Reliability Engineering and System Safety 130 (2014) 5060

Contents lists available at ScienceDirect

Reliability Engineering and System Safety

journal homepage: www.elsevier.com/locate/ress

Hazard rate function in dynamic environment

Lu XiaoFei a, Liu Min b,n
a
b

JiuQuan Satellite Launch Center, Gansu 732750, China

Department of Automation, TNList, Tsinghua University, Beijing 100084, China

art ic l e i nf o

a b s t r a c t

Article history:
Received 3 June 2013
Received in revised form
23 April 2014
Accepted 27 April 2014
Available online 14 May 2014

The hazard rate function is always applied to make maintenance policy, and the usual hazard rate
function is computed by the data of failure times of systems working in constant environment, thus for
systems working in dynamic environment it cannot be directly applied. In this paper, hazard rate
function of system in the dynamic environment is computed, and the effects of current environment
status and the environmental history on hazard rate function are explicitly presented. For system with
the known degradation process, hazard rate function is studied by the Markov additive process. The
environment evolution process is modeled as a stochastic process with two states, one state represents
normal environment, the other represents severe environment, and system degrades more quickly
under severe environment than under normal environment. The relationship between hazard rate
functions of system in time-invariant and dynamic environment is researched, from which three
important facts are revealed, rstly hazard rate function jumps as the environment jumps, secondly the
form of hazard rate function is determined Wby current environment state, and thirdly the effective age
of system is determined by the environmental history. For system with the unknown degradation
process, based on the above facts, this paper derives the hazard rate function in dynamic environment,
and proposes a method to compute the effective age under given environmental history. Finally the
optimal maintenance policy for system in dynamic environment is studied.
& 2014 Elsevier Ltd. All rights reserved.

Keywords:
Maintenance
Hazard rate function
Dynamic environment
Markov additive process
Effective age

1. Introduction
Maintenance is applied to slow the degradation level of the
system, when making optimal maintenance policy, hazard rate
function (HRF) is always used [5,8,10,12]. Nakagawa [29] dened
the classic HRF mathematically and proposed several classical
maintenance policies based on HRF for non-repairable system.
Also based on the hazard rate function, many imperfect maintenance models for repairable system have also been proposed
[19,24,32]. Lie and Nakagawa extended HRF by introducing the
multiply factor and the effective age adjustment factors [20,27,28].
Furthermore, Lin et al. proposed a hybrid HRF model, in which
both the multiply factor and effective age of the HRF are adjusted
after imperfect preventive maintenance [21,22,34].
However, there is a disadvantage in the above works, that is,
both external environment and operational modes of the system
are time-invariant [11,13,39,40]. External environment means
humidity, temperature, stress, wind speed, radiation of sunlight,
shock and so on; operational mode refers to how the system

Corresponding author.
E-mail address: lium@tsinghua.edu.cn (L. Min).

http://dx.doi.org/10.1016/j.ress.2014.04.020
0951-8320/& 2014 Elsevier Ltd. All rights reserved.

works, such as continuously works or not, works with full capacity

or partial capacity and so on. For simplicity, both external
environmental and operational modes are called as the environment in this paper. Besides the systems working in time-invariant
environment, there are many systems working in dynamic environment [25,30]. Lu et al. [23] proposed two examples which
shows the dynamic environment, the rst example is the steel
rolling machine under stochastic stress; the second example is
cargo vehicles under stochastic road conditions. Many articles
considered the dynamic environment, but seldom studied the
HRF of system in dynamic environment and applied it to make
maintenance policy [13]. Hence, it is necessary to study the HRF of
system in dynamic environment.
Proportional hazard rate model (PHM) is often applied to
describe the effects of environment on HRF [2,4,17,18,38]. Cox
[7] rstly proposed PHM in the eld of biomedicine, and then it is
extensively used in eld of reliability engineering to deal with
different stresses [33]. The classical format of PHM is
rt r 0 tet , in which r 0 t is the baseline HRF, et shows the
effect of external environment t on the baseline HRF. By
introducing healthy condition into HRF, the failure probability is
more accurately computed. Jardine et al. [15] applied a Weibull
PHM to model the failure data of aircraft engine and marine gas

L. XiaoFei, L. Min / Reliability Engineering and System Safety 130 (2014) 5060

Nomenclature
HRF
MAP

hazard rate function

Markov additive process

Notations
Xt
X threshold
Tf
z1
z2
r 1 t
r 2 t

degradation level of system at time t

degradation threshold
time of failure
normal environment
severe environment
HRF of system in normal environment
HRF of system in severe environment

turbine, also applied the PHM to optimize maintenance policy for

mine haul truck wheel motors [16]. Vlok et al. [36] applied PHM to
model vibration monitoring data of pumps in coal wash plant.
Besides PHM, the Markov additive process (MAP) is also
applied to describe the effect of environment on degradation
process of the system [35]. MAP was introduced by Cinlar [6],
who applied it to model the life length of systems in dynamic
environment. MAP includes two stochastic processes: Xt and Zt.
Xt represents the degradation level of the system, and Zt
represents dynamic environment process. Xt is inuenced by
Zt. Lu et al. [23] proved the discontinuity of the HRF of the
system in dynamic environment through MAP, where the dynamic
environment was described by a two-state homogeneous Markov
process. One state represents normal environment, and the other
represents severe environment. Under normal environment the
HRF of the system is r 0 t, and under severe environment it is
Kr 0 t, K 41, see Fig. 1. But the assumption that K is constant
means that the current hazard rate is only determined by the
current external environment, and the history of environment has
no effect on it, that is not reasonable. Ghasemi et al. [14]
also considered the dynamic environment when making maintenance policy, and proposed that when the environment jumped
from z1 to z2 at time t, the hazard rate keeps the same, whereas

