Modeling method of failure dependent system based on time varying copula function

Mengli Xing1, Dan Xu2, Jiaolan He3

School of Reliability and Systems Engineering, Beihang University, Beijing, China

1Corresponding author


Received 19 September 2017; accepted 26 September 2017



Abstract. This paper aims at solving the dynamic correlation of the complex dependence system with multiple failures. A correlation model and parameter estimation method based on time‑varying copula function are proposed to solve the joint distribution between the interaction mechanism. In particular, three types of definition method for the time-varying copulas’ parameters are introduced. Finally, a comparative study and applicability analysis are performed to validate our proposed method.

Keywords: complex dependence system, time-varying copula, joint distribution.


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Cite this article

Xing Mengli, Xu Dan, He Jiaolan Modeling method of failure dependent system based on time varying copula function. Vibroengineering PROCEDIA, Vol. 14, 2017, p. 76‑81.


© JVE International Ltd. Vibroengineering PROCEDIA. Oct 2017, Vol. 14. ISSN 2345-0533