1

Generalized Renewal Process

as an adaptive probabilistic model
Pedro R. Jiménez G. 1

Abstract—The model denominated Generalized Renewal Renewal Process” (GRP). Kaminskiy and Krivtsov [2] have
Process (GRP) is patented for the Maryland University. It is demonstrated that the ORP and the NHPP are specific cases of
based on a probabilistic function that depends of the following GRP; and also denominate the “Weibull generalized
variables: the operation time from the last event, the previous function”.
times (historical data) and three parameters: shape, scale and
effectiveness. This model is fitted for the random data and is
Ordinary Weibull
considered the magnitude and the occurrence order; it is not Renewal Normal Possible states
possible using the MLE traditional models. This property is Process (ORP) Log-normal
denominated Adaptability. Although the model was created 100%
originally for to estimate the repairable systems reliability (it use
the successive corrective maintenances and it measures its
effectiveness), it is possible to apply it to any probabilistic process
as: eolic, lightning and switching impulse. For performing this, a
MAPLE language codified algorithm was designed. This paper
suggests a methodology for the model numerical solution, using
as bad
MLE and GOF test, applied to switching impulse studies and as good worse
as old
better than better
as new than old old but than new
others random processes. NonHomogeneous worse
Poisson Process than new
(NHPP)
Index Terms— Adaptive estimation, Probability, Reliability,
Repairable systems, Switching impulse.
Repairable
Generalized Renewal Process (GRP)
System
I. NOMENCLATURE
Fig. 1. Possible states of any probabilistic process. Generalized Renewal
GRP: Generalized Renewal Process. Process (GRP) vs Ordinary Renewal Process (ORP).
ORP: Ordinary Renewal Process.
MLE: Maximum Likelihood Estimation. Krivtsov [3] recognized the complexities and the
LSE: Least Square Estimation. difficulties of developing a mathematically tractable
GOF: Goodness-Of-Fit probabilistic model to the GRP, and discussed an alternative
maximum likelihood estimation (MLE) approach to solve the
II. INTRODUCTION GRP model without offering any solution. In this paper a

T he historical data associated to a probabilistic process can
experience anyone of the five possible states (Fig. 1):
1. as good as new;
2. as bad as old;
3. better than old but worse than new;
4. better than new;
5. worse than old.
The MLE traditional probabilistic models used in system
analysis, such as the Ordinary Renewal Process (ORP) and the
NonHomogeneous Poisson Process (NHPP), account for the
first two states, respectively. However, no practical and
accurate approach exists to address the remaining after states.
The main reason as to why the last three states have not
received much attention appears to be the difficulty in
developing a mathematically robust and efficient approach to
represent them.
comprehensive MLE solution to estimate the GRP parameters
has been developed.
In this study is demonstrated that the model GRP has the
property of "Adaptability": the parameters estimation depends
so much on the magnitude as on the occurrence order of the
historical data.
The GRP parameter estimation based on the ML approach
leads on a non-linear system of three equations that should be
solved simultaneously. For performing that, an algorithm was
developed in MAPLE language.
The results obtained from this study open the door for using
the GRP approach in many industries. The application of the
model GRP permits the estimate of the reliability and
maintainability of repairable systems, eolic models,
atmospheric phenomena and any probabilistic process.

Recently, Kijima and Sumita [1] have proposed a new
probabilistic model to address all states called “Generalized
1
Petróleos de Venezuela, S.A., e-mail: jimenezps@pdvsa.com.
This paper presents three practical applications: 1) PDVSA
115kV transmission system availability; 2) 400kV Switching
impulse; and 3) Eolic potential.
 2

III. THE MODEL

A. Description

The Cumulative Density Function (CDF) or unreliability (6)

function of the GRP model is as in (1):
⎡ β
⎛ i −1 ⎞ ⎤
⎢
⎢ ⎛ q i −1 ⎞ ⎜
β ⎜ t i +q ∑ tj ⎟ ⎥
⎟ ⎥
⎢⎜ ∑ t j ⎟ −⎜
⎢ ⎜ η j=1 ⎟ ⎜ η
j=1
⎟ ⎥
⎟ ⎥
⎢⎝ ⎠ ⎜ ⎟⎟ ⎥
⎜
⎢ ⎝ ⎠ ⎥⎦ (7)
F(t i , β, q, η) = 1 − e ⎣
,t≥0 (1)

The parameters are: η = scale , β = shape and

q = effectiveness.

The “β” parameter have the cases: β < 1 (early life), β = 1

(userful life) and β > 1 (wearout life).