51

zi ; t 1 -zj ; t 2 - environment evolution process, the environment is zi during 0; t 1 , then changes into zj during
t 1 ; t 1 t 2 , and so on
P
environmental process
H
history of external environment
h1 tjH HRF of system at t, the system is in dynamic environment with history H, and environment is normal at t
h2 tjH HRF of system at t, the system is in dynamic environment with history H, and environment is severe at t
1
parameter of Poisson process of system in normal
environment
2
parameter of Poisson process of system in severe
environment

the form of HRF follows r 2 t (see Fig. 2). According to the

conclusion of [23], the hazard rate cannot keep the same when
environment jumps.
In this paper, the effect of both current environment and
environmental history on HRF of system in dynamic environment
is researched, and three important facts are found out: when the
environment jumps the hazard rate function of system also jumps,
the form of hazard rate function is determined by current
environment status, the effective age of system is determined by
the environmental history.
This paper is organized as follows. In Section 2, the HRF of
system in dynamic environment is computed with the Markov
additive process, and the degradation process follows typical
Poisson stochastic processes. In Section 3, the relationship
between HRF of system in time-invariant environment and the
one in dynamic environment is researched. In Section 4, for
constant HRF of system in time-invariant environment, HRF of
system in dynamic environment is computed. In Section 5, based
on the property of estimated HRF from failure time data, the
condition is given, under which HRF of system in dynamic
environment can be analytical computed. In Section 6, maintenance policy of system in dynamic environment is optimized
based on HRF.

Fig. 1. HRF of system in dynamic environment in [23].

52

L. XiaoFei, L. Min / Reliability Engineering and System Safety 130 (2014) 5060

Scene B: The environment is severe during 0; t, and changes

into normal at t, that is P 2 z2 ; t-z1 ; 1, for hazard rate at time t,
the environment history H 2 z2 ; t, see Fig. 4.
Scene C: The environment is normal during 0; t 1 , severe
during t 1 ; t 1 t 2 , and change into normal at t 1 t 2 , that is
P 3 z1 ; t 1 -z2 ; t 2 -z1 ; 1, for hazard rate at time t, the environment history H 3 z1 ; t 1 -z2 ; t 2 , see Fig. 5.
Scene D: The external environment history is P 4 z1 ; t 1 z2 ; t 2 -z1 ; t 3 -z2 ; t 4 -z1 ; 1, for hazard rate at time t, the
environment history H 4 z1 ; t 1 -z2 ; t 2 -z1 ; t 3 -z2 ; t 4 , see
Fig. 6.
Scene E: The external environment history is the same with
scene D, but we compute the hazard rate at t t 1 t 2 t 3 t 4 t 5
instead of t t 1 t 2 t 3 t 4 , that is P 5 P 4 , the environment
history H 5 z1 ; t 1 -z2 ; t 2 -z1 ; t 3 -z2 ; t 4 -z1 ; t 5 , see Fig. 7.

2.1. Compute r 1 t and h1 tjH 2

By the property of the Poisson process, the survival function of
system in normal environment is
PX t o X threshold

X 0 1; 1 t

X0!

Fig. 2. HRF of system in dynamic environment in [14].

h1 (t | H 2 )

r1 (t )

Fig. 4. Environmental process of Scene B.

Fig. 3. Environmental process of Scene A.

2. HRF of system in dynamic environment in view of MAP

In this section, HRF of system in dynamic environment is
discussed in view of MAP. We assume that the system suffers
external shock, and each shock makes the system suffer constant
damage [9]. Arrivals of these external shocks follow the timehomogeneous Poisson process, and the parameter of the Poisson
process is determined by environment, in normal environment the
parameter is 1 , in severe environment the parameter is 2 [3].
Then at time t the degradation level X t N1 ; t 1 N2 ; t 2 , where
t 1 is the total time of system in normal environment, t 2 is the total
time of system in severe environment, t 1 t 2 t, N1 ; t 1 is the
number of jumps of the Poisson process during t 1 , N2 ; t 2 is
the number of jumps of Poisson process during t 2 . If X t ZX threshold ,
the system fails. The environment process Zt is a two-states
stochastic process, where z1 represents normal environment and
z2 represents severe environment.
Since the environment is dynamic, at time t the external
environment may be z1 or z2 , which divides the hazard rate at t
into two cases. We rstly compute the hazard rate of system when
Zt z1 . Although Zt has innite realization paths, because there
are only two states z1 and z2 , these realization paths can be
summarized and classied into ve scenes.
Scene A: The environment is normal all the time, that is
P 1 z1 ; 1, for hazard rate at time t, the environment history
H 1 z1 ; t, see Fig. 3.

h1 (t | H 3 )

t1

t1 + t2

Fig. 5. Environmental process of Scene C.

h1 (t | H 4 )
t2

t3

t4

t1
t
Fig. 6. Environmental process of Scene D.

L. XiaoFei, L. Min / Reliability Engineering and System Safety 130 (2014) 5060

53

h1 (t | H 5 )
t2

t3

t4

t5

t1
t
Fig. 7. Environmental process of Scene E.

R1 0
Here X threshold X 0 1, X 0 1; 1 t 1 t uX e  u du, and
d
X 0 1; 1 t 1 t
d t
Z 1
0
0
d

uX e  u du  1 1 t 1 tX e  1 t  1 t
dt 1 t 1 t

Fig. 8. h1 tjH 2 =r 1 t of Example 1.

