Competing Risks

Competing risks occur when a piece of equipment

can be taken out of service for several reasons. In
principle, one could imagine there being a time at
which the equipment would be taken out of service
for each reason. However, one can observe only the
smallest such time, and usually also the associated
reason; hence the different out of service reasons
compete to be the one that is actually observed.
Competing risk theory seeks to provide models of the
(statistical) relationships between these times so that
one can determine quantities, such as the failure
time distribution for the equipment, which may not
be directly observable.

Competing Risks Model as

a Renewal Process
Model data as renewal process: a sequence of iid variables
Y1, Y2. Competing risk models essentially describe a
situation in which the minimum of two or more lifetime
variables is observed together with the indicator of which
variable is the smallest. The unobserved variable is said to be
censored by the observed variable.
In the reliability area the variables involved are typically
from the following classes:
Time to critical failure from a particular failure mode
Time to preventive maintenance
Time to equipment being taken off line for some extraneous

reason and being replaced/repaired

Classical Competing Risks

framework
Applications of the classical competing risk model
assume renewals of the equipment; that is, that the
equipment is restored to as good as new each
time.
The best-known technique within competing risks is
that of the KaplanMeier (KM) estimator, which
provides a non-parametric estimator assuming
independent censoring. The total time on test
(TTT) statistic used in reliability is the estimator
used under the assumption of exponentially
distributed lifetimes and independent censoring

Competing risks
framework
If the variable X is the time of failure due to a failure

mode and Z and is the time of PM actions. The

variable X may be masked by Z. We only observe
the smallest of X and Z, i.e the observed variable is

Y Min X , Z , I ( X Z )
In other words we observe the least of X

and Z and observe which one it is.

Applications of the competing risk model

assume renewal of equipment.

Competing risk
framework
We are interested in the survival function of

and z to asses the failure rate corresponding to

different competing risks

S X (t ) P ( X t ),

S Z (t ) P ( Z t )

The competing risk theory deal with the sub-

survival function and its related conditional

probabilities
*
*

S X (t ) P ( X t , X Z ), S Z (t ) P ( Z t , Z X )

Where the suffix * represent the sub-functions

Competing Risk Problem

The competing risk problem is that of identifying the
underlying (marginal) distributions from the operational
data. In general, one is unable to identify the marginals
from the data without making untestable assumptions.
The motivation for studying problems is to know how
things would change if one was able to abolish a failure
cause, stop doing maintenance, or perform some other
action that changes the underlying relationship of the
variables. From an operational research point of view, the
competing risk problem is one example of the more
general modelling problem in which there is a need to
construct models that support decision making, but these
models cannot always be easily identified from existing
data.

Coal Mill Failure modes

Internal of Mill

External of Mill

Mill rollers failure

Root cause: wear and tear,
overload, fire

Mill motor bearing failure

Root cause: stress from mill
start and stop, misalignment, temperature and
life expired

Grinding table failure

Root cause: segment
displacement, fatigue, tramp
metal and fire
Air port ring failure
Root cause: rotating vanes
strikes on static ring

Gearbox failure
Root cause: vibration, misalignment, foreign objects
and load

Competing risks in
reliability
Competing risk models do not have to involve
preventive
maintenance
as
a
censoring
mechanism, it is clear that
preventive
maintenance provides an important category of
such models in the reliability context. Hence, in
extending the available classes of competing risk
models, a better understanding of the impact of
preventive maintenance is important.
The construction of a competing risk models
involving maintenance clearly relate to the
construction of maintenance optimisation models.

Optimisation models
It is acknowledged that one of the reasons that many

models have found limited application is that the

assumptions made are typically strong.
Some maintenance optimisation models are

developed by Dekker, (1996), Wang, W (1997).

Dekker, R. and P.A. Scarf (1998), and Wang, H.Z.
(2002).
A Comprehensive class of maintenance optimisation

models approach to complex systems is described in

the collection papers in Kobbacy, K.A.H. and D.N.P.
Murthy, (2008)

Opportunistic
maintenance
Opportunistic maintenance can be defines as a strategy

by which preventive maintenance actions are carried out on

a component during the unavailability of other components
(for example arising through failure), rather than according
to a preset schedule.
The concept of opportunistic maintenance modeling is a

scarce
commodity
within
industrial
power
plant.
Engineering judgments and risk analysis for good
reasons, held wave in the area of maintenance modeling.
Opportunistic maintenance is one of many routines for up

keeping or, if necessary, improving the level of reliability of

components and systems.

Competing risk
incorporating
opportunistic
The competing risk is to identify the
marginal distribution from competing risk
maintenance
data, here we consider a simple
opportunistic maintenance policies.
The focus of this work is to provide/identify

the needs and criteria for taking an

opportunity to do maintenance, the risk of
using an opportunity, and the approaches
which can best satisfy the need of
opportunistic maintenance.