The “q” parameter have the cases: q = 0 (as good as new),

q = 1 (as bad as old), 0 < q < 1 (better than old but worse than (8)
new), q < 0 (better than new) and q > 1 (worse than old).

The Probability Density Function (PDF) is as in (2):

⎡ ⎛ i −1 β
⎞ ⎤ (9)
⎢ β ⎜ t +q
⎢ ⎛ q i −1 ⎞ ⎜ i ∑ tj ⎟ ⎥
⎟ ⎥
∑ ⎢⎜ t j ⎟ −⎜
⎢ ⎜ η j=1 ⎟ ⎜ η
j =1
⎟ ⎥
⎟ ⎥ From (9), equal to zero, is solved as in (10):
β−1 ⎢ ⎝ ⎠ ⎜ ⎟⎟ ⎥
∂F(t i ) ⎛ β ⎞⎛ i −1 ⎞ ⎢ ⎜
⎝ ⎠ ⎥⎦
f(t i , β, q, η) = = ⎜⎜ β ⎟⎟⎜ t i + q ∑ t j ⎟ e ⎣
(2)
∂t i ⎝ η ⎠⎝ j=1 ⎠

The hazard function (failure rate fuction) is as in (3):

β −1
f (t i ) ⎛ β ⎞⎛ i −1 ⎞
λ(t i , β, q, η) = = ⎜ ⎟⎜ t i + q ∑ t j ⎟ (3)
1 − F( t 1 ) ⎜⎝ ηβ ⎟⎠⎝ j=1 ⎠ (10)
B. Algorithm
Substituting (10) en (7) y (8), is obtained a nonlinear
equation system, dependent of β y q, as in (11).
The algorithm is divided in three phases:
a) Weibull MLE model.
b) GRP MLE model. ∂ ln(L) ∂ ln(L)
(β, q) = 0, (β, q) = 0, η = η(β, q) (11)
c) LSE Weibull model is fitted to MLE GRP model. ∂β ∂q
β
⎛t⎞
− ⎜⎜ ⎟⎟
The numeric calculus of (11) imply the solution from two
The MLE Weibull model F( t ) = 1 − e ⎝ η⎠
is obtained planes, due the asymptotic form for β = 1, as:
solving the equations system as in (4)
1 a) Solution #1. Plane 0 < β < 1 y - ∞ < q < ∞.
n n
⎛ n β ⎞β Recommended Initial Conditions: q = 0.0001 y β = 0.5.
∑ x βi ln(x i ) ∑ ln(x i )
1
⎜ ∑ xi ⎟
⎜ i =1 ⎟ (4) b) Solution #2. Plane 1 < β < ∞ y - ∞ < q < ∞.
i =1
− i =1
− = 0, η =
n
n β ⎜ n ⎟ Recommended Initial Conditions: q = 0.2 y β = 3.
∑
i =1
xiβ
⎜
⎝
⎟
⎠ Note: the recommended initial conditions are the result of
rehearsals, although in general it is subjected to verification.
The GRP MLE model is obtained solving the equations
system as in (7), (8) and (9) equaling to zero. Applying MLE: To know the best solution is necessary apply the
n Kolmogorov-Smirnov (KS) test (or any other GOF test):
L = f(t1 , β, q, η)∏ f(t i , β, q, η)
i=2
(5)
(
KS = maximum F( t i ) − ni , F( t i ) − ( i −1)
n ), i = 1..n
Applying natural logarithm (Ln) and expanding, it is obtained
(6). The smallest KS test value is the best solution. In case that the
MLE GRP model doesn't have solution, the Weibull MLE
model is assumed as solution.
 3

For simplify calculus and interpretation, is accepted to fit For compare the MLE traditional models with the MLE GRP
⎛ t −γ ⎞
−⎜⎜
β
model, is apply any GOF test as Kolmogorov - Smirnov (KS).
⎟⎟
the MLE GRP model to the Weibull model F(t) = 1 − e ⎝ η ⎠ This test value should be smallest that the critical values for
applying LSE, according to the following steps: 1% statistical significance.

