1

2006 IEEE PES Transmission and Distribution Conference and Exposition Latin America, Venezuela

Generalized Renewal Process

as an Adaptive Probabilistic Model
Pedro Jiménez 1, and Raúl Villalón 2

Recently, Kijima and Sumita [1] have proposed a new

probabilistic model to address all states called “Generalized
Renewal Process” (GRP). Kaminskiy and Krivtsov [2] have
demonstrated that the ORP and the NHPP are specific cases of
GRP; and also denominate the “Weibull generalized
function”.

Ordinary Weibull
Renewal Normal Possible states
Process (ORP) Log-normal

100%

as good worse as bad better than better

as new than old as old old but than new
Index Terms— Adaptive estimation, Maintainability, NonHomogeneous worse
Modeling, Probability, Reliability. Poisson Process than new
(NHPP)

I. NOMENCLATURE Repairable
Generalized Renewal Process (GRP)
System
GRP: Generalized Renewal Process.
ORP: Ordinary Renewal Process. Fig. 1. Possible states of any probabilistic process. Generalized Renewal
MLE: Maximum Likelihood Estimation. Process vs Traditional Renewal Process.
LSE: Least Square Estimation.
WGRP: The Weibull - GRP LSE model. Krivtsov [3] recognized the complexities and the
WBenard: Weibull - Benard LSE traditional model. difficulties of developing a mathematically tractable
probabilistic model to the GRP, and discussed an alternative
II. INTRODUCTION maximum likelihood estimation (MLE) approach to solve the
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;
comprehensive MLE solution to estimate the GRP parameters
has been developed.
In this study is demonstrated that the model GRP has the
2. as bad as old; property of "Adaptability": the parameters estimation depends
3. better than old but worse than new; so much on the magnitude as on the occurrence order of the
4. better than new; historical data.
5. worse than old. Estimation of the GRP parameters based on the ML
The traditional probabilistic models used in system approach, leads on a non-linear system of three equations that
analysis, such as the Ordinary Renewal Process (ORP) and the should be solved simultaneously. For performing that, an
NonHomogeneous Poisson Process (NHPP), account for the algorithm was developed coded in MAPLE language.
first two states, respectively. However, no practical and The results obtained from this study open the door for
accurate approach exists to address the remaining after states. using the GRP approach in many industries. The application
The main reason as to why the last three states have not of the model GRP permits the estimate of the reliability and
received much attention appears to be the difficulty in maintainability of repairable systems, eolic models,
developing a mathematically robust and efficient approach to atmospheric phenomena and any probabilistic process.
represent them. This paper presents two practical applications: 1) the
PDVSA 115kV transmission system availability and 2) the
1
eolic potential of the Venezuela Oriental region.
Currently with Petróleos de Venezuela, S.A..
E-mail: jimenezps@pdvsa.com.
2
E-mail: ampsaie_raul@cantv.net.
1-4244-0288-3/06/$20.00 ©2006 IEEE
 2

III. THE MODEL

A. Description

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

function of the GRP model is as in (1):
ª i 1 E º
§ ·
« »
E ¨ t q
« § q i 1 · ¨ i
tj¦ ¸
¸ »
«¨ ¦ t j ¸ ¨
j 1
¸ »
«¨ K j 1 ¸ ¨ K ¸ »
«© ¹ ¨ ¸¸ »
« ¨ » (7)
¬ © ¹ ¼
F(t i , ȕ, q, Ș) 1  e (1)

The parameters are: K = scale , E = shape and

q = effectiveness.

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

(userful life) and E > 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):

ª i 1 E º
§ ·
« »
E ¨ t q
« § q i 1 · ¨ i ¦tj ¸
¸ » (9)
«¨ ¦ ¸
t j ¨
j 1
¸ »
¨
« Kj 1 ¸ K »
E 1 «© ¹ ¨¨ ¸
¸ »
wF(t i ) § E ·§ i 1 · «
¬
¨
©
¸
¹ »
¼ From (9), equal to zero, is solved as in (10):
f(t i , ȕ, q, Ș) ¨¨ E ¸¸¨ t i  q ¦ t j ¸ e (2)
wt i ©K ¹© j 1 ¹