By the denition, the HRF at t of scene A is

PT f A t; t tjH 1
0
t-0 PX t r X jH 1 t

The HRF at t in scene A is

r 1 t lim

lim

r 1 t lim

PX t r X jH 1 PX t t r X jH 1 -z1 ; t
PX t rX 0 jH 1 t
0

t-0

 2d=dtPX t t r X 0 jH 1 -z1 ; t
PX t r X 0 jH 1
t-0
p
 2d=dtX 0 =s1 t t
p

lim
t-0
2X 0 =s1 t  1
p 0
p
02
2
1= 2 X =s1 t  3=2 e  X =2s1 t =2X 0 =s1 t  1

t-0

X 0 1; 1 t  X 0 1; 1 t 1 t
X 0 1; 1 tt
t-0
 d=dt X 0 1; 1 t 1 t
lim
X 0 1; 1 t
t-0
0
1 1 tX e  1 t

lim

lim

R1

X u
1 t u e du

PT f A t; t tjH 2
0

PX t r X jz2 ; t  PX t t rX 0 jz2 ; t-z1 ; t

PX t rX 0 jz2 ; tt
t-0
0

lim

R1

X u
2 t u e du

The ratio of h1 tjH 2 and r 1 t is

R 1 X0  u
X0
h1 tjH 2 2 e  2 t 1 t u e du
R1 0
X0
r 1 t
1 e  1 t 2 t uX e  u du

The HRF at t in scene B is

PX t r X 0 jz2 ; t  PX t t r X 0 jz2 ; t-z1 ; t
PX t r X 0 jz2 ; tt
t-0
q
 2d=dtX 0 = s22 t s21 t
p
lim
t-0
2X 0 =s2 t  1
p
X0
02
2
ps21 s22 t  3=2 e  X =2s2 t =2X 0 =s2 t  1
2

t-0 PX t r X jz2 ; tt

X 0 1; 2 t  X 0 1; 2 t 1 t
lim
X 0 1; 2 tt
t-0
0
d
 X 1; 2 t 1 t
lim dt
X 0 1; 2 t
t-0
X 0  2 t
1 2 t e

h1 tjH 2 lim

The HRF at t of scene B is

h1 tjH 2 lim

PX t r X 0 jH 1  PX t t r X 0 jH 1 -z1 ; t
PX t r X 0 jH 1 t

The ratio of h1 tjH 2 and r 1 t is

p
h1 tjH 2 s31 2X 0 =s1 t  1 X 02 =2t1=s2  1=s2
1
2
p
3
e
r 1 t
s2 2X 0 =s2 t  1
4

Fig. 9 shows the ratio for t A 0:1; 5, when s1 1, s2 2, and

X 0 4.
2.2. Compute h1 tjH 3

Fig. 8 shows the ratio for t A 0:1; 5, when 1 1, 2 2, and

X 0 4. From this gure, although the environment is the same at
time t, the HRF at t of two scenes is different in view of the Markov
additive process.
Besides the Poisson degradation process, we give another
example to show the effect of environmental history.
Example 2. The degradation process follows Brown Motion without drift [37], the survival function is

 0 
 0 
X
X
PT f r t 1  2 1  p
2 p  1
s t
s t
p R x
2
Here x 1= 2  1 e  u =2 du, s is the parameter of Brown
Motion. We assume that s s1 when system is in normal
environment, and s s2 when system is in severe environment.

Let 1 t 1 2 t 2 , then
PT f A t; t tjH 3
PX t r X 0 jH 3 t

h1 tjH 3 lim

t-0

X 0 1;  X 0 1; 1 t
X 0 1; t
t-0

lim

R 1 t X 0  u
u e du
lim R 1 X 0  u
t-0 t u e du
0

1 1 t 1 2 t 2 X e  1 t1  2 t2
R1

X u
1 t 1 2 t 2 u e du

Substitute t t 1 t 2 into Eq. (3),

0

r 1 t 1 t 2

1 1 t 1 1 t 2 X e  1 t1  1 t2
R1

X u
1 t 1 1 t 2 u e du

10

54

L. XiaoFei, L. Min / Reliability Engineering and System Safety 130 (2014) 5060

2.4. Compute h1 tjH 5

Let 1 t 1 2 t 2 1 t 3 2 t 4 1 t 5 ,
PT f A t; t tjH5
PX t rX 0 jH 5 t
R 1 t X 0  u
u e du
lim R 1 X 0  u
t-0 t u e du

h1 tjH 5 lim

t-0

1 1 t 1 2 t 2 1 t 3 2 t 4 1 t 5 X e  1 t1  2 t2  1 t3  2 t4  1 t5
R1

X u
1 t 1 2 t 2 1 t 3 2 t 4 1 t 5 u e du

13
By Eqs. (4), (9), (12) and (13), HRF of system in dynamic
environment can be summarized as for Zt z1
0

1 X e 

h1 tjH R 1

14

X u
u e du

By Eq. (14), the HRF of system in dynamic environment when

Zt z2

Fig. 9. h1 tjH2 =r 1 t of Example 2.

2 X e 

h2 tjH R 1

15

X u
u e du

Here 1 1 2 2 , 1 is the total time of normal environment,

2 is the total time of severe environment, 1 2 t.

2.5. HRF of system when external shocks follow non-homogeneous

Poisson process
Let 1 t and 2 t be the intensity functions of nonhomogeneous function of the external shock process, and
Rt
Rt
mi t 0 i udu, mi t 1 ; t 2 t12 i udu, i 1; 2. For system
always in normal or severe environment, the probability of n
shocks arrive during s; s t is
PNs t  Ns njzi
Fig. 10. External environment of scene C.

Since mi 0 0, Eq. (1) also keeps for the non-homogeneous

Poisson process, for system always in normal or severe environment, the survival function is

The ratio of h1 tjH 3 and r 1 t at t t 1 t 2 is

R1
0
0
X0
uX e  u du
h1 tjH 3 1 =2 t 1 t 2 X 2 e  2 t2
R 1 1 t1 t 2

0
0
0
r 1 t
t 1 t 2 X
1 X e  1 t2 = U t t uX e  u du
2



mi s t  mi sn
exp  mi s t  mi s
n!
16

11

Fig. 10 shows the ratio versus t 2 for 1 1, 2 2, X 0 4 and

t 1 0:5, t 1 1, t 1 2. The smaller t 1 , the larger h1 tjH 3 =r 1 t for
the same t 2 .

