The recurrent process (for example, failure-repair) is analyzed.
First, non-parametric estimation of expected number of events is performed, then regression analysis is applied to obtained data for recurrent event prediction.
This calculation allows obtaining approximation of data using generalized Pade (rational) functions [1].
The main condition for calculation of coefficients of Pade functions leads
to the system of simultaneous linear equations [2].
The accuracy of approximation can be managed by changing values of
two main parameters: number of coefficients of Pade function
and given accuracy.The obtained result is thus represented as a relatively simple formula.
- Baker C. , Graves-Morris P., Pade Approximation.
- G. Yevkin, A.Yevkin, On regression analysis with Pade approximants, Communication in Statistics - Theory and Methods, November 2023.
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