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

E 1
f (ti ) § E ·§ i 1 ·
Ȝ(t i , ȕ, q, Ș) ¨¨ E ¸¸¨ ti  q ¦ t j ¸ (3)
1  F (t1 ) ©K ¹© j 1 ¹ (10)
B. Algorithm
Substituting (10) en (7) y (8), is obtained a nonlinear
equation system, dependent of E y q, as in (11).
The algorithm is divided in three phases:
a) Weibull MLE model.
b) GRP MLE model. w ln( L) w ln( L)
( E , q) 0, ( E , q) 0,K K ( E , q) (11)
c) Weibull - GRP LSE model is fitted to GRP MLE model. wE wq
E
§t· The numeric solutions of (10) imply the solutions from two
 ¨¨ ¸¸
©K ¹
The Weibull MLE model F (t ) 1  e is obtained planes, due the asymptotic form for E = 1, as:
solving the equations system as in (4)
1 a) Plane 0 < E < 1 y - f < q < f. Recommended Initial
n n
E § n E ·E Conditions: q = 0.0001 y E = 0.5.
¦x i ln( xi ) ¦ ln( x ) i
1
¨ ¦ xi
¨i1
¸
¸ (4)
i 1
 i 1
 0, K b) Plane 1 < E < f y - f < q < f. Recommended Initial
n
E n E ¨ n ¸ Conditions: q = 0.2 y E = 2.
¦x
i 1
i ¨
©
¸
¹
Note: the recommended initial conditions are the result of
The GRP MLE model is obtained solving the equations rehearsals, although in general it is subjected to verification.
system as in (7), (8) and (9) equaling to zero. Applying MLE:
GRP MLE model conservative criterions:
n a) The definitive solution of the GRP model will be that
L f(t1 , ȕ, q, Ș)– f(t i , ȕ, q, Ș) (5) with the biggest E.
i 2
b) If the GRP MLE model doesn't have solution, the Weibull
Applying natural logarithm (Ln) and expanding, it is obtained MLE model is assumed as solution.
(6).
 3

§ t J ·
E
f G w F(t n 1 )
¨¨
© K
¸¸
¹
P ³ f(t)dt ³ dt n1 (16)
The Weibull - GRP model F(t) 1  e (WGRP) is f 0 w t n 1
fitted to GRP MLE model, applying LSE, according to the Applied to reliability study is called mean life or “Mean Time
following steps: To failure” (MTTF) and applied to maintainability is called
1. The dependent values are the times and the independent “Service Outage Mean Time” (SOMT).
values are the GRP function evaluated for each time. The deviation “V” (expressed in percentage of the
2. With the data of the step 1, the LSE is applied for solving prospective time) is as in (17).
the parameters E and K. To be initialized it assumes a G 2 w F(t n 1 )
value of the parameter J. ³ t n1 dt n1  P 2
0 w t n 1
3. The step 2 is repeated, varying the parameter J, until to V 100 (17)
maximize the R2 statistical test: P
§ n · § n n · Note: G substitute at infinite for numeric calculation. Range:
R2 1  ¨ ¦ ( yi  yˆ i ) 2 ¸ ¨ ¦ yi  ¦ y j n ¸ (12)
¨ ¸ 50K to 1000K.
©i1 ¹ ©i1 j 1 ¹
The algorithm developed is coded in the MAPLE language.
4. Conservative criterions. If the data have reliability
The nonlinear equations system is resolved using the
philosophy (is less probable long times) then the
“Newton” library.
parameter J should be d 0 (if LSE is J > 0, should be re-
calculated for J=0). For maintainability philosophy (is C. Why is said that the GRP model is adaptive?
more probable long times) the parameter J should be t 0.
Be the data according to the occurrence order:
To compare the GRP model with the traditional models, is
used the empiric estimator function, Blom (1953), as in (13):
i D and the data in ascending order:
pi , 0 d D , E , d 1, i 1..n (13)
n D  E 1
Benard y Bost-Levenbach (1953) recommend D = E = 0.3,
resulting as in (14): Then, the results are shown in the table II.
i  0. 3
pi , D E 0.3, i 1..n (14) TABLE II
n  0.4
ADAPTABILITY PROPERTY
Then, The Weibull – Benard traditional model (WBenard),
is obtained using the times (ascending rank) and the Benard occurrence order ascending order
empiric estimator function pi, applying LSE. q 0.158 0
E 2.05 1.18
To compare the fit between the WGRP and WBenard K 1873 846.9
models with respect at GRP model is used the R2 test. This test P 434.6 803.6
value should be higher that the critical values for 5% 119 84.6
V
statistical significance, depending of the data quantity “n”, as
in Tabla I.
Conclusion: the GRP model parameters estimate depends
TABLE I on the magnitude and the occurrence order of the data. This
R2 TEST. CRITICAL VALUES. 5% STATISTICAL SIGNIFICANCE [4] property is denominated Adaptability.