PX t o X threshold

X 0 1; mi t

17

X0!

R1

Here X 0 X threshold  1, X 0 1; mi t mi t uX e  u du and

Z 1
0
d
d
X 0 1; mi t t
uX e  u du
dt
dt mi t t
0

 1 t tmi t tX e  mi t t
Let i ij 1 t j , then

2.3. Compute h1 tjH 4

r 1 t

Let 1 t 1 2 t 2 1 t 3 2 t 4 ,

1 tm1 tX e  m1 t
R1

18

m1 t

uX e  u du
0

PT f A t; t tjH 4
0
t-0 PX t rX jH 4 t

h1 tjH 2

h1 tjH 4 lim

1 tm2 tX e  m2 t
R1

m2 t

R 1 t X 0  u
u e du
lim R 1 X 0  u
t-0 t u e du

19

0
uX e  u du

h1 tjH 3

1 m1 1 m2 1 ; 2 X e  m1 1  m2 1 ;2
R1

m1 1 m2 1 ;2

uX e  u du

20

1 1 t 1 2 t 2 1 t 3 2 t 4 X e  1 t1  2 t2  1 t3  2 t4
R1

X u
1 t 1 2 t 2 1 t 3 2 t 4 u e du

12

It is obvious that Eqs. (18)(22) are similar to Eqs. (3), (4), (9),
(12) and (13). HRF of system in dynamic environment can be

L. XiaoFei, L. Min / Reliability Engineering and System Safety 130 (2014) 5060

55

h1 tjH 4

1 m1 1 m2 1 ; 2 m1 2 ; 3 m2 3 ; 4 X e  m1 1  m2 1 ;2  m1 2 ;3  m2 3 ;4
R1

21

m1 1 m2 1 ; 2 m1 2 ;3 m2 3 ; 4

uX e  u du
0

h1 tjH 5

1 m1 1 m2 1 ; 2 m1 2 ; 3 m2 3 ; 4 m1 4 ; 5 X e  m1 1  m2 1 ;2  m1 2 ;3  m2 3 ;4  m1 4 ;5
R1

m1 1 m2 1 ;2 m1 2 ; 3 m2 3 ;4 m1 4 ; 5

summarized as for Zt zi

X e 

23

X u
u e du

Rt

Here 0 ujzudu, when zt z1 , tjzt 1 t; when

zt z2 , tjzt 2 t. When 1 t 1 , 2 t 2 , Eq. (23) is
Eq. (14) or (15), that is to say, HRF of system suffering external
shocks which follow the homogeneous Poisson process is the
special case of HRF of system suffering external shocks which
follow the non-homogeneous Poisson process. For simplicity, we
assume the Poisson process is homogenous in the following
sections.

Since the degradation process is difcult to obtain, the failure

mechanism of system is always made by life test, with which the
HRF of system in determined environment is estimated by large
amount of failure time data. Under environment s, M systems run
to failure, these failure times are recorded as xi , 1 r i r M, then the

3. Relationship between r 1 t and h1 tjH

By Eqs. (3) and (14), r 1 t has the same format as h1 tjH,
0

1 1 tX e  1 t
r 1 t R 1 X 0  u
1 t u e du
0

1 X e 

h1 tjH R 1

X u
u e du

Since


1 1 2 2 1 1 2 2
1


24

Let A1 1 2 2 , h1 tjH can be rewritten as

Fig. 11. h1 tjH and X 1 .

1 X e 

h1 tjH R 1

0
uX e  u du

1 1 A1 X e  1 A1
R 1 X0  u
r 1 A1
1 A1 u e du

25

Then h1 tjH can be constructed based on r 1 t by adjust the

virtual age, that is to say the HRF of system in dynamic environment can be computed by HRF of system in constant environment
by adjusting the virtual age. Since 2 4 1 , then A1 4 1 2 , which
means the virtual age of system in dynamic environment is larger
than the one in normal environment.
Such as the environmental process is P z1 ; t 1 -z2 ; t 2 z1 ; t 3 -z2 ; t 4 -z1 ; 1, let 1 t 1 t 3 u, 2 t 2 t 4 . Then for
hazard rate of system at t 1 2 , the virtual age of system in
normal environment is 1 2 , whereas the one in the dynamic
environment process is 1 2 =1 2 , see Fig. 11.
Let A2 1 =2 1 2 , h2 tjH can be rewritten as
0

2 X e 

2 2 A2 X e  2 A2
R 1 X0  u
r 2 A2
X e  u du
u

2 A2 u e du

h2 tjH R 1

22

4. Derivation of HRF in dynamic environment from constant

HRF

hi tjH R 1i

uX e  u du

26

Since 1 o 2 , then A2 o 1 2 , which means the HRF of system

in dynamic environment has less virtual age than HRF in severe
environment. Fig. 12 shows h2 t 1 t 2 t 3 t 4 jH.
With Eqs. (25) and (26), Fig. 13 shows the HRF of system in
dynamic environment.

Fig. 12. h2 tjH and X 2 H.

56

L. XiaoFei, L. Min / Reliability Engineering and System Safety 130 (2014) 5060

Fig. 14. HRF of system in dynamic environment when r 1 t r 1 , r 2 t r 2 .

