Copula-based reliability analysis of degrading systems with dependent failures
Copula-based reliability analysis of degrading systems with dependent failures
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DOI：
10.1016/j.ress.2019.106618
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发表时间：
2020-01-01
影响因子：
8.1
通讯作者：
Hong, Yili
中科院分区：
文献类型：
--
作者：
Fang, Guanqi;Pan, Rong;Hong, Yili
考虑一个性能指标退化过程正相关的相干系统，系统地研究了这类系统的双变量退化模型。为了分析加速退化数据，提出了一类灵活的二元随机过程，以纳入环境应力变量的影响，两个退化过程之间的依赖关系由copula函数建模。提出了一种两步系统可靠性分析方法，并采用Hamilton Monte Carlo算法实现。仿真研究验证了该方法的有效性，并评估了模型错误设定的后果。此外，给出了两个实际算例，以验证所提出的系统可靠性建模框架对相关退化过程的适用性。
Consider a coherent system, in which the degradation processes of its performance characteristics are positively correlated, this paper systematically investigates a bivariate degradation model of such a system. To analyze the accelerated degradation data, a flexible class of bivariate stochastic processes are proposed to incorporate the effects of environmental stress variables and the dependency between two degradation processes is modeled by a copula function. A two-step system reliability analysis approach is developed and it is implemented with the Hamiltonian Monte Carlo algorithm. Simulation studies validate this approach and the consequences of model misspecification are evaluated too, Furthermore, two real-world examples are presented to demonstrate the applicability of the proposed modeling framework of system reliability on correlated degradation processes.