n <10 10-20 20-30 30-40 40-50 50-60 D. Availability study of the PDVSA 115kV electrical system.
R2critical 0.806 0.850 0.872 0.887 0.899 0.907
60-70 70-80 80-90 >90 This part is an repairable system application whose
0.914 0.920 0.925 0.930 objective is to estimate the reliability (probability that a
system doesn't fail for a specific time, only associated to non-
The GRP model prospective time “P”, is obtained as in programmed events) of the PDVSA 115kV electric system
(16) and (17). from two points of view:
a) Divided for areas (see Fig. 2). It permit to identify the
Be (15) the CDF for the next time (tn+1). area of major and minor impact.
ª § n E
· º b) Divided for causes. It permit to identify the
« »
«§ q n ·
E ¨ t n 1  q
¨ ¦ t j ¸¸ » predominant cause and to compare with the
«¨ ¦ t j ¸¸ ¨
j 1
¸ »
«¨ K ¨ K ¸ » international standard.
«© j 1 ¹ ¨ ¸ »
« ¨ ¸ » Also, it is determined the reliability and maintainability
¬ © ¹ ¼
F(t n 1 ) 1  e (15) (service restoration probability for a specific time, associated
to non-programmed or programmed events) using the
Then, the prospective time “P” (or average time) is as in (16). complete data, with the purpose of to estimate the system
 4

availability (probability that a system is in service, associated TTF - Maturin

GRP parameters
Hours q = 22.8
to non-programmed or programmed events, whose value E = 0.64
8000 K = 218 hours
represents the mean for a long time) and to compare with the 7000 P = 5475 hours
V = 100%
international standard. 6000
The data to estimate the reliability model are the times to 5000
4000
failure (TTF), which is defined as the lapsed operative time, 3000
since a failure is restored until it failure again. 2000
The data to estimate the reliability model are the service 1000
0
outage times (SOT), which is defined as the lapsed time since 1 2 3 4 5 6 7 8
a failure until it is restored.
occurrence order
In Fig (3), (4) and (5), is shown the TTF data and the GRP
model parameters divided for areas
Fig. 4. GRP model parameters for Maturin area TTF data
In Fig (6), (7) and (8), is shown the TTF data and the GRP
model parameters divided for causes.
Hours TTF - Morichal
In Fig (9) is shown the TTF complete data and the GRP 18000
GRP parameters
q = .0047
16000
model parameters for the system reliability study. 14000 E = 0.55
12000 K = 1569 hours
In Fig (10) is shown the SOT complete data and the GRP 10000 P = 3899 hours
8000
model parameters for the system maintainability study. V = 160%
6000
4000
In Fig (11), (12) and (13), is shown comparison the fit 2000
0
between the WGRP and WBenard models with respect at 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

GRP model using the R2 test divided for areas. occurrence order

In Fig (14), (15) and (16), is shown comparison the fit

between the WGRP and WBenard models with respect at Fig. 5. GRP model parameters for Morichal area TTF data

GRP model using the R2 test divided for areas.

