative damage model proposed by Nelson (1980)

reliability model. It is one of the most commonly used

models in ALT, however, it is insensitive to the stress

sequence effect as shown below.

0 n < n1 ,

0 t < 1

z1

z

n

n

<

n

,

1

2

1 t < 2

(2)

z = 2

zk nk 1 n < nk , k 1 t < k

Nelsons cumulative exposure model assumes that the

remaining life of a component after the application of

a sequence of stress levels is a function the current

probability of failure and the cumulative distribution

function specified for the current stress level. Nelsons

cumulative damage concept is expressed by (3).

F1 ( t )

0 t < 1

1 t < 2

F2 ( t 1 + s1 )

F

=

( t ) F3 (t 2 + s2 ) 2 t < 3

(3)

Fk ( t k 1 + sk 1 ) k 1 t < k

Fi +1 ( s=

Fi ( i i 1 + si 1 ) =

i 1,..., k 1

)

i

s=

=

0

0

0

The relationship between Miners damage model and

Nelsons cumulative exposure model can be seen by

replacing the failure density by the damage function in

Nelsons model (4).

D (n) =

D1 ( n )

0 n < n1

=

N1

n n1 n1

D2 ( n n1 + s=

n1 n < n2

+

1)

N2

N1

D n n + s= n n2 + n2 + n1

n2 n < n3 (4)

2

2)

3(

N3

N 2 N1

n nk 1

n

Dk ( n nk 1 + s=

+ + 1 nk 1 n < nk

k 1 )

Nk

N1

Di +1 (=

si ) Di ( ni ni 1 + si 1 ) =

i 1,..., k

n=

s=

0

o

0

Miners linear model is also similar to the accelerated

failure time (AFT) model that expresses the failure

time distribution as a function of stress level. This

model assumes the effect of the stresses is considered

by multiplying the time to failure by some monotonic

function c ( zk ) of the applied stress zk as shown in (5).

This function is referred to as the Acceleration Factor.

(5)

Fk ( t | zk ) = F0 ( c ( zk ) t )

However, when Nelsons cumulative damage model is

resulting distribution is insensitive to the stress

sequence. This is illustrated as follows: it is shown that

the probability of failure at the end of the test for a z1 to

failure of applying the sequence z2 to z1 sequence when

each stress is applied for the same durations of time 1

and 2 . The cumulative distribution function (CDF)

for the z1 to z2 sequence is given in (6).

F1 ( t )

0 t < 1

F ( t ; z1 , z2 ) =

F2 ( t 1 + s1 ) 1 t < 2

c ( z1 )

=

s1 x=

x1

1 1

c ( z2 )

(6)

F=

F=

F2 ( x11 )

2 ( s1 )

1 ( 1 )

The CDF for the z2 to z1 sequence is given in (7).

F2 ( t )

F ( t ; z2 , z1 ) =

*

F1 t ( 2 1 ) + s1

c ( z2 )

s1* =

x2 ( 2 1 )

x2 =

c ( z1 )

F1 ( s1*=

)

0 t < 2 1

2 1 t < 2

x1 x2 =

1

(7)

F2 ( 2 1=

)

c ( z2 )

F1 ( c2 (=

F2

( 2 1 )

2 1 ) )

c ( z1 )

test time 2 as shown in (8).

F1 1 +

s1*

)=

( (

F2 x1 1 +

s1*

) )=

F2 s1 +

x1 s1*

= F2 ( s1 + x1 x2 ( 2 1 ) )= F2 ( s1 + ( 2 1 ) )

(8)

applied to AFT models is insensitive to the stress

sequence as demonstrated for the Weibull model in (9).

F ( t ; z1 , z2 ...zk ) = 1

exp

0 t < 1

( z1 )

t

1

1 t < 2

+

exp

( z2 ) ( z`1 )

2

2

1

1

+

+

exp

2 t < 3

( z3 ) ( z2 ) ( z1 )

t k 1 k 1 k k 1

+

k 1 t < k

exp

( zk ) j =1 z j

( )

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=

i 1...k

( zi ) exp ( 0 + 1 zi ) =

(9)

in situations where the shape parameters of the AFT

models are functions of the applied stress as shown in

the next section.

Shape Based Sequence Dependent Models

Miners model can be modified to account for the

stress sequence by the use of nonlinear relationships.

The Marco-Starkey (1954) damage model is an

example of such a nonlinear model as expressed by

(10).

1 i

n

i

i =1,..., k

Di = + Di 1 i

(10)

Ni

D0 = 0

This model aggregates the damage from different

stress levels (or types) using the same approach as in

Nelsons cumulative damage model, but considers a

stress dependent shape parameter i . The form of the

damage function for the individual stress levels is

demonstrated in (11).