5. Derivation of HRF in dynamic environment from HRF in

time-invariant environment
In this section, we consider one general case that the HRFs of
system in time-invariant environment are not constant, such as
the Weibull HRF r 1 t 1 t , r 2 t 2 t [1].
Suppose there are M the same type of systems working in
dynamic environment, the HRF is also estimated by Eqn.
(27),r d t lim N d t; t t=M  Nd 0; tt, whereas N d t 1 ; t 2

Fig. 13. HRF of system in dynamic environment.

t-0

HRF under s is computed as

r s t lim

N s t; t t

27

t-0M  N s 0; tt

Here N s t 1 ; t 2 represents the number of systems failing during

t 1 ; t 2 in environments.
In the following section, the HRF of system in dynamic
environment is derived from the HRF of system in time-invariant
environment. Let Ri t be the survival function of system in timeinvariant environment, Rd tjH be the survival function of system
in dynamic environment.
First we consider one simple case, the HRF of system in timeinvariant environment is constant, such as in normal environment,
r 1 t r 1 ; in severe environment, r 2 t r 2 , then survival functions
follows exponential distribution,
R1 t e  r1 t ; R2 t e  r2 t

28

According to Eq. (28), the failure mechanism can be explained

by a special Markov additive process. Suppose there is a system
which suffers external catastrophic shock, that is to say, the system
fails when the rst shock arrives, thus X threshold 1, X 0 0 and the
arrive of the catastrophic shock follows the time-homogeneous
Poisson process, since the pdf of rst jump of Poisson Process at
time t also follows exponential distribution, the survival function
of system is the same with Eq. (2). Thus the conclusion in Section 2
can be applied to system with constant HRF in determined
environment.
For H z1 ; t 1 z2 ; t n -z1 ; , the hazard rate at t t 1
t n is
0

h1 tjH

1 1 X e   1
R1

X u
1 u e du

1 e   1

R1

u
1 e du

1 e   1
e   1

1 :

For H z1 ; t 1 z1 ; t n -z2 ; , the hazard rate at t t 1

t n is
0

h2 tjH

2 2 X e   2
R1

X u
2 u e du

2 e   2

R1

u
2 e du

2 e   2
e   2

represents the number of systems failing during t 1 ; t 2 in dynamic

environment. At t, if Zt z1 , then
h1 tjH lim

N d t; t t

t-0M  N d 0; tt

lim

N z1 t; t t

t-0M  N d 0; tt

Since the system fails more quickly in severe environment than

in normal environment, Nd 0; t 4 Nz1 0; t, which means there
exists one virtual age A1 such that N d 0; t 4 Nz1 0; A1 , then
h1 tjH lim

Nz1 t; t t

t-0M  N d 0; tt

lim

N z1 t; t t

t-0M  N z1 0; A1 t

Fig. 14 shows the HRF of system in dynamic environment when

r 1 t r 1 , r 2 t r 2 .

30

Take the Weibull HRF as example, the environmental history is

H z1 ; t 1 z2 ; t n -z1 ; , then at time t t 1 t 2 t n ,
h1 tjH 1 A1 H
The same with Zt z1 , for H z1 ; t 1 z1 ; t n -z2 ; ,
h2 tjH 2 A2 H
Here A1 H and A2 H are determined by environmental history.
If the survival function can be written as Ri t g i zi ; t, and
g i zi ; thas the following properties:
(1) g i zi ; t g i zi ; X t
(2) g i zi ; t 1 g i zi ; t 2 g i zi ; t 1 t 2
Then the survival function of system in dynamic environment
can be computed by summing contribution of each constant
environment section, that is


Rd tjH g 1 z1 ; t i g 2 z2 ; t j g 1 z1 ; 1 g 2 z1 ; 2
i

31
For H z1 ; t 1 z2 ; t n -z1 ; , let Y H g 1 z1 ; 1 g 2 z1 ; 2 ,
then the hazard rate at t t 1 t 2 is
Rd tjH  Rd t tjH-z1 ; t
Rd tjHt
Y H  Y H g 1 z1 ; t
lim
Y H t
t-0


du
dg 1 z1 ; u
1

du
du
Y

h1 tjH lim

t-0

29

u YH

u0

L. XiaoFei, L. Min / Reliability Engineering and System Safety 130 (2014) 5060

d ln u
dg 1 z1 ; u

du u Y H
du
u0

p
2Y H 2
p p
p
p
p
2 2 1 t 1 2 t 2 1 t n 2
0s
1
s

32

For H z1 ; t 1 z1 ; t n -z2 ; , the hazard rate at t t 1 t 2

is
Rd tjH  Rd t tjH-z2 ; t
Rd tjHt
Y H  Y H g2 2 ; t
lim
Y H t
t-0


du
dg 2 2 ; u
1

u YH

u 0 Y
du
du
H




d ln u
dg 2 ; u

u Y H 2

du
du

57

1
1
t t
t A
2 1 2
2 n

2 2 @

39

h2 tjH lim

t-0

Since r 2 t 22 t, h2 tjH has the same form with r 2 t, and

h2 tjH r 2 X 2

40

s
X2
33

u0

The following example is given to show the HRF of system in

dynamic environment by HRF of system in determined
environment.
Example 2. r 1 t 21 t, r 2 t 22 t.
The survival functions of system at normal and severe environment are
8
p
< R t e  1 t 2 e  1 t2
1
p
34
: R2 t e  2 t 2 e  2 t2
p
2
i t can be considered as the
By Eq. (31), u e  u ,
contribution of section of zi ; t to survival function. Thus the
contribution of zi ; t with arbitrary initial time to the survival
function of system is the same, for H z1 ; t 1 z2 ; t n -z1 ; ,
p
p
p
p
Y H 1 t 1 2 t 2 2 t n 1
The survival function at t i t i is
p p
p p 2
Rd tjH e  1 t 1 2 t2 2 tn 1

