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This paper considers the non-stationary version of the Markovian arrival process to model the failures of N electrical components that are considered to be identically distributed, but for which it is not reasonable to assume that the operational times related to each component are independent or identically distributed. We propose a moment matching estimation approach to fit the data via a non-stationary Markovian arrival process. A simulated and a real data set provided by the Spanish electrical group Iberdrola are presented to illustrate the approach. (C) 2014 Elsevier Ltd. All rights reserved.
operational times; ph-distribution; markovian arrival process; matching moments method; expected number of failures