D ( n ) =

n

N 3

n

N1

0 n < n1

n n1

N + N

2 1

1

2

n2 n1

+

+

N 2 N1

n1 n < n2

2

1

2

(11)

n2 n < n3

+ Dk 1

Nk

1

k

nk 1 n < nk

sequence since the order of stress application yields

different damages, unlike Miners model.

The Weibull based reliability model can be modified

following Marco-Starkeys model by allowing the

shape parameter to vary with stress level. The CDF of

a Weibull model with a non-constant shape parameter

that applies Nelsons cumulative exposure model in

(12) is sensitive to the stress sequence.

F ( t ; z1 , z2 ...zk ) = 1

www.sjmmf.org

(z )

exp

0 t <1

( z1 )

z

(z ) ( )

1 ( z )

exp

1

1 t < 2

+

( z2 ) ( z`1 )

(z )

t

( z3 )

(z )

2 t < 3

( z ) ( z )

exp

(z )

+ 1

z

z

(

)

(

)

2

`1

z

(

)

t

k 1

( zk )

k 1 t < k

exp

+ ln 1 F ( ) ( z )

( k 1 k 1 )

the hazard function has straight forward form.

=

i 1...k

( zi ) exp ( 0 + 1 zi ) =

(12)

=

i 1...k

( zi ) exp ( 0 + 1 zi ) =

This model parallels the Marco Starkey model used in

fatigue analysis to consider the stress sequence effect.

However, it may not be practical due to its

mathematical complexities as it difficult, if not

impossible, to directly compute the corresponding

fisher information matrix necessary for test plan

optimization. This motivates the need for a reliability

model that has stress sequence sensitivity and is

mathematically tractable.

This can be accomplished by using The Khamis and

Higgins model (1996) as an alternative to Nelsons

cumulative exposure Weibull modelas shown in (13).

t

exp

0 t < 1

( z1 )

exp t 1 1

1 t < 2

( z ) ( z )

2

`1

t 2

( z3 )

2 t < 3

exp

F ( t ; z1 , z2 ...zk ) = 1

2 1

1

(13)

(z ) (z )

2

1

k 1

( zk )

k 1 t < k

exp

k 2

i +1 i 1

i =1 ( zi +1 ) ( z1 )

zi ) exp ( 0 + 1 zi ) =i 1...k

(=

model (14) modifies the Khamis-Higgins model by the

use of a non-constant shape parameter. This model has

a stress dependent shape parameter. During the

application of the first stress level, the lifetime of a

test unit follows a standard Weibull model. For

subsequent stress levels, the lifetime follows the

Khamis-Higgins model with a stress dependent shape

parameter. As in any step-stress reliability, the

probability of failure remains momentarily constant at

the instant of stress changing.

t ( z1 )

exp

0 t <1

( z1 )

t ( z2 , z1 ) 1 ( z2 , z1 ) 1 ( z1 )

1 t < 2

exp

( z2 )

( z1 )

t ( z3 , z2 ) 2 ( z3 , z2 )

( z3 )

exp

2 t < 3

( z2 , z1 )

( z2 , z1 )

( z1 )

F ( t; z1 , z2 ...zk ) = 1

1

1

2

( z2 )

( z1 )

( zk , zk 1 )

( zk , zk 1 )

k 1

t

( zk )

k 1 t < k

exp

( zi+1 , zi )

( zi+1 , zi )

( z1 )

k 2 i +1

i

1

( zi +1 )

( z1 )

i =1

(14)

i 1...k

=

( zi ) exp ( 0 + 1 zi ) =

i 1...k

=

( zi ) exp ( 0 + 1 zi ) =

The hazard function of the proposed model is given by

(15) and has the same form as the Khamis-Higgins

hazard rate.

( z1 ) ( z ) 1

h1 ( t )

t

=

( z1 )

( z2 , z1 ) ( z , z ) 1

h2 ( t )

t

=

( z2 )

h ( t ; z1 , z2 ...zk ) =

( z3 , z2 ) ( z , z ) 1

t

=

h3 ( t )

( z3 )

z

,

(

k z k 1 ) ( z , z ) 1

t

=

hk ( t )

( zk )

0 t <1

1 t < 2

2 t < 3

k 1

(15)

k 1 t < k

shape parameter is not the only approach to model the

effect of the stress sequence. An alternative way is to

change the form of the scale parameter while keeping

the shape parameter constant. The exponential

distribution can also be used in this case since it is

In many step-stress reliability models, it is common

that the log of the scale parameter has a linear

relationship with stress variables. However, in these

cases, the relationship is only with the current stress

and is not a function of stresses that may have

preceeded it. Therefore, in the following section, a

new class of stress sequence dependent models is

presented. The linear function of the stress variables

representing the logarithm of the scale parameter

includes the effect of prior stresses.

