Reliability modeling for systems with multiple degradation processes using inverse Gaussian process and copulas
type: Item
instance of: scholarly article
title: Reliability modeling for systems with multiple degradation processes using inverse Gaussian process and copulas
zbMATH Open document ID: 1407.62375
DOI: 10.1155/2014/829597
author: Zhenyu Liu
author: Xiaobing Ma
author: Jun Yang
author: Yu Zhao
published in: Mathematical Problems in Engineering
publication date: 2019-02-08T00:00:00Z
review text: Summary: We develop a reliability model for systems with s-dependent degradation processes using copulas. The proposed model accommodates assumptions of s-dependence among degradation processes and allows for different marginal distributions. This flexibility makes the model more attractive compared with the multivariate distribution model, which lay on the limitation of the homogeneous marginal distribution and can only describe linear correlation. Marginal degradation process is modeled by the inverse Gaussian (IG) process with time scale transformation. Furthermore, we incorporate random drift to account for the possible heterogeneity in population. This paper also develops the statistical inference method using EM algorithm with two-stage procedure. The comparison results of the reliability estimation under both s-dependent and s-independent assumptions are illustrated in the illustrative example to demonstrate the applicability of the proposed method.
Mathematics Subject Classification ID: 62N05
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62N02
zbMATH DE Number: 7017365
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2014/829597
OpenAlex ID: W1988603015
Wikidata QID: Q59069705
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description: scientific article; zbMATH DE number 7017365