Hours TTF - Electrical Protectives GRP parameters
30000 q = 0.0054
25000 E = 0.515
K = 1323 hours
20000 P = 4118 hours
15000 V = 166%
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

occurrence order

Fig. 6. GRP model parameters for Electrical Protectives cause TTF data

GRP parameters
Hours TTF - Lightning q = 1.14
E = 0.715
20000 K = 2008 hours
P = 8407 hours
V = 103%
15000

10000

5000
Anzoátegui Maturin Morichal
0
1 2 3 4 5 6 7 8 9 10 11 12 13
Fig. 2. PDVSA 115kV transmission electric system distributed in three areas
occurrence order

Hours TTF - Anzoátegui

Fig. 7. GRP model parameters for Lightning cause TTF data
30000 GRP parameters
q = 7.90
25000
E = 0.70 The complete system study (see Fig. 9 and 10 ) reports the
20000 K = 794 hours
P = 9231 hours means values of MTTF = 4465hours and SOMT = 5.75hours,
15000 V = 100%
10000
for reliability and maintainability study respectively. The
5000
PDVSA 115kV electrical system availability (A) is calculated
0
as in (18).
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17
MTTF 4465
occurrence order A 100 100 99.87% (18)
MTTF  SOMT 4465  5.75
Fig. 3. GRP model parameters for Anzoátegui area TTF data
 5

Hours TTF - Others GRP parameters F(t) CDF comparison - Morichal

q = 0.0014
12000 E = 1.10 1.2
2
K = 3940 hours 1 R = 0.943 > 0.887
10000 P = 3786 hours
0.8
8000 V = 91% WGRP parameters
0.6 E = 0.777
6000 2
R = 0.998
0.4 K = 3149 hours
4000 0.2 J = 0 hours
2000 0
0 0 5000 10000 15000 20000
1 2 3 4 5 6 7 8 9 10 Hours

occurrence order WGRP WBenard

Fig. 13. WGRP vs WBenard fit at GRP model. Morichal área

Fig. 8. GRP model parameters for Others cause TTF data

GRP parameters F(t) CDF comparison - Electrical Protectives

Hours TTF- Complete System Reliability q = 0.0022
30000
E = 0.637 1.2
25000 K = 2533 hours 2
1 R = 0.930 > 0.887
20000 P = 4465 hours
15000 V = 144%
0.8
10000
WGRP parameters
5000 0.6 2
R = 0.998 E = 0.775
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 0.4 K = 3280 hours
occurrence order
0.2 J = 0 hours
0
Fig. 9. Complete system reliability GRP model
0 5000 10000 15000 20000 25000 30000
Hours
GRP parameters
q = 0.0003 WGRP WBenard
E = 1.51
Hours SOT- Complete System Maintainability K = 5.75 hours
16 P = 5.16 hours
14
12 V = 66% Fig. 14. WGRP vs WBenard fit at GRP model. Electrical Protective cause.
10
8
6
4
2
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
F(t) CDF comparison - Lightning
occurrence order
1
2
0.8 R = 0.816 < 0.850 No!
Fig. 10. Complete system maintainability GRP model
0.6 WGRP parameters
E = 0.994
0.4 2
F(t) CDF comparison - Anzoátegui R = 0.999 K = 8322 hours
0.2 J = 0 hours
1
2
R = 0.665 < 0.850 No! 0
0.8
0 5000 10000 15000 20000
0.6 WGRP parameters Hours
2
R = 1.00 E = 0.999
0.4 WGRP WBenard
K = 9218 hours
0.2 J = 0 hours
0 Fig. 15. WGRP vs WBenard fit at GRP model. Lightning cause.
0 5000 10000 15000 20000 25000
Hours
F(t) CDF comparison - Others
WGRP WBenard
1

Fig. 11. WGRP vs WBenard fit at GRP model. Anzoátegui área 0.8 2
R = 0.985 > 0.806
0.6 WGRP parameters
E = 1.10
0.4
F(t) CDF comparison - Maturin 2 K = 3927 hours
0.2 R = 0.999
1 J = -11 hours
2 0
0.8 R = 0.478 < 0.806 No!
0 2000 4000 6000 8000 10000 12000
0.6 Hours
WGRP parameters
0.4 2 E = 0.999 WGRP WBenard
R = 1.00
K = 9564 hours
0.2
J = 0 hours
0 Fig. 16. WGRP vs WBenard fit at GRP model. Others cause.
0 2000 4000 6000 8000
Hours
To revise the impact of the lightning cause, it is known that
WGRP WBenard
the 115kV transmission lines average longitude is 29km. The
international standards accept until 5outage/100km-year for
Fig. 12. WGRP vs WBenard fit at GRP model. Maturin área
lightning. For 29km then is accepted 1.5 outage / year.
 6

E. Eolic potential study of the Venezuela Oriental region. h) The “q” predominant value of the PDVSA 115kV system
is approximately “as good as new” (q | 0).
m/s
12
Eolic measurement. Venezuela Oriental Region
i) The calculated lightning failure rate satisfies at
10

8
recommended practice (8760/8407 = 1.04 outage/year
6

4
< 1.5 outage / year).
2

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 57 58 59 60 61 62 63 64 65 66 67
j) For many data (usually for maintainability data) is
occurrence order accepted the Weibull MLE model.
k) The PGR model opens a world of opportunities for the
investigation of any probabilistic model as: maintenance,
eolic and lightning.