Scale Based Sequence Dependent Models

The log-linear relationship between scale parameter

and stresses is modified so that stresses which precede

the current stress affect the value of the scale

parameter as in (16). This class of models is referred to

as stress sequence dependent shape parameter models

and different orderings of stress application yield

different probabilities of failure when each stress is

held for the same duration within the sequence.

( zi=

) exp ( 0 + 1 zi + 2 ( zi +1 zi ) )

(16)

i 1...k =

=

; z0 0

The CDF for a model with a stress sequence

dependent scale parameter is proposed in (17).

F ( t ; z1 , z2 ...zk ) = 1

t

exp

0 t <1

( z1 )

exp t 1 1

1 t < 2

(z , z ) (z )

2 1

1

t 2

z , z

)

(

3 2

exp

2 t < 3

2 1

( z2 , z1 ) ( z1 )

t k 1

z , z

( k k 1 )

t <

exp

k

k 2

1 k 1

i +1 i

i =1 ( z , z ) ( z )

i +1 i

1

zi 1 ) exp ( 0 + 1 zi + 2 ( zi +1 zi ) ) =

i 1...k

( zi ,=

(17)

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section is more practical when the sequence effect does

not impact the nature of the failure mechanism and

only changes the scaling of the distribution.

In the following section, the scale based stress

sequence dependent model is investigated further.

The model parameter estimation process using

maximum likelihood is first developed. The following

sections present the optimization of a test plan

designed to estimate parameters of the model. Finally,

numerical examples are presented for different

scenarios as well as a discussion of design test plans.

Estimation of Model Parameters

Estimation of the model parameters using maximum

likelihood requires the failure information from two

separate step-stress tests. In each test, the same stress

levels z1 and z2 are applied. One test applies z1 to z2

sequence and the other test applies z2 to z1 sequence.

It is necessary to obtain failure data from both tests so

that the estimation of the sequence dependent

parameter 2 can be accurately obtained. The CDF for

the sequences and the likelihood function are defined

as in (18).

t

0 t < 1

exp

( z1 )

t 1

F ( t ; z1 , z2 ) = 1

z , z

( 2 1)

t < 2

exp

1

1

( z1 )

t

0 t < '1

exp

( z2 )

t '1

F ( t ; z2 , z1 ) = 1

z , z

(

)

1 2

' t <

1

2

exp

'1

( z2 )

=

exp ( 0 + 1 z1 + 2 ( z2 z1 ) )

i

(18)

k=1,2nij , are presented in (19). The subscript i

represents the first or second applied stress level, j

represents the stress sequence and k represents the

ordered observation number.

models has the advantage over the shape based class

L ( ( z1 ) , ( z2 ) , ( z1 , z2 ) , ( z2 , z1 ) )

by being mathematically tractable for optimization. A

n1,1

n2 ,1

n1,c

shape parameter change suggests an alteration in the

= f ( t1,1, k ; z1 ) f ( t2,1, k ; z1 , z2 ) R ( 2 ; z1 , z2 )

nature of the failure mechanism. This effect has been

=

k 1=

k 1

=

k 1

n1,2

n2 ,2

n2 ,c

seen in the analysis of fatigue failure which warrants

f ( t1,2, k ; z2 ) f ( t2,2, k ; z2 , z1 ) R ( 2 ; z2 , z1 )

the development of reliability models for use in those

=

k 1=

k 1

=

k 1

www.sjmmf.org

log ( z1=

) 0 + 1 z1

n

t1,1,k n 1

t2,1,i 1

1

exp

exp

=

1

k 1=

( z1 ) ( z1 ) k 1 ( z1 , z2 ) ( z1 , z2 ) ( z1 )

1,1

2,1

t1,2,k

n 1

exp

exp 2 1 1

k 1=

( z1 , z2 ) ( z1 ) k 1 ( z2 ) ( z2 )

n1,c

log ( z2=

) 0 + 1 z2

1,2

1

t2,2,i 1 ' 1 '

exp

k =1 ( z2 , z1 )

( z2 , z1 ) ( z2 )

log ( zn=

) 0 + 1 zn

(19)

n2,2

n

'

'

exp 2 1 1

k =1

( z2 , z1 ) ( z2 )

parameters ( z1 ) , ( z2 ) , ( z1 , z2 ) , ( z2 , z1 ) are obtained

by taking the logarithm of the likelihood (20) function,

differntiating it with respect to the unknown

parameters and solving the resulting equations

simultanously.

log L ( ( z1 ) , ( z2 ) , ( z1 , z2 ) , ( z2 , z1 ) ) = n1,1 log ( ( z1 ) )

n2,1

( t2,1, k 1 ) n

2,1 1

k 1=

n2,1 log ( ( z1 , z2 ) ) k 1

( z1 )

