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
E-mail: firstname.lastname@example.org, email@example.com, firstname.lastname@example.org
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