International Journal of Advances in Engineering & Technology, May 2013.©IJAET ISSN: 2231-1963615 Vol. 6, Issue 2, pp. 613-619
M is a combinatory constant representing the number of ways the sample might have been observed.As shown in (5), the two types of data considered in the present paper are failure data and survivaldata. For failure data, the information it carries is the probability that the event of failure occurring atthe time,
, which is approximately equal to the PDF of
at this time. For survival data, theinformation it provides is that the unit has already survived up to the present running time,
, which isapproximately equal to the survival function evaluated at the time. The likelihood function is henceconstructed by combining all the information each observation carries.To calculate the Weibull parameters, the PDFs and SDs as shown in (3) and (2) are inserted into (5).A technique usually applied is to work with the natural logarithm of the likelihood function rather than the likelihood function itself as the approach simplifies the expression of product intosuperposition. The log-likelihood function is obtained as shown in (6).
1 1 1
ln ( , ) ln (ln ln ) ( 1) ln
k k N jiii i j k
c x L M k x
(6)As a one-to-one relationship exists between a number and its corresponding logarithm, the parametersmaximize likelihood function are hence the same ones maximize their log-likelihood function.Weibull parameters are then calculated as the parameters that make their corresponding partialderivatives equal zero, as shown in (7) and (8).
ln ( , )0
k N jii j k
c x L k
1 1 1
ln ( , )ln ln ln 0
k k N j ji iii i j k
c c x x L k k x
(8)By transforming (7),
can be expressed as a function of
k N i ji j k
(9)And by eliminating
between (7) and (8), the following equation is obtained.
1 111 1
ln ln1 10
k N i i j jk i j k ik N ii ji j k
x x c c xk x c
(10)With (10), the value of
can be iteratively solved with numerical methods, such as the Newton-Raphson method . Once the value of
can be obtained by taking the estimated
into (9).Up to this point, Weibull distribution can be modelled with MLE once a set of lifetime data, includingfailures as well as survivors, is collected.
An application example is presented to showcase how could information of functional lifetime for atransformer fleet being extracted and hence further modelled with a two-parameter Weibulldistribution.
3.1. Data Collection and Pre-processing
A collection of health index data of more than 800 transformers, covering a time span of 10 years iscollected from an electric utility company. In the utility, the health index is adopted as an indication of the overall health condition of a transformer unit. It is classified into four discrete states to aiddecision making for effective asset management of the transformer fleet. The four states are classifiedas
condition requiring replacement
;with the underlying assumption that the condition of a transformer unit can only change from goodstate to bad state but not otherwise.