35

1
1
t t
t
2 1 2
2 n

By Eqs. (37) and (40), the HRF of system in dynamic environment has the similar form as Fig. 11 shows.
Example 3. r 1 t 61 t t 2 ; r 2 t 62 t t 2 .
The survival functions of system at normal and severe environment are
p 2
p
3
(
3
2
3
R1 t e  31 t  21 t e  3 1 t  3 1 t
p 2
p
3 :
42
3
2
3
R2 t e  32 t  22 t e  2 2 t  2 2 t
p
p
2
3
By Eq. (40), u; v e  3u e  2v , 1 t and 2 t can be con 3u2
sidered
asp
the
;

p
contribution of section of z1 ; t and z2 ; t to e
3
1 t and 3 2 t can be considered as the contribution of section of
3
z1 ; t and z2 ; t to e  2v , thus the contribution of zi ; t with
arbitrary initial time to the survival function of system is the
same, and the contribution of dynamic environment is divided
into two parts, Y 1H and Y 2H .
For H z1 ; t 1 z2 ; t n -z1 ; ,
(
p
p
p
p
Y 1H 1 t 1 2 t 2 2 t n 1
43
p
p
p
p

Y 2H 3 1 t 1 3 2 t 2 3 2 t n 3 1 :
The survival function at t i t i is
2

RtjH e  3Y 1H e  2Y 2H

The HRF at t t 1 t 2 is
h1 tjH lim

Rd tjH  Rd t tjH-z1 ; t
Rd tjHt
p 2
2
e  Y H  e  Y H 1 t

lim

lim
lim

e  3Y 1H e  2Y 2H

t-0

p
p
3
6 1 Y 1H 6 1 Y 2H 2
0
1
s

2
2
t
t A
21 @t 1
1 2
1 n

36

61 @t 1

2
3 2
t A 6 1 @ t 1
t
1 2
1 2

!2

45

Since r 1 t 61 t t 2 , h1 tjH has the same form with r 1 t.

For H z1 ; t 1 z1 ; t n -z2 ; , the HR at t 1 t 2 t is

Since r 1 t 21 t, h1 tjH has the same form with r 1 t, and

h1 tjH r 1 X 1

37

PX t o X 0 jH PX t t o X 0 jH-z2 ; t
PX t o X 0 jHt
p 2
p
3
3
 3Y 1H 2  2Y 2H 3
e
e
 e  3Y 1H 2 t e  2Y 2H 2 t

h2 tjH lim

t-0

2
2
t
t
X1 t1
1 2
1 n
For
H 1 ; t 1 1 ; t n -2 ; ,
t 1 t 2 t is

e  3Y 1H e  2Y 2H t
p 2
p
3
p
p
p
p
3
1 Y 1H 1 t 3 1 Y 2H 3 1 t2 e  3Y 1H 1 t e  2Y 2H 1 t
2

t-0

2
e  YH

p
2Y H 1
p p
p
p
p
2 1 1 t 1 2 t 2 2 t n 1
0
1
s
s

PX t o X 0 jH PX t t o X 0 jH-z1 ; t
PX t o X 0 jHt
p 2
p
3
3
2
3
e  3Y 1H e  2Y 2H  e  3Y 1H 1 t e  2Y 2H 1 t

t-0

t-0

44

h1 tjH lim

e  Y H t
p 2
p
p
2Y H 1 t 1 e  Y H 1 t

t-0

The HRF at t t 1 t 2 is

t-0

lim

41

38

lim

lim

the

R tjH  Rd t tjH-z2 ; t
h2 tjH lim d
Rd tjHt
t-0
p
 Y 2H
 Y H 2 t2
e
e
lim
2
t-0
e  Y H t

hazard

rate

at

e  3Y 1H e  2Y 2H t
p 2
p
3
p
p
p
3
2 Y 1H 2 t 3 2 Y 2H 3 2 t2 e  3Y 1H 2 t e  2Y 2H 2 t
2

t-0

e  3Y 1H e  2Y 2H

t-0

p
p
3
6 2 Y 1H 6 2 Y 2H 2
0s
1
62 @

0s

1
3 1
t t A 6 2 @
t t
2 1 2
2 1 2

!2

Since r 2 t 22 t, h2 tjHhas the same form with r 2 t.

46

58

L. XiaoFei, L. Min / Reliability Engineering and System Safety 130 (2014) 5060

By Eqns. (43) and (44), the HRF of system in dynamic environment has the similar form as Fig. 11 shows.
The HRF of system in constant environment and the one in
dynamic environment can be integrated into one function r t; ; z,
where t is the operation time, is the total time of severe
environment, z is the condition of environment at t. Then
8
rt; 0; 0 r 1 t
>
>
>
>
<
rt; 0; 1 r 2 t
47

;
0

h
rt;
>
1 tjH; H z2 ; -z1 ; t 
>
>
>
: rt; ; 1 h2 tjH; H z1 ; t  -z2 ;
Remark 1. When the contributions of zi ; t with different initial
times to survival function are not the same, according to the
denition of HRF Eq. (27), the HRF of system in dynamic environment also jumps between r 1 t and r 2 t when the external
environment changes, except it is difcult to determine the virtual
age of system.

The system is under optimal preventive maintenance, at time T

the system is preventively perfect maintained with cost cr , and the
system is minimal repaired with cost cm if failed before T, the
external environment follows a two-state homogeneous Markov
process. The transition rate matrix of this continuous-time Markov
"
#


process is Q
, where 1=; 1=are expected

sojourn time in normal and severe state respectively. Then,
RT
s-expected cost during 0; T is cr cm 0 htdt, where ht is the
hazard rate function of system in dynamic environment at time t.
Then, the s-expected cost rate is
RT
cr cm 0 htdt
48
T

d cr cm 0 htdt
dT
T

cm hTT  cr  cm
T2

RT
0

49

Since the external environment is stochastic, Z0 may be

normal or severe. For a two-state homogeneous Markov process,
the stationary distribution p1 ; p2  exists, where p1 and p2 are the
probabilities of Z0 z1 and Z0 z2 , respectively, p1 = ,
p2 = . At time t, t o T, Zt may also be normal or severe.
Let f ij t; x be the probability density function that Z0 zi ,
Zt zj , and x is the total time of environment is normal during
0; t, then

