2014
DOI: 10.1155/2014/503407
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Multivariate Storage Degradation Modeling Based on Copula Function

Abstract: A generalized statistical model is introduced in the paper to qualify the reliability of a dormant system which has multiple de-pendent performance characteristics (PCs). In the model, the univariate degradation process of each PC is governed by Wiener processes with time transformation, and multivariate copula function is used to describe the dependence among the PCs. The parameters of Wiener process and copula function in the model are supposed to depend on temperature and their relationship can be expressed… Show more

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Cited by 10 publications
(7 citation statements)
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References 13 publications
(13 reference statements)
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“…We set six different combinations of (m, N): (10, 8), (10,15), (10,25), (20,8), (20,15), (20,25), where m represents the number of observations, and N represents the number of samples. Then, each of the combinations is simulated 400 times with the same parameter settings as the simulation study, and the simulated degradation data are used for parameter estimation.…”
Section: Fundingmentioning
confidence: 99%
See 1 more Smart Citation
“…We set six different combinations of (m, N): (10, 8), (10,15), (10,25), (20,8), (20,15), (20,25), where m represents the number of observations, and N represents the number of samples. Then, each of the combinations is simulated 400 times with the same parameter settings as the simulation study, and the simulated degradation data are used for parameter estimation.…”
Section: Fundingmentioning
confidence: 99%
“…19 When multiple PIs of a product degrade at the same time, it is not appropriate to predict the lifetime of the product based on a model that only considers one of the PIs, as it would lead to inaccurate results. 20…”
Section: Introductionmentioning
confidence: 99%
“…In the literature, Ye et al [167] compared the goodness-of-fitting of four different types of Wiener process-based models, namely, (1) the simple Wiener process; (2) the RD-Wiener model, in which the drift coefficient is randomly-distributed; (3) the RV-Wiener model where the diffusion coefficient is treated as a random variable; and (4) the RDV-Wiener model, in which both the drift and diffusion coefficient are normally-distributed variables. More recently, the normal distribution is replaced with the skewnormal distribution since the former one can bring biases in parameter estimation [171], [174], [175]. Though the skewnormal-distributed drift coefficient can improve the accuracy of assessment results, it can also lead to the difficulty in other aspects of the statistical analysis of degradation data [174].…”
Section: A: Wiener Processmentioning
confidence: 99%
“…Although some studies have investigated the dependency between the failure modes, a key problem with much of the literature regarding the dependency between the modes is that they just considered dependency when the modes are of the same type and the distributions of the modes are the same (Li and Hao, 2016;Xiaogang and Peng, 2014). The current study developed a methodology that took into consideration the dependency between both degradation measurements (soft failure) and observed failure time (hard failure) when the distribution of the failure modes is different.…”
Section: Introductionmentioning
confidence: 99%