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
Fig. 17. Eolic measurement.Venezuela Oriental region. model is adjusted to the data) for the function PGR, is
necessary a complementary investigation for the
TABLE III development of an adapted goodness-of-fit test.
GRP MODEL AND WGRP MODEL OF THE EOLIC POTENCIAL

GRP WGRP VI. REFERENCES

q .0018 0 [1] Kijima M. y Sumita N. (1986). A useful generalization of renewal
theory: counting process governed by non-negative Markovian
E 6.85 6.86 increments. J Appl Prob 1986; 23:71–88.
K 7.496 m/s 7.499m/s [2] Kaminskiy M. y Krivtsov V. (1998). A Monte Carlo approach to
J 0 -0.8 repairable system relaibility analysis. Probabilistic safety assessment and
management, New York: Springer; p. 1063–8.
P 6.207 m/s 6.207 m/s [3] Krivtsov V. (2000). A Monte Carlo approach to modeling and estimation
V 19.3% 19.3% of the generalized renewal process in repairable system reliability
analysis. Dissertation for The Degree of Doctor of Philosophy,
University of Maryland.
Comments: the eolic potential of the Venezuela Oriental [4] Xie, Yang y Gaudoin (2001). National University of Singapore,
region is superior to 5 m /s, therefore it is feasible the electric Singapore. Institut National Polytechnique de Grenoble, France.
generation. Regression Goodness-Of-Fit Test for Software Reliability Model
Validation.
[5] Joglar F., Modarres M. y Yanez M. (2002). Reliability Engineering &
IV. CONCLUSIONS System Safety. Generalized renewal process (GRP) for analysis of
a) PGR is a mathematical model that has the property of repairable systems with limited failure experience. Approved for
"Adaptability”: the parameters depend of the magnitude University of Maryland at April 29, 2002.
and the occurrence order of the historical data.
b) It is not recommended to use the censored or suspended VII. BIOGRAPHIES
data for the PGR model, due the nonexistence of a Pedro Jiménez was born in Puerto La Cruz city,
defined occurrence order. Venezuela country, on February 1, 1973. He
graduated electrical engineer with honors from the
c) The PDVSA 115kV system application confirms that UDO University on 1996 and Maintenance
when the WBenard empiric model is compared with the Management MSc on 2006.
WPGR model (equivalent to the PGR model), these are He has 10 years of experiences with Petróleos de
different. In consequence, it is inadequate the use of Venezuela, S.A., working engineering and electrical
simulations, and professor UDO University since
typical estimators, for example pi = (i-0.3)/(n+0.4), to 1996. He has published in some national and international congresses related
model repairable systems (for example: the electric to power systems analysis.
systems).
Raúl Villalón, was born in Caracas city, Venezuela
d) The predominant cause of the non-programmed outages country, on September, 14, 1959. He graduated
in the 115kV electric system is electric protectives electronic engineer from UNEFA University on 1982
(33/56 = 59%). and Maintenance Management MSc on 1989.
e) The Anzoátegui area presents a relatively high MTTF in He has 24 years of experiences in industrial area
(Power gas generation, Petróleos de Venezuela, S. A.,
comparison with the areas of Maturin and Morichal. AMERIVEN and consultant companies as: Baker
f) PDVSA 115kV electrical system availability is Energy, OTEPI and APOYO) developing predictive
99.87% | 99,9%, it satisfies at recommended practice. and preventative procedures. Additionally, he is professor since 1983. The
post grade area began in 1992 in Santa Maria University, UDO University and
g) All the areas are E <1, concluding that the 115kV PDVSA UNEFA.
electric system is in infantile mortality period.