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研究生: 李霽軒
Chi-Hsuan Li
論文名稱: 加速通用趨勢更新過程下的貝氏分析及其在鋰電池資料之應用
Bayesian Analysis of Accelerated Generic Trend Renewal Processes with an Application to Lithium-ion Battery Data
指導教授: 樊采虹
Tsai-Hung Fan
口試委員:
學位類別: 碩士
Master
系所名稱: 理學院 - 統計研究所
Graduate Institute of Statistics
論文出版年: 2025
畢業學年度: 113
語文別: 中文
論文頁數: 76
中文關鍵詞: 通用趨勢更新過程階層貝氏貝氏適合度檢定失效時間分布性能終止時間
外文關鍵詞: generic trend renewal process, hierarchical Bayesian, Bayesian goodness of fit, failure time distributions, end of performance
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  • 針對經由充放電過程可重複使用但性能遞減的鋰電池衰變資料,通常可利用與時間相關的趨勢函數經變數變換轉換為衰變增量為獨立同分布的更新過程 (renewal process),即趨勢更新過程 (trend renewal process) 來配適。囿於參數的不可辨別性,傳統趨勢更新過程限制更新分布之期望值為一,卻因此使模型中之參數失去原有的共軛 (conjugate) 結構,導致難以建構隨機效應模型描述具個別差異性的資料。為保留更新分布參數的共軛性,通用趨勢更新過程 (generic trend renewal process) 以趨勢函數參數之限制取代期望值為一的假設,俾能更具彈性地發展隨機效應模型。本文將通用趨勢更新過程推廣至加速通用趨勢更新過程 (accelerate trend renewal process; AGTRP),在參數與加速應力呈對數線性關係下,分別考慮伽瑪、韋伯與逆高斯更新分布之 AGTRP 模型,利用參數之共軛性質,建立貝氏 AGTRP 模型,用以分析不同放電電流下的電池電容量比資料;在隨機效應模型中以階層貝氏 (hierarchical Bayes) 方法,引入隱藏變數捕捉電池間的個別差異。依據偏差訊息準則 (deviance information criterion; DIC) 以及對數邊際概似 (log marginal likelihood; LML) 值兩種常用的貝氏選模準則作為綜合依據,並由後驗預測 p-值 (posterior predictive p-value) 確認模型與資料之適切性。最後,根據加速資料配適之最適 AGTRP 模型,外插至正常應力水準下推估可修復產品的使用壽命。應用於電池充放電資料實例分析中,亦將 AGTRP 模型下所得電池的壽命指標與正常放電電流下衰變資料所得結果進行比較,經兩樣本 Kolmogorov-Smirnov 貝氏檢定,顯示兩組資料所得之預測壽命分布並無顯著不同,驗證由加速模型外插至正常應力水準下之壽命推論的合理性。


    For the cyclic degradation data of lithium-ion batteries, which can be repeatedly charged and discharged but exhibit gradual performance decline, the trend renewal process (TRP) is commonly adopted. In this approach, time-dependent trend functions transform correlated data into independent and identically distributed increments that follow a renewal process. However,
    due to the issue of parameters identifiability, TRP models assume the expectation of the renewal distribution to be one. Such restriction destroys the conjugate structure of the parameters. The generic trend renewal process (GTRP), making the restriction on the trend-function parameter instead of expectation, preserves conjugacy and thus provides greater flexibility for modeling random effects. Based on this framework, this study develops Bayesian accelerated generic trend renewal processes (AGTRP) with gamma, Weibull, and inverse Gaussian renewal distributions respectively, by assuming a log-linear relationship between the parameters and the accelerated stress variable. Leveraging the conjugate structure, random-effects AGTRP models are further constructed by introducing latent variables within a hierarchical Bayesian model to capture unit-to-unit heterogeneity. Model performance is assessed using the deviance information criterion (DIC) and log marginal likelihood (LML), while posterior predictive p-value evaluates the corresponding model adequacy. The selected AGTRP model is extrapolated to draw the predictive life inference under normal use condition. A Bayesian two-sample Kolmogorov-Smirnov test comparing the extrapolated distribution with normal-stress experimental data shows insignificant differences between the resulting life distributions in the all data analysis, supporting the validity of AGTRP for extrapolative lifetime prediction.

    摘 要 I Abstract II 誌 謝 III 目錄 IV 圖目錄 VI 表目錄 VII 第一章 緒論 1 1.1 研究背景與動機 . . . 1 1.2 文獻探討 . . . 3 1.3 研究方法 . . . 5 1.4 本文架構 . . . 5 第二章 通用趨勢更新過程之貝氏可靠度分析 6 2.1 趨勢更新過程 . . . 6 2.2 通用趨勢更新過程 . . . 7 2.2.1 伽瑪通用趨勢更新過程 . . . 8 2.2.2 韋伯通用趨勢更新過程 . . . 8 2.2.3 逆高斯通用趨勢更新過程 . . . 9 2.3 貝氏架構 . . . 11 2.3.1 伽瑪通用趨勢更新過程貝氏模型 . . . 11 2.3.2 韋伯通用趨勢更新過程貝氏模型 . . . 13 2.3.3 逆高斯通用趨勢更新過程貝氏模型 . . . 15 2.3.4 MCMC 演算法 . . . 19 第三章 加速通用趨勢更新過程之貝氏架構 21 3.1 加速通用趨勢更新過程 . . . 21 3.1.1 伽馬加速通用趨勢更新過程模型 . . . 22 3.1.2 韋伯加速通用趨勢更新過程模型 . . . 23 3.1.3 逆高斯加速通用趨勢更新過程模型 . . . 23 3.2 AGTRP 貝氏架構 . . . 25 3.2.1 伽瑪加速通用趨勢更新過程貝氏模型 . . . 25 3.2.2 韋伯加速通用趨勢更新過程貝氏模型 . . . 27 3.2.3 逆高斯加速通用趨勢更新過程貝氏模型 . . . 29 3.3 貝氏模型準則 . . . 33 3.3.1 偏差訊息準則 . . . 33 3.3.2 對數邊際概似函數 . . . 34 3.4 壽命推論 . . . 35 3.4.1 失效時間分布 . . . 35 3.4.2 性能終止時間 . . . 39 3.5 貝氏適合度檢定 . . . 40 第四章 鋰電池加速衰變資料之實例分析 44 4.1 加速衰變模型 . . . 45 4.1.1 參數與應力下之關係 . . . 45 4.1.2 加速模型之參數估計 . . . 47 4.1.3 平均衰變路徑與貝氏適合度檢定 . . . 48 4.1.4 正常應力之壽命推論 . . . 53 4.2 正常應力衰變資料之分析 . . . 55 4.3 壽命推論之比較 . . . 56 第五章 結論與展望 59 附錄 : Gelman-Rubin 統計量收斂圖 64

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