( z1 , z2 )

( z1 )

t1,1, k

nc ,1 2 1 + 1 n1,2 log ( ( z2 ) )

( z1 , z2 ) ( z1 )

n1,2

n2,2

t1,2, k

k 1=

n2,2 log

z2 , z1 k 1

z2

( (

))

(t

2,2, k

1'

(20)

( z2 , z1 )

n2,21'

'

'

nc ,2 2 1 + 1

( z2 )

( z2 , z1 ) ( z2 )

An important aspect of parameter estimation for stepstress testing should be addressed. Consider a

standard, non-sequence dependent, exponential step

stress reliability model having n stress steps and a log

linear relationship between the scale parameter and

stress as in (21).

log ( zi=

(21)

) 0 + 1 zi

There are two ways for the parameter estimation

process. The parameters can either be the set 1 , 2 or

equations needs to be solved in (22).

log ( z1=

) 0 + 1 z1

(22)

log ( z2=

) 0 + 1 z2

Whether the parametersestimates are in terms of

0 , 1 or ( z1 ) , ( z2 ) is irrelevant since each can be

explicitly described in terms of the other set. However,

when there are more than two applied levels of

stresses as in (23), there is no solution to the system of

equations.

6

situation, linear regression is required if model

parameters are originally ( z1 ) , ( z2 ) ... ( zn ) and

estimates of 0 , 1 are needed for extrapolation.

2,c

n1,1

(23)

( z1 ) , ( z2 ) ... ( zn ) are approximate and not the true

value from the data. The significance of this point is

that more precise information is known when there

are more parameters estimated in the maximum

likelihood function. Although the variance-covariance

matrix grows in size since its dimension is the total

number of model parameters being estimated.

For the sequence dependent models in (18), the same

concept applies. It is a benefit to estimate model

parameters in terms of the four scale parameters

( z1 ) , ( z2 ) , ( z1 , z2 ) , ( z2 , z1 ) instead of the three

stress-lifetime parameters 0 , 1 , 2 since the sequence

effect is explicitly determined rather than given as a

single parameter 2 .

The partial derivatives of the log likelihood function

with respect to the four scale parameters are obtained

in (24).

log L ( ( z1 ) , ( z2 ) , ( z2 , z1 ) , ( z1 , z2 ) )

( z1 )

n1,1

t1,1, k + ( n2,1 + nc ,1 )1

n1,1

0

=

+ k =1

=

2

( z1 )

( z1 )

log L ( ( z1 ) , ( z2 ) , ( z2 , z1 ) , ( z1 , z2 ) )

( z1 , z2 )

n2 ,1

( t2,1, k 1 ) + nc ,1 ( 2 1 )

n2,1

0

=

+ k =1

=

2

( z1 , z2 )

( z1 , z2 )

log L ( ( z1 ) , ( z2 ) , ( z2 , z1 ) , ( z1 , z2 ) )

( z2 )

n1,2

n1,2

=

+ k =1

=0

2

( z2 )

( z2 )

log L ( ( z1 ) , ( z2 ) , ( z2 , z1 ) , ( z1 , z2 ) )

( z2 , z1 )

n2 ,2

(24)

( t2,1, k 1 ') + nc ,2 ( 2 1 ')

n2,2

0

=

+ k =1

=

2

( z2 , z1 )

( z2 , z1 )

n1,1

( z1 ) =

t1,1, k + ( n2,1 + nc ,1 )1

k =1

n1,1

n2 ,1

( z1 , z2 ) =

( t2,1, k 1 ) + nc ,1 ( 2 1 )

k =1

n2,1

(25)

n1,2

( z2 ) =

k =1

n1,2

n2 ,2

( z2 , z1 ) =

k =1

n2,2

The objective of the test plan is to minimize the

determinant of the asymptotic variance-covariance

matrix, which reduces the variability of lifetime

prediction at operating conditions. To obtain the

asymptotic variance, the Fisher information matrix

F ( ( z1 ) , ( z2 ) , ( z1 , z2 ) , ( z2 , z1 ) ) is required. This

matrix is given by (26).

