← 6. Survival analysis

AFT Models

A survival analysis method that measures how much longer or shorter the time until an event becomes under different conditions.

Accelerated failure timeTime ratio (TR)Right censoringLifetime distribution

time × TRhigh loadlow loadoperating timecumulative failure proportion

These industrial machines are all the same model, yet some fail after 300 hours while others keep running normally for more than 900 hours. Why? Does a higher operating temperature shorten the time to failure? How much can regular maintenance extend a machine's life?

In this way, the method that analyzes how the time until a particular event changes with various conditions is called the accelerated failure time model (AFT, Accelerated Failure Time Model).

If you analyze only whether a machine failed, the information about when it failed is lost. Where the Cox proportional hazards model describes the relative size of the instantaneous risk as a hazard ratio (HR), the AFT model describes how many times longer or shorter the time to the event itself becomes, using the time ratio (Time Ratio, TR). Records of machines that did not fail during the observation period can also be used as censored data.

It is widely used, from reliability analysis of machines and equipment to survival times in medicine and time until customer churn. In this article we use an example of industrial machine failures to look at how the AFT model works, how to interpret time ratios, how to choose a lifetime distribution, how it differs from the Cox model, and what to watch for when reporting real results.

SECTION 1

What is an AFT model?

It compares time to failure across explanatory variables.

The AFT model is a parametric survival model that explains the logarithm of the time to an event with explanatory variables. It is usually written in the form log(T) = β₀ + β₁X₁ + ··· + βₖXₖ + σϵ, with an assumption about the distribution of the error term.

For example, if under the same conditions machines that received maintenance take longer to fail than machines that did not, this shows up as a time ratio greater than 1. However, the effect must be interpreted in light of the distribution the model assumes and how the variables are coded.

SECTION 2

Why do we need AFT models?

They take into account both when failures happened and the records of machines that have not failed yet.

Suppose machine A failed at 300 hours, while machine B kept working normally until the test ended at 800 hours. We do not know B's exact failure time, but we still have the useful information that it ran for at least 800 hours.

Key point: The AFT model estimates the relationship between operating conditions and failure time using information from both machines whose failure times were observed and machines whose failure times could not be confirmed, for example because the test ended.
SECTION 3

How does an AFT model work?

It expresses the effect of an explanatory variable as a multiplier on time.

In an AFT model, holding other conditions equal, a one-unit increase in an explanatory variable multiplies the typical time to the event by exp(β). This is called the time ratio (TR) or acceleration factor. You can think of it as the time axis being stretched or shrunk relative to the reference condition.

Time ratioMeaningMachine life example
TR = 1.00Same time to the eventNo difference from the reference condition
TR = 1.25Time to the event is 1.25 times as longe.g., reference 400 hours → 500 hours
TR = 0.80Time to the event is 0.80 times as longe.g., reference 400 hours → 320 hours

This table is a conceptual example showing how the model's time multiplier is applied. It does not mean that an individual machine will fail at exactly that time.

SECTION 4

Real-world example: time to failure of industrial machines

We analyze the effects of operating temperature, load level and maintenance interval.

Suppose we observed 240 industrial machines of the same model for up to 1,000 hours. For each machine we record the operating time until the end of observation and whether it failed, and use operating temperature, load level and maintenance interval as explanatory variables.

VariableTypeRole in the analysis
Time to failure or end of observationTime (continuous)Outcome variable
Failure statusFailure 1 / censored 0Event indicator
Mean operating temperaturePer 10°C increaseExplanatory variable
Load levelHigh / normal (reference)Explanatory variable
Maintenance intervalMonthly / quarterly (reference)Explanatory variable
Machine AMachine BMachine CMachine DOperating time (hours)02004006008001000FailureCensoredFailureCensored
Some machines are observed to fail, while observation of others ends while they are still running normally · hypothetical data example

The time ratios and confidence intervals presented below are hypothetical values for explaining the results of the analysis. They are not estimates obtained by fitting real measurements from 240 machines.

SECTION 5

How do you interpret the time ratio (TR)?

It is a multiplier on time to failure, not a hazard ratio.

If the time ratio for high load is 0.72, then with the other variables held equal, the time to failure is about 72% of that under the reference load. In other words, the model's time axis is shortened by about 28%.

ConditionTime ratio (TR)General interpretation
10°C increase in operating temperature0.88Time to failure about 12% shorter
High load (vs. normal)0.72Time to failure about 28% shorter
Monthly maintenance (vs. quarterly)1.30Time to failure about 30% longer
Caution: TR = 0.72 does not mean the probability of failure is 28 percentage points higher, nor that the instantaneous failure risk is 28% higher. These are different concepts.
SECTION 6

How are machines that did not fail handled?

Censored observations are used rather than discarded.

MachineWhat was observedInput
AFailed at 420 hourstime 420, event 1
BRan normally until the test ended at 1,000 hourstime 1,000, event 0
CRecording stopped from 760 hourstime 760, event 0

Censored data tell us that the machine had not failed up to the time it was observed. Just because its failure time was not observed, you must not arbitrarily enter the machine as having failed at 1,000 hours. Also, if loss to follow-up is related to the machine's condition, you need to check whether the usual assumption of independent censoring is reasonable.

SECTION 7

What numbers do you look at in AFT results?

Look at time ratios, confidence intervals, the distributional assumption and diagnostics together.

Explanatory variableTime ratio (TR)95% confidence intervalp-value
10°C increase in temperature0.880.82–0.95.002
high load0.720.61–0.85< .001
Monthly maintenance1.301.10–1.54.003

In the hypothetical results, higher temperature and high load are associated with shorter times to failure, and monthly maintenance is associated with relatively longer times to failure. You should check both whether the confidence interval includes 1 and whether the size of the estimate is practically meaningful.

