IDEAS home Printed from https://ideas.repec.org/a/eee/reensy/v193y2020ics0951832019301309.html
   My bibliography  Save this article

Copula-based reliability analysis of degrading systems with dependent failures

Author

Listed:
  • Fang, Guanqi
  • Pan, Rong
  • Hong, Yili

Abstract

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.

Suggested Citation

  • Fang, Guanqi & Pan, Rong & Hong, Yili, 2020. "Copula-based reliability analysis of degrading systems with dependent failures," Reliability Engineering and System Safety, Elsevier, vol. 193(C).
    • Handle: RePEc:eee:reensy:v:193:y:2020:i:c:s0951832019301309
    DOI: 10.1016/j.ress.2019.106618
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0951832019301309
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.ress.2019.106618?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Cholette, Michael E. & Yu, Hongyang & Borghesani, Pietro & Ma, Lin & Kent, Geoff, 2019. "Degradation modeling and condition-based maintenance of boiler heat exchangers using gamma processes," Reliability Engineering and System Safety, Elsevier, vol. 183(C), pages 184-196.
    2. Genest, Christian & Rémillard, Bruno & Beaudoin, David, 2009. "Goodness-of-fit tests for copulas: A review and a power study," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 199-213, April.
    3. Peng, Weiwen & Li, Yan-Feng & Mi, Jinhua & Yu, Le & Huang, Hong-Zhong, 2016. "Reliability of complex systems under dynamic conditions: A Bayesian multivariate degradation perspective," Reliability Engineering and System Safety, Elsevier, vol. 153(C), pages 75-87.
    4. Carpenter, Bob & Gelman, Andrew & Hoffman, Matthew D. & Lee, Daniel & Goodrich, Ben & Betancourt, Michael & Brubaker, Marcus & Guo, Jiqiang & Li, Peter & Riddell, Allen, 2017. "Stan: A Probabilistic Programming Language," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 76(i01).
    5. Gao, Hongda & Cui, Lirong & Kong, Dejing, 2018. "Reliability analysis for a Wiener degradation process model under changing failure thresholds," Reliability Engineering and System Safety, Elsevier, vol. 171(C), pages 1-8.
    6. Wen, Yuxin & Wu, Jianguo & Das, Devashish & Tseng, Tzu-Liang(Bill), 2018. "Degradation modeling and RUL prediction using Wiener process subject to multiple change points and unit heterogeneity," Reliability Engineering and System Safety, Elsevier, vol. 176(C), pages 113-124.
    7. Joe, Harry, 2005. "Asymptotic efficiency of the two-stage estimation method for copula-based models," Journal of Multivariate Analysis, Elsevier, vol. 94(2), pages 401-419, June.
    8. Zhengqiang Pan & Quan Sun & Jing Feng, 2016. "Reliability modeling of systems with two dependent degrading components based on gamma processes," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(7), pages 1923-1938, April.
    9. Lee, Dongjin & Pan, Rong, 2018. "A nonparametric Bayesian network approach to assessing system reliability at early design stages," Reliability Engineering and System Safety, Elsevier, vol. 171(C), pages 57-66.
    10. Dong, Qinglai & Cui, Lirong, 2019. "A study on stochastic degradation process models under different types of failure Thresholds," Reliability Engineering and System Safety, Elsevier, vol. 181(C), pages 202-212.
    11. Zhi‐Sheng Ye & Min Xie, 2015. "Rejoinder to ‘Stochastic modelling and analysis of degradation for highly reliable products’," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 31(1), pages 35-36, January.
    12. Pan, Zhengqiang & Balakrishnan, Narayanaswamy, 2011. "Reliability modeling of degradation of products with multiple performance characteristics based on gamma processes," Reliability Engineering and System Safety, Elsevier, vol. 96(8), pages 949-957.
    13. Zhi‐Sheng Ye & Min Xie, 2015. "Stochastic modelling and analysis of degradation for highly reliable products," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 31(1), pages 16-32, January.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Xu, Qinqin & Zhu, Yuanguo, 2022. "Reliability modeling of uncertain random fractional differential systems with competitive failures," Chaos, Solitons & Fractals, Elsevier, vol. 162(C).
    2. Saberzadeh, Zahra & Razmkhah, Mostafa, 2022. "Reliability of degrading complex systems with two dependent components per element," Reliability Engineering and System Safety, Elsevier, vol. 222(C).
    3. Song, Kai & Cui, Lirong, 2022. "A common random effect induced bivariate gamma degradation process with application to remaining useful life prediction," Reliability Engineering and System Safety, Elsevier, vol. 219(C).