Opportunity age
replacement model
(Dekker
and Dijkstra)
X=
time of failure. Opportunities
for PM arise following a
Poisson process, P0(). The maintenance policy is to use
the first opportunity occurring after the equipment has
been operating for time t0. We denote the time of first
opportunity by Z.

In the competing risk problem we try to show that the

distribution FX (fX or SX) of X can be identified in terms of

the sub-survivor functions S *(t).

On the interval [0, t0) X is not censored and on the interval

[0, ) the variable X is independently censored by an

exponentially distributed variable. The overall model is
identifiable. Crowder M.J., (2001), Lindqvist et al., (2006).

Opportunity age
replacement model
simulation example

The lifetime X may be censored by Z, the first opportunity after a given

time t0. For illustration we have initially taken t0=0.46 which is half the
mean value of X. The conditional subsurvivor functions generated by
1000 samples.

The simulated empirical conditional sub-survivor function tells us the

probability of an event at time greater than t, given that the event is

eventually observed.

Repair-alert model
The model assumes that with a fixed probability p, and
independently of the lifetime, a signal is given off by
the equipment, which is subjected to repair instantly.
The time at which this signal is given off is dependent
on the underlying h(t) of the equipment, that is, the
density function for the PM time given failure time is

h(t )
, 0 t have
X , to be ordered in
the conditional survivor function
H (X )
this case, with
~
~
S X* (t ) S Z* (t ).

Opportunity-alert model
We now assume that the model only gives the time at which
a signal would be given and that actual repair can only
occur opportunistically after the signal has been given.
The difference between this model and the repair-alert
model is that repair can only occur at an opportunity
following the alert.
For failures taking place at short lifetimes, there is a low
chance that an opportunity will take place prior to failure,
and there is an increased probability that the failure will
actually be observed (increased with respect to the repair
alert model).

Opportunity-alert
Simulation example
We assume X to be Weibull (shape =1.3 and scale= 1), and probability

of alert to be 0.8. A simulation with 1000 sample gives the empirical

conditional sub-survivor function
1.2
1.2

0.8
OM
F

0.4
0.2

KM

0.6

0.4
0.2
0

0
-0.2

probability

0.8

0.6

Conditional sub-survivor
functions (OM signifies opportunistic
time

maintenance, that is opportunity taken after a signal, while F signifies

failure).

Shock-opportunity model
The idea in this model is that discrete event

occur that change the underlying failure rate

(events such as internal/external shocks)
The model requires us to define the failure time

distribution through a process rather than

through the more conventional survival function
approach
We define an increasing sequence of shock
S 0 times
0, S1 , S 2 ,...

and for each period (between

shocks
S ,S ]
, a failure rate
(t ), t (0, S S ]
i 1

i 1

Shock-opportunity model
The distribution for the failure time is defined

conditionally: Given that the equipmentX S

S probability
survives the i-1th shock,
,X the
S S shock,
that it survives the
, is equal to
ith

i 1

exp

i 1

(t )dt
i

H(t) has an exponential distribution with mean

1. We first simulate an exponential variable V

with mean 1, and inductively simulate shock
times until the integrated conditional hazard
S S
S S
exceed V.
H ( Si ) 1 (t ) dt ... i (t ) dt
1

i 1

Shock-opportunity model
In order to model the censoring process:
how opportunities arise, and
when opportunities are taken.

If
denotes the constant hazard between shocks. This
implies that the times between successive shocks follow an
i
exponential
distribution. The expression for the conditional
distribution function in terms of the shocks is given as

Where

is the hazard between shocks and

largest event time less than t.
j 1

is the

( S Si )i ( t S j ) j

i 1 i 1
F (t | S1 , S 2 ,......, S n ) 1 e
.
t

Sj

Shock-opportunity model
We assume that there are two shocks
S1 and S 2

. The
first shock occurs with an exponential distributed
time after the equipment has been taken into
service (as new), and has mean 0.2. The second
shock occurs with an exponential distributed time
after the first shock, and has mean 0.8.

In addition we assume that the equipment has

failure
rates
1 , 2 and
3 ,
[ Sfor
[0, S1 ), [ S1 , S 2 ),
3 , ),
the time intervals
and
equal to
0.01, 0.1 and 1 respectively. This specifies the
distribution of the failure time.

Shock-opportunity model
simulation example

Opporunities are assumed to occur according to a

Poisson process with mean 1.2. To provide a cut-off we
also assume that the equipment is replaced at time 10 in
any case. Based on a simulation of 1000 events, the
underlying survivor function for X

 Three competing risk models that could be used to analyse

data arising in a power plant. One is an existing opportunity

maintenance model that has been described from a
competing risk point of view.
The first model presented here has independent censoring,

and hence from a data-analysis point of view is identifiable on

the basis of competing risk data the times of failure or PM
events together with the label of the event type.
The second and third models illustrate dependent censoring.

The Kaplan Meier estimator often recommended in reliability

texts would be inappropriate in both cases, and indeed is
over-optimistic in its assessment of equipment lifetime.

Thank You

Questions?