Z t 
2
r 1 x t  x f 11 t; xdx
ht p1

1

1
r2
x t  x f 12 t; xdx
p1
2
0

Z t 
2
p2
r 1 x t  x f 21 t; xdx
1
0
Z

51

Mckinlay [26] studied the distribution of time spent in normal

state during time interval 0; t, for 0 rx rt,
q
q
q
f t; x fp1 x=t  x p2 t  x=xI 1 2 xt  x
q
p1 p2 I 0 2 xt  x
p1 t  x p2 xge  x  t  x

52

2k r

z=2
Here I r z 1
k 0 k!k r! is the modied Bessel function of order r
and

p p
p
f 1 t; x ft  x I 0 2 xt  x x=t  xI 1 2 xt  xge  x  t  x
p p
p
f 2 t; x fx I 0 2 xt  x t  x=xI1 2 xt  xge  x  t  x

53
q
f 21 t; x I 0 2 xt  xe  x  t  x

54

q
f 12 t; x I 0 2 xt xe  x  t  x

55

f 22 t; x xe  t

ht

q
q
t x=xI 1 2 xt  xe  x  t  x

56

 t
 t
e
r 1 t
e
r 2 t

Since the optimal preventive maintenance period T means the

minimal s-expected cost rate, then the numerator of Eq. (48)
should be zeros, that is to say
Z T
cr
htdt
50
hTT 
cm
0

r2

htdt

1
x t  x f 22 t; xdx
2
0

Z t 
2
r 1 x t x p1 f 11 t; x p2 f 21 t; xdx

1
0

Z t 
1
r2
x t  x p1 f 12 t; x p2 f 22 t; xdx

2
0

The derivative of Eq. (48) with respect to T is

!

By analysis, we found
q
q
f 11 t; x t  xe  t x=t  xI 1 2 xt  xe  x  t  x

6. Optimal maintenance policy of system in dynamic

environment

RT

p2

r 1 @x
0s

q
2

t xA
I 0 2 xt  xe  x  t  x dx
1

q
1

x t xA
r2 @
I 0 2 xt  xe  x  t  x dx
2

1 p

2
x=t x
t xA
r 1 @x
I1
1

q
2 xt  xe  x  t  x dx
0s
1 p
Z t
1
t  x=x
@

x t xA
r2
2

0
q
I 1 2 xt  xe  x  t  x dx

57

For simplicity,
Let

p
p
1, also substitute r 1 t t, r 2 t 4t,
2 =1 2, 1 =2 1=2 into ht, we obtain
1
1
ht e  t t e  t 4t
2
2
Z t
p
1
x 2t x I 0 2 xt  xe  t dx

2
0

Z t 
p
1
1
4 x t x I 0 2 xt  xe  t dx

2
2
0
p
Z t
p
x=t  x
I 1 2 xt  xe  t dx
x 2t x

2
0
p
Z t 
p
t  x=x
1
I 1 2 xt  xe  t dx

4 x t x
2
2
0

L. XiaoFei, L. Min / Reliability Engineering and System Safety 130 (2014) 5060

59

Fig. 15. s-Expected cost rate of system in dynamic environment computed by

Eq. (40) and Monte Carlo simulation.

Z t
p
et
5t
6t  3xI 0 2 xt  xdx
2
0
Z

2t  x


p
p
p
x=t  x 4t  2x t  x=xI 1 2 xt  xdx

58
With Eq. (58), the s-expected cost versus T is computed and
plotted in Fig. 15, the optimal preventive interval is T 2:1, which
corresponds to minimal s-expected cost rate. We also computed
the s-expected cost rate by Monte Carlo Simulation (MCS), Fig. 16
shows the ow chart, and the results is also plotted in Fig. 15. The
s-expected cost rate computed by Eq. (48) and Monte Carlo
Simulation are the same.

Fig. 16. Flow chart of computing s-expected cost rate of system in dynamic
environment.

Acknowledgments
7. Conclusions
In this paper, the HRF of system in dynamic environment is
computed. By analyzing the relationship of HRF of system in timeinvariant and the one in dynamic environment, three facts are
found out, rstly the HRF of system jumps when the external
environment changes, secondly the HRF form is determined by
current environment condition, and thirdly the effective age is
determined by environmental history. For system which has
constant HRF in time-invariant environment, the HRF is computed
by considering degradation process as a special Markov additive
process. For system with unknown degradation process, HRF of
system in dynamic environment has the same property with HRF
researched by Markov additive process, but the effective age is
difcult to be computed when external environment changes.
Section 4 proposes the conditions under which the effective age
can be analytically computed. Finally maintenance policy for
system in dynamic environment is optimized based on HRF
studied in this paper.

This work is partially supported by the National Natural Science

Foundation of China (Nos. 61025018 and 60834004), the National
Key Basic Research and Development Program of China (No.
2009CB320602), the National Science and Technology Major
Project of China (No. 2011ZX02504-008).

References
[1] Almalki SJ, Nadarajah S. Modications of the Weibull distribution: a review.
Reliab Eng Syst Saf 2014;124:3255.
[2] Barker K, Baroud H. Proportional hazards models of infrastructure system
recovery. Reliab Eng Syst Saf 2014;124:2016.
[3] Bjerga T, Aven T, Zio E. An illustration of the use of an approach for treating
model uncertainties in risk assessment. Reliab Eng Syst Saf 2014;125:4653.
[4] Bris R, Medonos S, Wilkins C, Zdrhala A. Time-dependent risk modeling of
accidental events and responses in process industries. Reliab Eng Syst Saf
2014;125:5466.
[5] Cha JH, Finkelstein M. The failure rate dynamics in heterogeneous populations.
Reliab Eng Syst Saf 2013;112:1208.
[6] inlar E. Markov additiveprocesses II. Z Wahrscheinlichkeitstheorie Verw Geb
1972;24:95121.