    4. Gao, Hongda & Cui, Lirong & Dong, Qinglai, 2020. "Reliability modeling for a two-phase degradation system with a change point based on a Wiener process," Reliability Engineering and System Safety, Elsevier, vol. 193(C).
    5. Liao, Guobo & Yin, Hongpeng & Chen, Min & Lin, Zheng, 2021. "Remaining useful life prediction for multi-phase deteriorating process based on Wiener process," Reliability Engineering and System Safety, Elsevier, vol. 207(C).
    6. Gao, Hongda & Cui, Lirong & Qiu, Qingan, 2019. "Reliability modeling for degradation-shock dependence systems with multiple species of shocks," Reliability Engineering and System Safety, Elsevier, vol. 185(C), pages 133-143.
    7. Zhang, Ao & Wang, Zhihua & Bao, Rui & Liu, Chengrui & Wu, Qiong & Cao, Shihao, 2023. "A novel failure time estimation method for degradation analysis based on general nonlinear Wiener processes," Reliability Engineering and System Safety, Elsevier, vol. 230(C).
    8. Chang, Miaoxin & Huang, Xianzhen & Coolen, Frank PA & Coolen-Maturi, Tahani, 2023. "New reliability model for complex systems based on stochastic processes and survival signature," European Journal of Operational Research, Elsevier, vol. 309(3), pages 1349-1364.
    9. Saberzadeh, Zahra & Razmkhah, Mostafa & Amini, Mohammad, 2023. "Bayesian reliability analysis of complex k-out-of-n: â„“ systems under degradation performance," Reliability Engineering and System Safety, Elsevier, vol. 231(C).
    10. Pang, Zhenan & Si, Xiaosheng & Hu, Changhua & Du, Dangbo & Pei, Hong, 2021. "A Bayesian Inference for Remaining Useful Life Estimation by Fusing Accelerated Degradation Data and Condition Monitoring Data," Reliability Engineering and System Safety, Elsevier, vol. 208(C).
    11. Sun, Xuxue & Cai, Wenjun & Li, Mingyang, 2021. "A hierarchical modeling approach for degradation data with mixed-type covariates and latent heterogeneity," Reliability Engineering and System Safety, Elsevier, vol. 216(C).
    12. Sun, Fuqiang & Li, Hao & Cheng, Yuanyuan & Liao, Haitao, 2021. "Reliability analysis for a system experiencing dependent degradation processes and random shocks based on a nonlinear Wiener process model," Reliability Engineering and System Safety, Elsevier, vol. 215(C).
    13. Truong-Ba, Huy & Cholette, Michael E. & Rebello, Sinda & Kent, Geoff, 2024. "Joint planning of inspection, replacement, and component decommissioning for a series system with non-identically degrading components," Reliability Engineering and System Safety, Elsevier, vol. 241(C).
    14. Dong, Wenjie & Liu, Sifeng & Bae, Suk Joo & Cao, Yingsai, 2021. "Reliability modelling for multi-component systems subject to stochastic deterioration and generalized cumulative shock damages," Reliability Engineering and System Safety, Elsevier, vol. 205(C).
    15. Dong, Qinglai & Cui, Lirong, 2019. "A study on stochastic degradation process models under different types of failure Thresholds," Reliability Engineering and System Safety, Elsevier, vol. 181(C), pages 202-212.
    16. Zhang, Shuyi & Zhai, Qingqing & Li, Yaqiu, 2023. "Degradation modeling and RUL prediction with Wiener process considering measurable and unobservable external impacts," Reliability Engineering and System Safety, Elsevier, vol. 231(C).
    17. Weichao Yu & Xianbin Zheng & Weihe Huang & Qingwen Cai & Jie Guo & Jili Xu & Yang Liu & Jing Gong & Hong Yang, 2022. "A Data-Driven Methodology for the Reliability Analysis of the Natural Gas Compressor Unit Considering Multiple Failure Modes," Energies, MDPI, vol. 15(10), pages 1-18, May.
    18. Weian Yan & Shijie Zhang & Weidong Liu & Yingxia Yu, 2021. "Objective Bayesian Estimation for Tweedie Exponential Dispersion Process," Mathematics, MDPI, vol. 9(21), pages 1-20, October.
    19. Junyu Guo & Hong-Zhong Huang & Weiwen Peng & Jie Zhou, 2019. "Bayesian information fusion for degradation analysis of deteriorating products with individual heterogeneity," Journal of Risk and Reliability, , vol. 233(4), pages 615-622, August.
    20. Hu, Jiawen & Shen, Jingyuan & Shen, Lijuan, 2020. "Opportunistic maintenance for two-component series systems subject to dependent degradation and shock," Reliability Engineering and System Safety, Elsevier, vol. 201(C).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:reensy:v:193:y:2020:i:c:s0951832019301309. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/reliability-engineering-and-system-safety .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.