The GRP model prospective time “P”, is obtained as in

1. The dependent values are the times and the independent
(18) and (19).
values are the GRP function evaluated for each time.
2. With the data of the step 1, the LSE is applied for solving Be (18) the CDF for the next time (tn+1).
the parameters β and η. To be initialized it assumes a ⎡ ⎛ n β
⎞ ⎤
value of the parameter γ.
⎢ β ⎜t
⎢ ⎛ q n ⎞ ⎜ n +1 ∑
+q t j ⎟ ⎥
⎟ ⎥
⎢⎜ ∑t j ⎟ −⎜
j=1
⎟ ⎥
3. The step 2 is repeated, varying the parameter γ, until to ⎢ ⎜ η j=1 ⎟ ⎜
⎢⎝ ⎠ ⎜
η ⎟
⎟⎟ ⎥
⎥
⎜
maximize the R2 statistical test: F(t n +1 ) = 1 − e
⎢
⎣ ⎝ ⎠ ⎥⎦
,t ≥ 0 (18)
⎛ n ⎞ ⎛ n n ⎞
R = 1 − ⎜ ∑ ( y i − ŷ i ) 2 ⎟
2
⎜ ∑ y i − ∑ y j n ⎟ (12)
⎜ ⎟
⎝ i =1 ⎠ ⎝ i =1 j=1 ⎠ Then, the prospective time “P” (or average time) is as in (19).
4. Conservative criterions. If the data have reliability ∞ δ ∂ F(t n +1 )
P = ∫ f(t)dt = ∫ dt n +1 (19)
philosophy (is less probable long times) then the −∞ −δ ∂ t n +1
parameter γ should be ≤ 0 (if LSE is γ > 0, should be re- Applied to reliability study is called mean life or “Mean Time
calculated for γ=0). For maintainability philosophy (is To failure” (MTTF) and applied to maintainability is called
more probable long times) the parameter γ should be ≥ 0. “Service Outage Mean Time” (SOMT).

The MLE traditional models are: The deviation “D” is as in (20).

δ ∂ F(t n +1 )
Weibull:
⎛t⎞
β
D= ∫−δ
t 2n +1
∂ t n +1
dt n +1 − µ 2 (20)

∂F( t ) ⎛ β ⎞ β−1 −⎜⎜⎝ η ⎟⎟⎠

f (t) = = ⎜⎜ β ⎟⎟(t ) e ,t ≥ 0 (13) Generally, it is expressed in percentage of the prospective
∂t ⎝η ⎠ time.
Note: δ substitute at infinite for numeric calculation. Range:
Normal: 50η to 1000η.
2
1 ⎛ t −µ ⎞
1 − ⎜
σ ⎠
⎟
f (t) = e 2⎝ ,−∞ < t < ∞ (14) The algorithm developed is codified in the MAPLE
2π ⋅ σ language. The nonlinear equations system is resolved using
the “Newton” library.
C. Why is said that the GRP model is adaptive?

Be the data according to the occurrence order:

LogNormal:
2
1 ⎛ ln t −µ ⎞
1 − ⎜
σ ⎠
⎟
(15)
f (t) = e 2⎝ ,t ≥ 0 and the ascending order data:
2π ⋅ t ⋅ σ

Then, the results are shown in the table I.

TABLE I
ADAPTABILITY PROPERTY
Extreme Value (EV):
2 2
⎛ t −µ ⎞ ⎛ t −µ ⎞
1 −⎜ ⎟ −⎜
⎝ σ ⎠
⎟
occurrence order Ascending order
f (t) = e ⎝ σ ⎠
e e
−∞ < t < ∞ (16)
σ η 794 95.7
β 0.697 0.48
This Extreme Value model is obtained solving the MLE q 7.91 3.26
equations system: P 9231 13996
D 100% 102%

Conclusion: the GRP model parameters estimation depends

on the magnitude and the occurrence order of the data. This
property is denominated Adaptability.
(17)
 4

GRP parameters

D. Availability study of the PDVSA 115kV electrical system. Hours

16
Maintainability (SOT) q = 0.000311
β = 1.51
14 η = 5.75 hours
12 P = 5.12 hours
10
D = 68%
This part is a repairable system application whose objective
8
6
4
2
is to estimate the reliability (probability that a system doesn't 0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45

fail for a specific time, only associated to non-programmed occurrence order

events) and maintainability (service restoration probability for Fig. 3. SOT historical Data. Source: PDVSA statistics.
a specific time, associated to non-programmed and
programmed events) of the PDVSA 115kV electric system, Conclusion: The 115kV system reliability and
with the purpose of to estimate the system availability maintainability study report the mean values of
(probability that a system is in service, associated to non- MTTF = 4477hours and SOMT = 5.12hours, respectively. The
programmed or programmed events, whose value represents PDVSA 115kV electrical system availability (A) is calculated
the mean for a long time) and to compare with the as in (21).
international standard.
MTTF 4477
Important: the MLE traditional models are not applicable A= 100 = 100 = 99.885% (21)
MTTF + SOMT 4477 + 5.12
for repairable systems availability studies.