F1,1

F

2,1

F ( ( z1 ) , ( z2 ) , ( z1 , z2 ) , ( z2 , z1 ) ) =

F3,1

F4,1

F1,2 F1,3

F2,2 F2,3

F3,2 F3,3

F4,2 F4,3

log L ( ( z ) , ( z ) , ( z , z ) , ( z , z ) )2

1

2

1 2

2 1

= E

F1,1

2

z

(

)

1

2

log L ( ( z ) , ( z ) , ( z , z ) , ( z , z ) )

1

2

1 2

2 1

= E

F2,2

2

z

(

)

2

log L ( ( z ) , ( z ) , ( z , z ) , ( z , z ) )2

1

2

1 2

2 1

= E

F3,3

2

z

z

(

)

1

2

log L ( ( z ) , ( z ) , ( z , z ) , ( z , z ) )2

1

2

1 2

2 1

= E

F4,4

2

z

z

(

)

2

1

0

F=

F

=

F

=

F

=

F

=

F

=

1,2

1,3

1,4

2,1

2,3

2,4

0

F=

F=

F=

F=

F=

F=

3,1

3,2

3,4

4,1

4,2

4,3

www.sjmmf.org

log L ( ( z ) , ( z ) , ( z , z ) , ( z , z ) )2

1

2

1 2

2 1

=

E

2

z

z

(

)

1

2

2

1

z , z

( 1 2 )

n

exp 1 exp

=

1

( z1 , z2 )

( z1 )

(z )

2

log L ( ( z ) , ( z ) , ( z , z ) , ( z , z ) )

1

2

1 2

2 1

=

E

2

z

(

)

2

'

n

=

1 exp 1

2

( z2 )

( z2 )

log L ( ( z ) , ( z ) , ( z , z ) , ( z , z ) )2

1

2

1 2

2 1

=

E

2

z

z

(

)

2

1

2 1

z , z

( 2 1)

1

n

exp

=

exp

2

z

( 1)

( z2 , z1 )

1

(27)

( z1 )

Prediction Model

We use the model (16) to predict reliability at normal

operating conditions. The model parameters are the

scale parameters ( z1 ) , ( z2 ) , ( z1 , z2 ) , ( z2 , z1 ) . In

F1,4

F2,4

F3,4

F4,4

response, the predictors are the stress variables, and

the regression coefficients are 0 , 1 , 2 . These four

regression equations are given in (28).

log ( z1=

) 0 + 1 z1

log ( z2=

) 0 + 1 z2

log ( z1 , z2 ) = 0 + 1 z2 + 2 ( z2 z1 )

(26)

(28)

log ( z2 , z1 ) = 0 + 1 z1 + 2 ( z1 z2 )

predict the lifetime at operating stresses. The

operating stresses can either be fixed, or part of a

sequence of stresses that fluctuate, as in the case of a

burn-in test. In the context of a burn-in test, the

product may be subjected to a sequence of stresses

before being released. This ensures that the product

meets a minimum standard of reliability before release

to the market.

given in (27) and the derivations are shown in the

appendix.

Optimization Criteria

log L ( ( z ) , ( z ) , ( z , z ) , ( z , z ) )2

1

2

1 2

2 1

In the design of an optimal test plan for parameter

=

E

2

(

)

estimation, it is ideal for the estimates of the

1

1

n

determinant of the Fisher information matrix is a

=

1

exp

2

(z )

( z1 )

1

www.sjmmf.org

effect of reducing the variance of the parameter

estimates, therefore it is used as the criteria for test

plan optimization. The determinant is given by (29).

np

Det (=

F)

1 exp 1

2

( z1 )

( z1 )

2 1

z , z

( 1 2 )

1

np

exp

exp

2

1

( z1 , z2 )

( z1 )

(z )

(29)

1 '

n (1 p )

1 exp

2

( z2 )

( z2 )

2 1 '

z , z

1 '

( 2 1)

n (1 p )

exp

exp

2

1 '

( z2 , z1 )

( z2 )

(z )

objective function. In this case the decision variables

for the test plan are the proportion of units to allocate

to each of the two sequences, p and 1-p respectively, as

well as the times to change the stress 1 and 1 ' . The

stress levels, number of units and the censoring time

are assumed to be fixed.

Numerical Example

The optimal design of a test plan is illustrated using

numerical examples. Suppose that a sequence dependent test is run to estimate the reliability of a

mechanical component subject to fatigue stress with a

censoring time of five days. Initial estimates for the

model parameters are required to optimize the three

decision variables, and they are assumed to be known

from preliminary test data, or based on prior

experience with a similar component. The results of

the optimization are determined numerically using the

pattern search algorithm in Matlab R2012a based on a

set of values for ( z1 ) , ( z2 ) , ( z1 , z2 ) , ( z2 , z1 ) . The

results are divided into different scenarios of sequence

dependence. The first set of scenarios given in Table 1

has no sequence effect, i.e. ( z2 , z1 ) = ( z2 ) and

Table 2 has a positive sequence effect ( z2 , z1 ) < ( z2 )

and ( z1 , z2 ) < ( z1 ) . The third set of scenarios given

in

( z2 , z1 ) > ( z2 ) and ( z1 , z2 ) > ( z1 ) . The fourth set of

( z2 , z1 ) > ( z2 ) and ( z1 , z2 ) < ( z1 ) . The fifth set of

effect ( z2 , z1 ) < ( z2 ) and ( z1 , z2 ) > ( z1 ) .

