A time-varying copula-based prognostics method for bivariate accelerated degradation testing

被引:10
|
作者
Sun, Fuqiang [1 ]
Wang, Ning [1 ]
Li, Xiaoyang [1 ]
Cheng, Yuanyuan [1 ]
机构
[1] Beihang Univ, Sch Reliabil & Syst Engn, Sci & Technol Reliabil & Environm Engn Lab, Beijing 100191, Peoples R China
基金
中国国家自然科学基金;
关键词
Prognostics; ADT; s-dependency; time-varying copula; reliable life bounds; HIGHLY RELIABLE PRODUCTS; RELIABILITY-ANALYSIS; INFERENCE; MODELS; PREDICTION;
D O I
10.3233/JIFS-169545
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
Accelerated degradation testing (ADT) has been widely used to accelerate failure/degradation processes and to quickly evaluate the reliability and lifetime of products. In particular, the application of copula function provides a convenient and efficient way to model the ADT data of products that have two or more s-dependent degradation measures. However, little effort has focused on the pointwise infimum and supremum of the multivariate joint-distribution function. For this paper, a novel prognostics method was developed for bivariate ADT data on the basis of Brownian motion and time-varying copula method, which can estimate the pointwise best-possible bounds on bivariate joint reliable life function with a given measure of association, such as Kendall's tau or Spearman's rho. The proposed model is applied to the real ADT data of microwave assembly to illustrate its performance and effectiveness.
引用
收藏
页码:3707 / 3718
页数:12
相关论文
共 50 条
  • [1] A copula-based sampling method for data-driven prognostics
    Xi, Zhimin
    Jing, Rong
    Wang, Pingfeng
    Hu, Chao
    RELIABILITY ENGINEERING & SYSTEM SAFETY, 2014, 132 : 72 - 82
  • [2] On Wigner-Ville Spectra and the Uniqueness of Time-Varying Copula-Based Spectral Densities
    Birr, Stefan
    Dette, Holger
    Hallin, Marc
    Kley, Tobias
    Volgushev, Stanislav
    JOURNAL OF TIME SERIES ANALYSIS, 2018, 39 (03) : 242 - 250
  • [3] A time-varying Copula-based approach to quantify the effects of antecedent drought on hot extremes
    Xu, Pengcheng
    Zhang, Zhilang
    Wang, Dong
    Singh, Vijay P.
    Zhang, Changsheng
    Fu, Xiaolei
    Wang, Leizhi
    JOURNAL OF HYDROLOGY, 2023, 627
  • [4] Conditional dependence of US and EU sovereign CDS: A time-varying copula-based estimation
    Atil, Ahmed
    Bradford, Marc
    Elmarzougui, Abdelaziz
    Lahiani, Amine
    FINANCE RESEARCH LETTERS, 2016, 19 : 42 - 53
  • [5] Pricing bivariate option under GARCH processes with time-varying copula
    Zhang, J.
    Guegan, D.
    INSURANCE MATHEMATICS & ECONOMICS, 2008, 42 (03): : 1095 - 1103
  • [6] Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach
    Ji, Qiang
    Liu, Bing-Yue
    Nehler, Henrik
    Uddin, Gazi Salah
    ENERGY ECONOMICS, 2018, 76 : 115 - 126
  • [7] A Class of Copula-Based Bivariate Poisson Time Series Models with Applications
    Alqawba, Mohammed
    Fernando, Dimuthu
    Diawara, Norou
    COMPUTATION, 2021, 9 (10)
  • [8] An introduction to copula-based bivariate reliability Concepts
    Sreelakshmi, N.
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2018, 47 (04) : 996 - 1012
  • [9] Copula-based properties of the bivariate Dagum distribution
    Popovic, Bozidar V.
    Genc, Ali I.
    Domma, Filippo
    COMPUTATIONAL & APPLIED MATHEMATICS, 2018, 37 (05): : 6230 - 6251
  • [10] Copula-based properties of the bivariate Dagum distribution
    Božidar V. Popović
    Ali İ. Genç
    Filippo Domma
    Computational and Applied Mathematics, 2018, 37 : 6230 - 6251