The data to estimate the reliability model are the times to
failure (TTF), which is defined as the lapsed operative time,
since a failure is restored until it is failure again.
The data to estimate the maintainability model are the
service outage times (SOT), which is defined as the lapsed
time since a failure until it is restored.
Hours
30000
E. 400kV Switching impulse study.
This part is a switching impulse application for 400kV
CIGMA-Furrial transmission line with length=310Km using
pre-insertion resistor and surge arrester at each terminal.
This study permit to obtain the line optimal CFO (Critical
Flash Over) to satisfy the Switching Forced Outage Rate
(SSFOR).
Reliability (TTF) GRP parameters

25000
η = 2533 hours
β = 0.6368
This study consists in the energization at the CIGMA terminal.
20000 q = 0.002218
P = 4477 hours

For the study, the basic equations are as in (22) to (25):

15000
D = 143%
10000

5000

0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56
a

∫ f (t )dt = 0.98, t ≥ 0
occurrence order

E2 = a (22)
Fig. 2. TTF historical Data. Source: PDVSA statistics. 0
is the undervoltage value more probable.
Using the MAPLE codefied program:
⎛ σf ⎞ , σ
TABLE II CFOn = CFO⎜1 + z f ⎟ 0.03 < f < 0.07, typical = 0.05
GRP MODEL SOLUTIONS COMPARISON ⎝ CFO ⎠ CFO
is the equivalent CFO for n-tower. (23)
Solution #1 Solution #2
η 2533hours 836hours line length
z f = inverse Normal = N −1 (1 − n _ tower 0.5 ), n_tower =
β 0.6368 0.6308 0.4
q 0.002218 0.195705 (24)
KS test 0.1488 0.3018
The CFO estimation is obtained numerically solving (25):
st E +D
Comment: the GRP model solution that best fit is the 1 , 1 2

2 CFOn=CFO∫(1+0.05zf )
due KS1 < KS2. SSFOR = f ( t )dt ≤ 1 / 1000 (25)

Simplifying to LSE Weibull:

Note: the MAPLE program has codified these equations.
TABLE III
RELIABILITY LSE WEIBULL MODEL Objective #1: to determine the CFOmin and CFOmax of each
function to satisfy the SSFOR criterion < 1/1000.
η β γ
3797 hours 0.811 0 The MAPLE program include the estimation of:
CFOmin: is obtained when the 1st function, whose
Comment: young system, due that β = 0.811 < 1 KS test < critical value, reach SSFOR < 1/1000.
CFOmax: is obtained when all functions, whose
KS test < critical value, reach SSFOR < 1/1000.
 5

Objective #2: to compare the MAPLE results between the TABLE VI

SWITCHING IMPULSE STUDY SUMMARY
MLE traditional models and the GRP model.
GRP Weibull Normal LogNormal EV
Random Data:
E2 1.695 1.702 1.772 1.80588 1.988

The following random data (n = 149) are the phase-neutral P 1.489 1.496 1.492 1.492 1.503
peak under-voltage per-unit values and they are obtained D 0.1252 0.1258 0.1363 0.1424 0.1871
through simulations applying a PSCAD switching impulse D / E2 0.07386 0.0739 0.07694 0.07885 0.09409
model measured at 75%line. E2 + D 1.82 1.828 1.908 1.948 2.175
KS test 0.1216 0.09736 0.1303 0.1482 0.1728
KS < CV Yes Yes Yes No No

Note: the KS critical value (CV) is 0.1335 for n = 149 and 1%

statistical significance.
TABLE VII
Fig. 4. MAPLE program input data (random values). CFOMIN ESTIMATION