TABLE 1 NO SEQUENCE EFFECT

( z1 )

( z2 )

0.5

Scenario 1.1

( z1 , z2 )

1

( z2 , z1 )

0.5

F ( 1 ' ; z2 , z1 )

F ( 2 ; z1 , z2 )

0.4966

0.5

0.9933

0.999

1 '

Det(F)

F ( 1; z1 , z2 )

0.6864

( z1 )

2

0.3454

0.5

Scenario 1.2

( z2 )

( z1 , z2 )

F ( 2 ; z2 , z1 )

0.0617

( z2 , z1 )

1

F ( 1; z1 , z2 )

F ( 1 ' ; z2 , z1 )

F ( 2 ; z1 , z2 )

0.4872

0.4844

0.9179

0.9933

1 '

Det(F)

1.2285

( z1 )

4

0.6864

0.5

Scenario 1.3

( z2 )

( z1 , z2 )

F ( 2 ; z2 , z1 )

2.0294x10-4

( z2 , z1 )

2

F ( 1; z1 , z2 )

F ( 1 ' ; z2 , z1 )

F ( 2 ; z1 , z2 )

F ( 2 ; z2 , z1 )

0.3567

0.4590

0.7135

0.9179

1 '

Det(F)

1.7649

1.2285

0.5

4.0906x10-7

( z1 )

( z2 )

Scenario 2.1

( z1 , z2 )

( z2 , z1 )

1

F ( 2 ; z2 , z1 )

F ( 1; z1 , z2 )

F ( 1 ' ; z2 , z1 )

F ( 2 ; z1 , z2 )

0.3685

0.4872

0.7798

0.9869

1 '

Det(F)

1.8387

( z1 )

5

1.3357

0.5

Scenario 2.2

4.0040x10-6

( z2 )

( z1 , z2 )

( z2 , z1 )

2.5

1.5

F ( 2 ; z2 , z1 )

F ( 1; z1 , z2 )

F ( 1 ' ; z2 , z1 )

F ( 2 ; z1 , z2 )

0.3432

0.4426

0.7940

0.9360

1 '

Det(F)

2.1016

1.7534

0.5

Scenario 2.3

6.6731x10-7

( z2 )

( z1 , z2 )

( z2 , z1 )

6

F ( 1; z1 , z2 )

4

F ( 1 ' ; z2 , z1 )

3

F ( 2 ; z1 , z2 )

2

F ( 2 ; z2 , z1 )

0.3047

0.3898

0.7284

0.8655

1 '

Det(F)

2.1802

1.9757

0.5

7.2143x10-8

( z1 )

From the numerical results of the optimal test plan, it

can be seen that it is always optimal to divide half of

available testing units to each of the two sequences.

When there is no initial guess available for the model

www.sjmmf.org

applying stress z1 to half of the available testing units

and stress z2 to the remaining half until a few failures

( z1 )

( z2 )

the first few initial failures, preliminary estimates for

the model parameters can be approximated. With the

baseline estimates, the optimal stress change time can

then be approximated.

0.5

0.4992

0.4992

0.9989

0.9972

1 '

Det(F)

0.6916

Scenario 3.1

0.0390

( z2 )

( z1 , z2 )

( z2 , z1 )

1.4

1.6

( z2 , z1 )

F ( 1; z1 , z2 )

F ( 1 ' ; z2 , z1 )

F ( 2 ; z1 , z2 )

0.4743

0.4891

0.9630

0.9558

1 '

Det(F)

F ( 1 ' ; z2 , z1 )

F ( 2 ; z1 , z2 )

F ( 2 ; z2 , z1 )

0.3493

0.4429

0.6624

0.8446

1.2861

1 '

0.3463

0.5

Scenario 5.2

( z1 , z2 )

F ( 1; z1 , z2 )

1.7190

0.9

F ( 2 ; z2 , z1 )

F ( 2 ; z1 , z2 )

( z2 )

( z2 , z1 )

0.7

F ( 1 ' ; z2 , z1 )

( z1 )

( z1 , z2 )

F ( 1; z1 , z2 )

( z1 )

Scenario 5.1

1.1700

0.5

Scenario 3.2

Det(F)

8.4453x10-8

( z1 )

3

0.6751

0.5

Scenario 5.3

( z2 )

2

( z1 , z2 )

2.5

F ( 2 ; z2 , z1 )

1.6829x10-4

( z2 , z1 )

2.3

( z2 )

( z1 , z2 )

( z2 , z1 )

F ( 1; z1 , z2 )

F ( 1 ' ; z2 , z1 )

F ( 2 ; z1 , z2 )

