A multi-state shock model with mutative failure patterns

In this paper, to accommodate the known fact that a multi-state system is more likely to fail when its state gets worse, a multi-state shock model is proposed, in which the system failure patterns are mutative for different states. Shocks are classified into type I, type II and type III by magnitude. A type III shock has a destructive effect on the system and causes a complete failure whenever it occurs. A type II shock triggers the system down to a lower state. The system completely fails when the additive number of type II shocks exceeds a threshold. A type I shock has different effects for different system states. The system completely fails if the cumulative number of type I shocks exceeds a threshold which decreases as the system state gets lower. Distributions of the lasting time until the end of each system state, the lifetime and the residual lifetime of the system are derived when the interarrival times between successive shocks follow a common continuous phase-type distribution. Three different replacement policies are proposed to fit the characteristic of the new model, and corresponding optimization models are constructed to gain the optimal quantities.