60

L. XiaoFei, L. Min / Reliability Engineering and System Safety 130 (2014) 5060

[7] Cox DR. Regression models and life tables. Journal of the Royal Statistical
Society. B. 1972;34:187202.
[8] Cui L, Kuo W, Loh HT, Xie M. Optimal allocation of minimal and perfect repairs
under resource constraints. IEEE Trans Reliab 2004;53:1939.
[9] Delia MC, Rafael PO. Matrix stochastic analysis of the maintainability of a
machine under shocks. Reliab Eng Syst Saf 2014;121:117.
[10] Doyen L, Gaudoin O. Classes of imperfect repair models based on reduction of
failure intensity or virtual age. Reliab Eng Syst Saf 2004;84:4556.
[11] Elferik S, Ben-Daya M. Age-based hybrid model for imperfect preventive
maintenance. IIE Trans 2006;38:36575.
[12] Finkelstein M. Failure rate modeling for reliability and risk. London: SpingerVerlag; 2008.
[13] Garca-Daz JC, Gozalvez-Zafrilla JM. Uncertainty and sensitive analysis of
environmental model for risk assessments: an industrial case study. Reliab
Eng Syst Saf 2012;107:1622.
[14] Ghasemi A, Yacout S, Ouali MS. Evaluating the reliability function and the
mean residual life for equipment with unobservable states. IEEE Trans Reliab
2010;59:4554.
[15] Jardine AKS, Anderson PM, Mann DS. Application of the weibull proportional
hazards model to aircraft and marine engine failure data. Qual Reliab Eng Int
1987;3:7782.
[16] Jardine AKS, Banjevic D, Wiseman M, Buck S, Joseph T. Optimizing a mine haul
truck wheel motors' condition monitoring program. J Qual Maint Eng
2001;7:286301.
[17] Jiang XM, Yuan Y, Liu X. Bayesian inference method for stochastic damage
accumulation modeling. Reliab Eng Syst Saf 2013;111:12638.
[18] Kumar D, Westberg U. Proportional hazards modeling of time-dependent covariates using linear regression: a case study. IEEE Trans Reliab 1996;45:38692.
[19] Levitin G, Lisnianski A. Optimization of imperfect preventive maintenance for
multi-state systems. Reliab Eng Syst Saf 2000;67:193203.
[20] Lie CH, Chun YH. An algorithm for preventive maintenance policy. IEEE Trans
Reliab 1986;35:715.
[21] Lin D, Zuo MJ, Yam RCM. General sequential imperfect preventive maintenance models. Int J Reliab Qual Saf Eng 2000;7:25366.
[22] Lin D, Zuo MJ, Yam RCM. Sequential imperfect preventive maintenance models
with two categories of failure modes. Naval Res Logist 2001;48:17283.
[23] Lu XF, Chen MY, Liu M, Zhou DH. Optimal imperfect periodic preventive
maintenance for systems in time-varying environments. IEEE Trans Reliab
2012;61:42639.

[24] Lugtigheid D, Jiang X, Jardine AKS. A nite horizon model for repairable
systems with repair restrictions. J Oper Res Soc 2008;59:132131.
[25] Mattrand C, Bourinet JM. The cross-entropy method for reliability assessment
of cracked structures subjected to random Markovian loads. Reliab Eng Syst
Saf 2014;123:17182.
[26] McKinlay SA. Markov-modulated models for derivatives pricing [Postgraduate
Diploma Thesis]. Australia: The University of Melbourne; 2009.
[27] Nakagawa T. A summary of imperfect preventive maintenance policies with
minimal repair. RAIRO Oper Res 1980;14:24955.
[28] Nakagawa T. Sequential imperfect preventive maintenance policies. IEEE Trans
Reliab 1988;37:2958.
[29] Nakagawa T. Maintenance theory of reliability. Springer-Verlag London
Limited; 2005.
[30] Park JH, Chang W, Lie CH. Stress-reducing preventive maintenance model for a
unit under stressful environment. Reliab Eng Syst Saf 2012;108:428.
[31] Peysson F, Ouladsine M, Outbib R. A generic prognostic methodology using
damage trajectory models. IEEE Trans Reliab 2009;58:27785.
[32] Pham H, Wang H. Imperfect maintenance. Eur J Oper Res 1996;94:42538.
[33] Samrout M, Chatelet E, Kouta R, Chebbo N. Optimization of maintenance
policy using the proportional hazard model. Reliab Eng Syst Saf
2009;94:4452.
[34] Sheu SH, Chang CC. A periodic replacement model based on cumulative
repair-cost limit for a system subjected to shocks. IEEE Trans Reliab
2010;59:37482.
[35] Singpurwalla ND. Survival in dynamic environments. Stat Sci 1995;10:86103.
[36] Vlok PJ, Goetzee JL, Jardine AKS, Makis V. Optimal component replacement
decisions using vibration monitoring and the proportional hazards model.
J Oper Res Soc 2002;53:193202.
[37] Wang XL, Balakrishnan N, Guo B. Residual life estimation based on a generalized Wiener degradation process. Reliab Eng Syst Saf 2014;124:1323.
[38] Wang ZQ, Wang PF. A new approach for reliability analysis with time-variant
performance characteristics. Reliab Eng Syst Saf 2013;115:7081.
[39] Wu S, Clements-Croome D. Optimal maintenance policies under different
operational schedules. IEEE Trans Reliab 2005;54:33846.
[40] Wu SM, Zuo MJ. Linear and nonlinear preventive maintenance models. IEEE
Trans Reliab 2010;59:2429.