These values are a consistent example set up for interpretation practice; they do not represent actual model estimates or goodness-of-fit test results.

SECTION 8

How do you choose the lifetime distribution for an AFT model?

How well the estimates and interpretation fit depends on the distributional assumption.

AFT assumes a distribution for the time to the event. The Weibull, log-normal and log-logistic distributions are commonly used and are compared according to the failure mechanism and the shape of the data.

DistributionMain featuresWhat to check
WeibullCan represent hazards that increase or decrease, depending on its parametersTime trend in failure risk
Log-normalThe log event time follows a normal distributionLong right tail and goodness of fit
Log-logisticCan also represent a hazard that rises and then fallsNon-monotonic hazard shape over time

Rather than drawing mechanical conclusions from AIC or log-likelihood alone, it is better to check residuals, fitted survival curves, censoring patterns and field knowledge together.

SECTION 9

How do AFT models differ from the Cox proportional hazards model?

Distinguish a ratio of event times from a ratio of instantaneous risks.

AspectAFT ModelsCox proportional hazards model
Main resultTime ratio (TR)Hazard ratio (HR)
InterpretationHow many times longer is the time to the event?How many times higher is the instantaneous event risk?
Distributional assumptionUsually specifies the distribution of event timesDoes not specify the shape of the baseline hazard function
Key assumptionThe specified distribution and the time-acceleration formProportional hazards assumption

When you want to describe directly how long machines last, the AFT time ratio can be intuitive. On the other hand, to compare the relative risk of failure at a particular point in time, the Cox model may be more suitable. AFT is not always more accurate, nor does it automatically solve violations of the Cox assumptions.

SECTION 10

Things to watch out for with AFT models

Check distributional fit, censoring and the interpretation of variables together.

Distributional assumption: If the chosen Weibull, log-normal or log-logistic distribution does not match the actual pattern of failure times, the time ratios and predicted lifetimes can be distorted.

Censoring and start of observation: Check the reasons for test endings and stopped recordings, when the test started, and how equipment that was already operating before observation began was handled (whether there is left truncation).

Operating conditions that change over time: If temperature or load changes during follow-up, consider whether simple baseline variables alone can adequately capture that change.

Causal interpretation: Machines with shorter maintenance intervals may have been placed in riskier environments to begin with. In observational data, a time ratio is a conditional association; it does not automatically prove a causal effect of maintenance.

SECTION 11

What extensions of the AFT model are there?

Adapt the model to the failure pattern and the data structure.

Extension / related methodWhen to consider it
AFT with additional covariatesAdjusting for equipment age, manufacturer, working conditions and so on
Flexible parametric survival modelsWhen standard distributions have difficulty describing failure times
Shared frailty / accounting for clustersWhen machines in the same plant or production line resemble one another
Competing risks modelsWhen several types of failure can each occur first
Recurrent event modelsWhen failures recur in the same machine after repair

In particular, repeated failure data must not simply be treated like the first failure times of many independent machines. You need to reflect changes in risk after repair and the repeated-measures structure within each machine.

SECTION 12

How do you report AFT results?

Present the sample, events and censoring, the distribution and the time ratios together.

In the report, give the number of machines and the observation period, the definition of a failure event, the censoring rate, the chosen lifetime distribution, the units and reference categories of the explanatory variables, and the time ratios with 95% confidence intervals. In a real analysis, also describe the goodness-of-fit diagnostics for the distribution.

Example reporting sentence

An accelerated failure time (AFT) model was applied to examine the relationship between operating conditions and time to failure of industrial machines (hypothetical data for illustration, N = 240, maximum observation time 1,000 hours). Adjusting for the other variables, the time ratio for high load was 0.72 (95% CI [0.61, 0.85], p < .001), interpreted as a time to failure about 28% shorter than under normal load. The time ratio for monthly maintenance was 1.30 (95% CI [1.10, 1.54], p = .003), indicating an association with longer time to failure compared with quarterly maintenance.

The numbers in the sentence above are hypothetical results for learning. In a real study, add them only after checking the name of the fitted distribution, the numbers of events and censored observations, and the model diagnostics.

SECTION 13

Where can AFT models be used?

In survival and reliability studies that need to explain time directly.

FieldResearch question
Manufacturing / equipmentDoes machines' time to failure differ with temperature and load?
MedicineHow much does time to recurrence or death differ by treatment?
Customer analyticsDoes the time until cancellation get longer depending on sign-up terms?
HR / employmentDoes time to reemployment differ by whether a training program was completed?
✓ Wrap-up

The AFT model directly describes differences in the time it takes for an event to occur.

It focuses on how early or late an event occurs rather than on how high or low the risk is.


Instead of looking only at whether an event occurred, the AFT model uses the time it took to occur to analyze differences in time across conditions. In the industrial machine example, we used time ratios (TR) to describe how temperature, load level and maintenance interval relate to failure time. The key point is that a TR below 1 means a shorter time to the event and a TR above 1 means a longer one.

However, a time ratio must not be reinterpreted as a failure probability or an instantaneous hazard ratio. You need to check how the censored data arose and whether the chosen lifetime distribution describes the data adequately. The strength of AFT is that it conveys lengthening or shortening of lifetimes intuitively, and its interpretation, too, must stay within the bounds of the model assumptions and the study design.

KEY TAKEAWAY

The AFT model analyzes the time until an event occurs and also uses the censoring information from machines that did not fail. A time ratio (TR) above 1 means a longer time and below 1 means a shorter one. The time ratio and the hazard ratio (HR) are different results, so interpret them separately. Always check the lifetime distribution assumption, such as Weibull or log-normal, and its goodness-of-fit diagnostics. An association between maintenance and failure time alone cannot establish causation.