Note: the MAPLE language codified algorithm filter the GRP Weibull Normal LogNormal EV
repeated data. CFOmin 2.0752 2.0752 2.0752 2.0752 2.0752
n tower 775 775 775 775 775
To next be showing the MAPLE codified program reports. CFOn 1.751 1.751 1.751 1.751 1.751
SSFOR 0.000939 0.001358 0.013676 0.019799 0.046042
TABLE IV
GRP MODEL SOLUTIONS COMPARISON
In the table VII is show the CFOmin estimation.
Solution #1 Solution #2
η 1.557166 Not Comment: it demonstrate that the GRP model permit obtain
β 14.64 Exist the optimum CFO value. It apply for the majority of the cases.
q 0.0000633 TABLE VIII
CFOMAX ESTIMATION
Comment: only exist one solution for the GRP model.
GRP Weibull Normal LogNormal EV
TABLE V CFOmax 2.2152 2.2152 2.2152 2.2152 2.2152
MLE TRADITIONAL MODELS
n tower 775 775 775 775 775
Model µ σ η β CFOn 1.869 1.869 1.869 1.869 1.869
Extreme Value 1.419 0.146 - - SSFOR 0 0 0.000835 0.002833 0.019557
Normal 1.492 0.136 - -
LogNormal 0.395 0.095 - - In the table VIII is show the CFOmax estimation. It is a
Weibull - - 1.550 14.56 conservative value for design (107%CFOmin ).

F. Eolic potential study of the Venezuela Oriental region.

GRP parameters
η = 7.89 m/s
β = 6.56
m/s Eolic measurement. Venezuela Oriental Region q = 0.0046
12 P = 6.20 m/s
10 D = 21%
8

0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37

occurrence order

Fig. 6. Eolic measurement.Venezuela Oriental region.

TABLE IX
LSE WEIBULL MODEL

η β γ
7.936 m/s 6.6 -1.2
green: Extreme Value yellow: LogNormal
red: GRP blue: Weibull gold: Normal Note: for this case, the β parameter not has interpretation. The
GRP model is only applied for to fit the data.
Fig. 5. Probabilistic Density Function and histogram. From MAPLE program
 6

Comment: the eolic potential of the Venezuela Oriental region VII. BIOGRAPHIES
is bigger than 5 m/s, therefore it is feasible the electric Pedro Jiménez was born in Puerto La Cruz city,
generation. Venezuela country, on February 1, 1973. He
graduated electrical engineer with honors from the
UDO University on 1996 and Maintenance
IV. CONCLUSIONS Management MSc on 2006.
a) PGR is a mathematical model that has the property of He has 11 years of experiences with Petróleos de
Venezuela, S.A., working electrical planning,
"Adaptability”: the parameters depend of the magnitude engineering and electrical simulations. He is
and the occurrence order of the historical data. professor of the UDO University since 1996. He has
b) It is not recommended to use the censored or suspended published in some national and international congresses related to power
data for the PGR model, due the nonexistence of a systems analysis.
defined occurrence order.
c) The GRP model, applied to a probabilistic switching
impulse study, permits the optimum CFO value
estimation.
d) Applying the GRP model for the PDVSA 115kV
electrical system availability study is obtain 99.885% ≈
99,9%, whose value is satisfactory according to
recommended practice.
e) The result β < 1 imply that the 115kV PDVSA electric
system is in infantile mortality period.
f) The “q” predominant value of the PDVSA 115kV system
is approximately “as good as new” (q ≈ 0).
g) For many data (usually for maintainability data) is
accepted the MLE Weibull model.
h) The PGR model opens a world of opportunities for the
investigation of any probabilistic model as: maintenance,
eolic, lightning and switching impulse.

V. RECOMMENDATIONS
a) It is invited to apply this PGR to more complex systems
study as: refineries, compressors, large bombs, ovens,
cryogenic and any repairable industrial process.
b) The PGR model opens the doors to continue investigating
its application with censored data.
c) To verify with certainty the null hypothesis (that the
model is adjusted to the data) for the function PGR, is
necessary a complementary investigation for the
development of an adapted goodness-of-fit test.

VI. REFERENCES
[1] Kijima M. y Sumita N. (1986). A useful generalization of renewal
theory: counting process governed by non-negative Markovian
increments. J Appl Prob 1986; 23:71–88.
[2] Kaminskiy M. y Krivtsov V. (1998). A Monte Carlo approach to
repairable system relaibility analysis. Probabilistic safety assessment and
management, New York: Springer; p. 1063–8.
[3] Krivtsov V. (2000). A Monte Carlo approach to modeling and
estimation of the generalized renewal process in repairable system
reliability analysis. Dissertation for The Degree of Doctor of Philosophy,
University of Maryland.
[4] Xie, Yang y Gaudoin (2001). National University of Singapore,
Singapore. Institut National Polytechnique de Grenoble, France.
Regression Goodness-Of-Fit Test for Software Reliability Model
Validation.
[5] Joglar F., Modarres M. y Yanez M. (2002). Reliability Engineering &
System Safety. Generalized renewal process (GRP) for analysis of
repairable systems with limited failure experience. Approved for
University of Maryland at April 29, 2002.