| Presentation | 2020-06-11 A note on reliability modeling and evaluation of coherent systems with dependent components by using factor copulas Shuhei Ota, Mitsuhiro Kimura, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | If system components fail dependently with each other, one can perform precise reliability analysis for the system by considering the dependence. Thus, many reliability models of systems with dependent components have been developed to assess the reliability of such systems. In particular, a copula that is a class of multivariate distributions is used as a modeling tool of the dependence. However, the existing models using the copula cannot describe high-dimensional dependence with flexibility because most of the copulas have only one parameter to model the dependence. In this article, we propose a reliability model that can represent high-dimensional dependence with flexibility by using factor copulas. A numerical experiment demonstrates the effectiveness of the proposed model. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | factor copula / dependent failure / stochastic dependence / coherent system / lifetime distribution |
| Paper # | R2020-2 |
| Date of Issue | 2020-06-04 (R) |
| Conference Information | |
| Committee | R |
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| Conference Date | 2020/6/11(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | Kikai-Shinko-Kaikan Bldg. |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | Reliability General |
| Chair | Akira Asato(Fujitsu) |
| Vice Chair | Tadashi Dohi(Hiroshima Univ.) |
| Secretary | Tadashi Dohi(Hosei Univ.) |
| Assistant | Hiroyuki Okamura(Hiroshima Univ.) / Shinji Yokogawa(Univ. of Electro-Comm.) |
| Paper Information | |
| Registration To | Technical Committee on Reliability |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | A note on reliability modeling and evaluation of coherent systems with dependent components by using factor copulas |
| Sub Title (in English) | |
| Keyword(1) | factor copula |
| Keyword(2) | dependent failure |
| Keyword(3) | stochastic dependence |
| Keyword(4) | coherent system |
| Keyword(5) | lifetime distribution |
| 1st Author's Name | Shuhei Ota |
| 1st Author's Affiliation | Kanagawa University(Kanagawa Univ.) |
| 2nd Author's Name | Mitsuhiro Kimura |
| 2nd Author's Affiliation | Hosei University(Hosei Univ.) |
| Date | 2020-06-11 |
| Paper # | R2020-2 |
| Volume (vol) | vol.120 |
| Number (no) | R-60 |
| Page | pp.pp.7-12(R), |
| #Pages | 6 |
| Date of Issue | 2020-06-04 (R) |