F ( 2 ; z2 , z1 )

5

F ( 1; z1 , z2 )

3

F ( 1 ' ; z2 , z1 )

6

F ( 2 ; z1 , z2 )

4

F ( 2 ; z2 , z1 )

0.4141

0.4531

0.8494

0.8949

1 '

Det(F)

0.3112

0.3942

0.5916

0.7472

1.6036

1.2071

0.5

1.8946x10-6

1 '

( z1 )

1

1.8638

1.5035

0.5

Scenario 3.3

Det(F)

5.8560x10-9

( z2 )

( z1 , z2 )

( z2 , z1 )

6

F ( 1; z1 , z2 )

4

F ( 1 ' ; z2 , z1 )

7

F ( 2 ; z1 , z2 )

5

F ( 2 ; z2 , z1 )

0.2794

0.3493

0.5328

0.6624

1 '

Det(F)

1.9657

1.7190

0.5

6.8602x10-10

( z1 )

( z1 )

( z2 )

0.5

Scenario 4.1

( z1 , z2 )

( z2 , z1 )

1.3

F ( 1; z1 , z2 )

F ( 1 ' ; z2 , z1 )

F ( 2 ; z1 , z2 )

0.3

F ( 2 ; z2 , z1 )

0.4929

0.5

0.9861

0.999

1 '

Det(F)

1

0.6791

( z1 )

2

0.3466

0.5

Scenario 4.2

0.0990

( z2 )

( z1 , z2 )

( z2 , z1 )

2.5

0.5

F ( 1; z1 , z2 )

F ( 1 ' ; z2 , z1 )

F ( 2 ; z1 , z2 )

0.4498

0.4999

0.9107

0.9997

1 '

Det(F)

1.1948

0.6930

0.5

Scenario 4.3

F ( 2 ; z2 , z1 )

4.8357x10-4

( z2 )

( z1 , z2 )

( z2 , z1 )

3

F ( 1; z1 , z2 )

2

F ( 1 ' ; z2 , z1 )

4

F ( 2 ; z1 , z2 )

1

F ( 2 ; z2 , z1 )

0.3942

0.4872

0.7948

0.9816

1 '

Det(F)

1.5035

1.3357

0.5

3.6760x10-6

( z1 )

stress until there is about 30-50% failures, but never

more than 50%. This is due to the fact that the total

percentage of failures during each stress should be

nearly equal. When the scale parameters have values

corresponding to high levels of stress, it is possible to

get nearly 50% of failures at each stress meaning that

at the end of the test, almost all units would have

failed. The percentage should never exceed 50% since

that would guarantee that less than 50% would

fail during the next stress level and the expected

failure for each sequence become unequal. Another

conclusion from the numerical results is that if the first

stress applied is lower than the second, there will be

less failures at the censoring time than if the high

stress is applied first.

Summary and Conclusion

In this paper, an overview of stress sequence in the

context of reliability models is discussed. The current

reliability models, such as those found in accelerated

life testing do not consider the stress sequence effect.

New classes of reliability models are proposed to

overcome this. These are based on the Khamis-Higgins

step-stress reliability model and an exponential

model with a stress-dependent shape parameter. The

proposed models are similar to those found in the

analysis of fatigue data that consider the sequence

effect.

www.sjmmf.org

E n2,1 n ( F ( 2 ; z1 , z2 ) F (1 ; z1 ) )

parameters of one of the proposed model is also

2 1

discussed.

Numerical

optimization

techniques

z , z

( 1 2 )

1

illustrate the settings for an optimal test plan under

= n exp

exp

( 1)

1

( z1 )

'

E n1,2 =n F (1 '; z2 ) =n 1 exp 1

sequence starting with a less damaging stress will

( z2 )

E n2,2 n ( F ( 2 ; z2 , z1 ) F (1 '; z2 ) )

more damaging stress is applied first. The numerical =

results suggest that in all cases, the expected number

2 '1

z , z

of failures during the application of each stress level

'

( 2 1)

= n exp 1 exp

should be approximately equal.

'1

z

( 2)

( z2 )

Appendix

2 1

To calculate the elements of the matrix, the partial

z , z

( 1 2 )

E nc ,1 =

n (1 F ( 2 ; z1 , z2 ) ) =

n exp

1

2

log L ( ( z1 ) , ( z2 ) , ( z1 , z2 ) , ( z2 , z1 ) )

(z )

=

1

(31)

2

( z1 )

2 '1

n

z , z

( 2 1)

t1,1, k + ( n2,1 + nc ,1 )1

1

E nc ,2 =

n (1 F ( 2 ; z2 , z1 ) ) =

n exp

k =1

2

n

1,1

'1

2

( z1 )

( z1 )

(z )

1,1

log L ( ( z1 ) , ( z2 ) , ( z1 , z2 ) , ( z2 , z1 ) )

( z1 , z2 )

( t2,1, k

1

k =1

2

n

2,1

2

( z1 , z2 )

2 ,1

given in (32). By substituting (31) and (32) into (30) the

derivations

of the matrix are complete.

1 ) + nc ,1 ( 2 1 )

n1,1

E t1,1, k E=

=

=

( z1 , z2 )

k =1

E n1,1

log L ( ( z1 ) , ( z2 ) , ( z1 , z2 ) , ( z2 , z1 ) )= F ( ; z ) 0 ( z ) exp ( z ) dt

1 1

1

1

=

2

( z2 )

2

1

k =1

n1,2 2

=

=

2

( z2 )

( z2 )

1,2

log L ( ( z1 ) , ( z2 ) , ( z1 , z2 ) , ( z2 , z1 ) )

( z2 , z1 )

n2 ,1

E ( t=

E n2,1 E t2,1, k 1

2,1, k 1 )

=

1

k

(30)

E n2,1

=

F ( 2 ; z1 , z2 ) F (1 ; z1 )

1 ') + nc ,2 ( 2 1 ')

( t2,1, k

1

k =1

2

=

n

2,2

2

( z2 , z1 )

( z2 , z1 )

2 ,2

= n ( z1 ) exp 1 ( ( z1 ) + 1 )

( z1 )

t 1

t 1

12

1 dt

exp

( z2 )

( z1 , z2 ) ( z1 )

1

+

the variables such as the number of failures and failure= n ( z1 , z2 ) exp

( z1 )

context of expectation. The expected values of these

n (1 2 ( z1 , z2 ) ) exp 2 1 1

are given in (31).

( z1 , z2 ) ( z1 )

E n1,1 =n F (1 ; z1 ) =n 1 exp 1

=

E t1,2, k E=

n1,2 E t1,2, k E n1,2 E t1,2, k | t < 1 '

(

)

k

=

1

1

1,2

10

E n1,2

F (1 '; z2 )

'

01

t

t

exp

dt

( z2 )

( z2 )

Miller, R., and Nelson W. B., (1983), Optimum simple step-

'

= n ( z2 ) exp 1 ( ( z2 ) + 1 ')

( z2 )

stress

=

IEEE

Reliability 29(1):103-108.

(32)

Sequencing of Thermal Cycling and Vibration Tests,

Electronic Components and Technology Conference,

pages 584-592.

Pereira, H. F. S. G., de Jesus, A. M. P., Ribeiro, A. S., and

'

t 1 '

n (1' 2 ( z2 , z1 ) ) exp

1

( z2 , z1 ) ( z2 )

and Stress Ratio On Fatigue Damage Accumulation of a

Structural

REFERENCES

simple step-stress accelerated life tests with censoring,

IEEE Transaction on Reliability , Vol. 38, 528-532.

Bai, D. S. and Chun, Y. R., (1991), Optimum simple stepstress accelerated life tests with competing causes of

failure, IEEE Transactions on Reliability, Vol. 40, 622627.

K.,

testing,

'

=

ne xp 1 ( z2 , z1 ) +

( z2 )

E.

life

'

t 1 '

t 1 '

exp

1 dt

( z2 , z1 )

( z2 , z1 ) ( z2 )

Gamstedt,

accelerated

F ( 2 ; z2 , z1 ) F (1 '; z1 )

2

for

E n2,2

'

plans

=

=

E ( t2,1,

E n2,2 E t2,1,

k 1 ')

k 1 '

k =1

2 ,2

www.sjmmf.org

and

Sjgren,

B.

A.,

(2002),

An

Block Amplitude Loading of Cross-Ply Composite

Laminates, International Journal of Fatigue.24(1):437-446.

Khamis, I. H. and Higgins, J. J., (1996), Optimum 3-step

step-stress tests, IEEE Transactions on Reliability, 45,

341-345.

Component,

Cincia

Technologia

dos

Materials.20(1/2).

Van Paepegem, W., and Degrieck, J., (2002), Effects of Load

Sequence and Block Loading on the Fatigue Response of

Fibre-reinforced Composites, Mechanics of Advanced

Materials and Structures. 9(1):19-35.

Xiong, C., (1998), Inference on a simple step-stress model

with type-II censored exponential data, IEEE Trans. on

Reliability, Vol. 47, 142-146.

Xiong, C. and Milliken, G. A., (1999), Step-stress life-testing

with random stress-change times for exponential data,

IEEE Trans. on Reliability, Vol. 48, 141-148.

Xiong, C. and Ji, M., (2004), Analysis of grouped and

censored data from step-stress life testing, IEEE Trans.

on Reliability, Vol. 53, 22-28.

11

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